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# Quantum integers and cyclotomy

## 1. The functional equation for multiplication of quantum integers

Let $`𝐍=\{1,2,3,\mathrm{}\}`$ denote the positive integers. For every $`n𝐍`$, we define the polynomial

$$[n]_q=1+q+q^2+\mathrm{}+q^{n1}.$$

This polynomial is called the quantum integer $`n`$. The sequence of polynomials $`\{[n]_q\}_{n=1}^{\mathrm{}}`$ satisfies the following functional equation:

(1)
$$f_{mn}(q)=f_m(q)f_n(q^m)$$

for all positive integers $`m`$ and $`n`$. Nathanson  asked for a classification of all sequences $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ of polynomials and of rational functions that satisfy the functional equation (1).

The following statements are simple consequences of the functional equation. Proofs can be found in Nathanson .

Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be any sequence of functions that satisfies (1). Then $`f_1(q)=f_1(q)^2=0`$ or 1. If $`f_1(q)=0,`$ then $`f_n(q)=f_1(q)f_n(q)=0`$ for all $`n𝐍`$, and $``$ is a trivial solution of (1). In this paper we consider only nontrivial solutions of the functional equation, that is, sequences $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ with $`f_1(q)=1.`$

Let $`P`$ be a set of prime numbers, and let $`S(P)`$ be the multiplicative semigroup of $`𝐍`$ generated by $`P`$. Then $`S(P)`$ consists of all integers that can be represented as a product of powers of prime numbers belonging to $`P`$. Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a nontrivial solution of (1). We define the support

$$\text{supp}()=\{n𝐍:f_n(q)0\}.$$

There exists a unique set $`P`$ of prime numbers such that $`\text{supp}()=S(P)`$. Moreover, the sequence $``$ is completely determined by the set $`\{f_p(q):pP\}`$. Conversely, if $`P`$ is any set of prime numbers, and if $`\{h_p(q):pP\}`$ is a set of functions such that

(2)
$$h_{p_1}(q)h_{p_2}(q^{p_1})=h_{p_2}(q)h_{p_1}(q^{p_2})$$

for all $`p_1,p_2P,`$ then there exists a unique solution $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ of the functional equation (1) such that $`\text{supp}()=S(P)`$ and $`f_p(q)=h_p(q)`$ for all $`pP.`$

For example, for the set $`P=\{2,5,7\}`$, the reciprocal polynomials

$`h_2(q)`$ $`=`$ $`1q+q^2`$
$`h_5(q)`$ $`=`$ $`1q+q^3q^4+q^5q^7+q^8`$
$`h_7(q)`$ $`=`$ $`1q+q^3q^4+q^6q^8+q^9q^{11}+q^{12}.`$
satisfy the commutativity condition (2). Since

$$h_p(q)=\frac{[p]_{q^3}}{[p]_q}\text{for }pP\text{,}$$

it follows that

(3)
$$f_n(q)=\frac{[n]_{q^3}}{[n]_q}\text{for all }nS(P)\text{.}$$

Moreover, $`f_n(q)`$ is a polynomial of degree $`2(n1)`$ for all $`nS(P).`$

Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a solution of the functional equation (1) with $`\text{supp}()=S(P)`$ If $`P=\mathrm{}`$, then $`\text{supp}()=\{1\}`$. It follows that $`f_1(q)=1`$ and $`f_n(q)=0`$ for all $`n2.`$ Also, for any prime $`p`$ and any function $`h(q)`$, there is a unique solution of the functional equation (1) with $`\text{supp}()=S(\{p\})`$ and $`f_p(q)=h(q).`$ Thus, we only need to investigate solutions of (1) for $`\text{card}(P)2.`$

If $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ and $`𝒢=\{g_n(q)\}_{n=1}^{\mathrm{}}`$ are solutions of (1) with $`\text{supp}()=\text{supp}(𝒢),`$ then, for any integers $`d`$, $`e`$, $`r`$, and $`s`$, the sequence of functions $`=\{h_n(q)\}_{n=1}^{\mathrm{}}`$, where

$$h_n(q)=f_n(q^r)^dg_n(q^s)^e,$$

is also a solution of the functional equation (1) with $`\text{supp}()=\text{supp}().`$ In particular, if $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ is a solution of (1), then $`=\{h_n(q)\}_{n=1}^{\mathrm{}}`$ is another solution of (1), where

$$h_n(q)=\{\begin{array}{cc}1/f_n(q)\hfill & \text{if }n\text{supp}()\hfill \\ 0\hfill & \text{if }n\text{supp}()\text{.}\hfill \end{array}$$

The functional equation also implies that

(4)
$$f_m(q)f_n(q^m)=f_n(q)f_m(q^n)$$

for all positive integers $`m`$ and $`n`$, and

(5)
$$f_{m^k}(q)=\underset{i=0}{\overset{k1}{}}f_m(q^{m^i}).$$

Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a solution in rational functions of the functional equation (1) with $`\text{supp}()=S(P).`$ Then there exist a completely multiplicative arithmetic function $`\lambda (n)`$ with support $`S(P)`$ and rational numbers $`t_0`$ and $`t_1`$ with $`t_0(n1)𝐙`$ and $`t_1(n1)𝐙`$ for all $`nS(P)`$ such that, for every $`nS(P)`$, we can write the rational function $`f_n(q)`$ uniquely in the form

(6)
$$f_n(q)=\lambda (n)q^{t_0(n1)}\frac{u_n(q)}{v_n(q)},$$

where $`u_n(q)`$ and $`v_n(q)`$ are monic polynomials with nonzero constant terms, and

$$\mathrm{deg}(u_n(q))\mathrm{deg}(v_n(q))=t_1(n1)\text{ for all }n\text{supp}()\text{.}$$

For example, let $`P`$ be a set of prime numbers with $`\text{card}(P)2.`$ Let $`\lambda (n)`$ be a completely multiplicative arithmetic function with support $`S(P)`$, and let $`t_0`$ be a rational number such that $`t_0(n1)𝐙`$ for all $`nS(P)`$. Let $`R`$ be a finite set of positive integers and $`\{t_r\}_{rR}`$ a set of integers. We construct a sequence $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ of rational functions as follows: For $`nS(P),`$ we define

(7)
$$f_n(q)=\lambda (n)q^{t_0(n1)}\underset{rR}{}[n]_{q^r}^{t_r}.$$

For $`nS(P)`$ we set $`f_n(q)=0`$. Then $`_{rR}[n]_{q^r}^{t_r}`$ is a quotient of monic polynomials with coefficients in $`𝐐`$ and nonzero constant terms. The sequence $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ satisfies the functional equation (1), and $`\text{supp}()=S(P)`$.

We shall prove that every solution of the functional equation (1) in rational functions with coefficients in $`𝐐`$ is of the form (7). This provides an affirmative answer to Problem 6 in  in the case of the field $`𝐐`$.

## 2. Roots of unity and solutions of the functional equation

Let $`K`$ be an algebraically closed field, and let $`K^{}`$ denote the multiplicative group of nonzero elements of $`K.`$ Let $`\mathrm{\Gamma }`$ denote the group of roots of unity in $`K^{}`$, that is,

$$\mathrm{\Gamma }=\{\zeta K^{}:\zeta ^n=1\text{ for some }nN\}.$$

Since $`\mathrm{\Gamma }`$ is the torsion subgroup of $`K^{},`$ every element in $`K^{}\mathrm{\Gamma }`$ has infinite order. We define the logarithm group

$$L(K)=K^{}/\mathrm{\Gamma },$$

and the map

$$L:K^{}L(K)$$

by

$$L(a)=a\mathrm{\Gamma }\text{ for all }xK^{}.$$

We write the group operation in $`L(K)`$ additively:

$$L(a)+L(b)=a\mathrm{\Gamma }+b\mathrm{\Gamma }=ab\mathrm{\Gamma }=L(ab).$$

###### Lemma 1.

Let $`K`$ be an algebraically closed field, and $`L(K)`$ its logarithm group. Then $`L(K)`$ is a vector space over the field $`𝐐`$ of rational numbers.

###### Proof.

Let $`aK^{}`$ and $`m/n𝐐.`$ Since $`K`$ is algebraically closed, there is an element $`bK^{}`$ such that

$$b^n=a^m.$$

We define

$$\frac{m}{n}L(a)=L(b).$$

Suppose $`m/n=r/s𝐐`$, and that

$$c^s=a^r$$

for some $`cK^{}`$. Since $`ms=nr,`$ it follows that

$$c^{ms}=a^{mr}=b^{nr}=b^{ms},$$

and so $`c/b\mathrm{\Gamma }.`$ Therefore,

$$\frac{m}{n}L(a)=L(b)=b\mathrm{\Gamma }=c\mathrm{\Gamma }=L(c)=\frac{r}{s}L(a),$$

and $`(m/n)L(a)`$ is well-defined. It is straightforward to check that $`L(K)`$ is a $`𝐐`$-vector space. ∎

###### Lemma 2.

Let $`P`$ be a set of primes, $`\text{card}(P)2,`$ and let $`S(P)`$ be the multiplicative semigroup generated by $`P`$. For every integer $`mS(P)\{1\}`$ there is an integer $`nS(P)`$ such that $`\mathrm{log}m`$ and $`\mathrm{log}n`$ are linearly independent over $`𝐐`$. Equivalently, for every integer $`mS(P)\{1\}`$ there is an integer $`nS(P)`$ such that there exist integers $`r`$ and $`s`$ with $`m^r=n^s`$ if and only if $`r=s=0.`$

###### Proof.

If $`m=p^k`$ is a prime power, let $`n`$ be any prime in $`P\{p\}.`$ If $`m`$ is divisible by more than one prime, let $`n`$ be any prime in $`P`$. The result follows immediately from the Fundamental Theorem of Arithmetic. ∎

Let $`K`$ be a field. A function on $`K`$ is a map $`f:KK\{\mathrm{}\}`$. For example, $`f(q)`$ could be a polynomial or a rational function with coefficients in $`K.`$ We call $`f^1(0)`$ the set of zeros of $`f`$ and $`f^1(\mathrm{})`$ the set of poles of $`f`$.

###### Theorem 1.

Let $`K`$ be an algebraically closed field. Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a sequence of functions on $`K`$ that satisfies the functional equation (1). Let $`P`$ be the set of primes such that $`\text{supp}()=S(P).`$ If $`\text{card}(P)2`$ and if, for every $`n\text{supp}()`$, the function $`f_n(q)`$ has only finitely many zeros and only finitely many poles, then every zero and pole of $`f_n(q)`$ is either 0 or a root of unity.

###### Proof.

The proof is by contradiction. Let $`\mathrm{\Gamma }`$ be the group of roots of unity in $`K`$. Suppose that

$$f_n(a)=0\text{ for some }n\text{supp}()\text{ and }aK^{}\mathrm{\Gamma }.$$

By Lemma 2, there is an integer $`mS(P)`$ such that $`\mathrm{log}m`$ and $`\mathrm{log}n`$ are linearly independent over $`𝐐`$. Since $`a`$ has infinite order in the multiplicative group $`K^{}`$ and $`f_n^1(0)`$ is finite, there are positive integers $`k`$ and $`M=m^k`$ such that $`a^M`$ is not a zero of the function $`f_n(q).`$ By (4), we have

$$f_M(q)f_n(q^M)=f_n(q)f_M(q^n).$$

Therefore,

$$f_M(a)f_n(a^M)=f_n(a)f_M(a^n)=0.$$

Since $`f_n(a^M)0,`$ it follows from (5) that

$$0=f_M(a)=f_{m^k}(a)=\underset{i=0}{\overset{k1}{}}f_m(a^{m^i}),$$

and so

$$f_m(a^{m^i})=0\text{ for some }i\text{ such that }0ik1.$$

Let

$$b=a^{m^i}.$$

Then

$$f_m(b)=0,$$

$$bK^{}\mathrm{\Gamma },$$

and

(8)
$$L(b)=m^iL(a)$$

Since $`f_m^1(0)`$ is finite, there are positive integers $`\mathrm{}`$ and $`N=n^{\mathrm{}}`$ such that $`z^N`$ is not a zero of $`f_m(q)`$ for every $`zf_m^1(0)`$ with $`zK^{}\mathrm{\Gamma }.`$ Since $`K`$ is algebraically closed, we can choose $`cK`$ such that

$$c^N=b.$$

Then

$$f_m(c)0,$$

$$cK^{}\mathrm{\Gamma },$$

and

(9)
$$NL(c)=L(b).$$

Again applying (4), we have

$$f_m(q)f_N(q^m)=f_N(q)f_m(q^N)$$

and so

$$f_m(c)f_N(c^m)=f_N(c)f_m(c^N)=f_N(c)f_m(b)=0.$$

It follows that

$$0=f_N(c^m)=f_n^{\mathrm{}}(c^m)=\underset{j=0}{\overset{\mathrm{}1}{}}f_n(c^{mn^j}),$$

and so

$$f_n(c^{mn^j})=0\text{ for some }j\text{ such that }0j\mathrm{}1.$$

Let

$$a^{}=c^{mn^j}.$$

Then

$$f_n(a^{})=0,$$

$$a^{}K^{}\mathrm{\Gamma },$$

and

(10)
$$L(a^{})=mn^jL(c)$$

Combining (8), (9), and (10), we obtain

$$L(a^{})=\frac{mn^j}{N}L(b)=\frac{m^{i+1}}{n^\mathrm{}j}L(a),$$

that is,

(11)
$$L(a^{})=\frac{m^i^{}}{n^j^{}}L(a),\text{ where }1i^{}k\text{ and }1j^{}\mathrm{}.$$

What we have accomplished is the following: Given an element $`af_n^1(0)`$ that is neither 0 nor a root of unity, we have constructed another element $`a^{}f_n^1(0)`$ that is also neither 0 nor a root of unity, and that satisfies (11). Iterating this process, we obtain an infinite sequence of such elements. However, the number of zeros of $`f_n(q)`$ is finite, and so the elements in this sequence cannot be pairwise distinct. It follows that there is an element

$$af_n^1(0)\left(\mathrm{\Gamma }\{0\}\right)$$

such that

$$L(a)=\frac{m^r}{n^s}L(a),$$

where $`r`$ and $`s`$ are positive integers. Then

$$a^{n^s}\mathrm{\Gamma }=L\left(a^{n^s}\right)=n^sL(a)=m^rL(a)=L\left(a^{m^r}\right)=a^{m^r}\mathrm{\Gamma }.$$

Since $`a`$ is not a root of unity, it follows that

$$m^r=n^s,$$

which contradicts the linear independence of $`\mathrm{log}m`$ and $`\mathrm{log}n`$ over $`𝐐`$. Therefore, the zeros of the functions $`f_n(q)`$ belong to $`\mathrm{\Gamma }\{0\}`$ for all $`n\text{supp}().`$

Replacing the sequence $`=\{f_n(q)\}_{n\text{supp}()}`$ with $`^{}=\{1/f_n(q)\}_{n\text{supp}()}`$, we conclude that the poles of the functions $`f_n(q)`$ also belong to $`\mathrm{\Gamma }\{0\}`$ for all $`n\text{supp}().`$ This completes the proof. ∎

## 3. Rational solutions of the functional equation

In this section we shall completely classify sequences of rational functions with rational coefficients that satisfy the functional equation for quantum multiplication.

For $`k1,`$ let $`\mathrm{\Phi }_k(q)`$ denote the $`k`$th cyclotomic polynomial. Then

$$F_k(q)=q^k1=\underset{d|k}{}\mathrm{\Phi }_d(q)$$

and

(12)
$$\mathrm{\Phi }_k(q)=\underset{d|k}{}F_d(q)^{\mu (k/d)},$$

where $`\mu (k)`$ is the Möbius function. Let $`\zeta `$ be a primitive $`d`$th root of unity. Then $`F_k(\zeta )=0`$ if and only if $`d`$ is a divisor of $`k`$. We define

$$F_0(q)=\mathrm{\Phi }_0(q)=1.$$

Note that

(13)
$$F_k(q)=q^k1=(q1)(1+q+\mathrm{}+q^{k1})=F_1(q)[k]_q$$

for all $`k1.`$

A multiset $`U=(U_0,\delta )`$ consists of a finite set $`U_0`$ of positive integers and a function $`\delta :U_0𝐍`$. The positive integer $`\delta (u)`$ is called the multiplicity of $`u`$. Multisets $`U=(U_0,\delta )`$ and $`U^{}=(U_0^{},\delta ^{})`$ are equal if $`U_0=U_0^{}`$ and $`\delta (u)=\delta ^{}(u)`$ for all $`uU_0.`$ Similarly, $`UU^{}`$ if $`U_0U_0^{}`$ and $`\delta (u)\delta ^{}(u)`$ for all $`uU_0.`$ The multisets $`U`$ and $`U^{}`$ are disjoint if $`U_0U_0^{}=\mathrm{}.`$ We define

$$\underset{uU}{}f_u(q)=\underset{uU_0}{}f_u(q)^{\delta (u)}$$

and

$$\mathrm{max}(U)=\mathrm{max}(U_0).$$

If $`U_0=\mathrm{},`$ then we set $`\mathrm{max}(U)=0`$ and $`_{uU}f_u(q)=1.`$

###### Lemma 3.

Let $`U`$ and $`U^{}`$ be multisets of positive integers. Then

(14)
$$\underset{uU}{}F_u(q)=\underset{u^{}U^{}}{}F_u^{}(q),$$

if and only if $`U=U^{}.`$

###### Proof.

Let $`k=\mathrm{max}(UU^{}).`$ Let $`\zeta `$ be a primitive $`k`$th root of unity. If $`kU^{},`$ then

$$\underset{uU}{}F_u(\zeta )=\underset{u^{}U^{}}{}F_u^{}(\zeta )=0,$$

and so $`kU.`$ Dividing (14) by $`F_k(q),`$ reducing the multiplicity of $`k`$ in the multisets $`U`$ and $`U^{}`$ by 1, and continuing inductively, we obtain $`U=U^{}.`$

Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a nontrivial solution of the functional equation (1), where $`f_n(q)`$ is a rational function with rational coefficients for all $`n\text{supp}()`$. Because of the standard representation (6), we can assume that

$$f_n(q)=\frac{u_n(q)}{v_n(q)},$$

where $`u_n(q)`$ and $`v_n(q)`$ are monic polynomials with nonzero constant terms. By Theorem 1, the zeros of the polynomials $`u_n(q)`$ and $`v_n(q)`$ are roots of unity, and so we can write

$$f_n(q)=\frac{_{uU_n^{}}\mathrm{\Phi }_u(q)}{_{vV_n^{}}\mathrm{\Phi }_v(q)},$$

where $`U_n^{}`$ and $`V_n^{}`$ are disjoint multisets of positive integers. Applying (12), we replace each cyclotomic polynomial in this expression with a quotient of polynomials of the form $`F_k(q)`$. Then

(15)
$$f_n(q)=\frac{_{uU_n}F_u(q)}{_{vV_n}F_u(q)},$$

where $`U_n`$ and $`V_n`$ are disjoint multisets of positive integers. Let

$$f_n(q)=\frac{_{uU_n}F_u(q)}{_{vV_n}F_v(q)}=\frac{_{u^{}U_n^{}}F_u^{}(q)}{_{v^{}V_n^{}}F_v^{}(q)},$$

where $`U_n`$ and $`V_n`$ are disjoint multisets of positive integers and $`U_n^{}`$ and $`V_n^{}`$ are disjoint multisets of positive integers. Then

$$\underset{uU_nV_n^{}}{}F_u(q)=\underset{vU_n^{}V_n}{}F_v(q).$$

By Lemma 3, we have the multiset identity

$$U_nV_n^{}=U_n^{}V_n.$$

Since $`U_nV_n=\mathrm{},`$ it follows that $`U_nU_n^{}`$ and so $`U_n=U_n^{}.`$ Similarly, $`V_n=V_n^{}.`$ Thus, the representation (15) is unique.

We introduce the following notation for the dilation of a set: For any integer $`d`$ and any set $`S`$ of integers,

$$dS=\{ds:sS\}.$$

###### Lemma 4.

Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a nontrivial solution of the functional equation (1) with $`\text{supp}()=S(P)`$, where $`\text{card}(P)2.`$ Let

$$f_n(q)=\frac{_{uU_n}F_u(q)}{_{vV_n}F_v(q)}$$

and $`U_n`$ and $`V_n`$ are disjoint multisets of positive integers. For every prime $`pP,`$ let

$$m_p=\mathrm{max}(U_pV_p).$$

There exists an integer $`r`$ such that $`m_p=rp`$ for every $`pP.`$ Moreover, either $`m_pU_p`$ for all $`pP`$ or $`m_pV_p`$ for all $`pP`$.

###### Proof.

Let $`p_1`$ and $`p_2`$ be prime numbers in $`P`$, and let

$$\frac{m_{p_1}}{p_1}\frac{m_{p_2}}{p_2}.$$

Equivalently,

$$p_2m_{p_1}p_1m_{p_2}.$$

Applying functional equation (4) with $`m=p_1`$ and $`n=p_2,`$ we obtain

$$\frac{_{uU_{p_1}}F_u(q)}{_{vV_{p_1}}F_v(q)}\frac{_{uU_{p_2}}F_u(q^{p_1})}{_{vV_{p_2}}F_v(q^{p_1})}=\frac{_{uU_{p_2}}F_u(q)}{_{vV_{p_2}}F_v(q)}\frac{_{uU_{p_1}}F_u(q^{p_2})}{_{vV_{p_1}}F_v(q^{p_2})},$$

where

$$U_{p_1}V_{p_1}=U_{p_2}V_{p_2}=\mathrm{}.$$

The identity

$$F_n(q^m)=\left(q^m\right)^n1=q^{mn}1=F_{mn}(q),$$

implies that

$`{\displaystyle \frac{_{uU_{p_1}p_1U_{p_2}}F_u(q)}{_{vV_{p_1}p_1V_{p_2}}F_v(q)}}=`$ $`{\displaystyle \frac{_{uU_{p_1}}F_u(q)}{_{vV_{p_1}}F_v(q)}}{\displaystyle \frac{_{up_1U_{p_2}}F_u(q)}{_{vp_1V_{p_2}}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{_{uU_{p_2}}F_u(q)}{_{vV_{p_2}}F_v(q)}}{\displaystyle \frac{_{sp_2U_{p_1}}F_u(q)}{_{tp_2V_{p_1}}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{_{uU_{p_2}p_2U_{p_1}}F_u(q)}{_{vV_{p_2}p_2V_{p_1}}F_v(q)}}.`$
By the uniqueness of the representation (15), it follows that

$$U_{p_1}(p_1U_{p_2})V_{p_2}(p_2V_{p_1})=U_{p_2}(p_2U_{p_1})V_{p_1}(p_1V_{p_2}).$$

Recall that

$$m_{p_1}=\mathrm{max}\left(U_{p_1}V_{p_1}\right).$$

If

$$m_{p_1}U_{p_1},$$

then

$$p_2m_{p_1}p_2U_{p_1}$$

and so

$$p_2m_{p_1}U_{p_1}(p_1U_{p_2})V_{p_2}(p_2V_{p_1}).$$

However,

1. $`p_2m_{p_1}U_{p_1}`$ since $`p_2m_{p_1}>m_{p_1}=\mathrm{max}\left(U_{p_1}V_{p_1}\right),`$
2. $`p_2m_{p_1}p_2V_{p_1}`$ since $`m_{p_1}U_{p_1}`$ and $`U_{p_1}V_{p_1}=\mathrm{},`$
3. $`p_2m_{p_1}V_{p_2}`$ since $`p_2m_{p_1}p_1m_{p_2}>m_{p_2}=\mathrm{max}\left(U_{p_2}V_{p_2}\right)`$.

If $`p_2m_{p_1}>p_1m_{p_2}=\mathrm{max}\left(p_1U_{p_2}\right),`$ then $`p_2m_{p_1}p_1U_{p_2}`$. This is impossible, and so

$$p_2m_{p_1}=p_1m_{p_2}p_1U_{p_2},$$

$$m_{p_2}U_{p_2},$$

and

$$\frac{m_{p_1}}{p_1}=\frac{m_{p_2}}{p_2}=r\text{ for all }p_1,p_2P.$$

Similarly, if $`m_{p_1}V_{p_1}`$ for some $`p_1P,`$ then $`m_{p_2}V_{p_2}`$ for all $`p_2P`$. This completes the proof. ∎

###### Theorem 2.

Let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a sequence of rational functions with coefficients in $`𝐐`$ that satisfies the functional equation (1). If $`\text{supp}()=S(P),`$ where $`P`$ is a set of prime numbers and $`\text{card}(P)2,`$ then there are

1. a completely multiplicative arithmetic function $`\lambda (n)`$ with support $`S(P)`$,
2. a rational number $`t_0`$ such that $`t_0(n1)`$ is an integer for all $`nS(P)`$,
3. a finite set $`R`$ of positive integers and a set $`\{t_r\}_{rR}`$ of integers

such that

(16)
$$f_n(q)=\lambda (n)q^{t_0(n1)}\underset{rR}{}[n]_{q^r}^{t_r}\text{ for all }n\text{supp}()\text{.}$$

###### Proof.

It suffices to prove (16) for all $`pP.`$ Recalling the representation (6), we only need to investigate the case

$$f_p(q)=\frac{_{uU_p}F_u(q)}{_{vV_p}F_v(q)},$$

where $`U_p`$ and $`V_p`$ are disjoint multisets of positive integers. Let $`m_p=\mathrm{max}(U_pV_p).`$ By Lemma 4, there is a nonnegative integer $`m`$ such that $`m_p=mp`$ for all $`pP.`$ We can assume that $`m_pU_p`$ for all $`pP.`$

The proof is by induction on $`m`$. If $`m=0`$, then $`U_p=V_p=\mathrm{}`$ and $`f_p(q)=1`$ for all $`pP,`$ hence (16) holds with $`R=\mathrm{}.`$

Let $`m=1,`$ and suppose that $`m_p=pU_p`$ for all $`pP.`$ Then

$$f_p(q)=\frac{_{uU_p}F_u(q)}{_{vV_p}F_v(q)}=\frac{(q^p1)_{uU_p^{}}F_u(q)}{_{vV_p}F_v(q)}.$$

Since $`q^p1=F_1(q)[p]_q,`$ we have

$`g_p(q)`$ $`=`$ $`{\displaystyle \frac{f_p(q)}{[p]_q}}`$
$`=`$ $`{\displaystyle \frac{(q^p1)_{uU_p\{p\}}F_u(q)}{[p]_q_{vV_p}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{F_1(q)_{uU_p\{p\}}F_u(q)}{_{vV_p}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{_{uU_p^{}}F_u(q)}{_{vV_p^{}}F_v(q)}},`$
where $`U_p^{}V_p^{}=\mathrm{}`$. The sequence of rational functions $`𝒢=\{g_n(q)\}_{n=1}^{\mathrm{}}`$ is also a solution of the functional equation (1), and either $`\mathrm{max}(U_p^{}V_p^{})=0`$ for all $`pP`$ or $`\mathrm{max}(U_p^{}V_p^{})=p`$ for all $`pP.`$

If $`\mathrm{max}(U_p^{}V_p^{})=p`$ for all $`pP`$, then we construct the sequence $`=\{h_n(q)\}_{n=1}^{\mathrm{}}`$ of rational functions

$$h_n(q)=\frac{g_n(q)}{[n]_q}=\frac{f_n(q)}{[n]_q^2}.$$

Continuing inductively, we obtain a positive integer $`t`$ such that

$$f_n(q)=[n]_q^t\text{ for all }n\text{supp}().$$

Thus, (16) holds in the case $`m=1.`$

Let $`m`$ be an integer such that the Theorem holds whenever $`m_p<mp`$ for all $`pP,`$ and let $`=\{f_n(q)\}_{n=1}^{\mathrm{}}`$ be a solution of the functional equation (1) with $`\text{supp}()=S(P)`$ and $`m_p=mp`$ and $`m_pU_p`$ for all $`pP.`$ The sequence $`𝒢=\{g_n(q)\}_{n=1}^{\mathrm{}}`$ with

$$g_n(q)=\frac{f_n(q)}{[n]_{q^r}}$$

is a solution of the functional equation (1). Since

$$F_{rp}(q)=q^{rp}1=\left(q^r1\right)\left(1+q^r+\mathrm{}+q^{r(p1)}\right)=F_r(q)[p]_{q^r},$$

it follows that

$`g_p(q)`$ $`=`$ $`{\displaystyle \frac{(q^{m_p}1)_{uU_p\{m_p\}}F_u(q)}{[p]_{q^r}_{vV_p}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{(q^{mp}1)_{uU_p\{mp\}}F_u(q)}{[p]_{q^r}_{vV_p}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{F_r(q)_{uU_p\{mp\}}F_u(q)}{_{vV_p}F_v(q)}}`$
$`=`$ $`{\displaystyle \frac{_{uU_p^{}}F_u(q)}{_{vV_p^{}}F_v(q)}},`$
where $`U_p^{}V_p^{}=\mathrm{}`$, and $`\mathrm{max}(U_p^{}V_p^{})mp.`$

If $`\mathrm{max}(U_p^{}V_p^{})=mp,`$ then $`mpU_p^{}.`$ We repeat the construction with

$$h_n(q)=\frac{g_n(q)}{[n]_{q^r}}=\frac{f_n(q)}{[n]_{q^r}^2}.$$

Continuing this process, we eventually obtain a positive integer $`t_r`$ such that the sequence of rational functions

$$\left\{\frac{f_n(q)}{[n]_{q^r}^{t_r}}\right\}_{n=1}^{\mathrm{}}$$

satisfies the functional equation (1), and

$$\frac{f_p(q)}{[p]_{q^r}^{t_r}}=\frac{_{uU_p^{}}F_u(q)}{_{vV_p^{}}F_v(q)},$$

where $`U_p^{}V_p^{}=\mathrm{}`$ and $`\mathrm{max}(U_p^{}V_p^{})<mp.`$ It follows from the induction hypothesis there is a finite set $`R`$ of positive integers and a set $`\{t_r\}_{rR}`$ of integers such that

$$f_n(q)=\underset{rR}{}[n]_{q^r}^{t_r}\text{ for all }n\text{supp}()\text{.}$$

This completes the proof. ∎

There remain two related open problems. First, we would like to have a simple criterion to determine when a sequence of rational functions satisfying the functional equation (1) is actually a sequence of polynomials. It is sufficient that all of the integers $`t_r`$ in the representation (16) be nonnegative, but the example in (3) shows that this condition is not necessary.

Second, we would like to have a structure theorem for rational function solutions and polynomial solutions to the functional equation (1) with coefficients in an arbitrary field, not just the field of rational numbers.


format: text

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# Once again about the origin of the system of the giant stellar arcs in the Large Magellanic Cloud

## 1. Introduction

In the field of the supershell LMC4 in north-east LMC a few huge arcs of young stars and clusters have long time been known. The goal of this paper is to turn attention to this unique system and still lasting enigma of its origin.

The brightest of these arcs was first noted by Westerlund and Mathewson (1966), who wrongly identified as Shapley’s ”Constellation III”; nowadays it is known as association LH77 or ”Quadrant”, whereas the near-by smaller arc was called ”Sextant” (Efremov and Elmegreen 1998). These arcs are parts of exact circles, they are the most perfect formations of a half of a dozen more or less similar structures found inside other galaxies (Efremov 2001a). So the LMC arcs are the best example of the ordered stellar systems, whose regular appearance is surely not due to gravitation. They are surely dynamically unstable.

The Quadrant arc is inside the HI superbubble LMC4, and Westerlund and Mathewson (1966) suggested that both features were formed in result of a Super-Supernova outburst. The whole system of the arcs in this region was first noted by Hodge (1967); all in all this area may host five arcs of young stars and clusters (see Fig. 1 and 2).

The problem of origin of this system of arcs was first considered by Efremov & Elmegreen (1998). They found that age and radius of Quadrant are about 16 Myr and 280 pc, and of Sextant - 7 Myr and 170 pc, and suggested the formation of the arcs from the gas shells, swept up by the sources of central pressure with energy about $`10^{52}`$ ergs. The ages were derived from integral UBV photometry by Bica et al. (1996). The Third arc is plausibly a by chance configuration; it contains the clusters of different ages and the far UV image, obtained by Smith et al. (1987) and presented in Fig.1b supports this conclusion.

The HI superbubbles considered to have been formed by multiple super- novae and O stars or by the impact of the high velocity clouds (Tenorio-Tagle & Bodenheimer, 1988). The supershells of swept up gas should break up to star clusters located on an arc of a circle. However a lot of superbubbles is known and only a few stellar arcs (Efremov 2001a; 2002). Only in IC 2574 galaxy the HI supershell is known inside which there is an older cluster surrounded by younger ones (Stewart & Walter, 2000). However, even in this sample the younger clusters are located in a random way, by no means in the regular arc structure. Also, only 6 of 44 HI superbubbles in the Ho II galaxy contain clusters suitable to be their progenitors (Rhode et al. 1999), yet even these supershells are not surrounded by younger cluster arcs. It is possible that the regular arcs of clusters were formed by other processes and because of this, they are so rare objects.

## 2. The LMC arcs were formed in a special way

Apart from the general difficulties with explanation of the supershell origin, the understanding of the LMC arcs faces to the specific problems. Efremov (1999) and Efremov and Elmegreen (1999) have noted that it is not clear, why around the clusters the very existence of which is doubtful, there could be so exotic structures, missing around all known clusters elsewhere. Later on, Braun et al. (2000) found that stellar population inside the LMC4, including the center of Quadrant arc, have the age close to this arc age. These authors disproved also the conclusion of Dopita et al. (1985) about the age gradient from the LMC4 center. It is not clear at all, why the giant arcs, so rare structures, are available in the LMC in an amount not less than two (and probably five) and, moreover, why all they are on a neighborhood with each other.

The Quadrant and Sextant arcs are parts of exact circles, instead being the ellipses appropriate to inclination of the LMC plane to the sky plane (Fig. 2b and 3). The latter should be the case provided they are rings in the LMC disk plane. The most plausible explanation of this is both arcs are cup-shaped, they are segments of spherical surfaces, seen in projection (Fig. 4).

If the sources of the pressure were the SNe or O-stars and if the gas density was uniform, the arcs must have shape of the rings, not arcs or segments of spheres, because the young clusters, as well as the highest gas density, are observed in the plane of the symmetry of the galactic disks. For the case of the isotropic pressure, the model experiments (Efremov et al. 1999) demonstrated that the shape of the partial sphere may arise in two events: the center of pressure is at outskirts of an isolated dense cloud, or at some height outside the galactic plane. The latter position, however, leads to the special orientation of the arc regarding the line of intersection of the LMC and sky planes (Fig. 5). This orientation contradicts to the observed ones of the LMC arcs, apart from the Fifth arc only.

The special positions of progenitors of all arcs in dense isolated clouds being improbable, they might be formed by the anisotropic pressure, sources of which may be located anywhere in or out the disk of the LMC. There exist however other possibilities.

## 3. High velocity clouds impact?

The hypothesis about oblique infalling of group of high velocity clouds could probably explain a neighborhood of all arcs, as well as similar orientation of Quadrant and Sextant arcs. However it is not the case for the Third and Fifth arcs. The different ages of arcs are hardly compatible with this hypothesis, also. Only the region near the SNR N49 (see Dopita et al. 1985, and references therein) demonstrates the HI velocity perturbations, which are seen also in Kim et al. (2003) data. The issue is how long might exist the peculiarities in HI distribution and velocities after a HVC impact. Anyway, this hypothesis is the most natural explanation of absence of counterpart arcs.

The regular shape of the LMC arcs recalls the bow shock appearance of the leading edge of some galaxies (say DDO 165 and Ho II in M81 group) due to the ram pressure of the intergalactic medium. Within framework of the HVC hypothesis one could suggest that these clouds were dense enough and the stellar arcs were not formed from the swept up gas shell, but are relics of the bow shock at the interface of the LMC gas and the impacting HVC (Efremov 2002). Earlier Braun et al. (2000) have proposed the ram pressure from the Milky Way halo to explain the LMC4 supershell, yet they have not suggested the mechanism of formation for the stellar arcs.

The hypothesis of the HVC impact was applied by Comeron (2001) to the explanation of the isolated stellar complex in M83, which is rather similar to whole LMC4 region (Fig.6a), as was noted by Efremov (1999, 2001a). This M83 galaxy hosts also the second perfect arc of a few clusters (Fig. 6b) - again with nothing in its center (Efremov 2001a).

## 4. The GRB hypothesis

As a source supplying $`10^{52}`$-$`10^{53}`$ ergs to the ISM and suitable to swept up even the largest HI supershells, the Gamma-ray bursts (GRB) were suggested; this idea was applied to the explanation of the LMC stellar arcs (Efremov 1999, 2001b and references therein). Their concentration in the same region of the LMC was explained by ejection of the GRB progenitors in result of the dynamic interaction of stars in the dense core of a star cluster. The unique massive 1 Gyr old cluster is indeed there, it is NGC 1978, famous for its highly elliptical shape.

The pairs of compact objects, NS+NS or NS+BH might merge in GRB event rather soon after ejection, at few hundred parsec distance from the cluster. This hypothesis implies origin of binary stars with compact components in result of dynamic interactions in dense cores of rather old star clusters, what has been supported now by many simulations of the dynamical evolution of clusters. However, there are also data pointing to the connection of the GRB with some type of the powerful Supernovae (Hypernovae). Their energy is suffisiently large to form the stellar arcs, but Hypernovae are suggested to have be originated from massive stars, which should not exit in the old cluster, and escape of which with rather high velocity is improbable.

The main argument for the Hypernovae origin of GRBs is that their afterglow are observed mostly in regions of star formation. However, the GRB, progenitors of which have being ejected from the same clusters might trigger the star formation (like the LMC arcs) near-by. There are also independent evi- dence for the origin of the short GRB from NS+NS or NS+BH merging (Perna, Belczynski, 2002). Also, Bulik and Beclczynski (2003) found that NS+NS progenitors of GRB must be short lived and traced star formation. On our opinion, the distribution of GRB afterglows in a summary galaxy is close to that of the classical old globular clusters and not to the regions of star formation. From the distribution of GRB in redshift it follows that their average age was around a few Gyrs, just compatible with the NGC 1978 age (Efremov 2001b).

However, the prevailing opinion now is that GRB energy is emitted within the narrow superrelativistic jets whose energy is about only $`10^{51}`$ erg. At any rate, the only known in the LMC Soft repeating Gamma-ray source in the LMC is also in the LMC4 area, within the SNR N49. The perturbations of HI velocities just in this region might indicate the origin of this source in a Hypernovae event.

## 5. The microquasars hypothesis

There are other sources of relativistic jets which may be long standing and whose accumulated energy is high enough. Microquasars (MQS) are X-ray binaries which are able to emit variable relativistic jets (Mirabel 2002); some 70% of the X-ray binaries in our Galaxy may be MQS (Fender and Maccarone 2003). Their jets interact with the interstellar medium and can therefore initiate star formation (Mirabel 2003). Also, for some of them the high space velocities are observed, the examples being GRO J1655-40, Cyg X-1, LS 5039 and Sco X-1; for the latter the origin in a globular cluster was suggested (Mirabel and Rodriques 2003).

The puzzling concentration of X-ray (XRB) binaries is known in northern part of the LMC4 supershell, i.e. near NGC 1978. Half of XRBs, known in the LMC, are there, within 3 square degrees of total 80 square degree of the LMC area. The natural explanation is again their formation in NGC 1978 and then ejection from this cluster (Efremov 1999). Now many examples of connection between XRB and the massive old clusters are known and many simulations published, confirmed the possibility of XRB formation in and ejection from dense old clusters.

There are little doubts that jets from MQS may trigger star formation, providing they act long enough. The kinetic energy of jets in SS433 - the most famous MQS in our Galaxy, is $`10^{39}`$ erg and during the life-time of about 20 000 years, the jets have put in the interstellar medium $`10^{51}`$ ergs (Dubner et al. 1998); if the stage of the jet out similar to one observed now in SS433 will be prolonged for some $`10^5`$ years, they could create arcs similar to these in the LMC. The opening angle of the arcs might be determined by the precession of jets, like known in SS433, and also by its multiprecession, like suggested by D.Fargion for GRB (see Efremov and Fargion 1999, and references therein). However, the initially narrow jets may form arcs with the large opening anwing to instabilities arising around a relativistic jet. Moiseev et al. (2000) have put forward a hypothesis that the cones of ionizations describing morphology of regions, emanating narrow lines in a number of Seyfert galaxies, are coupled to hydrodynamic instability caused by a velocity break between the interstellar medium and a jet; the axes of cones coincide with axes of jets, and the central angles at centres of cones can make 50 - 60 degrees. We may accept that pressure of the hot gas in such broad cone around of a narrow jet, or the hot spot at its working surface are capable to initiate star formation in a cup-shaped shell of swept up interstellar gas. The similar situation may exist for jets of GRB and/or of MQS.

## 6. The jet from the Milky Way core?

At any rate, the star formation in wider regions near tips of relativistic jets is well known in galaxies Cen A and NGC 4258. The sheet of contact of a jet working surface with interstellar matter itself contains the hot spots which can be a power source for creation of the expanding shell of the swept up gas, like supergiant bubbles known around tips of very long jets in some radio galaxies.

The very tip of the giant jet of radio galaxy 3C 445 has the appearance of the arc about 9 kpc long - comparing with 450 kpc long jet, and the synchrotron emission of the arc is seen also in optics with the VLT as shown in Fig. 7 based on the paper by Prieto et al. (2002). If the similar ratio is fair for the LMC case, it could mean, that the sources of jets generated the arc-shaped stellar complexes might be at dozens kiloparsecs from the LMC. Let us note again that the orientation of two most expressed and exact arcs is similar to each other and to the older Fourth arc.

The hypothesis may be advanced that the the source of the jet was the nucleus of our Galaxy. It is not active now, yet various signs of its past activity are long time suspected. Long jets ejecting under rather small angle to the galaxy plane are known in some spiral galaxies; Gopal-Krishna and Irwin (2000) believed that such jets may give origin to the expanding shells, especially in the region of the fast decrease of the galaxy gas density. It is known also that the precessing long jet of NGC 4258 galaxy was sometime ago in the plane of the galaxy (Cecil et al. 2000).

All in all, existing data does not contradict to suggestion that some 15 Myr ago the Galaxy emitted the long relativistic jet which might be directed to the LMC (Fig. 8). It might form the LMC4 HI superbubble whereas the hot spots within it might give rise to smaller shells, relics of which are observed now as the giant stellar arcs. The ratio between the jet length and the size of the arc at its tip is 50 for the 3C 445 case, and it is about the same between the distance to the LMC and size of the LMC4 supershell. Note the exceptional nature of the LMC4 superbubble which is the largest in the LMC and is about completely empty from the gas, unlike any other supershells in the LMC. The position of LMC4 at outskirts of the LMC HI disk consists with mechanism of supershell formation by a galactic jet at the gas density gradient, suggested by Gopal-Krishna and Irwin (2000).

Anyway, the angle between the MW center and the plane of the LMC, seen from the center of the LMC, is now about 63 degree (van der Marel 2001). Note also that the direction of the LMC proper motion to ENE is compatible with the relative ages and positions of the stellar arcs, the oldest Fourth arc being at the East and youngest Sextant being at the West. The slow precession motion of the suggested jet might be also a reason for this correlation of ages and positions. Then the LMC4 superbubble might be a result of the pressure from the Quadrant stars, as Efremov and Elmegreen (1998) have suggested. The hypothesis on the origin of the arcs under action of the past jet from the Milky Way nucleus does not explain the presence in the same region of the LMC the excess density of X-ray binaries and the unusual cluster, but does connect the stellar arcs and the LMC4 superbubble origin. Also, the jet from a neighbor large galaxy core might explain the exceptional nature of the LMC arc system. This hypothesis may be crazy enough to be correct. More data on the past history of the Milky Way nuclear activity and surely on the LMC4 region are needed to check it.

Acknowledgement

Thanks are due to A.Chernin, B.Elmegreen, P.Hodge and J.Palous for many discussions concerning the LMC arcs. I am grateful to E.Yu.Efremov for modeling the Quadrant and Sextant arcs, as shown in Fig. 4.

The support from the RFBR (project 03-02-16288) and Scientific School Foundation (project NSh 389.2003.2) is appreciated.

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Figure captions

Fig. 1.

a) The LMC in the blue band. The LMC4 region is in the upper left corner.

b) The LMC in the vacuum UV (the effective band-pass 1500 A). Only the hot young stars are seen. The image is the edited Plate 22 from Smith et al. (1987).

Fig. 2. The supershell LMC4 region in the LMC.

a) The edited image of the plate, obtained by H.Shapley at Boyden observatory, courtesy by P.Hodge.

b) The stellar arcs stressed by rings. The brightest parts are white. 1 - Quadrant, 2 - Sextant, 3 - Third arc (plausibly unreal, compare to Fig. 1b), 4 - Fourth arc, 5 - Fifth arc, 6 - NGC 1978 cluster, 7 - SN remnant N49.

c) The HI distribution, based on Kim et al. (2003) data, and the star clusters from Bica et al. (1996) catalog of UBV integral photometry. The clusters within Quadrant and Sextant arcs are stressed. The NGC 1978 cluster and the SN remnant N49 are shown as squares.

Fig. 3. Sextant arc as seen by UIT (the image from APOD), with the regular ring overlaid.

Fig. 4.

a) Quadrant arc (top) and its model (bottom) in the form a spherical circle of angular diameter 130 degrees if viewed from the center of the sphere, with the symmetry axis at 80 degrees to the sky plane and with a thickness-to-radius ratio of 0.18. A total of 1200 points are inside the segment of sphere and 4000 field points are used.

b) Sextant arc (top, UIT image) and its model (bottom) in the form a spherical circle of angular diameter 80 degrees if viewed from the center of the sphere, with the symmetry axis at 80 degrees to the sky plane and with a thickness-to-radius ratio of 0.10. A total of 300 points are inside the segment of sphere and 1000 field points are used.

Fig. 5. The projected column density of shells from isotropic pressure source at 100 pc above (left panel) and 100 below (right panel) the LMC plane. The LMC line of nodes is shown. The 300 pc long arrow points toward the center of the LMC. It is the Fig. 6 of Efremov, Ehlerova and Palous (1999).

Fig. 6.

a)The isolated stellar complex in M83, which possibly includes two stellar arcs, the edited VLT image (Efremov 2001a).

b)The arc of stellar clusters at the West of M83, the edited VLT image (Efremov, 2001a).

Fig. 7. The synchrotron emission of jets from radio galaxy 3C 445 (Prieto et al., 2002; the fig. is from ESO Press release).

Fig. 8. The Milky Way and the Magellanic Clouds in the color composite photography. The LMC4 region is seen to the right of the upper tip of the LMC bar. The edited image from APOD.


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# Kovacs effect and fluctuation-dissipation relations in 1D kinetically constrained models

## 1 Introduction

The Kovacs or memory effect has been observed by Kovacs himself in the 1960s on structural glassy systems . It is a surprising memory effect of the energy (or volume) of the system following a particular quenching procedure. This quenching procedure consists in suddenly cooling a glassy system from a high temperature (infinite one in our case) to a very low intermediate temperature $`T_i`$ and letting the system relax. When the waiting time $`t_w`$ necessary for the energy of the system to reach the equilibrium value for a final temperature $`T_f`$ is attained ($`e(t_w)=e_{eq}(T_f)`$), the temperature of the system is set to this value $`T_fT_i`$. The result found by Kovacs is that, even though the system is at the equilibrium energy (the volume in his case) corresponding to the temperature imposed, the system and its energy are still evolving. The system keeps memory of its history and of the fact that equilibrium is not effective. After a rapid increase of the energy, the system reaches the equilibrium and the energy decreases and levels off that equilibrium leading to a hump in the energy as function of time.

In this paper, we are interested in a comparison of the Kovacs effect for two simple (even simplistic) models with respectively strong and fragile glass behaviours. We consider the symmetric and purely asymmetric kinetically constrained Ising chain (KCIC) models . This simple change of the kinetic constraints allows one to switch respectively from strong to fragile glass behaviour. The underlying equilibrium being the same for both models, a direct comparison of the dynamical effects is possible.

After a short presentation of the models in section 2, the Kovacs effect is discussed in section 3. The effect is observed in both models considered but is enhanced in the asymmetric case. This section also contains simple rescaling arguments to explain this effect and a comparison with recent works on the Kovacs effect . The fluctuation-dissipation (FD) relations are studied during the Kovacs quenching procedure and presented in section 4. The FD relations satisfy the FD theorem in both cases. These results are in strong contradiction with those obtained using a simple quenching procedure from high temperature to a low final temperature after a waiting time $`t_w`$. This last quenching procedure leads to FD relations satisfying the FD theorem for the symmetric KCIC model and for waiting times well below the relaxation time. In contrast, strong deviations from the FD theorem have been observed for the asymmetric KCIC model for waiting times smaller than the equilibration time. We give some conclusions in section 5.

## 2 Presentation of the models

In this paper, we are interested in the possible difference concerning the Kovacs effect due to strong or fragile glass behaviour. We thus consider the KCIC model  for which constraints may be chosen to model strong (for symmetric ones) and fragile (for a purely asymmetric chain) glass relaxations.

Let us consider a chain of $`N`$ Ising spins ($`\sigma _i=0,1`$ with $`i=1,\mathrm{},N`$) without interactions where spins $`\sigma _i=1`$ are considered as defects. The corresponding Hamiltonian is thus trivial ($`H=_i\sigma _i`$) as well as the equilibrium thermodynamic properties. The equilibrium energy at temperature $`T`$ or inverse temperature $`\beta `$ is given by $`e_{eq}(T=1/\beta )=1/(1+e^\beta )`$ which is also the concentration of defects or the probability to have a defect at site $`i`$. It is possible to determine exactly the probability for a defect to have its next defect (on the left) at a distance $`d`$

$$P_{eq}(d,T)=e_{eq}(1e_{eq})^{d1}.$$
(1)
The first term on the right hand side of the equation corresponds to the probability to have a defect whereas the second term (with a power $`d1`$) is the probability to have no defects in the intermediate $`d1`$ sites. The non-interacting spins render at equilibrium the probabilities at each sites independent of each other and leads to this simple product in $`P_{eq}(d,T)`$.

All these equilibrium properties are independent of any dynamics considered. However, the introduction of kinetic constraints allows one to obtain a slowing down of the dynamics characteristic of glassy systems before the equilibrium properties are reached. The probability for a spin to flip is constrained in the following way: in the symmetric case, a spin is able to flip as soon as a neighbour (left or right) is a defect whereas, in the asymmetric case, the defect has to be on the left. Such spins are also called spin facilitated and their probability transitions are given by the following equation:

$$P(\sigma _i1\sigma _i)=\mathrm{min}(1,e^{\beta (2\sigma _i1)})(b\sigma _{i1}+(1b)\sigma _{i+1}).$$
(2)
The first term on the right hand side corresponds to the usual Metropolis probability and allows one to satisfy the detailed balance. The second term corresponds to the general kinetic constraints with a probability $`b`$ to flip the spin if there is a left neighbour and $`1b`$ for a right neighbour. The symmetric model ($`b=1/2`$) and the purely asymmetric one ($`b=0`$ or $`1`$) correspond to particular values of this parameter $`b`$.

These models have been extensively studied (for more information and references on kinetically constrained models see the recent review by Ritort and Sollich ). With the symmetric constraints, the dynamical behaviour is reminiscent of a strong glass with a relaxation time following an Arrhenius law. At sufficiently low temperature, the defects are mainly isolated and may be considered as simple particles diffusing with a temperature-dependent rate of diffusion $`\mathrm{\Gamma }\mathrm{exp}(1/T)`$. The energy (or concentration of particles) evolves through creation and annihilation processes. Similar reaction-diffusion models have been introduced for a long time to study domain growth, coarsening and aging . Within the asymmetric constraints, the energy barriers involved in the motion of defects are increasing logarithmically with the distance from the next defect . As a consequence, the relaxation time follows the Bässler law : $`t_{relax}\mathrm{exp}(1/T^2\mathrm{ln}2)`$. Whereas the Arrhenius behaviour is associated to a strong glass behaviour following the Angell’s classification , the super-Arrhenius behaviour of the asymmetric model is associated to a fragile glass. Intermediate constraints allow the system to continuously crossover from fragile to strong glass behaviour  but will not be considered in this study.

## 3 Kovacs effect

As already mentioned in the introduction, the Kovacs effect is observed following a particular quenching procedure. At time $`t=0`$, a system, equilibrated at high temperature ($`T=\mathrm{}`$ in our case), is suddenly quenched to an intermediate low temperature $`T_i`$. The system starts to relax and the energy decreases until it reaches the equilibrium energy corresponding to a final temperature $`T_fT_i`$ after a waiting time $`t_w(T_i,T_f)`$ defined by the following equation:

$$e(t_w)=\frac{1}{N}\underset{i}{}\sigma _i(t_w)=e_{eq}(T_f)=(1+e^{\beta _f})^1$$
(3)
where $`e(t)`$ is the energy of the system at time $`t`$ and $`\beta =1/T`$ is the inverse temperature. The temperature of the system is set to $`T_f`$ at this waiting time $`t_w`$.

If the system was characterized only by the thermodynamical parameters (energy, volume and temperature), we would expect the energy of the system to stay constant and equal to $`e_{eq}(T_f)`$ after the waiting time $`t_w`$. However, even though its energy corresponds to that equilibrium one at the imposed temperature, the particular configuration of the system at $`t_w`$ is still far from an equilibrium configuration at $`T_f`$. As a consequence, the energy is still evolving after $`t_w`$.

### 3.1 The symmetric KCIC model

The figure 1 illustrates the Kovacs effect for the symmetric KCIC model . As can be seen on the left panel, the Kovacs effect is an increasing function of the difference between the intermediate and final temperatures. A two timescale behaviour is also clearly observed. The energy increases on a timescale $`tO(1)`$ to reach a plateau followed by a further increase up to a maximum. The energy finally decreases to reach the equilibrium energy at temperature $`T_f`$. Note also that the maximum in energy decreases and shifts to slightly higher times for higher intermediate temperatures $`T_i`$. This result was already observed for the volume by Kovacs  and for the energy in recent simulations .

The maximum of the energy is obtained for a timescale $`t_mO(\mathrm{exp}(3/T_f))`$. This timescale is of the same order as the equilibrium timescale $`t_{eq}`$ (time to reach the equilibrium after a rapid quench from a high temperature to a low temperature $`T_f`$. This $`\mathrm{exp}(3/T_f)`$ dependence of $`t_{eq}`$ is explained considering that the energy $`e(t)`$ after such a quench decays like the annihilation process $`A+AA`$ in one dimension with a diffusion rate $`\mathrm{\Gamma }`$: $`e(t)(\mathrm{\Gamma }t)^{1/2}`$. The energy thus reaches that equilibrium ($`e_{eq}(T_f)e^{1/T_f}`$) after an equilibrium time $`t_{eq}\mathrm{\Gamma }^1e_{eq}^2e^{3/T_f}`$ due to the temperature-dependent diffusion rate ($`\mathrm{\Gamma }e^{1/T_f}`$). With a similar argument it is possible to estimate the waiting time $`t_w(T_i,T_f)\mathrm{\Gamma }^1(T_i)e_{eq}^2(T_f)e^{1/T_i}e^{2/T_f}`$ where the equilibrium energy to reach is $`e_{eq}(T_f)e^{1/T_f}`$ but the diffusion rate is $`\mathrm{\Gamma }(T_i)e^{1/T_i}`$ since the temperature of the system before $`t_w`$ is set to $`T_i`$. We recover the equilibrium time when $`T_i=T_f`$. The estimate of the waiting time agrees qualitatively with the values obtained from numerical simulations for the different couples of intermediate and final temperatures considered.

Let us now analyse the short timescales behaviour. The fast increase of the energy is related to the probability $`p_i`$ to have neighbouring defects. Such a probability is given at $`t_w`$ by $`p_i=e(t_w)e_{eq}(T_i)`$ where $`e(t_w)=e_{eq}(T_f)`$ is the probability to have a defect at $`t_w`$ and $`e_{eq}(T_i)`$ is the probability for its neighbour to also be a defect. This last term corresponds to the equilibrium probability $`P_{eq}(d=1,T_i)`$ due to the fact that the timescale to equilibrate the concentration of neighbouring defects (or non-constrained defects) is $`tO(1)t_w`$ and has thus already equilibrated at $`t_w`$. When the temperature is increased from the low temperature $`T_i`$ to a higher one $`T_f`$, on a similar timescale $`tt_wO(1)`$ independent of the temperature, the probability to have neighbouring defects reaches its equilibrium value $`p_f=e_{eq}^2(T_f)`$. Furthermore, the timescale for the motion of defects is $`\mathrm{\Gamma }^1(T_f)\mathrm{exp}(1/T_f)1`$. As a consequence, the change of probability from $`p_i`$ to $`p_f`$ is mainly obtained from the creation of defects and the energy as function of time may be expressed as

$$e(tt_w)=e_{eq}+(p_fp_i)\delta e_{if}(tt_w)$$
(4)
where we expect $`\delta e_{if}(tt_w)`$ to be independent of both intermediate and final temperatures for $`tt_wO(1)`$ and to start to differ at $`\delta e_{if}1`$ for different $`T_f`$. This prediction is verified on the right panel of figure 1 where $`\delta e_{if}`$ is plotted for different couples $`(T_i,T_f)`$ on short times $`tt_w`$.

On longer timescales, the activated regime is involved. The defects may then be considered as simple particles moving with a temperature-dependent diffusion rate $`\mathrm{\Gamma }_f\mathrm{exp}(1/T_f)`$. The number of particles (or energy) evolves through creation of neighbouring defects and annihilation when two defects collide ($`A+AA`$). As we have seen with the short timescales behaviour, the energy increases after the waiting time $`t_w`$. This increase is not restricted to the short timescales but continues on longer timescales and is due to the fact that the distribution of distances between defects $`P(d)`$ at the different waiting times $`t_w(T_i,T_f)`$ is far from the equilibrium one $`P_{eq}(d,T_f)`$ (see Eq.(2) for definition). This difference is evident on the right panel of figure 2. The distribution $`P(d)`$ converges to that equilibrium when the intermediate temperature reaches the final one as it should. One important point is that the whole range of the distribution is affected. Defects with neighbouring defects at all distances relax with the same typical timescale due to the single energy barrier involved (the motion of a defect from one site to the next one is independent of the distance from its neighbouring defect).

The interpretation with diffusive particles and with annihilation-creation processes is similar to coarsening models. The only differences with the 1D Ising model concern the diffusive rate which is temperature-dependent in our case and the creation-annihilation processes which are of the type $`A+A\mathrm{}`$ in the Ising model. This analogy to domain growth models allows us to use the same rescaling for long timescales of the Kovacs effect. In recent works , it has been shown that, for domain growth models, the energy shift from the equilibrium energy may be rescaled for all intermediate temperatures $`T_i`$ in the following way:

$$e(t)=e_{eq}(T_f)+e_m\mathrm{\Delta }e_{if}\left(\frac{tt_w}{t_m}\right)$$
(5)
where $`t_m`$ is the time for which the shift in energy from the equilibrium energy already diminished by a factor two from its maximum value

$$e(t_m)=e_{eq}(T_f)+e_m/2.$$
(6)
As can be seen on the left panel of figure 2, this rescaling is correct for the long timescales. For short timescales, a small deviation from this rescaling is observed.

### 3.2 The asymmetric KCIC model and comparison

In figure 3, we compare the Kovacs effects for the symmetric and asymmetric KCIC models. The energy as function of the time $`tt_w`$ since the final temperature $`T_f=1/2`$ was set to the system is plotted for different intermediate temperatures $`T_i=1/4,1/3`$ and $`1/2.5`$. As can be seen, the short timescales behaviour (non-activated) is similar in both models. The same rescaling introduced for the symmetric KCIC model works perfectly on short timescales for the asymmetric KCIC model (see left panel of figure 4). The argument developed to obtain the rescaling is independent of the dynamical constraints as soon as the motion of particles occurs on timescales larger than the spontaneous creation of neighbouring defects.

On longer timescales, when activation plays an important role, the Kovacs effect starts to differ between the symmetric and asymmetric KCIC models. The main result is a higher maximum of the energy for the asymmetric case. The timescales involved are also not surprisingly different due to equilibration times which strongly differ from strong to fragile glass behaviour. This can also be traced out on the values of the waiting times $`t_w(T_i,T_f)`$ larger for the asymmetric KCIC model (fragile glass behaviour) than for the symmetric KCIC model (strong glass behaviour). From the analysis of Sollich and Evans , it is possible to have an estimate of the waiting time $`t_w(T_i,T_f)`$ for the asymmetric KCIC model. The same creation-annihilation processes occur as for the symmetric KCIC model but the motion of particles may not be considered as simple diffusion due to the increasing energy barriers with the distance between defects. An anomalous coarsening occurs where the energy decreases like $`e(t)t^{T_i\mathrm{ln}2}`$ with a temperature-dependent exponent in contrast to normal coarsening. The waiting time is obtained when the energy reaches the equilibrium energy $`e_{eq}(T_f)e^{1/T_f}`$ leading to $`t_w(T_i,T_f)\mathrm{exp}(1/T_iT_f\mathrm{ln}2)`$. Note that once again we recover the equilibrium timescale $`t_{eq}(T_f)\mathrm{exp}(1/T_f^2\mathrm{ln}2)`$ when $`T_i=T_f`$. The estimate for the waiting time agrees qualitatively with the values obtained from the numerical simulations for different couples of intermediate and final temperatures.

We use the rescaling for the long timescales of coarsening models (5) (see right panel of figure 4) as for the symmetric KCIC model. We observe some deviations from a perfect rescaling even for the long timescales. This difference is due to the anomalous coarsening behaviour of the asymmetric KCIC model. The failure of the rescaling on short timescales is also more evident.

## 4 Fluctuation-dissipation relations

The violation of the fluctuation-dissipation (FD) theorem is usually present in glassy systems due to the out–of–equilibrium dynamics (see for example the recent review by Crisanti and Ritort  and the references therein). FD relations have already been considered for the symmetric and asymmetric KCIC models in  with the usual quenching procedure. A more careful analysis of the symmetric case leads to the conclusion that even far from equilibrium (at least after a short transient), the FD relations satisfy the FD theorem for all temperatures and waiting times . This result was explained by the fact that defects are mainly isolated at low temperatures after a short transient and behave as in local equilibrium (with a temperature-dependent diffusive rate $`\mathrm{\Gamma }\mathrm{exp}(1/T)`$) even if the number of defects is larger than in equilibrium. This argument is no longer valid for the asymmetric case where the motion of a defect is dependent on the position of its left neighbour defect and is thus sensitive to the total number of defects or at least to the distribution of distances between defects which is out–of–equilibrium. The differences between the FD relations for both models are evident in figure 5 following the usual quenching procedure. We consider such FD relations after the Kovacs quenching procedure to check if this discrepancy between the two models is also present.

Let us first explain how those FD relations are determined. The integrated response is determined following the now standard procedure introduced by Barrat . A pertubation $`\delta H(t)=h(t)_i\epsilon _i\sigma _i`$ is added to the Hamiltonian where $`h(t)=h\mathrm{\Theta }(tt_w)`$ is a field of strength $`h`$ introduced after the waiting time $`t_w`$ ($`\mathrm{\Theta }(x)`$ is the Heaviside function). Random fields are set to each site through the random variables $`\epsilon _i=\pm 1`$ with identical probabilities. The integrated response is then

$$\chi (t,t_w)=\frac{1}{hN}\underset{i}{}\overline{\epsilon _i\sigma _i(t)_h}$$
(7)
with the overline standing for an average over the random variables $`\epsilon _i`$ and the brackets for the dynamical average in the presence of the perturbation. Note that in these kinetically constrained models different dynamics may be considered after the introduction of the perturbation. We considered the modified Metropolis one discussed in  which gives similar results to the Metropolis one in this case .

The integrated response has to be compared to the corresponding correlations to check the validity of the FD theorem. In the case where the energy is still evolving the correct correlations to consider are the connected ones

$$C(t,t_w)=\frac{1}{N}\underset{i}{}\sigma _i(t)\sigma _i(t_w)e(t)e(t_w)$$
(8)
where $`e(t)`$ is the energy at time $`t`$ and the brackets stand for the dynamical average without the perturbation. In equilibrium, the integrated response and correlations only depend on the difference of times and satisfy: $`T\chi (tt_w)=C(0)C(tt_w)`$. It has been shown in  that a correct generalization of this expression for systems out–of–equilibrium is

$$T\chi (t,t_w)=f(Y(t,t_w))$$
(9)
with $`Y(t,t_w)C(t,t)C(t,t_w)`$. If the FD theorem is satisfied the function $`f(x)=x`$. Thus, a parametric plot of the integrated response with respect to the function $`Y`$ allows one to check the validity of the FD theorem. Note that in these kinetically constrained systems, $`C(t,t)=e(t)e^2(t)`$ depends on time. This explains the parametric plot with respect to $`Y(t,t_w)`$ instead of the two-time correlation $`C(t,t_w)`$. A slope $`X`$ different than $`1`$ in this parametric plot would suggest the existence of an effective temperature $`T_{eff}=T/X`$.

In figure 5, we have plotted the FD relations for both symmetric (left) and asymmetric (right) KCIC models following the usual quenching procedure. At $`t=0`$, the system is quenched from an infinite temperature to a low temperature $`T_f`$. The perturbation is introduced at a waiting time $`t_w`$ after this quench. On the left panel, the FD relations for the symmetric KCIC model satisfy the FD theorem for a large set of temperatures and waiting times (as soon as $`t_w>1`$). The validity of the FD theorem is far from obvious if we keep in mind that both the integrated response and $`Y(t,t_w)`$ are non–monotonic. However, they compensate each other to follow the FD theorem curve at all times. The non–monotonic behaviour of the response is due to the decrease of the energy on long timescales. When rescaled by the energy, the response is continously increasing.

For the asymmetric KCIC model, the FD relations show strong deviation from the FD theorem. The non-monotonic integrated response cannot be accounted for by the difference of correlations $`Y(t,t_w)`$ as it is for the symmetric KCIC model. It leads to different humps in the FD relations corresponding to the different plateaus observed in the decay of the energy. The increasing energy barriers ($`\mathrm{\Delta }E=1,2,\mathrm{}`$) lead to those different plateaus in the energy decay after a quench in temperature . The FD theorem is recovered for sufficiently large waiting times (for $`t_w>10^4`$ when $`T_f=1/3`$ for example).

Let us now consider the FD relations for the symmetric (left) and asymmetric (right) KCIC models after the Kovacs quenching procedure (see figure 6). As can be seen in both cases the FD theorem is verified. This is in strong contrast with the evolution of the energy which shows a deviation from equilibrium. This deviation is sufficiently important to exclude the fact that it does not show up on the FD relations. In figure 7 we can observe that the responses for different intermediate temperatures as well as the energies and the correlations are different. However, the FD theorem is satisfied. Note for example that when $`T_i`$ is highly slower than $`T_f`$, the response shows a hump which may be related directly to the fact that the energy is not constant. An increasing energy, corresponding to a larger number of defects, tends to increase the response. The further decrease of the response is then related to the same decrease in the energy. The consequence on the FD relations is that the parametric curve increases from the origin to a maximum before a small decrease occurs but always following the line $`f(x)=x`$ corresponding to the FD theorem curve.

The fact that the FD relations follow the FD theorem curve for the symmetric KCIC model is not surprising since it is already the case after a usual quenching procedure. A simple explanation suggesting that defects are in local equilibrium has been given. The surprise comes from the asymmetric KCIC model where the FD relations differ strongly from the FD theorem curve for most waiting times with the usual quenching procedure. With the Kovacs one, the FD relations follow the FD theorem curve. A possible argument would be the following. The waiting times involved in the Kovacs quenching procedure are sufficiently large that the out–of–equilibrium configuration may be considered as equivalent to a simple fluctuation in the system at equilibrium. In other words the linear regime is attained and the FD theorem is satisfied. However, this argument would not explain the shift in energy observed.

## 5 Conclusion

In this paper, we have studied the Kovacs effect for the symmetric and asymmetric KCIC models with respectively strong and fragile glass behaviours. The effect is stronger in the asymmetric case. The symmetric KCIC model satisfies the same rescaling as domain growth models for long timescales. Some small deviations are present for the asymmetric KCIC model and may be explained due to the anomalous coarsening. The short timescales behaviour is identical for both models and a simple argument allows one to rescale all simulations for different intermediate and final temperatures on the same leading curve which happens to be independent of the dynamics (identical for the symmetric and asymmetric KCIC models).

We have also studied the FD relations for both models after a Kovacs quenching and a usual one. After the Kovacs quenching, the related FD relations verify surprisingly the FD theorem for both models in strong contrast with the results for the asymmetric KCIC model using the usual quenching procedure. No clear explanation has been found for this behaviour. It could be interesting to have a look at the Kovacs effect and the corresponding FD relations using the models introduced in  where analytical results may be expected due to the possible exact mean-field solution.

## Acknowledgments

The author would like to thank R. Calemczuk for useful discussions and a careful reading of the manuscript.

## Reference


text:
# Nitrogen Overabundance: Globular Cluster and Halo Formation

## 1 Introduction

Any theory of globular cluster (GC) formation must be able to explain the following observations: 1. The low mass stars we see today in halo GCs comprise a single-age, single \[Fe/H\] set of stars, with specific abundance variations among proton-capture elements (e.g., Gratton, et al., 2001). The gas from which these stars formed was not blown away from the winds/supernovae from the more massive stars in these clusters. 2. There appears to be a lower limit to the average \[Fe/H\] of a GC, being near \[Fe/H\] = -2.5 for the most metal-poor clusters in our Galaxy and in other galaxies. 3. GCs comprise about 1% of stellar mass of the halo of our Galaxy. 4. The halo clusters are the oldest stars in our Galaxy, likely formed during the first burst of star formation. Given the age now put on the Universe by the WMAP observations, 13.7 Gyr (Spergel, et al., 2003), and the age estimates for metal-poor GCs ($`13`$ Gyr) (e.g., Grundahl, et al., 2000), it is clear that the halo, most metal-poor GCs (e.g., M92, M15) formed very shortly after recombination.

Recent observations (e.g., Norris, Ryan, & Beers, 2001; Norris et al., 2002; Aoki, et al., 2002; Christlieb, et al., 2002) have found that a few halo subgiant and giant stars with \[Fe/H\] = -3.5 to -5.3 have surprisingly high nitrogen and carbon abundances. Such metal-poor stars are almost certainly formed coevally with the halo GCs. Aoki et al. find two of their stars (CS 22949-037 and CS29498-043) have spectroscopic evidence of \[N/Fe\] = 2.3 $`\pm `$ 0.4, similar to what was found by Bessell & Norris (1982) for two other stars.

Burstein, et al. (1984) and Ponder et al. (1998) have found both Galactic GCs and M31 GCs to have enhanced CN features (near 4150$`\mathrm{\AA }`$ and 3880$`\mathrm{\AA }`$) in their integrated spectra. Ponder et al. also show that the NH molecular band at 3360$`\mathrm{\AA }`$ is very strong in the integrated spectra of four M31 GCs, including 3 of the ones studied by Burstein et al.

YL is in the process of completing a Ph.D. thesis, in which he has obtained spectrophotometry from 3250$`\mathrm{\AA }`$ to 1$`\mu `$ at 10$`\mathrm{\AA }`$ spectral resolution for 125 stars with IUE data, as well as for 8 Galactic GCs. § 2 presents our spectra for these 8 Galactic GCs, together with spectra for the 4 M31 GCs studied in Ponder et al. and the NH, CH, Mg2, and \[Fe/H\] data for these GCs and graphically for NH, CH and \[Fe/H\] for the stars in YL’s thesis. § 3 combines our results with those for the metal-poor halo stars and presents a strawman scenario for the formation of the oldest stars in our Galaxy which can fit most of the observational issues given above, plus some of those that arise with carbon and nitrogen overabundance in the oldest stars. Equally important, this scenario makes several predictions which can be observationally and theoretically tested.

## 2 Near-UV Observations of Galactic and M31 Globular Clusters, and Galactic Stars

YL’s observations of Galactic GCs and stars were made with the Boller & Chivens CCD spectrograph on the 2.3m Bok telescope of the Steward Observatory. Li integrated the light from each GC with a 4 spectrograph slit to synthesize their spectra over a region approximately $`3^{}\times 4^{}`$ in size. Data for all stars and Galactic GC are fluxes and cover the wavelength range 3250$`\mathrm{\AA }`$ to 1$`\mu `$ at 10-12$`\mathrm{\AA }`$ spectral resolution. Figure 1 presents the integrated spectra from $`3250\mathrm{\AA }`$ to 4900$`\mathrm{\AA }`$ that Li has obtained for 8 Galactic GCs, ranging from M92 to M71 in metallicity. The high signal-to-noise (S/N) of YL’s GC observations is evident in the high degree of similarity of the spectra of M92 and M15. Also presented In Figure 1 for completeness are the analogous integrated spectra obtained with the HST/FOS for 4 M31 GCs by Ponder et al.

Tomkin & Lambert (1984) pointed out that NH and CH (the G-band) have essentially the same dissociation energy (a difference of only 0.05 eV), so that a relative comparison of carbon to nitrogen abundance can be made in individual stars by comparing the strength of the molecular bands of these two molecules. Davidge & Clark (1994) and YL’s stellar observations show that NH, like CH, is absent in Galactic stars earlier than F2 or so, and is stronger in giant stars than in dwarf stars.

It is clear from these Figure 1 that the NH molecular band is present in the spectra of all 12 GCs, and is especially strong in the more metal-rich M31 GCs (Mayall II, K280 and K58). What is even more remarkable are the observed NH strengths in M92, M15, M53, among the most metal-poor GCs in our Galaxy: Inversion of the Ca II H&K lines (with H being stronger than K) is indicative of domination of A-F stars near 4000$`\mathrm{\AA }`$ (likely due to the blue horizontal branches of these clusters; e.g, Piotto, et al. (2002)), and is seen in the 7 more metal-poor Galactic GC spectra (but not for one metal-rich GC in our sample, M71). Along with early-type Galactic stars, metal-poor stars earlier than F-type do not have NH in their spectra. Moreover, stellar population models indicate that giant stars contribute at most 15% of the flux at 3360$`\mathrm{\AA }`$ (R. Peterson, private communication). The enhanced NH features seen in some giant stars in metal-poor GCs (e.g., Suntzeff, 1981; Kraft, et al., 1982; Trefzger, et al., 1983; Shetrone, et al., 1999) cannot alone produce the strong NH we see. These strong NH features seen in integrated light must be mostly due to the main sequence stars in these GCs.

In Figure 2 we plot the absorption line strengths of CH (G-band) vs. NH, and CH and NH vs. \[Fe/H\] for the stars in Li’s thesis, together with those of the 12 GCs shown in Figure 1. The CH data for Galactic and for M31 GCs are taken from (Trager, et al., 1998). \[Fe/H\] for Galactic GC are taken from the online data given by Harris (e.g., Harris, 1996); for stars from the compilation in Worthey, et al. (1994).. The definition given by Davidge & Clark (1994) is used for the NH feature.

Five issues are evident from Figure 2: 1. The CH measures for the all of the Galactic and M31 GC place their indices mostly among the Galactic dwarf stars. 2. NH is clearly enhanced relative to CH, \[Fe/H\] (and also Mg2, not shown) for the 8 most metal-poor GCs, relative to that observed in Galactic stars. 3. The strength of NH in the MS stars in the metal-poor clusters has to be stronger than what we see in their integrated light, as the flux in the near-UV in these clusters is dominated by their blue horizontal branch stars. Yet, if we examine the horizontal branch ratio for these clusters (e.g., Harris, 1996), we do not find that it correlates with NH strength for the 7 metal-poor Galactic GC. Perhaps there is range of nitrogen abundance among the metal-poor Galactic GC? 4. As a group, NH is far stronger in the 3 more metal-rich M31 GCs than it is in the Galactic GCs at a given value of CH or \[Fe/H\]. 5. There are three well-known nitrogen-rich stars (HD 122563, HD 165195, and HD 201626, e.g, Sneden (1974); Yorka (1983); Shetrone, et al. (1999)) that have nitrogen abundances as high as those in the integrated spectra of the more metal-rich M31 GCs. However, as giant stars do not dominate in the near-UV in these GCs, the mixing that produces the strong NH in these Galactic giant stars cannot be the sole source of the strong NH feature in the M31 GC.

A full analysis of the nitrogen overabundance in these Galactic GCs will require obtaining high S/N spectra of their lower main sequence stars, a task that still remains to be done. However, given that the structure of the NH feature in these GCs is similar to its structure seen in metal-rich stars (like the Sun; e.g., Norris et al. (2002)), we are relatively safe in predicting that for the M31 and Galactic GCs, \[N/Fe\] ranges from 0.7 to 2.5. For example, if \[N/Fe\] = 1.7 in M92 stars, then the N abundance in M92 stars means that the total mass of nitrogen, assuming $`12\times 10^5`$ M of stars, is $`3050\mathrm{M}_{}`$.

## 3 A Strawman Formation Scenario

We make the reasonable initial assumption that the overabundance of nitrogen seen in a few halo giant stars with \[Fe/H\]$`<`$-3.5, and in the integrated spectra of the most metal-poor Galactic and M31 GCs is primordial in origin. There is simply too much nitrogen overabundance for any secondary enhancement of nitrogen to take place via 5-7 M$``$ asymptotic giant branch stars in these clusters (such as advocated by Larsen, Sommer-Larsen, & Pagel, 2002), without appealing to unusual initial mass functions. Hence, to the list of observations that any formation scenario for GCs must fit, given in § 1, we now can add three more: 5. Produce a marked overabundance of nitrogen in the most metal-poor, oldest GCs. 6. Produce a similar marked overabundance of nitrogen in a subset of the oldest, most metal-poor halo stars. 7. Produce an intrinsic range of nitrogen abundances between the GCs among different galaxies, and perhaps also among the oldest GCs within a given galaxy.

Our strawman proposal can, in broad-brush strokes, can currently fit 5 of these 7 issues for GCs and halo stars, and can also be consistent with what we know about the early Universe. Cayrel (Cayrel, R., 1986, 1987) outlined much of this scenario; here we expand on his scenario, given that we have more information than was available in the 1980’s.

We begin with the idea that formation of GCs most likely took place with zero-metal, H+He primordial gas. Then, take into account that the Jean’s mass of this zero-metal gas is $`10^510^6`$ M for a long time after recombination (e.g. Rosenblatt, Faber, & Blumenthal, 1988, and references therein). Now insert the issue that Norris et al. (2002) brought up, namely, the kind of star can produce such remarkable overabundances of C and N in the oldest stars, that the zero-metal stellar models of Fryer, Woosley, & Heger (2001) seem to fit the CNO issue. These are 200-500 M zero-metal rotating stars which quickly burn some of their hydrogen to helium, then helium to carbon, then undergo carbon burning of hydrogen. The net effect of this is that when this supermassive star goes hypernova, it expels out many solar masses of CNO product.

Now suppose that modelers can produce a hypernova from zero-metal gas that produces not just C, N and O but also the various other proton capture reactions needed to produce the range of elemental abundances differences seen in Galactic GC (e.g., Gratton, et al., 2001). A tall order to fill, but one that needs to be explored. And also suppose that these new models show that these hypernova produce a range of abundance of CNO, while producing a set amount of higher order metals. Yet another tall order. If each hypernova produces 20-40 solar mass of nitrogen, then perhaps just one hypernova in the centers of $`10^510^6`$ M Jean’s mass clumps is needed to produce the nitrogen overabundance we see in the most metal-poor GCs. The most likely place for such zero-metal stars to form is at or near the centers of the zero-metal Jean’s masses that have formed in the early Universe. And, most of those masses will be found within the dark matter confines of what will eventually become a giant galaxy.

In the case of the GCs, these massive stars sit very close to the centers of these Jean’s mass clumps, and their hypernovae go off symmetrically more or less simultaneously seeding the rest of the mass of the clump with its pollutants, and uniformly crunching the gas to make stars out of this gas. The resulting stars will then have a base level of metallicity, and a large overabundance of C and/or N and/or O, of which we clearly see today the N overabundances. As these clumps are close together at early epochs in the Universe, merging of clumps is also likely, producing clusters with bimodal CNO abundances (e.g., Harbeck, Smith, & Grebel, 2003).

On the other hand, the likelihood that such symmetry exists in the hypernovae explosions that will occur near the centers of these $`10^6\mathrm{M}_{}`$ zero-metal clumps is small. In fact, given that globular cluster stars comprise only 1% of the halo stars, it is likely a 1% probability. In almost all of the cases, therefore, the hypernovae will go off asymmetrically, crunching just some of the remaining gas, but releasing the rest of its energy (and thereby, if this is true for all galaxies, re-ionizing the Universe). This will result in most halo stars getting different portions of the hypernova elemental products. This, then, can produce the intrinsic range of C and N overabundance that is observed in some, but not all, metal-poor halo stars. It is also likely that formation of this kind also existed in the masses that formed the centers of giant elliptical galaxies, as Trager, et al. (2000a, b) find that N is overabundant in their centers, along with $`\alpha `$-product elements.

This scenario can readily reproduce five of the seven issues discussed above for GC formation. What it cannot reproduce is the apparent systematic difference in nitrogen abundance seen in the present data between the M31 GCs and the Galactic GCs. Nor can it yet reproduce the elemental abundance similarities and differences found among Galactic globular cluster stars versus those in the halo. Rather than take the difference between M31 GC and Galactic GC at face value, we note that these 4 M31 GCs are more luminous that even $`\omega `$ Cen in our own Galaxy. NH observations of less luminous M31 globular clusters will be needed, together with observations of many other Galactic GCs and GCs in other galaxies (e.g, the Fornax dwarf galaxy, Large Magellanic Cloud, Cen A, M81), before we can understand if there are true systematic differences in nitrogen abundance among the oldest GCs in different galaxies.

Our scenario for GC and halo star formation makes five testable predictions:

1. Strong NH features should exist in other, metal-poor halo GCs in our Galaxy as well as metal-poor (and old metal-rich) GCs in other galaxies. It remains to be seen how much variation we see among the GCs within a given galaxy, and from galaxy-to-galaxy.

2. The hypernovae that produce the GCs might produce black holes. Depending on how that black hole is fed (and it might be very starved within the beehive that are GCs), its mass might be only 50-100 M, making it very hard to detect in most GCs. In this regard, we note the suggestion that large, massive (2000-20,000 M) blackholes are in two of the GC for which we show strong NH features: Mayall II (MII in Figure 1) in M31 (van der Marel et al., 2002) and in the metal-poor Galactic GC, M15 (Gebhardt, Rich, & Lo, 2002), although these interpretations are being disputed (Baumgardt, et al., 2003a, b).

3. Those GCs that form later in time will not produce such hypernovae, so will not likely show the kind of nitrogen overabundance relative to iron that is seen in the metal-poor globular clusters or the most metal-poor galactic stars. How much younger should these other GCs be? If we say that the oldest GCs are 13 Gyr old, then ones that are, say, 8-9 Gyr old might fit this bill. Hence, much younger GCs should not show NH enhancements. The mild oxygen overabundance seen in \[Fe/H\] $`>`$ -1.5 stars (e.g. Edvardsson, et al., 1993) is consistent with this issue. We note that the data presented here for the younger disk GC M71, compared to that of its older, more metal-poor cousins, is the most consistent with this prediction among the Galactic GCs.

4. The most metal-poor halo stars should show a continuum of CNO abundances.

5. Zero-metal star models can be made that reproduce the various proton-capture abundance issues that are now known to exist among Galactic GC stars, while preserving their small range in overall \[Fe/H\] as well as intrinsic N abundance differences among different galaxies. Altogether, a significant challenge for the modelers.

Exploring the observational and theoretical consequences of this halo and GC formation scenario will take the efforts of both observers (near-UV integrated spectra of GCs in our Galaxy and in other galaxies; similar spectra of individual main sequence GC and halo stars in our Galaxy) and theoreticians (to interpret these spectra and to make new zero-metal gas stellar models). We put forward this strawman scenario with the strong likelihood that much of it will be have to be modified in the future, if not completely changed. However, we have to start somewhere to understand the now clearly-defined nitrogen-based issues in old stars, and here is where we choose to start.

We thank Donald Lynden-Bell for very stimulating conversations about globular cluster formation scenarios, and John Norris, Mike Bessell and Ken Freeman for helpful suggestions. We also thank the anonymous referee for helpful comments for reshaping this paper.