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# Phase transition and selection in a four-species cyclic Lotka-Volterra model

## Abstract

We study a four species ecological system with cyclic dominance whose individuals are distributed on a square lattice. Randomly chosen individuals migrate to one of the neighboring sites if it is empty or invade this site if occupied by their prey. The cyclic dominance maintains the coexistence of all the four species if the concentration of vacant sites is lower than a threshold value. Above the treshold, a symmetry breaking ordering occurs via growing domains containing only two neutral species inside. These two neutral species can protect each other from the external invaders (predators) and extend their common territory. According to our Monte Carlo simulations the observed phase transition is equivalent to those found in spreading models with two equivalent absorbing states although the present model has continuous sets of absorbing states with different portions of the two neutral species. The selection mechanism yielding symmetric phases is related to the domain growth process whith wide boundaries where the four species coexist.

Multispecies ecological models with spatial extension exhibit a large variety of possible stationary states as well as phase transitions when tuning the model parameters. In the original Lotka-Volterra models Lotka (1920); Volterra (1931) as well as in the generalized versions the spatial distribution of species is neglected (see Hofbauer and Sigmund (1998); Drossel (2001) for reviews). Now we report a phenomenon underlying the role of spatial effects in the biological evolution.

In the simplest spatial Lotka-Volterra models the individuals of competitive species are residing on the sites of a lattice and the system evolution is governed by invasions along the nearest neighbor links. In many cases the species form domains whith growing sizes and sooner or later only one species will survive. Significantly different behavior is found if the species dominate cyclically each other, i.e., the corresponding food web is characterized by a directed ring graph Tainaka (1989, 1994); Frachebourg and Krapivsky (1998). Frachebourg and Krapivsky Frachebourg and Krapivsky (1998) have shown that fixation occurs if the number of species $`N_s`$ exceeds a threshold value $`N_f(d)`$ depending on the spatial dimension $`d`$. In this case the species form a frozen domain structure Frachebourg and Krapivsky (1998). Conversely \[$`N_sN_f(d)`$\], the moving invasion fronts maintain a self-organizing polydomain structure. These patterns are widely studied for $`N_s=3`$ Tainaka (1994); Szabó et al. (1999); Szabó and Szolnoki (2002) because it can provide a stability against some external invaders for the spatial models Boerlijst and Hogeweg (1991); Szabó and Czárán (2001a, b). Sato et al. Sato et al. (2002) have shown that, if only one of the invasion rates differs from unity for even $`N_s`$, then only the species with odd (even) labels survive . Very recently, the species biodiversity were studied by similar models in bacterial Kerr et al. (2002), phytoplankton Huisman and Weissing (2001) systems.

In the above lattice models each site is occupied by an individual of the competitive species. Now we will consider a diluted version of these models for $`N_s=4`$. Namely, the sites may be empty and the individuals are allowed to jump to these empty sites. These elementary events can result in the formation of “defensive alliances” consisting of two neutral species. These two-species mixed states can preserve their territory from the external invaders belonging to the remaining two species. Thus, beside the above mentioned four-species state, this model has two sets of “defensive alliances” whose confrontations will determine the final stationary state. When increasing the concentration of vacant sites this system undergoes a phase transition from the symmetric four-species state to one of the symmetric defensive alliances. This transition will be interpreted by considering the average displacement (and velocity) of boundary separating two competitive domains.

In the present model the site $`i`$ of a square lattice can be empty ($`s_i=0`$) or single occupied by one the four species (i.e., $`s_i=1`$, 2, 3, and 4) dominating cyclically each other (1 beats 2 beats 3 beats 4 beats 1). The time evolution is controlled by subsequent jumps or invasions at randomly chosen nearest neighbor sites $`i`$ and $`j`$. The individual will jump to the empty site, i.e., the value of $`s_i`$ and $`s_j`$ are exchanged ($`s_is_j`$) if $`s_i=0`$ and $`s_j>0`$ or $`s_i>0`$ and $`s_j=0`$. Invasion occurs if predator and prey meet. For example, both the (1,2) and (2,1) pairs transform into (1,1) \[the further elementary invasions are given by cyclic permutation of the species labels\]. Nothing happens if $`s_i=s_j`$ as well as for neutral pairs, i.e., the pairs (1,3), (3,1), (2,4), and (4,2) remain unchanged. The system is started from a random initial state. After some transient time the system reaches a stationary state we study.

Notice that the above elemantary rules leave the number of vacant sites unchanged and their distribution becomes uncorrelated after a suitable relaxation time. The states containing only one species are considered as absorbing states because the above rule does not create new species. Besides this, the mixed states containing only two neutral species (1+3 or 2+4) are also absorbing states and will be denoted as $`D_{13}`$ and $`D_{24}`$. In these stationary states the ratio of the two species remains constant. In the presence of vacant sites the migration eliminates the spatial correlations. For small sizes this system can easily reach one of these absorbing states and afterwards it stays there forever.

Our Monte Carlo (MC) simulations are performed on a square box with periodic boundary conditions. In order to avoid the above mentioned small size effect the linear size is varied from $`L=400`$ to 2000. The systematic simulations are started from a random initial state for different concentration of vacant sites ($`\rho _0`$). Within a time unit (MCS) each pair has a chance once on the average to modify the state at one of the corresponding sites. During the simulations we have recorded the concentration of species and the pair configuration probabilities on the nearest neighbor sites. Averaging over a suitable sampling time interval we have determined the average species concentrations ($`\rho _\alpha `$, $`\alpha =1`$, 2, 3, and 4). Furthermore, we have deduced two quantities $`P_{pp}`$ and $`P_n`$ describing the probability of finding predator-prey and neutral pairs on two nearest neighbor sites. Evidently, $`P_{pp}`$ measures the invasion activity that vanishes in the absorbing states.

The visualization of species distribution shows a self-organizing polydomain structure in the absence of vacant sites (for a typical snapshot see Fig. 1). The species occur cyclically at each sites, however, the short range interaction can not synchronize these accidental events. In the pattern evolution one can easily recognize the traveling invasion fronts that play crucial role in the maintenance of this polydomain structure Tainaka (1994); Szabó and Szolnoki (2002). Similar spatiotemporal patterns can be observed for low concentration of vacant sites. Henceforth this spatiotemporal pattern is called $`C`$ state.

In the stationary $`C`$ state $`\rho _1=\rho _2=\rho _3=\rho _4=(1\rho _0)/4`$ due to the cyclic symmetry. Strikingly different behavior occurs if $`\rho _0>\rho _{cr}=0.0623(1)`$. When using lighter (darker) grayscales for the species 1 and 3 (2 and 4) two types of growing domains (namely $`D_{13}`$ and $`D_{24}`$) can be distinguished as shown in Fig. 2. These growing domains are separated by wide regions of $`C`$ states. The growth process is similar to those observed in systems with two equivalent absorbing states Dickman and Tretyakov (1995); Hinrichsen (1997); Mehta and Luck (1999); Dornic et al. (2001). Finally the present system develops into one of the symmetric two-species absorbing states $`D_{13}`$ or $`D_{24}`$ where $`\rho _1=\rho _3=(1\rho _0)/2`$ and $`\rho _2=\rho _4=0`$, or $`\rho _2=\rho _4=(1\rho _0)/2`$ and $`\rho _1=\rho _3=0`$. The time of transition toward one of these states depends on $`\rho _0`$ and $`L`$.

Both the species 1 and 3 benefit their spatially mixed coexistence because they protect each other from the external invasions. For example, the species 2 can invade the sites occupied originally by species 3, however, the neighboring species 1 strikes back and eliminates the invaders 2. At the same time, species 3 protects 1 against 4. This is the reason why this association is called defensive alliance. Due to the cyclic symmetry species 2 and 4 can form a similar defensive alliance.

The formation of defensive alliances was already observed in some other multispecies Lotka-Volterra model where the cyclic invasion itself has provided the protection mechanism Szabó and Czárán (2001a, b). In the present model, however, the protection is due to the mixing of neutral species via the jumps to empty sites.

Figure 3 demonstrates that the probability of neutral pairs ($`P_n`$) increases with the concentration of vacant sites in the stationary states. Above the mentioned threshold value ($`\rho _0>\rho _{cr}`$) this quantity tends to the uncorrelated value, $`P_n=(1\rho _0)^2/2`$, characteristic to the symmetric defensive alliance state. Simultaneously, the invasion activity (or $`P_{pp}`$) decreases and drops suddenly to zero at $`\rho _0=\rho _{cr}`$. The discontinuous transition is accompanied with enhanced fluctuations (in all the quantities we studied) and a critical slowing down. To avoid the undesired effects of fluctuation enhancements, the above MC data have been obtained on large system ($`L=2000`$) with long relaxation and sampling times ($`t_r>10^4`$ MCS and $`t_s>10^5`$ MCS) in the close vicinity of the transition point.

The universal behavior of the nonequilibrium transitions into absorbing states have extensively been studied for several decades (for a review see the Refs. Marro and Dickman (1999); Hinrichsen (2000)). The dynamical systems with two equivalent absorbing states represent a curious universality class (named after the voter model) Mendes et al. (1994); Dickman and Tretyakov (1995); Muñoz et al. (1997); Hinrichsen (1997); Dornic et al. (2001) whose general features are consistent to those described above.

To have a deeper insight into the dynamics of the present model we now will study the displacement of interfaces separating the $`C`$ state and one of the stationary defensive alliances ($`D_{13}`$ or $`D_{24}`$). For the preparation of such an artificial domain structure the whole area (torus) is divided into parallel strips with width of 500 lattice units. The MC simulation is started from a random initial state (as above) for $`L=4000`$ and after a suitable relaxation time $`t_r`$ uncorrelated $`D_{13}`$ state is created in every second strip. More precisely, species 1 and 3 are substituted randomly for the occupied sites located inside the corresponding strips. First we consider the results obtained for symmetric distribution, i.e., when inside the defensive alliances ($`D_{13}`$) $`\rho _1=\rho _3=(1\rho _0)/2`$. The expansion (or shrinking) of the $`C`$ domains can be monitored by evaluating the quantity $`\mathrm{\Phi }(t)=\rho _1(t)\rho _2(t)+\rho _3(t)\rho _4(t)`$. Notice that $`\mathrm{\Phi }`$ vanishes ($`\mathrm{\Phi }=0`$) for the state $`C`$ whereas $`\mathrm{\Phi }(t)=\pm (1\rho _0)`$ in the absorbing states. The average displacement (measured in lattice unit) of the parallel interfaces are derived straightforwardly from the variation of $`\mathrm{\Phi }(t)`$.

Figure 4 displays the typical time dependences of the average displacement $`d(t)`$ of the boundaries separating the $`C`$ and $`D_{13}`$ states. The increase of $`d(t)`$ corresponds to the expansion of $`C`$ domains. The MC data are obtained by averaging over 20 runs performed for $`L=4000`$ and $`t_r=3000`$ MCS if $`\rho _0<\rho _{cr}`$. Above the critical point ($`\rho _0>\rho _{cr}`$) we have to use significantly shorter relaxation times ($`t_r=200`$ MCS) to avoid the difficulties caused by the appearance of the $`D_{13}`$ and $`D_{24}`$ nucleons. It is remarkable that at the beginning $`d(t)`$ decreases suddenly. After a suitable transient time, however, the variation of $`d(t)`$ becomes linear and the fitted slope can be interpreted as the average velocity $`v`$ of the invasion front.

Figure 5 clarifies that the $`C`$ state invades the territories of defensive alliances for low concentration of vacant sites. The average invasion velocity decreases monotonously with $`\rho _0`$ and becomes zero at $`\rho _0=\rho _{cr}`$. In agreement with the expectation, the area of the $`C`$ domains shrinks for $`\rho _0>\rho _{cr}`$.

The above simulations were repeated by choosing asymmetric compositions (e.g., $`\rho _1>\rho _3`$) within the $`D_{13}`$ state. It is found, that the asymmetry has influenced only the short time behavior. For example, if $`\rho _1\rho _3`$ then the $`C`$ state can invade fast ($`v1`$) those neighboring patches occupied by only the species 1 in the $`D_{13}`$ domains. Consequently, in this case one can observe a sudden increase (instead of decrease as plotted in Fig. 4) in $`d(t)`$. In the subsequent linear region, however the average velocity $`v`$ becomes independent of $`(\rho _1\rho _3)`$ within the statistical error. The visualization of the species distribution has indicated that the boundary between the $`C`$ and $`D_{13}`$ domains fluctuates very intensively. In fact, it is not a well defined boundary because the sites occupied by species 1 and 3 can belong to both phases within a boundary layer. Within this boundary layer the cyclic invasions sustain the equivalence between $`\rho _1`$ and $`\rho _3`$ on average for long times. This boundary layer can be considered as a symmetric species reservoir that drives an equalization between the different species concentration in the asymmetric $`D_{13}`$ phase via diffusion.

This scenario is checked by considering the evolution from such an initial state where the parallel strips (created as above) are filled alternately by the symmetric $`D_{24}`$ and asymmetric $`D_{13}`$ states. The simulations (for $`\rho _0>\rho _{cr}`$) have confirmed that the variation of $`d(t)`$ is similar to a random walk meantime the difference $`\rho _1\rho _3`$ tends to zero for long times. This is the reason why we have always found symmetric $`D_{13}`$ or $`D_{24}`$ states after the domain coarsening process for sufficiently large system sizes. At the same time this phenomenon can be interpreted as a selection mechanism favorizing the symmetric defensive alliances.

Here it is worth mentioning that the traditional mean-field and pair approximations (for details see Marro and Dickman (1999); Satulovsky and Tomé (1994)) are capable to reproduce the existence of the above mentioned absorbing states. However, these techniques are not capable to describe the observed phase transition. We think that this failure is due to the very complex mechanisms consisting of many elementary steps within a local cycle.

In summary, our work shows that a slight migration in the lattice Lotka-Volterra models may significantly affect the species biodiversity. Dilution and migration are attributes usually found in ecosystems whose description should include these features. The present model exemplifies that the migration of species supports the formation defensive alliances in the multispecies ecological systems. Furthermore, the confrontation between the different associations of species plays crucial role in the selection of the survival population structure. In this case a phase transition occurs when the rate of migration is increased by allowing more and more vacant sites (and jumps) on the lattice.

The above described features are observed for many other systems. Preliminary results indicate clearly that similar behavior occurs if the mixing is provided by the site exchange for neutral pairs without introducing vacant sites. Furthermore, quantitatively similar behavior is found for the continuous version of the present model, i.e., when the individuals move freely on a planar surface and they create an offspring if they eat a prey caught within a short distance. In fact, this former finding inspired us to introduce a simpler model for the more rigorous analysis.

We think that the mixing of neutral species can results in other defensive alliances in multispecies systems. For example, two equivalent alliances are expected to emerge in the $`N_s`$-species model with a circular food web for even $`N_s`$. Evidently, such alliances can occur for more complicated food webs when the species have several preys and predators Szabó and Czárán (2001a, b). In these situations the competition between the possible (defensive) alliances will affect the evolution of the ecological system including the food web itself Holt (2002); Chowdhury and Stauffer .

###### Acknowledgements.

Thanks to Diego Gomez Deck with whom one of us developed the earlier continuous version of the model. This work was supported by the Hungarian National Research Fund under Grant No. T-33098.


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# Emission and absorption in Narrow-Line Seyfert 1 Galaxies

## 1. Introduction

NLS1s are interesting objects due to their extreme continuum and emission-line properties. Their fame as peculiar AGNs is mostly built on analysis of either individual objects or, with the exception of X-ray observations, small samples. Detailed investigations of the NLS1 UV/blue spectral properties are particularly limited (e.g., Rodriguez-Pascual, Mas-Hesse & Santos-Lleo 1997, Kuraszkiewicz & Wilkes 2000); however, the mounting number of high-quality HST spectra of these sources allows now for a better definition of their spectral properties in general, and of their UV emission in particular.

This project attempts a comprehensive UV-optical spectral characterization of the typical NLS1 galaxy. The emission and absorption characteristics of a sample of 22 NLS1-like objects are analyzed by employing measurements in both individual and composite spectra (see Constantin & Shields 2003 for details on the sample definition and data analysis).

Figure 1 shows the NLS1 composite spectra constructed with this (HST archival) NLS1 data. The power-law that best fits the UV-blue continuum in the NLS1 median composite has an index $`\alpha =0.79`$ that falls among the steepest values found in other AGN composite measurements (e.g., $`\alpha =0.44`$ in the SDSS sample, Vanden Berk et al. 2001, and $`\alpha =0.36`$ for the LBQS sample, Francis et al. 1991). Understanding the origin of the NLS1 continuum redness is important as this may be related to the overall peculiar nature of these objects.

## 2. What causes the redness of the NLS1s?

A first clue to what may trigger the relatively steep spectral slope in the NLS1 composite comes from the relation found between the spectral slope $`\alpha `$ and the luminosity (Figure 2, left panel): steeper slopes are measured in the lower luminosity sources. Since NLS1s have typically lower luminosities than those of the sources employed in most other quasar composites, the $`\alpha L`$ correlation might explain the trend toward redder continua in these objects.

Independent evidence suggests further that the luminosity dependence of the spectral index is mostly attributable to a luminosity-dependent reddening. In almost half the objects in this sample, absorption near the systemic velocity of the host galaxy is present. Moreover, the spectral indices measured in the subsamples with and without UV resonance line-absorption are in median –1.34 and –0.73, respectively, suggesting that dust, which is expected to accompany the absorbing gas, plays an important role in modifying the continuum shape in these objects. The median logarithmic luminosities for the absorbed and unabsorbed subsamples are 29.01 and 29.60 respectively, thus directly linking the presence of absorption with luminosity.

How can dust shape the QSO/NLS1 continuum? A natural expectation is that the circumnuclear interstellar medium assumes a disk-like geometry with a luminosity-independent scale height, and a sublimation radius $`R_s`$ that scales with the intrinsic luminosity $`L`$ of the central source ($`R_sL_{\mathrm{bolometric}}^{1/2}`$, a $`recedingtorus`$-type picture, Lawrence 1991). In this simple scenario, a sample of quasars with a random distribution of intrinsic bolometric luminosities, inclination angles, and power-law indices of their intrinsic SEDs, will display UV-blue spectral indices that correlate strongly with the observed (reddened) luminosity. Figure 2, right panel, illustrates the results of simulating such dust extinction in an ensemble of quasars; the torus properties (particle density $`n_H`$, torus height $`h`$, extinction law $`R_\lambda `$) are considered the same for all objects. It is thus apparent that this framework offers a plausible explanation for the observed $`\alpha L`$ trend that is also present in other, more heterogeneous AGN samples. Interestingly, the resulting numbers of absorbed sources predicted by this model appear consistent with recent x-ray observations of the extragalactic point source population.

Analysis of soft X-ray data could further test the nature of the dusty absorber in these sources; a low ionization gas would produce strong absorption, and therefore flatter observed soft X-ray spectra, while a “warm” (high ionization) absorber would imply that steeper soft X-ray continua should be measured (e.g., Grupe et al. 1998). A comparison of the median values of the ROSAT spectral indices ($`\mathrm{\Gamma }=1\alpha `$) for the absorbed and unabsorbed objects shows however only a slight difference (3.4 and 3.1, respectively) suggesting that the absorbing material may possess a range of properties.

## 3. Conclusions

An analysis of all publicly available spectra of NLS1 galaxies in the HST archive is presented here in an attempt to determine the UV-blue spectral properties of these sources. It is found that the NLS1s have redder continua than that measured in other more general AGN samples. In this sample, the spectral slope correlates strongly with the luminosity indicating that the redness of the NLS1s is related to the low luminosity of these objects. Moreover, the apparent connection between the UV resonance absorption lines and luminosity suggests that the steep slopes measured in these source are due at least partially to reddening. Simple simulations show that a luminosity dependence of the solid angle covered by the dust (as seen by the central source) potentially explains the $`\alpha L`$ trend. The ionization state of the absorbing material and its relationship to the accretion source remain however ambiguous.

## References

Constantin A., & Shields, J. C., 2003, PASP, 115, 592

Grupe, D., Beuermann, K., Mannheim, K., & Thomas, H.-C., 1998, A&A, 350, 805

Francis, P. J., Hewett, P. C., Foltz, C. B., Chaffee, F. H., Weymann, R. J., & Morris, S. L. 1991, ApJ, 373, 465

Kuraszkiewicz, J., & Wilkes, B. J., 2000, ApJ, 542, 692

Lawrence, A., 1991, MNRAS, 252, 586

Rodriguez-Pascual, P. M., Mas-Hesse, J. M., & Santos-Lleo, M., 1997, A&A, 327, 72

Vanden Berk, D. E., et al., 2001, AJ, 122, 549


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# Some relations for one-part double Hurwitz numbers

This work is partially supported by RFBR grant no. 02-01-22004.

1. In this note we state some new relations for double Hurwitz numbers. These relations come from the intersection theory of the moduli spaces of curves and generalize the results announced in  and proved in .

The Hurwitz numbers studied here have recently been considered in details in . In particular, we refer to  as to a good survey in this area with the most complete collection of references.

2. Recall the definition of Hurwitz numbers. Fix integers $`g0`$, $`n1`$, and two unordered partitions of the number $`n`$, $`n=a_1+\mathrm{}+a_p=b_1+\mathrm{}+b_q`$. Consider $`\mathrm{P}^1`$ with marked $`0`$, $`\mathrm{}`$, and $`2g+p+q2`$ points more, $`z_1,\mathrm{},z_{2g+p+q2}`$.

There is a finite number of functions $`f:C\mathrm{P}^1`$ of degree $`n`$ defined on curves of genus $`g`$ such that $`(f)=_{i=1}^pa_ix_i+_{j=1}^qb_jy_j`$ (here $`x_i,y_j`$ are pairwise distinct points of $`C`$), and $`z_1,\mathrm{},z_{2g+p+q2}`$ are simple critical values of $`f`$.

The number of such functions is called *Hurwitz number* and denoted by $`H_g(a_1,\mathrm{},a_p|b_1,\mathrm{},b_q)`$. Here we count each function $`f:C\mathrm{P}^1`$ weighted by $`1/|\mathrm{aut}(f)|`$. For instance, $`H_g(2|2)=1/2`$ for any $`g`$.

We will consider only the numbers $`H_g(n|b_1,\mathrm{},b_q)`$. For convenience we introduce the following notation:

(1)
$$\widehat{H}_{g,n}(b_1,\mathrm{},b_q):=\frac{|\mathrm{aut}(b_1,\mathrm{},b_q)|}{n^{2g+q2}(2g+q1)!}H_g(n|b_1,\mathrm{},b_q).$$

3. Let us state the main theorem:

###### Theorem 1.

For any $`g0`$, $`n1`$, $`b_1+\mathrm{}+b_q=n`$, we have:

(2)
$$\begin{array}{c}\left(\genfrac{}{}{0pt}{}{g}{0}\right)\widehat{H}_{g,n}(b_1,\mathrm{},b_q)\left(\genfrac{}{}{0pt}{}{g}{1}\right)\widehat{H}_{g,n+1}(b_1,\mathrm{},b_q,1)+\hfill \\ \hfill +\mathrm{}+(1)^g\left(\genfrac{}{}{0pt}{}{g}{g}\right)\widehat{H}_{g,n+g}(b_1,\mathrm{},b_q,\underset{g}{\underset{}{1,\mathrm{},1}})=\frac{(1)^g}{24^g}.\end{array}$$

Let us check this theorem in a special case. Let $`g=2`$. Then there is a fomula from :

(3)
$$\widehat{H}_{g,n}(b_1,\mathrm{},b_q)=\frac{1}{24^2}\left(\frac{1}{2}A^2\frac{1}{5}B\right),$$

where $`A=1+b_1^2+\mathrm{}+b_q^2`$, $`B=1+b_1^4+\mathrm{}+b_q^4`$.

Therefore, in this special case our theorem is equivalent to the following equation:

(4)
$$\begin{array}{c}\left(\frac{1}{2}A^2\frac{1}{5}B\right)2\left(\frac{1}{2}(A+1)^2\frac{1}{5}(B+1)\right)+\hfill \\ \hfill +\left(\frac{1}{2}(A+2)^2\frac{1}{5}(B+2)\right)=1.\end{array}$$

One can check this by direct calculation.

4. Let us explain, how one can obtain such relation for Hurwitz numbers.

Consider the moduli space $`\overline{}_{g,q+1}`$ of curves of genus $`g`$ with $`q+1`$ marked points. Let $`L_1`$ be the line bundle over $`\overline{}_{g,q+1}`$ with the fiber $`T_{x_1}^{}C`$ at a point $`(C,x_1,\mathrm{},x_{q+1})\overline{}_{g,q+1}`$. By $`\psi _1`$ denote $`c_1(L_1)`$ .

Consider the subvariety $`V_g^{}(b_1,\mathrm{},b_q)_{g,q+1}`$ consisting of smooth curves $`(C,x_1,\mathrm{},x_{q+1})`$ such that $`(_{i=1}^qb_i)x_1+b_1x_2+\mathrm{}+b_qx_{q+1}`$ is a divisor of a meromorphic function. By $`V_g(b_1,\mathrm{},b_q)`$ denote the closure of $`V_g^{}(b_1,\mathrm{},b_q)`$ in $`\overline{}_{g,q+1}`$.

Theorem 1 is the direct corollary of two relations for intersection numbers on the moduli spaces of curves looking like follows:

###### Lemma 1.

For any $`b_1,\mathrm{},b_q`$,

(5)
$$\begin{array}{c}\frac{(1)^g}{24^g}=(1)^gg!_{\overline{}_{g,3}}\psi _1^{3g}=\left(\genfrac{}{}{0pt}{}{g}{0}\right)_{V_g(b_1,\mathrm{},b_q)}\psi _1^{2g+q2}\hfill \\ \hfill \left(\genfrac{}{}{0pt}{}{g}{1}\right)_{V_g(b_1,\mathrm{},b_q,1)}\psi _1^{2g+q1}+\mathrm{}+(1)^g\left(\genfrac{}{}{0pt}{}{g}{g}\right)_{V_g(b_1,\mathrm{},b_q,1,\mathrm{},1)}\psi _1^{3g+q2}.\end{array}$$

###### Lemma 2.

For any $`b_1,\mathrm{},b_q`$,

(6)
$$\widehat{H}_{g,n}(b_1,\mathrm{},b_q)=_{V_g(b_1,\mathrm{},b_q)}\psi _1^{2g+q2}$$

Lemma 1 is a generalization of the similar statement in . Lemma 2 is just one of the theorems proved in .

5. There is a ‘cut-and-join’ type equation for the generating function of Hurwitz numbers considered here. (for the similar equations for some other Hurwitz numbers, see ).

Consider the function $`F(\theta ,x_1,x_2,\mathrm{})`$ defined like follows:

(7)
$$\begin{array}{c}F(\theta ,x_1,x_2,\mathrm{})=\hfill \\ \hfill =\underset{g0}{}\underset{(b_1,\mathrm{},b_q)}{}H_g(n|b_1,\mathrm{},b_q)\frac{\theta ^{(2g+q1)}}{(2g+q1)!}x_{b_1}\mathrm{}x_{b_q}.\end{array}$$

###### Theorem 2.

The function $`F=F(\theta ,x_1,x_2,\mathrm{})`$ satisfies the following:

(8)
$$\frac{F}{\theta }=\frac{1}{2}\underset{i,j1}{}\left(ijx_{i+j}\frac{^2F}{x_ix_j}+(i+j)x_ix_j\frac{F}{x_{i+j}}\right).$$

Generally speaking, this theorem is more or less obvious from the point of view of geometry of ramified coverings. Surely, this theorem has the similar purely combinatorial proof as its analog in . But this theorem is also a direct corollary of relations for intersection numbers obtained in .

Really, one can rewrite this theorem as a relation for Hurwitz numbers like follows:

(9)
$$\begin{array}{c}H_g^{}(n|b_1,\mathrm{},b_q)=\hfill \\ \hfill \frac{1}{2}\underset{i=1}{\overset{q}{}}\underset{b_i^{(1)}+b_i^{(2)}=b_i}{}b_i^{(1)}b_i^{(2)}H_{g1}^{}(n|b_1,\mathrm{},\widehat{b_i},\mathrm{},b_q,b_i^{(1)},b_i^{(2)})+\\ \hfill \frac{1}{2}\underset{ij}{}(b_i+b_j)H_g^{}(n|b_1,\mathrm{},\widehat{b_i},\mathrm{},\widehat{b_j},\mathrm{},b_q,b_i+b_j),\end{array}$$

where by $`H_g^{}(n|b_1,\mathrm{},b_q)`$ we denote

$$H_g(n|b_1,\mathrm{},b_q)|\mathrm{aut}(b_1,\mathrm{},b_q)|=\widehat{H}_{g,n}(b_1,\mathrm{},b_q)n^{2g+q2}(2g+q1)!$$

Using Lemma 2, we can rewrite Eqn. (9) as a relation for the integrals $`_{V_g(b_1,\mathrm{},b_q)}\psi _1^{2g+q2}`$. Thus we obtain exactly a special case of Theorem 12.2 from .

Independent University of Moscow
Stockholm University
e-mail: shadrin@mccme.ru


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# Multiscaling at Point 𝐽: Jamming is a Critical Phenomenon

\[

## Abstract

We analyze the jamming transition that occurs as a function of increasing packing density in a disordered two-dimensional assembly of disks at zero temperature for “Point J” of the recently proposed jamming phase diagram. We measure the total number of moving disks and the transverse length of the moving region, and find a power law divergence as the packing density increases toward a critical jamming density. This provides evidence that the T = 0 jamming transition as a function of packing density is a second order phase transition. Additionally we find evidence for multiscaling, indicating the importance of long tails in the velocity fluctuations.

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There has been a surge of activity in jamming phenomena for $`T=0`$ systems such as granular materials, foams, and colloids, where jamming is defined as the onset of a nonvanishing yield stress in a disordered state. Liu and Nagel proposed a jamming phase diagram containing three axes: temperature $`T`$, the inverse packing fraction $`1/\varphi `$, and shear $`\sigma `$ . The system is jammed within a three-dimensional dome; above the jamming transition, the system behaves as a rigid solid. Recently O’Hern et al.  studied the area of the jamming phase diagram at $`T=\sigma =0`$ as a function of packing density $`\varphi `$, and showed that a well defined sharp jamming transition appears at “Point J.” Elsewhere on the jamming phase diagram, the boundary between jammed and unjammed states is not sharp since its definition is sensitive to the experimental time scale. It was noted in Ref.  that, although Point J does not exist for liquids, the behavior near Point J could be relevant to the physics near the glass transition. A key question is whether Point J is a true continuous phase transition with a diverging spatial correlation length. Since the physics at Point J is non-thermal, any continuous phase transition behavior could be dominated by rare fluctuations. If this is the case, simple scaling close to the critical density may not occur even if there is an underlying phase transition.

Here, we consider the motion of a single disk driven through an arrangement of disks as the jamming transition is approached, a system which, as suggested in Ref. , should provide a direct test of the nature of the jamming transition. The reader is invited to try the following experiment: place a large collection of coins flat on a desk, so that they are almost touching. Then, push one coin and observe what other coins move. At low packing fractions $`\varphi `$, the driven disk or coin occasionally contacts other disks, which can in turn contact still other disks, but the total number of disks moving is small. At a certain density $`\varphi =\varphi _c`$, however, the entire system must move simultaneously as a unit, and jams. Force chains can be observed emanating from the driven disk .

In these jamming problems, the tail of the particle velocity distribution $`P(v)`$ at small velocities controls the behavior of the system, since once the system enters a jammed state, with everything stopped in the thermodynamic limit, it can never exit the jammed state. The best method for characterizing the tail of $`P(v)`$ is via multiscaling, which we employ in this Letter. For fixed driving force, a small $`v`$ implies that a large number of other particles are dragged with the driven particle, but we can also characterize the number of particles moved by the driven particle by examining the force transmission. We will see that this measurement provides direct evidence for a diverging length scale. Our data also suggests that the jamming transition for very large systems coincides with the random close packed density.

We simulate a binary mixture of two-dimensional disks with stiff spring repulsive interactions of radius $`r_A`$ and $`r_B`$ at $`T=0`$ (see Fig. 1). For all the densities we consider here, we find $`1\%`$ overlap in the radii as the disks interact, indicating that the spring constant is sufficiently large to provide a good approximation to hard core disks. The bimodal disk distribution, with a size ratio of $`1.4:1`$, is chosen to create a disordered arrangement and avoid formation of a regular lattice. We also performed simulations with a size ratio of $`1.7:1`$ with substantially identical results. We employ overdamped dynamics such that the velocity of each disk is proportional to the force acting on it. The equation of motion for the disks is

$$\eta 𝐯_i=\underset{ij}{}k(|𝐫_{ij}|r_{eff})\frac{𝐫_{ij}}{|𝐫_{ij}|}+𝐟_d.$$
(1)
Here $`k=200`$ is the strength of the stiff restoring spring , $`𝐫_{ij}=𝐫_i𝐫_j`$, and for all but one of the disks, the external driving force $`𝐟_d=0`$. The single driven disk (large dot in Fig. 1) has $`𝐟_d=0.1.`$ Disks only interact if they are separated by a distance smaller than the sum of their radii, $`|𝐫_{ij}|<r_{eff}=r^{(i)}+r^{(j)}`$, where $`r^{(i)}`$ equals either $`r_A`$ or $`r_B`$, depending on the given particle. We tested several different values of $`𝐟_d`$ and chose the value small enough to minimize overlap as mentioned above. We use periodic boundary conditions with a range of linear system sizes $`L=24`$ to 60. For $`L=60`$, the system contains $`N=2600`$ background disks at a density of $`\varphi =0.8395`$.

We prepare the system by randomly dropping nonoverlapping disks up to $`\varphi 0.6`$. To reach higher densities, we add disks at randomly selected interstitial locations, reduce the radii of all disks, and then increase the radii back to the initial values while allowing the system to evolve under a small temperature. This produces nonoverlapping configurations at densities up to $`\varphi _c`$. To reach the maximum possible density, $`\sqrt{3}\pi /60.907`$, requires phase separating the system. At the significantly lower $`\varphi _c0.839`$ we find no phase separation. Since the system is not jammed below $`\varphi _c`$, we believe that we successfully uniformly sampled all available states, and that phase separation does not occur until some $`\varphi _{sep}>\varphi _c`$.

To study the velocity curve, we drive a single large disk along a 45 angle over a distance of $`\sqrt{2}L/5`$. The time required for this motion is much longer than the time scale of any brief initial transients in the velocity. We measure the effective velocity of the driven disk over the length of the simulation. For computational reasons, it is not possible to simulate a disk moving at an arbitrarily slow velocity through the system. In these cases, we declared that the system had jammed; this definition agreed well with the critical $`\varphi _c0.839`$ given by curve fitting below.

In Fig. 1 we show snapshots of simulation results for different densities, with disks counted as moving and shaded in gray if they were connected via a force contact to the driven disk. At the lowest $`\varphi =0.656`$, in Fig. 1(a), the driven disk moves easily and interacts with only a

few neighbors. In Fig. 1(b) for $`\varphi =0.811`$, close to jamming, a larger portion of the disks are moving, while in Fig. 1(c) at $`\varphi =0.837`$, the system is sufficiently close to $`\varphi _c`$ that the entire (finite-size) sample is moving.

Figure 2 shows example time series for the velocity $`v`$ parallel to the applied drive at $`\varphi =0.656`$, 0.747, and 0.837. Not only does the average velocity decrease as $`\varphi `$ increases, but the time series becomes more intermittent. At $`\varphi =0.837`$, the velocity is usually very small, but there are occasional bursts of much higher velocity.

We emphasize that for $`\varphi <\varphi _c`$ the threshold force required to move the driven particle vanishes. Instead, $`v`$ is proportional to the drive $`f_d`$ at any moment of time. This follows from dimensional grounds, since for a hard-core system, there is no physical parameter with units of force. This is very different from the behavior shown in a recent numerical study of single probe particles driven through a system with softer, long-range forces , where there is a non-vanishing, but finite, depinning force at all densities due to the long-range nature of the force.

Distribution of Velocities— Newton’s third law, combined with Eq. (1), leads to the result that $`\eta _i𝐯_i=𝐟_d`$. Thus, if the driven particle is not in contact with any other particles, it moves at $`v=f_d/\eta `$. If there are a total of $`n`$ particles moving together, including the driven particle, then they each move at $`v=f_d/n`$. For $`\varphi >\varphi _c`$, all $`N`$ particles in the system move together, and $`v`$ is vanishingly small in the thermodynamic limit. For $`\varphi <\varphi _c`$, the number of particles moving is finite in the thermodynamic limit and diverges as $`\varphi `$ approaches $`\varphi _c`$.

One measurement which may show scaling as $`\varphi `$ approaches $`\varphi _c`$ is the average velocity $`v`$ of the driven disk. However, $`v`$ is a random, time-dependent variable, and for any density $`\varphi <\varphi _c`$ there is a nonvanishing probability of observing any given, arbitrarily small $`v`$. Since the other disks are distributed randomly, there is still some probability that in any local region the density will exceed $`\varphi _c`$  (this argument is inspired by Lifshitz tails). If this region encloses $`n`$ disks, the probability of finding such a

region is exponentially small in $`n`$, but it is nonvanishing. When the driven disk hits such a region, it behaves as if it jams, and $`v`$ slows to a value of order $`1/n`$ until the disk either escapes the region or pushes other disks into neighboring regions of lower density. Thus, with exponentially small probability in $`n`$, $`vO(1/n)`$. Once the particle slows, however, it takes a long time for it to leave the region. Thus, one expects to see an intermittent $`v`$.

To measure the intermittency, we use multifractal scaling. For a given $`\varphi `$, let $`p(v)\mathrm{d}v`$ be the probability of measuring a given $`v`$ at a single instant in time. Define the $`q`$-th inverse moment by $`M(q)=dvp(v)v^q`$ as the time average of the $`q`$-th power of the inverse velocity. We then define a set of multifractal exponents $`\tau (q)`$ by

$$M(q)=dvp(v)v^q(\varphi _c\varphi )^{\tau (q)}.$$
(2)
If $`v`$ were constant throughout the simulation for a given $`\varphi `$, we would have $`M(q)^{1/q}=M(1)`$. If instead $`v`$ had relative fluctuations of order unity about some characteristic velocity, $`v_0(\varphi )`$, then $`M(q)^{1/q}`$ would not equal $`M(1)`$ in general, but $`\tau (q)/q`$ would still be independent of $`q`$. We will instead find that $`\tau (q)/q`$ depends on $`q`$. This implies that $`v`$ does not simply fluctuate about a single $`v_0`$, but is instead much more intermittent, with the particle sometimes getting stuck for a long time at a slow velocity, then traveling much more rapidly.

We compute the moments $`M`$ and extract the exponents $`\tau (q)`$ by fitting the moments to the form $`c(\varphi _c\varphi )^{\tau (q)}`$. The value of $`\varphi _c`$ determined from these fits is independent of $`q`$ to high accuracy for $`q2`$, and thus we can fix $`\varphi _c0.839`$ as the onset of jamming. In Fig. 3 we plot $`M(q,\varphi )^{1/q}`$ versus $`\varphi `$ for $`L=60`$ and various $`q`$, averaged over three realizations of the system. In the inset we show the log-log plot of the curves in the main panel

with solid lines indicating power law fits. The curves not only fail to overlap, but also have different slopes, indicating the presence of multiscaling. In Fig. 4(a), we plot $`\tau (q)/q`$ versus $`q`$. For large positive and negative $`q`$, the plot asymptotes. The asymptote at large positive $`q`$ reflects the scaling of the typical (disregarding exponentially rare possibilities discussed above) slowest velocity of the system which goes to zero as $`(\varphi \varphi _c)^{lim_q\mathrm{}\tau (q)/q}`$. Similarly, the asymptote at negative $`q`$ reflects the typical largest velocity. Since $`lim_q\mathrm{}\tau (q)/q`$ is very close to zero, the typical largest velocity is largely independent of $`\varphi `$, as seen in Fig. 2. In fact, it is likely that at sufficiently negative $`q`$ the exponent $`\tau (q)/q`$ becomes zero.

The error in $`\tau (q)`$ due to statistical fluctuations is negligible. If we compare the $`\tau (q)`$ obtained by curve fitting $`M(q,\varphi )`$ averaged over all realizations to $`\tau (q)`$ obtained by using only a single realization, the difference in exponents is of order $`0.001`$ to $`0.002`$. Instead, the major source of error is finite size effects. The straight lines in the inset to Fig. 3 are based on fitting over a certain range of $`\varphi `$. For $`\varphi `$ closer to $`\varphi _c`$ than the endpoint of the fitting lines, the statistical noise in the data increases significantly and some of the realizations jam while others do not. Thus, for finite $`N`$ the jamming threshold is not well defined, and these $`\varphi `$ are so close to $`\varphi _c`$ that finite size effects may be important. The error bars in Fig. 4 are based on this consideration of finite size effects. The low end of the error bars corresponds to the $`\tau (q)`$ obtained by fitting only over the range shown in the inset to Fig. 3, while the high end corresponds to including all $`\varphi <\varphi _c`$. The low end tends to underestimate the difference in $`\tau (q)/q`$ for different $`q`$. $`\tau (q)/q`$ is clearly $`q`$-dependent since the difference in $`\tau (q)/q`$ between $`q=1`$ and $`q=2`$, for example, is definitely outside the error bars. In Fig. 4(b) we plot $`M(q)^{1/q}`$ as a function of $`M(1)^1`$ for $`q=1,3`$ over the same range as in Fig. 3 to illustrate that the data obey extended self-similarity . The slopes on the log-log plot are $`1.25\pm 0.15`$ and $`1.45\pm 0.2`$ respectively; as expected, this is within error bars of the ratio of the exponents $`\tau (1)/\tau (1)`$ and $`(\tau (3)/3)/\tau (1)`$. It is difficult to establish that these slopes are different from each other, but the slopes are definitely different from unity, which already indicates multiscaling. The fact that $`\tau (1)`$ is

less than one makes the size of the scaling regime seem small, since a wide scaling range in $`\varphi `$ leads to only a small range in $`M(1)`$; however, the curve fit is very good over the available range.

Figure 1 shows that as the jamming transition is approached, the number of moving disks increases and there is a diverging length scale as the jamming is approached. In order to quantify this, we show in Fig. 5 the number of moving disks $`n_{\mathrm{moving}}`$ vs $`\varphi `$ for systems of linear size $`L=48`$ and $`L=60`$. Here a clear divergence appears as the critical density is approached. The divergence is cut off when $`n_{\mathrm{moving}}`$ equals the total number of disks. We have also considered smaller systems for different parameters of drive and disk radii and again observe a divergence; however, these smaller systems give a much lower resolution and hence a larger error on the estimated exponent. In Fig. 5 we fit a power law to the largest system with $`(\varphi _c\varphi )^\tau `$, where $`\tau `$ is between $`1.2`$ and $`1.46`$. We also measured the sum over moving disks of the squared distance between the driven disk and the moving disk, a quantity $`n_{\mathrm{moving}}l^2`$, and find that this number diverges as $`(\varphi _c\varphi )^\sigma `$, with $`\sigma `$ between 2.35 and 2.6. The number of moving disks cannot directly be compared to the velocity $`v`$ of the driven disk, as the driven disk can push other disks normal to the drive so that $`n_{\mathrm{moving}}`$ may be much larger than $`1/v`$. We obtained the exponents $`\tau `$ and $`\sigma `$ by a time average of the number of moving disks, and did not perform a multiscaling calculation, though we can extract a length from a simple scaling analysis. If the moving disks form a cluster with dimension $`d`$ and length scale $`\xi `$ diverging as $`\xi (\varphi _c\varphi )^\nu `$, then $`\tau =\nu d`$ and $`\sigma =\nu (d+2)`$. Given the values of $`\tau `$, $`\sigma `$, and our own qualitative observations, we find $`d=2`$, so that $`\nu `$ is between 0.6 and 0.7. This provides a direct measurement of the diverging length scale, in reasonable agreement with the finite-size scaling result  $`\nu =0.71\pm 0.12.`$ We note that Fig. 5 in our case is completely consistent with finite-size scaling as shown in the right inset. Scale the $`y`$-axis by $`L^2`$ (the scaling for the total number of particles in the system), and scale $`\varphi _c\varphi `$ by $`L^{2/\tau }`$. Then, the curves for different $`L`$ automatically collapse within the scaling region, and since the divergence is cutoff at $`n_{\mathrm{moving}}L^2`$ for all $`L`$, these curves also collapse close to $`\varphi _c`$. Finally, our $`\varphi _c0.839`$ is very close to the critical packing density found in .

Conclusion— We have studied a system of a $`T=0`$, zero shear 2D disordered assembly of disks at densities below and up to Point J in the recently proposed jamming phase diagram. A single probe disk is pushed with a constant drive through the other disks. Upon increasing the packing density, we find a jamming transition associated with a power law divergence in the number of moving disks and a diverging spatial correlation length, indicating that Point J is a true continuous phase transition. In addition, we show that the tails of the disk velocity distribution play an important role in this transition, since due to the non-thermal nature of the system, once the particle stops moving, it cannot restart. Using the multifractal moments $`\tau (q)`$, we chart the tails and show that the $`\tau (q)`$ do not depend linearly on $`q`$; thus, the system exhibits multiscaling. We also find evidence for a diverging correlation length of the force contacts as the jamming transition is approached from below. Our results show that there is an underlying second order non-thermal phase transition at the jamming transition. We suggest that experimental work should consider both the velocity time series and the number of moving particles in the surrounding media, and should test for multiscaling behavior as the jamming transition is approached. Particular experiments would include driving a single disk on a flat surface through a disordered assembly of other disks for increasing density, or driving individual colloids through glassy assemblies of other colloids.

Acknowledgments— We thank E. Weeks for useful discussions. This work was supported by the U.S. DOE under Contract No. W-7405-ENG-36.


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# Dynamical Mechanisms in Multi-agent Systems: Minority Games

## Abstract

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with diversity for the variance of decisions. When diversity increases, the scaling dynamics is modified by kinetic sampling and waiting mechanisms.

Many natural and artificial systems involve interacting agents, each making independent decisions to compete for limited resources, but globally exhibit coordinated behavior through their mutual adaptation Anderson et al. (1988); Challet and Zhang (1997). Examples include the competition of predators in ecology, buyers or sellers in economic markets, and routers in computer networks. While a standard approach is to analyse the steady state behavior of the system described by the Nash equilibria Rasmusen (1989), it is interesting to consider the dynamics of how the steady state is approached. Dynamical studies are especially relevant when one considers the effects of changing enviroment, such as those in economics or distributed control.

The recently proposed Minority Games (MG) are prototypes of such multi-agent systems Challet and Zhang (1997). The dynamical nature of the adaptive processes is revealed when the complexity of the agents is low, where the final states depend on the initial conditions Challet et al. (2000); Garrahan et al. (2000). Here, the system exhibits large fluctuations, which are caused by the initially zero preference of strategies for all agents. However, when the game is used to model economic systems, it is not realistic to expect that all agents enter the market with the same preference. Besides, in games which use public information only, this imply that different agents would maintain identical preferences of strategies at all subsequent steps, which is again unlikely. Furthermore, when the game is used to model distributed control in multi-agent systems, identical preferences of strategies of the agents lead to maladaptative behavior, which refers to the bursts of the population’s decisions due to their premature rush to certain state, compromising the system efficiency Savit et al. (1999); Johnson et al. (1999). There were attempts of improvement by introducing thermal noise Cavagna et al. (1999), biased starts Heimel and Coolen (2001); Sherrington et al. (2002), bias strategies Yip et al. (2003), and random initial conditions Garrahan et al. (2000). However, no systematic studies have been made.

In this Letter, we consider the effects of introducing randomness in the initial preferences of strategies among the agents, focusing on the regime of low complexity, where analyses assuming vanishing step sizes are not applicable Challet et al. (2000); Heimel and Coolen (2001). Concretely, we consider a population of $`N`$ agents competing in an environment of limited resources, $`N`$ being odd Challet and Zhang (1997). Each agent makes a decision $`+`$ or $``$ at each time step, and the minority group wins. The decisions of each agent are prescribed by strategies, which are Boolean functions mapping the history of the winning bits in the most recent $`m`$ steps to decisions $`+`$ or $``$. Before the game starts, each agent randomly picks $`s`$ strategies. Out of her $`s`$ strategies, each agent makes decisions according to the most successful one at each step; the success of a strategy is measured by its virtual point, which increases (decreases) by $`1`$ if it indicates a winning (losing) decision at a time step.

In contrast to early versions of the game, the agents may enter the game with diverse preferences of their strategies. This is done by randomly assigning $`R`$ virtual points to the $`s`$ strategies of each agent before the game starts. Hence the initial virtual point of each strategy obeys a multinomial distribution with mean $`R/s`$ and variance $`R(s1)/s^2`$. The ratio $`\rho R/N`$ is referred to as the diversity. In particular, for $`s=2`$ and odd $`R`$, no two strategies have the same virtual points throughout the game, and the dynamics of the game is deterministic, resulting in highly precise simulation results useful for refined comparison with theories.

To describe the macroscopic dynamics of the system, we define the $`D`$-dimensional vector $`A^\mu (t)`$, which is the sum of the decisions of all agents responding to history $`\mu `$ of their strategies, normalized by $`N`$, where $`D2^m`$ is the number of histories. While only one of the $`D`$ components corresponds to the historical state $`\mu ^{}(t)`$ of the system, the augmentation to $`D`$ components is necessary to describe the attractor structure and the transient behavior of the system dynamics. The inset of Fig. 1 illustrates the convergence to the attractor for the visualizable case of $`m=1`$. The dynamics proceeds in the direction which tends to reduce the magnitude of the components of $`A^\mu (t)`$ Challet et al. (2000). However, a certain amount of maladaptation always exists in the system, so that the components of $`A^\mu (t)`$ overshoot, resulting in periodic attractors with period of $`2D`$. Every state $`\mu `$ appears as historical states two times in a steady-state period, yielding the winning bits $``$ and $`+`$ each exactly once. One occurence brings $`A^\mu `$ from positive to negative, and another bringing it back from negative to positive, thus completing a cycle. For $`m=1`$, the steady state is described by the sequence $`\mu (t)=,+,+,`$, where both states $``$ and $`+`$ are followed by $``$ and $`+`$ once each. For general values of $`m`$, the states in an attractor are given by a binary de Brujin sequence of order $`m+1`$ Golomb (1982).

As shown in Fig. 1, the variance $`\sigma ^2/N`$ of the population for decision + scales as a function of the complexity $`\alpha D/N`$, agreeing with previous observations Savit et al. (1999). When $`\alpha `$ is small, games with increasing complexity create time series of decreasing fluctuations. A phase transition takes place around $`\alpha _c0.3`$, after which it increases gradually to the limit of random decisions, with $`\sigma ^2/N=0.25`$. When $`\alpha <\alpha _c`$, we have the symmetric phase, in which the occurences of decisions 1 and 0 responding to a given historical state $`\mu `$ are equal, whereas in the asymmetric phase above $`\alpha _c`$, the occurences are biased for at least some history $`\mu `$ Challet and Marsili (1999). Figure 1 also shows the data collapse for different $`N`$ for $`\rho 1`$, indicating that the variance is a function of $`\rho `$. It is observed that the variance decreases significantly with diversity in the symmetric phase, and remains unaffected in the asymmetric phase.

The dependence of the variance on the diversity is further shown in Fig. 2 for given memory sizes $`m`$. Here we focus on the physical picture of the dynamics els . Four regimes can be identified:

(a) Multinomial regime. When $`\rho N^1`$, $`\sigma ^2/NN`$ with proportionality constants dependent on $`m`$. To analyse this and other regimes, we let $`S_{\alpha \beta }(\omega )`$ be the number of agents holding strategies $`\alpha `$ and $`\beta `$ (with $`\alpha <\beta `$), and the virtual point of strategy $`\alpha `$ is initially displaced by $`\omega `$ with respect to $`\beta `$. The average of $`S_{\alpha \beta }(\omega )`$ over initial condition is proportional to the binomial distribution of virtual points, i.e., $`S_{\alpha \beta }(\omega )=NC_{(R\omega )/2}^R/2^{2D1+R}`$. The key to analysing the system dynamics is the observation that the virtual points of a strategy displace by exactly the same amount for all agents. Hence for a given strategy pair, the profile of the virtual point distribution remains unchanged, but the peak position shifts with the game dynamics. If the virtual point displacement of strategy $`\alpha `$ at time $`t`$ is $`\mathrm{\Omega }_\alpha (t)`$, then the agents holding strategies $`\alpha `$ and $`\beta `$ make decisions according to strategy $`\alpha `$ if $`\omega +\mathrm{\Omega }_\alpha (t)\mathrm{\Omega }_\beta (t)>0`$, and strategy $`\beta `$ otherwise. At time $`t`$, we can write $`\mathrm{\Omega }_\alpha (t)=_\mu k_\mu (t)\xi _\alpha ^\mu `$, where $`k_\mu (t)`$ is the number of wins minus losses of decision $`+`$ up to time $`t`$ when the game responded to history $`\mu `$. Consider the difference $`A^\mu (t)A^\mu (0)=\frac{1}{N}_{\alpha <\beta }S_{\alpha \beta }(\omega )(\xi _\alpha ^\mu \xi _\beta ^\mu )[\theta (\omega +\mathrm{\Omega }_\alpha (t)\mathrm{\Omega }_\beta (t))\theta (\omega )]`$. Its average can be found by introducing the average $`S_{\alpha \beta }(\omega )`$, writing the step function as a sum over Kronecka deltas and introducing their integral representation, using the identity $`e^{ik\theta (\xi _\alpha ^\mu \xi _\beta ^\mu )}=\mathrm{cos}^2k\theta +i\mathrm{sin}k\theta \mathrm{cos}\theta (\xi _\alpha ^\mu \xi _\beta ^\mu )+\mathrm{sin}^2k\theta \xi _\alpha ^\mu \xi _\beta ^\mu `$, and noting that $`_\alpha \xi _\alpha ^\mu =0`$. The final result is

$`A^\mu (t)A^\mu (0)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^{2\pi }}𝑑\theta \mathrm{cos}^R\theta {\displaystyle \frac{\mathrm{sin}k_\mu (t)\theta }{\mathrm{sin}\theta }}`$ (1)
$`\times \mathrm{cos}k_\mu (t)\theta {\displaystyle \underset{\nu \mu }{}}\mathrm{cos}^2k_\nu (t)\theta .`$
When $`\rho N^1`$, $`A^\mu (t+1)A^\mu (t)O(1)`$ and is self-averaging. Since $`A^\mu (0)`$ is Gaussian with variance $`N^1`$, the values of $`A^\mu (t)`$ at the attractors can be computed, and the variance found. For example, for $`m=1`$, $`\sigma ^2/NN[A^{\mu ^{}(t)}(t)A^{\mu ^{}(t)}(t)]^2/4=N[7(c_{R+1})^22c_{R+1}c_{R+3}+7(c_{R+3})^2]`$, where $`c_n=2^nC_{n/2}^n`$ for even integer $`n`$.

(b) Scaling regime. When $`\rho 1`$, $`\sigma ^2/N\rho ^1`$ with proportionality constants effectively independent of $`m`$ for $`m`$ not too large. In this case, Eq. (1) can be simplified to $`A^\mu (t)A^\mu (0)=k_\mu (t)\sqrt{2/\pi R}`$. The average step size becomes $`A^\mu (t+1)A^\mu (t)=\sqrt{2/\pi R}\delta _{\mu \mu ^{}(t)}O(N^{\frac{1}{2}})`$ and is self-averaging. To interpret this result, we note that changes in $`A^\mu (t)`$ are only contributed by fickle agents with marginal preferences of their strategies. That is, those with $`\omega +\mathrm{\Omega }_\alpha (t)\mathrm{\Omega }_\beta (t)=\pm 1`$ and $`\xi _\alpha ^\mu \xi _\beta ^\mu =2\mathrm{s}\mathrm{g}\mathrm{n}A^\mu (t)`$ for $`\mu =\mu ^{}(t)`$. For large $`R`$, the binomial virtual point distribution among agents of a given strategy pair is effectively a Gaussian with variance $`R`$. Hence the number of agents switching strategies at time $`t`$ scales as the height of the Gaussian distribution, which is $`\sqrt{2/\pi R}`$. Thus, by spreading the virtual point distribution, diversity reduces the step size and hence maladaptation.

As a result, each state of the attractor is confined in a $`D`$-dimensional hypercube of size $`\sqrt{2/\pi R}`$, irrespective of the initial position of the $`A^\mu `$ components. Starting from the initial state $`A^\mu (0)`$, the state changes in steps of size $`\sqrt{2/\pi R}`$ until it reaches the attractor, whose $`2D`$ historical states are given by $`\sqrt{2/\pi R}\sqrt{\pi R/2}A^\mu (0)`$ and $`\sqrt{2/\pi R}\{\sqrt{\pi R/2}A^\mu (0)1\}`$, where $`x`$ represents the decimal part of $`x`$. Averaging over $`A^\mu (0)`$, which are Gaussian numbers with mean 0 and variance $`1/N`$, the variance of decisions become $`\sigma ^2/N=f(\rho )/2\pi \rho `$, where $`f(\rho )`$ approaches $`(11/4D)/3`$ for $`\rho 1`$. Note that $`f(\rho )`$ is a smooth function of $`\rho `$, since $`\sigma ^2/N`$ depends on $`\rho `$ mainly through the step size factor $`1/2\pi \rho `$, whereas $`f(\rho )`$ merely provides a higher order correction to the functional dependence. This accounts for the scaling regime in Fig. 2. Furthermore, we note that $`f(\rho )`$ rapidly approaches $`1/3`$ when $`m`$ increases. Hence for general values of $`m`$, $`\sigma ^2/N1/6\pi \rho `$, provided that $`m`$ is not too large.

(c) Kinetic sampling regime. When $`\rho N`$, $`\sigma ^2/N`$ deviates above the scaling with $`\rho ^1`$, and is given by $`\sigma ^2/N=f_m(\mathrm{\Delta })/N`$, where $`\mathrm{\Delta }\sqrt{2N/\pi \rho }`$ is the kinetic step size, and $`f_m`$ is a function dependent on the memory size $`m`$. Here $`A^\mu (t+1)A^\mu (t)`$ scales as $`N^1`$ and is no longer self-averaging. Rather, it is equal to $`2/N`$ times the number of agents who switch strategies at time $`t`$, which is Poisson distributed with a mean of $`\sqrt{2/\pi R}`$. However, since the attractor is formed by steps which reverse the sign of $`A^\mu `$, the average step size in the attractor is larger than that in the transient state. To see this, we consider the probability of $`P_{\mathrm{att}}(\mathrm{\Delta }𝐀)`$ of step sizes $`\mathrm{\Delta }𝐀`$ in the attractor. Assuming that all states of the phase space are equally likely to be accessed, we have $`P_{\mathrm{att}}(\mathrm{\Delta }𝐀)=_𝐀P_{\mathrm{att}}(\mathrm{\Delta }𝐀,𝐀)`$, where $`P_{\mathrm{att}}(\mathrm{\Delta }𝐀,𝐀)`$ is the probability of finding the position $`𝐀`$ with displacement $`\mathrm{\Delta }𝐀`$ in the attractor. Consider the example of $`m=1`$ in the inset of Fig. 1. The sign reversal condition implies that $`P_{\mathrm{att}}(\mathrm{\Delta }𝐀,𝐀)=P_{\mathrm{Poi}}(\mathrm{\Delta }𝐀)_\mu \theta [A^\mu (A^\mu +\mathrm{\Delta }A^\mu )]`$, where $`P_{\mathrm{Poi}}(\mathrm{\Delta }𝐀)`$ is the Poisson distribution of step sizes, yielding $`P_{\mathrm{att}}(\mathrm{\Delta }𝐀)=P_{\mathrm{Poi}}(\mathrm{\Delta }𝐀)_\mu \mathrm{\Delta }A^\mu `$. Thus the attractor averages $`(\mathrm{\Delta }A^\pm )^2_{\mathrm{att}}`$, which are required for computing the variance of decisions, are given by $`(\mathrm{\Delta }A^\pm )^2\mathrm{\Delta }A^+\mathrm{\Delta }A^{}_{\mathrm{Poi}}/\mathrm{\Delta }A^+\mathrm{\Delta }A^{}_{\mathrm{Poi}}`$. In other words, the sampling of the step sizes is weighted by the attractor sizes due to the kinetics. The result for $`m=1`$ is $`\sigma ^2/N=(14\mathrm{\Delta }^3+105\mathrm{\Delta }^2+132\mathrm{\Delta }+24)/96N(2\mathrm{\Delta }+1)`$.

(d) Waiting regime. When $`\rho N`$, $`\sigma ^2/N`$ deviates above the predictions of kinetic sampling. Here the agents are so diverse that the average step size is approaching 0. At each state in the phase space, the system remains stationary for many time steps, waiting for some agent to reduce the magnitude of her virtual point until strategy switching can take place. This waiting effect modifies the composition of the group of fickle agents who contribute to the state transitions, and consequently increase the step sizes and variance above those predicted by kinetic sampling. Consider the example of $`m=1`$. As shown in the inset of Fig. 1, the attractor consists of both vertical and horizontal hops, and detailed analysis shows that only one type of agents can complete both hops. Since fewer and fewer agents contribute to the switching of states in the limit $`\rho N`$, a single agent of this type will dominate the game dynamics, and one would expect that $`\sigma ^2/N`$ approaches $`1/4N`$. However, when waiting is possible, agents not of this correct type can wait for other agents to complete the hops in the attractor, even though one would expect that the probability of finding more than one fickle agents is drastically less than that for one. In fact, analysis shows that the attractor consists of a single fickle agent with a probability of 1/11 only, and $`\sigma ^2/N`$ approaches $`9/22N`$ rather than $`1/4N`$. As shown in the inset of Fig. 2, lengthy analytic results including waiting effects significantly improve the agreement with simulations over the kinetic sampling prediction.

Many properties of the system dependent on the transient dynamics also depend on its diversity. For example, since diversity reduces the fraction of agents switching strategies at each time step, it also slows down the convergence to the steady state. Hence in the scaling regime, the convergence time scales as $`\rho ^{1/2}`$. Specifically, when $`\rho 1`$, the average convergence time becomes $`(2+\sqrt{2})\sqrt{\rho }`$ for $`m=1`$. Similarly, the distribution of payoffs among the frozen agents (that is, agents who do not switch their strategies at the steady state) also depends on the transient. Since the system dynamics reaches a periodic attractor, they have constant average payoffs at the steady state. Hence any spread in their payoff distribution is a consequence of the transient dynamics. Thus, in the scaling regime, the mean square payoff scales as $`\rho `$. Specifically, when $`\rho 1`$, the mean square payoff becomes $`\pi \rho `$ for $`m=1`$. Simulation results of both the convergence time and the mean square payoff have an excellent agreement with the theory els .

The results presented here can be generalized to other cases. Consider the exogenous MG, in which the information $`\mu (t)`$ was randomly and independently drawn at each time step $`t`$ Challet et al. (2000). The picture that the states of the game are hopping between hypercubes in the phase space remains valid. At the steady state, the attractor consists of hoppings among all vertices of a hyperpolygon enclosing the origin in the phase space, analogous to the present endogenous case, in which a fraction of hyperpolygon vertices belong to the attractor. In the scaling regime, the behavior depends on the scaling of the step sizes with diversity, rather than the actual sequence of the steps. Consequently, the behavior is similar to that of the endogenous game.

The present results can be extended to higher values of $`m`$ els . For $`m=2`$, analysis using the de Bruijn sequence explicitly yields excellent results. For higher $`m`$, we approximate the attractor of the exogenous game by a hyperpolygon enclosing the origin of the phase space. Using a generating function approach, and taking into account the scaling of step sizes and kinetic sampling, the computed variance of decisions agrees qualitatively with simulations, except for values of $`\alpha `$ close to $`\alpha _c`$.

We can also make qualitative predictions about the transition from the symmetric to asymmetric phase when the complexity $`\alpha `$ increases Challet and Marsili (1999). From Eq. (1), the average displacement in the phase space is given by

$`A^\mu (t)A^\mu (0)k_\mu (t)\sqrt{{\displaystyle \frac{2}{\pi (R+2Dk^2)}}},`$ (2)
where $`k^2`$ represents the mean of $`k_\nu (t)^2`$ for all $`\nu D`$. For $`\rho \alpha 1`$, it can be verified that $`A^\mu (t)A^\mu (0)`$ is self-averaging. Suppose the game dynamics leads to an attractor near the origin, with $`A^\mu (t)0`$. Noting that $`A^\mu (0)^21/N`$, we obtain the self-consistent relation $`k^2=\rho /2(\alpha _c\alpha )`$, where $`\alpha _c=1/\pi 0.318`$. This means that when $`\alpha `$ approaches $`\alpha _c`$, the average step size appraoches 0 in the asymptotic limit. There is a critical slow down since the convergence time diverges. When $`\alpha `$ exceeds $`\alpha _c`$, the average step size vanishes before the system reaches the attractor near the origin, so that the state of the system is trapped at locations with at least some components being nonzero. The interpretation is that when $`\alpha `$ is large, the distributions of strategies become so sparse that motions in the phase space cannot be achieved by the switching of strategies. Note that the value of $`\alpha _c`$ is close to the value of 0.337 obtained by the continuum approximation Challet et al. (2000) or batch update Heimel and Coolen (2001).

From the perspective of game theory, it is natural to consider whether the introduction of diversity assists the game to reach a Nash equilibrium. It has been verified that Nash equilibria consist of pure strategies Challet et al. (2000). Hence all frozen agents have no incentives to switch their strategies. In fact, since the dynamics in the attractor is periodic, the payoffs of all strategies become zero when averaged over a period. Thus, the Nash equilibrium is approached in the sense that the fraction of fickle agents decreases with increasing diversity. In the extremely diverse limit, it is probable that only one fickle agent switches strategy at each step in the attractor. In this case, even the fickle agent cannot increase her payoff, since on switching she always remains on the majority side and loses. Then a Nash equilibrium is reached exactly. For $`m=1`$, for example, a Nash equilibrium is reached in this way with probability $`7/11`$.

In summary, we have studied the effects of diversity in the initial preference of strategies on a game with adaptive agents competing for finite resources. Scaling of step sizes accounts for the behavior of the variance of decisions in the scaling regime ($`\rho 1`$). At high diversity, we find that the scaling mechanism is supplemented by kinetic sampling, a mechanism self-imposed by the requirement to stay in the attractor. In extremely diverse systems, we discover further a waiting mechanism, when agents who are unable to complete the attractor dynamics alone wait for other agents to collaborate with them. Together, these mechanisms yield theoretical predictions with excellent agreement with simulations over 9 decades of data. By introducing diversity, the variance of decisions in the symmetric phase decreases, showing that the maladaptive behavior is reduced.

The combination of scaling, kinetic sampling and waiting in accounting for the steady state properties of the system illustrates the importance of dynamical considerations in describing the system behavior. We anticipate that these dynamical effects will play a crucial role in explaining the system behavior in the entire symmetric phase, since when $`\alpha `$ increases, the state motion in a high dimensional phase space can easily shift the tail of the virtual point distributions to the verge of strategy switching, leading to the sparseness condition where kinetic sampling and waiting effects are relevant. Due to the generic nature of these effects, we expect that they are relevant to minority games with different payoff functions and updating rules, as well as other multi-agent systems.

We thank P. Luo, Y. C. Zhang, L. H. Tang, B. H. Wang for fruitful discussions. This work is supported by the research grants HKUST6153/01P and HKUST6062/02P from the Research Grant Council of Hong Kong.


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# Understanding Type II Supernovae

## 1 Introduction

Type II supernovae (SNe) are believed to be core-collapse SNe originating from massive ($`>8M_{}`$) red supergiants that retain their Hydrogen (H) envelopes. The overall phenomenological appearance of these SNe is rather well understood (see e.g. arn96 ). However, despite lightcurve and spectral modelling have provided important information on the physical properties of single objects (see e.g woosley88 ), comparatively little effort has been devoted to study the correlations between the basic properties of Type II SNe and to understand to what extent the variety of their observational properties can be explained in terms of continuous changes of some fundamental physical variables. This is especially interesting after the recent discovery of a group of low luminosity (LL), 56Ni poor SNe past03 ; zamp03 , whose relation with the “normal” and more luminous Type II events is still under debate. The work in this area has certainly been hampered also by the very heterogeneous behavior of Type II SNe. However, a recent investigation has shown that significant correlations exist among the plateau luminosity, the expansion velocity measured at 50 days after the explosion and the ejected 56Ni mass hamuy03 . Here we present the results of a systematic analysis of a group of Type II plateau supernovae that extends, especially at very low luminosity, the sample previously considered. While we confirm the results of Hamuy hamuy03 , we do not find evidence of a definite correlation between the ejected envelope mass and the other parameters.

## 2 Selected Sample of Type II Plateau SNe

The data were taken from literature and/or extracted from the large database of lightcurves and spectra of the Padova-Asiago Supernova Archive. A description of the selection process is outlined in Pastorello et al. (these Proceedings). Observations of SN 2003Z111Made in part at the Telescopio Nazionale Galileo (TNG) under program TAC\_48., the first LL event extensively monitored from explosion up to the nebular stage, are also included in this work. SNe with uncertain estimates of the distance and interstellar absorption and/or with signs of significant interaction with the circumstellar material were not considered. The main selection criterion was to choose objects that cover a big range in luminosity, including LL, 97D-like events past03 ; zamp03  and luminous 92am-like objects schmidt94 . The selected objects are reported in Table 1. Most of them have a good photometric coverage until 300–400 days after the explosion and at least 4–5 spectra in the photosperic phase (up to $`100120`$ days). The best available estimates of the explosion epoch, the distance modulus and interstellar absorption (Galactic and internal) for these objects are reported in Pastorello et al. (these Proceedings) and Ramina (Laurea Thesis, unpublished). SN 1987A is included for comparison.

## 3 Modelling Core-collapse SNe

In the present analysis the physical parameters of the selected sample of SNe are derived comparing the observational data to model calculations. The adopted model is a semi-analytic code that solves the energy balance equation for a spherically symmetric, homologously expanding envelope at constant density zamp03 . The initial conditions are rather idealized and provide an approximate description of the ejected material after shock (and possible reverse shock) passage, as derived from hydrodynamical calculations. In particular, elements are assumed to be completely mixed throughout the envelope and their distribution depends only on the coordinate mass. Hydrogen, Helium, Carbon and Oxygen are assumed to be uniformly distributed, whereas 56Ni is more centrally peaked. The evolution of the expanding envelope is computed including all the relevant energy sources powering the SN and is schematically divided in 3 phases from the photospheric up to the late nebular stages (for more details see Zampieri et al. zamp03  and Ramina \[Laurea Thesis, unpublished\]). The most important quantities computed by the code are the light curve and the evolution of the line velocity and continuum temperature at the photosphere. The physical properties of the envelope are derived by performing a simultaneous fit of these three observables with model calculations.

## 4 Correlations Among Physical Parameters

The physical parameters of the post-shock, ejected envelope are listed in Table 1. Only some of them are input parameters ($`R_0`$, $`M_{env}`$, $`V_0`$, $`T_{eff}`$), while the others are computed by the code or fixed by the observations. Two other input physical constants are the fraction of the initial energy that goes into kinetic energy $`f_0`$ and the gas opacity $`\kappa `$. In this calculation we adopt $`f_0=0.5`$ (initial equipartition between thermal and kinetic energies) and $`\kappa =0.2`$ cm2 g-1 (appropriate for an envelope comprised of He and iron-group elements). The color correction factor $`f_c=T_c/T_{eff}`$, that measures the deviation of the continuum radiation temperature $`T_c`$ from the blackbody effective temperature $`T_{eff}`$, was kept fixed and equal to $`1.2`$.

As shown in Figure 1 (left panel), the inferred physical parameters of the ejected envelope are strongly correlated. All quantities appear to vary continuously with the plateau luminosity $`L_p`$ or, alternatively, with the expansion velocity of the envelope at the outer shell $`V_0`$, which coincides with the photospheric velocity measured at the onset of recombination. In particular, the 56Ni mass increases with $`V_0`$ over several orders of magnitude. The sole exception is the ejected envelope mass $`M_{env}`$ that, within the estimated errors, does not show any definite tendency to vary with the other parameters. Only at high velocities (and luminosities) does $`M_{env}`$ increase slightly with $`V_0`$.

Correlations between the observed luminosity and photospheric velocity at 50 days after the explosion, and between the observed luminosity and inferred ejected 56Ni mass have recently been reported by Hamuy hamuy03 . Our results confirm his findings and clarify that the physical variable associated to the photospheric velocity at 50 days after the explosion is the expansion velocity $`V_0`$. It is worth noting also that LL, Ni-poor SNe, such as SN 1997D and SN 1999br, do not appear to occupy a separate area of the diagram but, instead, populate the low energy tail of the correlation, showing a continuum variation of their parameters with respect to their more energetic cousins.

The very weak dependence of $`M_{env}`$ on the other parameters has important consequences for the nature of the progenitor and the compact remnant. We derived a rough estimate of the progenitor main sequence mass $`M`$ assuming no mass loss and a simple but physically plausible “mixing recipe”, that is the fraction of Carbon-Oxygen-Helium mass $`M_{mix}`$ mixed into the hydrogen layer and ejected increases with increasing 56Ni yield or expansion velocity ($`f_{mix}=M_{mix}/M_{env}=0.15`$ for the LL events, $`f_{mix}=0.4`$ for the “normal” Type II SNe, $`f_{mix}=0.45`$ for the high luminosity objects). The results are not strongly dependent on the specific prescription for mixing, as long as it is taken to increase with $`M_{Ni}`$ or $`V_0`$. From this, assuming no rotation, we then estimate the hydrogen mass from $`M_H=M_{env}M_{mix}=(1f_{mix})M_{env}`$ and the main sequence mass from the approximate expression $`M=2.9(1f_{mix})M_{env}10.3`$ (see e.g. arn96 ). Including mass loss would result in larger values of $`M`$, especially for $`M20M_{}`$, with a significant dependence on metallicity. We find that both high and LL SNe have massive progenitors with $`M2025M_{}`$. This follows, for the first, from the large inferred value of $`M_{env}`$ while, for the second, from the fact that $`f_{mix}`$ is small. Because “normal” and LL events have similar ejected envelope masses $`M_{env}`$ but rather different mixing fractions, the first have comparatively less massive progenitors ($`12M20M_{}`$). For the “normal” and high luminosity SNe a large fraction of the ejected envelope mass comes from the Carbon-Oxygen-Helium layer that was successfully ejected, while in the LL events $`M_{env}`$ essentially measures the ejected Hydrogen mass. Despite the large errors, we find that only LL SNe appear to have progenitors with masses significantly in excess of $`M_{env}`$. Thus, they may have undergone significant fallback, as suggested by Zampieri et al. zamp03 , and harbor rather massive black holes.

In Figure 1 (right panel) we show the plot of the ejected 56Ni mass versus the inferred progenitor main sequence mass. Again, albeit the errors are very large, it is possible to recognize that Type II SNe populate different regions in this diagram. In particular, as originally suggested by Iwamoto et al. iwa00 , there appears to be a bimodal behavior above $`20M_{}`$, with high luminosity events populating the high 56Ni tail (close to the area occupied by hypernovae as SN 1998bw) and LL objects filling the low 56Ni yield region. The reason for the large spread in ejected 56Ni and the non monotonic behavior of the $`MM_{Ni}`$ relation is not clear. Perhaps, as suggested by Maeda and Nomoto maeda03 , in luminous events a large amount of angular momentum is retained by the post-shock envelope causing the formation of jets and an enhanced energy release along the jet axes, whereas “normal” and LL events may have more spherical shapes. It could also be that different metallicities and mass loss histories prior to explosion play an important role, with high luminosity events having more powerful winds while LL ones retain almost all their hydrogen envelope until explosion.

## Index


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# The Solar Neutrino Day/Night Effect in Super-Kamiokande

## 1 Introduction

The combined analysis of all solar neutrino experiments  gives firm evidence for neutrino oscillations. All data are well described using just two neutrino mass eigenstates and imply a mass squared difference between $`\mathrm{\Delta }m^2=3\times 10^5`$eV2 and $`\mathrm{\Delta }m^2=1.9\times 10^4`$eV2 and a mixing angle between $`\mathrm{tan}^2\theta =0.25`$ and $`\mathrm{tan}^2\theta =0.65`$ . This region of parameter space is referred to as the Large Mixing Angle solution (LMA). The rate and spectrum of reactor anti-neutrino interactions in the KamLAND experiment  are also well reproduced for these mixing angles and some of these $`\mathrm{\Delta }m^2`$. Over the $`\mathrm{\Delta }m^2`$ range of the LMA, solar 8B neutrinos are $``$100% resonantly converted into the second mass eigenstate by the large matter density inside the sun . Therefore, the survival probability into $`\nu _e`$ is $`\mathrm{sin}^2\theta `$. However, due to the presence of the earth’s matter density, the oscillation probability at an experimental site on earth into $`\nu _e`$ differs from $`\mathrm{sin}^2\theta `$ during the night. Since Super-Kamiokande experiment is primarily sensitive to $`\nu _e`$’s, this induces an apparent dependence of the measured neutrino interaction rate on the solar zenith angle (often a regeneration of $`\nu _e`$’s during the night). Recently, Super-Kamiokande employed a maximum likelihood fit to the expected solar zenith angle dependence on the neutrino interaction rate . Herein, the statistical uncertainty was reduced by 25% compared to previous measurement of the day/night asymmetry  which consists of two flux measurements in two separate data samples (day and night). It would require almost three more years of running time to obtain a similar uncertainty reduction. Also the GNO, SAGE, and SNO collaborations  reported updated neutrino interaction rates.

Super-Kamiokande (SK) is a 50,000 ton water Cherenkov detector described in detail elsewhere . SK measures the energy, direction, and time of the recoil electron from elastic scattering of solar neutrinos with electrons by detection of the emitted Cherenkov light. Super-Kamiokande started taking data in April, 1996. In this report, the full SK-I low energy data set consisting of 1496 live days (May $`31^{\text{st}}`$, 1996 through July $`15^{\text{th}}`$, 2001) is used.

## 2 Day/Night Asymmetry

The solar zenith angle $`\theta _z`$ between the solar direction and the vertical direction defines the path length of the solar neutrino inside the earth. During the day ($`\mathrm{cos}\theta _z<0`$) this path length is zero, during the night ($`\mathrm{cos}\theta _z>0`$) it varies between zero and (up to) the diameter of the earth. The day/night rate asymmetry is defined as

$$A_{\text{DN}}=\frac{DN}{0.5(D+N)}$$

where $`D`$ ($`N`$) refers to the average neutrino interaction rate during the day (night). If the neutrino interaction rate during the night varies significantly from the average night rate $`N`$, and if the functional form (shape) of this variation is known, the amplitude of this time variation of the rate can be determined more accurately then just calculating $`A_{\text{DN}}`$ from the average rates. These conditions are met for two-neutrino oscillations in the LMA region. In  a maximum likelihood fit to the SK data finds a day/night amplitude equivalent to $`A_{\text{DN}}=1.8\pm 1.6`$(stat)$`{}_{1.2}{}^{}{}_{}{}^{+1.3}`$(syst)%. The fit assumes $`\mathrm{\Delta }m^2=6.3\times 10^5`$eV2 and $`\mathrm{tan}^2\theta =0.55`$. The asymmetry calculated from the measured average day and night rates on the other hand is $`A_{\text{DN}}=2.1\pm 2.0`$(stat)$`{}_{1.2}{}^{}{}_{}{}^{+1.3}`$(syst)% . It assumes a step function for the time variation and therefore does not reflect any oscillation parameters. The dependence of the fitted day/night amplitude on the mixing angle $`\mathrm{sin}^2\theta `$ is shown in Figure 1. Overlaid are the predicted asymmetries and the solar model constraint of the 8B neutrino flux from Junghans et al . The $`\mathrm{\Delta }m^2`$ dependence is stronger as can be seen in Figure 2. Overlaid are the predicted asymmetries and bands (typically called LMA-0, LMA-I, LMA-II, etc) corresponding to the KamLAND 95% allowed contours: the SK day/night measurement excludes LMA-0, and favors LMA-I.

## 3 Full Oscillation Analysis

An oscillation analysis of the SK data by itself is found in . It describes the solar zenith angle variation with a likelihood, while the spectrum is fit with a $`\chi ^2`$ method. Since the combined solar neutrino oscillation analysis of  was performed, the neutrino interaction rate measurements of several experiments improved in precision. In particular, the SNO collaboration reported a more precise neutral-current interaction rate on deuterium employing salt to enhance neutron detection. Figure 3 shows in (dark gray) the allowed regions at 95% C.L. resulting from the combination of experimental data from Gallex/GNO, SAGE, the Homestake experiment and SK. It relies on the 8B flux from Junghans and six low energy neutrino fluxes of the standard solar model . Also shown is a combined fit to SK data, the new salt-enhanced SNO rate measurements, and the SNO day/night asymmetry. This fit does not rely on any neutrino flux prediction. Both analyses yield a unique allowed region – the LMA solution – and agree very closely in mixing. The SK/SNO analysis provides somewhat stronger constraints on $`\mathrm{\Delta }m^2`$. Assuming CPT invariance, both fits are then combined with a binned likelihood analysis  of the KamLAND reactor anti-neutrino measurements , the results of which are shown in the right panel. In either case, only LMA-I remains allowed.

SNO has also published a combined oscillation analysis, which uses the SK zenith spectrum $`\chi ^2`$ instead of the likelihood employed in this report. Figure 4 compares allowed areas of the combined fit to all data using the SK likelihood (dark gray areas) with SNO’s contours at 95% C.L. and $`3\sigma `$: the $`\mathrm{\Delta }m^2`$ constraints get stronger when the SK zenith spectrum is replaced by the SK likelihood. When combined with KamLAND, the LMA-I is favored over all other solutions by $`3.5\sigma `$. The $`3\sigma `$-allowed LMA-II contour from SNO’s analysis disappears, when the SK likelihood is used. The oscillation $`\chi ^2`$ is Gaussian; the parameters are determined as $`\mathrm{\Delta }m^2=7.1_{0.5}^{+0.6}\times 10^5`$eV2 and $`\mathrm{sin}^2\theta =0.276_{0.026}^{+0.033}`$. At those parameters, the day/night asymmetry is expected to be $`1.6\%`$ while the amplitude fit to SK data yields $`1.7\pm 1.6`$(stat)$`{}_{1.2}{}^{}{}_{}{}^{+1.3}`$(syst)%.