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# Enhanced millimeter wave transmission through subwavelength hole arrays

## Abstract

In this letter, we explore, both experimentally and theoretically, the existence in the millimeter wave range of the phenomenon of extraordinary light transmission though arrays of subwavelength holes. We have measured the transmission spectra of several samples made on aluminum wafers by using an AB MillimetreTM Quasioptical Vector Network Analyzer in the wavelength range between $`4.2`$mm to $`6.5`$mm. Clear signals of the existence of resonant light transmission at wavelengths close to the period of the array appear in the spectra.

The discovery of the phenomenon of extraordinary optical transmission (EOT) observed in two-dimensional (2D) arrays of subwavelength holes perforated in optically thick metallic films Ebbesen , has opened up the possibility of using subwavelength apertures for a variety of optoelectronic applications. A previous theoretical workLMM  on Ebbesen’s experiment assigned the EOT phenomenon to the excitation of surface electromagnetic (EM) modes occurring on corrugated metal surfaces. Furthermore, these modes (and EOT) were found to appear even in a simpler model where the metal was treated as a perfect conductor LMM ; Pendry04 . These surface leaky modes are similar to the ones appearing in perfectly conducting sinusoidal gratings Maystre . As the perfect conductor approximation should be even more valid for larger wavelengths, the previously cited work LMM  pointed out to the possibility of the existence of EOT in other ranges of the EM spectrum. Moreover, very recently, there have been some experimental studies of EOT in the THz regime in doped semiconductors Rivas  and in metals theothers  that seem to suggest that EOT is also present in this frequency regime.

Here we move a step further by studying, both experimentally and theoretically, the transmission of EM radiation through 2D arrays of subwavelength holes in the millimetric wave range. In order to carry out our analysis, several prototypes have been fabricated in aluminum wafers of different thicknesses ($`w`$), ranging from $`0.5`$mm to $`4`$mm. All square arrays ($`31\times 31`$) have a lattice constant ($`d`$) of $`5`$mm and two different hole radius ($`R`$) are considered: $`1.25`$ and $`1`$mm (see Fig.1a).

It is important to note here that, before Ebbesen experiment, there were experimental studies of transmission of light through arrays of holes in the far infrared Ulrich , mid infrared Rhoads  and infrared Keilmann  ranges. However, these previous experiments were performed for hole sizes and lattice constants ($`d`$) such that $`d`$ was smaller than the cut-off wavelength ($`\lambda _c`$). EOT appears essentially $`\lambda =d`$, but when the modes inside the hole are evanescent, i.e., when $`d>\lambda _c`$.

Let us first discuss the theoretical predictions for the transmittance spectra given by the framework described inLMM  for the study of EOT in the optical range. Within this formalism, we consider a metal film perforated by an infinite 2D square array of holes. As aluminum behaves as a quasi-perfect conductor in the millimeter wave regime, we have simplified our formalism by considering perfect metal boundary conditions (PMBC) at all interfaces forming the structure. Within the PMBC approximation, this theoretical framework is rigorous, being equivalent to the one developed some time ago for studying inductive grids McPhedran .

In Fig. 2 we show our numerical simulations for the zero-order transmittance spectra of infinite arrays of holes corresponding to the six samples fabricated. In all calculations we show in this paper we assume that a normal incident plane wave is impinging at the perforated metal film. Panel (a) displays the cases with $`R=1.25`$mm ($`\lambda _c=0.85d`$) and three different thicknesses and in panel (b) the corresponding three transmittance spectra with $`R=1`$mm ($`\lambda _c=0.68d`$) are shown. In the region $`\lambda /d1`$, calculations rendered in panels 2a and 2b predict the appearance of EOT resonances. For each of the thinner samples considered ($`w=0.5`$mm and $`w=1.0`$mm), the two surface EM resonances excited at the two surfaces of the metallic film are coupled, leading to two transmission peaks that reach $`100\%`$ LMM . However, for the thicker samples analyzed ($`w=4.0`$mm for $`R=1.25`$mm and $`w=2.5`$mm for $`R=1`$mm), this EM coupling is negligible and only one transmission peak appears in the spectra.

Transmission through our samples is measured by using an AB MillimeterTM Quasioptical Vector Network Analyzer in the frequency range between $`40`$ to $`110`$GHz. In Fig.1b we show a photograph of the experimental set-up. A vertically polarized pure gaussian beam is generated by a corrugated horn antenna (A). This beam propagates up to the sample (B) that is located at $`166`$cm to the antenna. The diameter of the beam waist at the sample location is around $`50`$cm at the wavelength range of interest. In this way, the illumination of the hole arrays is rather uniform. The transmitted beam is finally collected into a horn antenna (C) that is placed at $`105`$cm from the sample. The samples are embedded into a sheet of millimeter wave absorbing material (not shown in Fig.1b for illustrative purposes) in such a way that any possible diffracted beam generated by the edges of the samples is absorbed by the sheet and not collected by the receiver antenna (C).

Fig.3 shows experimental transmission spectra obtained for the six different samples analyzed. We represent the collected transmission power, $`T`$ (normalized to the collected power when no sample is present) as a function of wavelength, when the holes have radius $`R=1.25`$mm (top panel, full lines) and when $`R=1`$mm (bottom panel, full lines). In the case of $`R=1.25`$mm and $`w=0.5`$mm (black curve in panel a), the transmission at resonance (located at $`\lambda `$ slightly larger than $`d`$) can be as large as $`95\%`$ although the holes only occupy $`20\%`$ of the unit cell. For $`R=1.25`$mm and $`w=1`$mm (red full curve), the transmission resonance also appears, reaching $`65\%`$ at maximum. This kind of transmission resonances is also present in the thinner samples ($`w=0.5`$mm and $`w=1`$mm, see panel b) of the arrays of holes with smaller radius ($`R=1`$mm) but the transmittance peaks associated are much lower than the ones obtained for $`R=1.25`$mm. For the thicker films analyzed ($`w=4.0`$mm for $`R=1.25`$mm and $`w=2.5`$mm for $`R=1`$mm), the collected power is extremely small and no fingerprints of transmission resonances are observed. As the measured transmission resonances appear in a frequency range in which the holes only support EM evanescent waves, we can safely conclude that EOT also takes place in the millimeter wave range, as theory predicted.

However, there is a strong disagreement between theory and experiment as regards the absolute value of the transmission peaks. A possible reason for this disagreement could be originated by the intrinsic finite size of our arrays ($`31\times 31`$). In order to explore in more detail this possibility, we have applied a theoretical formalism recently developed in our group that is able to analyze the optical properties of finite collections of holes drilled in a metallic film Jorge . In this method, first we assume an artificial square supercell of side $`L`$ in which the $`N\times N`$ array of holes is contained ($`L>Nd`$). Then, we apply a modal expansion of the EM fields (plane waves in vacuum regions and TE/TM modes inside the holes evanes ) and we match these fields considering PMBC. At the end of this procedure, a set of linear equations for the expansion coefficients of the EM-fields at the different holes of our structure is established. As the considered supercell is fictitious, we have to take the limit $`L\mathrm{}`$ in the different terms appearing in this set of linear equations. Once the expansion coefficients are obtained, the total transmittance through the 2D subwavelength hole array can be finally calculated.

In both panels of Fig. 3 (dashed curves), we show the total transmittance spectra for the six $`31\times 31`$ arrays of holes as obtained with our new theoretical tool. If we compare the theoretical results for the 31x31 arrays (dashed lines in Fig.3) with the corresponding ones for infinite arrays (Fig.2) there are two main changes. Firstly, the very narrow transmission peaks appearing at $`\lambda d`$ for the infinite arrays are not present in the spectra of finite arrays. Secondly, there is a strong reduction of the transmission peaks when going from infinite arrays to finite ones; this reduction is more dramatic for the structures with $`R=1`$mm than for the arrays with $`R=1.25`$mm. These two changes lead to a much better agreement between theoretical predictions and experimental results (see Fig.3). This good agreement allows us to state that the strength of transmission resonances associated to the EOT phenomenon observed in subwavelength hole arrays is basically controlled by the size of the arrays.

In conclusion, we have demonstrated that the phenomenon of extraordinary EM transmission through arrays of subwavelength holes is also present in the millimeter wave range. Moreover, we have also shown that one of the key parameters to observe this phenomenon is the number of periods of the array.

Financial support by the Spanish MCyT under grant BES-2003-0374 and contracts MAT2002-01534 and MAT2002-00139 and by EC project FP6-NMP4-CT-2003-505699 (“Surface Plasmon Photonics”) is gratefully acknowledged.


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# Linearized stability analysis of thin-shell wormholes with a cosmological constant

## 1 Introduction

Wormhole solutions are necessarily associated with violations of the energy conditions , namely the existence of exotic matter. Being a problematic issue, it is useful to minimize the usage of exotic matter, although energy condition violations in quantum field theory are well known . Thus, one may concentrate the exotic matter to a thin-shell localized at the throat, using a simple and elegant class of wormhole solutions implemented by Matt Visser using the cut-and-paste construction . The surface stress-energy tensor components of the exotic matter at the throat are determined, invoking the Darmois-Israel formalism .

This construction also permits one to explore a dynamical analysis of the wormhole throat. Poisson and Visser analyzed a thin-shell wormhole , constructed by pasting together two copies of the Schwarzschild solution at $`a>2M`$. Considering a linearized radial perturbation around a static solution, in the spirit of , regions of stability were discovered, which lie in a somewhat unexpected patch. This is due to the fact that one does not have a detailed microphysical model for exotic matter, in fact, nothing is known on equations of state of exotic matter. See discussion in Poisson-Visser . Building on this, Eiroa and Romero  analyzed charged thin-shell wormholes and found that the regions of stability are greatly increased for large values of charge.

The presence of a cosmological constant is also an issue that has been extensively analyzed in the literature. For instance, Kim  analyzed Schwarzschild-de Sitter wormholes, using the cut-and-paste construction. Considering specific equations of state the role of the cosmological constant in the classical and quantum stabilities was studied. This analysis was a natural extension of the Schwarzschild wormhole solution discussed in . Later, Kim and collaborators  discussed the $`(2+1)`$-dimensional Schwarzschild-de Sitter wormhole, where once again taking into account specific equations of state, the respective dynamical stability of this type of wormhole was discussed. A comparison with the $`(3+1)`$-dimensional Schwarzschild-de Sitter wormhole and the $`(2+1)`$-dimensional discussed in  was established. A partial stability analysis of a $`(2+1)`$-dimensional wormhole solution, in the presence of $`\mathrm{\Lambda }`$, was explored by Delgaty and Mann , in which the simple case of a constant line energy density was considered.

More recently, prompted by the Randall-Sundrum brane world scenario , where our universe is viewed as a domain wall in five dimensional anti-de Sitter space, Kraus  analyzed the dynamics of $`5`$-dimensional anti-de Sitter domain walls. The motion of the wall was determined using the Darmois-Israel formalism. The possible wall trajectories were described and the consequences for localized gravity on the wall were examined. Anchordoqui et al considered the dynamics of the simple case of onebranes in $`3`$-dimensional anti-de Sitter space and generalized the previous analysis for an arbitrary number of dimensions, studying the quantum behaviour within the context of the WKB approximation. Using the standard linearization analysis, Anchordoqui and Olsen  studied the classical stability and different behaviours for the expansion of the universe by imposing constraints on the speed of sound, within $`(d+1)`$-dimensional anti-de Sitter background spaces. The formation of black holes due to the gravitational collapse of matter trapped on the brane, within the context of the Randall-Sundrum models was discussed in . Chamblin et alconjectured that a non-rotating uncharged black hole on the domain wall is described by a black cigar solution in five dimensions. They also considered the five dimensional Schwarzschild-anti de Sitter solution as another candidate for a black hole formed by the gravitational collapse on a domain wall in anti-de Sitter space. A great deal of attention on the issue of gravity on the brane within the Randall-Sundrum scenario has also been devoted to the cosmological solutions .

Furthermore, spherically symmetric and static traversable wormholes in the presence of a generic cosmological constant, $`\mathrm{\Lambda }`$, were analyzed in . A matching of an interior solution to the unique exterior vacuum solution was carried out, and the respective structure and several physical properties and characteristics due to $`\mathrm{\Lambda }`$ were explored. Specific cases of thin shells at the matching due to the effects of the cosmological constant were studied. In the present paper, we concentrate the exotic matter to the wormhole throat, generalizing the Poisson-Visser analysis for thin-shell wormholes in the presence of a non-vanishing cosmological constant. As in  we shall consider linearized radial perturbations around a static wormhole solution, which is complementary to the analysis discussed by Kim . The advantage of this method resides mainly in the fact that one defines a parametrization of the stability of equilibrium , as not to specify an equation of state on the boundary surface. This paper is organized as follows. In section $`2`$ the cut-and-paste construction and the Darmois-Israel formalism are briefly presented, and the surface stresses are deduced. In section $`3`$, a linearized stability analysis is studied in the presence of a generic cosmological constant. Some properties and characteristics of the static solution is also analyzed. In section $`4`$ we conclude and in the Appendix we briefly consider a linearized stability in $`(2+1)`$-dimensional Schwarzschild-de Sitter thin-shell wormholes.

## 2 Thin-shell wormholes with a cosmological constant

To generalize the analysis of Poisson-Visser, consider the unique spherically symmetric vacuum solution in the presence of a non-vanishing cosmological constant, i.e.,

$`ds^2=\left(1{\displaystyle \frac{2M}{r}}{\displaystyle \frac{\mathrm{\Lambda }}{3}}r^2\right)dt^2+\left(1{\displaystyle \frac{2M}{r}}{\displaystyle \frac{\mathrm{\Lambda }}{3}}r^2\right)^1dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2).`$ (1)
If $`\mathrm{\Lambda }>0`$, the solution is denoted by the Schwarzschild-de Sitter metric. For $`\mathrm{\Lambda }<0`$, we have the Schwarzschild-anti de Sitter metric, and of course the specific case of $`\mathrm{\Lambda }=0`$ is reduced to the Schwarzschild solution. Note that the metric $`(1)`$ is not asymptotically flat as $`r\mathrm{}`$. Rather, it is asymptotically de Sitter, if $`\mathrm{\Lambda }>0`$, or asymptotically anti-de Sitter, if $`\mathrm{\Lambda }<0`$. But, considering low values of $`\mathrm{\Lambda }`$, the metric is almost flat in the range $`Mr1/\sqrt{\mathrm{\Lambda }}`$. For values below this range, the effects of $`M`$ dominate, and for values above the range, the effects of $`\mathrm{\Lambda }`$ dominate, as for large values of the radial coordinate the large-scale structure of the spacetime must be taken into account.

### 2.1 The Schwarzschild-de Sitter spacetime, $`\mathrm{\Lambda }>0`$

If $`0<9\mathrm{\Lambda }M^2<1`$, the factor $`f(r)=(12M/r\mathrm{\Lambda }r^2/3)`$ possesses two positive real roots, $`r_b`$ and $`r_c`$, corresponding to the black hole and the cosmological event horizons of the de Sitter spacetime, respectively. Considering the following definitions

$`A`$ $`=`$ $`{\displaystyle \frac{1}{2M}}\sqrt[3]{{\displaystyle \frac{3M}{\mathrm{\Lambda }}}\left(1+\sqrt{1(9\mathrm{\Lambda }M^2)^1}\right)},`$ (2)
$`B`$ $`=`$ $`{\displaystyle \frac{1}{2M}}\sqrt[3]{{\displaystyle \frac{3M}{\mathrm{\Lambda }}}\left(1\sqrt{1(9\mathrm{\Lambda }M^2)^1}\right)},`$ (3)
we verify that

$`r_b`$ $`=`$ $`M\left[(A+B)+\sqrt{3}(AB)\right],`$ (4)
$`r_c`$ $`=`$ $`2M(A+B),`$ (5)
are the black hole and the cosmological event horizons, respectively. Considering $`\mathrm{\Lambda }M^21`$, we have

$`r_b`$ $`=`$ $`2M\left(1+4\mathrm{\Lambda }M^2/3\right),`$ (6)
$`r_c`$ $`=`$ $`\sqrt{3/\mathrm{\Lambda }}\left(1M\sqrt{\mathrm{\Lambda }/3}\right).`$ (7)
See  for details. If $`9\mathrm{\Lambda }M^2=1`$, both horizons coincide at $`r_b=r_c=3M`$.

### 2.2 The Schwarzschild-anti de Sitter spacetime, $`\mathrm{\Lambda }<0`$

For the Schwarzschild-anti de Sitter metric, with $`\mathrm{\Lambda }<0`$, the factor $`f(r)=(12M/r+|\mathrm{\Lambda }|r^2/3)`$ has only one real positive root, $`r_b`$, given by

$`r_b=\left({\displaystyle \frac{3M}{|\mathrm{\Lambda }|}}\right)^{1/3}\left(\sqrt[3]{1+\sqrt{1+(9|\mathrm{\Lambda }|M^2)^1}}+\sqrt[3]{1\sqrt{1+(9|\mathrm{\Lambda }|M^2)^1}}\right),`$ (8)
corresponding to a black hole event horizon. For $`|\mathrm{\Lambda }|M^21`$ one obtains

$$r_b=2M\left(14|\mathrm{\Lambda }|M^2/3\right).$$
(9)
See  for details.

### 2.3 The Darmois-Israel formalism and the cut-and-paste construction

Given this, we may construct a wormhole solution, using the cut-and-paste technique . Consider two vacuum solutions with $`\mathrm{\Lambda }`$ and remove from each spacetime the region described by

$$\mathrm{\Omega }_{1,2}\left\{r_{1,2}a\right|a>r_b\},$$
(10)
where $`a`$ is a constant and $`r_b`$ is the black hole event horizon, corresponding to the Schwarzschild-de Sitter and Schwarzschild-anti de Sitter solutions, equation (4) and equation (8), respectively. The removal of the regions results in two geodesically incomplete manifolds, with boundaries given by the following timelike hypersurfaces

$$\mathrm{\Omega }_{1,2}\left\{r_{1,2}=a\right|a>r_b\}.$$
(11)
Identifying these two timelike hypersurfaces, $`\mathrm{\Omega }_1=\mathrm{\Omega }_2`$, results in a geodesically complete manifold, with two regions connected by a wormhole and the respective throat situated at $`\mathrm{\Omega }`$. The wormhole connects two regions, asymptotically de Sitter or anti-de Sitter, for $`\mathrm{\Lambda }>0`$ and $`\mathrm{\Lambda }<0`$, respectively.

We shall use the Darmois-Israel formalism to determine the surface stresses at the junction boundary . The intrinsic surface stress-energy tensor, $`S_{ij}`$, is given by the Lanczos equations  in the form $`S_j^i=\frac{1}{8\pi }(\kappa _j^i\delta _j^i\kappa _k^k)`$. For notational convenience, the discontinuity in the second fundamental form or extrinsic curvatures is given by $`\kappa _{ij}=K_{ij}^+K_{ij}^{}`$. The second fundamental form is defined as

$`K_{ij}^\pm `$ $`=`$ $`{\displaystyle \frac{x^\alpha }{\xi ^i}}{\displaystyle \frac{x^\beta }{\xi ^j}}_\alpha ^\pm n_\beta `$ (12)
$`=`$ $`n_\gamma \left({\displaystyle \frac{^2x^\gamma }{\xi ^i\xi ^j}}+\mathrm{\Gamma }_{\alpha \beta }^{\gamma \pm }{\displaystyle \frac{x^\alpha }{\xi ^i}}{\displaystyle \frac{x^\beta }{\xi ^j}}\right),`$
where $`n_\gamma `$ are the components of the unit normal vector to $`\mathrm{\Omega }`$, and $`\xi ^i`$ represent the intrinsic coordinates in $`\mathrm{\Omega }`$. The superscripts $`\pm `$ correspond to the exterior and interior spacetimes, respectively. The parametric equation for $`\mathrm{\Omega }`$ is given by $`f(x^\mu (\xi ^i))=0`$ and the respective unit $`4`$-normal to $`\mathrm{\Omega }`$ is defined by

$$n_\mu =\pm \left|g^{\alpha \beta }\frac{f}{x^\alpha }\frac{f}{x^\beta }\right|^{1/2}\frac{f}{x^\mu },$$
(13)
with $`n^\mu n_\mu =+1`$. The intrinsic metric at $`\mathrm{\Omega }`$ is given by

$$ds^2|_\mathrm{\Omega }=d\tau ^2+a^2(\tau )(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),$$
(14)
where $`\tau `$ is the proper time as measured by a comoving observer on the wormhole throat.

### 2.4 The surface stresses

Considerable simplifications occur due to spherical symmetry, namely

$$\kappa _j^i=\mathrm{diag}(\kappa _\tau ^\tau ,\kappa _\theta ^\theta ,\kappa _\theta ^\theta ).$$

Thus, the surface stress-energy tensor may be written in terms of the surface energy density, $`\sigma `$, and the surface pressure, $`p`$, as

$$S_j^i=\mathrm{diag}(\sigma ,p,p),$$

which taking into account the Lanczos equations, reduce to

$`\sigma `$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}\kappa _\theta ^\theta ,`$ (15)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}(\kappa _\tau ^\tau +\kappa _\theta ^\theta ).`$ (16)
This simplifies the determination of the surface stress-energy tensor to that of the calculation of the non-trivial components of the extrinsic curvature.

The imposition of spherical symmetry is sufficient to conclude that there is no gravitational radiation, independently of the behavior of the wormhole throat. The position of the throat is given by $`x^\mu (\tau ,\theta ,\varphi )=(t(\tau ),a(\tau ),\theta ,\varphi )`$, and the respective $`4`$-velocity is

$$U^\mu =(\frac{\sqrt{12M/a\mathrm{\Lambda }a^2/3+\dot{a}^2}}{12M/a\mathrm{\Lambda }a^2/3},\dot{a},0,0),$$
(17)
where the overdot denotes a derivative with respect to $`\tau `$.

The unit normal to the throat may be determined by equation (13) or by the contractions, $`U^\mu n_\mu =0`$ and $`n^\mu n_\mu =+1`$, and is given by

$$n^\mu =(\frac{\dot{a}}{12M/a\mathrm{\Lambda }a^2/3},\sqrt{12M/a\mathrm{\Lambda }a^2/3+\dot{a}^2},0,0).$$
(18)
Using equation (1), equation (12) and equation (18), the non-trivial components of the extrinsic curvature are given by

$`K_\theta ^{\theta \pm }`$ $`=`$ $`\pm {\displaystyle \frac{1}{a}}\sqrt{12M/a\mathrm{\Lambda }a^2/3+\dot{a}^2},`$ (19)
$`K_\tau ^{\tau \pm }`$ $`=`$ $`\pm {\displaystyle \frac{M/a^2\mathrm{\Lambda }a/3+\ddot{a}}{\sqrt{12M/a\mathrm{\Lambda }a^2/3+\dot{a}^2}}},`$ (20)
Thus, the Einstein field equations, equations (15)-(16), with equations (19)-(20), then provide us with the following surface stresses

$`\sigma `$ $`=`$ $`{\displaystyle \frac{1}{2\pi a}}\sqrt{12M/a\mathrm{\Lambda }a^2/3+\dot{a}^2},`$ (21)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{4\pi a}}{\displaystyle \frac{1M/a2\mathrm{\Lambda }a^2/3+\dot{a}^2+a\ddot{a}}{\sqrt{12M/a\mathrm{\Lambda }a^2/3+\dot{a}^2}}}.`$ (22)
We also verify that the above equations imply the conservation of the surface stress-energy tensor

$$\dot{\sigma }=2\left(\sigma +p\right)\frac{\dot{a}}{a}$$
(23)
or

$$\frac{d\left(\sigma A\right)}{d\tau }+p\frac{dA}{d\tau }=0,$$
(24)
where $`A=4\pi a^2`$ is the area of the wormhole throat. The first term represents the variation of the internal energy of the throat, and the second term is the work done by the throat’s internal forces.

## 3 Linearized stability analysis

Equation (21) may be recast into the following dynamical form

$$\dot{a}^2\frac{2M}{a}\frac{\mathrm{\Lambda }}{3}a^2\left(2\pi \sigma a\right)^2=1,$$
(25)
which determines the motion of the wormhole throat. Considering an equation of state of the form, $`p=p(\sigma )`$, the energy conservation, equation (23), can be integrated to yield

$$\mathrm{ln}(a)=\frac{1}{2}\frac{d\sigma }{\sigma +p(\sigma )}.$$
(26)
This result formally inverted to provide $`\sigma =\sigma (a)`$, can be finally substituted into equation (25). Equation (25) can also be written as $`\dot{a}^2=V(a)`$, with the potential defined as

$$V(a)=1\frac{2M}{a}\frac{\mathrm{\Lambda }}{3}a^2\left(2\pi \sigma a\right)^2.$$
(27)
### 3.1 Static solution

One may explore specific equations of state, but following the Poisson-Visser reasoning , we shall consider a linear perturbation around a static solution with radius $`a_0`$. The respective values of the surface energy density and the surface pressure, at $`a_0`$, are given by

$`\sigma _0`$ $`=`$ $`{\displaystyle \frac{1}{2\pi a_0}}\sqrt{12M/a_0\mathrm{\Lambda }a_0^2/3},`$ (28)
$`p_0`$ $`=`$ $`{\displaystyle \frac{1}{4\pi a_0}}{\displaystyle \frac{1M/a_02\mathrm{\Lambda }a_0^2/3}{\sqrt{12M/a_0\mathrm{\Lambda }a_0^2/3}}}.`$ (29)
One verifies that the surface energy density is always negative, implying the violation of the weak and dominant energy conditions.

The null energy condition is satisfied if $`\sigma _0+p_00`$. Taking into account the following relationship

$$\sigma _0+p_0=\frac{1}{4\pi a_0}\frac{13M/a_0}{\sqrt{12M/a_0\mathrm{\Lambda }a_0^2/3}},$$
(30)
the null energy condition is satisfied for $`a_03M`$, considering a generic cosmological constant.

The strong energy condition is satisfied if $`\sigma _0+p_00`$ and $`\sigma _0+2p_00`$, and by continuity implies the null energy condition. Consider

$$\sigma _0+2p_0=\frac{1}{2\pi a_0}\frac{M/a_0\mathrm{\Lambda }a_0^2/3}{\sqrt{12M/a_0\mathrm{\Lambda }a_0^2/3}}.$$
(31)
For the Schwarzschild and the Schwarzschild-anti de Sitter spacetimes, $`\mathrm{\Lambda }0`$ and $`M>0`$, the condition $`\sigma _0+2p_0>0`$ is verified. The Schwarzschild-de Sitter solution, $`\mathrm{\Lambda }>0`$, requires a further analysis. Exercising simple algebraic gymnastics, we verify that the imposition of $`a_03M`$, so that the null energy condition is satisfied, and taking into account $`9\mathrm{\Lambda }M^2<1`$, implies $`M/a_0>\mathrm{\Lambda }a_0^2/3`$, so that $`\sigma _0+2p_0>0`$. We conclude that the null and strong energy conditions are satisfied for $`a_03M`$ for a generic $`\mathrm{\Lambda }`$. In particular, for $`M=0`$ and $`\mathrm{\Lambda }=0`$, the above analysis is reduced to the Minkowski surgery discussed in , in which all the pointwise and averaged energy conditions are violated for a convex section of the wormhole throat. For $`M=0`$ and $`\mathrm{\Lambda }0`$, the de Sitter and the anti-de Sitter solutions, considering equation (28) and equation (30), all the energy conditions are also violated.

An analysis of the sign of $`p_0`$, equation (29), is also in order. For the Schwarzschild and the Schwarzschild-anti de Sitter solutions, $`\mathrm{\Lambda }0`$, $`p_0`$ is positive, implying a surface pressure. But, for the Schwarzschild-de Sitter spacetime $`p_0`$ may have a negative value, assuming the character of a surface tension. The sign of $`p_0`$ is analyzed in Figure $`1`$, where we plot $`9\mathrm{\Lambda }M^2\times 2M/a_0`$. For large values of the cosmological constant, or for large $`M`$, and for large values of $`a_0`$, one verifies that a surface tension is needed to support the structure. This is somehow to be expected because for high values of $`\mathrm{\Lambda }`$ the large-scale curvature of the solution has to be taken into account. Therefore, one needs a tension to hold the wormhole from expanding. For low values of $`\mathrm{\Lambda }`$ and for small $`a_0`$, $`p_0`$ is a surface pressure, preventing the wormhole from collapsing. The qualitative behavior of $`p_0`$ is similar to the surface pressure/tension for the thin-shells considered in .

The behavior of the sign becomes transparent in the following algebraic analysis. Consider the factors given by $`f(a_0)=(12M/a_0\mathrm{\Lambda }a_0^2/3)`$ and $`h(a_0)=(1M/a_02\mathrm{\Lambda }a_0^2/3)`$. Define $`\alpha =2M/a_0`$ and $`\beta =9\mathrm{\Lambda }M^2`$, so that $`\beta =27\alpha ^2(1\alpha )/4`$ is considered for $`f(a_0)=0`$, which is depicted as a solid line in Figure $`1`$. $`p_0`$ will be null if $`h(a_0)=0`$, i.e., for $`9\mathrm{\Lambda }M^2=27\alpha ^2(1\alpha /2)/8`$, depicted as a dashed line in Figure $`1`$. A surface pressure is present, $`p_0>0`$, if $`h(a_0)>0`$, which is shown to the right of the dashed curve in Figure $`1`$. A surface tension, $`p_0<0`$, is shown to the left of the dashed line.

### 3.2 Linearization analysis

Linearizing around the stable solution at $`a=a_0`$, we consider a Taylor expansion of $`V(a)`$ around $`a_0`$ to second order, which provides

$$V(a)=V(a_0)+V^{}(a_0)(aa_0)+\frac{1}{2}V^{\prime \prime }(a_0)(aa_0)^2+O\left[(aa_0)^3\right],$$
(32)
where the prime denotes a derivative with respect to $`a`$, $`d/da`$.

To determine the first and second derivatives of the potential equation (27), $`V^{}(a)`$ and $`V^{\prime \prime }(a)`$, respectively, it is useful to rewrite the conservation of the surface stress-energy tensor, equation (23), as $`\sigma ^{}a=2(\sigma +p)`$, taking into account $`\sigma ^{}=\dot{\sigma }/\dot{a}`$. Defining the parameter $`\eta (\sigma )=dp/d\sigma =p^{}/\sigma ^{}`$, we have $`\sigma ^{}+2p^{}=\sigma ^{}(1+2\eta )`$. The physical interpretation of $`\eta `$ is discussed in , and $`\sqrt{\eta }`$ is normally interpreted as the speed of sound. With these results, $`V^{}(a)`$ and $`V^{\prime \prime }(a)`$ are respectively given by

$`V^{}(a)`$ $`=`$ $`{\displaystyle \frac{2M}{a^2}}{\displaystyle \frac{2\mathrm{\Lambda }}{3}}a+8\pi ^2\sigma a(\sigma +2p),`$ (33)
$`V^{\prime \prime }(a)`$ $`=`$ $`{\displaystyle \frac{4M}{a^3}}{\displaystyle \frac{2\mathrm{\Lambda }}{3}}8\pi ^2\left[(\sigma +2p)^2+2\sigma (\sigma +p)(1+2\eta )\right].`$ (34)
Evaluated at the static solution, at $`a=a_0`$, using equations (28)-(29) and taking into account equation (30) and equation (31), we readily find $`V(a_0)=0`$ and $`V^{}(a_0)=0`$, with $`V^{\prime \prime }(a_0)`$ given by

$$V^{\prime \prime }(a_0)=\frac{2}{a_0^2}\left[\frac{2M}{a_0}+\frac{\mathrm{\Lambda }}{3}a_0^2+\frac{\left(M/a_0\mathrm{\Lambda }a_0^2/3\right)^2}{12M/a_0\mathrm{\Lambda }a_0^2/3}+(1+2\eta _0)\left(1\frac{3M}{a_0}\right)\right],$$
(35)
where $`\eta _0=\eta (\sigma _0)`$.

The potential $`V(a)`$, equation (32), is reduced to

$$V(a)=\frac{1}{2}V^{\prime \prime }(a_0)(aa_0)^2+O\left[(aa_0)^3\right],$$
(36)
so that the equation of motion for the wormhole throat presents the following form

$$\dot{a}^2=\frac{1}{2}V^{\prime \prime }(a_0)(aa_0)^2+O\left[(aa_0)^3\right],$$
(37)
to the order of approximation considered. If $`V^{\prime \prime }(a_0)<0`$ is verified, then the potential $`V(a_0)`$ has a local maximum at $`a_0`$, where a small perturbation in the wormhole throat’s radius will provoke an irreversible contraction or expansion of the throat. Thus, the solution is stable if and only if $`V(a_0)`$ has a local minimum at $`a_0`$ and $`V^{\prime \prime }(a_0)>0`$, i.e.,

$$\frac{2M}{a_0}+\frac{\mathrm{\Lambda }}{3}a_0^2+\frac{\left(M/a_0\mathrm{\Lambda }a_0^2/3\right)^2}{12M/a_0\mathrm{\Lambda }a_0^2/3}+\left(1+2\eta _0\right)\left(1\frac{3M}{a_0}\right)<0$$
(38)
or

$$\eta _0\left(1\frac{3M}{a_0}\right)<\frac{13M/a_0+3M^2/a_0^2\mathrm{\Lambda }Ma_0}{2\left(12M/a_0\mathrm{\Lambda }a_0^2/3\right)}.$$
(39)
We need to analyze equation (39) for several cases. Firstly, for the Schwarzschild-de Sitter solution, $`\mathrm{\Lambda }>0`$, we are only interested in the range $`r_b<a_0<r_c`$, with $`r_b`$ and $`r_c`$ given by equation (4) and equation (5), respectively. The factor $`g(a_0)=(13M/a_0+3M^2/a_0^2\mathrm{\Lambda }Ma_0)`$ has only one positive root, $`a_r`$, so that $`g(a_0)>0`$ for $`a_0<a_r`$, and $`g(a_0)<0`$ for $`a_0>a_r`$. It is a simple matter to prove that $`a_r>r_c`$, i.e., the value for which the factor $`g(a_0)`$ becomes negative is greater than the cosmological horizon, $`r_c`$. In particular, if $`\mathrm{\Lambda }M^21`$, we verify that $`a_rr_c`$. For transparency, consider the following algebraic analysis, analogous to the one preceding Figure $`1`$. Consider the factor $`f(a_0)=(12M/a_0\mathrm{\Lambda }a_0^2/3)`$. Define $`\alpha =2M/a_0`$ and $`\beta =9\mathrm{\Lambda }M^2`$, so that $`\beta =27\alpha ^2(1\alpha )/4`$ is considered for $`f(a_0)=0`$, depicted as a solid line in Figure $`2`$. $`g(a_0)=0`$ or $`9\mathrm{\Lambda }M^2=2\alpha (13\alpha /2+3\alpha ^2/4)/9`$ is shown as a dashed line in Figure $`2`$. The region of values for which $`g(a_0)>0`$ is depicted below the dashed line, which covers the entire area of interest. Thus, the right-hand-side of equation (39) in the range of interest, $`r_b<a_0<r_c`$, is strictly negative.

Secondly, for the Schwarzschild-anti de Sitter spacetime, $`\mathrm{\Lambda }<0`$, we verify that the factor $`h(a_0)=(13M/a_0+3M^2/a_0^2+|\mathrm{\Lambda }|Ma_0)`$ is always positive.

Thirdly, if $`M=0`$ and $`\mathrm{\Lambda }0`$, the solution reduces to the de Sitter spacetime, if $`\mathrm{\Lambda }>0`$, and to the anti-de Sitter, if $`\mathrm{\Lambda }<0`$, we verify that the right-hand-side of equation (39) is always negative. If $`\mathrm{\Lambda }=0`$ and $`M0`$, the analysis is reduced to the Schwarzschild solution, considered by Poisson and Visser .

Therefore, for all the cases considered above, the right hand side of equation (39) is always negative, while the left hand side changes sign at $`a_0=3M`$. Thus, one deduces that the stability regions are dictated by the following inequalities

$`\eta _0<{\displaystyle \frac{13M/a_0+3M^2/a_0^2\mathrm{\Lambda }Ma_0}{2\left(12M/a_0\mathrm{\Lambda }a_0^2/3\right)\left(13M/a_0\right)}},`$ $`a_0>3M`$ (40)
$`\eta _0>{\displaystyle \frac{13M/a_0+3M^2/a_0^2\mathrm{\Lambda }Ma_0}{2\left(12M/a_0\mathrm{\Lambda }a_0^2/3\right)\left(13M/a_0\right)}},`$ $`a_0<3M.`$ (41)
One may analyze several cases.

#### 3.2.1 De Sitter spacetime.

For the de Sitter spacetime, with $`M=0`$ and $`\mathrm{\Lambda }>0`$, equation (39) reduces to

$$\eta _0<\frac{1}{2\left(1\mathrm{\Lambda }a_0^2/3\right)},\mathrm{for}\mathrm{\hspace{0.33em}\hspace{0.33em}0}<a_0<\sqrt{3/\mathrm{\Lambda }}.$$
(42)
The stability region is depicted in the left plot of figure $`3`$.

#### 3.2.2 Anti-de Sitter spacetime.

For the anti-de Sitter spacetime, with $`M=0`$ and $`\mathrm{\Lambda }<0`$, equation (39) gives

$$\eta _0<\frac{1}{2\left(1+|\mathrm{\Lambda }|a_0^2/3\right)},\mathrm{for}a_0>0,$$
(43)
and the respective stability region is depicted in the right plot of figure $`3`$. As mentioned in the Introduction the role of a negative cosmological constant plays an important role in the Randall-Sundrum models . Anchordoqui and Olsen  considered the dynamics of a $`d`$-dimensional brane-world sweeping through the $`(d+1)`$-dimensional bulk, by imposing constraints on the brane-world cosmologies and considering that $`V^{\prime \prime }(a_0)<0`$, so that $`V(a_0)`$ is a local maximum at $`a_0`$. In particular, they analyzed different behaviours for the expansion of the universe by imposing constraints on the speed of sound. But, in the presence of exotic matter one cannot naively interpret $`\eta _0`$ as the speed of sound on the wormhole throat. Therefore the plots that we have considered generally extend beyond $`0<\eta _01`$. Equation (43) may be readily obtained from the Anchordoqui-Olsen linearized stability analysis by setting $`d=3`$ and considering that $`V(a_0)`$ is a local minimum so that $`V^{\prime \prime }(a_0)>0`$.

#### 3.2.3 Schwarzschild spacetime.

This is the particular case of the Poisson-Visser analysis , with $`\mathrm{\Lambda }=0`$, which reduces to

$`\eta _0<{\displaystyle \frac{13M/a_0+3M^2/a_0^2}{2\left(12M/a\right)\left(13M/a_0\right)}},`$ $`a_0>3M,`$ (44)
$`\eta _0>{\displaystyle \frac{13M/a_0+3M^2/a_0^2}{2\left(12M/a\right)\left(13M/a_0\right)}},`$ $`a_0<3M.`$ (45)
The stability regions are shown in the left plot of figure $`4`$.

#### 3.2.4 Schwarzschild-anti de Sitter spacetime.

For the Schwarzschild-anti de Sitter spacetime, with $`\mathrm{\Lambda }<0`$, we have

$`\eta _0<{\displaystyle \frac{13M/a_0+3M^2/a_0^2+|\mathrm{\Lambda }|Ma_0}{2\left(12M/a_0+|\mathrm{\Lambda }|a_0^2/3\right)\left(13M/a_0\right)}},`$ $`a_0>3M`$ (46)
$`\eta _0>{\displaystyle \frac{13M/a_0+3M^2/a_0^2+|\mathrm{\Lambda }|Ma_0}{2\left(12M/a_0+|\mathrm{\Lambda }|a_0^2/3\right)\left(13M/a_0\right)}},`$ $`a_0<3M`$ (47)
The regions of stability are depicted in the right plot of figure $`4`$, considering the value $`9|\mathrm{\Lambda }|M^2=0.9`$. In this case, the black hole event horizon is given by $`r_b1.8M`$. We verify that the regions of stability decrease, relatively to the Schwarzschild case.

Various aspects of the five dimensional Schwarzschild-anti de Sitter solution were treated in . Kraus considered the dynamics of anti-de Sitter domain wall with a static bulk , by deducing equations of motion of the wall applying the Darmois-Israel formalism. Observers on the wall interpret the motion of the wall through the static background as a cosmological expansion or contraction. One may generalize the $`(d+1)`$-dimensional anti-de Sitter Anchordoqui-Olsen linearized stability analysis  to the $`(d+1)`$-dimensional Schwarzschild-anti de Sitter solution, and obtain equations (46)-(47) by setting $`d=3`$.

#### 3.2.5 Schwarzschild-de Sitter spacetime.

For the Schwarzschild-de Sitter spacetime, with $`\mathrm{\Lambda }>0`$, we have

$`\eta _0<{\displaystyle \frac{13M/a_0+3M^2/a_0^2\mathrm{\Lambda }Ma_0}{2\left(12M/a_0\mathrm{\Lambda }a_0^2/3\right)\left(13M/a_0\right)}},`$ $`a_0>3M`$ (48)
$`\eta _0>{\displaystyle \frac{13M/a_0+3M^2/a_0^2\mathrm{\Lambda }Ma_0}{2\left(12M/a_0\mathrm{\Lambda }a_0^2/3\right)\left(13M/a_0\right)}},`$ $`a_0<3M.`$ (49)
The regions of stability are depicted in figure $`5`$ for increasing values of $`9\mathrm{\Lambda }M^2`$. In particular, for $`9\mathrm{\Lambda }M^2=0.7`$ the black hole and cosmological horizons are given by $`r_b2.33M`$ and $`r_c=4.71M`$, respectively. Thus, only the interval $`2.33<a_0/M<4.71`$ is taken into account, as shown in the range of the respective plot. Analogously, for $`9\mathrm{\Lambda }M^2=0.9`$, we find $`r_b2.56M`$ and $`r_c=3.73M`$. Therefore only the range within the interval $`2.56<a_0/M<3.73`$ corresponds to the stability regions, also shown in the respective plot.

We verify that for large values of $`\mathrm{\Lambda }`$, or large $`M`$, the regions of stability are significantly increased, relatively to the $`\mathrm{\Lambda }=0`$ case.

## 4 Conclusion

The traditional manner of solving the Einstein field equation consists in considering a plausible stress-energy tensor and finding the respective geometrical structure. Specifically, physically plausible equations of state are derived for the respective pressures as a function of the energy density, and using the Einstein field equation, the respective metric is determined. In considering wormhole solutions, the Einstein field equation is run in the reverse direction by imposing an exotic metric, $`g_{\mu \nu }`$, and eventually the matter source for the respective geometry is found. In this manner, solutions involving the violation of the energy conditions have been found. However, up to date a detailed microphysical model describing the physics of exotic matter does not exist, i.e., nothing is known on equations of state of exotic matter. Under normal circumstances the parameter $`\sqrt{\eta _0}`$ is interpreted as the speed of sound, but in the presence of exotic matter this cannot naively be done so. Consequently, one cannot a priori impose $`0<\eta _01`$, as there are several known examples of exotic $`\eta _0<0`$ behavior, namely the Casimir effect and the false vacuum. See  for a detailed analysis. Therefore, the conditions $`\eta _0>1`$ and $`\eta _0<0`$ cannot be ruled out, until a detailed microphysical model of exotic matter is devised.

However, we have found that for large positive values of $`\mathrm{\Lambda }`$, i.e., the Schwarzschild-de Sitter solution, the regions of stability significantly increase relatively to the case analyzed by Poisson and Visser, imposing less severe restrictions on $`\eta _0`$. For negative values of $`\mathrm{\Lambda }`$, i.e., the Schwarzschild-anti de Sitter, the regions of stability decrease.

## Appendix A Linearized stability in $`(2+1)`$-dimensional Schwarzschild-de Sitter thin-shell wormholes

It is interesting to analyze the $`(2+1)`$-dimensional Schwarzschild-de Sitter solution . The metric is given by

$$ds^2=\frac{(14M\mathrm{\Lambda }r^2)}{14M}dt^2+\frac{dr^2}{14M\mathrm{\Lambda }r^2}+r^2d\varphi ^2.$$
(50)
For $`14M0`$, an event horizon appears at $`r_b=\sqrt{(14M)/\mathrm{\Lambda }}`$. We shall only consider the static spacetime, with $`r<r_b`$.

If $`\mathrm{\Lambda }=0`$, eq. (50) is reduced to the $`(2+1)`$-dimensional Schwarzschild metric,

$$ds^2=dt^2+\frac{dr^2}{14M}+r^2d\varphi ^2.$$
(51)
The properties and characteristics of the metric (51) are discussed in .

Considering $`M=0`$, eq. (50) reduces to the $`(2+1)`$-dimensional de Sitter metric, given by

$$ds^2=(1\mathrm{\Lambda }r^2)dt^2+\frac{dr^2}{1\mathrm{\Lambda }r^2}+r^2d\varphi ^2.$$
(52)
Considering the cut-and-paste construction described in section $`2.3`$, the Lanczos equations in $`(2+1)`$-dimensions reduce to

$`\sigma `$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}\kappa _\theta ^\theta ,`$ (53)
$`p`$ $`=`$ $`+{\displaystyle \frac{1}{8\pi }}\kappa _\tau ^\tau .`$ (54)
The extrinsic curvatures are given by

$`K_\theta ^{\theta \pm }`$ $`=`$ $`\pm {\displaystyle \frac{1}{a}}\sqrt{14M\mathrm{\Lambda }a^2+\dot{a}^2},`$ (55)
$`K_\tau ^{\tau \pm }`$ $`=`$ $`\pm {\displaystyle \frac{\mathrm{\Lambda }a+\ddot{a}}{\sqrt{14M\mathrm{\Lambda }a^2+\dot{a}^2}}},`$ (56)
and eqs. (53)-(54) take the following form

$`\sigma `$ $`=`$ $`{\displaystyle \frac{1}{4\pi a}}\sqrt{14M\mathrm{\Lambda }a^2+\dot{a}^2},`$ (57)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{4\pi a}}{\displaystyle \frac{\mathrm{\Lambda }a^2a\ddot{a}}{\sqrt{14M\mathrm{\Lambda }a^2+\dot{a}^2}}}.`$ (58)
The conservation of the line stress-energy tensor implies

$$\dot{\sigma }=\left(\sigma +p\right)\frac{\dot{a}}{a}$$
(59)
or

$$\frac{d\left(\sigma l\right)}{d\tau }+p\frac{dl}{d\tau }=0,$$
(60)
where $`l=2\pi a`$ is the circumference of the stress-energy ring .

The equation of motion of the wormhole throat, deduced from eq. (57), takes the following form

$$\dot{a}^24M\mathrm{\Lambda }a^2\left(4\pi a\sigma \right)^2=1,$$
(61)
or by $`\dot{a}^2=V(a)`$, with the potential defined as

$$V(a)=14M\mathrm{\Lambda }a^2\left(4\pi a\sigma \right)^2.$$
(62)
Linearizing around the stable solution at $`a=a_0`$, consider the Taylor expansion of $`V(a)`$ around $`a_0`$ to second order in section $`3.2`$. The static line energy density and line pressure are given by

$`\sigma _0`$ $`=`$ $`{\displaystyle \frac{1}{4\pi a_0}}\sqrt{14M\mathrm{\Lambda }a_0^2},`$ (63)
$`p_0`$ $`=`$ $`{\displaystyle \frac{1}{4\pi a_0}}{\displaystyle \frac{\mathrm{\Lambda }a_0^2}{\sqrt{14M\mathrm{\Lambda }a_0^2}}}.`$ (64)
Considering eq. (32), the first and second derivatives of $`V(a)`$, are

$`V^{}(a)`$ $`=`$ $`2\mathrm{\Lambda }a+32\pi ^2a\sigma p,`$ (65)
$`V^{\prime \prime }(a)`$ $`=`$ $`2\mathrm{\Lambda }32\pi ^2\left[p^2+\sigma (\sigma +p)\eta \right],`$ (66)
taking into account the definition $`\eta (\sigma )=p^{}/\sigma ^{}`$ and rewriting the conservation of the line stress-energy tensor, equation (59), as $`\sigma ^{}a=(\sigma +p)`$, with $`\sigma ^{}=\dot{\sigma }/\dot{a}`$.

Evaluated at the static solution, at $`a=a_0`$, we readily find $`V(a_0)=0`$ and $`V^{}(a_0)=0`$, with $`V^{\prime \prime }(a_0)`$ given by

$$V^{\prime \prime }(a_0)=\frac{2}{a_0^2}(14M)\left(\frac{\mathrm{\Lambda }a_0^2}{14M\mathrm{\Lambda }a_0^2}+\eta _0\right).$$
(67)
The solution is stable if and only if $`V^{\prime \prime }(a_0)>0`$, or

$$\eta _0<\frac{\mathrm{\Lambda }a_0^2}{14M\mathrm{\Lambda }a_0^2}.$$
(68)
## References


text:
# A correlation between light profile and [Mg/Fe] abundance ratio in early–type galaxies

## 1. Introduction

A successful galaxy formation model should be able to explain the main scaling relations followed by early-type (E/SO) galaxies. These galaxies show up a tight relation between the size (by means of the effective radius $`r_e`$), surface brightness, and central velocity dispersion, $`\sigma `$, which is known as the Fundamental Plane (Djorgovski & Davis 1987; Dressler et al. 1987). Early-type galaxies also follow the Color-Magnitude Relation, CMR, i.e. brighter galaxies look redder (Visvanathan & Sandage 1977; Bower et al. 1992). The CMR and the Mg2$`\sigma `$ relation (e.g. Bender, Burstein & Faber 1992; Colless et al. 1999) links the mass of a galaxy, through its luminosity, to its constituent stellar populations. However, little is known about the relation between the morphological shape and the stellar populations of early-type galaxies (Conselice 2003), most likely because these two fields rely on methods that have been traditionally disconnected.

From a stellar population point of view, measured colors and absorption line-strengths are translated to mean ages and metallicities via stellar population synthesis models. Using these models the CMR is often interpreted as a metallicity sequence (e.g., Arimoto & Yoshii 1987), i.e. elliptical galaxies are old and passively evolving systems (e.g., Ellis et al. 1997; Stanford, Eisenhardt & Dickinson 1998). However, this view is questioned by some studies, which show evidence for a significant intermediate age population in some ellipticals (e.g., González 1993; Jørgensen 1999). Element ratios provide further constraints on the star formation histories (e.g. Worthey 1998). These studies have shown compelling evidence for a systematic departure from solar element ratios of some elements as a function of $`\sigma `$ (Trager et al. 2000). Recent modeling efforts have predicted spectra of stellar populations at moderately high resolution (Vazdekis 1999; Schiavon et al. 2002; Bruzual & Charlot 2003), leading to more accurate stellar population parameter estimates (Vazdekis & Arimoto 1999; Vazdekis et al. 2001a; Kuntschner et al. 2002).

From the point of view of galaxy structure, the shape of the overall surface brightness as parametrized by Sérsic (1968) index, $`n`$, correlates with the global properties of early-type galaxies: total luminosity, central surface brightness and effective radius, $`r_e`$ (Graham, Trujillo & Caon 2001 and references therein). Nowadays it is clear that the above luminosity–dependent departures from de Vaucouleurs profile are real, as clearly proven by the existence of strong correlations between $`n`$ (or equivalently galaxy central concentration of light $`C_{re}(1/3)`$ (Trujillo, Graham & Caon 2001)) and the photometric–independent properties, $`\sigma `$ (Graham, Trujillo & Caon 2001) and galaxy’s supermassive black hole mass (Graham et al. 2001b).

Aiming at exploring possible correlations between galaxy light profiles and their stellar populations we combine in this letter the results obtained from applying these modeling developments to high quality spectroscopic data. We find a tight correlation between \[Mg/Fe\] ratio and the shape parameters.

## 2. Galaxy measurements

We use the results derived by Vazdekis et al (2001a) and Yamada et al. (2003a, in prep.) for the stellar populations of 14 early-type galaxies in the Virgo cluster. We also included here 7 early-type galaxies in lower density environments (Yamada et al. 2003b, in prep.). Long-slit spectra of extremely high quality were obtained at the William Herschel (4.2m) and the Subaru (8.2m) telescopes, covering the range $`\lambda \lambda `$ 4000-5500 Å, at resolution 2.0–3.1Å (FWHM). Signal-to-noise ranges from 100 to 500 (S/N per Å unit), with larger values for galaxies with larger $`\sigma `$’s, to be able to accurately measure the new H$`\gamma _\sigma `$ age indicator of Vazdekis & Arimoto (1999). Spectra were flux calibrated and summed up within $`r_e`$/10. Line-strengths and $`\sigma `$ were measured from the summed spectra. Note that half of the sample has $`\sigma <150\mathrm{kms}^1`$, allowing us to cover a large galaxy mass range.

Mean luminosity weighted ages, metallicities and abundance ratios were estimated by comparing selected absorption line-strengths with those predicted by the model of Vazdekis (1999). This model provides flux calibrated spectra in the optical range at resolution 1.8 Å (FWHM) for single burst stellar populations (SSPs). An important advantage over previous approaches, which only predicted the strengths of a number of absorption lines (e.g. Worthey 1994; Vazdekis et al. 1996), is that we are able to analyze galaxy spectra at the resolution given by their internal velocity broadening and instrumental resolution. Therefore we do not work at the resolutions (FWHM$`>`$8Å) of the Lick/IDS system (Worthey 1994), and we do not transform our line-strengths (direcly measured on the flux-calibrated observational and synthetic spectra) to the response curve of the IDS spectrograph.

Plots of the strengths of several metal line indices such as Mg$`b`$ (Worthey 1994) or Fe3 (Kuntschner 2000) versus H$`\gamma _\sigma `$, which is virtually free from metallicity dependence, provide almost orthogonal model grids, allowing us to accurately estimate galaxy mean ages as well as the abundances of these elements. For a given galaxy all these plots provide almost identical ages, but the obtained metallicities will be different if the galaxy shows a departure from scaled-solar element ratios as in the models. Since the Mg$`b`$ index is by far dominated by Mg and the Fe3 index by Fe (Tripicco & Bell 1995), the obtained metallicities can be approximated to \[Mg/H\] and \[Fe/H\] abundances, respectively. These values are then used to estimate the \[Mg/Fe\] abundance ratio. An extrapolation of the model grids is usually required to obtain the \[Mg/H\] for most massive galaxies, which show the largest \[Mg/Fe\] ratios, since the models only extend to \[M/H\]=+0.2. Finally, plotting the \[MgFe\] index (González 1993), which is nearly insensitive to non solar abundance ratios (Vazdekis et al. 2001a; Thomas, Maraston & Bender 2003), versus H$`\gamma _\sigma `$ allows us to derive the total metallicity \[M/H\]. An alternative approach for obtaining the \[Mg/Fe\] ratios can be followed using models specifically computed for different $`\alpha `$-enhancements (e.g. Trager et al. 2000; Thomas et al. 2003), on the basis of the sensitivities of these lines to the abundance changes of the different species as tabulated in Tripicco & Bell (1995). It is worth noting that fitting galaxy spectra with single burst models provides mean luminosity-weighted ages and metallicities, which means that the presence of young populations dominate the mean age and therefore are easily detected. Table 1 summarizes our results.

The values of $`n`$ for most of Virgo galaxies were taken from Caon, Capaccioli & D’Onofrio (1993) based on B–band profiles. For the remaining galaxies we proceeded as follows: i) Sérsic model fitting of published B–band profiles (Peletier et al. 1990) or ii) when B–band images were not available we fitted V or F555W HST light profiles derived from archive images (see footnote of Table 1). Due to the small B-V color gradient of early-type galaxies (e.g. Peletier et al. 1990), $`n`$ does not depend much on the filter in use. For NGC 4239 and NGC 4489 a Sérsic law was unable to fit observed light profile and a bulge ($`r^{1/n}`$) plus disk (exponential) decomposition was applied and the derived $`n`$ value corresponds to the bulge. An alternative way of describing the light profile shape is using the central concentration index of Trujillo et al. (2001), $`C_{re}(1/3)`$. This index, which has been shown to be robust against measurement errors (Graham et al. 2001a) and monotonically related to $`n`$, evaluates the fraction of light enclosed within $`r_e/3`$ divided by the light within $`r_e`$ (i.e. half of the total light). We use both $`n`$ and $`C_{re}(1/3)`$ indices. Errors for $`n`$ have a typical uncertainty of 25% (Caon, Capaccioli & D’Onofrio 1993), which translates to 10–15% uncertainty in $`C_{re}(1/3)`$.

## 3. Results

In this section we explore possible correlations between the shape and the stellar population parameters described in Section 2. In Fig. 1 we plot $`n`$ and $`C_{re}(1/3)`$ indices versus mean luminosity weighed ages obtained for Virgo and field early-type galaxies. We do not see a clear trend of the ages as a function of shape. It is worth noting that rather than absolute ages, which are subject of model uncertainties, we are interested in relative age trends (see Vazdekis et al. 2001b and Schiavon et al. 2002 for a detailed discussion on this issue).

We now focus on metallicities and abundance ratios. First panel of Fig. 2 shows the total metallicity \[M/H\] versus $`n`$ and $`C_{re}(1/3)`$. Although we see that more metal-rich galaxies show higher $`C_{re}(1/3)`$ values the obtained correlation is weak, as shown by the Spearman test $`r_s`$. One would expect that larger galaxies with higher $`C_{re}(1/3)`$ (according to Graham, Trujillo & Caon 2001) and stronger potential wells would supply more fuel to their inner regions increasing their metallicity. This expectation might not be supported by our results.

Fig. 2 plots $`n`$ and $`C_{re}(1/3)`$ versus Mg and Fe metallicities, showing no trend with Fe but a positive correlation with Mg. The latter can be understood if we combine the $`C_{re}(1/3)`$$`\sigma `$ (Graham, Trujillo & Caon 2001) and Mg2$`\sigma `$ (Bender et al. 1992; Colless et al. 1999) relations. No full agreement has yet been reached for the Fe – $`\sigma `$ relation: Jørgensen (1999) finds that Fe abundance does not vary with $`\sigma `$, whilst Kuntschner (2000) finds a positive trend. This discrepancy can be in part attributed to the use or not of models including $`\alpha `$-enhancement prescriptions (Thomas et al. 2003).

Fig. 2 shows for the first time a strong positive correlation between \[Mg/Fe\] abundance ratio and shape parameters. This is expected since \[Mg/Fe\] correlates with $`\sigma `$ (Trager et al. 2000; Kuntschner 2000; Thomas, Maraston & Bender 2002), and $`\sigma `$ correlates with $`C_{re}(1/3)`$ (Graham, Trujillo & Caon 2001). Nonetheless, it is surprising to see that \[Mg/Fe\] provides the strongest correlation among other relevant stellar population parameters, reaching a Spearman coefficient 0.8. A similar correlation strength is obtained by removing the galaxy with the smallest $`n`$ value (i.e. NGC 4239).

## 4. Discussion

To test how strong is the new correlation between the shape parameters and \[Mg/Fe\], we show in Fig. 3 the fits obtained for the already known $`C_{re}(1/3)`$$`\sigma `$ and \[Mg/Fe\] – $`\sigma `$ relations. We use the same galaxies plotted in Fig. 1 and Fig. 2. The \[Mg/Fe\] – $`n`$ relation shows a correlation value as strong as the ones plotted in Fig. 3.

It is well known that early-type galaxies show non-solar abundance ratios (e.g., Trager et al. 2000). The \[Mg/Fe\] ratio, which spans a super-solar range (see Fig. 2), provides us with important clues on the star-formation time-scales. The $`\alpha `$ elements, such as Mg, are ejected to the ISM by SN II, which explode on short time-scales ($`10^610^7`$ yr). On the other hand, SN Ia are the main producers of Fe peak elements, which require time-scales around $``$1 Gyr. It has been proposed that if the duration of the star formation is shorter than SN Ia time-scales the \[Mg/Fe\] should be larger than 0 (e.g., Worthey et al. 1992). Other possibilities have also been proposed, such as a top-heavy initial mass function (IMF), which could also be combined with a star formation that stopped before the products of SN Ia could be incorporated into the stars (e.g., Worthey et al. 1992; Vazdekis et al. 1996).

The fact that the central ($`r_e/10`$) $`\sigma `$ and \[Mg/Fe\] measurements are strongly correlated (see lower panel of Fig. 3) suggests that the innermost regions of the more massive galaxies, with larger potential wells, stopped their star formation on shorter time-scales. Furthermore since the light concentration index strongly correlates with \[Mg/Fe\] suggests that early-type galaxies settled up their global (and not only the innermost regions) structure on time-scales according to their \[Mg/Fe\] ratios. This scenario would be reinforced if no \[Mg/Fe\] radial gradients were present. Almost nothing is known about \[Mg/Fe\] gradients outward galaxy effective radii, there are indications that this ratio is roughly constant at least out to 1 $`r_e`$ (Halliday 1999; Mehlert et al. 2003). Mehlert et al. suggest that the constraint of short formation time-scales is a global feature and not only applies to galaxy centers.

We do not see a clear correlation between $`n`$ and galaxy mean luminosity weighted ages but \[Mg/Fe\] suggesting that the formation time-scale, rather than burst peppering as a function of time, is the main process linked to galaxy global structure. Since our galaxies are old and the time scales of the larger galaxies very short, the new correlation suggests that the global structure of these galaxies was already at place at high $`z`$, without experiencing a significant time evolution. This result is supported by Chiosi & Carraro (2002) models, which suggest that the gravitational potential well (and therefore mass and shape of the galaxy) dictates the efficiency and extention of the star formation. The favoured picture is that early-type galaxies are assembled at high $`z`$ (e.g., Fassano et al. 1998; van Dokkum & Ellis 2003), defining a tight sequence in the CM diagram at least out to $`z`$1.2 (Blakeslee et al. 2003), and their stellar populations evolve passively (e.g., Im et al. 2002; Schade et al. 1999). Furthermore, Mobasher et al. (2003) find that early-type galaxies show higher rest-frame B-band concentration indices than late-type spirals out to $`z1`$, which suggest that by that redshift value early-type systems have already developed large central light concentrations. Such high light concentrations are predicted by both the monolithic scenario by means of a rapid gas collapse which turns into stars, and within hierarchical galaxy formation framework via mergers of stellar and gaseous systems that take place at high z. Conselice (2003) shows that the light concentration is a key parameter to trace the past evolutionary history of galaxy formation.

This research will benefit from studies reaching deeper gradients of line-strengths and abundance ratios, and from theoretical efforts linking them to the light profiles (Angeletti & Giannone 2003). Including other element ratios in this analysis would provide further clues, since each element is expelled to the ISM at different epochs, and because line-strengths do not only depend on abundance but on other stellar population parameters. Sánchez-Blázquez et al. (2003) found that the CN is stronger in Virgo than in Coma galaxies. The near-IR CaII triplet, which is sensitive to both the Ca abundance and the IMF (Vazdekis et al. 2003), decreases as a function of $`\sigma `$ (Saglia et al. 2002; Cenarro et al. 2003).

We thank N. Caon, H.–W. Rix and the referee for useful suggestions, and J. Blakeslee for providing us with photometric data for NGC 4489 and NGC 7454. Based on observations made with the European Southern Observatory telescopes obtained from the ESO/ST-ECF Science Archive Facility.


text:
# On the Rapid Increase of Intermittency in the Near-Dissipation Range of Fully Developed Turbulence

## 1 Introduction

Statistics of developed turbulence are commonly investigated by means of (longitudinal) velocity increments $`\delta v(r)`$ across a distance, or scale, $`r`$. At $`rL_0`$, where $`L_0`$ represents the characteristic scale of the stirring forces (the integral scale of turbulence), fluid motions are statistically independent and the probability density function (pdf) of $`\delta v(L_0)`$ is found nearly Gaussian. At smaller scales, intrinsic non-linear fluid dynamics operate and turbulent motions become intermittent; fluid activity comes in intense locally-organized motions embedded in a sea of relatively quiescent and disordered eddies (see meneguzzi ; orszag  for first numerical indications). As a consequence, the pdf of $`\delta v(r)`$ develops long tails and becomes strongly non-Gaussian. Deviations from the Gaussian shape may be quantified by the flatness, defined as

$$F(r)\frac{\delta v(r)^4}{\delta v(r)^2^2}\text{ .}$$

For a centered Gaussian distribution $`F=3`$; as long tails develop $`F`$ increases. $`F(r)/3`$ may therefore be roughly thought of as the ratio of intense to quiescent fluid motions at scale $`r`$. In that sense, we shall assume in the following that $`\mathrm{log}\left(F(r)/3\right)`$ provides a quantitative measure of intermittency morf .

The normalized (to the Gaussian value) flatness is plotted as a function of the scale ratio $`r/L_0`$ for two turbulent flows in Fig. 1. Experimentally, a particular attention has been paid to the size of the hot-wire probe and to the signal-to-noise ratio; small-scale velocity fluctuations are expected to be suitably resolved helium . The “instantaneous Taylor hypothesis” (see PinTaylor  for details) has been used to estimate spatial velocity increments and reduce modulation effects morf ; helium . Details about the (standard) numerical integration of the Navier-Stokes equations can be found in numeric . We observe at scales $`rL_0`$, $`F(r)3`$, in agreement with the picture of disordered fluid motions: There is no intermittency, since the flatness $`F(r)`$ is independent of the scale $`r`$ and (almost) equal to the Gaussian value $`F=3`$. At smaller scales, $`F(r)`$ displays a power-law dependence on $`r`$: Intermittency grows up linearly with $`\mathrm{log}(1/r)`$. This scaling behavior is inherent to the *inertial* (non-linear) fluid dynamics and refers to the so-called inertial range. The exponent $`\zeta _F0.1`$ is found very consistent with already reported values for homogeneous and isotropic turbulence scalings . Interestingly, $`F(r)`$ exhibits a rapid increase as viscous effects intensify, and eventually saturates at very small scales. This rapid increase of intermittency, which occurs over a range of scales that we shall call the near-dissipation range, is the main concern of this article. We shall here argue how intermittency in the near-dissipation range is related to the build-up of intermittency in the inertial range; the Reynolds-number dependence of this phenomenon will be also addressed.

There has been a considerable amount of works on intermittency in the inertial range (see frisch  for a review). Dissipation-range intermittency has received much less attention. In 1967, Kraichnan conjectured “unlimited intermittency” for the modulus of velocity Fourier modes at very high wavenumbers kraichnan . Although no proof was explicitly established for the Navier-Stokes equations, Frisch and Morf provided in 1981 strong mathematical arguments (occurrence of complex-time singularities) morf  in support of Kraichnan’s conjecture. Following a previous study carried out by Paladin and Vulpiani in 1987 paladin , Frisch and Vergassola suggested in 1991 that multifractal (local) exponents $`h`$ of velocity increments, $`\delta v(r)r^h`$, are successively turned-off as viscous effects intensify vergassola : As the scale $`r`$ decreases, only the strongest fluctuations (low $`h`$) survive while the others are extinguished by the viscosity. This mechanism reinforces the contrast between intense and quiescent motions, and thus provides a phenomenological explanation for the increase of intermittency in the near-dissipation range. However, as the remaining intense motions concentrate on a smaller and smaller fraction of the volume, this approach again predicts “unlimited intermittency” for the velocity increments $`\delta v(r)`$, in the limit of vanishing scale $`r`$.

As mentioned above, our experimental and numerical data indicate that intermittency, measured by the flatness of velocity increments, does exhibit a blow up in the beginning of the dissipation range but eventually saturates in the far-dissipation range. At this point, it should be mentioned that a spurious limitation of intermittency may stem from a lack of accuracy (or resolution) in velocity measurements or numerical simulations. However, a special care has been taken here to reduce this effect helium . In the following, we will argue that the observed saturation of intermittency is not an artefact, but refers to some peculiar properties of turbulence at very small, dissipative scales.

## 2 A multiplicative cascade description of intermittency

In the present study, the issue of intermittency in the dissipation range is reconsidered. The saturation of the flatness in the limit of vanishing scale $`r`$ is recovered by assuming that the velocity field is smooth (regular) in quiescent-flow regions (as already suggested in nelkin ; meneveau ): $`\delta v(r)`$ is not zero but behaves as $`r`$ in these regions; $`\delta v(x,r)r_xv(x)`$. This key assumption is here recast in a multiplicative approach of velocity-increment statistics along scales, as brought forward by Castaing et al. in CasGag90 . We shall then demonstrate that it is possible to gain quantitative results, without ad hoc parameters, on dissipative-range intermittency: The amplification of intermittency in the near-dissipation range and the extension of the near-dissipation range are explicitly estimated as a function of the Reynolds number.

The build-up of intermittency along the whole range of excited scales is related to the distortion of the pdf of $`\delta v(r)`$. In order to account for this distortion, let us formally introduce a random independent *multiplier* $`\beta (r/L_0)`$, connecting the statistics of $`\delta v(r)`$ at scales $`r`$ and $`L_0`$:

$$\delta v(r)=\beta (\frac{r}{L_0})\times \delta v(L_0)\text{for }rL_0.$$
(1)
The integral scale $`L_0`$ is taken as the reference scale. Eq. (1) should be understood in the statistical sense, i.e., the pdf of $`\delta v(r)`$ equals the pdf of $`\beta (r/L_0)\times \delta v(L_0)`$ (see AmbBro99  for a Markovian description). The multiplier $`\beta (r/L_0)`$ is considered as a positive random variable. This approach therefore restricts to $`|\delta v(r)|`$ or to the symmetric part of the pdf of $`\delta v(r)`$; the skewness effects are beyond the scope of the present description.

From Eq. (1), it can be established that

$$P_r(\delta v)=G_{r,L_0}(\mathrm{log}\beta )P_{L_0}(\frac{\delta v}{\beta })\frac{\text{d}\mathrm{log}\beta }{\beta },$$

where $`P_r`$ and $`G_{r,L_0}`$ denote respectively the pdf of $`\delta v(r)`$ and of $`\mathrm{log}\beta (r/L_0)`$. The pdf of $`\delta v(L_0)`$ may be considered as Gaussian, as mentioned in the introduction. Once $`P_{L_0}`$ is known, $`P_r`$ is fully determined by $`G_{r,L_0}`$.

The so-called propagator kernel $`G_{r,L_0}`$ helium ; CasGag90 ; arneodo ; delour  is characterized by the whole set of coefficients $`C_n(r/L_0)`$, defined by the expansion

$$(\beta (\frac{r}{L_0}))^p=\mathrm{exp}\left(\underset{n=1}{\overset{\mathrm{}}{}}C_n(\frac{r}{L_0})\frac{p^n}{n!}\right)\text{for all }p.$$
(2)
By construction, $`C_n(r/L_0)`$ is the n$`^{\text{th}}`$-order cumulant of the random variable $`\mathrm{log}\beta (r/L_0)`$. For our purpose, we shall only focus on the first two cumulants: The mean

$$C_1(\frac{r}{L_0})\mathrm{log}\beta (\frac{r}{L_0})$$
(3)
and the variance

$$C_2(\frac{r}{L_0})\mathrm{log}^2\beta (\frac{r}{L_0})\mathrm{log}\beta (\frac{r}{L_0})^2.$$
(4)
Experimentally, higher-order cumulants of $`\mathrm{log}\beta (r/L_0)`$ are found very small compared to $`C_1(r/L_0)`$ and $`C_2(r/L_0)`$ arneodo ; delour . This motivates our main interest in the mean and variance of $`\mathrm{log}\beta (r/L_0)`$ PhDChev . However, the exact shape of the propagator kernel $`G_{r,L_0}`$ is not relevant for the following analysis: Our arguments apply to the mean and the variance but does not require $`G_{r,L_0}`$ being Gaussian. This point should be unambiguous. We shall demonstrate that considering the mean and the variance of $`G_{r,L_0}`$ is valuable in order to describe the amplification of intermittency in the near-dissipation range.

What can be said about $`C_1(r/L_0)`$ and $`C_2(r/L_0)`$? First of all, it is straightforward to get from Eq. (1) and Eq. (2):

$$|\delta v(r)|^p=K_p\sigma ^p\mathrm{exp}\left(\underset{n=1}{\overset{\mathrm{}}{}}C_n(\frac{r}{L_0})\frac{p^n}{n!}\right)$$

by assuming that $`\delta v(L_0)`$ is a zero-mean gaussian variable of variance $`\sigma ^2`$ (i.e., $`|\delta v(L_0)|^p=K_p\sigma ^p`$).

– In the inertial range,

$$|\delta v(r)|^p=K_p\sigma ^p\left(\frac{r}{L_0}\right)^{\zeta _p}\text{ .}$$
(5)
This is the *postulate* of universal power-law scalings frisch ; K41 . It follows that $`C_1(r/L_0)`$ and $`C_2(r/L_0)`$ behave as linear functions of $`\mathrm{log}(r/L_0)`$:

$`C_1({\displaystyle \frac{r}{L_0}})`$ $`=`$ $`c_1\mathrm{log}({\displaystyle \frac{r}{L_0}})\text{and}`$
$`C_2({\displaystyle \frac{r}{L_0}})`$ $`=`$ $`c_2\mathrm{log}({\displaystyle \frac{r}{L_0}})\text{in the inertial range,}`$ (6)
where $`c_1`$ and $`c_2`$ are universal constants arneodo . The departure from the Kolmogorov’s linear scaling law $`\zeta _p=p/3`$ is directly related to $`c_2<0`$:

$$\zeta _p=c_1p+c_2\frac{p^2}{2}+\mathrm{}$$

In our framework, the build-up of intermittency (along the inertial range) is related to the increasing width of $`G_{r,L_0}`$ with the decreasing scale $`r`$, stating that the second-order cumulant $`C_2(r/L_0)`$ increases as $`r`$ decreases.

– In the far-dissipative range, velocity increments are proportional to the scale separation $`r`$, which leads to

$`C_1({\displaystyle \frac{r}{L_0}})`$ $`=`$ $`\mathrm{log}({\displaystyle \frac{r}{L_0}})+C_1^{\mathrm{diss}.}\text{and}`$
$`C_2({\displaystyle \frac{r}{L_0}})`$ $`=`$ $`C_2^{\mathrm{diss}.}\text{in the far-dissipation range.}`$
The constants $`C_1^{\mathrm{diss}.}`$ and $`C_2^{\mathrm{diss}.}`$ a priori depend on the Reynolds number, here defined as

$$R_e=\frac{\sigma L_0}{\nu },$$
(7)
where $`L_0`$ is the integral scale pointed out by Eq. (6), $`\sigma `$ denotes the standard deviation of $`\delta v(L_0)`$ and $`\nu `$ is the kinematic molecular viscosity.

– Finally, the inertial-range and far-dissipation-range behaviors of $`C_1(r/L_0)`$ and $`C_2(r/L_0)`$ match in the near-dissipation range. We will see that this matching is (very) peculiar.

## 3 The near-dissipation range

Following Paladin and Vulpiani paladin , one considers that viscous effects at a given scale $`r`$ only affect the fluctuations of $`\delta v(r)`$, for which the *local Reynolds number* is smaller than a certain constant $`R_{}`$. In the classical phenomenology of turbulence $`R_{}`$ is fixed to unity frisch , but for our purpose, $`R_{}`$ is kept as an empirical constant.

In our multiplicative cascade framework, the previous hypothesis writes

$$\frac{\sigma \beta (\frac{r}{L_0})r}{\nu }R_{}\text{ .}$$

This condition is equivalent to

$$\beta (\frac{r}{L_0})Re_{}\left(\frac{r}{L_0}\right)1\text{ ,}$$
(8)
where $`Re_{}`$ denotes the (modified) Reynolds number

$$Re_{}\frac{R_e}{R_{}}\text{ .}$$
(9)
The subscript $``$ indicates that $`R_{}`$ is not a priori equal to unity; this point is clarified in the Appendix A.

The propagator kernel $`G_{r,L_0}`$ is sketched in Fig. 2 for various scales $`r`$ (the integral scale $`L_0`$ is fixed) as a function of $`\mathrm{log}(\beta Re_{}r/L_0)`$: $`G_{r,L_0}`$ moves from right to left as the scale $`r`$ decreases. At a given scale $`r`$, fluctuations $`\beta (r/L_0)`$ which satisfy Eq. (8) undergo dissipative effects. As viscosity strongly depletes these affected fluctuations, a significant stretching of the *left* tail of $`G_{r,L_0}`$ is expected (see Fig. 2). Viscous effects then lead to a strong distortion of $`G_{r,L_0}`$; a significant increase of $`C_2(r/L_0)`$ follows. This argument provides a qualitative explanation of the increase of intermittency due to (non-uniform) viscous effects. Within this picture, the near-dissipation range may be viewed as the range of scales $`r`$ marked by the entering of $`G_{r,L_0}`$ in the viscous domain, and the leaving of $`G_{r,L_0}`$ from the inertial domain (see also Fig. 3).

In order to pursue a more quantitative analysis, an explicit definition of the near-dissipation range is required. To do so, let us introduce the two characteristic scales $`\eta _+`$ and $`\eta _{}`$ (see Fig. 3) given respectively by

$`C_1({\displaystyle \frac{\eta _+}{L_0}})+\mathrm{log}(Re_{}{\displaystyle \frac{\eta _+}{L_0}})`$ $`=`$ $`\sqrt{C_2({\displaystyle \frac{\eta _+}{L_0}})}`$ (10)
$`\text{and}C_1({\displaystyle \frac{\eta _{}}{L_0}})+\mathrm{log}(Re_{}{\displaystyle \frac{\eta _{}}{L_0}})`$ $`=`$ $`\sqrt{C_2({\displaystyle \frac{\eta _{}}{L_0}})}.`$ (11)
According to our previous considerations, $`\eta _+`$ may be seen as the scale marking the entering of $`G_{r,L_0}`$ in the viscous domain, and $`\eta _{}`$ as the scale marking the leaving of $`G_{r,L_0}`$ from the inertial domain. In other words, $`\eta _{}<r<\eta _+`$ may be considered as the near-dissipation range; this will be our (explicit) definition.

It is natural to match the inertial-range and dissipation-range behaviors of $`C_1(r/L_0)`$ at the characteristic scale $`\eta `$, for which the propagator kernel, approximately centered around its mean value, extends equally over the inertial and viscous domains (see Figs. 2 and 3). This statement writes

$$\mathrm{log}\left(\beta (\frac{\eta }{L_0})Re_{}\left(\frac{\eta }{L_0}\right)\right)=0\text{ ,}$$

and yields

$$C_1(\frac{\eta }{L_0})+\mathrm{log}(Re_{}\frac{\eta }{L_0})=0\text{ .}$$

By assuming that the intermittency correction on $`c_1`$ is very small, so that $`c_11/3`$ according to Kolmogorov’s theory K41 , one obtains that $`\eta `$ coincides with the notorious Kolmogorov’s scale $`\eta _K`$, based on the modified Reynolds number $`Re_{}`$:

$$\eta =\eta _K=L_0(Re_{})^{3/4}\text{ .}$$
(12)
Furthermore, $`C_1^{\mathrm{diss}.}=1/2\mathrm{log}Re_{}`$. From Eqs. (10), (11) and (12), it follows

$$\frac{\sqrt{C_2(\frac{\eta _+}{L_0})}}{\sqrt{C_2(\frac{\eta _{}}{L_0})}}=\frac{\frac{4}{3}\mathrm{log}(\frac{\eta _+}{L_0})+\mathrm{log}Re_{}}{2\mathrm{log}(\frac{\eta _{}}{L_0})\frac{3}{2}\mathrm{log}Re_{}}=\frac{\frac{4}{3}\mathrm{log}(\frac{\eta _+}{\eta })}{2\mathrm{log}(\frac{\eta }{\eta _{}})}\text{ ,}$$

and by considering that $`G_{\eta _{},L_0}`$ results from the distortion of $`G_{\eta _+,L_0}`$, one obtains (see Appendix B for a *kinematic* proof)

$$2\sqrt{C_2(\frac{\eta _+}{L_0})}\frac{4}{3}\mathrm{log}(\frac{\eta _+}{\eta _{}})\text{ }$$
(13)
and

$$2\sqrt{C_2(\frac{\eta _{}}{L_0})}2\mathrm{log}(\frac{\eta _+}{\eta _{}})\text{ .}$$
(14)
These results finally yield $`\mathrm{log}(\eta _+/\eta )=\mathrm{log}(\eta /\eta _{})`$ and

$$\eta =\sqrt{\eta _+\eta _{}}.$$

In logarithmic coordinates the dissipative scale $`\eta `$, given by Eq. (12), lies at the center of the near-dissipation range: $`\eta `$ separates the inertial range and the far-dissipation range, as originally proposed by Kolmogorov. This is a first result concerning the near-dissipation range.

## 4 The amplification law

From the above computation, one can derive the “amplification law”

$$C_2(\frac{\eta _{}}{L_0})=\frac{9}{4}C_2(\frac{\eta _+}{L_0}),$$
(15)
which characterizes the increase of intermittency in the near-dissipation range. The $`9/4`$ factor relies on the (reasonable) approximation that $`c_11/3`$. This does not mean at all that intermittency is ignored in our approach; it is just assumed here that the value of the parameter $`c_1`$, entering in the description, can be considered very close to its Kolmogorov value. Anyhow, the same reasoning could be pursued by keeping $`c_1`$ as a free parameter. In that case, the multiplicative factor would express as $`4/(1+c_1)^2`$. Experimentally, one finds $`c_1=0.37\pm 0.01`$ CasGag90 .

Interestingly, the amplification of intermittency in the near-dissipation range is universal, independent of the (very high) Reynolds number. Let us also remark that this “amplification law” may serve as a useful benchmark for the (experimental or numerical) resolution of the finest velocity fluctuations; one should be able to differentiate (true) viscous damping and spurious filtering (see kadanoff  for such a debate).

## 5 A unified picture of intermittency

At very high Reynolds number, $`\sqrt{C_2(r/L_0)}`$ becomes negligible compared to $`\mathrm{log}Re_{}`$ in the near-dissipation range. It follows from Eqs. (10), (11) and the “amplification law” that $`\eta _+\eta _{}\eta `$ at leading order in $`\mathrm{log}Re_{}`$. This yields

$`C_2({\displaystyle \frac{\eta _{}}{L_0}})C_2({\displaystyle \frac{\eta _+}{L_0}})`$ $``$ $`\mathrm{log}Re_{}`$
$`\text{and}C_1({\displaystyle \frac{\eta _{}}{L_0}})C_1({\displaystyle \frac{\eta _+}{L_0}})`$ $``$ $`{\displaystyle \frac{2}{3}}\mathrm{log}({\displaystyle \frac{\eta _+}{\eta _{}}})`$
$`\mathrm{with}\mathrm{log}({\displaystyle \frac{\eta _+}{\eta _{}}})`$ $``$ $`\sqrt{\mathrm{log}Re_{}}.`$ (16)
These behaviors are sketched in Fig. 5. One obtains that the (logarithmic) extension of the near-dissipation range ($`\sqrt{\mathrm{log}Re_{}}`$) becomes negligible compared to the extension of the inertial range ($`\mathrm{log}Re_{}`$). This is consistent with the tendency observed in Figs. 1 and 4. At this point, it should be emphasized that $`\eta _+`$ can not be assimilated to the Taylor’s microscale $`\lambda `$. Indeed, $`\mathrm{log}(\eta _+/\eta )\sqrt{\mathrm{log}Re_{}}`$ while on the contrary $`\mathrm{log}(\lambda /\eta )\mathrm{log}Re_{}`$.

Velocity increments follow a log-infinitely divisible law saito92 ; Nov94  in the inertial range, since all cumulants are proportional to a same function of the scale — $`C_p(r/L_0)=c_p\mathrm{log}(r/L_0)`$ for all $`p`$ — but this log-infinitely divisibility can not pertain in the near-dissipation range, according to the sketch in Fig. 5.

Intermittency has been related to $`\mathrm{log}(F(r)/3)`$ in the beginning. Using Eq. (1), one can derive the exact equation

$$\mathrm{log}\left(\frac{F(r)}{3}\right)=\underset{p2}{}C_p(\frac{r}{L_0})\left(\frac{2^{2p}}{p!}\frac{2^{p+1}}{p!}\right),$$
(17)
where $`C_p(r/L_0)`$ is the $`p`$-th order cumulant of $`\mathrm{log}\beta (r/L_0)`$. At leading order, this yields

$$\mathrm{log}\left(\frac{F(r)}{3}\right)=4C_2(\frac{r}{L_0})+\mathrm{},$$
(18)
which suggests that $`\mathrm{log}(F(r)/3)`$ and $`C(r/L_0)`$ should behave in a very comparable way. Fig. 1 and Fig. 4 are indeed very similar. One may thus consider that $`C_2(r/L_0)`$ provides an alternative measure of intermittency, less intuitive than $`\mathrm{log}\left(F(r)/3\right)`$ but physically more tractable (as demonstrated by this study). A specific test of Eq. (18) is provided in Fig. 6.

Before concluding this study, let us mention that it is quite direct to generalize the previous analysis to $`N`$-order velocity increments:

$$\delta ^{(1)}v(r)=v(x+r)v(x),$$

$$\delta ^{(2)}v(r)v(x+r)2v(x+\frac{r}{2})+v(x),\text{etc.}$$

Inertial-range scalings $`|\delta ^{(N)}v(r)|^pr^{\zeta _p}`$ are preserved (as argued in arneodo ) but $`|\delta ^{(N)}v(r)|^pr^{Np}`$ in the far-dissipative range. As a result, the definition of the near-dissipation is unchanged but the “amplification law” becomes

$$C_2^{(N)}(\frac{\eta _{}}{L_0})=\frac{9}{4}\left(\frac{(N+1)}{2}\right)^2C_2^{(N)}(\frac{\eta _+}{L_0}).$$
(19)
The amplification factor depends on the order $`N`$ of the velocity increment. This feature allows us to discriminate the inertial range and the near-dissipation range: Inertial-range scalings do not depend on $`N`$, while on the opposite, near-dissipation-range scalings depend drastically on $`N`$. Finally, the amplification factor in Eq. (19) diverges with $`N`$, tending toward Kraichnan’s view of unlimited intermittency (for the fluctuations of velocity Fourier modes) as $`N\mathrm{}`$ kraichnan .

## 6 Conclusion

A unified picture of velocity-increment intermittency, from the integral scale to the smallest (excited) scales of motion, is proposed. It is explicitly stated how far-dissipation range and inertial-range intermittencies match in the near-dissipation range. Especially, a universal “amplification law” determines how intermittency of velocity gradients is linked to the build-up of intermittency in the inertial range. The results are found in good agreement with our experimental and numerical observations.

Beyond these precise results, this study indicates that there are some peculiar and interesting physics around the Kolmogorov’s dissipative scale of turbulence. Such issue may be of great importance, for instance, in the modelling of mixing properties of turbulence, which mainly rely on the behavior of gradient fields chev\_prl .

Finally, we would like to insist on the fact that this description leads to predictive results which could be used as tests for the suitable resolution of (very) small-scale fluctuations, to distinguish “probe effects” and true viscous damping. Relations between this study and the so-called property of *Extended Self-Similarity* ess  should deserve some interests as well.

###### Acknowledgements.

We thank C. Baudet, A. Naert, B. Chabaud and coworkers for providing us the experimental data. We are grateful to J.-F. Pinton and A. Arneodo for critical comments. Numerical simulations were performed on a IBM SP3 supercomputer at the CINES, Montpellier (France).

## Appendix A The (modified) Reynolds number $`Re_{}`$

The empirical constant $`R_{}`$, which is abusively fixed to unity in the classical phenomenology of turbulence frisch , may be linked to the Kolmogorov’s constant $`c_K`$ (see yeungzhou  and references therein).

In Kolmogorov’s 1941 theory, $`c_K`$ can be defined through the second-order velocity structure function:

$$(\delta v(r))^2=c_Kϵ^{2/3}r^{2/3}\text{ ,}$$

where $`ϵ`$ denotes the mean dissipation rate. Here, intermittency corrections are obviously omitted. By the use of Eq. (5), one can write

$$(\delta v(r))^2=\sigma ^2\left(\frac{r}{L_0}\right)^{2/3}\text{ ,}$$

which yields

$$c_K=\frac{\sigma ^2}{ϵ^{2/3}L_0^{2/3}}\text{ .}$$
(20)
In this *monofractal* description, the near-dissipation range is degenerate and reduces to the Kolmogorov’s scale $`\eta _K`$. The second-order moment of velocity gradient expresses as

$$(_xv)^2=\frac{(\delta v(\eta _K))^2}{(\eta _K)^2}\text{ .}$$
(21)
By assuming homogeneous and isotropic turbulence, the mean dissipation rate writes $`ϵ=15\nu (_xv)^2`$. By combining the Eqs. (20) and (21), together with the definition of $`\eta _K`$ given by Eq. (12), one gets

$$c_K=\left(\frac{R_{}}{15}\right)^{2/3}\text{or}R_{}=15c_K^{3/2}\text{ .}$$
(22)
Eq. (22) indicates that $`R_{}`$ is eventually much greater than unity. Following gagne , the empirical value $`R_{}56`$ corresponds to $`c_K2.4`$. This value is in good agreement with experimental and numerical estimations $`c_K2`$ yeungzhou .

## Appendix B Kinematic proof of Eqs. (13) and (14)

We provide a kinematic proof of Eqs. (13) and (14) with the help of Fig. 7:

— on the one hand, one derives from Eq. (10) that the distance

$$x_Ax_A^{}=2\sqrt{C_2(\frac{\eta _+}{L_0})}.$$

— on the other hand, the “position” of the point $`M`$, defined by the standard deviation around the mean, moves from $`A`$ to $`A^{}`$ within the inertial domain (see Fig. 7) with a typical “velocity”

$$\frac{dx_M}{d\mathrm{log}r/L_0}(c_1+1),$$

as $`r`$ decreases from $`\eta _+`$ to $`\eta _{}`$. Within this representation (see PhDChev  for details), the variable $`\mathrm{log}r/L_0`$ may be viewed as “time”. The correction due to the change of width of $`G_{r,L_0}`$ is neglected. Indeed, this correction expresses as $`1/2\sqrt{c_2/\mathrm{log}(r/L_0)}`$ and can therefore be omitted in the near-dissipation range. One then gets

$$x_Ax_A^{}\frac{4}{3}\mathrm{log}(\frac{\eta _+}{\eta _{}})\text{ by taking }c_1=\frac{1}{3}\text{ .}$$

Eq. (13) follows immediately. Eq. (14) can be demonstrated in a similar way by considering the motion of the point $`M`$ moving from $`B`$ to $`B^{}`$ within the viscous domain.