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# Correlation between Risk Aversion and Wealth distribution

## Abstract

Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto’s wealth power law distribution. One important factor to be considered is the existence of risk aversion. In this paper we study a model where agents posses different levels of risk aversion, going from uniform to a random distribution. In all cases the risk aversion level for a given agent is constant during the simulation. While for a uniform and constant risk aversion the system self-organizes in a distribution that goes from an unfair “one takes all” distribution to a Gaussian one, a random risk aversion can produce distributions going from exponential to log-normal and power-law. Besides, interesting correlations between wealth and risk aversion are found.

thanks: J.R.I. acknowledges support from CNPq (Brazil) and the hospitality and support of Laboratoire Louis Néel, CNRS, Grenoble and Laboratoire de Physique des Solides, Université Paris-Sud, Orsay, France. S. G. and J.R.I. thank the hospitality of Instituto Balseiro and Centro Atómico Bariloche, S.C. de Bariloche, Argentina, and G.A. thanks the hospitality of the Instituto de Física, Universidade Federal do Rio Grande do Sul, Porto Alegre, Brazil. We acknowledge partial support from SETCYP (Argentina) and CAPES (Brazil) through the Argentine-Brazilian Cooperation Agreement BR 18/00.

Probably one of the most important contribution to the study of the distribution of personal income and wealth was made at the end of the XIXth century by Italian economist Vilfredo Pareto. In his book “Cours d’Economie Politique”Pareto , he presented the statistical analysis of the income distribution of different European regions and countries. He concluded that the income distribution follows a rather universal law, characterized by a logarithmic pattern, described by the formula: $`logN\alpha log(w)`$; where $`N`$ is the number of income earners with income higher than $`w`$ and the exponent $`\alpha `$ is named Pareto index. This income distribution is a power law and Pareto determined the exponent to be $`1.2\alpha 1.9`$. Pareto’s law is a classical example of a distribution with no characteristic scale and, as asserted by Pareto himself, a low value of the slope $`\alpha `$ denotes a higher inequality of the income distribution.

However, analysis of current economic data seems to indicate that Pareto’s law is valid for the high income strata of society, while for middle and low income classes the distribution appears to be a log-normal (Gibrat) distribution. Data for Japansouma ; fuji ; aoyama , the United Kingdom and the United States of Americadragu2000 ; dragu2001  confirm this idea. Also, in Fig. 1 we present a plot in log-log scale of GNI (Gross National Income) data of 179 countries WB  where it is possible to make a power law fit for the richer countries, while the others seems to be better fitted by an exponential or log-normal distribution.

A great deal of effort has been devoted to obtain the power law distribution of the wealthiest strataMatteo ; Chakra ; west ; ispo98 ; Bouchaud ; solo . In previous articles we have proposed a Conservative Exchange Market Model (CEMM)PIAV2003 ; IGPVA2003  with extremal dynamics of the kind of Self-Organized Criticality (SOC) theoriesSOC1 ; SOC2 . The obtained distribution was a Gibbs-exponential type and the results were in good agreement with the distribution of some welfare states such as SwedenSI2004 . Other authorsChakra ; west  have proposed models in which agents save a fraction of their capital, and only the rest may be exchanged. In the language of economics this *saved part of the resources* is a measure of the agent risk aversion. Following these ideas, we present here a family of models that combine the risk aversion ingredients with Monte Carlo dynamics and extremal dynamics. We found different interesting shapes for the wealth distribution, and in some particular cases a power law profile is obtained.

Let us consider a set of economic agents characterized by a risk aversion factor $`\beta (i)`$, so that $`[1\beta (i)]`$ is the percentage of wealth the $`i`$agent is willing to risk. An agent with $`\beta (i)=0`$ is a radical one who risks all his assets, while, on the other hand, $`\beta (i)=1`$ characterizes a totally conservative agent who simply does not play the game. The dynamics of the system is as follows: For the choice of the two partners, one can adopt an extremal dynamics as in previous calculationsPIAV2003 ; IGPVA2003 , or a Monte Carlo method as in refs. Chakra ; west ; ispo98 . In the first case we start by determining the site with the minimum wealth, and then we choose the other partner of the exchange at random. In the second case both agents are chosen at random, independently of their wealth. When considering the case of extremal -minimum - dynamics we model the situation where the poorest agent will try to do something to improve its situation, or else, some external regulator (government, for example) will act in order to favor the handicapped. In that case one expects a more equitable wealth distribution. The second case is best adapted to represent a kind of stock market, where the transactions occur independently of the fortune of the agents, and in general the poverty line is strictly zero, that is agents can bankrupt. In both cases, we prescribe that no agent can win more than he puts at stake, so the value that will be exchange is the minimum value of the available resources of each agent, i.e. $`dw=min[(1\beta _1)w_1;(1\beta _2)w_2]`$.

Finally, we introduce a probability $`p0.5`$ of favoring the poorer of the two partners, because a stable society requires that the poor have an advantage in transactions with the wealthy and are protected by particular rights and marketing freedomwest . Increasing the probability of favoring the poorer agent is a way to simulate the action of the state or of some type of regulatory policy that tries to redistribute the resourcesIGPVA2003 ; SI2004 . We consider two cases: a) a fixed probability $`p`$ going from 0.5 to 1 and b) a random value of $`p`$, making use of the expression proposed in ref west ,

$$p=1/2+f\times \frac{w_1w_2}{w_1+w_2}$$
(1)
$`w_1`$ being the wealth of the richer partner and $`w_2`$ that of the poorer one; $`f`$ is a factor going from $`0`$ (equal probability for each agent) to $`1/2`$.

We consider the number of agents $`N`$ ranging from $`10^4`$ to $`10^6`$ and a number of average exchanges going from $`10^3`$ to $`10^4`$ per agent. In addition to the two different types of dynamics for the system we present here results for a) $`\beta `$ and $`p`$ uniform b) $`\beta `$ and $`p`$ random. The discussion of the first case, although rather idealized, is important in order to have a clear idea of the effect of risk aversion and of the probability of having or not a better treatment for the disfavored layers of the population. The second case is a more realistic vision of an heterogeneous society. Of course, in the real world, agents can change their risk strategy as a function of the results. This possibility will be discussed in a forthcoming article.

a) Uniform $`\beta `$ and $`p`$

In this rather hypothetical situation all agents have the same risk aversion parameter $`\beta `$, and all transactions have the same probability $`p`$ of favoring the poorer agent. Both parameters are constant during the simulation. Let s first present the results for the Monte Carlo simulation, where both agents are chosen at random. The results are summarized in the diagram depicted in Fig. 2 The different regions correspond to different types of resulting wealth distributions. Wealth distributions in Region I are very narrow and Gaussian-like, so we call this region Utopian socialism because almost all agents have the same income with a small dispersion. Region II has Gaussian-like distributions too but skewed to higher values of wealth, therefore we named it liberal socialism. Next region (III) has hybrid wealth distribution, Gaussian-like for low wealth values, and exponential for high wealth values, and we call it moderated capitalism. In the last region (IV) wealth distribution are exponentials with a tendency to power-laws, so we call this region of ruthless capitalism. The different type of wealth distribution in the four regions can be seen in Fig. 2 for some typical values of the parameters $`\beta `$ and $`p`$. Outside Region IV there is a region of parameters that we called the few rich land as the outcome of the dynamics ultimately favors just one (or a very few) agent which concentrates all the available resources. In this later case, since no more exchanges are possible, the system freezes: a very greed economy carries in itself its own destruction. Obviously the $`\beta =1`$ line is of no interest, and the same is true for the $`p0.5`$ region which is always in the few rich land.

Simple as it is, this model captures the essence of general economic exchanges, considering the resulting wealth distribution corresponding to different economic policies old and present. It is amusing that just playing with the two numerical parameters of the model very different behaviors are obtained. Utopian socialism, for example, exhibits slight economical differences between agents and this is due to the combined force of high values of $`\beta `$ and $`p`$, which means a repressed market and a strong intervention favoring the poorer. The gradual liberalization of the market, through lower risk aversion (less controlled market) and less state intervention in the social sense (lower values of $`p`$), gives rise to more liberal economies with higher inequalities in the income.

We have also performed simulations for this case, but using extremal dynamics of the type described in refs.PIAV2003 ; IGPVA2003 . That means that one of the partners is the agent with the minimum wealth, while the second one is chosen at random. The results are rather odd. For low values of $`p`$, the dynamics of the system freezes with no subsequent economic activity, because the agent with minimum wealth has no resources to exchange, so the system converges to zero activity. One possible way to overcome this situation should be to consider a different asset transfer rule. On the other hand, for $`0.7p1.`$ the minimum dynamics generates an exponential distribution, where almost all the agents lie in the middle class. However, for some values of $`\beta 0.7`$ and $`p1`$ the middle class is split in two income regions with a gap in between. This is probably so because of some kind of anti-resonance combined effect of the rules of the dynamics and the conservation constraint.

b) Random $`\beta `$ and $`p`$

In a more realistic approach to the risk preferences in the population, we consider a disordered risk aversion parameter throughout the system. Each agent is assigned a value of $`\beta _i`$, drawn at random from a uniform distribution on the interval $`(0,1)`$. We consider only quenched disorder, where each agent maintains his risk aversion despite the outcome of the exchange, disregarding his own success or failure in increasing her wealth. Simulations have been carried out for different values of the probability $`p`$ and also for the complete range of the asymmetry parameter $`f`$ in Eq.1.

Some typical distribution curves are shown in the left panel of Fig. 3. For $`f=0`$, i. e. when trades do not favor either of the partners, the distribution of wealth becomes, slowly but steadily, a delta function at $`w=0`$, with the wealth concentrated in one or a few agents, and the rest owning effectively nothing (this results are not shown in Fig. 3). This can happen, even though each agent risks only part of his capital at each interaction, because there is no restriction in the amount he can loose in successive exchanges. The situation is a multiplicative process with $`w=0`$ as an absorbing point. On the contrary, when the externally imposed asymmetry favors, statistically, the poorer agent, we observe the emergence of a distribution characterized by three regimes. There is a peak in the distribution that separates a poor class to the left, from a middle class to the right (see for example the full line in Fig. 3, corresponding to $`f=0.5`$). The middle class follows a power law distribution of the form $`P(w)w^\alpha `$, with $`\alpha `$ depending on the value of $`f`$, and $`\alpha 2`$ for $`f=0.5`$. Finally, there is a transition from this power law behavior to an exponential tail encompassing the wealthier agents. This exponential tail is not an effect of the finite size of the system, as has been verified for system sizes up to $`10^6`$. Also one can observe that there is a finite number of very poor people, contrasting with previous case (a). We have also represented on the right panel of Fig. 3 the correlation between wealth and risk aversion. One observes that the range of wealth variation is up to five magnitude orders. Besides that, on average, the higher values of income correspond to a high risk aversion, while the highest individual wealths correspond to risk-loving agents. But also the lowest incomes belong to risky agents, as expected.

When considering extremal (minimum) dynamics, the results are quite different as they are shown on Fig.4. It is possible to see that it appears a threshold, or poverty line, and also that the distribution is very narrow compared to the Monte Carlo case. One observes that there are vary many few people below the poverty line and its value is around $`0.38`$ for $`f=0.5`$

Moreover, the high income region behaves in an exponential way, following a law of the type $`P(w)exp\{a(ww_o)^2\}`$ with $`a1.1`$ and $`w_o0.7`$ for $`f=0.5`$. The poverty line is well seen too on the right panel of Fig.4, all the agents are above $`0.38`$ and now it is clear that a low risk aversion favors, on average, a higher wealth.

To conclude: taking into account risk aversion (or saving, as defined by others authorsChakra ; west ) generates a rich variety of wealth distributions, when combined with different choices of trading rules. For some particular values of the exchange probability $`p`$ and a random choice of $`\beta `$ a power law profile is obtained. Here we have compared in detail an extremal and Monte Carlo dynamics for constant and random risk aversion and a simple exchange bias. Extremal (minimum) dynamics provides a more equitable society, in the sense proposed in the classical work by J. RawlsRawls : no redistribution of resources within… a state can occur unless it benefits the least well-off, and this is clear because of the existence of a poverty line and the emergence of a wealth distribution with a large middle class. Monte Carlo dynamics seems to better reproduce a capitalist society: there are very many people with almost zero income and one can observe a power law distribution for the higher layers of the social spectra. Of course people can change its risk strategy as a function of their own results. We have investigated this possibility and the results will be published elsewhere.


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# Temperature and pressure in nonextensive thermostatistics

## 1 Introduction

The nonextensive statistical mechanics (NSM) based on Tsallis entropy is believed by many to be a candidate replacing Boltzmann-Gibbs statistics (BGS) for nonextensive or nonadditive systems which may show probability distributions different from that of BGS. So according the common belief, NSM, just as BGS, should be able to address thermodynamic functions and intensive variables like temperature $`T`$, pressure $`P`$, chemical potential $`\mu `$ etc. Although the Legendre transformation between the thermodynamic functions is preserved in some versions of NSM with sometimes certain deformation, the definition of intensive variables is not obvious if the thermodynamic functions such as entropy $`S`$, energy $`U`$ or free energy $`F`$ are nonadditive. There are sometimes misleading calculations using $`\beta =1/T=\left(\frac{S}{U}\right)_V`$ (let Boltzmann constant $`k=1`$) and $`P=\left(\frac{F}{V}\right)_T`$ or $`P=\frac{1}{3}\frac{U}{V}`$ (for photon gas) without specifying the nonadditivity (or additivity) of each functions or noticing that additive internal energy $`U`$ and volume $`V`$ associated with nonadditive $`S`$ and $`F`$ will lead to non-intensive temperature or pressure which would make the thermodynamic equilibrium or stationarity impossible in the conventional sense.

On the other hand, within NSM, due to the fact that different formalisms are proposed from different statistics or information considerations, thermodynamic functions do not in general have the same nonadditive nature in different versions of NSM. This has led to different definitions of, among others, a physical or measurable temperature $`\beta _p`$ which is sometimes equal to $`\beta `$, sometimes equal to $`\beta `$ multiplied by a function of the partition function $`Z^{q1}`$ or $`Z^{1q}`$ which keeps $`\beta _p`$ intensive, where $`q`$ is the nonadditive entropy index111Tsallis entropy is given by $`S=\frac{_ip_i^q1}{1q},(qR)`$, or sometimes defined by deformed entropy and energy. This situation often results in confusion and misleading discussions of these temperatures or other intensive variables, without knowing or mentioning the validity conditions relevant to them and the risk to have non intensive temperature or pressure.

The present paper tries to make a state of the art on this subject with brief discussions of the specificities of each formalism of NSM and the relevant consequences. It is hoped that this paper may offer to the reader a global view of the situation and of some important questions which are still matters of intense investigation.

## 2 The first definition of physical temperature of NSM

We look at a composite system containing two subsystems $`A`$ and $`B`$, all having the same $`q`$ as nonadditive entropy index. The entropy nonadditivity of the total system is given by

$$S(A+B)=S(A)+S(B)+(1q)S(A)S(B).$$
(1)
This relationship is intrinsically connected with the product joint probability

$$p_{ij}(A+B)=p_i(A)p_j(B),$$
(2)
or inversely, where $`i`$ or $`j`$ is the index of physical states for $`A`$ or $`B`$. Eq.(2) has been intuitively taken as an argument for the independence of $`A`$ and $`B`$ and for the energy additivity of $`A+B`$. This additivity offers the first possibility to establish zeroth law and to define temperature within NSM. The intensive physical temperature is defined as

$$\beta _p=\frac{1}{T_p}=\frac{1}{_i^wp_i^q}\frac{S}{U}=\frac{1}{_i^wp_i^q}\beta .$$
(3)
This definition is an universal model of NSM and not connected to any specific statistical formalism.

If this $`\beta _p`$ is applied to NSM having typically the power law distribution

$$p_i=\frac{1}{Z}[1a\beta _pE_i]^{\frac{1}{a}}with[]0$$
(4)
where $`E_i`$ is the energy of a system at state $`i`$ and $`a`$ is $`1q`$ or $`q1`$ according to the maximum entropy constraints of the formalism, there may be in general a conflict between the product joint probability and the energy additivity condition due to the nonadditive energy $`E_i(A+B)=E_i(A)+E_j(B)a\beta _pE_i(A)E_j(B)`$. So the validity of this thermostatistics strongly lies on neglecting $`E_i(A)E_j(B)`$.

A mathematical proof shown that this was possible, for a N-body system, if and only if $`q<1`$ and $`N\mathrm{}`$. This is not to be forgotten. For the systems with $`q>1`$ or with finite size without thermodynamic limits, this additive energy model is not justified.

Especially, when this model is applied to the formalism of NSM deduced from the normalized expectation given by the escort probability $`U=\frac{_ip_i^qE_i}{_ip_i^q}`$ where $`p_i`$ is a normalized probability which reads

$$p_i=\frac{1}{Z}[1(1q)\beta _p(E_iU)]^{\frac{1}{1q}}=\frac{1}{Z}[1(1q)\frac{\beta }{Z^{1q}}(E_iU)]^{\frac{1}{1q}},$$
(5)
Eq.(3) becomes

$$\beta _p=\frac{1}{Z^{1q}}\frac{S}{U}=Z^{q1}\beta .$$
(6)
In this case, $`\beta _p`$ is not to be confounded with $`\beta `$ although we have here $`\beta =\frac{S}{U}`$ which is evidently non intensive.

## 3 The first formalism of NSM

The first formalism of NSM maximizes entropy under the constraint $`U=_ip_iE_i`$ with normalized $`p_i`$. The distribution function is given by

$$p_i=\frac{1}{Z}[1(q1)\beta _pE_i]^{\frac{1}{q1}}.$$
(7)
The product probability implies the following nonadditivity of energy :

$$E_i(A+B)=E_i(A)+E_j(B)(q1)\beta _pE_i(A)E_j(B)$$
(8)
and $`U(A+B)=U(A)+U(B)(q1)\beta _pU(A)U(B)`$. The temperature of this formalism is still given by Eq.(6) as briefly discussed in .

The thermodynamic relations can be deduced from the basic expression of entropy of this formalism

$$S=\frac{Z^{1q}1}{1q}+\beta _pZ^{1q}U$$
(9)
or $`S_p=Z^{q1}S=\frac{Z^{q1}1}{q1}+\beta _pU`$ where $`S_p`$ is an “auxiliary entropy” introduced to write the generalized heat as $`dQ=T_pdS_p`$. The first law reads $`dU=T_pdS_pdW`$. The free energy $`F`$ is defined as

$$F=UT_pS_p=T_p\frac{Z^{q1}1}{q1}.$$
(10)
The first law becomes $`dF=S_pdT_pdW`$ where $`dW`$ is the work done by the system.

$`S_p`$ can be calculated by using $`S_p=\left(\frac{F}{T_p}\right)_V`$ and Eqs.(5) and (10) with $`Z=_i[1(q1)\beta _pE_i]^{\frac{1}{q1}}`$. This leads to

$$S_p=\underset{i}{}p_i^{2q}\frac{p_i^{q1}1}{q1}=\frac{1_ip_i^{2q}}{1q}.$$
(11)
Notice that this auxiliary entropy is not to be maximized since it is concave only for $`q<2`$.

## 4 The second formalism of NSM with unnormalized expectation

This formalism is deduced from the entropy maximum under the constraint $`U=_ip_i^qE_i`$ with normalized $`p_i`$. The distribution function is given by

$$p_i=\frac{1}{Z}[1(1q)\beta _pE_i]^{\frac{1}{1q}}.$$
(12)
and the nonadditivity of energy by $`E_i(A+B)=E_i(A)+E_j(B)(1q)\beta _pE_i(A)E_j(B)`$ and

$$U(A+B)=U(A)Z^{1q}(B)+U(B)Z^{1q}(A)+(q1)\beta _pU(A)U(B).$$
(13)
As discussed in , this is the only formalism of NSM in which the mathematical framework of the thermodynamic relationships is strictly identical to that of BGS with $`\beta _p=\beta `$. The heat is given by $`dQ=TdS`$, the first law by $`dU=TdSdW`$ and the free energy by

$$F=UTS=T\frac{Z^{1q}1}{1q}.$$
(14)
Heat and work are interpreted as $`dQ=_iE_idp_i^q`$ and $`dW=_ip_i^qdE_i`$, which is not so simple within other formalisms.

## 5 The formalism with incomplete probability distribution

If the probability distribution is incomplete in such a way that $`_ip_i^q=1`$ where the sum is calculated only over an incomplete set of states or of random variables as discussed in  and if we suppose $`U=_ip_i^qE_i`$, the maximum entropy leads to the following distribution function

$$p_i=\frac{1}{Z}[1(1q)\beta _pE_i]^{\frac{1}{1q}}.$$
(15)
where $`Z^q=_i[1(1q)\beta _pE_i]^{\frac{1}{1q}}`$.

The nonadditivity of energy is given by

$$U(A+B)=U(A)+U(B)+(q1)\beta _pU(A)U(B).$$

The definition of the physical temperature $`\beta _p`$ in this formalism is discussed in  and reads

$$\beta _p=Z^{1q}\frac{S}{U}=Z^{1q}\beta .$$
(16)
The introduction of the distribution Eq.(15) into Tsallis entropy gives

$$S=\frac{Z^{q1}1}{q1}+\beta _pZ^{q1}U$$
(17)
or $`S_p=Z^{1q}S=\frac{Z^{1q}1}{1q}+\beta _pU`$ where still $`S_p`$ is the “entropy” introduced to write $`dQ=T_pdS_p`$. The first law reads $`dU=T_pdS_pdW`$ or, with the help of the free energy

$$F=UT_pS_p=T_p\frac{Z^{1q}1}{1q},$$
(18)
$`dF=S_pdT_pdW`$ where $`dW`$ is the work done by the system. $`S_p`$ is given by

$$S_p=\underset{i}{}p_i^q\frac{p_i^{q1}1}{q1}=\frac{1_ip_i^{2q1}}{q1}.$$
(19)
which is concave only for $`q>1/2`$ so that not to be maximized to get distribution functions although its maximum formally leads to $`p_i[1(q1)\beta _pE_i]^{\frac{1}{q1}}`$. Notice that this latter is not the original distribution function of incomplete statistics.

The above calculation of $`S_p`$ cannot be carried out for $`S`$ by using $`\beta `$ or $`T`$ because $`S\frac{F}{T}`$ although we can write $`F=UT_pS_p=UTS`$. In addition, $`Z`$ is not derivable with respect to $`\beta `$ since it is a self-referential function when written as a function of $`\beta `$. This calculation can be done for $`S`$ only in the second formalism with unnormalized expectation and normalized probability associated to $`\beta =1/T=\frac{S}{U}`$.

An additive form of this formalism of a nonadditive statistical thermodynamics is proposed by using some deformed entropy $`s`$ and energy $`e_i`$, where $`s=_ip_i^q\mathrm{ln}\frac{1}{p_i}`$ and $`e_i=\frac{\mathrm{ln}[1+(q1)\beta _pE_i]}{(q1)\beta _p}`$ both being additive, i.e., $`s(A+B)=s(A)+s(B)`$ and $`e_{ij}(A+B)=e_i(A)+e_j(B)`$. The maximization of $`s`$ under the constraint $`u=_ip_i^qe_i`$ and $`_ip_i^q=1`$ leads to $`p_i=\frac{1}{Z}e^{\beta _pe_i}`$ which is identical to Eq.(15). Within this framework, the temperature is $`\beta =\frac{s}{u}`$, the deformed first law is $`du=T_pdsdw`$ ($`dw`$ is a deformed work), the deformed free energy is

$`f=uT_ps=T_p\mathrm{ln}Z={\displaystyle \frac{\mathrm{ln}[1+(q1)\beta _pF]}{(q1)\beta _p}}.`$ (20)
In this deformed formalism, everything is just as in BGS. This mathematical framework has been used for the equilibrium problem of the systems having different $`q`$’s.

## 6 Systems having different q’s

The reader should have noticed that all the above discussions are based on the entropy nonadditivity given by Eq.(1) which is valid only for systems having the same index $`q`$. For systems $`A`$, $`B`$ and $`A+B`$ each having its own $`q`$, this relationship breaks down even if the product joint probability holds. So for establishing the zeroth law, we need more general nonadditivity for entropy. A possible one is proposed as follows :

$`(1q_{A+B})S(A+B)`$ $`=`$ $`(1q_A)S(A)+(1q_B)S(B)`$
$`+`$ $`(1q_A)(1q_B)S(A)S(B)`$
which recovers Eq.(1) whenever $`q_{A+B}=q_A=q_B`$.

The establishment of zeroth law for this case has been discussed by using the unnormalized expectations just as in the second formalism of NSM, i.e., $`u=_ip_i^qe_i`$ with $`_ip_i=1`$, or $`u=_ip_ie_i`$ with $`_ip_i^q=1`$. The reason for this is that these unnormalized expectations allow one to split the thermodynamics of the composite systems into those of the subsystems through the generalized product joint probability $`p_{ij}^{q_{A+B}}(A+B)=p_i^{q_A}(A)p_i^{q_B}(B)`$ if $`_ip_i=1`$ \[or $`p_{ij}(A+B)=p_i(A)p_i(B)`$ if $`_ip_i^q=1`$\]. This thermodynamic splitting is just a necessary condition for the statistical interpretation of the zeroth law.

In this case, the deformed entropy $`s`$ and energy $`u`$ are not necessarily additive as in the case of an unique $`q`$. In fact, when $`u=_ip_i^qe_i`$ with $`_ip_i=1`$ is used, their nonadditivities are given as follows

$$\frac{q_{A+B}s(A+B)}{_{ij}p_{ij}^{q_{A+B}}(A+B)}=\frac{q_As(A)}{_ip_i^{q_A}(A)}+\frac{q_Bs(B)}{_jp_j^{q_B}(B)}$$
(22)
and

$`{\displaystyle \frac{q_{A+B}u(A+B)}{_{ij}p_{ij}^{q_{A+B}}(A+B)}}={\displaystyle \frac{q_Au(A)}{_ip_i^{q_A}(A)}}+{\displaystyle \frac{q_Bu(B)}{_jp_j^{q_B}(B)}}.`$ (23)
The temperature is given by $`\beta _p=\beta =\frac{s}{u}=\frac{S}{U}`$ here $`U=_ip_i^qE_i`$. The thermodynamic relations are the same as in the second formalism of NSM or in BGS.

This definition of temperature can be discussed in another way. From Eq.(6), for a stationary state of $`(A+B)`$ extremizing $`R(A+B)`$, we have

$`{\displaystyle \frac{(q_A1)dS(A)}{_ip_i(A)}}+{\displaystyle \frac{(q_B1)dS(B)}{_ip_i(B)}}=0.`$ (24)
Now using the above mentioned product joint probability and the relationship $`_ip_i^q=Z^{1q}+(1q)\beta U`$, we get $`\frac{(1q_A)\beta (A)dU(A)}{_ip_i(A)}+\frac{(1q_B)\beta (B)dU(B)}{_ip_i(B)}=0`$ which suggests following energy nonadditivity

$`{\displaystyle \frac{(1q_A)dU(A)}{_ip_i(A)}}+{\displaystyle \frac{(1q_B)dU(B)}{_ip_i(B)}}=0`$ (25)
as the analogue of the additive energy $`dU(A)+dU(B)=0`$ of Boltzmann-Gibbs thermodynamics. Eq.(27) and Eq.(28) lead to $`\beta (A)=\beta (B)`$.

Summarizing the definitions of temperature, we have $`\beta _p=Z^{q1}\beta =Z^{q1}\frac{S}{U}`$ for the normalized expectations $`U=_ip_iE_i`$ or $`U=_ip_i^qE_i/_ip_i^q`$ with $`_ip_i=1`$, and $`\beta _p=Z^{1q}\beta =Z^{1q}\frac{S}{U}`$ for the normalized expectations $`U=_ip_i^qE_i`$ with $`_ip_i^q=1`$. On the other hand, $`\beta _p=\beta =\frac{S}{U}`$ can be preserved if and only if unnormalized expectations $`U=_ip_i^qE_i`$ with $`_ip_i=1`$ (or $`U=_ip_iE_i`$ with $`_ip_i^q=1`$) are used. The additive energy model of the nonextensive thermostatistics is justified for $`q<1`$ and with the thermodynamic limits.

## 7 What about the pressure?

If the work in the first law is $`dW=PdV`$, where $`P`$ is the pressure and $`V`$ a certain volume, then the pressure can be calculated through $`P=\left(\frac{F}{V}\right)_T`$. If we want the pressure to be intensive, $`V`$ will be nonadditive. This is a delicate choice to make since nonadditive volume is nontrivial and not so easy to be understood as nonadditive energy or entropy. For a standard system, we tend to suppose additive volume as well as additive particle number. However, in view of the fact that the work $`dW`$ is in general nonadditive, additive volume implies non intensive pressure $`P`$, which is impossible if the equilibrium or stationary state is established in the conventional sense for, e.g. a gas of photons or of other particles. So, first of all, for the following discussion, let us suppose an intensive pressure $`P`$, i.e., $`P(A)=P(B)`$ at equilibrium or stationarity.

Intensive $`P`$ implies nonadditive $`V`$. If one wants to suppose additive volume (the real one) and particle number $`N`$, $`V`$ must be regarded as an effective volume, as a function of the real volume $`V_p`$ supposed additive.

In this case, a question arises about the nature of the work $`dW`$ which is no more proportional to the real volume $`dV_p`$. Is it a real work? Our answer is Yes because $`dW`$ is supposed to contribute to the energy variation $`dU`$ or $`dF`$ according to the first law. A possibility to account for this work is that, for a nonextensive or nonadditive system, e.g., a small system or a heterogeneous system, the surface/interface effects on the total energy, compared with the volume effect, are not negligible. When the pressure makes a small volume variation $`dV_p`$, the work may be $`dW=PdV_p+dW_\sigma `$ where $`dW_\sigma `$ is the part of work related to the surface/interface variation $`d\sigma `$. In general, the relationship $`dW_\sigma d\sigma `$ should depend on the nature and the geometry of the system of interest. If we suppose a simple case where $`dW_\sigma =\alpha Pd(\sigma ^\theta )`$ and $`\sigma =\gamma V_p^\eta `$ ($`\alpha `$, $`\gamma `$, $`\eta `$ and $`\theta `$ are certain constants), the work can be written as $`dW=PdV_p+\alpha \gamma Pd(V_p^{\eta \theta })=Pd[V_p+\alpha \gamma V_p^{\eta \theta }]`$ which means $`V=V_p+\alpha \gamma V_p^{\eta \theta }`$. This example shows that a nonadditive effective volume can be used for nonextensive systems to write the nonadditive work in the form $`dW=PdV`$, just as in the conventional additive thermodynamics.

### 7.1 A definition of pressure for NSM

Now let us come back to NSM. To determine the nonadditivity of the effective volume $`V`$ with additive real volume $`V_p`$, one has to choose a given version of NSM with given nonadditivity of entropy and energy. Without lose of generality, the following discussion will be made within the second formalism of NSM. From the entropy definition and nonadditivity Eq.(1) and the energy nonadditivity Eq.(13), we can write, at equilibrium or stationarity,

$`dS(A+B)`$ $`=`$ $`[1+(1q)S(B)]dS(A)+[1+(1q)S(A)]dS(B)`$
$`=`$ $`{\displaystyle \underset{i}{}}p_i^q(B)\left[\left({\displaystyle \frac{S(A)}{U(A)}}\right)_VdU(A)+\left({\displaystyle \frac{S(A)}{V(A)}}\right)_UdV(A)\right]`$
$`+`$ $`{\displaystyle \underset{i}{}}p_i^q(A)\left[\left({\displaystyle \frac{S(B)}{U(B)}}\right)_VdU(B)+\left({\displaystyle \frac{S(B)}{V(B)}}\right)_UdV(B)\right]`$
$`=`$ $`{\displaystyle \underset{i}{}}p_i^q(B)\left[\left({\displaystyle \frac{S(A)}{U(A)}}\right)_V\left({\displaystyle \frac{S(B)}{U(B)}}\right)_V\right]dU(B)`$
$`+`$ $`{\displaystyle \underset{i}{}}p_i^q(B)\left({\displaystyle \frac{S(A)}{U(A)}}\right)_V\left({\displaystyle \frac{U(A)}{V(A)}}\right)_SdV(A)`$
$`+`$ $`{\displaystyle \underset{i}{}}p_i^q(A)\left({\displaystyle \frac{S(B)}{U(B)}}\right)_V\left({\displaystyle \frac{U(B)}{V(B)}}\right)_SdV(B)`$
$`=`$ $`\beta \left[P(A){\displaystyle \underset{i}{}}p_i^q(B)dV(A)+P(B){\displaystyle \underset{i}{}}p_i^q(A)dV(B)\right]=0.`$
Here we have used $`\frac{dS(A)}{_ip_i^q(A)}+\frac{dS(B)}{_ip_i^q(B)}=0`$, $`\frac{dU(A)}{_ip_i^q(A)}+\frac{dU(B)}{_ip_i^q(B)}=0`$, and $`\left(\frac{S}{V}\right)_U=\left(\frac{U}{V}\right)_S\left(\frac{S}{U}\right)_V`$. Then $`P(A)=P(B)`$ leads to $`\frac{dV(A)}{_ip_i^q(A)}+\frac{dV(B)}{_ip_i^q(B)}=0`$, which implies that the quantity $`\frac{dV}{_ip_i^q}`$ is additive, just as $`\frac{dS}{_ip_i^q}`$ and $`\frac{dU}{_ip_i^q}`$.

It can be checked that this kind of calculation is also possible within other versions of NSM as long as the energy nonadditivity is determined by the product joint probability which is in turn a consequence of the entropy nonadditivity Eq.(1) or Eq.(6) postulated for Tsallis entropy.

### 7.2 About nonadditive photon gas

Now let us suppose a nonadditive photon gas, which is possible when emission body is small. For example, the emission of nanoparticles or of small optical cavity whose surface/interface effect may be important. We have seen in the above paragraph that $`dU`$, $`dS`$ and $`dV`$ should be proportional to each other. This can be satisfied by $`U=f(T)V`$ and $`S=g(T)V`$. In addition, we admit the photon pressure given by $`P=\frac{U}{3V}=\frac{1}{3}f(T)`$. From the first law $`dU=TdSPdV`$, we obtain

$$V\frac{f}{T}dT+fdV=T(V\frac{g}{T}dT+gdV)\frac{1}{3}fdV,$$
(27)
which means $`\frac{f}{T}=T\frac{g}{T}`$ and $`\frac{4}{3}f=Tg`$ leading to $`\frac{1}{3}\frac{f}{T}=\frac{4f}{3T}`$ implying

$$f(T)=cT^4$$
(28)
where $`c`$ is a constant. This is the Stefan-Boltzmann law. On the other hand, from the relationship $`(\frac{S}{V})_T=(\frac{P}{T})_V`$, we obtain $`g=\frac{1}{3}\frac{f}{T}`$ and $`g(T)=bT^3`$ where $`b`$ is a constant. Notice that the above calculation is similar to that in the conventional thermodynamics. This is because the thermodynamic functions here, though nonadditive, are nevertheless “extensive” with respect to the effective volume. This result contradicts what has been claimed for blackbody radiation on the basis of non intensive pressure, and is valid as far as the pressure is intensive.

Is intensive pressure always true? The final answer of course depends on experimental proofs which are still missing as far as we know. If pressure may be non intensive for nonadditive or nonextensive systems, the whole theory of thermodynamics must be reviewed.

## 8 Conclusion

In summery, we have analyzed all the temperature definitions of NSM we can actually find in the literature. A definition of intensive pressure is proposed for nonextensive thermodynamics by using a nonadditive effective volume. The thermodynamics of a nonadditive photon gas is discussed on that basis. It is shown from purely thermodynamic point of view that the Stefan-Boltzmann law can be valid within NSM in this case.


text:
# Analysis on the imaging properties of a left-handed material slab

## I Introduction

Negative refraction of electromagnetic waves by a left-handed material (LHM), first proposed in 1960s by Veselago 1 , has attracted strong research interests 2 ; 3 ; 4 ; 5 ; 6  and generated heated debate7 ; 8 ; 9 ; 10 ; 11 . Among all the phenomena that could happen in a LHM, the most fascinating one may be the possibility of “superlensing effect” proposed by Pendry 2 ; that is, a slab made of uniform and isotropic LHM 1  with both the permittivity $`\epsilon =1`$ and the permeability $`\mu =1`$ acquires a negative refractive index $`n=1`$, which makes this slab a perfect lens. It can capture both the propagating and the evanescent waves emitted from a point source placed in front of the slab and refocuses them into two point images, one inside and the other behind the slab.

Recently, this superlensing effect was questioned by a number of authors 7 ; 8 ; 9 ; 10 ; 11 . In Ref. 9 , the authors augured that negative refraction of energy flow implies the violation of causality principle, and a little amount of absorption will largely deform the waves. In Ref. 10 , the authors showed that although there is amplification of evanescent waves in an ideal lossless left-handed medium, however, to avoid the divergence of the field energy inside the lens, it must be limited to a thickness smaller than the distance between the line source and the nearer boundary of the slab, thus perfect imaging is impossble. In addition, a little absorption may destroy the negative refraction effect completely. It was then found that to make a left-handed material physically realizable, the medium must be dispersive or absorptive. In Ref. 11 , the recovery rate for a lossy slab was studied, and the author showed that the image quality can be significantly affected by the absorption effect. In Ref. 12 ; 13 , the authors showed that the energy flow indeed goes to the “negative way” when passing through the surface of an absorptive and dispersive LHM. In 14 , a slab lens of photonic crystal was considered, and the simulation showed that negative refraction of energy flow does not contradict the causality principle. Further in 15 ; 16 , the concept of “constant frequency curves” introduced in 6  were used to study the refraction behavior of the waves in the the medium. Most interestingly, in 16  an all-angle negative refraction photonic crystal slab lens was designed to focus the light into a subwavelength region.

Although the focusing effect of a LHM slab lens has already been studied by a number of authors, however, in most previous studies researchers used some Finite-Difference-Time-Domain (FDTD) method. The method is easy to implement but the physical meanings of the simulation results are not easy to be extracted. In some other studies the authors used frequency domain method, however, they usually considered only one single Fourier component of the fields. To get a definite result, one has to sum over these Fourier components.

In this paper we study the imaging problem using a spectrum decomposition method. We first decompose the cylindrical wave emitted by a line source into a series of plane waves of different transverse wave numbers. By considering the boundary conditions at the source point and the two boundaries of the slab lens, we then can determine the transmission and reflection coefficients for each plane wave. These quantities are utilized to construct the field function in every space region.

Our method does not adopt complicated numerical skills, thus makes us easier to get the physical insight. We also give a very simple geometrical explanation to the reason of the thickness limitation for the ideal slab lens (the $`\epsilon =\mu =n=1`$ case) 10 . Finally, we found that the imaging mechanism for a negative refraction lens system is subtler than that of the conventional lens system.

## II Model and Method

We first describe the setup of the slab system. In this paper we consider only the E-polarized wave, which means that the wave propagation direction is parallel to the XZ plane. The $`x`$ axis is parallel to the two boundaries of the slab, and the boundary near the source is the $`z=0`$ plane. A current line source $`𝐉(𝐫)e^{i\omega t}=\widehat{y}J_0\delta (𝐫𝐫_0)e^{i\omega t}`$ located at $`𝐫_0=(x_0,z_0)=(0,z_0),z_0<0`$, emits monochromatic waves of angular frequency $`\omega `$, thus both the $`𝐄`$ and $`𝐇`$ fields get a time factor $`e^{i\omega t}`$. The $`𝐄`$ field wave radiated from it is $`𝐄_{rad}(𝐫)e^{i\omega t}=\widehat{y}A_0H_0^{(1)}(k|𝐫𝐫_0|)e^{i\omega t}`$, which satisfies

$$\left(^2+k^2\right)𝐄_{rad}(𝐫)=i\frac{4\pi \omega }{c^2}𝐉(𝐫).$$
(1)
Here $`H_0^{(1)}(x)`$ is the zeroth order Hankel function of the first kind, $`J_0`$ and $`A_0=\pi \omega J_0/c^2`$ are two constants propotional to each other, $`𝐫`$ is the observation point, and $`k=\omega /c`$ and $`c`$ are the wave number of the cylindrical wave and the speed of light in vacuum (outside of the slab), respectively.

To calculate the total $`𝐄(𝐫)`$ field, we first introduce the Green’s function satisfying

$$\left(^2+k^2(z)\right)G(𝐫,𝐫^{})=\delta ^{(2)}(𝐫𝐫^{}),$$
(2)
then the $`𝐄`$ field is given by

$`𝐄(𝐫)`$ $`=`$ $`i{\displaystyle \frac{4\pi \omega }{c^2}}{\displaystyle d^2r^{}G(𝐫,𝐫^{})𝐉(𝐫^{})}`$ (3)
$`=`$ $`i{\displaystyle \frac{4\pi \omega }{c^2}}J_0G(𝐫,𝐫_0)\widehat{y}.`$
Here $`k^2(z)=k^2=\omega ^2/c^2`$ in the regions outside the slab, and $`k^2(z)=\epsilon \mu \omega ^2/c^2`$ if $`0zd`$. $`\epsilon `$ and $`\mu `$ are the permmitivity and permeaility in the slab, respectively.

To proceed further, the waves have to be decomposed into various Fourier components 5 . Each component has a definite $`k_x`$. It is a plane wave with either a real $`k_z=\sqrt{\omega ^2/c^2k_x^2},`$ if $`|k_x|\omega /c`$, or an imaginary $`k_z`$, if $`|k_x|>\omega /c`$. In the former case we have a propagating wave, and in the later case the wave is evanescent.

Write $`G(𝐫,𝐫_0)`$ as

$$G(𝐫,𝐫_0)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑k_xe^{ik_xx}g(z,k_x),$$
(4)
then we have

$$\left[\frac{d^2}{dz^2}+k^2(z)k_x^2\right]g(z,k_x)=\delta (zz_0),$$
(5)
which leads to the boundary condition for $`g`$ at $`z=z_0`$:

$$g^{}(z,k_x)|_{z_0+}g^{}(z,k_x)|_{z_0}=1.$$
(6)
The continunity conditions for the tangential components of the $`𝐄`$ and $`𝐇`$ fields at the two boundaries of the slab lead to

$`g(z,k_x)|_{outside}`$ $`=`$ $`g(z,k_x)|_{inside},`$ (7)
$`g^{}(z,k_x)|_{outside}`$ $`=`$ $`{\displaystyle \frac{1}{\mu }}g^{}(z,k_x)|_{inside}.`$ (8)
Define

$$\kappa _0=\sqrt{k^2k_x^2},\kappa =\sqrt{k^2\epsilon \mu k_x^2},$$
(9)
the solution for $`g`$ is given by

$$g=\{\begin{array}{ccc}\frac{e^{i\kappa _0|zz_0|}+Re^{i\kappa _0(|z_0|z)}}{2i\kappa _0},z<0\hfill & & \\ & & \\ \frac{e^{i\kappa _0|z_0|}T\left[\mathrm{cos}\kappa (zd)+i\frac{\mu \kappa _0}{\kappa }\mathrm{sin}\kappa (zd)\right]}{2i\kappa _0},\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}zd\hfill & & \\ & & \\ \frac{Te^{i\kappa _0(zd+|z_0|)}}{2i\kappa _0},z>d.\hfill & & \end{array}$$
(10)
Here

$$T=\frac{1}{\mathrm{cos}\kappa d\frac{i}{2}\left(\frac{\kappa }{\mu \kappa _0}+\frac{\mu \kappa _0}{\kappa }\right)\mathrm{sin}\kappa d}$$
(11)
and

$$R=\frac{\frac{i}{2}\left(\frac{\kappa }{\mu \kappa _0}\frac{\mu \kappa _0}{\kappa }\right)\mathrm{sin}\kappa d}{\mathrm{cos}\kappa d\frac{i}{2}\left(\frac{\kappa }{\mu \kappa _0}+\frac{\mu \kappa _0}{\kappa }\right)\mathrm{sin}\kappa d}$$
(12)
are the transmission and reflection coefficients, calculated from the transfer matrix method 11 ; 17 .

## III An ideal Slab

We now turn to the discussion of an ideal slab lens. For an ideal slab we mean that we can find a frequency $`\omega _0`$ such that for a dispersive medium slab lens medium with frequency dependent permmitivity $`\epsilon (\omega )`$ and permeability $`\mu (\omega )`$ and zero absorption effect we have $`\epsilon (\omega _0)=\mu (\omega _0)=1`$. Pendry pointed out in  that a slab lens of this kind is a perfect lens with $`n=1`$. It focuses the propagating waves and amplifies the evanescent waves, thus can recover all the information carried by the wave emitted from the line source. Although Pendry in his derivation showed that for a single Fourier component the lens indeed amplifies the evanescent wave and thus the amplitude of the wave can be completely recovered, however, he did not sum over these Fourier components to get a result of the total field. In , the authors showed that if the thickness $`d`$ of the lens is greater than $`d_1=z_0`$, then the total field will diverge inside of the lens. On the other hand, if $`d<d_1`$, there will be no image at all. Thus perfect imaging is impossible.

Although the thickness limitation discussed in 10  for an ideal LHM slab lens is correct, however, it is hard to believe that there is some physical principle that can restrict the slab thickness, if a thinner one can be made. To resolve this puzzle, here we give a simple geometrical explanation to the reason of this restriction (See Fig.1). Our explanation shows that the origin of the restriction comes from the boundary conditions.

Since the ideal slab does not reflect light at all 2 , thus the field inside and behind the the slab are

$$E_{\mathrm{inside}}(𝐫,t)=A_0H_0^{(1)}(k|𝐫𝐫_1|)e^{i\omega t},$$
(13)
and

$$E_{\mathrm{behind}}(𝐫,t)=A_0H_0^{(1)}(k|𝐫𝐫_2|)e^{i\omega t},$$
(14)
respectively. Here $`𝐫_1=(0,z_0)`$ and $`𝐫_2=(0,2d+z_0)=(0,2dd_1)`$ are the positions of the two images predicted by the geometric optics. Now, if $`d<d_1`$, then $`𝐫_1`$ and $`𝐫_2`$ are respectively located outside and inside of the slab, respectively; that is, they are virtual images (virtual line sources). In this case the fields are finite everywhere except at the source point. However, if we increase the slab thickness to $`d>d_1`$, then both images become real, and this contradicts the boundary conditions. More specifically, a real image means a delta function term, i.e., a line source. Since there is no any other line source except the original one that located at $`𝐫_0`$, we conclude that the perfect imaging is impossible.

Put it in another way. The time-averaged Poynting vector $`𝐒`$ must satisfy the divergenceless condition $`𝐒=0`$, thus there should be no singular point satisfying $`|𝐒|=\mathrm{}`$ except the source point. Since in the slab the wave vector $`𝐤`$ and $`𝐒`$ are antiparallel to each other, thus the waves propagating in the $`0<z<z_0`$ and $`z_0<z<d`$ regions must be “radiated from” and “absorpted by” the image inside the slab. This leads to the wave phase mismatch at $`z=z_0`$ if $`A_00`$. From these consideration we conclude that the thickness limitation is a restriction originating from the boundary conditions of this system, and it implies that the stationary state (monochromatic waves) cannot satisfy these boundary conditions simultaneously. In other words, there is no stationary state.

This result is consistent with the time domain results in Ref.18, , where the source was treated as a driving force and the two surface plasmon modes were two coupled oscillators. As one can see in Fig.3 of Ref.18, , the time evolution of the modulation amplitude $`A(t)/A_{stat}(\tau \mathrm{})`$ oscillates with a period $`T_{osc}=4\pi /\mathrm{\Delta }\omega _k`$, where $`\mathrm{\Delta }\omega _k`$ is the frequency difference between the symmetric and antisymmetric surface plasmon modes. When the absorption of the slab goes to zero, these two modes become degenerate, which leads to $`T_{osc}\mathrm{}`$ and $`A_{stat}(\tau \mathrm{})\mathrm{}`$. This case corresponds to the problem of driven oscillation without damping term. Therefore, the stationary state will not appear, and the field energy inside the slab grows to a larger and larger value without limitation.

## IV A Lossy Slab

Now we turn to the discription of the numerical results for a lossy slab. The permmitivity and permeability of the slab are chosen as $`\epsilon =1+i\delta _\epsilon `$ and $`\mu =1+i\delta _\mu `$; both $`\delta _\epsilon `$ and $`\delta _\mu `$ are small positive real numbers. With these parameters, the $`g`$ function can be calculated. We then calculate the integral of Eq.(4) numerically as a sum. We first let $`k_x=k\mathrm{tan}\theta `$, with $`f\pi /2<\theta <f\pi /2`$. Here $`\theta `$ is a reference angle, and $`0<f<1`$ gives the cutoff of $`k_x`$19 : $`(k_x)_{max}=(\omega /c)\mathrm{tan}(f\pi /2)`$. In this paper we choose $`f=0.96`$, which gives us a $`(k_x)_{max}/k16`$, large enough and numerically implementable to give us meaningful results about subwavelength imaging. The range $`(f\pi /2,f\pi /2)`$ is then being discretized to $`n_s=3000`$ intervals, and the $`dk_x`$ is replaced by $`k\mathrm{sec}^2(\theta )d\theta `$, with $`d\theta =f\pi /n_s`$.

Figure 2. shows two typical cases for the imaging problem. In case A (Fig.2(a1) to (a3)) the lens system creates two images, one inside and one outside of the slab, and they have widths of the wavelength scale. Here we have chosen $`z_0=1`$, $`d=2`$, $`\lambda =2\pi /k=0.3`$, and $`\epsilon =\mu =1+0.001i`$. We observe clearly that the largest field strength locates at the two images. However, there is also some surface resonance effect near the boundaries. As we decrease the degree of the absorption, a stronger surface reresonance effect is observed. In case B (Fig.2(b1) to (b3)) we choose $`z_0=1`$, $`d=2`$, $`\lambda =2\pi /k=2`$, and $`\epsilon =\mu =1+0.000001i`$. In this case, the images become subwavelength scale. It is also clear that the field strength is very large at the two boundaries of the slab. This implies that surface-plasmon-polariton (SPP) plays important roles in this case. It is interesting to note that, although on the focal plane the field strength indeed has a peak along the $`x`$-direction, however, the field strength does not have a local maximum around the image, and in the $`z`$-direction the wave strength decays from the second slab boundary. In this example the field strength at the focal plane is about only $`1\%`$ of that at the boundaries. A closer observation find that the field strength at the image point is the same order as that around the source. This implies that if we turn on a line source, then the system has to spend a long time (several hundreds of $`2\pi /\omega `$ or above) to build the energy of the surface modes. Only after this transient process could the lens system focus the light to a subwavelength space region.

The decaying profile of the field strength can be explained by the uncertainty principle. According to this principle, we must have the relation $`\mathrm{\Delta }x\mathrm{\Delta }k_x1`$, here the $`\mathrm{\Delta }x`$ represents the width of the image, and the $`\mathrm{\Delta }k_x`$ represents the fluctuation of $`k_x`$. A subwavelength image is mainly formed by summing over the Fourier components of those $`|k_x|\omega /c`$ terms. Since $`k_z^2=\omega ^2/c^2k_x^2`$, these components must have imaginary $`k_z`$’s, and this leads to the decaying profile of the field strength.

An approximate image size can be obtained by analyzing the transmission coefficient $`T`$. For $`|k_x|\omega /c`$, and $`\epsilon =\mu =1+i\delta `$, $`\delta <<1`$, we have

$$T\frac{1}{e^{|k_x|d}+\frac{\delta ^2}{4}e^{|k_x|d}},$$
(15)
which is a hyperbolic secant function with a peak value

$$T_{max}\frac{1}{\delta }$$
(16)
at the transverse wave number

$$\overline{k}_x=(1/d)\mathrm{ln}(2/\delta ).$$
(17)
Thus the image size is given by

$$W=\frac{2\pi d}{\mathrm{ln}(2/\delta )}.$$
(18)
A similar result has already been given by Merlin in Ref. 20, .

For the case B of Fig.2, we have $`W0.43\lambda `$, which is indeed a subwavelength focusing. However, the actual size of the image is in fact a little larger than that given by Eq.(18). The reason is that the $`g(z,k_x)`$ function in the $`z>d`$ region contains a factor $`e^{\kappa _0(zd+|z_0|)}/(2i\kappa _0)`$, and thus in the integral (4) the contributions from Fourier component with $`|k_x|<\overline{k}_x`$ cannot be neglated. It seems that the near field excitations (evascent surface waves) and small enough absorption play the most important roles in the subwavelength imaging process.

## V Conclusion

In conclusion, we have studied the imaging properties of a negative-refraction slab lens, using a spectrum decomposition method. We have also given a simple geometrical explanation to the reason of the slab thickness limitation for an ideal negative refraction lens. For a slab with appropriate amount absorption, we found that both the wavelength size and subwavelength size images can be formed.

## VI ACKNOWLEDGMENT

This work was suppoted by NSC, NCTS and NCU. Discussions with Dr. D. H. Lin and Prof. Zhen Ye are also acknowledged.


text:
# Pal 12 As A Part of the Sgr Stream; the Evidence From Abundance RatiosBased in part on observations obtained at the W.M. Keck Observatory, which is operated jointly by the California Institute of Technology, the University of California, and the National Aeronautics and Space Administration.

## 1 Introduction

Pal 12 is a sparse globular cluster (henceforth GC) located in the outer halo of the Milky Way. The CMD studies of Gratton & Ortolani (1988) and of Stetson et al. (1989) suggested that Pal 12 is probably somewhat younger than the vast majority of Galactic GCs. However, until there was a measurement of the metallicity of this GC, its age could not be determined robustly due to degeneracies in the CMD between age and metallicity. Da Costa & Armandroff (1991) provided the crucial datum; they found that that Pal 12, in spite of its large galactocentric distance, is quite metal rich, obtaining \[Fe/H\] = $`0.6`$ dex111The standard nomenclature is adopted; the abundance of element $`X`$ is given by $`ϵ(X)=N(X)/N(H)`$ on a scale where $`N(H)=10^{12}`$ H atoms. Then \[X/H\] = log10\[N(X)/N(H)\] $``$ log10\[N(X)/N(H)\], and similarly for \[X/Fe\]. from low resolution spectroscopy. More recently, Brown, Wallerstein & Zucker (1997) carried out a high resolution spectroscopic study of two stars in Pal 12, which yielded \[Fe/H\] = $`1.0`$ dex.

The combination of deep photometry and an estimate of \[Fe/H\] led to the verification that Pal 12 is indeed a young cluster. Rosenberg et al. (1998), as part of their recent study of the age dispersion within the Galactic GC system (Rosenberg et al., 1999), suggest an age for Pal 12 of roughly 70% that of the majority of the halo GCs. Assuming the latter group to be 12 Gyr old, they then infer an age of 8.4 Gyr for Pal 12, consistent with that of the earlier CMD studies of Gratton & Ortolani (1988) and Stetson et al. (1989).

After the discovery of the Sgr dSph galaxy by Ibata, Irwin & Gilmore (1994), several groups, including Layden & Sarajedini (2000), noted that four Galactic GCs (M54, Arp 2, Terzan 7 and Terzan 8), based on their positions on the sky, appear to form a stream extending from the Sgr dSph, and suggested that these GCs had been tidally stripped away from the Sgr galaxy. The GC M54 was postulated to be the original nucleus of the Sgr galaxy.

Irwin (1999) was the first to suggest that the GC Pal 12 had also been tidally captured from the Sgr dSph galaxy by our Galaxy. Dinescu et al. (2000) measured the proper motion of this GC and calculated its orbit to find that Pal 12’s tidal capture from the Sgr dSph took place about 1.7 Gyr ago. Ibata et al. (2001) demonstrated the existence of an extended tidal stream of debris from the Sgr dSph galaxy in the Galactic halo, which has recently been detected in the 2MASS (Majewski et al., 2003) and in the SDSS (Ivezic et al., 2003) databases. Deep optical imaging over wide fields around Pal 12 by Martinez-Delgado et al. (2002) and by Bellazzini et al. (2003) show that this GC is embedded in the extended debris stream of stars torn from the Sgr dSph.

The only existing high dispersion spectroscopic study of Pal 12 (that of Brown, Wallerstein & Zucker, 1997) was hitting the limits of what was observationally possible with a 4-m telescope. They analyzed the spectra of only the two brightest probable members. Their primary result was that Pal 12 did not appear to show the enhancement of the $`\alpha `$-process elements seen in almost all GC stars. Although this is extremely interesting, the accuracy of their analysis was limited by the quality of their spectra and some key elements were not included. The purpose of the present paper is to provide a firmer foundation for their results, to extend them as possible, and to compare the properties of the Pal 12 stars with the recently published abundance distributions for stars in the Sgr dSph galaxy of Bonifacio et al. (2000), Smecker-Hane & McWilliam (2002), McWilliam, Rich & Smecker-Hane (2003) and of Bonifacio et al. (2003).

## 2 Stellar Sample and Stellar Parameters

Since Pal 12 is potentially a young cluster in the outer halo, there have been, as noted above, several recent CMD studies of Pal 12. This is a rather sparse cluster, and there are only 4 probable members on the RGB brighter than $`V16`$ mag. These are the four stars we have observed; they are the same four stars that were observed at low resolution in the region of the IR Ca triplet by by Da Costa & Armandroff (1991). The stellar identifications we adopt are those of Harris & Canterna (1980).

As in our earlier papers, we use the V-J and V-K colors to establish the $`T_{eff}`$ for these stars. We utilize the grid of predicted broad band colors and bolometric corrections of Houdashelt, Bell & Sweigart (2000) based on the MARCS stellar atmosphere code of Gustafsson et al. (1975). In Cohen et al. (2001) we demonstrated that the Kurucz and MARCS predicted colors are essentially identical, at least for the specific colors used here. The optical photometry we adopt is from Stetson et al. (1989) and the infrared photometry is from 2MASS (Skrutskie et al., 1997). The reddening is low; we adopt E(B-V) = 0.02 mag and a distance of 19.1 kpc from the on-line database of Harris (1996); the all-sky maps of Schlegel, Finkbeiner & Davis (1998) yield a slightly larger E(B-V) of 0.036 mag. It is important to note that the distance was obtained with a knowledge of the probable young age of this anomalous GC.

The surface gravities for the Pal 12 red giants are calculated from their observed V magnitudes, their $`T_{eff}`$, the cluster distance and the reddening, as in our earlier papers. Here, however, based on the isochrones of Yi et al. (2002), we adopt a mass for the RGB stars of 1.0 M rather than the 0.8 M used in our earlier GC abundance analyses; the latter is appropriate for metal poor clusters with an age of 12 Gyr, but not for Pal 12.

The most luminous Pal 12 giant, star S1, is somewhat cooler than the minimum $`T_{eff}`$ in the grid of Houdashelt, Bell & Sweigart (2000), and extrapolation beyond the limit of this color grid was required. The nominal $`T_{eff}`$ of 3850 K so inferred from its observed colors gave poor ionization equilibrium. The photometric errors for our data produce a $`\pm `$50 K uncertainty in $`T_{eff}`$, hence we adopt a $`T_{eff}`$ for this star of 3900 K. The resulting stellar parameters are listed in Table 2. The $`T_{eff}`$ for the two stars analyzed by Brown, Wallerstein & Zucker (1997) (the cooler of the four stars analyzed here) are $``$60 K higher than those adopted here; they use $`VI`$ photometry in one case and a $`K`$ mag for Star S1 from Cohen, Frogel & Persson (1978); the older photometry they use surely has uncertainties at least as large as that we use. Given that, the agreement in $`T_{eff}`$ for the two stars in common seems reasonable.

## 3 Observations

All spectra were obtained with HIRES (Vogt et al., 1994) at the Keck Observatory. The four Pal 12 stars are too far apart on the sky to fit two within the allowed HIRES slit length, and hence each had to be observed individually. The HIRES configuration used a 1.1 arcsec wide slit (spectral resolution 34,000). Spectral coverage extended from 4650 to 7010 Å, with small gaps in coverage between the echelle orders due to the current undersized HIRES detector.

The spectra were exposed to a SNR exceeding 100 per 4 pixel resolution element in the continuum at the center of order 64 (about 5670 Å). This was calculated assuming Poisson statistics and ignoring issues of cosmic ray removal, flattening etc. These spectra were reduced using a combination of Figaro scripts (Shortridge, 1993) and the software package MAKEE 222MAKEE was developed by T.A. Barlow specifically for reduction of Keck HIRES data. It is freely available on the world wide web at the Keck Observatory home page, http://www2.keck.hawaii.edu:3636/.. Details of the exposures are given in Table 1. Heliocentric radial velocities were measured as described in Ramírez & Cohen (2002); all the stars are confirmed as members of Pal 12. The four stars have a mean heliocentric $`v_r`$ of +28.9 km s-1, with $`\sigma `$ = 0.8 km s-1, consistent with the presumed low mass of this cluster. (The observational error has not been removed from this observed velocity dispersion.)

The search for absorption features present in our HIRES data and the measurement of their equivalent width ($`W_\lambda `$) was done automatically with a FORTRAN code, EWDET, developed for our globular cluster project. Details of this code and its features are described in Ramírez et al. (2001). Since we are observing only the most luminous (i.e. the coolest) stars in a high metallicity cluster, considerable hand checking of the equivalent widths had to be done at various stages of the analysis.

A list of unblended atomic lines with atomic parameters was created by merging our existing globular cluster list, developed from our earlier work on M71 and M5, adding in bluer lines in part from our work on very metal poor stars and in part as required to fill in the bluer orders covered here. We made extensive use of the NIST Atomic Spectra Database Version 2.0 (NIST Standard Reference Database #78, see (Weise et al., 1969; Martin et al., 1988; Fuhr et al., 1988; Weise et al., 1996)). The online Solar spectrum taken with the FTS at the National Solar Observatory of Wallace et al. (1998) and the set of Solar line identifications of Moore et al. (1966) were also used. The list of lines identified and measured by EWDET is then correlated, taking the radial velocity into account, to the list of suitable unblended lines to specifically identify the various atomic lines.

All lines with $`W_\lambda `$ exceeding 200 mÅ were rejected, except for the 6141.7 and 6496.9 Å lines of Ba II. The even stronger 4934 Å line of Ba II was eliminated; it is blended and its $`W_\lambda `$ exceeded the cutoff in all the sample stars. The list of equivalent widths used in the this analysis for each of the four stars in Pal 12 is given in Table 3.

To the maximum extent possible, the the atomic data and the analysis procedures used here are identical to those developed in our earlier papers on M71 and on M5 (Cohen et al. 2001, Ramírez et al. 2001; Ramírez & Cohen 2002; Ramírez & Cohen 2003). For ions with hyperfine structure, we synthesize the spectrum for each line including the appropriate HFS and isotopic components. We use the HFS components from Prochaska et al. (2000) for the lines we utilize here of Sc II, V I, Mn I, Co I. For Ba II, we adopt the HFS from McWilliam (1998). We use the laboratory spectroscopy of Lawler, Bonvallet & Sneden (2001) and Lawler et al. (2001) to calculate the HFS patterns for La II and for Eu II. We have updated our Nd II $`gf`$ values to those of Den Hartog et al. (2003).

We use the Solar abundances of Grevesse & Sauval (1998), modified for the special cases of La II, Nd II and Eu II to those found by the respective recent laboratory studies cited above. In particular, this means we have adopted $`ϵ`$(Fe) for the Sun of 7.52 dex, although in our earlier papers on M71 and M5 we used 7.44 dex for $`ϵ`$(Fe)(Sun).

The microturbulent velocity ($`v_t`$) of a star can be determined spectroscopically by requiring the abundance to be independent of the strength of the lines. We apply this technique here to the large sample of detected Fe I lines in each star, and use $`v_t=1.7`$ or 1.8 km s-1 for the four Pal 12 stars.

## 4 Abundance Results for Pal 12

Given the derived stellar parameters from Table 2, we determined the abundances using the equivalent widths obtained as described above. The abundance analysis is carried out using a current version of the LTE spectral synthesis program MOOG (Sneden, 1973). We employ the grid of stellar atmospheres from Kurucz (1993) with a metallicity of \[Fe/H\] = $`1.0`$ dex333We use the grid of models without convective overshoot. to compute the abundances of O, Na, Mg, Si, Ca, Sc, Ti, V, Cr, Mn, Fe, Co, Ni, Cu, Zn, Y, Zr, Ba, La, Nd and Eu using the four stellar atmosphere models with the closest $`T_{eff}`$ and log($`g`$) to each star’s parameters. The abundances were interpolated using results from the closest stellar model atmospheres to the appropriate $`T_{eff}`$ and log($`g`$) for each star given in 2. The results for the abundances of these species in the four stars in Pal 12 are given in Table 4.

Table 6 of Ramírez & Cohen (2002) (which discusses M71, a GC of similar overall abundance) is a sensitivity table presenting the changes in deduced abundances of various species for small changes in $`T_{eff}`$, log($`g`$), and $`v_t`$; the entries in this table for the cooler stars in M71 ($`T_{eff}`$ = 4250 K) can be used for the Pal 12 stars as well.

The ionization equilibrium for both Fe I versus Fe II and for Ti I versus Ti II is satisfactory. The average difference for the four stars in Pal 12 between \[Fe/H\] as inferred from Fe II lines and from Fe I lines is $`+0.11\pm 0.07`$ dex and $`+0.16\pm 0.07`$ dex for Ti444Due to the possible presence of random errors in stellar parameters, all abundance ratios are assigned a minimum uncertainty of 0.05 dex.. The Fe ionization equilibrium shifts by 0.2 dex for a 100 K change in $`T_{eff}`$ in this temperature regime, hence a systematic increase of the adopted $`T_{eff}`$ values by 50 K would eliminate these small discrepancies. This possible systematic offset, for which no correction has been made, is slightly smaller than the uncertainty in $`T_{eff}`$. It might result from adopting a reddening for Pal 12 which is slightly too small.

Following upon our previous work, no non-LTE corrections have been applied for the specific ions studied in the Pal 12 stars. The detailed non-LTE calculations of Gratton et al. (1999) and of Takeda et al. (2003) for the two Na I doublets we use suggest that for this regime of $`T_{eff}`$ the non-LTE correction is about $`+0.15`$ dex. For Ba II, the non-LTE calculations of Mashonkina & Gehren (1999) and of Mashonkina, Gehren & Bikmaev (2000) suggest that a non-LTE correction of $``$0.15 dex is appropriate for the metallicity of Pal 12 and the set of Ba II lines we used. In comparing with other abundance analyses, the issue of implementing non-LTE corrections and their adopted magnitudes must be considered.

### 4.1 Comments on Individual Elements

The oxygen abundance is derived from the forbidden lines at 6300 and 6363 Å. The subtraction of the night sky emission lines at these wavelengths was reasonably straightforward. The stellar \[O I\] lines in the spectra of the Pal 12 stars are strong enough and the radial velocity of Pal 12 is sufficiently different from 0 km s-1 (and, for the faintest Pal 12 star observed, Pal 12 star 1305, the heliocentric correction provides additional help in separating the separating the stellar and atmospheric \[O I\] lines) that their $`W_\lambda `$ can be reliably measured. The C/O ratio was assumed to be Solar. The O abundance is given with respect to \[Fe/H\] deduced from lines of Fe I; the mean \[O/Fe\] becomes 0.09 dex smaller if expressed using the Fe II lines instead. The IR triplet at 7770 Å is beyond the wavelength range of these spectra. No corrections were made for the Ni I blend in the 6300 Å discussed by Allende Prieto, Lambert & Asplund (2001); when this and the small difference in adopted $`gf`$ value are taken into account, their value for the Solar O abundance agrees with that adopted here to within 0.05 dex.

No lines of Al can be reached with this HIRES configuration; the 6697 Å double unfortunately falls in an interoder gap.

There are two detected lines of Cu, both of which have very large HFS corrections, ranging between $``$0.5 and $`1.0`$ dex. The abundance of copper in Pal 12 is therefore quite uncertain.

Three lines of Y II are used here. They are all crowded, and the line at 5205.4 Å is too blended to use in all but the hottest star. The $`gf`$ values are from Hannaford et al. (1982), and give good results for the Sun. In the hottest star, the three lines gives reasonably consistent results. However, for star S1, the coolest star, the 4883.7 Å line gives an abundance more than a factor of 10 higher than the 5087.4 Å line. We are not using any HFS corrections for Y. Hannaford et al. (1982) suggest they are small, but perhaps the Y lines are so strong in this star that use of HFS is required. In computing the mean Y abundance for Pal 12, we ignore star S1.

### 4.2 Abundance Spreads

We calculate the mean abundance for each atomic species ($`X`$) with observed absorption lines for the four stars in Pal 12 as well as the 1$`\sigma `$ rms value about that mean. These values are given in the first 3 columns of Table 5. This is compared to the observational uncertainty \[$`\sigma (obs)`$\], given in the fourth column of the Table. $`\sigma (obs)`$ is taken as the uncertainty of the mean abundance for a single star, i.e. the 1$`\sigma `$ rms value about the mean abundance of species $`X`$ in a star/$`\sqrt{N}`$, where $`N`$ is the number of observed lines of species $`X`$. Values of $`N`$ can be found in Table 4. This definition of the observational uncertainty presumes that errors in the $`W_\lambda `$ and the atomic data dominate; random errors in $`T_{eff}`$ or log($`g`$) are not included. Some species, an example being Fe I with its very large value of $`N`$, have very small values of $`\sigma (obs)`$; we adopt a minimum of 0.05 dex for this parameter.

The ratio of these two different $`\sigma `$ values is an indication of whether there is any intrinsic star-to-star variation in \[X/Fe\]. A high value of this “spread ratio” ($`SR`$), tabulated in the next to last column of this table, suggests a high probability of intrinsic scatter for the abundance of the species $`X`$.

The spectrum of the coolest Pal 12 star (S1) is the most crowded and blended and also has many lines whose $`W_\lambda `$ exceeds the cutoff value of 200 mÅ. For three species, this reduces the number of detected lines to only a single line in this star, while the other three Pal 12 stars in our sample have two or more detected lines. Thus in the case of Mg I, Zn I and Nd II (as well as Y II, see above), the averages and other statistics given in Table 5 are calculated using only three stars, ignoring the coolest one.

Inspection of Table 5 shows that for most species $`0.6<SR1.0`$, indicating no sign of an intrinsic star-to-star range in abundance. Only for O, Cu, Zn, Zr, La and Nd does $`SR`$ exceed 1.0. Copper has by far the largest calculated $`SR`$ value; we believe that uncertainties associated with the large HFS corrections are responsible for the large spread in the derived Cu abundance among the four Pal 12 stars. Ignoring Cu, all the remaining species listed above have only two detected lines at best (except for Zr I, which has 3), many of the detected rare earth lines are weak, and some are crowded. We feel that when $`N`$ is very small ($`N<4`$), our estimate of $`\sigma (obs)`$ is biased low, and hence the $`SR`$ is biased high. Thus there is no credible evidence from our data for an abundance spread for any species included in our analysis. In particular, the total range of \[Mg/Fe\] is only 0.02 dex (excluding star S1, where only 1 Mg I line could be used), the total range of \[Si/Fe\] for all four Pal 12 stars is only 0.11 dex, etc.

Our derived \[Fe/H\] for Pal 12 is 0.2 dex higher than that of Brown, Wallerstein & Zucker (1997), who found \[Fe/H = $`1.0\pm 0.1`$ dex. Only a small part ($`0.05`$ dex) of that difference can be attributed to the cooler values of $`T_{eff}`$ adopted here. We add detections for the species O I, V I and Nd II, not included in the previous work on this GC, and our abundances are much more precise than those of the previous study. We have a sample large enough to assess the possible presence of abundance spreads. To within their rather large errors, the Brown, Wallerstein & Zucker (1997) abundance ratios agree with those we have derived. They correctly discerned the general nature of Pal 12’s peculiarities.

## 5 Comparison of the Abundances with Those of Other Stellar Systems

In this section we compare the abundance distribution of Pal 12 with those of various other galactic populations. These patterns reflect the history of star formation, the form of the initial mass function, and the gas flows within the Galaxy. They provide signposts as to the nucleosynthesis in the early Universe and the nature of the formation and collapse of the Galaxy. Since the abundance distribution of the stars in Pal 12 is so anomalous, we seek to find analogs of it within other stellar components of the Galaxy.

### 5.1 Comparison with Galactic GCs

We compare the abundance ratios we have derived for Pal 12 with those of typical Galactic GCs. We adopt M71 and M5 as representative Galactic GCs of suitable metallicity; Pal 12 has \[Fe/H\] close to that of M71. We use the data from Ramírez & Cohen (2002) for M71 and from Ramírez & Cohen (2002) for M5; these previous analyses from our group are almost directly comparable with the present one for Pal 12 with no adjustments necessary. Figure 1 presents the abundance ratios as a function of atomic number for species between oxygen and Zr. Those of M71 and of M5 are shown in the lower panel.

There are some features in common between the M71, M5 and Pal 12 stars, particularly the large odd-even effect, which refers to the unusually large deficiency of the odd atomic number species (including Na, Al, Sc, V, Mn, and Co) compared to their even atomic number neighbors in the regime from Na to Ni in the periodic table555The Solar abundances themselves with respect to H, \[X/H\], show a strong odd-even effect, but what we are referring to here is an enhancement of this beyond what is characteristic of the Solar composition.. However, there are also real and important differences. In particular, the $`\alpha `$ elements Si, Ca, and Ti as well as O, are substantially enhanced in M5 and in M71, as well as in essentially all GC stars, with \[$`\alpha `$/Fe\] $`+0.3`$ dex. Pal 12, on the other hand, shows no enhancement of these elements, with the average of the mean values of \[Si/Fe\], \[Ca/Fe\] and \[Ti/Fe\] being $`0.07\pm 0.05`$ dex; \[O/Fe\] is also almost the Solar value in Pal 12 (see Table 5). The deficiency of Na is very large in Pal 12 (the mean for the four Pal 12 stars of \[Na/Fe\] is $`0.51\pm 0.04`$ dex), much larger than is seen in Galactic GCs.

Figure 2 shows the heavy elements from Y to Eu. The presence of enhanced Eu in Pal 12 and in the comparison GCs M71 and M5 suggests a substantial contribution from the $`r`$-process. The \[Eu/Nd\] and \[Eu/La\] ratios ratios in Pal 12 are each within 0.2 dex of that of the Solar $`r`$-process ratio determined by Burris et al. (2000) from the isotopic breakdowns of Käppeler, Beer & Wisshak (1989). However, Y and Zr show substantially larger deficiencies than are seen in Galactic GCs.

### 5.2 Comparison with Galactic Field Stars in the Halo and in the Disk

We compare the properties of Pal 12 with those of Galactic disk and halo stars. Reddy et al. (2003) have completed an extremely accurate and internally consistent analysis of 181 F and G dwarfs the vast majority of which belong to the Galactic thin disk. They cover the metallicity range $`0.7[\mathrm{Fe}/\mathrm{H}]+0.2`$. Their results are not consistent with the behavior of Pal 12, which is only slightly more metal poor than the metal-poor end of their sample. While the behavior of the $`\alpha `$-elements Si, Ca and Ti agree between the disk star sample and Pal 12, the behavior of Na is highly discrepant. In the disk stars, \[Na/Fe\] rises from Solar to about +0.15 dex at the metal-poor end of their sample, while that for Pal 12 is $`0.51\pm 0.04`$ dex. The behavior of \[Mn/Fe\] is consistent between the disk stars and Pal 12, but heavier than Fe, the agreement deteriorates again. The disk stars show \[Zn/Fe\] rising to reach about +0.1 dex over this same range, while for Pal 12, \[Zn/Fe\] = $`0.51\pm 0.13`$ dex. Y/Fe and Eu/Fe retain their Solar ratios throughout the metallicity range covered by Reddy et al. (2003), while those of Pal 12 are $`0.48\pm 0.12`$ and $`+0.61\pm 0.06`$ respectively.

A detailed study of a sample of stars from the thick disk has been carried out by Prochaska et al. (2000). These stars, which reach to lower metallicities than do the thin disk stars, also show large enhancements of the $`\alpha `$ elements, with Na and Zn also enhanced. Thus their abundance distribution also fails to match that of Pal 12.

Fulbright (2002) and Stephens (1999) have analyzed large samples of Galactic halo field stars. Fulbright (2002) attempted to correlate their kinematics with their abundance distributions He uses the Galactic rest frame velocities ($`V_{RF}`$), calculated from the $`UVW`$ velocities, removing the rotational velocity of the Local Standard of Rest, to characterize the kinematic properties of the stars in his sample. Dinescu et al. (2000) have measured the proper motion of Pal 12, and suggest that the apogalactic radius for its orbit is $`29.4\pm 6.0`$ kpc. From their data we calculate $`V_{RF}(\mathrm{Pal}12)`$ to be $`251\pm 35`$ km s-1.

Fulbright (2002) finds that the highest velocity stars in his sample have slightly lower $`\alpha `$-enhancements than are typical of most halo stars. A similar result was obtained by Stephens & Boesgaard (2002), who concentrated on a sample of kinematically peculiar stars in the outer halo. These low $`\alpha `$-enhancements seen in a few stars which are probably in the outer Galactic halo are not as low as those we observe in Pal 12.

The shift from the lighter to the heavier $`s`$-process elements between the first $`s`$-process (the Zr-peak) peak towards the second peak at Ba seen in Pal 12 is also not matched by the halo stars. The trends for most element ratios with increasing ($`V_{RF}`$) found among halo stars by Fulbright (2002) in general have the right sign to reproduce the behavior of Pal 12 eventually, but fail to do so by significant amounts even for his highest velocity bin, ($`V_{RF}>300`$ km s-1).

There are a very small number of metal-poor Galactic halo stars known to have unusually low abundances of $`\alpha `$-elements, among the most extreme of which is BD +80 245, which shows near-Solar $`\alpha `$/Fe with \[Fe/H $`2`$ dex (Carney et al., 1997). However, even these stars, a small heterogeneous group of which were studied by Ivans et al. (2003), fail to match the abundance ratios seen among the Pal 12 stars.

### 5.3 Comparison with the Sgr dSph Galaxy

As shown above, the abundance distribution within Pal 12 fails to match that of typical Galactic GCs, of most Galactic halo stars, and of Galactic disk stars. We next see how well it matches that of stars within the Sgr dSph galaxy. We utilize the results of Bonifacio et al. (2000), who analyzed two stars, and of Smecker-Hane & McWilliam (2002), who analyzed 14 Sgr stars. Results for \[Mn/Fe\] from the latter sample are reported by McWilliam, Rich & Smecker-Hane (2003). These analyses of the Sgr stars are similar to ours in that they are classical LTE analyses and no corrections for non-LTE effects were made. Bonifacio et al. (2000) characterizes their results for two stars with \[Fe/H\] $`0.2`$ dex by stating “the abundance ratios found are essentially Solar with a few exceptions: Na shows a strong overdeficiency, the heavy elements Ba to Eu are overabundant, while Y is underabundant.” This is a concise approximate description of the abundance ratios in Pal 12.

We compare the mean $`\alpha `$ element ratio, \[$`\alpha `$/Fe\], defined as the average of \[Si/Fe\], \[Ca/Fe\] and \[Ti/Fe\], for stars in the Sgr dSph galaxy and for Pal 12. This is shown in the lower panel of Figure 3 as a function of metallicity. The Sgr system at low metallicity behave like typical Galactic GCs, while at high metallicity, the $`\alpha `$-enhancement drops to zero. The results of Bonifacio et al. (2003), who analyze O, Mg, Si, Ca and Fe, but not Ti, in 10 additional Sgr stars covering the range $`0.85<`$ \[Fe/H\] $`<+0.1`$ dex, are similar. Pal 12 fits right on the trend defined by the Sgr stars when the comparison is made at the metallicity of Pal 12. The upper panel shows the same for \[Na/Fe\], where Pal 12 shares the tendency shown by the more metal-rich Sgr stars to show very large depeletions of Na. Also shown on this figure is are the mean abundance ratios for a sample of five RGB stars in M54, a Galactic GC long believed to have been tidally stripped from the Sgr dSph galaxy, with data from Brown, Wallerstein & Gonzalez (1999).

The unusually low $`\alpha `$-ratios seen among the more metal-rich of the Sgr dSph stars are also seen in other dwarf spheroidal galaxies. Initial spectroscopic analyses from Keck/HIRES spectra for abundances in the Draco and the U Minor dSph galaxies have been carried out by Shetrone, Bolte & Stetson (1998) and by Shetrone, Côté & Sargent (2001), with a total sample of six stars in each of these two galaxies. In both of these galaxies, the $`\alpha `$ elements (Si, Ca, Ti) appear to be less enhanced relative to Fe than they are in the Galactic halo field. The four southern dSph galaxies with small samples of stars studied with UVES (Shetrone et al., 2003; Tolstoy et al., 2003) (Sculptor, Fornax, Carina and Leo I) also show this pattern. Thus this is now a well established result for the metal-rich component of the dSph satellites of the Galaxy.

Nissen & Schuster (1997) suggested that the large depletion of Na seen in some $`\alpha `$-poor halo stars is accompanied by a smaller depletion of Ni. Nissen (2004) notes that this correlation extends to include stars in the Sgr and other local dSph galaxies, and again Pal 12 fits right on the trend at its metallicity. The possible origin of this odd coupling of a presumed $`\alpha `$-element with a presumed Fe-peak element is discussed in their papers.

Figure 4 shows the ratios \[La/Fe\], \[La/Eu\] and \[La/Y\] as a function of \[Fe/H\] in a manner similar to that of Figure 3. Again the Sgr stars show a systematic trend of each ratio with metallicity. In each panel of this figure, both the Pal 12 point and the M54 point lie on the trend at the metallicity appropriate for the GC. The shift of the La/Eu ratio between low and high metallicity Sgr stars (with Pal 12 behaving like a low metallicity Sgr star) is equivalent to the shift between $`r`$ and $`s`$-process dominance among Galactic halo stars (see, e.g. Burris et al., 2000).

Among the set of four GCs long suspected to have been stripped from the Sgr dSph galaxy, Arp 2, like M54, is metal poor. At low metallicity, both the Sgr stars and M54 show abundance ratios similar to typical Galactic GCs. It is only among the more metal rich Sgr stars that differences emerge, which are shared by Pal 12. Terzan 7 is also suspected to be metal rich, but a preliminary study of 3 luminous RGB stars in this cluster by Wallerstein, Gonzalez & Geisler (2002) claimed to see the $`\alpha `$-enhancements typical of GCs. However, reanalysis of this material by Sbordone et al. (2003) and by Tautvaisiene et al. (2003) gives \[Fe/H\] = $`0.6`$ dex, with Solar $`\alpha `$/Fe, consistent with our Pal 12 result and with the run of the Sgr dSph stars.

### 5.4 The Age-Metallicity Relation for Sgr

Here we review the age-metallicity relation for the Sgr dSph galaxy and demonstrate that the measured metallicity and inferred age for Pal 12 are consistent with that, to within the large uncertainties. Ages for GCs can be determined through isochrone fitting or through differences between the HB and the main sequence turnoff from suitable multi-color photometry. The age of Pal 12 has been determined by Gratton & Ortolani (1988), Stetson et al. (1989), and most recently by Rosenberg et al. (1998). Ages for the four GCs which have long been believed to be associated with the Sgr galaxy (M54, Arp 2, Terzan 7 and Terzan 8) are given by Layden & Sarajedini (2000), as are the most recent abundance determinations for these objects. Smecker-Hane & McWilliam (2002) have estimated ages for the 14 stars in their Sgr sample; these determinations for individual stars have much larger uncertainties than those for the GCs and are further compromised by the possible depth of the galaxy along the line of sight.

Figure 5 illustrates the age-metallicity (in the form of \[$`\alpha `$/H\]) relation for the Sgr dSph stars with abundance analyses by Smecker-Hane & McWilliam (2002) and for these four Galactic GCs, as well as for Pal 12. While the ages for the Sgr stars are very uncertain, the location of Pal 12 in this figure appears consistent with the age-metallicity relationship displayed by the stars in the Sgr dSph galaxy. An analysis of more Sgr stars of varying ages and metallicities is needed to better define the age-metallicity relationship of the Sgr galaxy to refine this comparison.

### 5.5 Comments on Nucleosynthesis

The general principles of nucleosynthesis of the elements in stars are reviewed by Wheeler, Sneden & Truran (1989) and by McWilliam (1997). Some of the trends described above are fairly easy to explain in this context. The high $`\alpha `$-element ratios seen in Galactic GCs and halo stars are ascribed to a very old population for which there was insufficient time for type I SN to have evolved and detonated and hence contributed their nuclear processed material (consisting mainly of Fe-peak elements) to the ISM. The relevant minimum timescale for this is difficult to estimate since the evolution of close binary systems containing a white dwarf, believed to be the progenitors of Type Ia SN, must be followed in detail including mass accretion; a recent attempt to carry out this calculation by Han & Podsiadlowski (2003) gives a minimum timescale of $`3\times 10^8`$ yr. The low $`\alpha `$-ratios seen in Pal 12 must thus be ascribed a region with an star formation ongoing for a few Gyr, thus achieving full contributions from both Type I and Type II SN. Na is largely synthesized in massive stars, even more massive than those producing the bulk of the $`\alpha `$-elements, which subsequently explode as Type II SN. The extremely large deficiency of Na seen in Pal 12 thus is probably consistent with the low $`\alpha `$-element ratios and may not require an IMF with a deficit of very massive stars during the initial epochs of star formation.

The odd-even effect (see Figure 1) is prominent in the region of the periodic table from Na to Co. Elements with even atomic numbers in this region of the periodic table all have their most abundant stable isotope containing even numbers of both protons and neutrons. Arnett (1971) (see also Arnett, 1996) discussed the odd-even effect for production of these elements through explosive nucleosynthesis. He demonstrated that the amplitude of this effect depends on the neutron excess, with larger amplitude for smaller neutron excesses which are characteristic of metal-poor material that has not been modified by H or He burning. It has long been clear that the odd-even effect is strongly enhanced among halo stars, and this effect is seen in Pal 12 as well.

While the presence of enhanced Eu requires a substantial $`r`$-process contribution in Pal 12, there may be contributions to its inventory of heavy elements from the $`s`$-process as well. The other key feature for the heavy elements in Pal 12 is the excess deficiency of Y and Zr compared to Ba and La. The $`s`$-process elements in stars with metallicities above $`1.5`$ dex are believed to be formed mostly in AGB stars of intermediate mass. Nucleosynthesis in such conditions, reviewed by Busso, Gallino & Wasserburg (1999), with more recent calculations by Busso et al. (2001), is dependent on the ratio of free nuetrons to seed nuclei, presumably Fe. A larger neutron-to-seed ratio will lead to increased production of the heavier $`s`$-process elements relative to the lighter ones, i.e. to those in the Ba peak versus those near Sr, which is what is seen among the Pal 12 stars. In an extreme case, this leads to $`s`$-process production of detectable amounts of lead in very low metallicity stars (see, e.g. Cohen et al., 2003). Thus the anomalous ratios seen among the heavy elements in Pal 12 may be symptomatic of $`s`$-process nucleosynthesis at low metallicities.

Smecker-Hane & McWilliam (2002) give a more detailed discussion of these ideas and how they apply to their sample of Sgr dSph stars spanning a wide range of metallicity, and showing peculiarities which depend on their \[Fe/H\].

## 6 Summary

We present a detailed abundance analysis for 21 elements based on high dispersion, high spectral resolution Keck/HIRES spectra for four members of the outer halo “young” Galactic GC Pal 12 which has an age of $``$8 Gyr, $`30\%`$ younger than almost all GCs (Rosenberg et al., 1998), and is known to have a rather high metallicity for a GC in the outer halo (Brown, Wallerstein & Zucker, 1997). Since the discovery of the Sgr dSph galaxy, the Galactic GCs M54, Arp 2, Terzan 7 and Terzan 8 have been believed to be associated with the this galaxy, which is currently being accreted by the Milky Way. Irwin (1999) recently suggested that Pal 12 is also a Galactic GC which has been tidally stripped from the Sgr galaxy.

All four stars in our sample in Pal 12 show identical abundance distributions with no credible indication of any star-to-star scatter. However, the abundance ratios of the Pal 12 stars are very peculiar. With $`[\mathrm{Fe}/\mathrm{H}]0.8`$ dex, there is no detected enhancement of the $`\alpha `$-elements; the mean of \[Si/Fe\], \[Ca/Fe\] and \[Ti/Fe\] is $`0.07\pm 0.05`$ dex, O/Fe is also Solar, while Na is very deficient. The distribution among the heavy elements shows anomalies as well, with a shift from the first $`s`$-process peak (Y and Zr) to the second peak (Ba and La). (Eu is highly enhanced, as is typical in Galactic GCs of similar metallicity.) We show that these abundance peculiarities are not seen among other stellar populations in the Galaxy, including almost all Galactic GCs and field stars in the disk, halo and bulge of the Galaxy.

The abundance anomalies shown by the Pal 12 stars are, however, in good general agreement with the trends established by Smecker-Hane & McWilliam (2002) and Bonifacio et al. (2000) for stars in the Sgr dSph galaxy, when evaluated at the \[Fe/H\] of Pal 12. It is interesting to note that the trend of low/no $`\alpha `$-enhancement has been found in all high metallicity stars in all the dSph satellites of the Galaxy studied to date. The abundance peculiarities exhibited by Pal 12 can in general be explained by initiating star formation in a metal poor system, and having an extended period of star formation lasting at least a few Gyr.

Our abundance analysis of a sample of four stars in Pal 12 thus reinforces earlier suggestions that this GC originally was a cluster in the Sgr dSph galaxy which during the process of accretion of this galaxy by our own was tidally stripped from the Sgr galaxy to become part of the extended Sgr stream. Further searches for such anomalies are perhaps best concentrated among metal rich outer halo Galactic GCs; in the metal poor ones the duration of the major epoch of star formation may have been too brief for significant differences to develop in star formation history and hence in abundance distributions among the GCs.

This paper is for Chris Sneden, who at his review talk in Feb. 2003 at the Carnegie symposium on “The Origin and Evolution of the Elements” appealed for someone to take another look at Pal 12. The entire Keck/HIRES user communities owes a huge debt to Jerry Nelson, Gerry Smith, Steve Vogt, and many other people who have worked to make the Keck Telescope and HIRES a reality and to operate and maintain the Keck Observatory. We are grateful to the W. M. Keck Foundation for the vision to fund the construction of the W. M. Keck Observatory. The author wishes to extend special thanks to those of Hawaiian ancestry on whose sacred mountain we are privileged to be guests. Without their generous hospitality, none of the observations presented herein would have been possible. We are grateful to the National Science Foundation for partial support under grant AST-0205951 to JGC. We thank Jason Prochaska and Andy McWilliam for providing their tables of hyperfine structure in digital form, and Andy McWilliam and Tammy Smecker-Hane for providing their Sgr dSph abundances in digital form in advance of publication.