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# 1 Introduction

## 1 Introduction

Since the mid 1980s, the daily turnover in financial markets has increased sharply. Moreover, the trading volume increasingly reflects very short-term and speculative transactions. In foreign exchange markets, for example, operations of intraday traders account for 75 percent of the market volume (Bank for International Settlements 2002). In comparison, only 15 percent of the trading volume is on account of non-financial customers, with international trade transactions representing merely 1 percent of the total. The fast and hectic trading leads to complex financial market dynamics. According to Cont (2001) and Lux and Ausloos (2002), the behavior of financial prices may be characterized by five universal features: (1) the evolution of the prices shows little pair correlations between successive daily changes, (2) severe bubbles and crashes occasionally emerge, (3) the prices fluctuate strongly, (4) the distribution of log price changes possesses fat tails, and (5) periods of low volatility alternate with periods of high volatility.

Two competing views exist about the efficiency of financial markets. The efficient market hypothesis states that prices reflect their fundamental values. Thus, the statistical features of asset price changes are fully explained by those of the underlying fundamental process. For instance, volatility clustering arises since the intensity of news alternates over time. Extreme price changes reflect the arrival of very important new information. However, it is hard to imagine that the aforementioned stylized facts are fully caused by an exogenous news process.

Models with heterogeneous interacting agents seem to describe the working of financial markets more realistically than the traditional neo-classical paradigm. For instance, in Palmer et al. (1994), Kirman (1991), Brock and Hommes (1998), Cont and Bouchaud (2000), Lux and Marchesi (2000), or Farmer and Joshi (2002), the dynamics is mainly driven endogenously through the activity of boundedly rational speculators. Complicated dynamics may arise due to non-linear trading strategies, switching between different types of predictors, or social interactions such as herding behavior. Clearly, these models indicate that financial markets may not be efficient.

If the activity of speculators creates distortions, it is interesting to ask whether there exist any means to regulate these markets. Recently, several models with heterogeneous interacting agents have been applied as computer laboratories to explore whether certain policy measures may stabilize financial markets. Note that such simulation experiments have the advantage that they allow the exploration of a certain policy in a well-defined and controlled environment. For instance, one can control for all kinds of random shocks, measure the policy objectives precisely and produce as many observations as required.

The focus of this paper is how the Tobin tax affects foreign exchange markets. As early as 1972, Tobin (1978) suggested imposing a uniform tax of around 1 percent on all currency transactions in order to curb speculation. Nowadays, a tax rate of between 0.05 and 0.5 percent is being discussed (Eichengreen et al. 1995, Haq et al. 1996, Frankel 1996, Mende and Menkhoff 2003). Supporters of Tobin’s proposal claim that a transaction tax favors long-term investments over short-term investments. Note that around 80 percent of the daily speculation trade takes place because traders would like to take advantage of profits below the $`10^3`$ border. The effect of a small tax rate could therefore be quite strong. On the other hand, a low tax rate should not harm firms engaged in international trade. Advocates of the Tobin tax also argue that such a device could also raise a substantial amount of tax revenues.

Ehrenstein (2003), using the microscopic herding model of Cont and Bouchaud (2000), finds that a Tobin tax may successfully reduce exchange rate volatility. Moreover, the tax revenue in some of the model versions is maximized at a tax rate of around 0.5 percent, which sounds quite realistic. Westerhoff (2003a) develops a simple model with interacting chartists and fundamentalists. He also reports that a small transaction tax may stabilize foreign exchange markets. But if the tax rate is too high, i.e. above 1 percent, too many stabilizing fundamental traders may leave the market and mispricing may increase again. However, both papers have overlooked an important feedback mechanism which may counter the influence of a Tobin tax. The reduction in short-term transactions naturally reduces market depth which may, in turn, increase volatility. Clearly, the price adjustment due to a given order depends on market depth: The less liquid a market is, the stronger the price responsiveness of a given transaction.

The aim of this paper is to re-examine the effectiveness of the Tobin tax. We use a modified version of the Cont-Bouchaud model (2000) in which the communication structure between the traders is modeled as a random graph. Cont and Bouchaud show that interactions between market participants through imitation can lead to large fluctuations in aggregate demand. Since the Cont-Bouchaud model gives a reasonable description of financial markets and is able to generate realistic price dynamics we feel safe to use it as a computer laboratory. We find that the imposition of a transaction tax may decrease both volatility and distortions even if a reduction in market depth increases the price responsiveness of a given trade. Moreover, policy makers may raise substantial tax revenues. However, if the price impact function is too sensitive with respect to liquidity, stabilization may turn into destabilization.

The paper is organized as follows. Section 2 briefly repeats the basic elements of the Cont-Bouchaud framework. Section 3 presents the experimental design and section 4 summarizes our main results. The final section concludes the paper.

## 2 The model of Cont and Bouchaud

The goal of Cont and Bouchaud (2000) is to study the impact of herding behavior among speculators on asset price dynamics. Let us briefly repeat the model’s main components. We put our agents onto a randomly occupied square lattice222This model is based on the percolation theory. In the percolation theory we start to fill the lattice such that each site is randomly occupied with probability $`p`$ and empty with probability $`(1p)`$. Neighboring occupied sites form clusters. If a contiguous path of occupied sites connects the top and bottom of the lattice for the first time, the threshold value $`p`$= $`p_c`$ is reached. since previous work (Stauffer 2001) showed that the type of the lattice does not matter much. Cont and Bouchaud consider a stock market with $`N`$ agents, labeled with an integer $`1iN`$, trading a single asset. During each time period, the agents have three options: to buy one unit of the asset, to sell one unit of the asset, or to remain inactive. The demand of agent $`i`$ in period $`t`$ is represented by

$$D_i(t)=\{\begin{array}{cc}\hfill +1:& \text{with prob }a\hfill \\ \hfill 1:& \text{with prob }a\hfill \\ \hfill 0:& \text{otherwise}\hfill \end{array}$$
(1)
where the parameter $`0a0.5`$ captures the activity of the agents. A value of $`a<0.5`$ obviously allows for a finite fraction of agents not to trade during a given period333We can also interpret activity $`a`$ as a measure of the length of the time we handle in one iteration. If $`a`$ is close to 0.5, we simulate low frequency data since nearly all market participants are active. Otherwise, a small $`a`$ reflects high frequency trading since only few agents are active in a given time step.. In order to focus on the effect of herding, Cont and Bouchaud do not explicitly model the decision process leading to the individual demands. Their random character may, for instance, be due to random resources of the agents. Such behavior is often called noise trading.

Aggregate excess demand, i.e. the sum of all orders, is the sole driving force of the asset price: Excess buying drives up the price and excess selling drives down the price. The price adjustment is formalized by a log-linear price impact function

$$P(t+1)=P(t)+\frac{1}{b}\underset{i=1}{\overset{N}{}}D_i(t),$$
(2)
where $`P(t)`$ denotes the log price at time $`t`$ and $`b`$ stands for a positive liquidity parameter describing how much excess demand is needed to move the asset price by one unit. Note that log price changes and excess demand vary proportionally. Cont and Bouchaud set $`b`$= 1.

In real markets, agents may form groups of various sizes which may then share information and act in coordination444If the orders of the agents were independent then the returns would be normally distributed. However, this is not consistent with the data.. The agents’ group formation is described through a random matching process. All agents which are direct or indirect neighbours of each other form a cluster which adopts one common strategy of selling or buying. Each agent has at most four direct neighbours but a large cluster (= company or coalition) can be formed through the neighbours of neighbours etc. For an occupation probability $`p`$ above $`p_c=0.592746`$ a cluster connecting top and bottom is formed; we work at this critical concentration.

The microscopic model of Cont and Bouchaud and its variants have the power to mimic actual asset price dynamics quite closely (Stauffer 2001). For an activity $`a`$ close to 0.5 and $`p`$= $`p_c`$ the distribution of the returns is similar to a Gaussian curve. However, for a smaller activity level, one obtains heavy tails in the distribution of the returns. Moreover, weak correlations exist between successive returns and strong correlations between successive absolute returns. Since prices do not react to news, one may also argue that the speculators cause distortions and excess volatility.

## 3 Laboratory design

### 3.1 Modifications

Some adjustments are necessary to be able to study the effectiveness of the Tobin tax within the Cont-Bouchaud framework.

First, since log-price changes of the Cont-Bouchaud model are often large integers and the Tobin tax is a very small number (i.e. less than 1 percent), we have to normalize the returns. In reality, extreme price changes in major foreign exchange markets seldomly exceed the 5 percent level. Thus, we take here $`maxwin=5`$ percent. This means that if all clusters in an iteration are active and buying, the return is +5 percent. Otherwise, if all clusters are active and selling, the return is set to -5 percent. Certainly, not all clusters will trade in the same direction in the same iteration.

Second, we impose a Tobin tax on all currency transactions. This changes the behavior of the speculators in the following way. The speculators believe that the log-price change in period $`t1`$ is authoritative for the log-price change development in period $`t`$. Thus, if the absolute value of the log-price change is lower than the tax rate, speculation is identified as not profitable. As a result, speculators become inactive.

Third, we include international trade transactions. The orders of international firms, on which the Tobin tax has no impact, consist of two elements: An unsystematic random component and a systematic deterministic component. The unsystematic component reflects random liquidity needs of the firms, e.g. to pay bills in a foreign currency. This is implemented by assuming that 1 percent of all clusters describe the behavior of firms. The systematic component is due to current account imbalances. For instance, if the exchange rate is overvalued then exports exceed imports. The systematic demand of the international firms is given as

$$\mathrm{\Delta }(t)=(FP(t1))d,$$
(3)
where $`F`$ is the log of the fundamental value and $`d`$ is a positive reaction coefficient. According to (3), current account imbalances increase with the mispricing of the exchange rate. We assume that $`F=0`$ and $`d=0.001`$, which implies that each day $`1/10`$ of 1 percent of any gap from the fundamental value dissipates. This translates into a realistic half-life of about 2 years.

Fourth, Cont and Bouchaud assume a proportionality between aggregated excess demand and log-price changes which is a reasonable approximation as long as the market depth does not vary too strongly. However, since the Tobin tax may significantly crowd out speculative transactions, we introduce a non-linear price impact function. In particular, we assume that a given transaction causes a small (large) price change if market liquidity is high (low). Let $`e`$ be the normalization factor to scale the dynamics according to $`maxwin`$, then the price adjustment may be written as

$$P(t+1)=P(t)+A(\tau ,t)(\mathrm{\Delta }(t)+e\underset{i=1}{\overset{N}{}}D_i(t))$$
(4)
with

$$A(\tau ,t)=\frac{f}{[_{k=1}^\tau (\mathrm{\Delta }(tk+1)+_{i=1}^ND_i(tk+1))]^g}.$$
(5)
The exponent $`g0`$ captures the curvature of the price adjustment while $`f`$ is a positive shift parameter. The market depth is given as the sum of all currency transactions within the last $`\tau `$ trading periods. Note that for $`g=0`$ and $`f=1/b`$, (4) is identical to the price impact function of the original Cont-Bouchaud model. For $`g>0`$, the price impact of a given order decreases with increasing liquidity555The non-linearity of the price impact function may create chaotic price dynamics even if the behavior of speculators is deterministic and linear (Westerhoff 2003b)..

### 3.2 The algorithm

In a nutshell, the simulations are executed as follows:

* With the algorithm of Hoshen and Kopelman we determine the number of clusters with $`s`$ agents.
* We decide randomly if the cluster is active in this iteration.

+ If the cluster is active we test whether the condition for profitable speculation is fulfilled.

    - If this is the case we decide by another random number if the cluster would like to buy or sell an amount which corresponds to the size of the cluster.
        - If the condition is not true we decide through another random number if the cluster is forced to trade because it belongs to one of the international firms.

        * If the cluster is an international firm, we decide randomly whether the cluster would like to buy or sell.
            * If the cluster does not trade it has no impact on the dynamics.
    + If the cluster is not active it has no impact on the dynamics.
* If all clusters have been processed we determine the new price and the iteration is finished.
* The procedure is repeated for the next iteration.

### 3.3 Policy objectives

Before we turn to the simulation results let us first define three important policy objectives. A high exchange rate variability implies a high risk for internationally operating firms. As is well known, the higher the exchange rate volatility is, the more strongly risk-averse firms retreat from international trade, which is bad for the markets. Thus, policy makers have an incentive to control exchange rate risk. If the exchange rate is misaligned, long-term capital investments may flow into inefficient sectors. To achieve a good capital allocation, prices should reflect their fundamental values closely. Finally, the imposition of a transaction tax generates an additional source of income. We formalize these criteria as follows. Volatility is computed as

$$\text{volatility}=\frac{1}{T}\underset{t=1}{\overset{T}{}}P(t)P(t1),$$
(6)
distortion as

$$\text{distortion}=\frac{1}{T}\underset{t=1}{\overset{T}{}}P(t)F,$$
(7)
and the tax revenue as

$$\text{revenue}=\text{tax}[\underset{t=1}{\overset{T}{}}(\mathrm{\Delta }(t)+\underset{i=1}{\overset{N}{}}D_i(t))],$$
(8)
where $`T`$ is the sample length and tax is the tax rate. The simulations are based on T=100,000.

## 4 Results

We are now ready to explore the impact of the Tobin tax on the dynamics of foreign exchange markets. We fix the following parameters: $`N`$= 570, $`a`$= 0.4999, $`p_c`$= 0.592746, $`d`$= 0.001, $`f`$= 1. Figure 1 shows the results for $`\tau =1`$, i.e. market liquidity only depends on the actual trading volume. The first panel of figure 1 displays the reaction of the volatility for $`g`$= 0 (the ”+ + +”-line), $`g`$= 0.19 (the ”$`\times `$ $`\times `$ $`\times `$”-line) and $`g`$= 0.4 (the ”$``$ $``$ $``$”-line). The transaction tax is increased from 0 to 1 percent. As can be seen, volatility decreases, remains constant, or even increases due to currency taxation666Note that the three curves do not start at the same point, i.e. $`g`$ has an impact on the absolute level of the volatility. However, the shift parameter $`f`$ allows the rescaling of the starting point such that the curves have the same origin. Such rescaling does not qualitatively change our results.. The second panel of figure 1 reveals similar results for the distortion. A Tobin tax may help drive prices closer towards fundamentals as long as $`g`$ is not too large. For instance, for $`g`$= 0, a Tobin tax of 0.2 percent decreases volatility by more than 50 percent and distortion by around 33 percent. Finally, the third panel of figure 1 presents the income generating potential of the Tobin tax. Up to around $`g`$= 0.19, the tax revenue function has a maximum. For higher values of the exponent, tax revenues increase with increasing tax rates, at least for tax rates below 1 percent. Note also that the revenue maximizing tax rate may not coincide with the volatility minimizing tax rate (e.g. for $`g`$= 0). In this sense, policy makers may set the tax rate too low in order to generate higher tax revenues.

These results deserve further attention. Note first that the Tobin tax may indeed achieve a triple dividend even if a reduction in market depth increases the price responsiveness of a given order. This may be regarded as good news for policy makers since it allows them to stabilize foreign exchange markets and to generate government income. Proponents of the Tobin tax always have this case in mind. However, our simulations also give a warning to policy makers: The success of a Tobin tax is not absolutely sure. If the curvature of the price impact function is too extreme (i.e. $`g>`$ 0.2), the Tobin tax destabilizes the market in the sense that both volatility and distortion increase. For $`g`$= 0.4, even a minimal tax rate always increases exchange rate variability. The latter result stands in sharp contrast to earlier findings on the usefulness of transaction taxes.

Are these estimates robust? Figure 2 displays the results for $`\tau `$= 20, that is the market depth is taken as the trading volume over the last 20 observations (now the ”+ + +”-line stands for $`g`$= 0, the ”$`\times `$ $`\times `$ $`\times `$”-line for $`g`$= 0.2 and the ”$``$ $``$ $``$”-line for $`g`$= 0.4). Since the model refers to daily data, 20 observations correspond to a time span of one month. Again, we find that the Tobin tax is not always stabilizing. However, if market liquidity depends on a longer time horizon, then the advocates of the Tobin tax have reason to be more optimistic. For $`g`$= 0.2, for instance, we still see a sharp drop in volatility and distortion. Further examinations revealed that as $`\tau `$ increases further, say up to 50 or 100 trading periods, volatility and distortion decrease for much higher values of the exponent $`g`$.

## 5 Conclusions

Short-term speculations generate excess volatility. As a result, financial markets often lack anchoring in fundamentals. Tobin (1978) thus proposed a levy on all foreign-exchange transactions. The tax should be small enough to be fairly negligible for firms engaged in international trade, yet wipe out a lot of short-term speculation. Short-term financial round-trip excursions amplify even a very low tax rate. For instance, a tax of 0.1 percent, measured in terms of annualized expected rates of return, would come to a 43 percent777$`1.001^{360}=1.433`$ penalty on one-day speculation. Although the Tobin tax is frequently discussed in the popular media, it has remained under-researched in academia.

This paper uses the well-known herding model of Cont and Bouchaud to investigate the consequences of a transaction tax on foreign exchange dynamics. In contrast to previous studies, this paper takes into account that a reduction in market depth increases the price responsiveness of a given trade. Overall, we find that a transaction tax may help dampen economically unjustified speculation. To be precise, a triple dividend may be achieved: volatility and distortion decrease while government income increases. However, there exist critical values of the exponent $`g`$ above which market stability may decrease.

It may therefore be theoretically possible that a Tobin tax worsens market efficiency. Whether this outcome is realistic or not is an empirical question. So, how strong is the curvature of the price impact function with respect to market depth? Unfortunately, no clear answer exists. Kempf and Korn (1999), using data on DAX futures, and Plerou et al. (2002), using data on the 116 most-frequently traded US stocks, find that the price impact function displays a concave curvature with increasing order size, and flattening at larger values. Put differently, the smaller is the average price impact per trade unit, the larger is the order size. Weber and Rosenow (2003) also fitted a concave function in the form of a power law and obtained a correlation coefficient of 0.977. The implications of such price impact functions have earlier been discussed by Zhang (1999). More closely related with our setup, Lillo, Farmer and Mantenga (2003) report that higher capitalization stocks tend to have smaller price responses for the same (normalized) transaction size. Since market capitalization is correlated with liquidity, the price impact function is presumbly non-linear. But the non-linearity may not be very extreme, at least in the case of foreign exchange markets. For instance, Evans and Lyons (2002), who estimate that $ 1 billion of net dollar purchases increases the deutsche mark price of a dollar by 0.5 percent, could not improve their fit by including non-linarities. However, their data set only includes about 80 daily observations. Note also that market depth in foreign exchange markets has increased sharply since the 1970s without producing lower volatility. Put differently, if the current average daily turnover of $ 1,200 billion would decrease by, say 50 percent, due to currency taxation, market depth would still remain extremely high. A turnover of $ 600 billion - still higher than the turnover in 1989 - times a tax rate of, say 0.1 percent, would then generate an annual tax revenue of $ 220 billion. Our simulations ignore the administrative costs of collecting the tax as well as the dangers arising from more government control over its citizens through the tax information.

References
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Ehrenstein, G. (2003): Cont-Bouchaud Percolation Model Including Tobin Tax, International Journal of Modern Physics C, 13, 1323-1331.
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Haq, M., Kaul, I. and Grunberg, I. (1996): The Tobin Tax: Coping with Financial Volatility, Oxford University Press: New York.
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Legends for figures
Figure 1: The effect of the Tobin tax for $`\tau `$= 1. The first, second, and third panels show the volatility, the distortion and the tax revenue as a function of the Tobin tax for different $`g`$, respectively. The Tobin tax is increased from 0 to 1 percent. The ”+ + +”-line, the ”$`\times `$ $`\times `$ $`\times `$”-line and the ”$``$ $``$ $``$”-line stand for $`g`$= 0, $`g`$= 0.19 and $`g`$= 0.4, respectively.
Figure 2: The effect of the Tobin tax for $`\tau `$= 20. The first, second, and third panels show the volatility, the distortion and the tax revenue as a function of the Tobin tax for different $`g`$, respectively. The Tobin tax is increased from 0 to 1 percent. The ”+ + +”-line, the ”$`\times `$ $`\times `$ $`\times `$”-line and the ”$``$ $``$ $``$”-line stand for $`g`$= 0, $`g`$= 0.2 and $`g`$= 0.4, respectively.


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# Nonradial Pulsations in Classical Cepheids of the Magellanic Clouds

## 1. Introduction

For decades Cepheids and RR Lyrae stars have been considered primary examples of purely radial pulsators. This simple picture has changed in recent years, when nonradial modes have been detected in substantial fraction of RR Lyrae variables in various stellar systems (Kovács 2002; Moskalik & Poretti 2003; Alcock et al. 2003). Motivated by these findings, we have undertaken a systematic search for nonradial Fpulsators among Pop. I Cepheids of the Magellanic Clouds. In this paper we present our results for the LMC, with particular emphasis on the new types of pulsation behaviour detected during the survey. The analysis of the SMC Cepheids is currently underway and will be presented at a later date.

## 2. Search for multiperiodicity

The primary source of data for our analysis is the OGLE-II photometry obtained with the Difference Image Analysis method (Żebruń et al. 2001). This photometry covers the timebase of $`10001200`$ days, with $`250500`$ I-band flux measurements per star. Such a long and uniform dataset is particularly well suited for our task. The search for multiperiodicity is conducted for all LMC Cepheids identified by the OGLE team (Udalski et al. 1999; Soszyński et al. 2000), except objects marked in their cataloge as FA, which are mostly Pop. II variables. The search is performed with a standard consecutive prewhitening technique. First, the data is least square fitted with the single frequency Fourier sum of the form

$$I(t)=I+\underset{k}{}\mathrm{A}_k\mathrm{cos}(2\pi k\mathrm{f}_0t+\varphi _k)$$
$`(1)`$
with pulsation frequency $`\mathrm{f}_0`$ being also optimised. The Fourier transform of residuals of the fit is then calculated over the range of $`05`$ c/d, in order to reveal any secondary periodicities. In the next step, a new Fourier fit with all frequencies identified so far and their linear combinations is performed and the fit residuals are searched for additional periodicities again. The process is repeated, until no new frequencies appear. The most interesting results of our survey are summarised below.

## 3. FO/SO/TO triple-mode Cepheids

In two of the previously known FO/SO double-mode Cepheids a third strong periodicity is detected. The stars are listed in Table 1. The period ratio of $`\mathrm{P}_3/\mathrm{P}_20.84`$ identifies the new mode as a third radial overtone. With three radial modes observed, these stars will strongly constrain the Cepheids evolutionary tracks. Preliminary calculations show already that both objects are on the first crossing of the instability strip (Dziembowski, priv. comm.).

## 4. FO/SO double-mode Cepheids with amplitude modulation

In 18 out of 55 FO/SO double-mode Cepheids we detect residual signal in the vicinity of primary pulsation frequencies. With the OGLE-II data, these secondary peaks are always unresolved from the primary ones. Therefore, we repeat the analysis with the MACHO data (Allsman & Axelrod 2001), which is of lower quality, but provides a much longer timebase ($`2700`$ day). In 8 stars we are now able to resolve the secondary power into two peaks located on opposite sides of the primary (radial) peak. Together with the primary frequency they form a close equidistant triplet. Typical example od such a pattern is displayed in Fig. 1. The triplet structure can appear either around one (3 stars) or around both radial modes (5 stars). In one object we detect a triplet and an equally spaced quintuplet. Weak evidence of a quintuplet structure is also noticable in two other stars. In all stars amplitudes of the sidepeaks are below $`0.^\mathrm{m}03`$. The separation of components is always very small and corresponds to the beat period of more than $`750`$ day. When present around both radial modes, the two triplets/quintuplets have identical frequency spacings.

One more star can be resolved with MACHO data, and instead of triplets we find only doublets. In this particular object the secondary peaks are detected at very low signal-to-noice ratio. Therefore, it is likely that the detected doublets are in fact part of triplets, with the third component being burried in the noise.

The triplet/quintuplet frequency structures discovered in the FO/SO double-mode Cepheids can result from excitation of nonradial modes (Nowakowski & Dziembowski 2001), but they can also be produced by periodic amplitude and phase modulation of the radial modes. The latter hypothesis seems to be more likely, as it can naturally explain why the frequency splittings of both radial modes are always the same.

## 5. Nonradial pulsators

In 46 first overtone Cepheids we detect well resolved secondary peaks close to the dominant radial mode. Two examples of such a behaviour are shown in Fig. 2. In most stars only one peak is present, but in several cases two or even three peaks are found, usually on the same side of the primary frequency. The observed patterns cannot be explained by amplitude and/or phase modulation. The period ratios are incompatible with those of radial modes, implying that the newly detected periodicities must correspond to nonradial modes of oscillation.

The secondary peaks are always very small. Their amplitudes are $`1030`$ times lower than the amplitude of the radial mode. In most cases nonradial modes are found on the low frequency side of the dominant peak. The frequency separation $`\mathrm{\Delta }\mathrm{f}=\mathrm{f}\mathrm{f}_0`$ is typically between $`0.15`$ c/d and $`+0.05`$ c/d. This is very similar to $`\mathrm{\Delta }\mathrm{f}`$ range found for the nonradially pulsating RRc stars (Alcock et al. 2000).

46 stars in which nonradial modes are detected constitute 10% of the LMC first overtone Cepheid sample. In sharp contrast, nonradial modes are not found in any of the 720 fundamental mode Cepheids, with a possible exception of LMC SC17-157908, where marginal detection can be claimed. Clearly, the incidence rate on nonradial pulsations is dramatically lower in the fundamental mode variables.

Nonradial modes are also found close to the first overtone in two of the FU/FO double-mode Cepheids. In both stars, however, secondary peak is only weakly significant and requires confirmation with better data.

Acknowledgements. This work has been supported by Polish KBN grants 5 P03D 012 20 and 5 P03D 030 20.

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# Exact 𝑈(𝑁_𝑐)→𝑈(𝑁₁)×𝑈(𝑁₂) factorization of Seiberg-Witten curves and 𝒩=1 vacua

## 1 Introduction

A breakthrough in our understanding of nonperturbative behaviour of $`𝒩=2`$ supersymmetric gauge theories occured in 1994 with the work  which showed that the low energy dyamics of the theory was encoded in the properties of an associated hyperelliptic Seiberg-Witten curve.

Recently there has been much renewed interest in this circle of problems associated with a set of completely new methods and insights into the structure of $`𝒩=1`$ theories obtained by breaking $`𝒩=2`$ theories to $`𝒩=1`$ by an inclusion of a superpotential for the adjoint $`𝒩=1`$ chiral superfield. Calabi-Yau constructions of the gauge theories, together with geometric transitions  gave rise to formulas for the exact superpotential which where later reinterpreted in terms of a computable random matrix theory . This correspondence was subsequently proven in a purely field-theoretic context .

Since the $`𝒩=1`$ theories which arise in the above way sit in the region of $`𝒩=2`$ moduli space where (some) monopoles become massless i.e. where the Seiberg-Witten curves factorize this new circle of ideas could be used as a new tool for studying the $`𝒩=2`$ phenomena and vice-versa. These interrelations were studied in . In  matrix model methods were used to obtain a solution of the complete factorization of Seiberg-Witten curves for theories with fundamental flavours (see also  for an application of these results).

The above dealt predominantly with the case when the gauge group was not broken. In the opposite case e.g. for the breaking $`U(N_c)U(N_1)\times U(N_2)`$ it was found  that the space of $`𝒩=1`$ vacua exhibits a very complex structure of various connected components, each of which allows for multiple dual descriptions of the same physics but with different patterns of breaking. The analysis was later extended to the case of other gauge groups and matter fields in the fundamental representation .

However in the preceding in order to map out the structure of the vacua one had to factorize the Seiberg-Witten curves for low $`N_c`$ on a case by case basis. The aim of this paper is to provide an exact solution of the factorization problem for arbitrary $`N_c`$ and any pattern of breaking $`U(N_c)U(N_1)\times U(N_2)`$.

The plan of this paper is as follows. In section 2 we give a short introduction to the relation of factorized curves with $`𝒩=1`$ vacua. In section 3 we summarize the equations for the meromorphic 1-form, the solution of which gives rise to the solution of the factorization problem. In section 4, which is the main part of the paper, we construct our solution. Then we proceed, in section 5, to study its properties relevant for the uncovering of the global structure of $`𝒩=1`$ vacua. We close the paper with a discussion and two appendices. In appendix A we give a mathematical self-contained proof that factorization follows from integrality of periods. We do this since the condition of integrality of periods as a criterion for factorization was obtained using gauge-theoretical considerations. In appendix B we list the Mathematica code which implements our construction.

## 2 Factorization of Seiberg-Witten curves and $`𝒩=1`$ vacua

Since the celebrated work of  it is known that $`𝒩=2`$ $`U(N_c)`$ SYM theories develop an $`N_c`$-dimensional moduli space of vacua parametrized by vacuum expectation values of the adjoint scalar field

$$u_p=\frac{1}{p}\text{tr}\mathrm{\Phi }^p$$
(1)
with $`1pN_c`$. The properties of the low energy dynamics of the theory around each such vacuum is encoded in the geometry of the Seiberg-Witten curve

$$y^2=P_{N_c}(x,u_p)^24\mathrm{\Lambda }^{2N_c}$$
(2)
where the polynomial $`P_{N_c}(x,u_p)=det(xI\mathrm{\Phi })_{\alpha =0}^{N_c}s_\alpha x^{N_c\alpha }`$ depends on the moduli $`u_p`$’s parameterizing the vacua through

$`\alpha s_\alpha +{\displaystyle \underset{k=0}{\overset{\alpha }{}}}ks_{\alpha k}u_k=0`$ (3)
$`s_0=1,u_0=0`$ (4)
The $`𝒩=2`$ theory admits monopoles which at a generic point in the moduli space are massive. However at special submanifolds of the moduli space of vacua, $`n`$ of these monopoles ($`n<N_c`$) may become massless and condense. At these points the Seiberg-Witten curve factorizes i.e. the rhs of (2) has $`n`$ double roots and $`2(N_cn)`$ single roots:

$$P_{N_c}(x,u_p^{fact.})^24\mathrm{\Lambda }^{2N_c}=F_{2(N_cn)}(x)H_n^2(x).$$
(5)
The sets of moduli $`\{u_p^{fact.}\}`$ then depend generically on $`N_cn`$ continuous parameters and some discrete ones.

The submanifolds where the monopoles condense are also important due to the fact that they are relevant when the $`𝒩=2`$ theory is broken down to $`𝒩=1`$ through an addition of a tree level superpotential

$$W_{tree}=\underset{p=1}{\overset{n+1}{}}g_p\frac{1}{p}\text{tr}\mathrm{\Phi }^p.$$
(6)
Then the gauge symmetry $`U(N_c)`$ may be either unbroken, broken down to $`U(N_1)\times U(N_2)`$ with $`N_1+N_2=N_c`$ etc. This is easy to understand clasically as it corresponds to redistributing $`N_c`$ eigenvalues of $`\mathrm{\Phi }`$ among respectively one, two or more minima of the potential. On the quantum level the exact description is furnished by the factorized form of the Seiberg-Witten curve (5) with respectively $`n=N_c1`$, $`n=N_c2`$ etc.

The general solution for $`n=N_c1`$ (complete factorization) has been found in . The solution is expressed in terms of Chebyshev polynomials

$$P_{N_c}(x,u_p^{fact.})=2\mathrm{\Lambda }^{N_c}\eta ^{N_c}T_{N_c}\left(\frac{x+x_0}{2\eta \mathrm{\Lambda }}\right)$$
(7)
where $`\eta =\mathrm{exp}(\pi ik/N_c)`$. Note that this solution depends both on a continuous parameter $`x_0`$ and on a discrete one $`k=0\mathrm{}N_c1`$ (counting vacua in an $`𝒩=1`$ $`U(N_c)`$ theory222The number of parameters is just $`N_c`$ since the solution depends only on $`\eta ^2`$.).

Some solutions for low $`N_c`$ in the case of breaking $`U(N_c)U(N_1)\times U(N_2)`$ were found on a case by case basis in . The aim of this paper is to provide a general solution in this case for any pattern of breaking characterized by $`N_1`$ and $`N_2`$ and the appropriate discrete parameters $`k_1`$ and $`k_2`$.

Such a general solution is interesting especially as a very rich structure of the vacua was uncovered for small $`N_c`$ in  (see also ). In particular the space of vacua turns out to have multiple connected components. Moreover within each component one may describe the same physics (the same Seiberg-Witten curve) in terms of different labels $`(N_1,N_2,k_1,k_2)`$ and $`(N_1^{},N_2^{},k_1^{},k_2^{})`$ corresponding to different patterns of breaking of the gauge group. Note that one can define the $`N_i`$’s and the appropriate glueball superfields $`S_i`$’s not only in the semiclasssical limit ($`\mathrm{\Lambda }0`$) but also consistently at strong coupling through $`N_i=(1/2\pi i)_{\alpha _i}\omega `$ where $`\omega `$ is a meromorphic 1-form (see next section) while $`\alpha _i`$ are some cycles. Dual descriptions correspond to different choices of the fundamental cycles $`\alpha _i`$ but lead obviously to equivalent physics. The main motivation for this work was the fact that the knowledge of an exact solution of the factorization problem with different patterns of breaking of the gauge group might help to map out a global picture of the vacua and their possible dual descriptions.

## 3 Integrality of periods

A key object in the Seiberg-Witten theory is the meromorphic 1-form

$$\omega =T(x)dx\text{tr}\frac{dx}{x\mathrm{\Phi }}$$
(8)
which is explicitly given for any Seiberg-Witten curve (2) through

$$\omega =T(x)dx=\frac{P_{N_c}^{}(x)dx}{\sqrt{P_{N_c}^2(x)4\mathrm{\Lambda }^{2N_c}}}=\frac{d}{dx}\mathrm{log}\left(P_N(x)+\sqrt{P_{N_c}^2(x)4\mathrm{\Lambda }^{2N_c}}\right)$$
(9)
From the definitions it is clear that

1. $`T(x)`$ has residue $`N_c`$ at infinity.
2. The moduli of the vacuum $`u_p`$ can be reconstructed through

$$u_p=\frac{1}{p}\frac{1}{2\pi i}_𝒞_{\mathrm{}}x^p\omega =\frac{1}{p}\text{res}_{x=\mathrm{}}x^p\omega $$
(10)
3. The scale of the theory $`\mathrm{\Lambda }`$ can be reconstructed from the regularized integral

$$\left\{_a^{\mathrm{}}\omega \right\}_{reg}\underset{x\mathrm{}}{lim}\left(_a^x\omega N_c\mathrm{log}x\right)=\mathrm{log}\mathrm{\Lambda }^{N_c}$$
(11)
where $`a`$ is a branch point of the Seiberg-Witten curve.
4. If the Seiberg-Witten curve factorizes as in (5), the 1-form $`\omega =T(x)dx`$ defines a 1-form on the reduced curve

$$y^2=F_{2(N_cn)}(x)$$
(12)

From the above properties we see that once we have found the meromorphic 1-form for the factorized curve we can reconstruct the moduli $`u_p`$ and thus the solution to the factorization problem. We need therefore a criterion for the 1-form to come from a factorized curve.

In  and in  (using different notation – see eqn. (A27) in the first paper of ) it was shown from the Konishi anomaly perspective and the Dijkgraaf-Vafa superpotential respectively that the periods of $`\omega =T(x)dx`$ should be integer333We quote the equations for the case of $`n=N_c2`$.:

$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _\alpha }\omega `$ $`=`$ $`N_1`$ (13)
$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _\beta }\omega `$ $`=`$ $`\mathrm{\Delta }kk_1k_2`$ (14)
The cycles $`\alpha `$ and $`\beta `$ in (13)-(14) are ordinary compact cycles. As mentioned above $`\omega `$ can be understood to be a meromorphic 1-form on the elliptic curve

$$y^2=F_4(x)(xa)(xb)(xc)(xd)$$
(15)
The main aim of this paper is to give an explicit construction of the general solution to these equations.

Note that the equations (13)-(14) were obtained from gauge-theoretical considerations. In appendix A we give a purely mathematical proof which shows that factorization indeed follows from the integrality of periods. That construction also shows a strong structural similarity between the standard Chebyshev polynomials appearing in (7) and the polynomials constructed here which solve the factorization problem.

## 4 Construction of the meromorphic 1-form

Before we proceed to solve equations (13)-(14) let us note some obvious symmetries of the problem. Firstly, given a solution $`P(x)`$, the shifted polynomial $`\stackrel{~}{P}(x)=P(x+x_0)`$ is also a solution. Secondly, a rescaling $`x\alpha x`$ corresponds to a rescaling $`\mathrm{\Lambda }^{2N_c}\mathrm{\Lambda }^{2N_c}/\alpha ^{2N_c}`$. This allows us to change $`\mathrm{\Lambda }`$ and also generate distinct solutions for fixed $`\mathrm{\Lambda }`$ by picking $`\alpha `$ to be an appropriate root of unity.

The nontrivial part of the problem is then to find solutions parametrized by $`N_1`$ and $`\mathrm{\Delta }k`$ and one continuous parameter.

Let us note that in the original variables the problem seems intractable. Namely we have to solve the equations

$`{\displaystyle \frac{1}{\pi }}{\displaystyle _a^b}{\displaystyle \frac{N_cx+\mu }{\sqrt{(xa)(xb)(xc)(xd)}}}𝑑x`$ $``$ $`N_1`$ (16)
$`{\displaystyle \frac{1}{\pi }}{\displaystyle _b^c}{\displaystyle \frac{N_cx+\mu }{\sqrt{(xa)(xb)(xc)(xd)}}}𝑑x`$ $``$ $`\mathrm{\Delta }k`$ (17)
for two of the five unknowns $`a,b,c,d`$ and $`\mu `$. These are coupled very nonlinear transcendental equations. And there seem to be no way to obtain an explicit solution from the above expressions.

### The torus with marked points

The key to our solution is to use the representation of the elliptic curve (15) as a torus. However since the points at infinity play a special role in our setup we have to pick two points $`\stackrel{~}{a}_1`$ and $`\stackrel{~}{a}_2`$ on the torus (see fig. 1). These points will get mapped to the $`x=\mathrm{}`$ infinities on the two branches of the curve (15).

The advantage of this representation is that holomorphic (and meromorphic) 1-forms have a very simple form and periods may be calculated quite explicitly. Indeed using the general representation of a meromorphic function with prescribed poles and residues on a torus  we may write $`\omega `$ as

$$\omega =\left(N_c\frac{d}{dz}\mathrm{log}\frac{\theta (za_1)}{\theta (za_2)}+C\right)dz$$
(18)
where

$$\theta (z)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{i\pi \tau n^2+2\pi inz}$$
(19)
is the standard theta function and $`\tau `$ is the modular parameter of the torus. Then $`\omega `$ has poles with residues $`N_c`$, $`N_c`$ at $`\stackrel{~}{a}_1=\frac{1+\tau }{2}+a_1`$ and $`\stackrel{~}{a}_2=\frac{1+\tau }{2}+a_2`$ respectively.

Now it is trivial to calculate the periods. Using the periodicity properties of the $`\theta `$ function we get immediately

$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _0^1}\omega `$ $`=`$ $`{\displaystyle \frac{C}{2\pi i}}`$ (20)
$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _0^\tau }\omega `$ $`=`$ $`N_c(a_1a_2)+{\displaystyle \frac{C\tau }{2\pi i}}`$ (21)
Of course due to the fact that $`\omega `$ has poles with residue $`\pm N_c`$, the above expressions are only defined up to a multiple of $`N_c`$. We may now solve for the free parameters in $`\omega `$ to get

$`C`$ $`=`$ $`2\pi iN_1`$ (22)
$`a_2a_1\mathrm{\Delta }a`$ $`=`$ $`{\displaystyle \frac{N_1\tau \mathrm{\Delta }k}{N_c}}`$ (23)
In fact the final result will not depend on $`a_1`$ so we will set it to zero.

### Embedding of the torus

In order to complete the solution of the factorization problem we need to represent the torus with the modular parameter $`\tau `$ and the marked points $`a_1=0`$ and $`a_2=\mathrm{\Delta }a`$ as the curve (15). Once this is done we will have at our disposal the function $`x(z)`$ which will allow us to reconstruct the moduli parameters $`u_p`$ and the scale of the theory $`\mathrm{\Lambda }`$. Comparing the general forms of the meromorphic 1-form in both representations:

$$\frac{N_cx+\mu }{y}dx=(N_cf(z)+C)dz$$
(24)
leads to the choice $`x=f(z)`$ and $`y=dx/dz=f^{}(z)`$. Although this choice is not unique, we will use the freedom of rescaling $`x\alpha x+x_0`$ at the end of the construction. In principle the knowledge of $`x(z)`$ should be enough to calculate the $`u_p`$’s through (10), however it is more convenient for numerical calculation to reconstruct explicitly the curve (15) and to calculate $`u_p`$’s from

$$u_p=\frac{1}{p}\text{res}_{x=\mathrm{}}x^p\frac{N_cx+\mu }{\sqrt{(xa)(xb)(xc)(xd)}}$$
(25)
In order to reconstruct the equation satisfied by $`y=f^{}(z)`$ and $`x=f(z)`$ one can use standard reasoning and look at the Laurent expansion of $`f(z)`$ around it’s pole at $`z=\stackrel{~}{a}_1`$:

$$f(z)\frac{1}{z\stackrel{~}{a}_1}+f_0+f_1(z\stackrel{~}{a}_1)+f_2(z\stackrel{~}{a}_1)^2+f_3(z\stackrel{~}{a}_1)^3$$
(26)
Then one fixes the coefficients of the quartic polynomial (15) by requiring that in the Laurent expansion of the difference

$$f^{}(z)^2(f^4(z)+S_1f^3(z)+S_2f^2(z)+S_3f(z)+S_4)$$
(27)
all poles in $`(z\stackrel{~}{a}_1)`$ and the constant term cancel. Then the function (27) could have at most one pole at $`z=\stackrel{~}{a}_2`$ but on a torus that is impossible. Therefore (27) is holomorphic hence constant (and equal to zero). The elliptic curve (15) corresponding to our solution is then

$$y^2=x^4+S_1x^3+S_2x^2+S_3x+S_4$$
(28)
with the $`S_i`$’s given by

$`S_1`$ $`=`$ $`4f_0`$ (29)
$`S_2`$ $`=`$ $`6f_0^26f_1`$ (30)
$`S_3`$ $`=`$ $`12f_0f_14f_0^38f_2`$ (31)
$`S_4`$ $`=`$ $`f_0^4+7f_1^26f_0^2f_1+8f_0f_210f_3`$ (32)
The parameter $`\mu `$ in (25) is just $`\mu =2\pi iN_1`$.

### The scale $`\mathrm{\Lambda }`$ of the theory

It remains to evaluate the regularized integral related to $`\mathrm{\Lambda }`$. It is convenient to calculate the equivalent quantity

$$\mathrm{log}\mathrm{\Lambda }^{2N_c}=\underset{\epsilon 0}{lim}\left[_{\stackrel{~}{a}_1+\epsilon }^{\stackrel{~}{a}_2\epsilon }\omega +2\mathrm{log}\epsilon \right]$$
(33)
The result is

$$\mathrm{log}\mathrm{\Lambda }^2=2\mathrm{log}\theta ^{}(\stackrel{~}{\tau })\mathrm{log}\left(\theta (\stackrel{~}{\tau }\mathrm{\Delta }a)\theta (\stackrel{~}{\tau }+\mathrm{\Delta }a)\right)\frac{C\mathrm{\Delta }a}{N_c}i\pi $$
(34)
where $`\stackrel{~}{\tau }=(1+\tau )/2`$.

This completes our solution. We have constructed a solution parameterized by two discrete parameters $`N_1`$, $`\mathrm{\Delta }k`$ and the modular parameter of the elliptic curve $`\tau `$ in the upper half plane. From this the standard rescaling $`x\alpha x+x_0`$ provides the second continuous parameter $`x_0`$, allows us to fix $`\mathrm{\Lambda }`$ to the desired physical value and introduces the third discrete parameter through the appropriate root of unity in $`\alpha `$.

Explicitly we set

$$\alpha =i\mathrm{\Lambda }^1\theta ^{}(\stackrel{~}{\tau })\left(\theta (\stackrel{~}{\tau }\mathrm{\Delta }a)\theta (\stackrel{~}{\tau }+\mathrm{\Delta }a)\right)^{\frac{1}{2}}e^{\frac{C\mathrm{\Delta }a}{2N_c}}e^{i\pi \frac{k}{N_c}}$$
(35)
where $`\mathrm{\Lambda }`$ is the physical scale of the theory, $`C=2\pi iN_1`$, $`\mathrm{\Delta }a=(N_1\tau \mathrm{\Delta }k)/N_c`$ and $`k`$ is the new discrete parameter.

In appendix B we give the Mathematica code which implements the above construction.

## 5 Some properties of the solution and the global structure of $`𝒩=1`$ vacua

The factorization solution constructed in the previous section depends, for a given $`N_c`$, on the following set of parameters:

$$[N_1,k,\mathrm{\Delta }k,\tau ,x_0]$$
(36)
where $`N_1`$, $`k`$ and $`\mathrm{\Delta }k`$ are discrete, $`\tau `$ lies in the upper half plane, while $`x_0`$ is an arbitrary complex number.

It may happen that two different sets of parameters describe the same factorized Seiberg-Witten curve. This may happen for two reasons. Firstly, as mentioned above the periods are defined only modulo $`N_c`$, so we may expect that there are transformation rules that allow us to reduce the parameters $`\text{mod }N_c`$. Secondly one expects e.g. that $`\mathrm{\Delta }k`$ has simple periodicity w.r.t. $`N_1`$ and not only with $`N_c`$. Thirdly, and this is the most interesting possibility, the different sets of (discrete) parameters for a single Seiberg-Witten curve represent different dual descriptions of the same physics — this is part of the structure uncovered in . Indeed the description of the identifications between the sets of discrete parameters describes precisely the global structure of $`𝒩=1`$ vacua.

If the Seiberg-Witten curve stays invariant, then necessarily the elliptic curve also. Therefore identifications can only occur between sets of parameters where $`\tau `$ and $`\tau ^{}`$ are linked by a $`SL(2,)`$ transformation. We will first consider identifications for fixed $`\tau `$ and later deal with the cases $`\tau ^{}=\tau +1`$ and $`\tau ^{}=1/\tau `$.

### Identifications with $`\tau ^{}=\tau `$

The most trivial property is periodicity in $`k`$ (see (35)):

$$[N_1,k+2N_c,\mathrm{\Delta }k,\tau ,x_0][N_1,k,\mathrm{\Delta }k,\tau ,x_0]$$
(37)
Let us now consider a shift $`\mathrm{\Delta }k\mathrm{\Delta }k+N_c`$. Then $`\mathrm{\Delta }a\mathrm{\Delta }a1`$ and due to the invariance $`\theta (z)=\theta (z+1)`$ of the $`\theta `$ functions the embdeding remains unchanged. The only modification is in $`\alpha `$ which gets rescaled by a phase $`e^{i\pi N_1/N_c}`$. Hence we have

$$[N_1,k,\mathrm{\Delta }k+N_c,\tau ,x_0][N_1,kN_1,\mathrm{\Delta }k,\tau ,x_0]$$
(38)
The shift $`N_1N_1+N_c`$ is more complicated. Then $`CC+2\pi iN_c`$, $`\mathrm{\Delta }a\mathrm{\Delta }a+\tau `$. Using the transformation law $`\theta (z+\tau )=e^{\pi \tau }e^{2\pi iz}\theta (z)`$ we get $`xx2\pi i`$ and $`\alpha \pm \alpha e^{i\pi \mathrm{\Delta }k/N_c}`$. The sign ambiguity is due to the branch cut of the square root in (35). Hence we get

$$[N_1+N_c,k,\mathrm{\Delta }k,\tau ,x_0][N_1,k+\mathrm{\Delta }k(+N_c),\mathrm{\Delta }k,\tau ,x_0+2\pi i]$$
(39)
### Identification with $`\tau ^{}=\tau +1`$

Under the modular transformation $`\tau \tau +1`$ the theta function transforms as $`\theta (z,\tau +1)=\theta (z+1/2,\tau )`$. Therefore the elliptic curve remains the same, the only thing that changes is the identification of the periods namely

$$\mathrm{\Delta }a=\frac{N_1(\tau +1)\mathrm{\Delta }k}{N_c}=\frac{N_1\tau (\mathrm{\Delta }kN_1)}{N_c}$$
(40)
Hence we have

$$[N_1,k,\mathrm{\Delta }k,\tau +1,x_0][N_1,k,\mathrm{\Delta }kN_1,\tau ,x_0]$$
(41)
This transformation law has a clear physical meaning. In our construction $`\mathrm{\Delta }k=k_1k_2`$ was periodic only modulo $`N_c`$, while we know from the gauge theory perspective that $`k_1`$, which labels vacua of $`U(N_1)`$ should have periodicity $`N_1`$. This identification is furnished by the modular transformation $`\tau \tau +1`$.

### Identification with $`\tau ^{}=1/\tau `$

Here the modular transformation law of the theta function is more involved:

$$\theta (w,\frac{1}{\tau })=(i\tau )^{\frac{1}{2}}e^{\pi iw^2\tau }\theta (w\tau ,\tau )$$
(42)
The meromorphic function defining $`x`$ transforms as

$$\frac{d}{dw}\mathrm{log}\frac{\theta (w)}{\theta (w\mathrm{\Delta }a^{})}\tau \left[2\pi i\mathrm{\Delta }a^{}+\frac{d}{dz}\mathrm{log}\frac{\theta (z)}{\theta (z\mathrm{\Delta }a^{}\tau )}\right]$$
(43)
where $`z=w\tau `$ and $`\mathrm{\Delta }a^{}=(N_1^{}/\tau \mathrm{\Delta }k^{})/N_c`$. The periods may be calculated to be

$$N_1=\mathrm{\Delta }k^{}\mathrm{\Delta }k=N_1^{}$$
(44)
Finally $`\alpha `$ transforms simply as $`\alpha \pm \tau \alpha `$. This factor exactly cancels the $`\tau `$ in (43) when constructing the torus embedding. Putting all these ingredeints together we get

$$[N_1,k,\mathrm{\Delta }k,\frac{1}{\tau },x_0][\mathrm{\Delta }k,k(+N_c),N_1,\tau ,\frac{x_0}{\tau }+\frac{2\pi i}{N_c}\left(\frac{N_1}{\tau }+\mathrm{\Delta }k\right)]$$
(45)
This is the key transformation which allows us to obtain a dual description with a different pattern of breaking $`U(N_c)U(N_1)\times U(N_2)`$.

### Global structure of vacua

The above identifications allow us to study the global structure of $`𝒩=1`$ vacua. The connected components could be obtained by finding the orbits of the three discrete labels $`[N_1,k,\mathrm{\Delta }k]`$ under the group of transformations generated by (37), (38), (39), (41) and (45), assuming that there are no further identifications. We leave the detailed investigation of this structure to a subsequent work .

## 6 Discussion

In this paper we constructed an exact solution of the factorization problem of Seiberg-Witten curves with $`n=N_c2`$ massless monopoles. This is relevant for the breaking of $`𝒩=2`$ theories down to $`𝒩=1`$ with the gauge group $`U(N_c)`$ broken down to a product of two factors.

The solution was obtained by constructing a meromorphic 1-form with integral periods on an elliptic curve. The solution depends on three discrete parameters and two continuous ones. In principle one could generalize the structure to lower $`n`$ by considering the construction of meromorphic functions on hyperelliptic curves of higher genus. Another direction in generalization could be the extension to other gauge groups and/or addition of matter fields. A more complicated but interesting setting would be the consideration of quiver gauge theories, where nonhyperelliptic curves appear, and where it was shown that integrality of periods also plays an important role .

We also studied certain discrete identifications between the parameters and in appendix A we gave a proof that integrality of periods, a condition obtained in  on physical grounds, indeed leads to a solution of the factorization problem.

The physical interest of an exact solution lies in the possibility of studying in detail the global structure of $`𝒩=1`$ vacua for any $`N_c`$ along the lines of . The main features of the analysis in , like the appearance of connected components of vacua and possible dual descriptions are related to discrete identifications between the parameters labeling the factorization solution. We leave a detailed investigation of this question for future work .

Acknowledgments RJ would like to thank the Niels Bohr Institute for hospitality while this work was carried out. This work was supported in part by KBN grants 2P03B09622 (2002-2004), 2P03B08225 (2003-2006) and by “MaPhySto”, the Center of Mathematical Physics and Stochastics financed by the National Danish Research Foundation.

## Appendix A. A mathematical proof of the factorization property of our solution

The main object of this paper was to construct a solution of the factorization problem by constructing explicitly a meromorphic 1-form $`\omega `$ on an elliptic curve

$$y^2=(xa)(xb)(xc)(xd)$$
(46)
with the following properties:

$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\gamma _i}}\omega `$ (47)
$`\text{res}_{x=\pm \mathrm{}}\omega =\pm N_c`$ (48)
These properties followed from the expressions for the superpotential in the Dijkgraaf-Vafa framework. Then we reconstructed the parameters of the factorized curve from the ‘physical’ formulas

$$u_p=\frac{1}{p}\text{res}_{x=\mathrm{}}x^p\omega $$
(49)
In this appendix we show directly, without any physical input, that the conditions (47)-(48) give rise to a solution of the factorization problem, namely they allow us to construct a polynomial $`P(x)=x^{N_c}+\mathrm{}`$ such that the Seiberg-Witten curve factorizes:

$$P^21=(xa)(xb)(xc)(xd)H(x)^2$$
(50)
with $`H(x)`$ a polynomial of degree $`N_c2`$. From the construction in the main text we see that we may assume without loss of generality that

$$\left\{_a^{\mathrm{}}\omega \right\}_{reg}\underset{x\mathrm{}}{lim}\left(_a^x\omega N_c\mathrm{log}x\right)=\mathrm{log}2$$
(51)
Let us define the holomorphic function $`P(x)`$ on the complex plane outside the cuts defined by (46) through

$$P(x)=\mathrm{cosh}\left(_a^x\omega \right)$$
(52)
where $`a`$ is a branching point of the curve (double covering) (46). Since the periods of $`\omega `$ are integer this is a well-posed definition which does not depend on the path of integration.

One can then show that $`P(x)`$ (and its derivative) is continuous across the cuts. This follows from the fact that across the cut $`\omega `$ changes just by a sign444And consequently one can show that $`P`$ is $`\pm 1`$ at the branch points of (46).. Hence $`P(x)`$ defined by (52) can be extended to an entire function on the complex plane.

Then the requirement that the residue of $`\omega `$ is $`N_c`$ and the normalization integral (51) leads to the asymptotic behaviour

$$_a^x\omega N_c\mathrm{log}x+\mathrm{log}2+\mathrm{}$$
(53)
which shows that $`P(x)`$ must be a polynomial of order $`N_c`$ with unit coefficient.

We are now ready to show that factorization occurs. Let us denote $`F_4=(xa)(xb)(xc)(xd)`$. Then the preceding footnote shows that we have

$$P^21=F_4G$$
(54)
We have to show that $`G`$ has zeroes with even multiplicity. To this end consider the 1-form

$$\sqrt{F_4}\frac{dP}{\sqrt{P^21}}=\frac{P^{}(x)dx}{\sqrt{G}}$$
(55)
but this is exactly equal to

$$\sqrt{F_4}\frac{\omega \mathrm{sinh}_a^x\omega }{\mathrm{sinh}_a^x\omega }=\sqrt{F_4}\omega $$
(56)
which is a polynomial 1-form. Hence the roots of $`G`$ have to appear in pairs which proves factorization

$$P^21=F_4H^2$$
(57)
Note that the above reasoning works for any number of cuts and hence for any meromorphic 1-form with integer periods and fixed residues at infinity on an hyperelliptic curve.

It is amusing to see that the same construction generates the classical Chebyshev polynomials appearing in the solution of the complete factorization problem by Douglas and Shenker . There, the relevant formula would be555Here for simplicity we relaxed the normalization constraint (51).

$$P_{N_c}(x)=\mathrm{cosh}\left(_1^x\frac{N_cdx}{\sqrt{x^21}}\right)$$
(58)
The above formula indeed gives exactly the Chebyshev polynomial $`T_{N_c}(x)`$. Our formula (52) thus gives a very natural generalization of Chebyshev polynomials from the sphere to elliptic and hyperelliptic curves.

## Appendix B. Mathematica code which implements the construction of the factorized Seiberg-Witten curve

In this appendix we enclose the Mathematica code for generating the factorized Seiberg-Witten curve. The calling sequence is
generate\[nc,n1,k,dk,tau,x0,dl\]
where dl stands for $`\mathrm{\Lambda }^{2N_c}`$. All calculations have to be performed with high numerical accuracy.

```
prec=30  (* numerical precision *)

mer[a_,z_]:=Pi*EllipticThetaPrime[3,Pi(z-a),q]/EllipticTheta[3, Pi(z-a),q]

(* torus embedding *)

setpa:=({pa,pb,pc,pd,pe} =
        {(D[EllipticTheta[3, Pi(z-a1),q],z] /. z->tt+a1),
        ((1/2)D[EllipticTheta[3, Pi(z-a1),q],z,z] /. z->tt+a1),
        ((1/6)D[EllipticTheta[3, Pi(z-a1),q],z,z,z] /. z->tt+a1),
        ((1/24)D[EllipticTheta[3, Pi(z-a1),q],z,z,z,z] /. z->tt+a1),
        ((1/120)D[EllipticTheta[3, Pi(z-a1),q],z,z,z,z,z] /. z->tt+a1)})

setaa:=({aa,bb,cc,dd} ={ pb/pa, -((pb^2 - 2*pa*pc)/pa^2),
        (pb^3 - 3*pa*pb*pc + 3*pa^2*pd)/pa^3,
        -((pb^4 - 4*pa*pb^2*pc + 4*pa^2*pb*pd +
        2*pa^2*(pc^2 - 2*pa*pe))/pa^4) } )

seta:=({f0,f1,f2,f3} =
        { (aa-mer[a2,z]) /. z->tt+a1,
        (bb-D[mer[a2,z],z]) /. z->tt+a1,
        (cc-(1/2)D[mer[a2,z],z,z]) /. z->tt+a1,
        (dd-(1/6)D[mer[a2,z],z,z,z]) /. z->tt+a1})

sets:= ({s1,s2,s3,s4} = {-4f0, 6(f0^2-f1), 12 f0 f1 -4f0^3-8f2,
        f0^4+7f1^2-6f0^2 f1+8f0 f2-10 f3})

defcurve:=setpa; setaa; seta; sets

(* Seiberg-Witten curves *)

u[i_]:=data[[i]]

s[0]=1
s[r_]:=N[-Sum[ s[r-a] a u[a], {a,1,r} ]/r,prec]

swpol[nc_]:=Sum[ s[a] x^(nc-a), {a,0,nc} ]

swc[nc_,dl_]:=(swpol[nc]^2-4 dl)

(* main procedure *)

generate[nc_,n1_,k_,dk_,tau_,x0_,dl_]:=Block[{},
  nu=n1/nc; deltak=dk/nc;
  a1=0;
  a2=nu tau-deltak;
  q=Exp[Pi I tau];
  tt=(1+tau)/2;
  defcurve;
  Print["Generating..."];
  thetafncs:=-I*Pi EllipticThetaPrime[3,Pi tt,q] *
   (EllipticTheta[3,Pi(a2-a1+tt),q]*EllipticTheta[3,Pi(a1-a2+tt),q])^(-1/2)*
    Exp[-2Pi I n1 (n1 tau-dk)/(2*nc^2)];
  al=dl^(-1/(2nc)) thetafncs Exp[-I*Pi*k/nc];
  forminit=(x+2 Pi I nu)/Sqrt[x^4+s1 x^3+ s2 x^2+s3 x +s4];
  form=N[al*forminit /. x->al*x+x0, prec];
  data=Table[-nc Residue[form*x^i,{x,Infinity}]/i, {i,1,nc}];
  data=data/(-Residue[form,{x,Infinity}]);
  Chop[swc[nc,dl]]]

```


text:
# {^𝟒𝟒}𝐓𝐢 radioactivity in young supernova remnants: Cas A and SN 1987A

## 1 Introduction

The initial yield of $`{}_{}{}^{44}\mathrm{Ti}`$ that is synthesized by a single event of a core-collapse supernova explosion is very crucial to constrain dynamics of core-collapse supernova nucleosyntehsis. This is because $`{}_{}{}^{44}\mathrm{Ti}`$ is synthesized at the vicinity of so-called mass cut, that divides the matter which accretes on a compact object and ejecta which is scattered into interstellar space. For this, the initial mass of $`{}_{}{}^{44}\mathrm{Ti}`$ depends sensitively on 1) the location of the mass cut, 2) the maximum temperature and the maximum density behind the shock wave, and 3) the internal structure ($`<`$$``$ 2 $`\mathrm{M}_{}`$ from the center) of a progenitor.

For the above reason, it is very interesting to compare theoretical predictions of the $`{}_{}{}^{44}\mathrm{Ti}`$ yield with “observed” values. Since $`{}_{}{}^{44}\mathrm{Ti}`$ is radioactive, we can detect its radioactivity and derive the initial $`{}_{}{}^{44}\mathrm{Ti}`$ mass from it; $`{}_{}{}^{44}\mathrm{Ti}`$ decays by electron capture to $`{}_{}{}^{44}\mathrm{Sc}`$, emitting 67.9 keV and 78.4 keV nuclear deexcitation lines. Then $`{}_{}{}^{44}\mathrm{Sc}`$ decays almost exclusively by positron emission to $`{}_{}{}^{44}\mathrm{Ca}`$, which emits 1.16 MeV deexcitation line. The emitted positron ends up with 511 keV annihilation line. So far, detection of the 1.16 MeV line from Cas A with COMPTEL/CGRO experiment (e.g., Iyudin et al. 1994; Schönfelder et al. 2000) and reconfirmation of this by 67.9 and 78.4 keV lines with BeppoSAX (Vink et al. 2001) have allowed us to do such a comparison. It is also expected to detect the $`{}_{}{}^{44}\mathrm{Ti}`$ nuclear lines from other young galactic SNRs and SN 1987A in LMC in near future.

The halflife of $`{}_{}{}^{44}\mathrm{Ti}`$ is a key quantity for its radioactivity to be an important observable in young SNRs, and hence has been intensively studied in laboratories after the first detection of the nuclear $`\gamma `$-ray flux by Iyudin et al. (1994). Compilation of recent 8 experiments which were performed after 1998 (see., e.g., Hashimoto et al. 2001 and references therein; Fülöp et al. 2000) gives weighted mean halflife of $`t_{1/2}=60\pm `$ 1 yr (the error is 1 $`\sigma `$, statistical). It is this timescale of the halflife that makes $`{}_{}{}^{44}\mathrm{Ti}`$ a useful diagnostic isotope.

However, a crucial point here is that $`{}_{}{}^{44}\mathrm{Ti}`$ decays only by orbital electron capture. This is because the decay Q-value from the ground state of $`{}_{}{}^{44}\mathrm{Ti}`$ to the second excited state of $`{}_{}{}^{44}\mathrm{Sc}`$ (branching ratio of 99.3%) is less than twice the electron rest mass, which is at least required for positron emission to be allowed by producing two 511 keV $`\gamma `$-photons when a positron annihilates with an electron (and so does that to the first excited state of $`{}_{}{}^{44}\mathrm{Sc}`$ for the rest of the minor fraction of the branch). Thus we should be careful to apply the experimental halflife to this problem, because halflife measurements in laboratories are done for neutral atoms: The electric environment for $`{}_{}{}^{44}\mathrm{Ti}`$ in a young SNR may be very much different from that in laboratories.

As we shall point out later, there is a clear possibility of ionization of $`{}_{}{}^{44}\mathrm{Ti}`$ ongoing in SN 1987A. Also, there are indications that $`{}_{}{}^{44}\mathrm{Ti}`$ in Cas A is highly ionized; this may be confirmed directly in the future spectroscopic observations in X-rays. In this article, therefore, we are going to discuss the radioactivity of $`{}_{}{}^{44}\mathrm{Ti}`$ in young SNRs taking the role of ionization into consideration. Previous studies are found in Mochizuki et al. (1999) and Mochizuki (2001). In the following, a linear analysis is presented in section 2, and a result of the radioactivity calculated for Cas A is discussed in Section 3. The current radioactivity of $`{}_{}{}^{44}\mathrm{Ti}`$ in SN 1987A is briefly argued in Section 4.

## 2 Activity Change by Ionization: A Linear Analysis

As mentioned previously, the decay rate of $`{}_{}{}^{44}\mathrm{Ti}`$ depends on its electric environment. The decay rate, $`\lambda `$, is proportional to the inverse of the halflife,

$$\lambda =\frac{ln\mathrm{\hspace{0.17em}2}}{t_{1/2}}.$$
(1)
Given an ionization state, we can compute the electron-capture rate relative to the laboratory value as precisely as we like. However, the following approximation is good enough within the accuracy in question:

$$\lambda \lambda _K+\lambda _{LI},$$
(2)
where $`\lambda `$ is the total decay rate, that is observed in laboratory. The quantities $`\lambda _K`$ and $`\lambda _{LI}`$ are the partial decay rates capturing K shell (1$`\mathrm{s}_{1/2}`$) and $`\mathrm{L}_\mathrm{I}`$ shell (2$`\mathrm{s}_{1/2}`$) electrons, respectively. The ratio of these partial decay rates for highly ionized case is given as

$$\frac{\lambda _{LI}}{\lambda _K}\frac{1}{8}$$
(3)
in a nonrelativistic approximation with a point-charge field. Adopting equations (2) and (3), we calculate the effective decay rate for highly ionized $`{}_{}{}^{44}\mathrm{Ti}`$. This is shown in Table 1 relative to the laboratory value.

In Table 1, retardation of the decay is manifest in particular when $`{}_{}{}^{44}\mathrm{Ti}`$ is in H-like and He-like ionization stages. Let us now consider the electron binding energies to see if such a high-ionization is possible. We can simply estimate the K- and L-electron binding energies of highly ionized atoms with

$$E_e=\frac{(\alpha Z)^2}{2n^2}\times 511[\mathrm{keV}]$$
(4)
again under the assumption that the nucleus is a point-charge and the electrons are treated non-relativistically. In the above, $`\alpha `$ is the fine-structure constant, $`Z`$ the nuclear charge, $`n`$ the principal quantum number of an electron shell. With equation (4), the binding energies of K shell and $`\mathrm{L}_\mathrm{I}`$ shell electrons of $`{}_{}{}^{44}\mathrm{Ti}`$ for highly ionized case are calculated to be 6.6 keV and 1.6 keV, respectively. It is naturally expected that bound electrons with the range of these binding energies can be unbound by shock heating in SNRs seen in X-rays: Even if the temperature of a SNR is below $`E_e`$, the tail of Maxwellian distribution of free electron velocity plays a role in ionizing the elements (see Mochizuki et al. 1999).

It should now be clear that the change of $`{}_{}{}^{44}\mathrm{Ti}`$ radioactivity by high-ionization in young SNRs is significant to be investigated. The observable, radioactivity $`A`$, is generally expressed as

$$A\frac{dN}{dt}=N_0\lambda e^{\lambda t}.$$
(5)
Here $`N`$ is the number of a radioisotope that is synthesized in a supernova explosion, $`N_0`$ is its initial value, and $`t`$ is the age of a SNR. With an observed line flux $`F_\gamma `$ the radioactivity is also written as

$$A=\frac{4\pi d^2F_\gamma }{I_\gamma f_\gamma },$$
(6)
where $`d`$ is the distance to a SNR, and $`I_\gamma `$ the absolute intensity of the flux per decay of the parent nucleus. The quantity $`f_\gamma `$ is the escape fraction of the $`\gamma `$-photons, that is definitely equal to $`1`$ for Cas A and close to $`1`$ for the later phase of SN 1987A. Combining equations (5) and (6), one can easily see that the initial mass of $`{}_{}{}^{44}\mathrm{Ti}`$ is derived from the (observed) values of $`F_\gamma `$, $`t_{1/2},d`$, and the age of the remnant.

Finally, a linear analysis of the radioactivity (equation ) shows

$$\frac{\mathrm{\Delta }A}{A}=(1\lambda t)\frac{\mathrm{\Delta }\lambda }{\lambda },$$
(7)
where $`\mathrm{\Delta }\lambda `$ is the change of the decay rate and $`\mathrm{\Delta }A`$ is that of the activity. It is worth noting that $`\mathrm{\Delta }\lambda `$ is always negative, since the ionization always reduces its decay rate. Hence the sign of $`\mathrm{\Delta }A`$ is determined by that of the term in the parenthesis in the right side of equation (7). This means the following: If a SNR is older than the $`{}_{}{}^{44}\mathrm{Ti}`$ lifetime (not halflife), $``$ 89 yrs, the activity is enhanced by ionization, and if younger, the activity is reduced. Very intriguingly, we have found that the ionization phenomenon itself affects oppositely in Cas A (t = 320 yrs) and SN 1987A (t = 16 yrs). The values of these activity changes are also shown in Table 1. We see in Table 1 that the radioactivity in Cas A is enhanced by a factor 2.4 at present and that in SN 1987A is decreased by $``$45% at present if all the $`{}_{}{}^{44}\mathrm{Ti}`$ atoms are in H-like ionization stage.

Actual conclusion of the effect of ionization on the radioactivity requires the knowledge of the temperature and the density evolution of a SNR. We are going to see that the value obtained by the linear analysis is consistent with numerical calculations for Cas A in the following session.

## 3 $`{}_{}{}^{\mathrm{𝟒𝟒}}\mathrm{𝐓𝐢}`$ Radioactivity in Cas A

The present radioactivity is affected from the past; the point is whether in a SNR $`{}_{}{}^{44}\mathrm{Ti}`$ could be highly ionized and thus more stable for a considerable period of time during the evolution. The basic model adopted here is the same as that described in Mochizuki et al. (1999), in which thermal electron collisions caused by the reverse shock ionize $`{}_{}{}^{44}\mathrm{Ti}`$ as well as $`{}_{}{}^{56}\mathrm{Fe}`$.

We have calculated the $`{}_{}{}^{44}\mathrm{Ti}`$ radioactivity including the retardation of the decay as a function of time (the age of a SNR) and the position in a SNR. The calculations are done by solving a hydrodynamical evolution model (McKee and Truelove 1995) with newly introduced clumpy structure, combined with microscopic (nuclear/atomic) physics where Dirac-Hartree-Slater method with finite nucleus is used to include electron correlations precisely. Our model employed here is under update to include so-called di-electric recombination process; a free, secondary electron can be bound to a nucleus easier when the first electron is already trapped in the orbit. Detailed numerical calculations including this process will be presented elsewhere, but inclusion of this process will not change the result given below essentially.

The present result is obtained for the set of parameter values that are consistent with recent X-ray observations of Cas A (Willingale et al. 2002): mass of the ejecta is taken to be $`2M_{}`$ and ambient hydrogen density to be 15 $`\mathrm{cm}^3`$. For comparison with a theoretical study of Rauscher et al. (2002), the explosion energy is set to be $`2\times 10^{51}`$ ergs for the consistency with their derivation of the largest theoretical yield ($`5\times 10^5\mathrm{M}_{}`$) of $`{}_{}{}^{44}\mathrm{Ti}`$. The density enhancement factor of the clumps (Mochizuki et al. 1999) that contain $`{}_{}{}^{44}\mathrm{Ti}`$ is given to be $`10`$, which is also compatible with the abundance nonuniformity of the elements (Fe-K and Ni) reported in Willingale et al. (2001). It has been found that relatively outer region in a SNR is remarkably affected by the ionization and that this region almost coincides with the region in Cas A where Fe-K X-ray flux is observed from highly ionized Fe. Since $`{}_{}{}^{44}\mathrm{Ti}`$ is most likely accompanied by this Fe, we regard the observed region of Fe-K X-rays (Willingale et al. 2001) as the region where $`{}_{}{}^{44}\mathrm{Ti}`$ exists in the remnant. Averaging the radioactivity distribution in the remnant over this region, we obtain the averaged enhancement factor of the radioactivity relative to that without the ionization effect as high as $`2`$ at the present age of Cas A.

It has been frequently argued that theoretical predictions of the initial mass of $`{}_{}{}^{44}\mathrm{Ti}`$ are reasonably smaller than the “observed” initial mass in Cas A as inferred from the $`\gamma `$-line measurements on the grounds of the laboratory decay rate. Here the “observed” initial mass is only apparent when one does not count the ionization effect: The real initial mass is obtained by dividing the “observed” mass by the averaged enhancement factor. Accordingly, we see that the ionization effect reduces the discrepancy between the “observed” value and theoretical predictions.

We found that the obtained averaged enhancement ratio of the radioactivity, $`2`$, is large enough to remove the discrepancy in the $`{}_{}{}^{44}\mathrm{Ti}`$ yield derived from the observed values and that in Rauscher et al. (2002) if the real flux value is located in the smaller part ($`<`$$``$ $`2.5\times 10^5\mathrm{photons}\mathrm{cm}^2\mathrm{s}^1`$) of the reported fluxes (Schönfelder et al. 2000 and Vink 2001) within their uncertainties. However, the factor cannot compensate the discrepancy sufficiently especially for the case that higher half ($`>`$$``$ $`3.5\times 10^5\mathrm{photons}\mathrm{cm}^2\mathrm{s}^1`$) of the reported $`\gamma `$-ray flux (Schönfelder et al. 2000) would be real.

We believe that the discrepancy is explained largely by the ionization effect. However, the remainder of the discrepancy after the subtraction of the ionization effect, if any, may be attributed to the multi-dimensional effect of the explosion: The production of $`{}_{}{}^{44}\mathrm{Ti}`$ in 2-D and 3-Dimensional calculations may become larger than that in spherical explosion models. The future observations of the nuclear line fluxes and the ionization states of $`{}_{}{}^{44}\mathrm{Ti}`$ will settle up this problem.

## 4 $`{}_{}{}^{\mathrm{𝟒𝟒}}\mathrm{𝐓𝐢}`$ Radioactivity in SN 1987A

We performed Monte-Carlo simulations of Compton degradation of the nuclear $`\gamma `$-photons emitted from the decay sequence of $`{}_{}{}^{44}\mathrm{Ti}`$ to explain the upper/lower bolometric luminosity observed at 3600 days after the explosion (Suntzeff 1997). Note that at the period of the observation the ionization of $`{}_{}{}^{44}\mathrm{Ti}`$ is not relevant. Some details of our calculation are found in Kumagai et al. (1993); nuclear decay parameters adopted in the present study have been updated.

We have obtained the initial $`{}_{}{}^{44}\mathrm{Ti}`$ mass of $`(0.822.3)\times 10^4M_{}`$ within known accuracy of the experimental values: $`t_{1/2}=60\pm 3`$ yrs (3$`\sigma `$ deviation) and the distance to SN 1987A, $`d=48.8\pm 3.3`$ kpc (3$`\sigma `$, Gould & Uza 1998). The expected nuclear fluxes for 6000 days after the explosion (i.e., 2003) for both the upper and the lower $`{}_{}{}^{44}\mathrm{Ti}`$ masses are summarized in Table 2; the escape fraction (equation ) of the $`\gamma `$-ray photons, depending on each photon energy, has been taken into account here. Note that the derived $`{}_{}{}^{44}\mathrm{Ti}`$ mass depends on the distance but the expected fluxes are not.

In the end, we point out that the ionization process of $`{}_{}{}^{44}\mathrm{Ti}`$ is considered to be well underway in SN 1987A, due to shock heating caused by the collision of the supernova blast shock with the dense inner ring. Note that H-like and He-like ionization stages of O, Ne, Mg, and Si have been already observed, and SN 1987A is a very rapidly evolving remnant (see e.g., Burrows et al. 2000; Michael et al. 2002). If $`{}_{}{}^{44}\mathrm{Ti}`$ reaches the high-ionization, the expected fluxes given in Table 2 become smaller as discussed in the linear analysis. Details are found in Motizuki, Kumagai, and Nomoto (2003).