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# The 2-8 keV cosmic X-ray background spectrum as observed with XMM-NewtonBased on observations with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and the USA (NASA)

## 1 Introduction

The discovery of a diffuse Cosmic X-ray Background (CXB) radiation dates back to the birth of X-ray astronomy: it was a serendipitous result of the same rocket experiment which detected the first extra-solar X-ray source, Scorpius X-1 (Giacconi et al. 1962). The problem of the nature of the CXB immediately became one of the most debated topics in astrophysics.

In the late 70’s the first broad-band measurement of the CXB spectrum was obtained with the HEAO-1 satellite. In the 3-50 keV range the data were found to follow a thermal bremsstrahlung distribution (kT$``$40 keV), well approximated below 15 keV by a simple power law with photon index $`\mathrm{\Gamma }1.4`$ (Marshall et al. 1980). In the same years several pieces of evidence (see e.g. the review by Fabian & Barcons 1992) led to the understanding that the bulk of the CXB above the energy of $``$1 keV is extragalactic in origin. COBE FIRAS observations (Mather et al. 1990) ruled out models based on diffuse emission from an hot intergalactic medium, strongly supporting the hypothesis that the CXB is made up from the integrated emission of faint discrete sources, with a dominant contribution from Active Galactic Nuclei (AGNs) (Setti & Woltjer 1989).

This picture has been confirmed by the results from imaging X-ray observatories. Starting from the early observations with the Einstein satellite (Giacconi et al. 1979), coming to the recent deep surveys with Chandra (Moretti et al. 2003 and references therein) and XMM-Newton (Hasinger at al. 2001), a higher and higher fraction of the CXB, up to 80-90% in the overall 0.5-10 keV range, has been resolved into discrete sources, mainly obscured and unobscured AGNs. Indeed, the final solution of the origin of the CXB seems today to be quite close. The wealth of information coming from the deep pencil-beam X-ray surveys (Chandra Deep Field North, Brandt et al. 2001; Chandra Deep Field South, Giacconi et al. 2002), medium-deep wide angle X-ray surveys (HELLAS2XMM, Baldi et al. 2002) and their multiwavelength follow-up campaigns, combined with synthesis models (e.g. Gilli et al. 2001), are defining the big picture, explaining which are the sources of the CXB and constraining their cosmological properties.

One of the main uncertainties involved in the problem is the CXB intensity itself. Since the HEAO-1 experiment, several measurements of the CXB spectrum have been obtained at energies below 10 keV. While the results on the spectral shape confirmed a power law with $`\mathrm{\Gamma }1.4`$, the normalization of the CXB remained highly uncertain as a consequence of large discrepancies (well beyond the statistical errors) among the different determinations. A difference as large as $`40`$% is found from the highest measured value (Vecchi et al. 1999 using SAX data) to the lowest one (the original HEAO-1 experiment, Marshall et al. 1980).

Barcons et al. (2000) pointed out that two different causes are required to explain the large scatter among the different determinations of the CXB intensity. First, cosmic variance: spatial variations of the CXB intensity are expected as a consequence of its discrete nature. This problem may be reduced by measurements covering large solid angles. Second, systematic errors, including cross-calibration differences, must have some role. In any case, the measurements published after the analysis of Barcons et al. (2000), namely Lumb et al. (2002) with XMM-Newton EPIC and Kushino et al. (2002) with ASCA/GIS, while differing by $``$15% only, either because of the small covered solid angle (Lumb et al. 2002), or because of large uncertainties in the stray light assessment (Kushino et al. 2002), do not allow to constrain the value of the CXB normalization to a much narrower range.

An uncertain value of the intensity represents a very severe limitation to any understanding of the ultimate nature of the CXB. Even a basic information such as the resolved fraction of the CXB cannot be firmly evaluated, leaving largely unsolved the problem of “what is left” beyond the detection limits of the deepest X-ray surveys: is there any fainter population still waiting to be resolved by even deeper observations? is there room for truly diffuse emission?

In this paper we present a new measurement of the CXB spectrum in the 2-8 keV range performed with the high throughput EPIC intrument onboard XMM-Newton. Our study is based on a large sample of high galactic latitude pointings for a total solid angle of $``$5.5 square degrees, reducing the effects of cosmic variance. Our analysis includes a very robust characterization of the instrumental background properties (including the issue of low-energy particle contamination - so far neglected in XMM-Newton data analysis), and particular care was devoted to the study of the possible sources of systematics.

The paper is organized as follows: in Sect. 2 we give an overview of the EPIC cameras instrumental background components and of the different approaches required for their correct subtraction. In Sect. 3 we describe in detail the algorithm which we used to extract the CXB spectrum starting from the raw EPIC data. In Sect. 4 we present our results; a detailed analysis of the possible sources of uncertainty is given in Sect. 5. In Sect. 6 our findings are discussed and compared to previous works. Our study of the EPIC instrumental background is quite technical and complex, but it may be useful for the study of extended sources such as Clusters of Galaxies; for these reasons it is reported in detail in the Appendices A and B. In the figures throughout the paper error bars represent 1$`\sigma `$ uncertainties, unless otherwise specified.

## 2 XMM/EPIC instrumental background issues

The European Photon Imaging Camera (EPIC) instrument onboard XMM-Newton, consisting of two MOS CCD detectors (Turner et al. 2001) and a pn CCD camera (Strüder at al. 2001), has appropriate characteristics to study faint diffuse sources: it has an unprecedented collecting area ($`2500`$ cm2 @ 1 keV), a good spectral resolution ($`6`$% @ 1 keV) and a large field of view (15 arcmin radius), over a rather broad energy range (0.1-12 keV). However the EPIC detectors were found to be affected on orbit by a rather high instrumental background noise (Non X-ray Background, NXB). A correct characterization and subtraction of the NXB is the crucial step in order to get a robust measurement of the spectrum of the CXB, the faintest diffuse source in the X-ray sky. In this work we will use data from the MOS cameras only. The pn detector, having different characteristics, will require a different approach.

### 2.1 Overview of the different components of the MOS NXB

The EPIC MOS internal background can be divided into two parts: a detector noise component and a particle-induced component. The former is important only at low energies (below $``$0.4 keV) and will not be studied in this paper, since it is not a matter of concern for the measurement of the CXB in the 2-8 keV energy band; the latter dominates above 0.4 keV and therefore deserves a detailed characterization.

The signal generated by the interactions of particles with the detectors and with the surrounding structures has properties (temporal behaviour, spectral distribution, spatial distribution) largely depending on the energy of the impinging particles themselves.

High energy particles (E$`>`$ a few MeV) generate a signal which is mostly discarded on-board on the basis of an upper energy thresholding and of a PATTERN analysis of the events (see e.g. Lumb et al. 2002). The unrejected part of this signal represent an important component of the MOS NXB. Its temporal behaviour is driven by the flux of energetic particles; its variability has therefore a time scale much larger than the length of a typical observation. We will refer to this NXB component as to the “quiescent” background.

Low energy particles (E$``$ a few tens of keV) accelerated in the Earth magnetosphere can also reach the detectors, scattering through the telescope mirrors. Their interactions with the CCDs generate events which are almost indistinguishable from valid X-ray photons and therefore cannot be rejected on-board. When a concentrated cloud of such particles is channeled by the telescope mirrors to the focal plane, a sudden increase of the quiescent count rate is observed. These episodes are known as “soft proton flares” since it is believed that the involved particles are protons of low energy (soft); the time scale is extremely variable, ranging from $``$100 s to several hours, while the peak count rate can be more than three orders of magnitude higher than the quiescent one. The extreme time variability is the fingerprint of this background component; it will be hereafter called the “flaring” NXB or “Soft Proton” (SP) NXB.

An additional component of background can be generated by a steady flux of low energy particles, reaching the detectors through the telescope optics at a uniform rate. No convincing evidence for the importance of such a NXB component have been so far presented (but see De Luca & Molendi 2002 for a preliminary study) and its presence has been always neglected. In this work the existence of such quiescent low-energy particle background, as well as its impact on science, will be carefully studied.

### 2.2 How to deal with the different MOS NXB components

The standard result of an EPIC observation, after preliminary data processing, is an event list, basically containing the energy, the time of arrival and the position on the field of view of all of the collected photons. The list includes, besides good events generated by photons from cosmic X-ray sources, spurious events due to the non X-ray background. Noise events indeed represent the large majority in a typical blank sky pointing, when no bright sources are observed.

It is quite easy to identify the flaring background. Time variability is its signature, a light curve can immediately show the time intervals affected by an high background count rate. Such intervals are unusable for the analysis of faint diffuse sources and have to be rejected with the so-called Good Time Interval (GTI) filtering, which essentially consists in discarding all of the time interval having a count rate above a selected threshold. The problem is particularly critical when the target of the observation is the CXB. A maximally efficient GTI filtering is required to study the faintest diffuse source of the sky: a good exposure time as high as possible is needed to maximize the statistics; conversely, even a low level of unrejected soft proton NXB could bias the measure of the CXB spectrum. The problem of GTI selection will be addressed in Sect. 3.2.

After the application of the GTI, a residual component of soft proton background may survive. This can result from different causes. For instance, low-amplitude flares, yielding little variations to the quiescent count rate, could be missed by the GTI threshold. Moreover, a slow time variability could hamper the identification of a “flare”: in the most extreme case, a steady flow of particles impinging the detector during all of the duration of an observation would be almost impossible to identify by means of a time variability analysis. In such cases the unrejected NXB component could be revealed with a surface brightness analysis. As stated before, low energy particles are focused by the mirrors and therefore the spatial distribution of the induced NXB varies across the plane of the detectors. We remember that a rather large portion of the MOS detectors is not exposed to the sky (hereafter called “out Field Of View”, out FOV) and therefore neither cosmic X-ray photons nor low energy particle induced events are collected there111 Indeed, owing to the finite CCD transfer time, a minor fraction of in FOV events is wrongly assigned to the out FOV region as Out Of Time events. Such events correspond to $``$0.35% of the out FOV surface brightness and therefore they may be neglected to the aims of our work.. The study of the out FOV region allows to identify the observations affected by an anomalous low-energy particle NXB and to measure its level. This issue will be discussed in Appendix B, where we also study the impact on science of such NXB component.

The final step required to remove the effects of NXB is to account for the quiescent component. Unfortunately, the quiescent NXB has no characteristic signatures and there are no recipes to separate good events from spurious events. A spectrum extracted from the event list obtained at this step (i.e. after GTI filtering and a check for the residual SP NXB) would be the superposition of the CXB and of the quiescent NXB. The only way to solve this problem is to get an independent measurement of the quiescent NXB spectrum. Its subtraction from the total (CXB$`+`$quiescent NXB) spectrum yields the pure CXB spectrum. The crucial problem is that the NXB spectrum, resulting from an independent measurement, must be representative of the actual quiescent NXB which is present in a typical observation of the sky; otherwise, the determination of the CXB would be dramatically biased. There are two ways to measure the quiescent NXB in the MOS. Firstly, through the analysis of the out FOV regions, where no X-ray photons or soft protons can reach the focal plane through reflections/scatterings by the telescope optics. Secondly, through the study of the observations with the filter wheel in closed position: in this configuration, an aluminium window prevents X-ray photons and low energy particles from reaching the detectors. The issue of a solid independent measure of the quiescent NXB is addressed in Appendix A, where we give the results of a long-term study of the quiescent background. Our analysis favours the choice of the closed observations over the out FOV, as the former provides an NXB spectrum better suited to study the CXB.

## 3 The algorithm to measure the CXB spectrum

This study is based on a rather large sample of MOS data including calibration, performance verification and granted time observations; public observations retrieved through the XMM-Newton Science Archive facility were also used. The initial dataset consist of (i) a compilation of (mostly) blank sky fields observations and (ii) a list of observations performed with the filter wheel in closed position.

We have developed an ad-hoc pipeline to perform the different steps of the analysis in an automated way. The implemented algorithm has the following main steps:

* For each individual observation (both sky fields and closed): preliminary data processing, event selection, GTI filtering; for the sky fields observations only: definition of the field of view (excision of the eventual bright target of the observation).
* For sky fields observations: check for a residual soft proton contamination and definition of the best dataset for the study of the CXB.
* Stacking of the data (sky fields and closed), extraction of the source (sky) and background (closed) spectra corrected for vignetting.
* Renomalization of the background spectrum, spectral analysis.

All of these points will be described in detail in the following sections. The automatic pipeline allowed to repeat the whole study varying the values for different parameters (from the flaring NXB threshold to the number of observations used) and to obtain a robust evaluation of the systematic errors involved, which will presented in Sect. 5.

### 3.1 Preliminary data selection and preparation

We selected only high galactic latitude fields ($`|b|28^{}`$). We avoided pointings towards the Magellanic Clouds, Cluster of Galaxies, as well as observations of very bright targets. The selected fields were observed between revolution number 57 and revolution number 437. We retrieved the closed observations performed in the same time interval, between revolution 25 and 462.

The selected data were processed through the standard pipeline for event and energy reconstruction (emproc task in the XMM Science Analysis Software - SAS). In our long term project we used different releases of the SAS, from v5.0 to v5.3.3. Different SAS versions are expected to give little differences to the aim of this work; we investigated this problem as a source of systematic errors in Sect. 5.1.

As stated in Sect. 2.1, electronic noise is not a matter of concern in the study of the high energy (2-8 keV) CXB. However, hot pixels yielding a signal in the range of energy of interest have been occasionally observed. Bad pixels not uploaded for on-board rejection are automatically searched and discarded by the event reconstruction pipeline, but low-level flickering pixels may be missed. We developed an ad-hoc algorithm, based on the IRAF task cosmicrays, in order to identify and reject them.

Following standard prescriptions (see e.g. XMM-Newton Users’ Handbook), we extracted good events with appropriate selections on the FLAG (the expression (FLAG & 0x766a0000)==0) allows to choose good events collected over the whole detector plane) and on the PATTERN (PATTERN$`<`$=12) parameters.

We then applied a geometric mask (a circle of 2.5 arcmin radius, including $`>`$98% of the source counts) to exclude the eventual bright central target of the observation, to avoid biassing the determination of the CXB intensity, which is properly computed by integrating the contributions of all the resolved and unresolved serendipitous sources present in our sample of sky fields.

For each observation, events from the in FOV and of the out FOV regions were separated and stored into two independent event lists. Events in FOV were selected with the expression (FLAG & 0x10000)==0, considering only a circle of 13.75 arcmin radius. Events from out FOV region were selected with (FLAG & 0x10000)!=0, with the constrain of an off-axis angle greater than 15 arcmin. A further spatial mask was applied to the out FOV event list to discard a region in CCDs Number 2 and 7 of both MOS1 and MOS2 cameras, where both X-ray photons and low energy particles can reach the detectors, possibly scattering through cuts in the camera body originally designed to accomodate a calibration source which was not installed.

### 3.2 Flaring background screening

An efficient removal of the flaring background is a crucial step. A standard prescription (see e.g. Kirsch 2003) to identify high particle background time intervals is to study the light curve in the high energy (e.g. 10-12 keV) range, where the signal from cosmic sources is negligible. However, it is observed that the flares generally turn on or off at different times at low and high energy (Lumb et al. 2002). Flares having a particularly soft spectrum may be completely missed when the high energy range only is studied.

Since the study of the faint CXB requires a very efficient rejection of the flaring NXB, we decided to use the overall energy band 0.4-12 keV to search for the flares. We developed an algorithm to obtain an automated and homogeneous screening from the flaring NXB allowing for the identification of an ad-hoc count rate threshold for each observation.

As a first step, a light curve in the 0.4-12 keV band is extracted with time bins of 30 s from the whole in FOV region. An histogram of the distribution of the counts is then built. The main peak in the histogram, corresponding to the poissonian distribution of the quiescent counts from the field, is identified and its position is computed by means of a simple fit with a Gaussian function (which represent an adequate approximation of the Poisson distribution for the observed mean number of counts per bin $`\mu 40`$). All of the time intervals which have a number of counts exceeding by more than 3.3$`\sigma `$ the mean are rejected. We discard also the time intervals corresponding to 0 counts. The chance occurrence probability of the “0 counts event” on the basis of the Poisson distribution is of order $`e^{40}`$ or $`4\times 10^{18}`$. The presence of a noticeable number of time bins with 0 counts is therefore to be ascribed to telemetry gaps or to other problems in the data flow; the corresponding time intervals have therefore to be rejected when computing the good exposure time. The algorithm is applied independently on each of the datasets. The resulting good exposure time is computed summing the selected good time intervals, then applying the dead time correction. In Fig. 1 and 2 we show the typical light curve of a blank sky field (affected by intense SP flares in the last part) and the corresponding histogram of the counts/time bin. The adopted GTI threshold on the count rate is also shown in both cases.

The flaring background signal, as expected, is not seen either in the out FOV region in the sky fields observations, or in the closed observations. Nevertheless, the GTI identified for each sky field observation was applied also to the corresponding event list for the out FOV region of the detectors, in order to allow for a coherent comparison of the datasets. For consistency, a GTI filtering using the same prescription (for both the extraction of the light curve and the selection of the threshold) was also performed on the closed observations, yielding in any case the rejection of a negligible part of the exposure time.

In Sect. 5.2 we will study how a different choice for the GTI threshold can affect the determination of the CXB spectral parameters.

### 3.3 Check for residual soft proton background

A component of soft proton background may survive after GTI screening: two peculiar phenomenologies of flares cannot be properly identified by our automated algorithm. This is the case of (i) extreme variability in the light curve, (ii) conversely, very slow time variability of the soft proton flux. In both cases, the peak in the histogram of the count rates (see previous section) has a significant contribution from soft proton NXB. This could introduce a bias in the measure of the faint CXB spectrum.

We have developed a simple diagnostic to identify the observations which are contaminated by such a soft proton NXB component. The ratio $`R`$ between the surface brightness in FOV ($`\mathrm{\Sigma }_{IN}`$) and the surface brightness out FOV ($`\mathrm{\Sigma }_{OUT}`$) in the range 8-12 keV is used to identify an anomalous NXB affecting only the in FOV region (as expected in the case of a residual soft proton component, owing to the focusing of the low energy particles by the telescope optics). The details of our study of the residual soft proton NXB component, demonstrating its impact on the measure of the CXB spectrum, are presented in Appendix B.

The spectral shape of the contaminating NXB was found to vary in an unpredictable way from observation to observation. To get a robust measure of the CXB, we decided therefore to discard the most affected observations. Particular care was then devoted to the selection of the best observations, free from significant residual soft proton contamination, setting an appropriate threshold ($`R_{max}=1.3`$) on the value of the ratio of the surface brightnesses $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ (see Sect. 5.3 for a study of the possible involved systematics). As a result, we rejected 9 observations out of 51 for the MOS1 and 6 out of 49 for the MOS2, corresponding to the 12% and 10% of the total exposure time, respectively.

### 3.4 Stacking of the data

We merged all the selected observations using the SAS task evlistcomb (we are interested in the detector coordinates only) to obtain four event lists, corresponding to the in FOV and the out FOV data for both the sky fields and the closed observations.

For each merged event list we built an appropriate exposure map, computing the total exposure time corresponding to each position in detector coordinates. The resulting exposure map for the sky fields event list in FOV is not uniform due to the rejection of the central bright sources which were the original targets of the individual observations and to the presence of a few observations in small window mode. Conversely, the exposure map for the closed observations is of course flat.

### 3.5 Extraction of the spectra corrected for vignetting

The decrease of the effective areas as a function of increasing off-axis angle causes a loss of flux which is known as vignetting. To correct for this effect, we developed an algorithm based on a photon weighting method, similar to the CORRECT algorithm implemented in the EXSAS software for ROSAT (Zimmermann et al. 1998). Each photon having an energy $`E_j`$ belonging to the Ith spectral channel ($`E(I)<E_j<E(I+1)`$) falling at the position ($`x_j`$,$`y_j`$) in detector coordinates gives a contribution

$$\frac{A_{eff}(0,0,E_j)}{A_{eff}(x_j,y_j,E_j)}\frac{1}{t(x_j,y_j)}$$

to the count rate in the spectral channel I; in the previous relation $`A_{eff}(0,0,E_j)`$ and $`A_{eff}(x_j,y_j,E_j)`$ are the effective areas at energy $`E_j`$ on-axis and at the position ($`x_j,y_j`$) respectively; the exposure time $`t(x_j,y_j)`$ is read from the exposure map (see previous section). In this way the extracted spectrum is automatically corrected for the vignetting. Spectra were accumulated for both PATTERN 0-12 events (the standard selection, see Kirsch 2003) and PATTERN 0 only (single pixel events) for a consistency check.

The background spectrum from the merged closed event file was obtained using the same method. The NXB is not vignetted; however, since the correction is applied to the total (CXB+NXB) spectrum from the merged sky event list, the same correction to the (pure NXB) spectrum, extracted from the same detector region, is required. This photon weighting method has the advantage of allowing for an exact correction of the vignetting effect, accounting for a non-uniform exposure map as well as for spatial variations in the NXB.

### 3.6 Renormalization of the NXB spectrum

A renormalization is needed to account for the different intensities of the NXB in the sky fields and in the closed observations due to the non-simultaneity of the measurement. To compute the renormalization factor, taking advantage of the very high statistic, we used the energy range 10-11.2 keV where no fluorescence lines (possibly having different time behaviour wrt. the continuum, see Appendix A) are present and where the expected CXB signal is negligible, being of order 0.2%. The ratio of the count rates in the total (CXB+NXB) and (pure NXB) spectra is computed and used as renormalization factor for the NXB spectrum. In Sect. 5.4 we will study the effects of the uncertainty in this operation.

### 3.7 Spectral analysis

The spectra from the merged sky fields were rebinned by a factor of 10 to obtain a good statistic in each energy channel after background subtraction. The adopted vignetting correction method requires the use of the on-axis redistribution matrices222 The ground calibration campaign demonstrated that the Quantum Efficiencies of the different CCDs are uniform above $``$0.3 keV (the differences were measured to be $`<`$2% at 2 keV, Vercellone 2000). In our analysis we account for possible systematics affecting the absolute flux measurement as discussed in Sect. 5.9. and effective area files. For each camera, we used an exposure-weighted effective area file computed as a linear combination of the MOS1/2 effective areas provided by the XMM-Newton Science Operation Centre for the different optical filters, the weights being the fractions of the total exposure time corresponding to each filter.

The 2-8 keV range was selected for the analysis. Lower energies were not used to avoid (i) contaminations by the soft galactic component of the CXB (emerging below $``$1 keV) and (ii) possible artefacts due to an imperfect subtraction of the bright Al-K and Si-K fluorescence lines (in the 1-2 keV range - see App. A). Above 8 keV the collected CXB signal is marginal.

The spectral analysis was performed within XSPEC v11.0. The spectral model was a simple absorbed power law. The interstellar absorption $`N_H`$ was fixed to the exposure-weighted average of the values of the selected fields. We added to the model multiple gaussian lines to account for possible differences in intensity of the brightest fluorescence lines (Cr, Mn, Fe in the 5-7 keV spectral range) in the sky and in the closed observations. Their energies and FWHM (which are constant across the detector plane, see Sect. A.2) were fixed to the values computed using the out FOV data (sky and closed observations yielded fully consistent results).

To minimize the correlation between the CXB spectral parameters (photon index and intensity), the normalization of the power law was evaluated at the barycentre of the selected energy range (see Ulrich & Molendi 1996), which in our case is found to lie at $``$3 keV. MOS1 and MOS2 data were studied both separately and in a symultaneous fit.

## 4 Results

The final dataset includes 42 sky fields for the MOS1 camera and 43 for the MOS2. The total exposure time is of $``$1.15 Ms per camera. The solid angle covered by the data, summing the contribution of each observation (accounting for the differences in field of view due to the readout mode or to the excision of the central target) is of $``$5.5 square degrees (34 different pointing directions) per camera. The closed data amount to $``$430 ksec per camera.

The spectrum of the cosmic X-ray background as seen by the MOS instruments is shown in Fig. 3. We note that the CXB signal is very low if compared to the quiescent NXB, accounting for only $``$20% of the counts in the (vignetting-corrected) spectrum from the sky field merged dataset in the 2-8 keV range.

The two cameras yield fully consistent results within the statistical uncertainties (see Table 1). A symultaneous fit to the data ($`\chi _\nu ^2=1.15`$, 72 d.o.f.) yields a photon index of 1.41$`\pm `$0.04 and a normalization of $`2.647\pm 0.038`$ photons cm-2 s-1 sr-1 keV-1 at 3 keV (to be corrected for the stray light, i.e. the contribution to the collected flux due to photons coming from out-of-field angles). The quoted uncertainties are the statistical errors at the 90% confidence level for a single interesting parameter.

A careful study of the possible sources of errors led us to compute the overall uncertainty (systematics included) to be of 4% for the photon index and of 3.5% for the normalization. The details of the error analysis are presented in the next section.

After correcting for the stray light (see Sect. 5.6), the MOS results on the 2-8 keV CXB spectrum are:

$$\mathrm{\Gamma }=\mathrm{\hspace{0.17em}1.41}\pm 0.06$$

$$N=\mathrm{\hspace{0.17em}2.462}\pm 0.086$$

where the normalization $`N`$ is expressed in photons cm-2 s-1 sr-1 keV-1 at 3 keV.

The resulting flux in the 2-10 keV energy range is of (2.24$`\pm `$0.16)$`\times 10^{11}`$ erg cm-2 s-1 deg-2. The error (90% confidence) includes also an extra 5% uncertainty as an estimate of the absolute flux calibration accuracy of the MOS cameras. To ease a comparison with previous works, the corresponding normalization at 1 keV is of $``$11.6 photons cm-2 s-1 sr-1 keV-1.

## 5 Analysis of errors

A very careful evaluation of the possible sources of error, including systematics, is of paramount importance in the measure of a faint source such as the CXB. In the following sections the quoted errors on the spectral parameters are at 90% confidence level for a single interesting parameter.

### 5.1 Effect of the use of different SAS versions

As stated in Sect. 3.1, in this work different SAS releases (namely v5.0, v5.3.0, 5.3.3) were used to perform the preliminary processing of the data. We processed $``$ 100 ksec per camera of closed observations with the SAS v5.3.3 to be compared with the corresponding datasets in our compilation processed through SAS v5.0. The analysis and the extraction of the spectra were performed as described in Sect. 3. A linear fit to the ratio of the two spectra in the range 2-12 keV was found to be fully consistent with a constant equal to 1, the slope being statistically null. Nevertheless, as a further step we used the computed (90% confidence) limits on the slope to modify the final quiescent NXB spectrum (i.e. the one used in Sect. 4); such “distorted” spectrum was used to study the CXB, running the second part of our pipeline. We obtained a variation of $``$2% in the best fit photon index value, and a variation of $``$1.5% in the normalization. Such values, comparable to the statistical uncertainties (see Sect. 4), represent a very conservative estimate (indeed, a worst case) of the possible systematics associated with the use of different SAS versions.

### 5.2 Effect of different thresholds for soft proton screening

We took advantage of our automated pipeline to study the effects of different prescriptions for the GTI filtering (see Sect. 3.2) directly on the best fit parameters of the CXB, simply running the whole pipeline several times, using different values for the GTI selection parameters. While different recipes to build the light curve are generally less efficient, we investigated the effects of a different choice for the count rate threshold. This is indeed a crucial problem. Lumb et al. (2002) reported a variation of the cosmic background spectral parameters as a results of different flare screenings, but they did not present any systematic study of this effect.

The results for the photon index and the normalization of the CXB as a function of the threshold (in units of sigma from the average count rate) are shown in Fig. 4 and Fig. 5. It is evident that the selected 3.3$`\sigma `$ level represent an optimal threshold. Little changes in the adopted value (in both directions) have essentially no effects on the best fit CXB parameters. The choice of significantly lower values implies the rejection of positive random fluctuations from the good count rate, lowering the inferred normalization; conversely, the choice of significantly higher values implies the inclusion of a fraction of soft proton NXB which increase the derived CXB normalization. Within the “good” range for the GTI threshold identified in this study ($`2.9\sigma 3.8\sigma `$), the variations of the photon index and normalization of the CXB spectrum are always smaller than the statistical uncertainties. We therefore consider any systematic error associated with the GTI thresholding to be negligible.

### 5.3 Effect of a different threshold for the residual soft proton NXB

As shown in Appendix B.2, the residual soft proton background may introduce a strong bias in the measure of the CXB spectral parameters. It is therefore very important to check if our recipe to define a good, non-contaminated dataset on the basis of the ratio of surface brightnesses $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ (see Sect. 3.3 and Appendix B) is a possible source of systematics. We studied directly the variation of the CXB spectral parameters as a function of the threshold $`R_{max}`$ on the ratio $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$. For each selected value of $`R_{max}`$ (we explored the range $``$0.95-2.7), the datasets below the threshold were merged and the CXB spectrum extracted and analyzed running our automatic pipeline. The computed best fit CXB photon index and normalization are plotted as a function of the threshold $`R_{max}`$ in Fig. 6 and 7, respectively. While the value of the photon index does not change significantly as a function of $`R_{max}`$, in the case of the normalization a peculiar trend is seen and can be easily interpreted. When the threshold $`R_{max}`$ is high ($`>`$1.5), the contributions of the contaminated observations is important. Decreasing values of $`R_{max}`$ yield therefore a significant variation in the CXB normalization as a result of the rejection of an increasing number of bad observations. The trend disappears and the normalization become stable when the contaminated observations have been discarded. Further decreases of $`R_{max}`$ lead to the exclusion of good observations with positive fluctuations of the ratio $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$. The break occurs for $`R_{max}`$ $``$1.5. We assume conservatively $`R_{max}`$=1.3 to define our final dataset to study the CXB. An inspection of Fig. 6 and 7 shows that for slightly different choices of $`R_{max}`$ in the “good” range $`1.0÷1.4`$ the variations of the best fit CXB slope and normalization are small with respect to the statistical uncertainties. We conclude therefore that our approach for identifying and rejecting contaminated observations is robust and free from systematics.

We note in addition that a new break is observed in Fig. 7 for $`R_{max}`$0.95. This occurs when the threshold $`R_{max}`$ is below the average value of the ratio $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$. In these cases, only dataset with a negative fluctuation of the ratio are included.

### 5.4 Effect of the NXB spectrum renormalization

As stated in Sect 4, the NXB accounts for $``$80% of the counts in the 2-8 keV energy range for a blank sky observation. It is therefore evident that even small errors in the renormalization of the NXB spectrum can yield large effects on the inferred CXB spectrum. The uncertainty on the renormalization factor, computed using standard error propagation, is of 0.8% for both MOS1 and MOS2. This translates in an uncertainty of 2.1% in the best fit photon index for the CXB spectrum, and of 1.9% for the normalization.

### 5.5 Check of the Vignetting curve calibration

The vignetting function of the X-ray telescopes is well calibrated (Lumb et al. 2002; Kirsch 2003); the main sources of uncertainty (currently under investigation by the calibration team) are a possible $``$1 arcmin offset of the optical axis from the nominal position and the azimuthal modulation induced by the Reflection Gratings Assemblies, installed on the light path of the X-ray telescopes having the MOS cameras at their primary foci. As a consequence, the absolute flux of a point source has an uncertainty of order $``$5%. Since in this work we use events extracted from almost all of the MOS field of view, the uncertainty on the collected flux induced by the two quoted effects should be much lower, since possible errors in the vignetting corrections across the FOV should partially compensate. Following Lumb et al. (2002), we therefore assume 1.5% as an estimate of the uncertainty on the effective areas.

As a consistency check, we have divided the FOV of the instrument into six regions lying at increasing off-axis angles from the nominal optical axis position, namely a central circle of 4 arcmin radius and 5 circular annuli of 2 arcmin width. We repeated the whole analysis for each region separately, computing independent values for the best fit spectral parameters of the CXB. In Fig. 8 and 9 we plotted the photon index and the normalization of the CXB as a function of the off-axis angle for the MOS1 camera; the MOS2 case is very similar. As expected, no systematic effects can be seen, the observed fluctuations are smaller than the statistical uncertainties.

A study of the vignetting curve calibration using slew data is currently in progress. A preliminary analysis of $``$180 ksec of data showed hints for deviations from the nominal behaviour in agreement with the above quoted hypothesis of an offset of the aimpoint. The stray light component (see next section), possibly centrally peaked, may also play a role (D.Lumb, private communication).

### 5.6 Stray light

At the time of writing, no updates in the evaluation of the contribution to the collected flux from photons gathered from out-of-field angles have been published by the calibration team. We therefore assume the estimate by Lumb et al. (2002): an out-of-field scattered flux of order 7% of the good focused in-field signal, with an associated systematic uncertainty of 2%.

The main contribution to the stray light is due to sources within 0.4-1.4 degrees from the optical axis (Lumb et al. 2002). As a further check, we have used the available data from past and current X-ray mission to search for very bright sources lying in the quoted annular region for each of the pointings. We found only one relatively bright source at the $`3\times 10^{11}`$ erg cm-2 s-1 level in the 2-8 keV energy range. A few (5) other sources were found, with fluxes of the order of a few $`10^{12}`$ erg cm-2 s-1. According to the efficiency of the X-ray baffle quoted by Lumb et al. (2002), these should not represent a matter of concern for the evaluation of the CXB normalization.

### 5.7 Effect of event PATTERN selection

For a consistency check, we repeated the spectral analysis for the case of PATTERN 0 events only (i.e. single pixel events, see XMM-Newton Users’ Handbook). The results are reported in Table 2, where the quoted errors are pure statistical uncertainties at the 90% confidence level for a single interesting parameter.

When the uncertainty associated to the renormalization of the quiescent NXB spectrum ($``$2% for both the photon index and the normalization, see Sect. 5.4) is taken into account, the results from the PATTERN 0-12 data (Sect. 4) and from PATTERN 0 events only are found to be in good agreement. We therefore assume any systematic effect associated with the event PATTERN selection to be negligible.

### 5.8 Effect of the internal fluorescence line modeling

The fluorescence line component of the quiescent NXB varies strongly across the detector plane (see Sect. A.2). To account for this effect, we extract the source (sky fields) and background (closed) spectra from the same detector region. Residual differences in the line intensity are due to time variation of the fluorescence NXB (sky fields and closed observations are not symultaneous), possibly different with respect to the continuum NXB variation which is corrected by the closed spectrum renormalization. To solve the problem we have included multiple gaussian lines in the CXB spectral model (see Sect. 3.7).

To assess the possible effect of such correction on the CXB best fit parameters, we have repeated the spectral analysis removing the gaussian lines. In this case, the fit to the data is found to be somewhat worse ($`\chi _\nu ^2=1.28`$, 79 d.o.f.), owing to higher residuals in correspondence of the line energies. The best fit normalization is found to be in full agreement (within less than 0.1%) with the value quoted in Sect. 4, while the photon index is consistent within $``$2% ($`1\sigma `$ statistical uncertainty).

We note that when the correction is applied, any systematics effect on the CXB spectral parameters should be smaller than the above quoted differences, and therefore negligible with respect to the pure statistical errors.

### 5.9 Absolute flux calibration

We can evaluate the uncertainty affecting absolute flux measurements with EPIC/MOS on the basis of the results of the cross-calibration with other satellites. Kirsch (2003) and Molendi & Sembay (2003) reported a comparison of the spectral results on suitable calibration sources studied with different instruments. The agreement on the measured fluxes in the 1-10 keV range is very good, within a few %, with a standard deviation of order 5%. We assume 5% as a conservative estimate of the uncertainty on the absolute flux calibration of EPIC.

## 6 Discussion

Our measurement of the intensity of the Cosmic X-ray Background has been plotted in Fig. 10 (adapted from Moretti et al. 2003), together with previous determinations. To be conservative, in order to identify the most probable range of sky surface brightness constrained by our data, we have used an estimate of the accuracy of the cross-calibration in absolute flux among different recent instruments (see Sect. 5.9) as a measure of the absolute flux calibration uncertainty of EPIC.

Our results are in full agreement with the BeppoSAX LECS/MECS analysis of Vecchi et al. (1999) and with the study of Lumb et al. (2002) using XMM-Newton EPIC/MOS data. The ASCA GIS measure of Kushino et al. (2002) is marginally consistent with ours, while the HEAO-1 value (Marshall et al. 1980) is significantly lower.

As discussed by Barcons et al. (2000), part of the dispersion of the different measurement can be ascribed to cosmic variance. The above authors estimated that differences up to $``$10% in the CXB intensity are expected when the solid angle is of order 1 square degree. They concluded therefore that systematic errors and cross-calibration differences among different instruments must be present.

The HEAO-1 measurement, performed on$`10^4`$ square degrees, is the most robust as for solid angle coverage. However, all of the subsequent measurements yielded systematically higher values, casting at least some doubts on the absolute flux calibration of the HEAO-1 instruments. We note that a recent reanalysis of the HEAO-1 data (Gruber et al. 1999), as pointed out by Gilli (2003), showed differences of order 10% among different detectors in the overlapping energy ranges.

Two new measurements have been published since the analysis of Barcons et al. (2000). Lumb et al. (2002) used a combination of 8 XMM-Newton EPIC/MOS pointings covering $`1.2`$ square degrees. Their approach for the instrumental background subtraction (based on a model of the out FOV spectrum) is markedly different from ours and therefore their determination is to be considered largely independent from the measurement presented in this work. The ASCA/GIS study of Kushino et al. (2002) was performed over a large solid angle ($``$50 square degrees) to minimize the effects of cosmic variance. However, the large stray light component ($``$40% of the collected flux) affecting ASCA represents a severe limit to the absolute flux measurement of the CXB, which they estimated to be uncertain at the $``$10% level.

In our analysis, we used a compilation of sky pointings covering $`5.5`$ square degrees. The effects of cosmic variance (roughly scaling as $`\mathrm{\Omega }^{1/2}`$) on our measure of the CXB intensity should be rather small, being of the same order of the overall quoted uncertainty ($`4`$%). Our measurement, performed with the well-calibrated EPIC/MOS instrument, relies on a very robust characterization and subtraction of the instrumental background; possible sources of systematics were carefully studied and their impact on the determination of the CXB spectrum was evaluated. In conclusion, these considerations, coupled to the excellent agreement of our findings with the results of two of the most recent investigations, lead us to believe that the measurements of the CXB intensity have finally converged to a well constrained value, significantly higher than the former result from HEAO-1 data, assumed more than 20 years ago as a reference.

It is very interesting to compare our new measurement of the CXB intensity with the source number counts derived from the recent deep X-ray observations. Moretti et al. (2003) have built a Log$`N`$/Log$`S`$ function using a very large source compilation, including the results from six different surveys, both pencil-beam and wide-field, performed with ROSAT, Chandra and XMM-Newton. We assume here their results for the integrated flux of the 2-10 keV source counts down to the sensitivity limit of the 1 Ms Chandra Deep Fields ($`1.7\times 10^{16}`$ erg cm-2 s-1). Our measurement of the CXB intensity, FCXB=(2.24$`\pm `$0.10)$`\times 10^{11}`$ erg cm-2 s-1 deg-1 ($`1\sigma `$ error, including the absolute flux uncertainty), implies that 80$`{}_{6}{}^{}{}_{}{}^{+7}`$% of the cosmic X-ray background has been resolved into discrete sources in the 2-10 keV band. Even extrapolating the Log$`N`$/Log$`S`$ down to fluxes of $`10^{17}`$ erg cm-2 s-1 (a factor of 10 below the detection limit of the deep surveys) the integrated flux would rise only to $``$84% of the CXB (due to the slow growth of the faint branch of the Log$`N`$/Log$`S`$), not consistent with its total value. A new class of faint sources (possibly heavily absorbed AGNs, or star-forming galaxies, see Moretti et al. 2003 and references therein) could emerge at fluxes of a few $`10^{16}`$ erg cm-2 s-1, steepening the Log$`N`$/Log$`S`$ and accounting for the remaining part of unresolved CXB. Some contribution to the CXB could also be due to truly diffuse emission.

The analysis of the deepest 2 Ms Chandra Deep Field North and of the XMM deep pointing to the Lockman Hole and of their associated multiwavelength follow-up campaign, will shed light on the issue. On the basis of a well constrained value for the CXB intensity, the new observations will possibly allow for an ultimate understanding of the CXB nature.

## Appendix A An independent measure of the quiescent NXB spectrum

The quiescent NXB component due to the interaction of high-energy particles with the detectors and the other structures of the telescopes/cameras bodies can be studied in two ways: (i) considering the out FOV regions of the detectors and (ii) using the closed observations. In both cases, the collected signal is purely cosmic-ray induced, with no contributions from X-ray photons or soft protons.

To the aim of a measure of the CXB spectrum, out FOV regions offer the advantage of a NXB measurement simultaneous with the CXB observation. A disadvantage is represented by possible spatial variations of the NXB spectrum across the plane of the detectors: in such case, the out FOV spectrum would not be an adequate representation of the NXB present in an observation of the sky. Closed observations allow for the extraction of the NXB spectrum from the same detector region where the CXB is collected, but the two measurements are not simultaneous. Time variations of the NXB spectrum may render closed observations useless for our study. These problems will be addressed in the following sections.

### A.1 Spectral characterization of the quiescent NXB

The spectrum extracted from the merged closed dataset, selecting the in FOV region, is presented in Fig. 11. The total exposure time is of $``$430 ksec. In the same plot we show the spectra extracted from the out FOV region for the sky fields merged dataset (total exposure $``$1.15 Ms) and the closed dataset. The 2-12 keV continuum is well represented by a flat power law not convolved with the telescope collecting areas and CCD quantum efficiencies, with a photon index of $``$0.2. Several bright emission lines are seen, due to fluorescence emission from materials of the telescope and the camera bodies. The strongest are the Al-K line from the shielding of the cameras and the Si-K line from the back substrate of the CCD chips (its intensity is much smaller in the out FOV spectrum); additional lines from Cr, Mn, Fe, Zn, Au are also visible. For further details see Lumb et al. (2002).

### A.2 Spatial distribution of the quiescent NXB

It is known that the quiescent NXB changes slightly across the field of view (e.g. Lumb et al. 2002). The strongest spatial variations are seen in correspondence with the internal fluorescence emission lines. Lumb et al. (2002) showed the peculiar, non-uniform distribution of the Al-K (strongly suppressed near the edges of CCD#1) and of the Si-K (strongly brighter near the edges of CCD#1) emission (see their Figures 2 and 3), due to shadowing effects as a consequence of the non-planar disposition of the CCD chips.

An inspection of Fig. 11 immediately shows the different relative strength of the fluorescence lines in the quiescent in FOV and out FOV NXB. Apart from the above mentioned Al-K and Si-K cases, it is evident that the Au emission (most probably associated with the gold coated readout flexible circuits) is much stronger in the out FOV spectrum. In particular, the prominent structure at $``$2.15 keV in the out FOV spectrum is virtually absent in FOV.

To investigate the possible presence of spatial variations in the continuum, we have studied the closed NXB on each CCD detector separately. The spectra were fitted in the 2-12 keV range with a model consisting of a power law with the addition of multiple gaussians to reproduce the fluorescence lines, not convolved with the telescope areas and the CCD quantum efficiencies. We found, as expected, strong variations in the line intensities (their energies and width are found to be stable); marginally significant variations in the photon index were also seen.

The observed variations of the quiescent NXB across the FOV strongly suggest that it is better to extract the NXB and the source spectra from the same region of the detector. This is particularly important in the case of the faint CXB, whose signal is lower than the NXB over the whole 2-8 keV energy range.

To assess whether the closed observations are indeed representative of the actual quiescent NXB affecting a typical sky field observation, we compared the closed spectrum extracted from the out FOV region with the corresponding out FOV spectrum from the merged sky dataset. Apart from a multiplicative factor required to match the intensities (due to the non-simultaneity of the measurements), we did not find significant differences either in the continuum shape (the best fit photon indexes were almost indistinguishable) or in the line components. In Fig. 12 we show the ratio between the two spectra. The results of a linear fit to the ratio in the range 2-12 keV are fully consistent with a constant.

### A.3 Temporal behaviour of the quiescent NXB

Non-simultaneous measurements of the NXB can be used to study the CXB only if the NXB spectrum is stable in time. As a first step, we studied the secular variation of the NXB surface brightness in different energy ranges. As a typical example, we show in Fig. 13 the light curves in the 8-12 keV band for the out FOV regions of the sky observations and for the closed observations (the in FOV region was selected in this case).

The main results are:

* the large majority of the observations follow a smooth secular trend: the surface brightness decreases by 30% from revolution 50 to revolution 100, reaches a minimum around revolution 150 and thereafter slowly increases.
* the secular trend and the absolute surface brightness values for the normally behaving cases are almost equal for the sky field data out FOV and the closed observations.
* The points deviating from the general trend correspond to observations performed under high radiation conditions. For instance, the closed observation of revolution 329 was taken during an intense solar flare.
* during high radiation periods, the intensity of the NXB can be more than an order of magnitude higher than average.
* the scatter around the good behaviour is of order 15% for the sky observations, while it is much higher for the closed observations, since the latter are often performed at the beginning/end of the visibility window of the orbit, closer to the perigee, where the flux of particles (from the radiation belts) is generally more intense than in the higher part of the satellite orbit.

The light curves in other energy bands are very similar and are not reported here. What is important to the aim of the present study (as well as for the study of faint diffuse sources) is to assess the stability of the quiescent NXB spectral shape. In Fig. 14 we plot the surface brightness in the band 1.4-1.6 keV (dominated by the Al-K internal fluorescence line) versus the 2.5-5 keV band (continuum emission only) for the closed observations. It is evident that, although a definite correlation is present, the scatter of the points is rather high. A very similar effect is seen comparing the 0.5-1.2 keV band with the 2.5-5 keV; on the contrary, the correlation between the 2.5-5 keV and the 8-12 keV bands is much better (see Fig. 15).

This suggests that the spectral shape may change in time, the fluorescence lines having a time behaviour quite different from the high energy continuum. A similar result was reported for the pn camera by Katayama et al. (2002). A poor correlation is also seen between the low energy and the high energy parts of the continuum, while the 2-12 keV band presents a rather coherent behaviour. These results have important implications for the study of faint diffuse sources when an independent measurement of the background spectrum is needed: a simple renormalization of the quiescent NXB using the high energy range (e.g. 8-12 keV) count rate could lead to systematic errors in both the continuum (low energy wrt. high energy) and the lines.

We investigated in more detail the dependence of the NXB spectral shape on the intensity of the high-energy particle flux. We divided the sample of the closed observations in two parts, a “high intensity” dataset and a “low intensity” dataset (respectively, above and below a 8-12 keV surface brightness of 0.007 cts cm-2 s-1, see Fig. 13). We then extracted the spectra from the in FOV region. We show in Fig. 16 the ratio of the two spectra. As expected from the previous analysis, differences are observed in the low energy part of the continuum and in correspondence of the brightest fluorescence lines; however, the most interesting result is that the ratio above 2 keV is constant. We tried a linear fit to the data in the 2-12 keV range; the slope was found to be statistically null.

This demonstrates that the NXB continuum spectral shape in this energy range does not depend on the intensity of the impinging flux of cosmic rays; no significant changes are seen even in presence of very large variations in intensity. It is therefore possible to use non-simultaneous measures of the quiescent NXB spectrum for the study of the 2-8 keV CXB. The only caveat is to compute a renormalization factor in order to match the intensity of the NXB component present in the two dataset.

### A.4 Conclusions

The results of the study of the quiescent NXB can be summarized as follows.

* The ratio between the closed and the sky field (out FOV) spectra shows that closed observations give a correct representation of the quiescent NXB present in a typical observation of the sky.
* The spatial analysis revealed strong variations in the fluorescence line component across the detector plane, as well as hints for variations in the continuum. A NXB spectrum extracted from the same detector region where the CXB is collected would therefore be preferable.
* The temporal analysis demonstrated that variations up to a factor of 10 in intensity may occur during high radiation periods. The spectral shape may change in time; in particular, the low energy (0.5-1.2 keV) and high energy ($`>`$2 keV) continuum variations are poorly correlated; the same is true for continuum and fluorescence line component. In any case, the spectral shape above 2 keV is very stable, at least for the continuum.

In conclusion, to the aim of the present work, the use of the closed observations is more appropriate to get the indepenent measurement of the quiescent NXB required to study the CXB.

## Appendix B Any residual soft proton contamination ?

A very important step in order to get a robust measure of the faint CXB spectrum is to investigate the presence of a residual component of soft proton NXB in the GTI-filtered event lists, as a consequence of a steady flux of particles impinging the detectors and/or of other peculiar conditions of low-energy particle irradiation. A soft proton contamination could indeed affect the study of faint diffuse sources; so far, no systematic investigations of this problem were published (but see De Luca & Molendi 2002 for a preliminary report).

In the case of the ACIS instrument onboard Chandra, rather similar to XMM-EPIC in both the orbit and the detector technology, Markevitch et al. (2003) reported that the spectrum of the dark Moon is consistent with the spectrum collected when the CCDs are in the stowed position (outside the field of view) and therefore the steady flux of low energy particles can be as low as zero. In any case, the low statistic in the dark Moon spectra, coupled to the small number of observations, prevented the authors from drawing definitive conclusions. However, Markevitch et al. (2003) showed that “long flares”, having a very low time variability along an observation, may occasionally occur, affecting the spectral study of faint diffuse sources. The higher collecting area suggests a priori that in similar conditions the flow of gathered particles could be higher (and therefore its impact on science more important) for XMM/EPIC than for Chandra/ACIS.

In the next sections we will present a simple diagnostic to reveal and quantify the residual soft proton component affecting an observation; we will also study its impact on the measure of the CXB spectrum.

### B.1 A diagnostic to reveal soft proton contamination

The basic idea to identify the residual low energy particle background is to look for its signature in terms of a non-uniform distribution of the count rates across the plane of the detectors, due to the focusing of the particles by the telescope optics. We studied therefore the surface brightness in the regions inside and outside the field of view: any residual soft proton component should be visible only in FOV. We selected the high energy band (8-12 keV), excluding the central CCD in order to minimize the presence of genuine cosmic X-rays in the count rate in FOV.

As a first step, we plotted the surface brightness in FOV ($`\mathrm{\Sigma }_{IN}`$) versus the surface brightness out FOV ($`\mathrm{\Sigma }_{OUT}`$). This is shown in Fig. 17. A clear correlation is present; however, a rather high scatter of the points is evident. The same plot obtained for the case of the closed observations shows a much better correlation (see Fig. 18).

As a second step, we studied whether the scatter in Fig. 17 can be ascribed to an anomalous flux in FOV. This is absolutely clear from Fig. 19, where we have plotted the ratio of the surface brightness $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ versus the surface brightness $`\mathrm{\Sigma }_{IN}`$. Such a clear correlation is not seen at all in the plot of $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ vs. $`\mathrm{\Sigma }_{OUT}`$ presented in Fig. 20.

It is thus evident that in some observation the NXB surface brightness inside the field of view is higher than outside. From Fig. 19, we can see that the most pathological cases can show a quiescent NXB intensity up to 300% higher than average. We note that such anomalous count rates are to be entirely ascribed to an enhanced NXB component, since the signal expected from the CXB in the selected energy range and off-axis angle is of order of $``$0.5% of the overall count rate, and no bright sources are present in our selected fields.

We inspected the light curves of the most deviating observations. Two phenomenologies, as expected, were observed. First, a very smooth light curve, with an average “quiescent” count rate significantly higher than expected for a typical blank sky field, and slow time variability along the observation duration (see Fig. 21). These could be the cases of “long flares” of soft protons, affecting the whole observation and showing little or no time variability, similar to what occasionally observed by Markevitch et al. (2003) in the Chandra case. Second, conversely, a highly variable light curve with almost no quiescent time intervals (Fig. 22). In both cases, as stated in Sect. 3.3, our automated GTI filtering algorithm cannot be efficient since all of the observing time is affected by a flux of low energy particles.

In Fig. 23 the same plot as in Fig. 19 is presented; data from closed observations have been overplotted. It is evident that for closed observations the ratio of the surface brightness $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ remains constant under all of the observed low energy particle irradiation conditions. The results of a linear fit to the two distributions are also interesting: the ratio $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ is found to be lower for the closed observations. This is true also for the sample of sky fields observations which are less affected by the residual soft proton component. In correspondence of the average value of the surface brightness in FOV for these observations ($`\mathrm{\Sigma }_{IN}0.0065`$ cts cm-2 s-1 in 8-12 keV), the ratio $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ for the sky fields is higher by $`10`$%. Although this difference is seen at a low level of significance ($`<`$3$`\sigma `$), this may be a hint for the presence of an irreducible flow of low energy particles reaching the detectors during all science observations.

### B.2 Impact on science of the residual soft proton component

In the previous section we showed that a residual component of soft proton background is sometimes (possibly always) present within the field of view. It is very important to assess whether such NXB component can affect the scientific analysis of faint diffuse sources, and, if this is the case, to define a recipe to recover reasonable results from contaminated observations.

To this aim we divided our sample of observations in different independent subsets, corresponding to different levels of contamination, the ratio $`R`$ of surface brightnesses $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ being a measure of the residual SP NXB level. We selected three ranges of $`R`$: $`<`$1.05 (negligible contamination - dataset “a”), $`1.05÷1.30`$ (low contamination - dataset “b”), $`>`$1.30 (significant contamination - dataset “c”). In each of the three cases, we applied the algorithm described in Sect. 3 (in particular, the steps corresponding to Sect. 3.4$`÷`$ 3.7) to extract and analyze the CXB spectrum, obtaining three independent determinations of the best fit CXB parameters. The three total (CXB+quiescent NXB) spectra are plotted together in Fig. 24; the corresponding best fitting normalizations and photon indexes are shown in Fig. 25.

It is evident that the parameters inferred from the most contaminated dataset (c) are totally incompatible with the results of dataset (a) and (b). The slope of the CXB spectrum is found to be flatter than expected, while the best fit normalization is higher by more than 100% (more than 15$`\sigma `$ for a single interesting parameter) with respect to dataset (a). The results from datasets (a) and (b), on the contrary, are found to be in good agreement in both the slope and the normalization. Thus, the simple recipe described in Sect. 3 works well up to values of $`1.3`$ for the ratio R, i.e. in presence of a low contaminating SP component.

As a further step we studied the spectral shape of the contaminating background component. The differences in count rate among the three datasets can be ascribed, in principle, to three causes: (i) presence of residual SP NXB, (ii) variations of the quiescent NXB, (iii) cosmic variance, due to the discrete nature of the CXB. In order to get the spectrum of the “pure” residual SP NXB, it is necessary to remove the variability due to the other causes.

As shown in Appendix A, the variation in the quiescent NXB level from observation to observation may be significant; however, merging several observations (at least six, as in dataset (c) for the MOS2), the variance should be lower. We evaluated the actual level of the quiescent NXB in each of the three datasets using the corresponding out FOV spectrum. An ad hoc renormalized closed spectrum was then subtracted from each of the three spectra to remove the quiescent NXB component.

Cosmic variance should not play an important role in the comparison of the three spectra. As discussed by Barcons et al. (2000), the expected variance in the CXB intensity is of order 10% on a solid angle $`\mathrm{\Omega }`$ of 1 square degree, scaling roughly as $`\mathrm{\Omega }^{\frac{1}{2}}`$. The minimum solid angle is covered by dataset (c) ($``$1.5 square degree). Since the CXB signal accounts only for $`10`$% of the 2-12 keV count rate, we see that only differences $`<`$1% can be due to cosmic variance.

Any difference among the three (quiescent NXB subtracted) spectra can therefore be ascribed to the residual SP NXB. Assuming the level of such NXB component to be 0 in dataset (a), we extracted the pure residual SP NXB spectrum affecting datasets (b) and (c) by means of the simple subtraction of spectrum (a).

The NXB affecting dataset (c) is found to have a spectrum well described by a power law having photon index of $``$-0.05 and an exponential cutoff at $``$5 keV, not convolved with the telescope effective areas and the CCD quantum efficiencies. This is the typical spectral shape of a particle-induced background component. Markevitch et al. (2002) reported a very similar result for the “flare” spectra affecting Chandra ACIS observations.

The good statistics allowed to repeat the analysis for each single observation belonging to dataset (c). The results clearly showed that the spectrum of the contaminating component is not stable. The significant differences in the spectral shape can be equally well reproduced, within the statistical uncertainty, with variations in the photon index or in the exponential cutoff position. We note that cosmic variance, even on a solid angle as small as the single observation field of view, could account only for a minor part of the observed variations. It is very likely that the spectrum of the residual NXB component depend on the energy distribution of the impinging particles; in any case, more detailed analyses are beyond the scope of this work.

Turning now to dataset (b), we find that the spectrum of the anomalous NXB, within the limits of a lower statistics, can be well described by the same model used for the case (c).

### B.3 Conclusions

The results on the study of the residual soft proton background can be summarized as follows:

* As a result of peculiar low-energy particle radiation conditions, a significant soft proton NXB component can survive after GTI screening.
* A study of the ratio of surface brightness $`\mathrm{\Sigma }_{IN}/\mathrm{\Sigma }_{OUT}`$ in the high energy range (8-12 keV) can easily reveal the presence of such residual NXB.
* The spectral shape is a flat power law with an exponential cutoff, not convolved with the telescope effective areas and the CCD quantum efficiencies, typical of particle background.
* The intensity can be highly variable. Increases in the NXB count rate up to 300% can occur.
* The spectral slope is highly variable and unpredictable, being possibly dependent on the energy distribution of the impinging particles.
* Spectral study of extended sources may be heavily affected.
* When the intensity of the residual soft proton NXB is low (up to 30% higher than average) a simple renormalization of the quiescent background spectrum yields acceptable results owing to the very flat spectral shape of the low-level soft proton spectrum. The NXB level in the observation under exam must be evaluated within the FOV (better at large off-axis angles), using the high energy range (better excluding fluorescence lines, if the statistics is good).
* There are hints for the presence of an irreducible flow of low-energy particles always reaching the detectors. Its impact on the analysis of the CXB is negligible.

###### Acknowledgements.

We are grateful to all the members of the EPIC collaboration for their work and their support. We thank Alberto Moretti and Sergio Campana for providing their compilation of past CXB measurements. We thank the referee, David Lumb, for his suggestions. ADL acknowledges ASI for a fellowship.


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# Two-dimensional array of magnetic particles: The role of an interaction cutoff

## I Introduction

Long range interaction represents a major challenge for computer simulations. The size of the tractable systems ($`N`$ particles) is limited through the fact that the order of $`N^2`$ calculations are to be carried out at each step, though for many purposes large systems need to be studied. Periodic boundary conditions, which are often helpful, can be implemented only by using sophisticated summation algorithms (if possible due to screening).

In principle the above problems occur in so called short range interaction models as well, like in the most extensively studied Lennard-Jones system. However, for these systems a cutoff is usually introduced making the original short range model explicitly finite range. It is generally accepted that the error introduced by the cutoff is negligible provided the cutoff distance is large enough Thijssen (1999).

Frequently the long range interaction potential falls off like $`r^1`$ where $`r`$ is the distance between the particles. This should be compared to the Lennard-Jones system where the potential decreases like $`r^6`$, where it is assumed that the attractive part of that potential is due to induced dipole-dipole interaction.

In this study we focus on the question of cutting off a potential which is in between the two above cases. We consider a two-dimensional ensemble of magnetic particles interacting with a $`r^3`$ potential, which, however, has an orientation dependence as well. It is crucial from the point of view of efficient programing to know if a reasonable cutoff can be introduced in this system. We investigate this problem by comparing the stability of static configurations.

## II The Luttinger-Tisza method

The Hamiltonian of a system of spherical dipoles is

$$H=\frac{1}{2}\underset{ij}{}𝐬_i^T𝐉_{ij}𝐬_j,$$
(1)
where $`i`$ and $`j`$ are dipole indexes, $`𝐬`$ denotes the dipole momentum vector, $`𝐬^T`$ denotes the transpose of $`𝐬`$, and

$$𝐉_{ij}=\frac{1}{𝐫_{ij}^3}\left(𝐈3\frac{𝐫_{ij}𝐫_{ij}}{𝐫_{ij}^2}\right),$$
(2)
where $`𝐈`$ denotes the identity matrix, and $`𝐫_{ij}`$ denotes the relative position vector of two dipoles. The $`1/2`$ factor in Eq. (1) avoids double counting of dipole pairs.

We can study the crystalline state of a dipole system using the Luttinger-Tisza method Luttinger and Tisza (1946) based on the idea that in case of crystals it is a natural assumption that the ground state exhibits some discrete translational symmetry. If $`\mathrm{\Gamma }(i)`$ denotes the points generated from $`i`$ with discrete translations belonging to the $`\mathrm{\Gamma }`$ symmetry group the mentioned symmetry corresponds to $`𝐬_i=𝐬_i^{}`$ for all $`i^{}\mathrm{\Gamma }(i)`$. According to this the system can be broken into identical cells and the summation in Eq. (1) can be limited to summation over one single cell. According to this the energy per dipole can be expressed as

$$E=\frac{1}{2n}\underset{i,j=1}{\overset{n}{}}𝐬_i^T𝐀_{ij}𝐬_j,$$
(3)
where $`n`$ is the number of dipoles per cell, and $`𝐀_{ij}`$ are symmetric matrices defined by

$$𝐀_{ij}=\underset{j^{}\mathrm{\Gamma }(j),j^{}i}{}𝐉_{ij^{}}.$$
(4)
The expression of the energy per dipole in Eq. (3) can be simplified by considering the $`\widehat{𝐬}=(𝐬_i)_{i=1}^n`$ hyper-vector and $`\widehat{𝐀}=(𝐀_{ij})_{i,j=1}^n`$ hyper-matrix. By construction $`\widehat{𝐀}`$ is symmetric. Using these, $`E`$ can be written as

$$E=\frac{1}{2n}\widehat{𝐬}^T\widehat{𝐀}\widehat{𝐬}.$$
(5)
Solving the eigenvalue problem of the $`nd`$ dimensional symmetric matrix $`\widehat{𝐀}`$, where $`d`$ is the dimension of the dipoles, we find the $`\lambda _k`$ eigenvalues and $`\widehat{𝐱}_k`$ orthogonal eigenvector system with normalization $`\widehat{𝐱}_k=\sqrt{n}`$. Using these we have

$$E=\frac{1}{2}\underset{k=1}{\overset{nd}{}}\lambda _kb_k^2,$$
(6)
where $`b_k`$ denotes the components of $`\widehat{𝐬}`$ in the $`\widehat{𝐱}_k`$ orthogonal eigenvector system.

If the dipoles have identical scalar strength $`\mu `$, i.e. $`𝐬_i=\mu `$, then $`b_k`$ must satisfy for all $`i=1\mathrm{}n`$ the condition

$$\underset{k=1}{\overset{nd}{}}b_k𝐱_k^i=\mu ,$$
(7)
where $`𝐱_k^i`$ are the components of the $`\widehat{𝐱}_k`$ hyper-vector which belong to dipole index $`i`$. Adding the square of the above equations and taking into consideration that $`\{\widehat{𝐱}_k\}_{k=1}^{nd}`$ form an orthogonal system, we conclude that $`b_k`$ must satisfy the condition

$$\underset{k=1}{\overset{nd}{}}b_k^2=\mu ^2.$$
(8)
In the framework of the Luttinger-Tisza method these two conditions are known as the strong (Eq. (7)) and the weak (Eq. (8)) conditions. From the weak condition and Eq. (6) it can be derived that the energy per dipole in the ground state is $`E_{min}=1/2\lambda _{min}\mu ^2`$, where $`\lambda _{min}`$ denotes the smallest eigenvalue of $`\widehat{𝐀}`$. If there is one single eigenvalue equal to $`\lambda _{min}`$ the ground state dipole arrangement is given by the corresponding eigenvector. If there are more eigenvalues equal to $`\lambda _{min}`$, the ground state dipole arrangement is given by the linear combinations of the corresponding eigenvectors which satisfy the strong condition.

## III Two-dimensional array of magnetic particles

The above method was applied to a system of two-dimensional dipole moments with identical scalar strength located at the sites of an infinite rhombic lattice with an arbitrary rhombicity angle by Brankov and Danchev Brankov and Danchev (1987). They considered that the ground state of this system has a translational symmetry corresponding to discrete translations along the lattice lines with multiples of $`2a`$, where $`a`$ is the lattice constant. They found that the ground state depends on the rhombicity angle.

We repeated their calculations with the consideration that the dipoles are carried by identical hard spherical particles of diameter equal to the lattice constant, and according to the geometrical constraint introduced by this consideration we limited the rhombicity angle to $`60^{}\alpha 90^{}`$. In accordance with their results we found that the system has a ferromagnetic ground state for $`60^{}\alpha 79.38^{}`$, and an anti-ferromagnetic ground state for $`79.38^{}\alpha 90^{}`$. We also found that the ground state for $`\alpha =60^{}`$ is a continuously degenerate ferromagnetic state, and for $`\alpha =90^{}`$ is a continuously degenerate microvortex state including a four-fold degenerate anti-ferromagnetic state, where the microvortex state is defined as two anti-ferromagnetic sublattices making an arbitrary angle with each other. We also identified the states with the second lowest energy per dipole. The results for $`\alpha =60^{}`$ and $`\alpha =90^{}`$ are summarized in Tab. 1.

We repeated the calculations taking into consideration the interaction of only two neighboring lines on the rhombic lattice. This corresponds to the interaction of two lines of dipolar hard spheres shifted according to the $`\alpha `$ rhombicity angle. The Luttinger-Tisza method can be applied in a straightforward way also in this case. We observed that the ground state depends on the rhombicity angle $`\alpha `$ similar to the previous case. We found that the system has a ferromagnetic ground state for $`60^{}\alpha 75.67^{}`$, and an anti-ferromagnetic ground state for $`75.67^{}\alpha 90^{}`$. The ground state for $`\alpha =60^{}`$ is a two-fold degenerate ferromagnetic state, and for $`\alpha =90^{}`$ is a two-fold degenerate anti-ferromagnetic state. We also identified the states with the second lowest energy per dipole, and we summarized the results for $`\alpha =60^{}`$ and $`\alpha =90^{}`$ in Tab. 2.

It is not surprising that taking into consideration only two lines of the rhombic lattice reduces significantly the original symmetry of the system. This can be seen comparing the results in Tab. 1 and Tab. 2. It is important to note that the two-line system has no continuously degenerate ground state, and thus the ground state is always defined by the Luttinger-Tisza basic arrangement with the lowest eigenvalue. In particular there is a special ferromagnetic and an anti-ferromagnetic state, which – depending on the $`\alpha `$ rhombicity angle – define the ground state.

It can be also seen comparing the results in Tab. 1 and Tab. 2 that the interaction of two neighboring lines almost saturates the long-range dipole-dipole interaction, furthermore it is widely known that dipolar spheres due to dipole-dipole interactions tend to aggregate into chain like structures (see for example Weis (2002); Wen et al. (1999) and references therein) in which the energies of intrachain interactions are much greater than those of interchain interactions Rozenbaum (1996). These confirm that studying a two-line system gives valuable results related to properties of dipole-dipole interaction in general.

## IV The role of an interaction cutoff

Brankov and Danchev Brankov and Danchev (1987) observed that the ground state of a system of dipoles on an infinite rhombic lattice is sensitive to the dipole-dipole interaction range. An $`R`$ interaction cutoff distance can be introduced in a natural way with a slight modification of Eq. (4) as

$$𝐀_{ij}=\underset{j^{}\mathrm{\Gamma }(j),j^{}i}{}𝐉_{ij^{}}|_{r_{ij^{}}<R},$$
(9)
where $`r_{ij^{}}`$ denotes the distance of two dipoles, and the $`r_{ij^{}}<R`$ constraint represents the fact that the summation must only contain terms corresponding to pairs of spherical dipoles closer to each other than the $`R`$ cutoff distance. We measure the interaction cutoff value in $`a`$ units, where $`a`$ is the lattice constant equal to the particle diameter.

It can be seen from Eq. (2) that the strength of the dipole-dipole interaction decays with $`1/r_{ij^{}}^3`$, and thus the above expression for large $`R`$ can be arbitrarily close to the long-range limit in Eq. (4). This means that the numerical evaluation of Luttinger-Tisza states in general can be based on Eq. (9) if $`R`$ is big enough.

Our numerical results for the two-line system at $`R`$ equal to $`10^6`$ (lines) and $`8`$ (points) are shown on Fig. 1. The results corresponding to $`R=10^6`$ are close to the long-range interaction limit within the numerical errors of $`64`$ bit floating point arithmetic. The upper panel of Fig. 1 shows the lowest energy per dipole of the ferromagnetic and the anti-ferromagnetic state as function of the rhombicity angle. The lower panel of Fig. 1 shows the angle of the dipoles with respect to the direction of the longest linear dimension of the system.

Without any calculation one might expect that in the ground state of the two-line system the dipoles are oriented parallel to the lines in both ferromagnetic and anti-ferromagnetic state. It is a surprising result of our calculations that this is true only for $`\alpha =60^{}`$ and $`\alpha =90^{}`$. For any other $`\alpha `$ the dipoles form a small angle with the lines. However these angles are less than $`2.5^{}`$ they cannot be neglected.

Below a certain $`\alpha `$, as can be observed on Fig. 1, the ground state of the system corresponds to the ferromagnetic order, and above it to the anti-ferromagnetic order. The angle at which the transition from a ferromagnetic to an anti-ferromagnetic ground state happens, is shifted by only $`3\%`$ due to the cut off. That the anti-ferromagnetic state remains almost unchanged is a consequence of the strong coupling of neighboring dipoles of opposite orientation, which makes the interaction cutoff irrelevant.

As expected (see Fig. 1) the ferromagnetic state at $`\alpha =60^{}`$ and the anti-ferromagnetic state at $`\alpha =90^{}`$ are stable configurations of the two-line system of dipolar hard spheres independent of $`R`$, however as $`R`$ decreases the crossover point gets slightly shifted.

At low interaction cutoff distances ($`R8`$) the discrete nature of the system becomes more and more relevant and both the ferromagnetic and anti-ferromagnetic energy per dipole begin to exhibit sudden jumps in function of the rhombicity angle (see Fig. 2). As the interaction cutoff decreases the energy jumps become more and more relevant. This behavior can introduce numerical instabilities in simulations using a badly chosen cutoff distance. It must be noted however that one should not overestimate this effect as the energy jumps are relatively small. It is an interesting observation that for some interaction cutoff values (e.g. at $`R4`$) the energy per dipole shows significantly lower anomalies.

The ferromagnetic line is shifted upward as $`R`$ decreases (see Fig. 1 and Fig. 2), and according to this the anti-ferromagnetic state becomes more and more dominant. For large $`R`$ the ferromagnetic state at $`\alpha =60^{}`$ has lower energy per dipole than the anti-ferromagnetic state at $`\alpha =90^{}`$. Our numerical results show that at $`R4`$ the situation is reversed, and at $`R2`$ the ferromagnetic ground state disappears. Brankov and Danchev Brankov and Danchev (1987) found that in case of an infinite rhombic lattice with rhombicity angle $`\alpha =60^{}`$ the ferromagnetic ground state disappears at $`R3`$.

## V Finite size corrections

We investigated the finite size corrections of the energy per dipole of the two-line system in ferromagnetic and anti-ferromagnetic states. In these states the infinite system can be decomposed into identical finite segments. If $`N`$ denotes the number of dipoles per line in a finite segment, the energy per dipole of the infinite system can be written as

$`E={\displaystyle \frac{1}{2N}}\left[{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j\sigma (N),ij}{}}𝐬_i^T𝐉_{ij}𝐬_j\right]+`$
$`{\displaystyle \frac{1}{2N}}\left[{\displaystyle \frac{1}{2}}{\displaystyle \underset{i\sigma (N),j\sigma (N)^c}{}}𝐬_i^T𝐉_{ij}𝐬_j\right],`$ (10)
where $`\sigma (N)`$ denotes the dipoles belonging to one segment, and $`\sigma (N)^c`$ denotes the complementer of $`\sigma (N)`$. The first part in the above expression can be recognized as the energy $`(N)`$ per dipole of a finite segment containing $`N`$ dipoles per line.

We define the following quantity of energy dimension

$$(N)N\left[(N)E\right].$$
(11)
It can be seen that

$$(N)=\frac{1}{4}\underset{i\sigma (N),j\sigma (N)^c}{}𝐬_i^T𝐉_{ij}𝐬_j,$$
(12)
where in case of an interaction cutoff $`R`$ one may add the condition $`r_{ij}<R`$. As $`𝐉_{ij}`$ is proportional to $`1/r_{ij}^3`$ (see Eq. (2)), one may expect that for large system size $`(N)`$ is independent of $`N`$, and thus the limit

$$E=\underset{N\mathrm{}}{lim}(N),$$
(13)
exists and is finite. Our numerical investigations confirmed this expectation. The convergence of $`(N)`$ is of order $`1/N`$ in the ferromagnetic case, and is of order $`1/N^3`$ in the anti-ferromagnetic case. This proves that the above quantity is well defined. We refer to the above quantity as the finite size coefficient.

Numerical results showing the dependence of the energy per dipole $`(N)`$ of the two-line system on the system size in the long-range limit are presented in Fig. 3. The upper panel shows results for $`N`$ equal to $`10^5`$ (lines) and $`100`$ (points), and the lower panel shows results for $`N`$ equal to $`10`$, $`8`$, $`7`$, $`6`$, and $`5`$. Both the ferromagnetic and anti-ferromagnetic lines are moved upward as $`N`$ decreases. $`(N)`$ at $`N=10^5`$ is close to the energy per dipole $`E`$ of the infinite two-line system within the numerical errors of $`64`$ bit floating point arithmetic.

Based on the definition of the finite size coefficient for large $`N`$ the energy per dipole of a finite system can be approximated as

$$(N)E+E/N.$$
(14)
Our numerical investigations show that this approximation is reasonable even for $`N10`$. The finite size coefficient of the ferromagnetic state is approximately two times bigger than the finite size coefficient of the anti-ferromagnetic state, and thus the ferromagnetic line moves upward approximately two times faster than the anti-ferromagnetic line (see Fig. 3). It can be observed that for large $`N`$ the ferromagnetic state at $`\alpha =60^{}`$ has lower energy per dipole than the anti-ferromagnetic state at $`\alpha =90^{}`$. Our numerical results show that at $`N=20`$ the situation is reversed, and at $`N=5`$ the ferromagnetic ground state disappears.

## VI Dependence of the finite size coefficient on interaction cutoff

We investigated the dependence of the finite size coefficient on the interaction cutoff distance $`R`$. Fig. 4 shows the numerical results for ferromagnetic state (upper panel) at $`R`$ equal to $`1000`$ and $`500`$ (points), for anti-ferromagnetic state (lower panel) at $`R`$ equal to $`100`$ and $`50`$ (points), and for both ferromagnetic (upper panel) and anti-ferromagnetic state (lower panel) at $`R=10^6`$ (lines). The finite size coefficient is measured in units $`\mu ^2/a^3`$. We calculated its value by evaluating the expression in Eq. (12) at $`N=10^5`$. The results for $`R=10^6`$ are close to the long-range limit within the errors of $`64`$ bit floating point arithmetic.

As $`R`$ is lowered in the anti-ferromagnetic case the finite size coefficient remains almost unchanged even for $`R50`$, while in the ferromagnetic case it decreases significantly already at $`R1000`$. This shows again that the ferromagnetic state is much more sensitive to the interaction cutoff than the anti-ferromagnetic state.

At lower interaction cutoff distances (at $`R50`$) the discrete nature of the system manifests itself in sudden jumps in the finite size coefficient (see Fig. 5).

The upper panel of Fig. 5 shows the finite size coefficient of the ferromagnetic state as function of the rhombicity angle at $`R`$ equal to $`4`$, $`3.75`$, $`3.5`$, $`3.25`$, and $`3`$. The lines are lowered as $`R`$ decreases. The lower panel shows the finite size coefficient of the anti-ferromagnetic state at $`R`$ equal to $`40`$, $`16`$, $`8`$, $`4`$, and $`3`$. The lines are shifted upward as $`R`$ decreases.

The jumps in the finite size coefficient become bigger as the interaction cutoff decreases (see Fig. 5). These jumps are not relevant at large $`N`$, but can introduce energy jumps at lower dipole numbers, and thus can introduce local numerical instabilities in simulations, but this effect should not be overestimated as the introduced energy jumps are relatively small.

## VII Bending two lines of magnetic particles

The finite size behavior presented before gives a good description of finite dipole systems at large $`N`$, but it is not too helpful at lower $`N`$. For a better understanding of the system, we studied numerically finite systems (at small $`N`$) investigating the effect of bending two lines of dipolar hard spheres in ferromagnetic and anti-ferromagnetic states (see Fig. 6 (a) and (b)). In unbent case these correspond to the previously studied ferromagnetic state at $`\alpha =60^{}`$ and anti-ferromagnetic state at $`\alpha =90^{}`$. We introduce the $`\gamma `$ bending parameter and we define the bent system as composed of particles placed on an arc of angle $`2N\gamma `$ with dipole vectors tangential to the arc (see definition of $`\gamma `$ on Fig. 6 (a) and (b)). This definition involves a so called ‘bending limit’ as the arc’s angle is limited to $`2\pi `$, and thus $`\gamma `$ must satisfy the $`\gamma \pi /N`$ condition.

Our numerical results show that for bending either a ferromagnetic or anti-ferromagnetic two-line system some physical effort is needed. We observed that the two-line system in ferromagnetic state can be bent easier than in the corresponding anti-ferromagnetic state. This is a consequence of the strong coupling of neighboring dipoles oriented anti-parallel. We also observed that as the anti-ferromagnetic state is bent it becomes less and less stable. Fig. 6 shows numerical results related to bending a two-line system at different interaction cutoff values. As function of the bending parameter $`\gamma `$ and system size $`N`$ we compared the energy per dipole of the ferromagnetic and anti-ferromagnetic states and we identified the points $`(\gamma ,N)`$ at which these two states are energetically equivalent. We repeated this procedure at different $`R`$ interaction cutoff values. The lower panel of Fig. 6 shows corresponding $`(\gamma ,N)`$ state diagrams.

In the long-range limit for small system size and low bending parameter the anti-ferromagnetic state has lower energy per dipole. This is in accordance with our previous results, and remains valid up to $`R5`$. It is a surprising result that this behavior changes rapidly for interaction cutoff values between $`4`$ and $`5`$. For $`R4`$ the anti-ferromagnetic state remains more stable at large $`N`$ values even for large bending parameters. This means that at this point the general characteristics of an arbitrary dipole system is substantially changed. Based on Fig. 6 and on our previous results we argue that $`R5`$ is a reasonable choice for dipole-dipole interaction cutoff for two dimensional systems of dipolar hard spheres, if one is interested in local ordering.

## VIII Conclusions

Based on the fact that dipolar spheres due to dipole-dipole interactions tend to aggregate into chain like structures in which the ratio of interchain-to-intrachain interactions is small, and that moreover the interaction of parallel chains of dipolar hard spheres almost saturates the dipole-dipole interaction in two-dimensional dense systems, we argue that the study of a dipolar two-line system gives valuable results for general dipolar particle systems.

Theoretical results and simulations show two relevant dipole arrangements: (1) a ferromagnetic state with dipoles organized in a triangular lattice, and (2) an anti-ferromagnetic state with dipoles organized in a square lattice. Numerical results on a dipolar two-line system show that the ferromagnetic state is much more sensitive to the interaction cutoff than the corresponding anti-ferromagnetic state. This can be explained by the efficient coupling of dipoles oriented anti-parallel. For $`R8`$ there is no substantial change in the energetical balance of the ferromagnetic and anti-ferromagnetic state and the ferromagnetic state slightly dominates over the anti-ferromagnetic state, while the situation is changed rapidly for lower interaction cutoff values, leading to the disappearance of the ferromagnetic ground state. Our numerical results show that the ferromagnetic ground state disappears at $`R2`$. Brankov and Danchev Brankov and Danchev (1987) found that in case of an infinite triangular lattice the ferromagnetic ground state disappears at $`R3`$.

For characterizing the finite size behavior of the two-line system we introduced a finite size coefficient, and we observed that it is sensitive to the interaction cutoff for both ferromagnetic and anti-ferromagnetic states. We also observed that at low interaction cutoff values the discrete nature of the system leads to small energetical anomalies. These anomalies increase as the interaction cutoff is lowered and can introduce instabilities in numerical simulations. We argue however that this effect becomes relevant only at first or second neighbor interaction and it can be neglected at higher interaction cutoff values.

Finally we studied the effects of bending ferromagnetic and anti-ferromagnetic two-line systems. We characterized the bending of a two-line system with the parameter $`\gamma `$, while $`N`$ is the number of dipoles per line. We created $`(\gamma ,N)`$ state diagrams separating energetically favorable ferromagnetic and anti-ferromagnetic states. We observed that there is a substantial change of these state diagrams for $`R4`$, and – in accordance with our previous results – we argue that $`R5`$ is a reasonable choice for dipole-dipole interaction cutoff in two-dimensional dipolar hard sphere systems, if one is interested in local ordering.

It is a surprising result that the reasonable interaction cutoff is independent of the strength of the dipole-dipole interaction and the particle size. This is a consequence of the fact that there are two relevant dipole arrangements (a ferromagnetic and an anti-ferromagnetic), and their energetical balance can be reduced to geometrical factors. If there are any other interactions in the system (e.g. friction), this study must be revisited and it may turn out that the reasonable interaction cutoff is dependent on the interaction strength and particle size. We envision however that in some cases (e.g. in case of friction) the presence of another short-range interaction keeps or even lowers the value of the reasonable interaction cutoff found above.

In this paper we focused on the local dipole ordering. In the ferromagnetic case however domain structures become important, which can reduce external magnetic stray fields. These global structures should depend on the long range part of the interaction. For magnetic granular systems the formation of such domains may be hindered e.g. by friction, though, as it requires the reorientation of particles.

We did not address the response to an external magnetic field. The reason is that long range correlations and hence the response functions will be more strongly affected by a dipolar interaction cutoff than the local structures and energy densities considered in this paper. In principle an Ewald summation method Ewald (1921); Wang and Holm (2001) would allow to explore the response properties in the thermodynamic limit in terms of large but finite systems with periodic boundary conditions. However, here again friction may be an important factor to be taken into account: An external magnetic field trying to orient the magnetic moments would exert a stress on the particle arrangement, if particle rotations would be hindered by friction. Then the magnetic response of the system would crucially depend on the relative strength of the magnetic anisotropy of the particles, i.e. the coupling between particle and magnetic moment orientations, and friction forces between the particles.

## IX Acknowledgments

This research was carried out within the framework of the “Center for Applied Mathematics and Computational Physics” of the BUTE, and it was supported by BMBF, grant HUN 02/011, and Hungarian Grant OTKA T035028.