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# Single-ion versus exchange anisotropy in calculating anisotropic susceptibilities of thin ferromagnetic Heisenberg films within many-body Green’s function theory

## Single-ion versus exchange anisotropy in calculating anisotropic susceptibilities of thin ferromagnetic Heisenberg films within many-body Green’s function theory

P. Fröbrich+, and P.J. Kuntz

Hahn-Meitner-Institut Berlin, Glienicker Straße 100, D-14109 Berlin, Germany,
+also: Institut für Theoretische Physik, Freie Universität Berlin
Arnimallee 14, D-14195 Berlin, Germany

Abstract. We compare transverse and parallel static susceptibilities of in-plane uniaxial anisotropic ferromagnetic Heisenberg films calculated in the framework of many-body Green’s function theory using single-ion anisotropies with the previously investigated case of exchange anisotropies. On the basis of the calculated observables (easy and hard axes magnetizations and susceptibilities) no significant differences are found, i.e. it is not possible to propose an experiment that might decide which kind of anisotropy is acting in an actual ferromagnetic film.

PACS. 75.10.Jm Quantized spin models - 75.30.Ds Spin waves - 75.70.Ak Magnetic properties of monolayers and thin films

## 1. Introduction

Jensen et al.  have measured parallel and tranverse susceptibilities of a bi-layer Co film with an in-plane uniaxial anisotropy, and analysed their results with a many-body Green’s function theory assuming a spin value of $`S=1/2`$. We have generalized their work to multilayers and arbitrary spin in Ref. . In both papers an exchange anisotropy was used, because it is easier to treat than the single-ion anisotropy. In connection with the reorientation of the magnetization of a ferromagnetic film (with an out-of-plane anisotropy) as function of the temperature and film thickness we have already discussed similarities and differences between single-ion and exchange anisotropies . In the latter paper the magnetic dipole-dipole interaction was also included.

In the present paper we calculate within the Green’s function formalism anisotropic in-plane susceptibilities using the single-ion anisotropy, and compare with the results of Ref. , where the exchange anisotropy was used. Although we have shown in Ref.  how the single-ion anisotropy can be treated exactly (for any strength of the anisotropy) by introducing higher-order Green’s functions, the application to multilayers and $`S>1`$ is very cumbersome. This is not the case when using, as we did in Refs.  and  and we do in the present paper, an approximate decoupling on the level of the lowest-order Green’s functions proposed by Anderson and Callen , which however is only a good approximation for small anisotropies, as we showed in Ref.  by comparing with ‘exact’ Quantum Monte Carlo calculations. In keeping with Refs.  and  we do not include the dipole-dipole interaction, because it is nearly isotropic for an in-plane situation.

The paper is organized as follows. In Section 2 we explain the model and establish the Green’s function formalism. Section 3 displays the numerical results. In Section 4 we summarize the results and present our conclusions.

## 2. The model and the Green’s function formalism

Although the general formalism is rather similar to our previous work we repeat it here to make the paper self-contained.

The Hamiltonian we use in this paper consists of an isotropic Heisenberg exchange interaction with strength $`J_{kl}`$ between nearest neighbour lattice sites, a second-order in-plane single-ion lattice anisotropy with strength $`K_{2,k}`$, and an external magnetic field $`𝐁=(B^x,B^y,B^z)`$:

$`=`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{<kl>}{}}J_{kl}(S_k^{}S_l^++S_k^zS_l^z){\displaystyle \underset{k}{}}K_{2,k}(S_k^z)^2`$ (1)
$``$ $`{\displaystyle \underset{k}{}}\left({\displaystyle \frac{1}{2}}B^{}S_k^++{\displaystyle \frac{1}{2}}B^+S_k^{}+B^zS_k^z\right).`$
Here the notation $`S_k^\pm =S_k^x\pm iS_k^y`$ and $`B^\pm =B^x\pm iB^y`$ is introduced, where $`k`$ and $`l`$ are lattice site indices and $`<kl>`$ indicates summation over nearest neighbours only. The in-plane lattice directions are the x and z-axes. The field $`B^y`$ will be put to zero lateron.

In order to treat the problem for general spin $`S`$, we need the following Green’s functions

$$G_{ij,\eta }^{\alpha ,mn}(\omega )=S_i^\alpha ;(S_j^z)^m(S_j^{})^n_{\omega ,\eta },$$
(2)
where $`\alpha =(+,,z)`$ takes care of all directions in space, $`\eta =\pm 1`$ refers to the anticommutator or commutator Green’s functions, respectively, and $`n1,m0`$ are positive integers, necessary for dealing with higher spin values $`S`$.

The exact equations of motion are

$$\omega G_{ij,\eta }^{\alpha ,mn}(\omega )=A_{ij,\eta }^{\alpha ,mn}+[S_i^\alpha ,]_{};(S_j^z)^m(S_j^{})^n_{\omega ,\eta }$$
(3)
with the inhomogeneities

$$A_{ij,\eta }^{\alpha ,mn}=[S_i^\alpha ,(S_j^z)^m(S_j^{})^n]_\eta ,$$
(4)
where $`\mathrm{}=Tr(\mathrm{}e^\beta )/Tr(e^\beta )`$. The equations are given explicitly by

$`\omega G_{ij,\eta }^{\pm ,mn}`$ $`=`$ $`A_{ij,\eta }^{\pm ,mn}`$
$`{\displaystyle \underset{k}{}}J_{ik}\left(S_i^zS_k^\pm ;(S_j^z)^m(S_j^{})^nS_k^zS_i^\pm ;(S_j^z)^m(S_j^{})^n\right)`$
$`\pm K_{2,i}(S_i^\pm S_i^z+S_i^zS_i^\pm );(S_j^z)^m(S_j^{})^n`$
$`B^\pm G_{ij,\eta }^{z,mn}\pm B^zG_{ij,\eta }^{\pm ,mn}`$
$`\omega G_{ij,\eta }^{z,mn}`$ $`=`$ $`A_{ij(\eta )}^{z,mn}`$ (5)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{k}{}}J_{ik}(S_i^{}S_k^+S_k^{}S_i^+);(S_j^z)^m(S_j^{})^n`$
$`{\displaystyle \frac{1}{2}}B^{}G_{ij,\eta }^{+,mn}+{\displaystyle \frac{1}{2}}B^+G_{ij,\eta }^{,mn}.`$
After solving these equations the components of the magnetization can be determined from the Green’s functions via the spectral theorem. A solution is possible by establishing a closed system of equations by decoupling the higher-order Green’s functions on the right-hand sides. Contrary to Ref. , where we proceed to higher-order Green’s functions, we stay here at the level of the lowest-order equations. For the exchange-interaction terms, we use a generalized Tyablikov- (or RPA-) decoupling

$$S_i^\alpha S_k^\beta ;(S_j^z)^m(S_j^{})^n_\eta S_i^\alpha G_{kj,\eta }^{\beta ,mn}+S_k^\beta G_{ij,\eta }^{\alpha ,mn}.$$
(6)
The terms from the single-ion anisotropy have to be decoupled differently, because an RPA decoupling leads to unphysical results; e.g. for spin $`S=1/2`$, the terms due to the single-ion anisotropy do not vanish in RPA, as they should do, because in this case $`_iK_{2,i}(S_i^z)^2`$ is a constant and should not influence the equations of motion. In the appendix of Ref.  we investigated different decoupling schemes proposed in the literature, e.g. those of Lines  or that of Anderson and Callen , which should be reasonable for single-ion anisotropies small compared to the exchange interaction. We found the Anderson-Callen decoupling to be most adequate. It consists in implementing the suggestion of Callen  to improve the RPA by treating the diagonal terms arising from the single-ion anisotropy as well. This leads to

$`(S_i^\pm S_i^z+S_i^zS_i^\pm );(S_j^z)^m(S_j^{})^n_\eta `$
$`2S_i^z\left(1{\displaystyle \frac{1}{2S^2}}[S(S+1)S_i^zS_i^z]\right)G_{ij,\eta }^{\pm ,mn}.`$ (7)
This term vanishes for $`S=1/2`$ as it should.

After a Fourier transform to momentum space, one obtains, for a ferromagnetic film with $`N`$ layers, $`3N`$ equations of motion for a $`3N`$-dimensional Green’s function vector $`𝐆^{mn}`$:

$$(\omega \mathrm{𝟏}𝚪)𝐆^{mn}=𝐀^{mn},$$
(8)
where $`\mathrm{𝟏}`$ is the $`3N\times 3N`$ unit matrix. The Green’s function vectors and inhomogeneity vectors each consist of $`N`$ three-dimensional subvectors which are characterized by the layer indices $`i`$ and $`j`$

$$𝐆_{ij}^{mn}(𝐤,\omega )=\left(\begin{array}{c}G_{ij}^{+,mn}(𝐤,\omega )\\ G_{ij}^{,mn}(𝐤,\omega )\\ G_{ij}^{z,mn}(𝐤,\omega )\end{array}\right),𝐀_{ij}^{mn}=\left(\begin{array}{c}A_{ij}^{+,mn}\\ A_{ij}^{,mn}\\ A_{ij}^{z,mn}\end{array}\right).$$
(9)
The equations of motion are then expressed in terms of these layer vectors, and $`3\times 3`$ submatrices $`𝚪_{ij}`$ of the $`3N\times 3N`$ matrix $`𝚪`$

$$\left[\omega \mathrm{𝟏}\left(\begin{array}{cccc}𝚪_{11}& 𝚪_{12}& \mathrm{}& 𝚪_{1N}\\ 𝚪_{21}& 𝚪_{22}& \mathrm{}& 𝚪_{2N}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 𝚪_{N1}& 𝚪_{N2}& \mathrm{}& 𝚪_{NN}\end{array}\right)\right]\left[\begin{array}{c}𝐆_{1j}\\ 𝐆_{2j}\\ \mathrm{}\\ 𝐆_{Nj}\end{array}\right]=\left[\begin{array}{c}𝐀_{1j}\delta _{1j}\\ 𝐀_{2j}\delta _{2j}\\ \mathrm{}\\ 𝐀_{Nj}\delta _{Nj}\end{array}\right],j=1,\mathrm{},N.$$
(10)
After applying the decoupling procedures (6) and (7), the $`𝚪`$ matrix reduces to a band matrix with zeros in the $`𝚪_{ij}`$ sub-matrices, when $`j>i+1`$ and $`j<i1`$. The diagonal sub-matrices $`𝚪_{ii}`$ are of size $`3\times 3`$ and have the form

$$𝚪_{ii}=\left(\begin{array}{ccc}H_i^z& 0& H_i^+\\ 0& H_i^z& H_i^{}\\ \frac{1}{2}H_i^{}& \frac{1}{2}H_i^+& 0\end{array}\right).$$
(11)
where

$`H_i^z`$ $`=`$ $`Z_i+S_i^zJ_{ii}(q\gamma _𝐤),`$
$`Z_i`$ $`=`$ $`B_i^z+J_{i,i+1}S_{i+1}^z+J_{i,i1}S_{i1}^z`$
$`+K_{2,i}2S_i^z\left(1{\displaystyle \frac{1}{2S^2}}[S(S+1)S_i^zS_i^z]\right),`$
$`H_i^\pm `$ $`=`$ $`B_i^\pm +S_i^\pm J_{ii}(q\gamma _𝐤)+J_{i,i+1}S_{i+1}^\pm +J_{i,i1}S_{i1}^\pm .`$ (12)
For a square lattice, to which we restrict ourselves in the present paper, and a lattice constant taken to be unity, $`\gamma _𝐤=2(\mathrm{cos}k_x+\mathrm{cos}k_y)`$, and $`q=4`$ is the number of intra-layer nearest neighbours.

The $`3\times 3`$ off-diagonal sub-matrices $`𝚪_{ij}`$ for $`j=i\pm 1`$ are of the form

$$𝚪_{ij}=\left(\begin{array}{ccc}J_{ij}S_i^z& 0& J_{ij}S_i^+\\ 0& J_{ij}S_i^z& J_{ij}S_i^{}\\ \frac{1}{2}J_{ij}S_i^{}& \frac{1}{2}J_{ij}S_i^+& 0\end{array}\right).$$
(13)
When treating the monolayer, one can use the spectral theorem for calculating the components of the magnetization. This was done in Ref.  for the case of spin $`S=1`$ and an out-of-plane single-ion anisotropy by using the commutator Green’s functions. In order to obtain sufficient equations it was necessary, to add equations coming from the condition that the commutator Green’s functions have to be regular at $`\omega =0`$, which we call the regularity conditions.

The treatment of multilayers is only practicable when using the eigenvector method developed in Ref. . The essential features are as follows. One starts with a transformation, which diagonalizes the $`𝚪`$-matrix of equation (8)

$$𝐋𝚪𝐑=𝛀,$$
(14)
where $`𝛀`$ is a diagonal matrix with eigenvalues $`\omega _\tau `$ ($`\tau =1,\mathrm{},3N`$). For the problem above it turns out that there is one eigenvalue equal to zero for each layer, which has to be handled appropriately. The transformation matrix R and its inverse $`𝐑^1=𝐋`$ are obtained from the right eigenvectors of $`𝚪`$ as columns and from the left eigenvectors as rows, respectively. These matrices are normalized to unity: RL=LR=1.

Multiplying the equation of motion (8) from the left by L and inserting 1=RL one finds

$$(\omega \mathrm{𝟏}𝛀)\mathrm{𝐋𝐆}_\eta ^{mn}=\mathrm{𝐋𝐀}_\eta ^{mn}.$$
(15)
Defining $`𝒢_\eta ^{mn}=\mathrm{𝐋𝐆}_\eta ^{mn}`$ and $`𝒜_\eta ^{mn}=\mathrm{𝐋𝐀}_\eta ^{mn}`$ one obtains

$$(\omega \mathrm{𝟏}𝛀)𝒢_\eta ^{mn}=𝒜_\eta ^{mn}.$$
(16)
$`𝒢_\eta ^{mn}`$ is a vector of new Green’s functions, each component $`\tau `$ of which has but a single pole

$$𝒢_\eta ^{mn,\tau }=\frac{𝒜_\eta ^{mn,\tau }}{\omega \omega _\tau }.$$
(17)
This is the important point because it allows application of the spectral theorem, e.g. , to each component separately. We obtain for the component $`\tau `$ of correlation vector $`𝒞^{mn}=\mathrm{𝐋𝐂}^{mn}`$ ( where $`𝐂^{mn}=(S^z)^m(S^{})^nS^\alpha `$ with $`(\alpha =+,,z)`$)

$$𝒞^{mn,\tau }=\frac{𝒜_\eta ^{mn,\tau }}{e^{\beta \omega _\tau }+\eta }+\frac{1}{2}(1\eta )\frac{1}{2}\underset{\omega 0}{lim}\omega \frac{𝒜_{\eta =+1}^{mn,\tau }}{\omega \omega _\tau }.$$
(18)
We emphasize that when ($`\eta =1`$), the second term of this equation, which is due to the anticommutator Green’s function, has to be taken into account. This term occurs for $`\omega _\tau =0`$ and can be simplified by using the relation between anticommutator and commutator

$$𝒜_{\eta =+1}^{mn,0}=𝒜_{\eta =1}^{mn,0}+2𝒞^{mn,0}=𝐋_0(A_{\eta =1}^{mn}+2𝐂^{mn}),$$
(19)
where the index $`\tau =0`$ refers to the eigenvector with $`\omega _\tau =0`$.

The term $`𝐋_0A_{\eta =1}^{mn}=0`$ vanishes due to the fact that the commutator Green’s function has to be regular at the origin

$$\underset{\omega 0}{lim}\omega G_{\eta =1}^{\alpha ,mn}=0,$$
(20)
which leads to the regularity conditions:

$$H^xA_{\eta =1}^{+,mn}+H^xA_{\eta =1}^{,mn}+2H^zA_{\eta =1}^{z,mn}=0.$$
(21)
For details, see Ref. .

This is equivalent to

$$𝐋_0A_{\eta =1}^{mn}=0,$$
(22)
because the left eigenvector of the $`𝚪`$-matrix with eigenvector zero has the structure

$$𝐋_0(H^x,H^x,2H^z),$$
(23)
what can be seen analytically. For more details concerning the use of the regularity conditions, see Refs. .

We mention an alternative method, published in Ref. , of treating zero eigenvalues occurring in the equation of motion matrix, which is based on a singular value decomposition of this matrix, and where there is no need for the use of the anticommutator Green’s function.

The equations for the correlations are obtained by multiplying equation (18) from the left with $`𝐑`$ and using equation (22); i.e.

$$𝐂=𝐑\mathrm{𝐋𝐀}+𝐑_0𝐋_0𝐂,$$
(24)
where $``$ is a diagonal matrix with matrix elements $`_{ij}=\delta _{ij}(e^{\beta \omega _i}1)^1`$ for eigenvalues $`\omega _i0`$, and $`0`$ for eigenvalues $`\omega _i=0`$.

This set of equations has to be solved self-consistently together with the regularity conditions (21). This determines the magnetizations and the moments of the magnetizations $`(S^z)^n`$ with $`n=2S+1`$ for the highest moment, $`S`$ being the spin quantum number. For details see Appendix A of Ref. , where an analogous set of similar equations is given more explicitly for the case of the out-of-plane situation.

The susceptibilities with respect to the easy ($`\chi _{zz}`$) and hard ($`\chi _{xx}`$) axes are calculated as differential quotients

$`\chi _{zz}`$ $`=`$ $`\left(S^z(B^z)S^z(0)\right)/B^z`$
$`\chi _{xx}`$ $`=`$ $`\left(S^x(B^x)S^x(0)\right)/B^x,`$ (25)
where the use of $`B^{z(x)}=0.01/S`$ turns out to be small enough, see also Ref. .

## 3. Numerical results

In this section we show numerical results obtained with the single-ion anisotropy in comparison with that from the exchange anisotropy, for which the relevant equations were derived in Ref.  . As the single-ion anisotropy is not active for $`S=1/2`$ we will show results for $`S1`$. In an attempt to obtain universal (independent of the spin quantum number S) curves, we have scaled the parameters ($`J,D,B^{x(z)}`$) entering the Hamiltonian of Ref.  as $`\stackrel{~}{J}/S(S+1)=J`$, $`\stackrel{~}{D}/S(S+1)=D`$ ($`D`$ being the strength of the exchange anisotropy), $`\stackrel{~}{B}^{x(z)}/S=B^{x(z)}`$. In the present paper we use an additional scaling for the strength of the single-ion anisotropy $`\stackrel{~}{K_2}/(S1/2)=K_2`$. This has been proven to be the proper scaling in Ref., because it leads to the correct limit $`lim_{T0}(K_2(T)/K_2(0))=1`$, when calculating the temperature- dependent anisotropy by minimizing the free energy with respect to the equilibrium orientation angle of the magnetization.

### 3.1 The monolayer with arbitrary spin

In order to compare results obtained with the single-ion anisotropy and with the exchange anisotropy we fit the strength of the single-ion anisotropy to $`K_2=5.625`$ for a square lattice spin S=1 monolayer such that the easy axis magnetization $`S^z/S`$ comes as close as possible to the magnetization obtained previously  with the exchange anisotropy chosen to be $`D=5`$. The exchange interaction parameter is $`J=100`$, and a small magnetic field in x-direction is used, $`B^x=0.01/S`$, which stabilizes the calculation. The comparison is shown in Fig.1.

It is surprising that the results for the easy axis magnetization $`S^z`$ are very similar over the whole temperature range although the physical origin for the anisotropies is very different. An analogous result was observed for the out-of plane situation discussed in Ref. . The agreement is not so good for the hard axis magnetization, which is a constant for the exchange anisotropy for temperatures below the Curie temperature, whereas it rises slightly up to the Curie temperature when using the single-ion anisotropy. In Ref. it was shown analytically that the hard axis magnetization is universal for a scaling $`S^x/(S+1)`$ when using the exchange anisotropy. For the single-ion anisotropy a scaling $`S^x/S`$ is found to be more appropriate. Comparison is made also with the corresponding mean field (MFT) calculations, obtained by putting $`\gamma _𝐤=0`$ in eqn (12), showing the well known shift to larger Curie temperatures (by a factor of about two for the monolayer) due to the missing magnon correlations.

In Figs. 2 and 3 we show the easy and hard axes magnetizations for a monolayer with different spin values $`S`$. Whereas one observes in Fig.2 a nearly perfect scaling for the RPA calculations with the exchange anisotropy ($`S=1/2,1,3/2,2,3,4,6,13/2`$, from Ref. ) and a universal Curie temperature $`T_C(S)`$ for RPA and MFT, this is not the case for the corresponding results with the single-ion anisotropy shown for $`S=1,3/2,4,5`$ in Fig.3, although the violation of scaling is not dramatical.

.

Turning to the inverse easy and hard axes susceptibilities $`\chi _{zz}^1`$ and $`\chi _{xx}^1`$ we find very similar results for the exchange anisotropy and the single-ion anisotropy. In particular in the paramagnetic region ($`T>T_{\mathrm{Curie}}`$) one has a curved behaviour as function of the temperature for the susceptibilities in RPA due to the presence of spin waves, whereas the corresponding MFT calculations show a Curie-Weiss (linear in the temperature) behaviour due to missing magnon excitations. One observes a slightly less universal behaviour for the results for the single-ion anisotropy, in Fig. 4 and 5, when comparing with the results of the exchange anisotropy, see Figs. 2 and 3 of Ref. . This is connected with the fact that using the exchange anisotropy one finds universal values for the Curie temperatures $`T_C^{RPA}(S)`$ and $`T_C^{MFT}(S)`$, which is not strictly the case when using the single-ion anisotropy, see Fig. 3.We were also able to show analytically in Ref.  that $`\chi _{xx}^1S(S+1)`$ is universal for $`T<T_C`$ when using the exchange anisotropy; this is not the case for the single-ion anisotropy. The only difference concerns the curves for the not perfectly scaled RPA results for $`\chi _{zz}^1`$: with the exchange anisotropy the curve with the lowest spin value is left from the curves with the higher spin values, whereas the inverse is true for the exchange anisotropy, but this is not a very pronounced effect, and does not lead to a significant difference between the results for the various anisotropies.

.

### 3.2 Multilayers at fixed spin $`S=1`$

In discussing multilayers with the exchange anisotropy we have considered only the case of $`S=1/2`$ in Ref. . In order to compare with results from the single-ion anisotropy we have to use a larger spin value because $`S=1/2`$ is not active in this case. We restrict ourselves to spin S=1 in the following. We have performed also calculations with $`S>1`$ which scale with respect to the spin in the same way as in the monolayer case.

In Fig. 6 we compare the Curie temperatures for $`S=1`$ multilayers for exchange and single-ion anisotropies in RPA and MFT, using for each layer the same parameters as for the monolayer. Remember that the parameters were fixed such that the Curie temperatures for both anisotropies coincide for the monolayer. The Curie temperatures for the multilayers $`N=2,\mathrm{},19`$ (for N=19 one is already close to the bulk limit) are only slightly lower for the single-ion anisotropy than those for the exchange anisotropy.

In Figs. 7 and 8 we compare easy and hard axes inverse susceptibilities calculated with single-ion and exchange anisotropy also for the multilayer case. In order to avoid cluttering the figures we restrict ourselves to a multilayer with N=9 layers and spin $`S=1`$. For $`N>9`$ the corresponding curves would shift only slightly in accordance with the saturation of $`T_C`$, see Fig. 6, with increasing film thickness. We display only the RPA results for the multilayer (N=9) and compare with the RPA monolayer (N=1) result. Again there is no significant difference in the results for both anisotropies. We do not plot the corresponding mean field results which are shifted to higher temperatures and show in the paramagnetic region only a linear in T Curie-Weiss behaviour, whereas the RPA results have curved shapes due to the influence of magnon correlations, which are completely absent in MFT.

## 4. Summary and conclusions

We have applied in this paper a many-body Green’s function formalim to calculate in-plane anisotropic static susceptibilities of ferromagnetic Heisenberg films using the single-ion anisotropy, and compared with previous calculations  in which an exchange anisotropy was used. Although both kinds of anisotropies are of very different physical origin, it is possible, by fitting the strengths of the anisotropies properly, to obtain nearly identical values for the easy axis magnetizations over the complete temperature range for an $`S=1`$ monolayer. Using the parameters obtained in this way also for monolayers with higher spin values and for multilayers, we looked for differences in the results of calculations with both kinds of anisotropies.

By using scaled variables we find a fairly universal (independent of the spin quantum number S) of easy and hard axes magnetizations and inverse susceptibilities. Universality is better established for the exchange anisotropy; e.g. we find a universal Curie temperature $`T_C(S)`$ for RPA and MFT. The scaling is not as perfect for the single-ion anisotropy, but there are no dramatic deviations, which might lead to a distinction of the influence of both anisotropies. The general statement made in Ref.  that it is sufficient to do a calculation for a particular S and then to apply scaling to obtain the results for other spin values, remains valid to a large extent also for the use of the single-ion anisotropy. It remains also true that the measurement of the hard axis susceptibility gives in principle the possibility to obtain together with a measurement of the Curie temperature information on the parameters of the model, the exchange interaction and the anisotropy strengths. One should, however, keep in mind that the quantitative results of the present calculations are due to the use of a square lattice. They could change significantly by using different lattice types and also by layer-dependent exchange interactions and anisotropies. Such calculations are possible, because the numerical program is written in such a way that layer-dependent coupling constants can be used.

As a general result we state that our investigations up to now have not lead to any significant differences for the calculated observables (easy and hard axes magnetizations and susceptibilities) when using on one hand the single-ion anisotropy and on the other hand the exchange anisotropy. Therefore it is not possible on the basis of our results to propose an experiment that could decide which kind of anisotropy is acting in an actual ferromagnetic film.

.


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# Power-Law distributions and Fisher’s information measure

## I Introduction

Thermodynamics’ “uncertainty” (TU) relations have been the subject of much interesting work over the years (see, for instance, ro ; Mandelbrot ; lavenda ; Incerteza ). An excellent, recent review is that of Uffink $`\&`$ van Lith Uffink . A possible starting point for the derivation of TU is statistical inference roybook . The pioneer work of Mandelbrot is in the sense an obligatory reference Mandelbrot . The interest in TU derives from the fact that for two pillars of $`20`$-$`th`$ century science, 1) Heisenberg’s uncertainty relations and 2) Bohr’s complementarity principle, the existence of a classical analogue has been suggested. Since such a proposal comes from none other than Heisenberg and Bohr, the matter has been subjected to careful scrutiny, specially in the case of a putative complementarity between temperature and energy promine . Although these ideas have not received general acceptance, several renowned authors have defended them. We can cite, among others, Refs. ro ; Mandelbrot ; lavenda , whose claims remain still somewhat controversial (see Uffink ; physto1 ; physto2 ).

The purpose of the present effort is to make a (hopefully useful) contribution to the ongoing discussion by concentrating attention on particular aspects of Mandelbrot’s thermal uncertainty derivation Mandelbrot , that includes, as an essential ingredient, the information measure introduced by Fisher in the twenties roybook ; f7 . Mandelbrot Mandelbrot  was one of the first authors that linked statistical physics with the theory of statistical inference, adopting the viewpoint that one can work in statistical mechanics directly with probability distributions over macroscopic variables, the phase space microscopic substructure being largely superfluous.

Let $`U`$ stand for the internal energy. Mandelbrot Mandelbrot  established the form of the probability distribution $`p_\gamma (U)`$ that allows for an appropriate description of the energy fluctuations of a system in contact with a heat bath at the temperature $`T=1/\gamma `$. The ensuing distribution turns out to be the celebrated Gibbs’ canonical one gibbs , namely, an exponential probability density $`\mathrm{exp}[\gamma U]`$. A quite interesting uncertainty relation between mean energy and inverse temperature can then be obtained, as detailed below. The leading role in Mandelbrot’s treatment is played by Fisher’s information measure roybook ; f7 ; pla2 ; pla4

$$I=𝑑𝐱p_\theta (𝐱)\left\{\frac{\frac{p_\theta (𝐱)}{\theta }}{p_\theta (𝐱)}\right\}^2=\left[\frac{1}{p_\theta }\frac{p_\theta }{\theta }\right]^2.$$
(1)
In order to get some insight into the significance of this measure consider a system that is specified by a physical parameter $`\theta `$. Let x be a stochastic variable and $`p_\theta (𝐱)`$ the probability density for this variable, which depends on the parameter $`\theta `$. An observer makes a measurement of $`𝐱`$ and has to best infer $`\theta `$ from this measurement, calling the resulting estimate $`\stackrel{~}{\theta }=\stackrel{~}{\theta }(𝐱)`$. One wonders how well $`\theta `$ can be determined. Estimation theory asserts cramer  that the best possible estimator $`\stackrel{~}{\theta }(𝐱)`$, after a very large number of $`𝐱`$-samples is examined, suffers a mean-square error $`e^2`$ from $`\theta `$ that obeys a relationship involving Fisher’s $`I`$, namely, $`Ie^2=1`$. This “best” estimator is called the efficient estimator. Any other estimator must have a larger mean-square error. The only proviso to the above result is that all estimators be unbiased, i.e., satisfy $`\stackrel{~}{\theta }(𝐱)=\theta `$. Thus, Fisher’s information measure has a lower bound, in the sense that, no matter what parameter of the system we choose to measure, $`I`$ has to be larger or equal than the inverse of the mean-square error associated with the concomitant experiment. This result, i.e.,

$$Ie^2\mathrm{\hspace{0.17em}1},$$
(2)
is referred to as the Cramer-Rao bound, and constitutes a very powerful statistical result roybook .

The central point of the present considerations is that, in addition to the exponential distributions considered in Mandelbrot , we often encounter power-law distributions (PLD) as well. PLD are certainly ubiquitous in physics (critical phenomena are just a conspicuous example goldenfeld ). It is well known that in a statistical mechanics’ context power-law distributions arise quite naturally if the information measure one maximizes (subject to appropriate constraints) in order to arrive at the equilibrium distribution is not Shannon’s one but a generalized one. Much effort in this respect has lately been reported. People employ in this type of extremizing processes Tsallis’ information measure as the quantity of interest (see gellmann ; fromgibbs  and references therein).

Taking into account the importance of the concomitant results gellmann , it is almost obligatory to revisit the Fisher-Mandelbrot link by examining non-exponential distributions of the power-law kind. A first step in this direction was taken in Incerteza , where it was shown that the above mentioned “exponential” Fisher-Mandelbrot link cannot straightforwardly be generalized to power-law distributions so as to immediately yield thermal uncertainty relations. Here we wish to explore into some more depth the issues investigated in Incerteza  by introducing the concept of “effective” energy into the pertinent discussion.

This paper is organized as follows. In Section II we introduce the notion of “effective energy”, the leitmotif of the present considerations, and show that, with its help, a thermal uncertainty relation can be derived. The meaning of this effective energy is discussed in Section III and some conclusions are drawn in Section IV.

## II The effective energy and thermal uncertainty

Escort distributions beck  are a typical feature of Tsallis’ thermostatistics and of its concomitant power-law distributions TMP . It is then necessary for our present purposes to deal with the Fisher information notion as adapted to a escort probability environment, i.e., with distributions of the form $`P_\theta (𝐱)=p_\theta ^q(𝐱)/𝑑𝐱p_\theta ^q(𝐱)`$. Following Incerteza ; roybook ; f7 ; Renyi  we cast such a measure in the fashion

$$I=𝑑𝐱P_\theta (𝐱)^1\left[\frac{P_\theta (𝐱)}{\theta }\right]^2=\left[\frac{1}{P_\theta }\frac{P_\theta }{\theta }\right]^2_{esc},$$
(3)
where $`p_\theta (𝐱)`$ is, again, the probability density for the stochastic variable $`𝐱\mathrm{}^N`$, $`\theta `$ a thermal parameter of the system, for example the inverse temperature $`\beta `$, and $`q`$ a real parameter that can be identified with Tsallis’ nonextensivity index t\_jsp52 ; tsallisURL . We speak then of “Fisher measures in a nonextensive context” Renyi . The associated Cramer-Rao bound takes the form $`I\mathrm{\Delta }\theta q^2`$ Incerteza ; Renyi .

We start our considerations by writing down the probability distribution $`P_\beta (𝐱)`$ that extremizes Tsallis’ information measure t\_jsp52  subject to appropriate constraints posed by our a priori knowledge. In a canonical thermodynamical system, the inverse temperature $`\beta `$ becomes a most appropriate parameter. In the present instance the piece of information supposedly known a priori is the generalized expectation value $`U_q`$ of the internal energy $`U(𝐱)`$

$$U_q=U_{esc}=𝑑𝐱P_\beta ^q(𝐱)U(𝐱).$$
(4)
According to the Tsallis’ formalism, as encapsulated by its optimal Lagrange multipliers version OLM  we face the following probability distribution

$$p_\beta (𝐱)=\overline{Z}_q^1e_q\left\{\beta [U(𝐱)U_q]\right\},$$
(5)
where $`\beta `$ is the variational Lagrange multiplier associated to $`U_q`$ and $`\overline{Z}_q`$ is the accompanying partition function (as we sum over microstates no structure constant is needed reif )

$$\overline{Z}_q=𝑑𝐱e_q\left(\beta \left(U(𝐱)U_q\right)\right).$$
(6)
We have made use of the so-called generalized exponential tsallisURL

$`e_q(x)`$ $`=`$ $`[1+(1q)x]^{\frac{1}{1q}}\mathrm{if}[1+(1q)x]0`$ (7)
$`=`$ $`0\mathrm{otherwise},`$
a generalization of the exponential function, which is recovered when $`q1`$.

For the sake of an easier notation we shall try to omit hereafter, as far as possible, writing down explicitly the variable $`𝐱`$. In order to accomplish our purposes we need to evaluate the integrand in (3). The definition of escort distribution is now given by $`P_\beta =p_\beta ^q/𝑑𝐱p_\beta ^q.`$

Returning to our present task and taking derivatives in $`P_\beta `$ we find

$$\frac{P_\beta }{\beta }=qP_\beta \left\{p_\beta ^1\frac{p_\beta }{\beta }p_\beta ^1\frac{p_\beta }{\beta }_{esc}\right\},$$
(8)
and proceed then to take the pertinent derivatives in Eq. (5), so as to confront

$$p_\beta ^1\frac{p_\beta }{\beta }=\overline{Z}_q^{q1}p_\beta ^{q1}(UU_q),$$
(9)
where we made use of the fact that $`dln\overline{Z}_q/d\beta =0`$, a result that one can derive by recourse to Eqs. (5) and (6) and/or can be encountered in OLM .

Notice that, from (5), we immediately obtain

$$\overline{Z}_q^{q1}p_\beta ^{q1}=\left\{1(1q)\beta \left(UU_q\right)\right\}^1.$$
(10)
At this precise stage we define the quantity $`E_{eff}`$, an “effective” energy given by

$$E_{eff}=\frac{U_{}U_q}{1(1q)\beta \left(UU_q\right)},$$
(11)
which enables one to write

$$p_\beta ^1\frac{p_\beta }{\beta }=E_{eff}.$$
(12)
Replacement of the last two relations into (8) leads now to

$$\frac{P_\beta (𝐱)}{\beta }=qP_\beta (𝐱)\left(E_{eff}+E_{eff}_{esc}\right),$$
(13)
and then to

$$P_\beta ^1(𝐱)\left(\frac{P_\beta (𝐱)}{\beta }\right)^2=q^2P_\beta (𝐱)\left(E_{eff}E_{eff}_{esc}\right)^2,$$
(14)
which, when finally replaced into (3), that is, integrating both sides of (14) over $`d𝐱`$, gives to Fisher’s information measure the appearance

$`I=q^2\left(E_{eff}E_{eff}_{esc}\right)^2_{esc}.`$ (15)
A little additional algebra allows one finally to write

$$q^2I=\mu _{E_{eff}}E_{eff}^2_{esc}E_{eff}_{esc}^2,$$
(16)
so that the Cramer-Rao bound gives

$$\mu _{E_{eff}}\mathrm{\Delta }_\beta 1,$$
(17)
which is indeed an uncertainty relation.

## III More on the effective energy

In this section we delve further into the effective energy concept. It is our aim here to show that $`E_{eff}`$ is the conjugate variable to $`\beta `$. For this purpose we start by reminding the reader of the result OLM

$$𝑑𝐱p_\beta ^q=\overline{Z}_q^{1q},$$
(18)
which together with the definition of escort distribution gives

$`P_\beta =\overline{Z}_q^{q1}p_\beta ^q`$ (19)
Thus, it is possible to view the escort probabilities $`P_\beta `$ in a different light by introducing Eq. (10) into above and obtaining

$$P_\beta =\frac{p_\beta }{1(1q)\beta (UU_q)}.$$
(20)
We thus establish a new connection between $`P_\beta `$ and $`p_\beta `$ in terms of the internal energy $`U`$. Further, by introducing Eq. (20) into the definition $`𝑑𝐱P_\beta (UU_q)=0`$ we also find that

$$𝑑𝐱p_\beta E_{eff}=0,$$
(21)
which tells us that $`E_{eff}`$ is a proper “centered” variable. Also, by using Eq. (11) we can obtain $`UU_q`$ as function of $`E_{eff}`$, namely,

$$UU_q=\frac{E_{eff}}{1+(1q)\beta E_{eff}},$$
(22)
so that replacing this into (5) we find

$$p_\beta (𝐱)=\frac{1}{\overline{Z}_q}\frac{1}{e_q\left(\beta E_{eff}\right)}.$$
(23)
We point out now that

1. the probability (23) is to be compared to the Gibbs canonical distribution

$$p_\beta (𝐱)=\frac{1}{Z_{Gibbs}}\frac{1}{e^{\beta U}}$$
(24)
(in the limit $`q1`$ (23) tends to (24)), and
2. the $`q`$-form (Cf. Eq. (23)) of $`p_\beta (𝐱)`$ neatly captures the fact that the probability distribution formally  depends, for fixed $`q`$, only upon $`\beta `$ and $`E_{eff}`$.

$`\beta `$ and $`E_{eff}`$ are thus our two “conjugate” variables in the present nonextensive instance. It does makes sense then to apply to them the Cramer-Rao bound. Remember also that Mandelbrot never contemplated actual temperature fluctuations. He assumed throughout that $`T`$ is fixed. Instead, the estimators are random quantities Incerteza . Such is the meaning one is to read in a thermal uncertainty relation. And this meaning is here precisely the same, via the somewhat artificial concept of effective energy.

## IV Conclusions

We have shown that a thermal uncertainty relation can be derived for power law distributions with the help of the effective energy concept ($`E_{eff}`$), that, as we have discovered here, is the conjugate variable to the inverse temperature in a nonextensive Tsallis setting.

The concept of thermal uncertainty applies to conjugate variables. These are

1. $`\beta `$ and $`U`$ for $`q=1`$, and
2. $`\beta `$ and $`E_{eff}`$ for $`q1`$. Of course, $`E_{eff}U`$ in the limit $`q1`$.

Summing up, if one looks for the appropriate conjugate variables, the concept of thermal uncertainty continues to make sense in a nonextensive setting, contrary to what was stated in Incerteza , where an uncertainty relation was looked for between $`\beta `$ and $`U`$, and, of course, could not be found.

## V Acknowledgements

The authors are indebted to Prof. C. Tsallis for very helpful discussions. Also, F. Pennini acknowledges financial support from CONICET, Argentina.


text:
# Abundance patterns in the low-metallicity emission-line galaxies from the Early Data Release of the Sloan Digital Sky Survey

## 1 Introduction

The study of element abundances in low-metallicity emission-line galaxies is important for our understanding of the chemical evolution of galaxies and for constraining models of stellar nucleosynthesis and the shape of the initial mass function. The optical spectra of H ii regions in these galaxies show strong narrow emission lines superposed on a stellar continuum that is rising toward the blue, allowing abundance determinations of such heavy elements as nitrogen, oxygen, neon, sulfur, argon, and iron.

The oxygen abundance in the most metal-poor emission-line galaxies is around 1/30 times the solar value, which makes these objects among the least chemically evolved galaxies in the universe. It was proposed (Sargent & Searle SS70 (1970)) that the most metal-poor galaxies were actually experiencing their first burst of star formation. However, subsequent photometric and spectroscopic studies have shown that the majority of metal-poor galaxies also possess several Gyr old stellar populations. In the case of the two extremely metal-deficient galaxies, I Zw 18 and SBS 0335–052, there is however no clear evidence of such stellar population and these galaxies may be genuinely young (e.g., Hunt, Thuan & Izotov H03 (2003); Guseva et al. 2003c ).

Studies of local metal-poor emission-line galaxies are also crucial in the context of galaxy formation. The proximity of these metal-poor galaxies allows studies of their structure, metal content, and stellar populations in a nearly pristine environment with a sensitivity, precision, and spatial resolution that faint, small angular size, distant high-redshift galaxies do not allow. In particular, the comparison of the abundance patterns in the local low-metallicity dwarf galaxies and distant damped Ly$`\alpha `$ systems (DLA) can shed light on the properties and the evolution of the primeval high-redshift galaxies.

The abundances of CNO play an especially important role in the understanding the chemical evolution of the galaxies. It is well established (e.g., Maeder M92 (1992)) that oxygen and likely carbon are produced mainly by massive stars. The origin of nitrogen is more controversial.

In local metal-poor star-forming galaxies the nitrogen-to-oxygen abundance ratio is found to be constant (e.g., Garnett G90 (1990)) with a very low dispersion around the mean value of log N/O = –1.6 for galaxies with oxygen abundance 12 + log O/H $``$ 7.6 (Thuan, Izotov & Lipovetsky TIL95 (1995); Izotov & Thuan IT99 (1999)). This led Thuan et al. (TIL95 (1995)) and Izotov & Thuan (IT99 (1999)) to infer that in those galaxies, nitrogen has been produced by massive stars as a primary element and hence the lowest-metallicity galaxies are young systems. However, Henry, Edmunds & Köppen (H00 (2000)) proposed another explanation involving a star formation occuring at a very low rate, with massive stars producing oxygen and intermediate-mass stars producing primary nitrogen with a typical time-lag of 250 Myr.

In high-redshift low-metallicity damped Ly$`\alpha `$ systems, on the other hand, the spread of the N/O abundance ratio appears to be very large (e.g., Lu, Sargent & Barlow L98 (1998); Centurión et al. C03 (2003)). The N/O abundance ratio in some DLAs is found to be one order of magnitude lower than that in blue compact dwarf galaxies (BCD) of same metallicity. If real, such differences suggest that DLAs and BCDs are systems in different evolutionary stages. This also raises doubts on the young age of the lowest-metallicity BCDs and suggests that the production of nitrogen by intermediate-mass stars is actually important in the low-metallicity BCDs and DLAs. This is in line with predictions of new models of rotating stars (e.g., Meynet & Maeder MM02 (2002)), although these models also predict the production of a large amount of primary nitrogen by low-metallicity massive stars.

Emission-line galaxies with very low metallicity are rare. Only two dozens of BCDs with an oxygen abundance 12 + log O/H $``$ 7.6 are known up to now. The aim of this paper is to produce a large sample of low-metallicity emission-line galaxies with reliably derived element abundances and to compare them with those in the high-redshift DLAs. This should allow a better understanding of the nitrogen production and of the evolutionary status of both types of objects. We have used the early data release (EDR) of the Sloan Digital Sky Survey (SDSS) (Stoughton et al. S02 (2002)) which includes the spectra of $``$ 50000 galaxies, and searched for low-metallicity emission-line galaxies. The procedure and the resulting sample are described in section 2. The derivation of the elemental abundances is presented and discussed in section 3. The main conclusions of this study are presented in section 4.

## 2 The sample

The flux-calibrated spectra of the SDSS galaxies from the EDR have been extracted from the Space Telescope Science Institute archives111http://archive.stsci.edu/sdss..

From an examination of $``$ 50000 spectra, we selected a sample of 310 emission-line galaxies with an emission feature at the wavelength of the \[O iii\] $`\lambda `$4363 emission line detected at least at the 1$`\sigma `$ level. The presence of this line allows a direct (as opposed to statistical or model-dependent) determination of the electron temperature and abundances. It also discriminates against metal-rich galaxies, in which important cooling of the H ii regions by metals strongly reduces the excitation of this line. Because the wavelength scale of the extracted spectra is nonlinear they have been transformed to a linear wavelength scale. Then spectra have been reduced to a zero redshift using the galaxy redshifts provided in the EDR. Typical spectra of the galaxies from the SDSS sample are shown in Fig. 1. The upper spectrum is of lower excitation as compared to the lower spectrum as evidenced by the fluxes of \[O ii\] $`\lambda `$3727 and \[O iii\] $`\lambda `$4959, 5007 emission lines relative to H$`\beta `$. Emission line fluxes have been measured using Gaussian fitting. They have been corrected for interstellar extinction using the observed hydrogen Balmer line fluxes. The spectra in the SDSS sample cover the wavelength range $``$ $`\lambda `$3820 – 9300Å, therefore the line \[O ii\] $`\lambda `$3727 has not been detected in low-redshift galaxies with $`z`$ $``$ 0.025. In those cases we used the \[O ii\] $`\lambda `$7320,7331 emission lines. Another problem with the SDSS spectra is that in many cases some of the strongest lines, most often H$`\alpha `$ and \[O iii\] $`\lambda `$5007, are clipped. Therefore, many objects with strong emission lines were not included in our sample. However, in the cases when only H$`\alpha `$ and \[O iii\] $`\lambda `$5007 emission lines are clipped, their fluxes are adopted to be respectively 2.8$`\times `$$`I`$(H$`\beta `$) and 3$`\times `$$`I`$(\[O iii\] $`\lambda `$4959).

Figure 2 shows the classical diagnostic diagram \[O iii\] $`\lambda `$5007/H$`\beta `$ vs \[N ii\] $`\lambda `$6583/H$`\alpha `$ used to distinguish objects ionized by massive main sequence stars from objects ionized by non-thermal radiation. The dashed line separates the former (labeled “H II”) from the latter (labeled “AGN”) (Osterbrock O89 (1989)). Most of our selected objects fall in the “H II” region on the diagram. Only in two galaxies the ionization by a non-thermal radiation is important. Note that the situation is very different when considering an entire sample of emission-line galaxies without imposing the detection of \[O iii\] $`\lambda `$4363 emission line. For such a sample, which contains a large proportion of metal-rich galaxies, about 30% of the galaxies are found in the AGN region (Heckman & Kauffmann HK03 (2003)).

Because of the good spectral resolution of the SDSS spectra the singlet He i $`\lambda `$5015 emission line is separated from the strong \[O iii\] $`\lambda `$5007 emission line. This feature of the SDSS spectra is of interest for the determination of the primordial He abundance (Cota & Ferland CF88 (1988)). The flux of the He i $`\lambda `$5015 line for the case B model is $``$ 0.02 that of H$`\beta `$, while it is much weaker in the case A, only $``$ 0.0005 that of H$`\beta `$ (Brocklehurst B72 (1972); Aller A84 (1984)). In Fig. 3 we show the He i $`\lambda `$5015/H$`\beta `$ emission line flux ratio vs oxygen abundance 12 + log O/H. The solid line is the mean value of the He i $`\lambda `$5015/H$`\beta `$ emission line flux ratio, and dashed lines show 1$`\sigma `$ deviations. The points in Fig. 3 are scattered around a mean value of $``$ 0.02, consistent with the case B model for He in singlet states.

In addition to the SDSS EDR, we use a sample of galaxies which has been collected primarily to study the helium abundances in low-metallicity blue compact dwarf galaxies (the HeBCD sample). This sample is gradually increasing with the addition of new objects and now includes $``$ 100 galaxies. Most of the objects are blue compact dwarf galaxies from the First and Second Byurakan surveys, but a number of them are emission-line galaxies from the Hamburg, University of Michigan, Tololo and Case surveys. High signal-to-noise ratio spectra of these galaxies in the wavelength range $`\lambda `$3600 – 7400Å have been obtained with different 2m - 10m class telescopes. Some galaxies were observed several times. We included in the sample all these independent observations. All spectra were reduced in the same way according to the prescriptions of Izotov et al. (ITL94 (1994); 1997a ). The line fluxes corrected for extinction can be found in Izotov et al. (ITL94 (1994, 1996); 1997a ; 1997b ; I99 (1999); 2001a ; 2001b ), Izotov & Thuan (1998a ; 1998b ; IT03 (2003)), Thuan et al. (TIL95 (1995, 1999)), Lipovetsky et al. (Li99 (1999)), Guseva et al. (G00 (2000, 2001); 2003a ; 2003b ; 2003c ), Hopp et al. (Ho00 (2000)), Fricke et al. (F01 (2001)).

The comparison of the global characteristics of the SDSS and HeBCD samples was presented by Stasińska & Izotov (SI03 (2003)) and can be summarized as follows. The SDSS galaxies are generally fainter than the HeBCD ones and their spectra are of lower signal-to-noise ratio. On average, the SDSS galaxies are more distant but their H$`\beta `$ luminosities are similar to those of the HeBCD galaxies. The equivalent width distributions are different, being more skewed toward large equivalent widths in the HeBCD sample. Indeed, many galaxies from the HeBCD sample have been observed with the aim of deriving the primordial helium abundance, thus objects with large equivalent widths of the emission lines were preferentially selected. The distributions of $`E(BV)`$ are roughly similar in both samples. For the majority of the objects, the extinction is small ($`E(BV)0.2`$).

## 3 Element abundance determination

The physical conditions and element abundances are derived from the emission line fluxes using the same prescriptions as in Izotov et al. (ITL94 (1994); 1997a ). The electron temperature $`T_e`$(O iii) and number density $`N_e`$(S ii) are derived from the \[O iii\] $`\lambda `$4363/($`\lambda `$4959+$`\lambda `$5007) and \[S ii\] $`\lambda `$6717/$`\lambda `$6731 emission line flux ratios. The quality of the spectra is good enough to derive the N, O, Ne, S, Ar and Fe abundances. We use \[N ii\] $`\lambda `$6548, 6583 emission lines for the determination of nitrogen abundance, \[O ii\] $`\lambda `$3727 or \[O ii\] $`\lambda `$7320,7331, \[O iii\] $`\lambda `$4959, 5007 for the oxygen abundance, \[Ne iii\] $`\lambda `$3868 for the neon abundance, \[S iii\] $`\lambda `$6312 and \[S ii\] $`\lambda `$6717, 6731 for the sulfur abundance when all these lines are detected, \[Ar iii\] $`\lambda `$7135 (and \[Ar iv\] $`\lambda `$4740 if seen) for the argon abundance, \[Fe iii\] $`\lambda `$4658, 4988 for the iron abundance. The ionization correction factors to obtain the elemental abundances from the ionic ones are the same as used by Izotov et al. (ITL94 (1994); 1997a ). We have checked the compatibility of these ionization correction factors with those given by the photoionization models of Stasińska & Izotov (SI03 (2003)) which were built to fit the observed spectral properties of the samples analyzed in the present paper. We have also run additional sequences of photoionization models, taking into account dielectronic recombination for sulfur and argon ions, and using Starburst 99 (Leitherer et al. L99 (1999)) with the stellar model atmospheres described in Smith et al. (S02 (2002)). We find that the ionization correction factors that have been used are in reasonable agreement with the predictions from the models. The only noteworthy difference is in the case of neon. To compute the abundances, it was assumed that Ne/O=Ne++/O++ (which is the usual assumption). However, our models show that, as the ionization parameter decreases (or, equivalently, as the O++/O+ ratio decreases), the proportion of Ne++ with respect to O++ becomes larger, since charge transfer between O++ and H0 becomes more efficient to recombine O++. This effect is noticeable only when O++/O+ is smaller than 8, and can lead to an overestimate of Ne/O by 0.2 dex when O++/O+ is equal to 1. However, the importance of this effect also depends on the spectral energy distribution of the ionizing radiation field, which, in turn, depends on the metallicity. We have thus decided, for simplicity, to maintain the usual way to derive the Ne/O ratio but keeping in mind any possible bias for discussion.

In Fig. 4 we show the computed N/O, Ar/O, Ne/O, S/O and Fe/O abundance ratios vs oxygen abundance 12 + log O/H for the SDSS and HeBCD galaxies. The HeBCD galaxies are represented by filled circles, while the SDSS galaxies are divided into galaxies with \[O iii\] $`\lambda `$4959/H$`\beta `$ $``$ 0.7 (represented by open circles) and galaxies with \[O iii\] $`\lambda `$4959/H$`\beta `$ $`<`$ 0.7 (asterisks). In the latter galaxies, the equivalent width of H$`\beta `$ is generally low and the \[O iii\] $`\lambda `$4363 emission line weak. This may cause a substantial uncertainty in the placement of the continuum due to the absorption lines of H$`\gamma `$, He i and some heavy elements blueward and redward of the \[O iii\] $`\lambda `$4363 line. Consequently, we suspect that the derived abundances may be biased. As seen in Fig. 4a, among the SDSS galaxies with \[O iii\] $`\lambda `$4959/H$`\beta `$ $``$ 0.7 no object was found to have 12 + log O/H $``$ 7.6. The only SDSS galaxies with such a low oxygen abundance have \[O iii\] $`\lambda `$4959/H$`\beta `$ $``$ 0.7 (labeled by asterisks). Note that all the SDSS galaxies for which 12 + log O/H $``$ 7.6 have N/O values which are several times larger than the N/O ratios derived in the most metal-deficient galaxies from the HeBCD sample. Furthermore, the asterisks show a clear trend of Ar/O decreasing with increasing oxygen abundance (see Fig. 4b), whereas the Ar/O abundance ratio is expected to be constant over the whole range of oxygen abundance considered here (Izotov & Thuan IT99 (1999)).

This suggests that the derived oxygen abundances are underestimated, possibly due to an overestimation of the very weak \[O iii\] $`\lambda `$4363 line whose flux in these galaxies does not exceed 2% – 4% of the H$`\beta `$ flux. The effect of an error in the electron temperature is much weaker on the determination of the Ne/O and S/O abundance ratios than on the determination of the N/O and Ar/O ones. This explains why no trend is seen in the log Ne/O vs 12 + log O/H or log S/O vs 12 + log O/H diagrams (from nucleosynthesis, Ne/O and S/O are expected to be constant, similarly to Ar/O). For example, if the real electron temperature in a galaxy is 10000 K while the \[O iii\] $`\lambda `$4363/$`\lambda `$4959 ratio gives an electron temperature of 20000 K, the N/O ratio will be overestimated by a factor of about 3 if derived with \[O ii\] $`\lambda `$3727 and about 6 if derived with \[O ii\] $`\lambda `$7330, the Ar/O ratio will be overestimated by a factor of about 2, while Ne/O and S/O will be underestimated by only 30%. Note that such an important overestimation of the \[O iii\] $`\lambda `$4363 flux is quite likely in noisy or low excitation spectra, due to a bad placement of the continuum or due to an erroneous detection of the \[O iii\] $`\lambda `$4363 feature. However, we note that the auroral \[S iii\] $`\lambda `$6312 emission line has been detected in 30% of the spectra with \[O iii\] $`\lambda `$4959/H$`\beta `$ $`<`$ 0.7 implying that the presence of the \[O iii\] $`\lambda `$4363 emission line is not an artefact in those spectra. It is likely that some additional heating mechanism other than the stellar radiation is important in the galaxies labeled by asterisks.

To correct the bias in the abundance determinations due to this temperature effect, we assume that all the SDSS galaxies labeled with asterisks in Fig. 4 have an Ar/O abundance ratio equal to the mean value (log Ar/O = –2.25) derived by Izotov & Thuan (IT99 (1999)) for the galaxies from the HeBCD sample. Then we compute the value of the electron temperature needed to achieve such a result, and use this temperature to rederive the abundances of O, N, Ne, S and Fe. The results of this procedure are shown in Fig. 5, which shows the same diagrams as Fig. 4 but with the corrected abundances. We see that, now, there is not a single SDSS galaxy with 12 + log O/H $``$ 7.6. Also, the location of the entire sample of SDSS galaxies in the log N/O vs 12 + log O/H diagram is substantially more consistent with the distribution of the galaxies from the HeBCD sample (Fig. 5a), since no galaxies with 12 + log O/H $`<`$ 7.6 and high N/O abundance ratio are found. On the other hand, no significant changes appear in the Ne/O, S/O and Fe/O vs 12 + log O/H diagrams except that the galaxies represented by asterisks are shifted towards higher oxygen abundance with respect to Fig. 4. This supports the correctness of our approach.

## 4 Discussion

The distribution of the SDSS galaxies from the Early Data Release (open circles and asterisks) in the different panels of Fig. 5 confirms previous findings for HeBCD galaxies (Thuan et al. TIL95 (1995); Izotov & Thuan IT99 (1999)). The only striking difference is that no extremely metal-deficient galaxies with 12 + log O/H $`<`$ 7.6 ($`Z`$ $`<`$ $`Z_{}`$/12) are found in the SDSS sample. Recall however that we have excluded from consideration galaxies with strong but clipped emission lines. Some of those galaxies could actually be metal-poor. Meanwhile, the SDSS Data Release 1 (DR1) has become available222http://www.sdss.org/dr1.. Galaxies from the EDR have re-reduced spectra included in the DR1. Among galaxies from the DR1 sample only a few have spectra with clipped emission lines. Therefore, using the data from the DR1 sample, we have checked whether very metal-poor galaxies are present in the EDR, among those which have been excluded from our consideration because of clipped lines. No such galaxies were found. We suspect that the selection criteria used in the SDSS to extract galaxies from multi-colour imaging data for follow-up spectroscopic work (Stoughton et al. S02 (2002)) are biased against the most metal-poor galaxies. First, in the SDSS galaxies are distinguished from stars by morphology. But distant blue compact dwarf galaxies can be morphologically indistinguishable from stars, and some of them might even appear in the quasar sample of the SDSS. In fact, we find several cases when low-metallicity emission-line galaxies were classified as QSOs. Second, extremely metal-poor galaxies are expected to be of very low luminosity because of the metallicity-luminosity relation (e.g., Skillman, Côté & Miller S03 (2003)) and for that reason they are rejected from the list of targets for SDSS spectroscopy. The SDSS aims at obtaining a complete sample of galaxies brighter than a Petrosian magnitude $`r_{}`$ = 17.77 (see Stoughton et al. S02 (2002)). Galaxies with an absolute brightness of $``$ –14 mag, similar to that of I Zw 18, are already fainter than the completeness limit at a redshift of 0.01. The selection criteria for the HeBCD galaxies were completely different. The objects were chosen from objective prism surveys to have large equivalent widths of the H$`\beta `$ and \[O iii\] $`\lambda `$4959, 5007 emission lines, mainly for the determination of the pregalactic helium abundance. Therefore the metallicity distributions of the two samples are expected to be different.

We find no significant trends with the oxygen abundance for the Ne/O and S/O abundance ratios (Figs. 5c – 5d), although higher-metallicity galaxies have log Ne/O by $``$0.1 dex higher than low-metallicity galaxies. This small trend is likely caused by a bias in the Ne/O abundance determination, as discussed before. Formally, one can write Ne/O = $`ICF`$(Ne)$`\times `$(Ne++/O++). As explained in Sect. 3, we have adopted $`ICF`$(Ne) = 1 whereas it is smaller than unity and decreases with decreasing of O++/O+. In Fig. 6a, we show with the solid curve the value of $`ICF`$(Ne) as a function of O++/O+ for a sequence of photoionization models with metallicity $`Z`$ = $`Z_{}`$/5, computed using the stellar atmospheres from Smith et al. (S02 (2002)), but otherwise identical to the sequence of models that matches the “high metallicity bin” of our sample galaxies (cf. Stasińska & Izotov SI03 (2003) for more details). We see that indeed $`ICF`$(Ne) is slightly smaller than unity at low excitation. The effect on $`ICF`$(Ne) is even larger for lower metallicity, because the stellar energy distribution in the Lyman continuum is then harder. However, galaxies with lower metallicities tend to have higher O++/O+, as seen in Fig. 6b, therefore the bias in the derived Ne/O ratio ends up being unimportant. In Fig. 6a, we have also plotted the derived Ne/O values for our sample galaxies, and drawn as a dashed line the observed trend, which is clearly opposite to the trend in $`ICF`$(Ne). The correction for $`ICF`$(Ne) shown in Fig. 6a would thus reduce this trend.

We find that the Fe/O abundance ratios are generally significantly smaller than solar and similar to the ones derived in the most metal-poor stars in the Galaxy (Caretta, Gratton & Sneden C00 (2000)). This may argue in favour either of a moderate depletion of iron onto dust grains or of production of iron being dominated by type II supernovae (arising from massive stars). However we note a slight decrease of the Fe/O abundance ratio with increasing metallicity (by $``$ 0.2 dex when the oxygen abundance increases by one order of magnitude as seen in Fig. 5e). This implies that some depletion occurs in the high-metallicity galaxies. Nevertheless, the similarity of the Fe/O abundance ratios in the studied galaxies and halo stars favours the production of iron being dominated by type II supernovae, which implies an age of $`<`$ 1 – 2 Gyr, i.e. before the contribution of type Ia supernovae (which arise from intermediate mass stars) becomes important (Thuan et al. TIL95 (1995); Izotov & Thuan IT99 (1999)).

We now compare the abundance patterns we find for the local metal-poor emission-line galaxies with those found for DLAs (e.g., Centurión et al. C03 (2003)). Many DLAs actually follow the N/O vs O/H distribution of the local dwarf emission-line galaxies. This suggests similar star formation histories and evolutionary status for these two classes of objects. However, we have found no local counterparts of the high-redshift DLAs with log N/O $``$ –1.6. It has been proposed (e.g., Centurión et al. C03 (2003)) that DLAs with low N/O abundance ratio are young systems just starting to form stars and where both N and O are produced by massive stars, while DLAs with high N/O abundance ratio as well as local emission-line galaxies are older, with an age of at least several hundred Myr, to allow the intermediate-mass stars to deliver their nitrogen. This conclusion is in line with predictions of the evolution of rotating stars (Meynet & Maeder MM02 (2002)). However, such an interpretation presents problems. In the N/O vs O/H plane, DLAs with high N/O and DLAs with low N/O abundance ratios form two discrete groups. It is not clear, as discussed by Centurión et al. (C03 (2003)), why only very young DLAs with low N/O and relatively evolved DLAs with high N/O are found, while no intermediate case is known. New observations and studies of a larger sample of DLAs and local emission-line galaxies are necessary to clarify the situation.

If the nitrogen and oxygen production scenario discussed above holds, then the low N/O dispersion in the galaxies with low oxygen abundances in Fig. 5a can be explained by massive stars continuously producing oxygen and intermediate-mass stars continuously producing primary nitrogen. However, the large spread of the N/O abundance ratios at higher metallicities needs to be explained. In Fig. 7 we show the N/O abundance ratios as a function of the H$`\beta `$ equivalent width EW(H$`\beta `$). The samples are split into three metallicity bins following Stasińska & Izotov (SI03 (2003)). No trend is seen in the low-metallicity bin (but the number of the galaxies and the range of EW(H$`\beta `$) are small). On the other hand, clear trends are present for the galaxies in the intermediate- and high-metallicity bins for which the N/O abundance ratio and its dispersion increase when EW(H$`\beta `$) decreases. Since EW(H$`\beta `$) is an indicator of the age of the latest burst of star formation in the galaxy (but see the discussion by Stasińska & Izotov SI03 (2003)), the trends and large dispersions of N/O in the intermediate- and high-metallicity bins (Fig. 7) can be explained by the additional production of nitrogen in massive Wolf-Rayet stars arising from the latest burst, on top of the nitrogen produced by intermediate-mass stars. This effect is expected to be lower for the H ii regions in the low-metallicity bin because of a significantly lower fraction of Wolf-Rayet stars at low metallicities. Note, however, that a few cases of extremely low-metallicity galaxies have been reported in the literature with log N/O slightly larger than –1.6 (van Zee V00 (2000); Skillman et al. S03 (2003)). These objects have EW(H$`\beta `$) of the order of 100Å, therefore the most massive stars from the latest burst have probably had time to evolve and enrich the nebula in nitrogen. A larger sample of extremely low-metallicity galaxies would be welcome to study this issue in more detail.

## 5 Conclusions

We have discussed in this study the abundances of the heavy elements in the 310 emission-line galaxies from the sample of the Sloan Digital Sky Survey (SDSS) Early Data Release (EDR) with a detected \[O iii\] $`\lambda `$4363 emission line, allowing a direct element abundance determination based on the electron temperature. We have shown that the abundances are biased for galaxies with spectra of low excitation, and we attribute this bias mainly to a false detection of \[O iii\] $`\lambda `$4363 or to a wrong placement of the continuum due to a low signal-to-noise ratio and adjacent stellar absorption lines. However, we cannot exclude that an additional heating mechanism different from the stellar radiation may be important for low-excitation galaxies. We have corrected for this bias by requiring that the Ar/O ratio be equal to the expected value. After correcting for this bias and merging the SDSS sample with the sample of the galaxies with large equivalent widths of emission lines (HeBCD sample), we obtain a sample of $``$ 400 emission-line galaxies in total. Our main conclusions are as follows:

1. Despite an examination of the entire SDSS EDR sample of galaxies, we found no galaxy with extremely low metallicity (12 + log O/H $`<`$ 7.6, i.e. $`Z`$ $`<`$ $`Z_{}`$/12) while the HeBCD sample which consists of $``$100 galaxies contains about 15 such galaxies. We suspect that the spectroscopic data base of the SDSS actually discriminates against the most metal-poor galaxies.

2. Emission-line galaxies from the SDSS sample in general follow the distributions of the N/O, Ne/O, S/O, Ar/O, Fe/O abundance ratios vs oxygen abundance found earlier for the galaxies in the HeBCD sample (Thuan et al. TIL95 (1995); Izotov & Thuan IT99 (1999)).

3. The $`\alpha `$ element-to-oxygen abundance ratios do not show any significant trend with oxygen abundance.

4. The Fe/O abundance ratio shows a significant underabundance of iron relative to oxygen as compared to solar, suggesting either depletion of iron onto dust grains or a dominant production of iron in the massive supernovae of the type II. We favour the latter explanation, which implies an age of less than $``$ 1 – 2 Gyr.

5. No galaxy with log N/O $``$ –1.6 was found suggesting that local low-metallicity emission-line galaxies are different from those as high-redshift DLAs with the considerably lower log N/O of $``$ –2.3. These DLAs are considered to be truly young galaxies, with nitrogen produced only by massive stars. If this interpretation is correct, then our sample of $``$ 400 dwarf emission-line galaxies contains no extremely young galaxy (i.e. with an age $``$ 100 – 300 Myr).

6. Our data indicate a gradual enrichment of the galaxies in nitrogen by massive stars from the most recent starburst. The effect is best seen among galaxies from our sample that have intermediate metallicities.

###### Acknowledgements.

Y. I. I. acknowledges the support of the University of Paris 7 and the Observatoire de Paris, where part of this work was carried out. Y. I. I. and N. G. G. acknowledge the support of the Swiss SCOPE 7UKPJ62178 grant. T. X. T. and Y. I. I. acknowledge the partial financial support of NSF grant AST 02-05785. All the authors acknowledge the work of the Sloan Digital Sky Survey (SDSS) team. The SDSS is a joint project of The University of Chicago, Fermilab, the Institute for Advanced Study, the Japan Participation Group, the Johns Hopkins University, the Los Alamos National Laboratory, the Max-Planck-Institute for Astronomy (MPIA), the Max-Planck-Institute for Astrophysics (MPA), New Mexico State University, Princeton University, the United States Naval Observatory, and the University of Washington. Funding for the project has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society.