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# The eccentric universe

## 1 Introduction

The first year WMAP results  contain interesting large-scale features which warrant further attention . First, there is the suppression of power at large angular scales ($`\theta 60^{}`$), which is reflected most distinctly in the reduction of the quadrupole $`C_2`$. This effect was also seen in the COBE results . However, WMAP was able to make more precise measurements of $`C_2`$. Next, the quadrupole $`C_2`$ and octupole $`C_3`$ are found to be aligned. In particular, the $`\mathrm{}=2`$ and $`3`$ powers are found to be concentrated in a plane inclined about $`30^{}`$ to the Galactic plane. In a coordinate system in which the equator is in this plane, the $`\mathrm{}=2`$ and $`3`$ powers are primarily in the $`m=\pm \mathrm{}`$ modes. The axis of this system defines a unique direction and supports an idea of power in one direction being suppressed compared to the power in the orthogonal plane. These effects seem to suggest one (longitudinal) direction may have expanded differently from the other two (transverse) directions, where the transverse directions describe the equatorial plane mentioned above.

After the COBE experiment, Monte Carlo studies were used  to cast doubt on quadrupole suppression and analyses of the WMAP data  have arrived at similar conclusions. Nevertheless, interesting physical effects are not ruled out and a realistic physical model that could explain some or all effects in the WMAP data would be of interest.

It would be most satisfying to explain global anisotropy in the universe by a simple modification of the conventional Friedman-Robertson-Walker (FRW) model. As a first step in this direction, we will consider an energy-momentum tensor which is spatially non-spherical or spontaneously becomes non-spherical. Such situations could occur when defects or magnetic fields are present. Magnetic fields  and cosmic defects  can arise in various ways. Moreover, large scale magnetic fields exist in the universe, perhaps up to cosmological scales . These considerations motivate us to examine the effect magnetic fields and defects have on the expansion of the universe .

To begin to understand the form, significance and implications of an asymmetric universe, we here modify the standard spherically symmetric FRW cosmology to a form with only planar symmetry . Our choice of energy-momentum will result in non-spherical expansion from a spherical symmetric initial configuration: an initial co-moving sphere will evolve into an ellipsoid that can be either prolate or oblate depending on the choice of matter content. We then explore the effects of this type of asymmetric expansion on modes of a multipole expansion. For the sake of clarity, we first give some general properties of cosmologies with planar symmetry (The universe looks the same from all points but they all have a preferred direction.) and then investigate one case in detail. Our exemplar will be a universe filled with uniform magnetic fields and cosmological constant. This is perhaps the most easily motivated, analytically solvable case to consider and it will give us a context in which to couch the discussion of other examples with planar symmetry and cases where planar symmetry is broken.

To set the stage, consider an early epoch in the universe at the onset of cosmic inflation, where strong magnetic fields have been produced in a phase transition . The magnitude of the magnetic field and vacuum energy ($`\mathrm{\Lambda }`$) densities initially are about the same, but eventually $`\mathrm{\Lambda }`$ dominates. It was estimated  that the initial magnetic field energy produced in the electroweak phase transition was within an order of magnitude of the critical density. Other phase transitions may have even higher initial field values . Hence, it is not unphysical to consider a universe with B-fields and $`\mathrm{\Lambda }`$ of comparable magnitudes. If the B-fields are aligned in domains, then some degree of inflation is sufficient to push all but one domain outside the horizon. (Below we also discuss cases where there are still a few domains within the horizon.)

## 2 Planar symmetric cosmology

To make the simplest directionally anisotropic universe, we modify spherical symmetry of FRW space-time into planar symmetry. (Cylindrical symmetry is, of course, not appropriate since it introduces a preferred location of the axis of symmetry.) The most general form of planar-symmetric metric (up to a conformal transformation) is  $`(g_{\mu \nu })=\text{diag}(1,e^{2a},e^{2a},e^{2b}),`$ where $`a`$ and $`b`$ are functions of $`t`$ and $`z`$; and the $`xy`$-plane is the plane of symmetry. We also impose translational symmetry along the $`z`$-axis; the functions $`a`$ and $`b`$ now depend only on $`t`$. For the above metric, the nonzero-components of the Ricci tensor then are

$`R_{}^{0}{}_{0}{}^{}=(2\ddot{a}+\ddot{b}+2\dot{a}^2+\dot{b}^2),`$
$`R_{}^{1}{}_{1}{}^{}=R_{}^{2}{}_{2}{}^{}=(\ddot{a}+2\dot{a}^2+\dot{a}\dot{b}),`$
$`R_{}^{3}{}_{3}{}^{}=(\ddot{b}+\dot{b}^2+2\dot{a}\dot{b}).`$
To support the symmetry of space-time, the energy momentum tensor for the matter has to have the same symmetry:

$`(T_{}^{\mu }{}_{\nu }{}^{})=(8\pi G)^1\text{diag}(\xi ,\eta ,\eta ,\zeta ).`$ (1)
Here the energy density $`\xi `$, transverse $`\eta `$ and longitudinal $`\zeta `$ tension densities are functions of time only. Examples of plane-symmetric spaces include space uniformly filled with either magnetic fields, static aligned strings, or static stacked walls; i.e., the defects are at rest with respect to the cosmic background frame. Of course, we can add to these any spherically-symmetric contributions: vacuum energy, matter, radiation (see Table 1). The entries in Table 1 are scaled according to Eq. (1); for instance, $`\lambda =8\pi G\mathrm{\Lambda }`$.

The Einstein equations corresponding to Eq. (1) are

$`\dot{a}^2+2\dot{a}\dot{b}=\xi ,`$ (2)
$`\ddot{a}+\ddot{b}+\dot{a}^2+\dot{a}\dot{b}+\dot{b}^2=\eta ,`$ (3)
$`2\ddot{a}+3\dot{a}^2=\zeta .`$ (4)
In addition, we need the equation expressing covariant conservation of the energy-momentum \[a direct consequence of Eqs. (2)–(4)\]:

$`\dot{\xi }+2\dot{a}(\xi \eta )+\dot{b}(\xi \zeta )=0.`$ (5)
Before considering specific models for the energy-momentum, we first establish several general features of an anisotropic universe described by Eqs. (2)–(5). We assume that before anisotropic effects became important, the universe was isotropic , $`a_\text{i}=b_\text{i}`$, and was expanding isotropically, $`\dot{a}_\text{i}=\dot{b}_\text{i}>0`$. Without loss of generality we set $`a_\text{i}=0`$, which is equivalent to setting the initial scale factor to unity. During the initial phase of anisotropic expansion when non-uniform contributions to the energy-momentum are more significant, different tension densities in the longitudinal and transverse directions cause the universe to expand non-spherically. At a later time, when all contributions except for the vacuum energy fade away, longitudinal and transverse expansion rates become equal and the expansion again proceeds isotropically. Thus, an initial co-moving sphere evolves into an ellipsoid; whether it is oblate ($`a>b`$) or prolate ($`a<b`$) depends on which tension dominated during the initial phase of deformation.

For all known forms of classical matter, the components of the energy-momentum tensor satisfy the dominant energy condition ; in our case it says $`\xi 0`$, $`\xi \eta `$, and $`\xi \zeta `$ (see Table 1 for examples). These conditions lead to various bounds and asymptotics of which we list here a few important examples.

First, one can show that for the initial conditions given above, the energy density never increases. Also, the space always expands transversally, and unless the magnetic field contribution dominates, the space expands longitudinally. Next, the transverse expansion rate has its maximum at $`t=t_\text{i}`$ and the same is true for the longitudinal expansion rate unless the wall contribution dominates.

Second, the eccentricity  is bounded. Indeed, Eqs. (2) and (4) lead to $`\dot{a}\dot{b}=(\zeta \xi 2\ddot{a})/2\dot{a}`$, which upon using the energy condition $`\xi \zeta `$ gives the bound $`e^{ab}\dot{a}_\text{i}/\dot{a}`$. Solving Eq. (4) asymptotically for large $`t`$, we find $`\dot{a}(\zeta /3)^{\frac{1}{2}}`$, which leads to the asymptotic bound

$`e^{ab}(\xi _\text{i}/\zeta )^{\frac{1}{2}}.`$ (6)
Note that in an expanding universe $`\xi _\text{i}\xi \zeta `$ and so (6) does not forbid $`a>b`$. A sub-case with vacuum energy and any combination of magnetic fields and strings aligned in the same direction has $`\xi =\zeta `$, and similarly we find

$$e^{ab}(\xi _\text{i}/\zeta )^{\frac{1}{2}}.$$
(7)
Third, let us expand Eqs. (5) for large $`t`$ to find

$`(\delta \xi )\dot{}+n(\frac{1}{3}\lambda )^{\frac{1}{2}}\delta \xi =0;`$ (8)
here $`n=32\delta \eta /\delta \xi \delta \zeta /\delta \xi `$. For cosmological constant plus magnetic field, strings, or walls, $`n=4,2`$ or $`1`$, respectively. Thus the energy density approaches its asymptotic value $`\lambda `$ according to $`\delta \xi e^{t/t_\xi }`$ with characteristic time $`t_\xi =n^1(3/\lambda )^{\frac{1}{2}}`$.

We consider here three exactly solvable cases: cosmological constant plus either uniform magnetic field, homogeneously aligned strings, or homogeneously stacked walls. We concentrate on the case of magnetic fields, which is the easiest to motivate.

## 3 Magnetic field

In the case of magnetic fields, conservation of energy-momentum, Eq. (5), has a simple form: $`\dot{ϵ}+4\dot{a}ϵ=0`$. Solving this equation for $`\dot{a}`$ and substituting the result into Eq. (4), we arrive at the equation $`ϵ\ddot{ϵ}\frac{11}{8}\dot{ϵ}^2+2ϵ^2(\lambda +ϵ)=0`$ whose general solution is given implicitly by

$`tt_\text{i}=\frac{1}{4}{\displaystyle _ϵ^{ϵ_\text{i}}}𝑑ϵ\left(\frac{1}{3}\lambda ϵ^2+\frac{4}{3}ϵ_\text{i}^{\frac{1}{4}}ϵ^{\frac{11}{4}}ϵ^3\right)^{\frac{1}{2}}.`$ (9)
Once the function $`ϵ`$ is found from Eq. (9), the functions $`a`$ and $`b`$ are found from Eqs. (2) and (5) as follows:

$`a=\frac{1}{4}\mathrm{ln}(ϵ_\text{i}/ϵ),`$ (10)
$`b=\frac{1}{2}\mathrm{ln}{\displaystyle \frac{\lambda +4ϵ_\text{i}(ϵ/ϵ_\text{i})^{\frac{3}{4}}3ϵ}{\lambda +ϵ_\text{i}}}\frac{1}{4}\mathrm{ln}(ϵ/ϵ_\text{i}).`$ (11)
To find the behavior of $`a`$ and $`b`$ for large $`t`$ we need to find asymptotics for the integral in Eq. (9). The integral diverges for small $`ϵ`$ (which corresponds to large $`t`$), and so we extract the divergent part first; this results in $`tt_\text{i}\frac{1}{4}(3/\lambda )^{\frac{1}{2}}\mathrm{ln}(ϵ_\text{i}/ϵ)\tau `$, where

$`\tau =\frac{1}{4}{\displaystyle _0^{ϵ_\text{i}}}𝑑ϵ\left[\left(\frac{1}{3}\lambda ϵ^2\right)^{\frac{1}{2}}\left(\frac{1}{3}\lambda ϵ^2+\frac{4}{3}ϵ_\text{i}^{\frac{1}{4}}ϵ^{\frac{11}{4}}ϵ^3\right)^{\frac{1}{2}}\right].`$
Large $`t`$ asymptotics give

$`ϵϵ_\text{i}e^{4(\lambda /3)^{\frac{1}{2}}(tt_\text{i}+\tau )},`$ (12)
$`a(\lambda /3)^{\frac{1}{2}}(tt_\text{i}+\tau ),`$ (13)
$`b(\lambda /3)^{\frac{1}{2}}(tt_\text{i}+\tau )\frac{1}{2}\mathrm{ln}\left(1+ϵ_\text{i}/\lambda \right).`$ (14)
Eqs. (13) and (14) lead to an oblate expansion with $`e^{ab}(1+ϵ_\text{i}/\lambda )^{\frac{1}{2}}`$, which agrees with the general result found in Eq. (7).

We can include matter and still find exact solutions. For example, for a universe filled with cosmological constant, magnetic fields and dust with density $`\rho `$, we find

$`\rho =\rho _\text{i}(ϵ/ϵ_\text{i})^{\frac{3}{4}}\left[1+F(ϵ/ϵ_\text{i})\right]^1\left[{\displaystyle \frac{\lambda +(\rho _\text{i}+4ϵ_\text{i})(ϵ/ϵ_\text{i})^{\frac{3}{4}}3ϵ}{\lambda +\rho _\text{i}+ϵ_\text{i}}}\right]^{\frac{1}{2}},`$ (15)
where

$`F(ϵ/ϵ_\text{i})=`$ $`\frac{3}{8}(\rho _\text{i}/ϵ_\text{i})[1+(\lambda +\rho _\text{i})/ϵ_\text{i}]^{\frac{1}{2}}`$ (16)
$`{\displaystyle _{ϵ/ϵ_\text{i}}^1}\text{d}xx^{\frac{1}{4}}\left[\lambda /ϵ_\text{i}+(4+\rho _\text{i}/ϵ_\text{i})x^{\frac{3}{4}}3x\right]^{\frac{3}{2}}.`$
Equation (10) is unchanged but Eq. (11) becomes

$`b`$ $`=\frac{1}{2}\mathrm{ln}{\displaystyle \frac{\lambda +(\rho _\text{i}+4ϵ_\text{i})(ϵ/ϵ_\text{i})^{\frac{3}{4}}3ϵ}{\lambda +\rho _\text{i}+ϵ_\text{i}}}`$ (17)
$`\frac{1}{4}\mathrm{ln}(ϵ/ϵ_\text{i})+\frac{1}{2}\mathrm{ln}\left[1+F(ϵ/ϵ_\text{i})\right],`$
and time dependence of the above functions $`\rho (ϵ)`$, $`a(ϵ)`$ and $`b(ϵ)`$ can be deduced from the function $`ϵ(t)`$, which is now given implicitly by

$`tt_\text{i}=\frac{1}{4}{\displaystyle _ϵ^{ϵ_\text{i}}}\text{d}ϵ\left[\frac{1}{3}\lambda ϵ^2+\frac{1}{3}ϵ_\text{i}^{\frac{3}{4}}(4ϵ_\text{i}+\rho _\text{i})ϵ^{\frac{11}{4}}ϵ^3\right]^{\frac{1}{2}}.`$ (18)
## 4 Strings and Walls

For strings, solutions to the Einstein equations can be obtained similarly to the magnetic field case. Here we give only large $`t`$ behavior of these solutions:

$`ϵϵ_\text{i}e^{2(\lambda /3)^{\frac{1}{2}}(tt_\text{i}+\tau )},`$
$`a(\lambda /3)^{\frac{1}{2}}(tt_\text{i}+\tau ),`$
$`b(\lambda /3)^{\frac{1}{2}}(tt_\text{i}+\tau )\frac{1}{2}\mathrm{ln}\left(1+ϵ_\text{i}/\lambda \right),`$
where

$`\tau =\frac{1}{2}{\displaystyle _0^{ϵ_\text{i}}}𝑑ϵ\left[\left(\frac{1}{3}\lambda ϵ^2\right)^{\frac{1}{2}}\left(\frac{1}{3}\lambda ϵ^2\frac{2}{3}ϵ_\text{i}^{\frac{1}{2}}ϵ^{\frac{7}{2}}+ϵ^3\right)^{\frac{1}{2}}\right].`$
As in the case of magnetic field, $`e^{ab}(1+ϵ_\text{i}/\lambda )^{\frac{1}{2}}`$, in agreement with Eq. (7).

Solving the case of walls proceeds in a different fashion. Asymptotic forms of the corresponding solutions read

$`ϵϵ_\text{i}e^{(\lambda /3)^{\frac{1}{2}}(tt_\text{i})}\left[{\displaystyle \frac{(1\sigma )^{\frac{1}{3}}}{1+\sigma }}+{\displaystyle \frac{6\sigma F}{(1\sigma )^2}}\right]^1,`$
$`a(\lambda /3)^{\frac{1}{2}}(tt_\text{i})\frac{2}{3}\mathrm{ln}(1\sigma ),`$
$`b(\lambda /3)^{\frac{1}{2}}(tt_\text{i})+\mathrm{ln}\left[{\displaystyle \frac{(1\sigma )^{\frac{1}{3}}}{1+\sigma }}+{\displaystyle \frac{6\sigma F}{(1\sigma )^2}}\right],`$
where

$`\sigma ={\displaystyle \frac{\left(1+ϵ_\text{i}/\lambda \right)^{\frac{1}{2}}1}{\left(1+ϵ_\text{i}/\lambda \right)^{\frac{1}{2}}+1}}`$
and

$`F={\displaystyle _1^{\mathrm{}}}𝑑x{\displaystyle \frac{(x^3\sigma )^{\frac{4}{3}}}{(x^3+\sigma )^2}}.`$
One can derive the bound $`F\frac{1}{3}(1\sigma )^{\frac{4}{3}}(1+\sigma )^1`$, which leads to a prolate expansion with $`e^{ab}1`$.

In Fig. 1 we compare the scale factors for the cases of magnetic field, strings, and walls. Since in all three cases the functions $`a`$ and $`b`$ asymptotically approach the corresponding solution for the model with only cosmological constant, $`c=(\frac{1}{3}\lambda )^{\frac{1}{2}}(tt_\text{i})`$, this term is conveniently factored out of the scale factors. Fig. 2 similarly compares the corresponding energy densities. In both figures we used the same initial conditions for the three cases. These conditions are fully specified by the value $`ϵ_\text{i}/\lambda `$; we chose $`ϵ_\text{i}=\lambda `$ which leads to $`\dot{a}_\text{i}=(\frac{2}{3}\lambda )^{\frac{1}{2}}`$.

## 5 Conclusions

Since the time of COBE, various speculations have been put forward to explain the origin of the suppressed quadrupole. One idea has been to explore topological features with specific emphasis on the “small universe” picture with a toroidal $`T^3`$ topology . Another idea has been to study the possibility of a small inflation, which somehow gets tuned to about the scale of the present-day Hubble radius . However, very little has been suggested for physical models that could explain the new features suggested by the WMAP data. An obvious modification of the $`T^3`$-model would be to make one dimension smaller than the other two and get a $`T_a^2\times T_b^1`$ asymmetric toroidal topology . Other topologies could also work. There are many choices  and the results could be profound.

In this paper we have not departed radically from conventional cosmology, but rather considered a simple modification of the FRW model. We determined how magnetic fields, strings, and walls affect the expansion rate of the universe. Before solving the Einstein equations we found the asymptotic values and bounds for the ratio of longitudinal and transverse sizes for several interesting cases. Next, we presented exact analytical solutions for a universe filled with magnetic field and gave asymptotic results for the case of defects. Finally, we mentioned particle physics motivated models that could yield the sorts of magnetic fields and/or defects of importance for asymmetric expansion. We have found that a universe filled with aligned B-fields and $`\mathrm{\Lambda }`$ expands non-spherically: a co-moving sphere at $`t_\text{i}`$ evolves into an ellipsoid. The eccentricity is calculable and fixed by the initial conditions. Aside from being potentially applicable to explaining some features in the WMAP data, the models and the results presented in this paper differ from those in the already mentioned Ref. . The first of the papers in Ref.  examined the situation where there is a uniform magnetic field and no cosmological constant. By adding cosmological constant, we have found the exact solution for the model which is physically relevant. The second paper in Ref.  treats only small anisotropies and determines only asymptotic large time behavior. Our calculations apply to anisotropy of arbitrary strength and we have obtained the exact solutions to the Einstein equations which are valid at all times.

The effects of non-spherical expansion and small inflation are potentially measurable depending on the degree of eccentricity and expansion attained and the quality of data. In realistic particle physics motivated models, where the B-field in question is associated with particular gauge fields and the cosmological constant $`\mathrm{\Lambda }`$ arises from some specific inflaton model, additional predictions may emerge. For example, a strongly aligned B-field at the beginning of inflation may affect density perturbations in a measurable way , perhaps through polarization effects, and a small inflation that follows may mean these perturbations are observable at the largest scales today. We have provided only homogeneous solutions. To apply our results to structure formation and CMB data, the next step will be to begin an analysis of linear density perturbations in such a Universe.

The model developed here can be extended to cases of less symmetric evolution. Some examples are models with an aligned B-field plus cosmic strings neither aligned parallel nor perpendicular to this field, or models with various kinds of misaligned cosmic defects. Another possibility with more physical motivation is a model with B-fields and $`\mathrm{\Lambda }`$ where there are still a few misaligned magnetic domains within the horizon at the end of inflation. While this model is more complicated, it may also be more realistic as the initial domain size is more in line with the models of cosmological phase transitions . Finally, while there could be other combinations of cosmological constant, magnetic fields, defects, and geometry that arise in brane world physics and produce asymmetric expansion, we believe it is important to have considered the simplest well motivated case first.

## Acknowledgments

We thank Gary Hinshaw for stimulating discussions of the WMAP data. The work of AB was supported by PPARC, and the work of RVB and TWK was supported by U.S. DoE grant number DE-FG05-85ER40226.

## References


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# X-ray Cluster Large Scale Structure and Cosmology

## 1. Introduction

Clusters of galaxies occupy a strategic position in the multi-parameter cosmological space:

\- They constitute the most massive entities having reach some equilibrium state in the universe. Masses range from a few 1013 $`M_{}`$ for groups up to a few 1015 $`M_{}`$ for rich Coma-type clusters;

\- They are located at the nodes of the cosmic network.

\- Maps of the distribution of clusters trace the matter distribution over large volumes;

\- Clusters grow from accretion at a rate that depends on the embedding cosmology;

\- As “relaxed” objects, they can be considered to have decoupled from the general expansion;

\- In the cluster total mass budget, galaxies account for only 5%, intra-cluster gas for 15%, the rest of the mass being in the form of dark matter;

\- “Equilibrium” is twofold: virial equilibrium for the galaxies and hydrostatical equilibrium for the gas within the cluster potential;

This short list provides compelling arguments for using clusters as cosmological probes rather than galaxies being complex, highly non-linear objects. We should, however, underline that the physics of clusters, as revealed by the two last generations of X-ray observatories (ROSAT and ASCA then XMM and Chandra), is not as simple as suggested by the above picture: phenomena other than gravity also impact on cluster properties. They are mostly triggered by interactions involving gas and (active) galaxies within the dark matter potential. Among the currently investigated questions, we may cite:

\- Cluster relaxation processes and time scales after merger events, i.e. resorption of clumps. Observables involved are: galaxy velocity and space distribution; gas density and temperature maps; radio halos.

\- Modelling gas cooling and understanding the cooling flow problematic. This involves extensive numerical simulations as well as high resolution X-ray spectroscopy;

\- The presence of magnetic fields and of a potentially non negligible contribution from high velocity electrons (cosmic rays) in the total cluster energetic budget;

\- The impact of stellar activity (supernovae) in cluster galaxies to the heating and enrichment of the cluster gas;

\- The role of gas stripping and accretion in the evolution of cluster galaxies;

\- The role of cluster AGN in the energetic budget and magnetic field properties. This is especially relevant for cooling flow studies;
A review of these aspects can be found in Mushotzky (2004, this volume).

## 2. Why X-ray cluster surveys?

Because of the many links with fundamental physics, X-ray cluster data offer significant advantages over optically-selected cluster samples.

In absence of extra heating (other than shocks) and cooling mechanisms, the gas trapped in the cluster gravitational potential is heated up to the virial temperature:

$$kT6.7(\frac{M_{200}}{10^{15}M_{}h^1})^{2/3}keV$$

where $`M_{200}`$ is the mass enclosed within the virial radius111The virial radius is usually defined as cluster-centric radial distance where the dark matter density is 200 times higher than that of the mean critical density considered at the cluster’s redshift. From this, it occurs that cluster temperatures approximatively range from 1 to 10 keV which correspond to wavelengths of the order of 10-1 Å, i.e. to the X-ray domain. The density of the intra-cluster medium is of the order of one atom per liter, its metallicity about 0.3 solar, most of the gas being totaly ionized, except for some heavy elements like iron. The X-ray emission from such an optically thin plasma can be described by a bremsstrahlung continuum emission, plus possible fluorescence lines from heavy elements. The emissivity is thus simply proportional to the square of the electron density.
From this, one expects simple scaling relations connecting cluster X-ray luminosities to temperatures and, further, to cluster masses (the only parameter that enter any cosmological consideration). Observations do indeed show strong correlations between $`LTM`$, but with a relatively large scatter. Although the dispersion can be ascribed, for a large part, to the individual cluster formation and relaxation histories, the relations provide useful tools to link observations to theory in statistical analyses. Moreover, the fact that the slopes of these relations were found to be somewhat steeper than that predicted from simple scaling laws implied by the virial equilibrium, pointed toward additional heating (or cooling) mechanisms, other than purely gravitational. Main mechanisms usually invoked are mentioned in the previous section and their relative efficiency is investigated by means of hydrodynamical simulations.

From the observational point of view, the presence of extended X-ray emission at high galactic latitude almost unambiguously points toward a deep cluster potential well. Moreover, projection effects are much less of a concern than in the optical. At moderate sensitivity ($`10^{14}`$ erg/s/cm2 in the \[0.5-2\] keV band, which is obtained in a few ks with XMM), the X-ray sky is “clean”. With a source density of about 200 $`deg^2`$, clusters represent some 15% of the population, the rest being mostly point-like active galactic nuclei. For comparison, an extragalactic field (so-called “empty field”) observed in the I optical band in one hour with a 4m-class telescope reveals a faint galaxy density of the order of $`10^5deg^2`$. Sophisticated multiresolution wavelet-based algorithms, now offer reliable means to flag the presence of faint extended sources down to the (Poissonian) limit of the X-ray photon signal. This renders the detection of X-ray clusters substantially more direct and more quantitative than in the optical. Selection effects can be modelled by means of extensive simulations (Valtchanov et al, 2001).
Finally, because clusters are among the intrinsically brightest X-ray sources, the X-ray domain is a priori ideally suited to investigate the distant universe that is, well beyond $`z=1`$.

## 3. Cluster surveys prior to XMM

HEAO-1 (1977) was the first mission to provide an X-ray all-sky survey enabling cluster statistical studies. Some 100 nearby clusters were inventoried. First determination of the cluster X-ray luminosity function and a qualitative study of the sky distribution of X-ray clusters, as well as correlations between $`L_X`$ and optical richness were attempted (Piccinotti et al, 1982 and Johnson et al, 1983).
With the advent of X-ray imaging with focussing optics in the 80s, particularly with Einstein, a new era was opened in X-ray cluster surveys. The Einstein Medium Sensitivity Survey provided a sample of 93 clusters out to a redshift of 0.58 and a flux limit of S$`_{[0.33.5]keV}`$ = 1.33 $`10^{13}`$. These “serendipitous” sources were found in the field of unconnected pointed observations covering a total of 780 $`deg^2`$ (Henry et al, 1992) and provided first hints about X-ray cluster evolution.
In 1990, the ROSAT All-Sky Survey (RASS) was the first X-ray imaging mission to undertake the coverage of the entire sky (Voges et al, 1999). With average sensitivities of the order of 2-20 10-14 erg cm-2 s-1 in the \[0.1-2.4\] keV band, (FWHM $``$ 100′′) and the low instrumental background of the PSPC detector, the RASS laid the basis for numerous unprecedented statistical studies. After years of intensive follow-up campaigns, more than 1000 RASS clusters out to a redshift of $`0.5`$ were inventoried. (1) Samples covering a contiguous area, thus suitable for large scale structure studies. REFLEX for the southern hemisphere with 450 objects ($`z0.3`$) it is the largest homogeneous compilation to date, down to a flux limit of 3 10-12 erg cm-2 s-1 in \[0.2-2.4\] keV (Böhringer et al, 2001); NORA for the Northern hemisphere (Böhringer et al, 2002), and the North Ecliptic Pole survey involving the 80 deg2 deepest region of the RASS provided 64 clusters out to $`z0.81`$ (Henry et al, 2001). (2) Samples gathering well defined classes of clusters such as the Massive Cluster Survey (Ebeling et 2001) with the goal of detecting the most massive clusters down to the RASS sensitivity limit.

After the completion of the RASS, ROSAT was run like an ordinary observatory, performing thousands of deep targeted guest observations. Many of these pointings were suited to the search for serendipitous clusters, following onto the EMSS heritage. Numerous studies led to the detection of several hundreds of clusters out to a redshift to unity or above. The large majority of the serendipitous data indicate a mild cluster evolution of cluster properties, compatible with a $`\mathrm{\Lambda }`$CDM-type cosmology. A summary of the survey work and associated cosmological constraints can be found in Rosati et al, (2002). We describe below in more detail the impact of LSS studies.

## 4. Constraining cosmology

In the current quest for the cosmological parameters, clusters studies, beside CMB and supernova studies, provide critical independent constraints as they do not rely on the same physical phenomena. It is also necessary, as a consistency check, to compare constraints obtained separately from the high and low redshift universes. Like for galaxies, topological investigations may involve tools as simple as the 2-point correlation function, percolation analysis or more refined ones like Minkowski functionals or the genus approach (e.g. Kerscher et al, 1997) necessitating, however, rather high-level statistics. The cluster correlation function which is proportional to the Fourier transform of $`P(k)`$, the power spectrum of density fluctuations, is quite sensitive to the spectrum shape ($`\mathrm{\Gamma }`$). The amplitude of $`P(k)`$ is strongly constrained by the cluster number density and usually expressed in terms of $`\sigma _8`$, the r.m.s density fluctuations within a top hat sphere of 8 h-1 Mpc radius (the local determination of cluster abundance, however, only enables the determination some combination of $`\sigma _8\mathrm{\Omega }_m^\alpha `$). It is thus especially relevant to combine both quantities in order to tighten the possible parameter space (e.g. Moscardini et al, 2001). A didactic illustration of such a procedure can be found in Schuecker et al, (2003) for the REFLEX sample.

As for any survey, constraining cosmological parameters requires proper modelling of the selection effects, which is best achieved with simulations. In the case of X-ray cluster surveys, special attention must be paid to sensitivity variations across the survey area and to the fact that some clusters may remain undetected (e.g. low surface brightness objects, but not necessarily low-mass entities). Further sources of uncertainty such as the intrinsic scatter present in the $`L_XM`$ relation must be integrated into the final calculations. For high-z redshift samples, evolutionary considerations as to cluster scaling laws have also to be taken into account.

## 5. The XMM Large Scale Structure Survey

Tracking back evolution in cluster properties largely improves constraints on cosmological parameters, to which clusters are especially sensitive like the matter density of the universe and also, in some respect, the nature of the dark energy (see below). In particular, it allows breaking the $`\sigma _8\mathrm{\Omega }_m^\alpha `$ degeneracy (Bahcall et al, 1997).

Launched in 1999, the XMM observatory offers unrivalled collecting area together with good imaging capabilities and a large field of view. This translates into the following numbers: a PSF of 6′′, which enables flagging clusters as extended sources out to a redshift of 2, if any; a sensitivity reaching 5 $`10^{15}`$ erg cm-2 s-1 in the \[0.5-2\] keV band for a 10 ks exposures and a field of view of 30. Although not initially conceived as a survey instrument, its properties make of XMM an ideal cluster finder. Taking advantage of this unique opportunity, we have undertaken an extragalactic medium deep survey, the XMM Large Scale Structure survey (XMM-LSS), with the goal of investigating for the first time evolutionary trends in the space distribution of clusters out to a redshift of unity. Requiring an accuracy for the cosmological parameters comparable to that achieved by the REFLEX low-$`z`$ sample, implies obtaining some $`2\times 400`$ clusters in the $`0<z<0.5`$ and $`0.5<z<1`$ redshift bins. This can be obtained from a $`8\times 8`$ deg2 area paved with 10 ks XMM pointings (assuming a $`\mathrm{\Lambda }`$CDM universe). Such a geometry also ensures probing characteristic scales significantly larger than 100$`h^1`$ at $`z=1`$. The X-ray survey with its associated multi-wavelength programmes are described in detail by Pierre et al, (2003). We summarize below main expected cosmological implications, especially in the context of the recent WMAP results.

## 6. Cosmological implications of the XMM-LSS

Prospects that the final XMM-LSS catalogue will offer for measuring cosmological parameters have been studied in detail by Refregier et al, (2002) for a $`\mathrm{\Lambda }`$CDM model. Cluster abundance data provide strong constraints on the $`\mathrm{\Omega }_m\sigma _8`$ combination. Adding information from the correlation function restrains the allowed region of the $`\mathrm{\Omega }_m\mathrm{\Gamma }`$ plane to a narrow range. Given the survey design, the $`simultaneous`$ expected precision on $`\mathrm{\Omega }_m,\sigma _8`$ and $`\mathrm{\Gamma }`$ is about 15%, 10%, 35% respectively.

It is well known that compared to $`\mathrm{\Omega }_m=1`$ models, open universes show a much less rapid evolution of the cluster number density (see Refregier et al, 2002, for comparative $`n(z)`$ for the XMM-LSS). We further show on Fig. 1 the predicted X-ray cluster redshift distribution for two flavours of the dark energy. X-ray counts appear to be sensitive to the nature of the dark energy and to be more sensitive for detecting clusters above $`z>0.3`$ than ground-based weak lensing. In addition, thanks to the large area surveyed, it will be possible to constrain the population of X-ray bright (massive?) clusters above $`z>1`$. For a $`\mathrm{\Lambda }`$CDM cosmology, the probability of finding a Coma-type cluster (8 keV) between $`1.5<z<2`$ over the entire survey area of 64 deg2 is of the order of 0.001, compared to 0.3 in the $`0.5<z<1`$ range; getting a few such high-z clusters, would thus be most interesting!

Given the fact that we are now entering a high-precision cosmology era with CMB and space supernovae experiments, we may address the question of cluster evolution from a different point of view. Assuming that the cosmological parameters are known, a cluster survey can be used to constrain the evolutionary trends of the scaling relations and, subsequently, characterize the impact of the many processes presented in Sec. 1 & 2 on cluster physics and observables.

Both aspects of such an approach are illustrated on Fig. 2 for different stages of the survey coverage. The XMM-LSS survey could improve on WMAP’s measurement of $`\mathrm{\Omega }_m`$ and constrain the dark energy equation of state parameter $`w`$, to which WMAP is not sensitive (Fig. 2, left). Alternatively, assuming that the cosmological parameters are well constrained (by a combination of WMAP, supernovae observations and nearby very large scale galaxy surveys), the evolution of the cluster scaling laws can be followed (Fig. 2 right). The parameters $`T_{}`$ and $`\alpha `$ describe the amplitude and evolution of the mass-temperature relation ($`MT^{3/2}`$ for $`T>2\mathrm{keV}`$). The XMM-LSS has the potential of determining $`T_{}`$ and resolving the controversy of its value, which has been given as low as $`1.2`$ or as high as $`1.9`$ (see Pierpaoli et al, 2003). The survey is also able to constrain the evolution parameter, $`\alpha `$, which has been fixed to 1 in earlier work. This is possible with the XMM-LSS survey because of the large cluster sample and wide range of redshifts.

At a later stage, observations from associated Sunayev-Zel’dovich and weak lensing surveys will yield further constraints on the scaling relation of clusters, and will impose simultaneous constraints on cosmological parameters and cluster physics.

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# Energy spectrum, persistent current and electron localization in quantum rings

## I Introduction

Recent experimental developments in manufacturing quantum dotstarucha1996  and ringslorke1998  with only a few electrons have made quantum rings an ever increasing topic of experimental and theoretical research. In a quantum ring the electrons move in a ring-shaped quasi-one-dimensional confinement. The one-dimensionality makes the electrons strongly correlated. Among the quantum effects seen in such systems are the Aharonov-Bohm oscillationsaharonov1959  and persistent currentsbuttiger1983 .

Many properties of the quantum rings can be explained with single-electron theory, which in a strictly one-dimensional (1D) system is naturally very simple. On the contrary, the many-particle fermion problem in 1D systems is surprisingly complicated due to enhanced importance of the Pauli exclusion principle. It is then customary to say that strictly 1D systems are not ’Fermi liquids’ but ’Luttinger liquids’ with specific collective excitations (for reviews seehaldane1994 ; voit1994 ; schulz1995 ; kolomeisky1996 ).

We consider two models for quantum rings. In the continuum model the electrons move in an external two-dimensional potential (shown schematically in Fig. 1a) usually considered to be harmonic:

$$V(r)=\frac{1}{2}m_e\omega _0^2(rR)^2,$$
(1)
where $`R`$ is the radius of the ring and $`\omega _0`$ the strength of the radial confinement. The electron-electron interaction is the normal long-range Coulomb interaction. If the number of electrons is small, the many-electron states in this external potential can be solved (numerically) exactly using standard configuration interaction (CI) methodschakraborty1995 ; niemela1996 ; koskinen2001 .

Another theoretical approachzvyagin1990 ; kusmartsev1991 ; yu1992  to quantum rings has been a model where the ring consists of discrete lattice sites, as shown in Fig. 1b. The many-particle Hamiltonian can be approximated with the Hubbard modelhubbard1963 ; peierls1933

$$H=t\underset{i=1}{\overset{L}{}}\underset{\sigma }{}\left(e^{i2\pi \varphi /L}c_{i+1,\sigma }^{}c_{i,\sigma }+e^{i2\pi \varphi /L}c_{i,\sigma }^{}c_{i+1,\sigma }\right)+U\underset{i=1}{\overset{L}{}}\widehat{n}_i\widehat{n}_i,$$
(2)
where $`t`$ and $`U`$ are the Hubbard parameters determining the hopping between neighbouring sites and the on-site energy, $`L`$ is the number of electrons and the number of sites, respectively, and $`\varphi `$ is the magnetic flux through the ring (in units of the flux quantum $`\mathrm{\Phi }_0=h/e`$). The advantage of the discrete model is that the many-body problem is much easier than that of Eq. (1), and can be solved exactly in some limiting cases.

The two theoretical approaches, although seemingly very different, give in many cases qualitatively similar results. The aim of this work is to compare these models quantitatively and study the reasons for the similarities of these two approaches (for an introductory review see Ref.viefers2003 ).

## II Energy spectra: Rotational and vibrational states

Figure 2 shows the energy spectra of quantum rings with six electrons, calculated from the continuum model and from the lattice model with eight sites. In both cases the excitation spectrum contains a low energy band of rotational states with energy increasing in the continuum model roughly as $`\mathrm{}^2M^2/2I`$, where $`M`$ is the total angular momentum and $`I`$ the moment of inertia $`I=Nm_eR^2`$. The low energy electron spectrum thus corresponds to rigid rotation of a ring of six electrons while the higher bands correspond to vibrational excitations. Moreover, the energy splitting (due to spin) can be quantitatively described with an antiferromagnetic Heisenberg modelkoskinen2001 . Thus one arrives at the following model Hamiltonian

$$H_{\mathrm{eff}}=\frac{\mathrm{}^2}{2I}𝐌^2+J\underset{i,j}{}𝐒_i𝐒_j+\underset{\nu }{}\mathrm{}\omega _\nu n_\nu ,$$
(3)
where the last term describes vibrational states of electrons localized on the ring (in Fig. 2 the vibrational states are the ones not marked with the spin number).

Figure 2 shows that nearly exactly the same low energy spectrum can be obtained from the Hubbard model with suitably chosen parameters. It is known that in the limit of large $`U`$ the half-filled Hubbard model ($`N=L`$) approaches the antiferromagnetic Heisenberg model, explaining the correct spin structure of the model Hamiltonian above. However, the correspondence seems to go even further: If $`L>N`$ the rigid rotations and vibrational states also appear in agreement with the continuum model.

The similarity of the discrete lattice model with contact interaction and the continuum model with long-range interaction can be traced back to the special properties of one-dimensional systems. The strong contact interaction effectively prevents electrons to pass each other and the ’kinetic energy repulsion’ makes the strong $`\delta `$-function interaction look like a $`1/r^2`$ interaction as evident from the Calogero-Sutherland modelcalogero1969 ; sutherland1971 ; viefers2003 . Nevertheless, it is surprising that the similarity survives to quasi-one-dimensional rings considered in Fig. 2.

The ’localization’ of electrons along the ring happens at all electron numbers. Similar traces of electron localization can be found in the energy spectra of two-dimensional quantum dotsmanninen2001 . Figure 3 shows the energy spectra of quantum rings and dots with four electrons. In both cases the classical localization geometry is a square. Indeed the low-energy spectrum is similar for a ring and for a dot. The Hubbard model gives again qualitatively the same spectra as the continuum model (not shown here)koskinen2001 ; viefers2003 .

## III Periodicity of the persistent current

The persistent current of a quantum ring can be determined from the flux dependence of the total energyviefers2003

$$I(\mathrm{\Phi })=\frac{E}{\mathrm{\Phi }},$$
(4)
where $`\mathrm{\Phi }`$ is the magnetic flux through the ring. Since the discrete Hubbard model gives the same energy levels as the continuum model, we can use it to study the persistent current. The Hamiltonian (2) can be solved numerically for small number of electrons and sites. Due to the phase factors the energy levels, and consequently the persistent current, will be periodic functions of the flux.

Figure 4 shows the spectrum of a Hubbard ring of four electrons in eight sites, as a function of $`\mathrm{\Phi }`$ for different values of $`U`$. For $`U=0`$ the ground state energy has a periodicity $`\mathrm{\Phi }_0`$. When $`U`$ increases the period changes first to $`\mathrm{\Phi }_0/2`$ and eventually to $`\mathrm{\Phi }_0/N`$. This happens at all electron numbers and in a similar fashion for continuumkoskinen2002  and discreteviefers2003  rings. The increase of the strength of the radial confinement, $`\omega _0`$ in Eq. (1), of the continuum model corresponds to the increase of the on-site energy $`U`$ of the Hubbard model. In both cases the ring becomes more strictly one-dimensional in the sense that electrons are prevented to pass each other.

### Acknowledgements

This work has been supported by the Academy of Finland under the Finnish Centre of Excellence Programme 2000-2005 (Project No. 44875, Nuclear and Condensed Matter Programme at JYFL).


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# Extreme waves and modulational instability: wave flume experiments on irregular waves

## I Introduction

The determination of the probability density function of wave heights for a system of a large number of random waves is definitely a task of major importance both from theoretical and applicative points of view. For linear waves the fundamental work was done by Rice (1944) in connection with noise in electronic circuits. Some years later Longuet-Higgins (1952) adapted the ideas of Rice to surface gravity waves. He showed that if the wave spectrum is narrow banded and if the phases of the Fourier components of the surface elevation are distributed uniformly (random phases), then the probability distribution of crest-to-trough wave heights is given by the Rayleigh distribution. In the study of extreme events, it is useful to define the probability that the wave height $`H`$ assumes a value greater than a reference height, $`H_0`$. This probability, also known as the survival function $`S(H>H_0)`$, is given by $`1P(HH_0)`$, where $`P`$ is the cumulative probability function. For the Rayleigh distribution the survival function is given by:

$$S(\xi >\xi _0)=Exp[2\xi _0^2],$$
(1)
where $`\xi =H/H_s`$, with $`H_s`$ the significant wave height. Using the survival function, it is for example possible to establish that the probability of finding a wave whose height is greater than two times the significant wave height is about 1/2980. The value of two is usually selected as a threshold for identifying abnormally high waves (also known as freak waves) in a surface elevation time series.

After the pioneering work by Longuet-Higgins (1952), the validity of the Rayleigh distribution for wave heights has been widely investigated. The distribution (1) was found to agree well with many field observations (Earle, (1975)) even though the frequency spectrum was not always so narrow and the steepness was not as small as required by the theory. During the last 30 years, many empirical distribution functions have been proposed to fit better the data. Forristall (1978) analyzed data recorded during hurricanes in the Gulf of Mexico and obtained a better agreement with a two parameter Weibull distribution. According to his analysis, the Rayleigh distribution was over-predicting the experimental data. Some years later Longuet-Higgins (1980) re-examined the same data and showed that the Rayleigh distribution fitted equally well the data, provided that the value of the root mean square of the amplitude is suitably modified by introducing a finite spectral band width (see also Naess (1985)).

In recent years particular attention has been given to understanding the mechanism of formation of freak waves and their influence on the tail of the probability density function of wave heights. Even though a number of physical mechanisms have been identified (linear superposition, Longuet-Higgins (1952), the wave-current interaction, see Lavrenov (1998) and White and Fornberg (1998), and the modulational instability, see Henderson et al. (1999), Trulsen and Dysthe (1997),Tulin and Waseda (1999)), it should be stated that not much theoretical progress has been made concerning the resulting statistical properties of the surface elevation. More in particular, the relation between the various sea states and the probability density function has not been clearly identified.

Limiting the study to one-dimensional propagation, Onorato et al. (2000) have performed numerical simulations of the Nonlinear Schroedinger and Dysthe equations with initial conditions provided by the random JONSWAP spectrum with different values of the enhancement factor $`\gamma `$ and the Phillips constant $`\alpha `$ ($`\gamma `$ is related to the spectral band-width and the wave steepness; $`\alpha `$ is responsible for the energy content of the surface elevation and therefore contributes to the wave steepness). One interesting result obtained is that the probability density function drastically depends on these two parameters $`\alpha `$ and $`\gamma `$. For small values of $`\alpha `$ and $`\gamma `$ the Rayleigh distribution approximates the data rather well, but for large values of $`\alpha `$ and $`\gamma `$ the Rayleigh distribution clearly under estimates the tail of the probability density function (see Figure 6b in Onorato et al. (2000)). For example, using the Dysthe equation, with a JONSWAP spectrum with $`\gamma =6`$ and $`\alpha =0.0081`$ as initial condition, the probability of recording a freak wave (defined as a wave whose height is at least two times the corresponding significant wave height) is 1/630, almost 5 times greater than the one predicted by the Rayleigh distribution! Strong departure from the Rayleigh distribution was also observed numerically by Mori and Yasuda (2000) and by Brandini (2001), using the Higher Order Spectral method of Dommermuth and Yue (1987) for solving the Euler equations for surface gravity waves. This departure from the Rayleigh distribution was attributed to the Benjamin-Feir instability mechanism that, provided the spectrum is sufficiently narrow and the steepness is sufficiently large, can take place also in random waves (Alber (2000)).

Following the ideas developed in Alber (2000) and successively in Janssen (1991), Onorato et al. (2003) studied the instability of a narrow banded approximation of a JONSWAP spectrum, individuating the region of instability of the spectrum in the $`\alpha `$-$`\gamma `$ plane. They found that from random spectra, as a result of the modulational instability, oscillating coherent structures may be excited (these structures are particular “breather” solutions of the NLS equation Dysthe and Trulsen (1999), Osborne et al. (2000)). More recently Janssen (2003) discovered that the region of instability predicted using the theory developed in Alber (2000) is not completely consistent with direct simulations of the NLS and Zakharov equations. He therefore developed a kinetic equation that takes into account quasi-resonant interactions and demonstrated good agreement between theory and direct numerical simulations; moreover he was also able to compute from the theory some statistical properties of the surface elevation such as for example the kurtosis. He found out that, if the ratio between the steepness and the spectral bandwidth is large (the ratio is often referred to as the Benjamin-Feir Index (BFI), see also Onorato et al. (2001)), the gaussian distribution underestimates the tails of the probability density function for the surface elevation. Note that in his analysis the statistics was computed only on free waves, the Stokes contribution was not included. Even though it was not mentioned in the paper, we expect that in such conditions also the survival function for wave heights should be far from being well described by (1). One of the major results in Janssen (2003), that confirms previous results from numerical simulations in Onorato et al. (2000) and Onorato et al. (2001), is therefore that the statistical properties of the surface elevation strongly depend on the BFI and therefore on the spectral shape (see section II). This conclusion, limited to deep water waves and to one dimensional propagation, has been reached from simplified models, without including any mechanism of dissipation such as wave breaking.

Concerning random wave experiments in wave tank facilities, in the past 15 years it has been recognized that at about 15-20 wave-lengths from the wave maker extreme individual wave heights in random records may appear more frequently than predicted by the Rayleigh distribution (see for example Stansberg (2000) and references therein). The increase of the kurtosis observed along the wave tank in Stansberg (1992) was interpreted as a higher-order effect, attributed to the modulational instability. Nevertheless, to the knowledge of the authors, even though JONSWAP spectra are the most common runs in wave flumes for many different applications, there has not been any systematic experimental study devoted to understanding the relation between the BFI and probability density function of wave heights.

In this paper we discuss some interesting experimental results that we have obtained in a large facility at Marintek, Trondheim (Norway). Our main goal in this paper is to give some experimental support to the numerical and theoretical work performed in recent years that suggests the idea that the modulational instability can be responsible for the formation of freak waves. Our experimental results, compared successfully with previously performed numerical simulations of the Dysthe equation, show that the probability density function of wave heights depends strongly on the BFI. The paper is organized as follows: Section II contains a derivation of the BFI; with respect to previous work we extend the definition of the BFI to arbitrary depth. Sections III and IV are devoted to the description of the experiment and of the results. Discussions and conclusions are reported in section V.

## II The Benjamin-Feir Index and its relation to the JONSWAP spectrum

The Benjamin-Feir Index has been introduced formally in the paper by Janssen (2003) and can be obtained in two different ways. The first more laborious one consists in following the approach by Alber (2000), i.e. one starts from the Nonlinear Schroedinger equation, derives a kinetic equation for inhomogeneous surface elevation, performs a linear stability analysis of an homogeneous random spectrum and obtains its condition of stability (see Janssen (2003) for details). The resulting condition simply states that a spectrum is stable if the BFI is less than one. A simpler approach, the one that will be presented here, proposed in Onorato et al. (2001), is based on dimensional arguments (note that in Onorato et al. (2001) the square of the BFI was considered and was referred to as an Ursell number). Consider the dimensional NLS equation in arbitrary depth, in a frame of reference moving with the group velocity:

$$\frac{A}{t}+i\sigma \frac{1}{8}\frac{\omega _0}{k_0^2}\frac{^2A}{x^2}+i\beta \frac{1}{2}\omega _0k_0^2|A|^2A=0,$$
(2)
where $`A`$ is the complex wave envelope, $`k_0`$ is the carrier wave number corresponding and $`\omega _0`$ is the respective angular frequency. $`\sigma `$ and $`\beta `$ are functions of the product $`k_0h`$, with $`h`$ the water depth, and both tend to 1 as $`k_0h\mathrm{}`$. The analytical form of $`\sigma `$ and $`\beta `$ can be found for example in the book of Mei (1983). The next step consists in adimensionalizing equation (2) in the following way: $`A^{}=A/a_0`$, $`x^{}=x\mathrm{\Delta }K`$ and $`t^{}=t(\mathrm{\Delta }K/k_0)^2\sigma \omega _0/8`$, where $`\mathrm{\Delta }K`$ represent a typical spectral bandwidth, $`a_0`$ a typical wave amplitude. Equation (2) reduces to:

$$\frac{A}{t}+i\frac{^2A}{x^2}+i\left(\frac{2ϵ}{\mathrm{\Delta }K/k_0}\right)^2\frac{\beta }{\sigma }|A|^2A=0,$$
(3)
where primes have been omitted. $`ϵ=a_0k_0`$ is a measure of the wave steepness. We define the Benjamin-Feir Index as the square root of the coefficient that multiplies the nonlinear term (a factor of $`2/\sqrt{2}`$ is included to recover the definition in Alber (2000)):

$$BFI=\frac{\sqrt{2}ϵ}{\mathrm{\Delta }K/k_0}\sqrt{\frac{\beta }{\sigma }}$$
(4)
The definition corresponds to the one in Janssen (2003), except for the term $`\sqrt{\beta /\sigma }`$ on the right hand side which we have included here to include the influence of the water depth. The effect of this last term on the BFI as a function of $`k_0h`$ is shown in Figure 1. As the water depth increases the function tends to one and goes to zero for shallower water. For values of $`k_0h`$ smaller than about 1.36, the BFI looses its meaning because, as it is well known, the coefficient in front of the nonlinear term in the NLS changes sign and the equation becomes stable with respect to side band perturbations. As the BFI index increases the nonlinearity increases; therefore we expect that the number of freak waves increases. Note that this result was first obtained numerically with numerical simulations of the NLS equation in Onorato et al. (2001).

Normally one measures time series rather than space series; therefore, for the computation of the BFI from experimental data, the term in the BFI for infinite water depth $`\mathrm{\Delta }K/k_0`$ should be replaced by $`2\mathrm{\Delta }f/f_0`$ where $`f_0`$ is the frequency at the spectral peak and $`\mathrm{\Delta }f`$ spectral-band width. Therefore, given a time series, we estimate the BFI in the following way: the wave spectrum is computed; the spectral half-width at half maximum provides an estimate of the spectral-band width, $`\mathrm{\Delta }f`$. Methods such as those based on the quality factor (see for example Janssen (1991)) could also be used for the calculation of the spectral width. Nevertheless for our purposes, we find our simple and straightforward method to be satisfactory. Using the linear dispersion relation, the peak frequency is converted into the peak wave-number and the steepness is then computed as $`ϵ=k_0H_s/2`$, where $`H_s`$ is the significant wave height computed as 4 times the standard deviation of the time series.

We have applied this methodology in order to establish the relation between the BFI and the JONSWAP spectrum, see Komen et al. (1994):

$$P(f)=\frac{\alpha g^2}{(2\pi )^4f^5}\mathrm{exp}\left[\frac{5}{4}\left(\frac{f_0}{f}\right)^4\right]\gamma ^{\mathrm{exp}[\frac{(ff_0)^2}{2\sigma _0^2f_0^2}]},$$
(5)
where $`\sigma _0`$=0.07 if $`ff_0`$ and $`\sigma _0`$=0.09 if $`f>f_0`$, $`g`$ is gravity acceleration, $`\alpha `$ is the Phillips constant and $`\gamma `$ is the enhancement parameter. In Figure 2 we show the BFI as a function of the $`\gamma `$ for $`\alpha =0.01`$ and $`\alpha =0.02`$ (here we have considered the case of infinite water depth. We note that for $`\alpha `$ fixed, larger values of $`\gamma `$ imply a larger value of the Benjami-Feir-Index. The Phillips constant $`\alpha `$ is strictly related to the wave energy, therefore to the wave steepness, $`\alpha ϵ^2`$. If we double the value of $`\alpha `$ with $`\gamma `$ fixed the steepness increase by a factor of $`\sqrt{2}`$ and so does the BFI (the spectral band-width remains practically unchanged.)

## III Description of the experiments

The experiment was carried out in the long wave flume at Marintek (see Stansberg (1993) for details). The length of the tank is $`270`$ $`m`$ and its width is $`10.5`$ $`m`$. The depth of the tank is 10 meters for the first 85 meters and then is reduced to 5 meters for the rest of the flume. The effect of the jump from 10 to 5 meters is insignificant for the waves of 1.5 seconds considered here: It can be easily seen from linear theory that the particle velocities at 5 meter depth are essentially zero. A horizontally double-hinged flap type wave-maker located at one end of the tank was used to generate the waves. The distribution of signal frequencies to the upper and lower flap is automatically made by control software. All flap motion is computer controlled by using pre-generated digital control signals stored in files. A sloping beach is located at the far end of the tank opposite the wave maker. After half an hour of an irregular wave run with peak period of 1.5 seconds, the wave reflection was estimated to be less than 5%. The wave surface elevation was measured simultaneously by 19 probes placed at different locations along the flume (Figure 3). Twin-wire conductance measuring probes were used; these have excellent calibraion characteristics. Each wire was $`0.3`$ $`mm`$ in diameter, separated $`10`$ $`mm`$ from its twin in the direction perpendicular to the main axis of the tank. A schematic of the flume with the location of the probes is shown in Figure 3. Preliminary simulations with the one dimensional NLS equation were performed in order to estimate the spatial scales needed for the modulational instability to develop in a random spectrum. Note that an estimation of these scales based on the dispersion relation from small perturbation theory of plane solutions is not adequate because in a random JONSWAP spectrum the perturbations are never small! For steepness of around 0.1, we estimated from numerical simulations that the instability would take place at around 20-25 wavelengths, i.e for 1.5 seconds waves at around 60-75 meters from the wave maker. This is why a larger number of probes were placed in that region. Lateral probes were also placed at 75 and 160 meters in order to verify the quality of the long-crested waves generated at the wave maker. The sampling frequency for each probe was 40 Hz.

JONSWAP random wave signals where synthesized as sums of independent harmonic components, by means of the inverse Fast Fourier Transform of complex random Fourier amplitudes. These were prepared according to the “random realization approach” by using random spectral amplitudes as well as random phases. Three different JONSWAP spectra with different values of $`\alpha `$ and $`\gamma `$ have been investigated. All of them were characterized by a peak period of 1.5 seconds. In Table 1 we report the parameters that characterized each JONSWAP spectrum. The three different experiments will be called BFI0.2, BFI0.9 and BFI1.2, with obvious meaning. The value of $`\sqrt{\beta /\sigma }`$ in the BFI was estimated to be 0.95 at the wave maker.

In order to have sufficiently good statistics, a large number of waves was recorded. Note that the large amount of data is of fundamental importance for the convergence of the tail of the probability density function for wave heights. Therefore for each type of spectrum, 5 different realizations with different sets of random phases have been performed. The duration of each realization was 32 minutes. The total number of wave heights (counting both up-crossing and down-crossing) recorded for each spectral shape at each probe was about 12800 waves. In our analysis we have removed the first 200 seconds of the records for each realization. This lapse of time was calculated as the approximate time needed for the wave of frequency corresponding to twice the peak-frequency to reach the last probe.

## IV Experimental Results

We first study the behavior of some statistical quantities that can give an indication on the presence of extreme events in the time series. In particular we consider the fourth-order moment of the probability density function, the kurtosis, that gives an indication of the importance of the tail of the distribution function. We recall that for a Gaussian distribution the value of the kurtosis is 3, while larger values of kurtosis in a measured time series can give an indication of the presence of extreme events. In Figure 4 we show the kurtosis for the three experiments as a function of the distance from the wave-maker. The axes has been adimensionalized using the wave-length corresponding to the peak period at the wave-maker: for $`T`$=1.5 seconds, $`L`$=3.51 meters. First of all it should be noted from the Figure that the kurtosis is always greater than the Gaussian prediction. For larger BFI (BFI=0.9 and BFI=1.2) the kurtosis grows very fast and reaches its maximum between 25 and 30 wave lengths from the wave maker. This result is qualitatively consistent with our preliminary numerical analysis conducted with the NLS equation from which it was estimated that the typical space scale of the modulational instability was of the order of 20-25 wave lengths. After 30 wave-lengths from the wave-maker the kurtosis decreases. This behavior could be due to a reduction of the modulational instability activity because of the reduction of the wave steepness: waves have lost some energy due to wave-breaking (visible during experiments); moreover downshifting of the peak period also takes place. Locally, especially when the steepness is very large, three dimensional effects could also take place Trulsen et al. (1999). For the smallest value of the BFI considered, it is shown that the kurtosis is almost constant with a mean value of 3.19. This result suggests a significant dependence on the BFI of the statistical properties of surface gravity waves. From Figure 4 we expect to find a larger number of extreme events for larger values of the BFI. It should be mentioned that similar results as those obtained for the BFI0.9 have been obtained previously in Stansberg (2000), carried out with approximately the same BFI, but in shorter and much wider basin (50 m x 80 m). This indicates quite well that observed effects are independent of the facility used in the experiment.

We then turn our attention to wave heights and define from a time series the density of rogue waves as the number of wave heights, considering both zero up-crossing plus down-crossing waves, that satisfies the conditions $`H2H_s`$ over the total number of wave heights recorded. In Figure 5 we show the rogue wave density for each probe at different distances from the wave maker. Up to around 15 wavelengths from the wave maker the rogue wave density is bounded between $`10^4`$ and $`10^3`$. While the density for BFI0.2 remains more or less at the same level, the rogue wave density increases substantially for BFI0.9 and BFI1.2 reaching a maximum of $`3.1`$x$`10^3`$ for BFI1.2. Then in the last part of the tank the number of rogue waves decreases. This result is consistent with the analysis of the kurtosis previously presented. According to our expectations, the number of rogue waves recorded increases as the Benjamin-Feir Index of the initial condition increases.

We now discuss the behavior of the survival function for wave heights, considering all together zero up-crossing and down-crossing wave heights. We compare our experimental results with the Rayleigh distribution (equation (1)). As previously stated the significant wave-height has been computed as 4 times the standard deviation of the time series. We compare the survival function for the three different experiments at the same distance from the wave maker. In Figure 6 we show the survival function at the first probe, $`x/L=2.8`$. We recall that the wave field has been generated at the wave maker as a linear superposition of random waves; therefore, we expect that at a few wavelengths the wave height should be described apprximately by the Rayleigh distribution. For larger values of the BFI, the Rayleigh distribution overestimates the experimental data for large waves; this is consistent with most of the observation (see Forristall (1978) and comments in Longuet-Higgins (1980)).

We then consider the probe at $`x/L=18.5`$, see Figure 7. While the data from BFI=0.2 are well described by the Rayleigh distribution, it is quite clear from the plot that the experimental data for BFI=0.9 and BFI=1.2 are substantially underestimated by the Rayleigh distribution. The curve for BFI=1.2 lies always on top of the one with BFI=0.9 and separates from the Rayleigh distribution at around $`H/H_s`$=1, which corresponds to a probability of 1/10 waves. A similar behavior is seen in Figure 8 at $`x/L=32.7`$.

We now compare in figure 9 our experimental results with Figure 6b in Onorato et al. (2000) that has been obtained by numerical simulations of the Dysthe equation, using as initial condition a JONSWAP spectrum with $`\alpha =0.0081`$ and $`\gamma =6`$. The Benjamin-Feir Index calculated for this spectrum has approximately the value BFI=0.9, therefore the probability distribution from numerical simulations is compared with our experimental data with the same BFI. The agreement is quite good.

## V Discussion and conclusions

Recently a large number of papers that suggest that the modulational instability is a possible mechanism for explaining the formation of freak waves have appeared. A pioneering work in this context was performed by Trulsen and Dysthe (1997), who for the first time, considered seriously the possibility of describing nonlinear extreme waves using envelope equations. This work was also supported by a number of numerical and theoretical papers in which particular analytical solutions (“breathers” or more generally “unstable mode” solutions) of the NLS equations were considered as candidates for rogue waves (Peregrine (1983), Dysthe and Trulsen (1999), Osborne et al. (2000)). An important result that has been obtained from numerical simulations is that these “breather” solutions are very robust and can be excited also from random spectra (Onorato et al. (2003)). Their dynamics are quite different from the rest of the random wave field, they survive after interactions with other waves and periodically appear as large amplitude waves, while disappearing after some wavelengths. If the random wave field is very nonlinear (large steepness and small spectral width, corresponding to large BFI), the density of these objects increases, each of them having its own unique dynamics. Starting from an initial random wave field, they need several wavelengths (in our case it was about 25-30 wavelengths) to show up for the first time and, once they are formed, they continuously appear and disappear, nonlinearly interacting with the background wave field and each other. In a nonlinear wave field their presence is statistically significant, clearly leaving their signature in the survival function of wave heights. This phenomenological description, that has been conceived by us during many years of research with the envelope equations (see Onorato et al. (2000), Onorato et al. (2001), Onorato et al. (2002), Osborne et al. (2000)), is very consistent with the behaviour of real water waves. While for the NLS equation those objects survive forever in an ideal simulation (indeed it can be shown that they correspond to proper modes, called unstable modes, of the NLS equation and therefore correspond to constants of the motion, as for example solitons can be considered as constant of motion for the Korteweg de Vries equation), in real conditions higher-order effects can also take place: wave breaking and transverse instability can influence their dynamics and transform an unstable mode to another less nonlinear unstable mode. The experiments performed at Marintek support this picture. Indeed we have shown that the number of rogue waves (which in the language of the NLS equation roughly corresponds to the number of unstable modes) depend on the Benjamin- Feir Index of the initial spectrum. The presence of these modes determines the shape of the probability density function of wave heights. For nonlinearities consistent with water waves, the density of these modes is not very large, $`3`$x$`10^3`$, therefore a large number of waves should be recorded in order to have reliable statistics. Even if we have collected a large number of data, sufficient to observe a clear departure from the Rayleigh distribution, we believe that statistics computed on even larger data sets should be used in order to model the tail of the survival function. The theory developed by Janssen (2003) should be closely compared with our experimental results (this is already part of an ongoing research program).

One of the limitations of our work that restrict us from extending our results in a straightforward manner to real wind waves is that our experiment has been performed in the case of infinite crested waves. For two dimensional propagation, numerical results and experimental work on the probability density function of wave heights are based on many fewer statistics, because numerics becomes much more expensive and experimental work requires large basins with wave makers capable of generating waves in different directions. Only a few results are available: Onorato et al. (2002), using the Dysthe equation in 2+1 dimensions with the exact linear dispersion relation, have shown that, if directional spreading is sufficiently narrow, the kurtosis of the surface elevation reaches values larger than 3 (the value for Gaussian distribution). This result is consistent with experimental work carried out in the Ocean Basin at Marintek, Stansberg (1994). It should be stated that in 2+1 dimensions, if the system is not continuously forced, four wave resonant interactions tend to broaden the spectrum and generate a tail of the form of $`\omega ^4`$ (Dysthe et al. (2003)); therefore the instability may take place only at the initial stages of a freely decaying simulation. Definitely more results including forcing and dissipation in 2+1 dimensions are needed for determining the role of the modulational instability for wind waves.

Acknowledgments

We thank P. Janssen and K. Trulsen for valuable discussions. Froydis Solaas is also acknowledged for technical support during the experiment. This research has been supported by the Improving Human Potential - Transnational Access to Research Infrastructures Programme of the European Commission under the contract HPRI-CT-2001-00176.


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# X-ray and optical counterparts of hard X-ray selected sources from the SHEEP survey: first results

## 1 INTRODUCTION

The majority of the X-ray background in the 2-8 keV band has been resolved into discrete sources, thanks mainly to Chandra deep surveys (Mushotzky et al. 2000; Brandt et al. 2001; Giacconi et al. 2001; Cowie et al. 2002). The majority of the objects are almost certainly AGN, and if so they are more numerous than active galaxies found by other surveys. These newly discovered objects, many of which have hard X-ray spectra, are therefore the dominant AGN population and our understanding of black hole accretion, and its evolution through cosmic time, depends on their detailed study. Mutiwavelength followup of these objects (e.g. Mushotzky et al 2000; Barger et al. 2001, 2002; Rosati et al. 2002) has shown that they would have been very difficult to identify as AGN without the X-ray observations. The reasons are twofold: 1) Spectroscopic followup in the optical shows many objects have little or no evidence for the high excitation and/or broad emission lines hitherto considered the defining characteristic of AGN and 2) Many are too faint optically for spectroscopic followup at all. Nonetheless, the X-ray luminosity of these objects, typically $`L_\mathrm{X}10^{43}`$ erg s-1 (Cowie et al. 2003), is strongly indicative of AGN activity.

The precise nature of the X-ray populations are therefore in doubt, but the best bet is that they are obscured AGN at moderate redshift (Alexander et al. 2001). Definitive answers will not be obtained unless they are observed spectroscopically with larger telescopes, or we can select brighter examples for study with the current generation of ground-based facilities. The most promising way currently is to investigate the bright end of the new X-ray populations is by using large area surveys such as the BeppoSAX HELLAS survey (Fiore et al. 1999; 2001; Comastri et al. 2001) and our own equivalent with ASCA, SHEEP (the Search for the High Energy Extragalactic Population; Nandra et al. 2003, hereafter paper I). The hard detection bandpass (5-10 keV) is relatively unbiased to absorption, and the wide area means rarer, bright objects are found.

The big disadvantage of the HELLAS and SHEEP survey data is the relatively poor angular resolution of the BeppoSAX and ASCA telescopes, which make it very difficult to identify the X-ray sources unambiguously. To improve on this, we are obtaining Chandra data for a subset of the SHEEP objects, which should give arcsec position and therefore secure optical counterparts for optical spectroscopic and other followup. The first results from this program are the subject of this Letter.

## 2 OBSERVATIONS AND DATA ANALYSIS

The SHEEP survey comprises 69 objects (Paper I). 35 of these have been detected by ROSAT, and of these 13 have reasonably secure optical counterparts in archival catalogs. For the remainder of the ROSAT detected objects, we are in the process of obtaining optical imaging and spectroscopy of the likely counterparts, with full details presented elsewhere (Zezas et al., in preparation). For the remaining objects either unobserved or undetected by ROSAT, we are obtaining Chandra data to provide subarcsec positions for unambiguous optical identification. Here we present a subset of 5 objects for which we have now obtained spectroscopic classifications. No other selection was applied in choosing these sources other than the fact that they have new optical identifications,

### 2.1 X-ray data

Details of the X-ray data for the sample are given in Table 1. Henceforth we refer to the sources as S1-S5 designated in the Table. The objects in the SHEEP survey were initially identified from ASCA GIS images in the 5-10 keV band (Paper 1). It is very difficult to identify an unambiguous optical counterpart from the GIS data alone, but ROSAT positions were available for some of the objects, allowing more secure identification. This was the case for only one of the 5 objects we discuss here, S5. For the others, we have obtained Chandra images. The Chandra data were all obtained with the ACIS-S3 back illuminated chip, and had nominal exposures of 5ks. Observation details are shown in Table 1. The data were processed using the standard CXC software and we created images in multiple bands from the level 2 event file. The 2-10 keV images are shown in Fig. 1. We performed point-source searches in the 5-10 keV, 2-10 keV and 0.5-2 keV band on the images using the Chandra wavdetect algorithm, with a significance threshold of $`10^6`$. In two of the four cases (S1 and S4) the Chandra counterpart was very clear, with a single, bright source being detected in the 2-10 keV band within $`2^{}`$ radius (the approximate GIS error circle) of the nominal ASCA position. In these two cases, the same object was also uniquely detected in the 5-10 keV band.

For S2, two objects are detected in the error circle at 2-10 keV, but one is $`6`$ times brighter and is the only one detected at 5-10 keV. We therefore associate this brighter object with the SHEEP source. For S3 one object was detected at 2-10 keV, but none was detected in the 5-10 keV image. We assign the 2-10 keV source as the counterpart but note that this object has a flux well below the original ASCA detection threshold. We discuss this further below, but note that the lack of a clear bright, hard counterpart does leave some ambiguity about the identification in this case.

### 2.2 Optical data

All targets were imaged from the 1.3 m, f/7.7 Ritchey-Cretien telescope at Skinakas Observatory in Crete, Greece, on November 14, 2001, except for S4 which was observed on June 3, 2002 and S5 which was observed on June 1, 2000. The observations were carried out through the standard Johnson $`B`$ and Cousins $`R`$ filters. The CCD used was a $`1024\times 1024`$ SITe chip with a 24 $`\mu `$m2 pixel size (corresponding to $`0^{\prime \prime }.5`$ on sky). The exposure time was 20 min for both filters. The observations were done under photometric conditions, and the seeing was between $`1^{\prime \prime }2^{\prime \prime }`$. Standard image processing (bias subtraction and flat fielding using twilight-sky exposures) was applied to all frames. In all cases, an optical source was detected within $`1^{\prime \prime }`$ of the Chandra source. Only S4 was resolved. For the others we performed aperture photometry of the sources by integrating sky-subtracted counts within a circular aperture of radius equal to 4 times the seeing full-width at half maximum of each frame. For S4, the extension is at the 10-12” level and we extracted the counts from a 10” radius aperture. Instrumental magnitudes were transformed to the standard system through observations of more than 40 standard stars from Landolt (1992) during both nights. The B and R magnitudes of the objects are given in Table 1. Typical photometric errors are 0.2 mag in B and 0.1 mag in R. S5 was not detected in B and the 5$`\sigma `$ upper limit is given.

We obtained optical long-slit spectroscopy using the Ritchey-Chretien Focus Spectrograph (RCSP) mounted on the 4-m Mayall telescope at Kitt Peak National Observatory (KPNO) on the nights of 17, 18 May 2002 (UT). We used a new CCD detector, manufactured at Lawrence Berkeley National Laboratory and designated LB1A, with superior red sensitivity in conjunction with a 316 l/mm grating blazed at 7500 Å (BL181), an order-blocking filter, and a slit width of 1.5 arcsec to provide coverage from $``$5000 to nearly 8000 Å at a resolution of $``$300 km s-1. Conditions were photometric with seeing varying from 0.7 arcsec to 1.3 arcsec. Exposure times ranged from 40 minutes to two hours. Multiple exposures were weighted by their counts when combining to create final spectra. We employed standard data reduction techniques within the NOAO IRAF package and show the final spectra in Fig. 2. The data for S1 were obtained by J. Halpern (priv. comm) at the 2.4m telescope of the MDM Observatory at KPNO in 1998 Dec 20. A spectrum with a resolution of 4Å in the 6300-8300Å range was obtained with the Modular Spectrograph in a 3600s exposure. This spectrum is also shown in Fig. 2.

## 3 RESULTS

The Chandra observations have picked up an unambiguous X-ray counterpart to the SHEEP source in three of the four cases. Typical fluxes in the 2-10 keV band are $`12\times 10^{13}`$ erg cm-2 s-1 (Table 1). For S3, however, the likely Chandra counterpart has a flux far below the detection threshold of the SHEEP survey (paper I). This could be explained by Eddington bias in the original SHEEP survey (the initial ASCA detection was at only 4.9$`\sigma `$) or variability. Most likely, however, is a combination of both. If the main class of objects detected in any particular survey is variable, that survey will tend to pick out objects undergoing a (randomly) positive variability fluctuation, as well as a randomly high Poisson noise fluctuation. Indeed it is noteworthy that all the Chandra objects have 2-10 keV fluxes below that detected by ASCA. The Chandra observations do reveal objects with very hard X-ray spectra. This is demonstrated in Table 1, which shows the hardness ratio derived from the 2-10 keV and 0.5-2 keV fluxes (designated HR1 in Paper I). Aside from S3, the objects show hardness ratio inconsistent with an unabsorbed, $`\mathrm{\Gamma }=2`$ spectrum typical of, e.g., soft X-ray selected QSOs (Georgantopoulos et al. 1997; Blair et al. 2000).

As we have already mentioned, the precise Chandra positions have also allowed us to assign an unambiguous optical counterpart to the X-ray sources. We plot in Fig. 3 the 2-10 keV flux versus the $`R`$ magnitude determined from the Skinakas imaging. We have plotted both the ASCA flux (determined from the 5-10 keV count rate converted with a $`\mathrm{\Gamma }=1.6`$ spectrum) and the Chandra flux (from the 2-10 keV count rate and the same spectrum). This illustrates the discrepancy between the fluxes noted above. In addition it shows where the objects lie in relation to the typical $`F_\mathrm{X}/F_{\mathrm{opt}}`$ ratio for AGN, and in comparison to objects from the Chandra deep survey of the CDF-S (Giacconi et al. 2002). With the position and magnitude information for all 5 targets, we have been able to identify all of them optically. We now discuss these identifications and the properties of the individual objects.

AX J0140.1+0629 (S1): Chandra reveals an object with a very hard spectrum, with 43 counts detected in the hard band (2-10 keV) but only 7 in the soft (0.5-2 keV). The equivalent spectrum is inverted, with $`\mathrm{\Gamma }=1`$, strongly implying heavy X-ray absorption of $`10^{23}`$ cm-2. Despite this, it has the optical spectrum of a type I AGN, a very broad H$`\beta `$ line (FWHM$`9000`$ km s-1). Clearly then, the optical broad line region of this object is not obscured, while the X-rays are. It is at z=0.50 and the 2-10 keV luminosity is $`10^{44}`$ erg s-1, classifying this as a Seyfert 1, or low luminosity type I QSO. We stick with the latter, ignoring the distinction between Seyferts and QSOs, and furthermore adopt the traditional type I/II classification based only on the optical/UV spectra.

AX J0836.2+5538 (S2): This object is quite faint optically ($`R=20.2`$) but it shows clear evidence of a broad emission line (8000 km s-1 FWHM) which we identify as Mg II at z=1.29. It is therefore a QSO with an X-ray luminosity of approximately $`10^{45}`$ erg s-1. Given this is a type I AGN that is very bright in the X-ray band, perhaps the most interesting thing about this source is its relative optical faintness.

AX J0836.6+5529 (S3): We have discussed above the relative faintness of the Chandra sources in the error cirlce of this SHEEP source. The optical counterpart of the most likely Chandra object is the faintest of all we attempted spectroscopically (R=20.8). The signal-to-noise ratio of the spectrum is poor, but there does seem to be a broad emission line ($`6000`$ km s-1), which we again tentatively identify as Mg ii, this time at z=0.98. This object is therefore also most likely to be a standard QSO.

AX J1035.1+3938 (S4): The hardness ratio of this object is similar to that of S1, again implying a heavy absorption. The optical spectrum shows several narrow lines including H$`\alpha `$, H$`\beta `$ and \[Oiii\] $`\lambda `$5007 at $`z=0.11`$. It has an X-ray luminosity of $`L_\mathrm{X}`$=$`4\times 10^{42}`$ erg s-1. In order to classify this object optically we have measured several line ratios, including \[O III\] $`\lambda `$5007/H$`\beta `$ = 2, \[N II\] $`\lambda `$6583/H$`\alpha `$ = 0.5, and (\[S II\] $`\lambda `$6716 + $`\lambda `$6731)/H$`\alpha `$ = 0.5. According to the diagnostic diagrams of Veilleux & Osterbrock (1987) this places the object roughly on the dividing line between AGN and Hii galaxies. Certainly, the spectrum is not that of a classical Seyfert 2 and the object is likely to be undergoing a burst of star formation which may dominate the optical light and excitation.

AX J1153.7+4619 (S5): This is the only object discussed in the current paper with a ROSAT counterpart, and therefore without a Chandra observation. The optical counterpart is again quite faint, with $`R=20.6`$, but shows strong, narrow Oii, Oiii and H$`\beta `$ emission lines characteristic of a type II AGN at z=0.59. The inferred X-ray luminosty is $`7\times 10^{44}`$ erg s-1 in the 2-10 keV band making it a type II QSO. Most interestingly its X-ray colors (from ASCA: paper I) show an effective $`\mathrm{\Gamma }1.7`$, nowhere near as hard as those of the type I AGN S1 or the composite galaxy S4. This indicates within our sample an almost complete lack of correspondence between X-ray and optical measures of obscuration.

## 4 DISCUSSION

X-ray surveys are the most efficient way of finding AGN, and hard X-rays in particular have great importance as they are not strongly biased against obscured objects unless the column densities are huge. For example, in the SHEEP detection band of 5-10 keV a column density of $`10^{23}`$ cm-2 (equivalent to an extinction of $`A_\mathrm{V}50`$) only depresses the flux by $`15\%`$ at $`z=0`$, and even less at higher redshifts. Thus the content of the survey should more closely represent the true AGN population than, say, optical or soft X-ray surveys. Chandra and XMM do the same, but for fainter sources. Our preliminary results show that the SHEEP objects bear little resemblence to standard AGN classes.

We find S1 to be very hard in the X-ray but shows broad optical lines. Two similar objects were found in Paper 1, FBQS J125829.6+35284 and CRSS J1429.7+4240 (see also Comastri et al. 2001; Georgantopoulos et al. 2003), hinting that this class of object - optical type 1s with heavily absorbed X-ray spectra \- may be very common. The implication is that the obscuring material is dust free and/or very close to the nucleus. This is also the situation in some bright local AGN (e.g. NGC 4151 - see paper I). Our survey is showing that this phenomenon could be quite common in more typical AGN making up the X-ray background, and which may evolve differently to unobscured, broad line QSOs. This suggests that the physical processes very close to the central black hole in galactic nuclei evolve with cosmic time. This fascinating possibility clearly deserves further investigation.

S2, also a broad line QSO, must also be obscured, based both on its Chandra colour and the fact it was observed but not detected by ROSAT. What is perhaps most interesting, however, is its relative optical faintness. The detection of a broad line in the rest-frame UV shows that the object cannot be heavily obscured in the optical, and the object is therefore faint simply due to a high $`F_\mathrm{X}/F_{\mathrm{opt}}`$ ratio. Indeed, a QSO with the same $`F_\mathrm{X}/F_{\mathrm{opt}}`$ ratio detected at the flux limit of the Chandra 1Ms surveys would have R$`>26`$, making it very difficult to identify spectroscopically. This shows the power of the SHEEP survey in finding brighter objects which can be studied in more detail. It also hints that many of the ”optically faint” sources found in the Chandra deep surveys (Mushotzky et al. 2000; Alexander et al. 2001) may not have particularly exotic properties.

This conclusion is strengthened when we consider S3. The optical spectrum is of poor quality, but if our identification is correct it is also a broad-line QSO. Again one might classify this type of object as ”optically faint” if it were detected in a deep survey. The $`F_\mathrm{X}/F_{\mathrm{opt}}`$ ratio based on the Chandra flux implies R=25 at the CDF-S flux limit. If the higher ASCA flux is more representative we would expect the object to appear at R$`>28`$ in a Chandra 1Ms survey. One must also ask why the ASCA and Chandra fluxes are so discrepant. Watanabe et al. (2002) concluded that large amplitude variability was at play when they observed similar behaviour in Chandra followup of two hard ASCA sources. To conclude that in our case would be premature, but we will be able to much more about this phenomenon when we have an analysis of the whole SHEEP sample. For example, if some SHEEP objects were spuriously detected (e.g. due to Eddington bias) we should observe the discrepancy only in the least significant sources, like S3. Otherwise the prospect of widespread transience or outburst in hard X-ray selected objects is most interesting, and would impact to a degree on the conclusions drawn from all flux-limited X-ray surveys.

According to its optical spectrum, S4 is intermediate between an AGN and an Hii galaxy. A naive conversion from flux to luminosity would then make it the most X-ray luminous starburst known (c.f. Zezas, Georgantopolous & Ward 1998; Moran et al. 1999). The very hard X-ray colours argue for substantial obscuration too, making the intrinsic luminosity even higher. It is perhaps more likely that the object hosts an obscured accreting black hole. Substantial obscuration can occur in the star-forming regions, blocking soft X-rays optical light from the nucleus. The ”intermediate” classification may also be in large part due to contamination of the AGN by the (extended) galaxy. Indeed, our photometry indicates that the whole galaxy is almost 2 magnitudes brighter than a 2” region centered on the nucleus (roughly where the spectrum was obtained). A similar object observed at higher redshift would presumably therefore be completely dominated by stellar light. This dilution may go some way toward accounting for the fact that deeper surveys reveal many strong X-ray sources without AGN signatures (e.g. Mushotzky et al. 2000).

Our final object, S5, is a candidate member of a long-sought after population: type II QSOs. These have been known to exist for quite some time (e.g. Hines & Wills 1993) but excitement, and controversy, over their numbers have surrounded them due to their possible contribution to the X-ray background. They have been found in Chandra surveys (Stern et al. 2002; Norman et al. 2002), but they do not appear to be particularly common. On the other hand, Steidel et al. (2002) have shown that narrow-line objects are the dominant population of AGN in faint UV-selected galaxy samples at high redshift. S5 is also interesting because its X-ray colors from ASCA show relatively little obscuration: certainly less than the broad-line QSO S1 (see also Pappa et al. 2001). This emphasises an emerging phenomenon: that in hard X-ray surveys the X-ray and optical spectroscopic properties of AGN show almost no correspondence. This suggests it is time to revisit AGN classification schemes based on low redshift Seyferts: they are likely to tell us very little about black hole accretion at higher redshift.

The SHEEP survey was designed to pick out bright examples of objects which make up the X-ray background. The survey seems to be fulfilling that promise, but the first indications are that these objects are quite unlike classical AGN. Given the relative lack of bias in hard X-ray selected samples, and their efficiency in finding accreting black holes, this indicates that much of what we think we know about what makes an AGN needs to be revised. Robust statistical conclusions await the results of the full survey, which should reveal much about the underlying AGN population.

## 5 Acknowledgements

We are extremely grateful to Jules Halpern for the optical spectrum of AX J0140.1+0628, and thank the anonymous referee for a very helpful report. This research has made use of observations at Kitt Peak National Observatory, National Optical Astronomy Observatory, which is operated by the Association of Universities for Research in Astronomy, Inc. (AURA) under cooperative agreement with the National Science Foundation, of the NASA/IPAC Extragalactic database, which is operated by the Jet Propulsion Laboratory, Caltech, under contract with NASA, and of data obtained through the HEASARC online service, provided by NASA/GSFC. Skinakas Observatory is a collaborative project of the University of Crete, the Foundation for Research and Technology-Hellas, and the Max–Planck–Institut für extraterrestrische Physik. This work has been supported by a Chandra Guest Observer grant.