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# I Introduction

## I Introduction

Constructive field theory started in the 70’s as a program to study the existence and properties of non-trivial particular interacting field theories, those with simple Lagrangians. Indeed it was not obvious at that time that such structures (fulfilling a suitable set of axioms such as the Wightman axioms \[Wi\]) existed at all. In three decades, not only models of field theory, first superrenormalizable, then just renormalizable, have been built and to some extent analyzed, but also the methods and techniques developed in constructive field theory have been applied to a wide variety of problems outside the initial scope of the program. Constructive techniques have been applied to equilibrium statistical mechanics, particularly to the study of critical phenomena, and to disordered systems. They have been introduced successfully in the analysis of many Fermions models, such as those of condensed matter. They have also inspired and renewed studies in classical mechanics, and in time dependent problems, such as non-equilibrium phenomena. It is no longer easy to draw the contours of this nebula. However the initial group of people who pioneered constructive field theory in the early 70’s, together with a second and now a third generation of bright students, although working in very different domains nowadays, still share in common a certain number of features. They are usually faithful to long-term programs, maybe even stubborn! Beyond the adjective “constructive”, they share in common with the “constructive” trend in mathematics, advocated for instance by Kronecker, a taste for explicit solutions, together with explicit bounds, rathere than abstract existence theorems. In principle this means that when translated into algorithms, and implemented on computers, the “constructive” analysis of a physical model can lead to quantities computed with better precision and better controlled accuracy.

In this review for the special issue of JMP of year 2000, we will be brief on the successes of the past and refer to the existing books111For classical references on constructive field theory, see \[Er\]\[Si\]\[GJ1\]; for reviews on constructive renormalization, and the problem of asymtotic completeness, see respectively \[R\] and \[Ia\]; and for the most recent Proceedings on constructive field theory, see \[CP\].. Instead we will focus on the open problems, conjectures and challenges that lie ahead in a subject that could now perhaps be called “Constructive Physics” rather than “Constructive Field Theory”, and which remains characterized by the rigorous treatment of models issued from physics by hard analytic methods. This paper does not contain any equation; its purpose is to entice the reader to choose among the challenging problems just mentioned, and then to go for the references, where the formalisms for the corresponding problems are more precisely defined. Finally we apologize for the fact that the list of open problems emphasized inevitably reflects our personal biases and interests.

I thank D. Brydges and J. Imbrie for several discussions and for their hospitality at the University of Virginia (Charlottesville, USA) where a large part of this paper was written; I thank also C. Kopper and V. Mastropietro for several discussions.

## II Constructive Field Theory

This is the historical core of the theory, and in spite of some spectacular successes, it remains largely a mine of open problems.

We recall that using the Euclidean functional integral approach, models of non-trivial interacting field theories have been built over the past thirty years, which satisfy Osterwalder-Schrader’s axioms, hence in turn have a continuation to Minkowski space that satisfy Wightman axioms \[Wi\]\[OS\]\[Z\]. Such models are unfortunately yet restricted to space-time dimensions 2 or 3 but they include now both the first wave of superrenormalizable models, such as $`P(\varphi )_2`$ \[GJS1\]\[GJ1\]\[Si\], $`\varphi _3^4`$ \[GJ2\]\[Fe\]\[FO\]\[MS\] or the Yukawa model in 2 and 3 dimensions, as well as just renormalizable models such as the massive Gross-Neveu model in two dimensions, or $`GN_2`$ \[GK1,FMRS,DR1\]. Most of these models have been built in the weak coupling regime, using expansions such as the cluster and Mayer expansions; the harder models require multiscale versions of these expansions, reshuffled according to the renormalization group philosophy.

In most cases the relationship of the non-perturbative construction to the perturbative one has been elucidated, the non-perturbative Green’s functions being the Borel sum of the corresponding perturbative expansion \[EMS\], \[MS\], \[FMRS\].

We identify and discuss several main areas for future progress:

### II.1 Asymptotic Freedom, Four dimensional Models

By “Coleman’s theorem”, renormalizable asymptotically free field theories in dimension 4 must involve non-Abelian gauge fields. However these fields lead to dreadful infrared problems, e.g. confinement. Therefore no theory satisfying the flat infinite volume Wightman’s axioms in dimension 4 (the historic goal of constructive field theory) has been constructed yet. However in a finite volume Balaban succeeded in proving ultraviolet stability of the effective action for non-Abelian lattice gauge theories (after an arbitrarily large number of renormalization group steps) \[Ba1\]. We mention also a less advanced attempt to construct this ultraviolet limit in a particular non-standard gauge, using gauge symmetry breaking cutoffs \[MRS\]. This situation is not completely satisfying. We list among open problems:

#### II.1.1 Non-linear sigma model

Construct the ultraviolet limit of the two dimensional O(N) non linear sigma model, which is a well behaved asymptotically free bosonic field theory (see e.g. \[GK2\] for construction of the hierarchical version of the model). It is quite irritating that we still do not have such a construction: many experts in the field tried it without success. The infrared mass generation has been obtained recently (see \[K\]\[IT\]).

#### II.1.2 Yang-Mills

Construct the Yang Mills 4 correlation functions in a finite volume and a standard gauge (such as the Landau gauge). This presumably implies a front attack on the Gribov problem.

Simplify and rewrite Balaban’s results on the lattice gauge theory. This is no small task since references in \[Ba1\] total hundreds of pages…

#### II.1.3 $`\varphi _4^4`$

Elucidate the nature of $`\varphi _4^4`$ renormalized pertubation series, proving for instance that renormalons do exist (see \[DFR\]). Can one prove in full generality that its ultraviolet limit is trivial \[A1\]\[Fr\]\[R\]?

#### II.1.4 Supersymmetric and Topological Field theory

Develop constructive versions of the now-popular supersymmetric field theories, and topological field theories: develop a constructive understanding of Montonen-Olive duality in $`N=4`$ SUSY Yang-Mills4, and of Seiberg-Witten duality for $`N=2`$ SUSY Yang-Mills4.

Since these issues represent rather formidable challenges, it may be worth to attack first some two dimensional problems \[W1\]: polynomial (hence superrenormalizable) $`N=2`$ supersymmetric field theories allow the construction of interesting quantities sensitive to topological change \[W2\]; then the more difficult Wess-Zumino-Witten model at large parameter $`k`$, and the Calabi-Yau models, are field theories in which the field takes value in a non-trivial manifold as target space.

According to the point of view of Witten \[W1\], developing constructive theory of functional field theoretic integrals for these models could attract more mathematicians to field theory and may speed up the constructive programs in other more traditional areas too.

### II.2 Strong Coupling or Low Temperature Results

In the regime of strong coupling or low temperature, there are less results. Contour expansions have been used to prove the existence of the $`\varphi _2^4`$ phase transition \[GJS2\]. Many results have been obtained for models with an ultra-violet cutoff, i.e. models inspired by field theory but which are truly statistical mechanics models. For instance the phase transition and non-perturbative mass generation has been proved for the $`GN_2`$ model with an ultraviolet cutoff \[KMR\], and continuous symmetry breaking (in dimensions greater or equal to 3) has been studied with renormalization group techniques \[Ba2\]. An interesting challenge would be to glue this non-trivial low-temperature analysis to the construction of the ultraviolet limit when it is possible. Since the weak-coupling expansion for the ultraviolet limit is somewhat in contradiction with the low-temperature expansion, this should be done first for models with an other auxiliary small parameter, such as $`N`$-vector models at large $`N`$, where the $`1/N`$ expansion can complete in the infrared the small coupling expansion in the ultraviolet.

Therefore the first problems to attack in that direction could be:

#### II.2.1 Constructive Dimensional Transmutation

Glue the ultraviolet analysis of the Gross-Neveu model \[GK1\]\[FMRS\]\[DR1\] with the non-perturbative mass generation of the same model \[KMR\] at large $`N`$, to obtain the first example of so called dimensional transmutation.

One could also glue the ultraviolet construction of $`\varphi _3^4`$ to the infrared continuous symmetry breaking analysis of \[Ba2\] to control the large $`N`$-component $`\varphi _3^4`$ model in the continuous symmetry broken phase without an ultraviolet cutoff.

#### II.2.2 Constructive conformal field theory

Develop rigorous links between conformal field theory in dimension two and constructive field theory: along this line, the first significant result should be to prove that the phase transition of $`\varphi _2^4`$ is in the same universality class (i.e. has the same critical exponents) than the Ising 2 phase transition. This could be later extended to $`P(\varphi _2)`$ models with more vacua and Potts models.

More generally it should be nice to develop contact points between conformal field theory in two dimension \[BPZ\], the theory of integrable systems, which relies more onto algebraic tools, and constructive theory which relies more on analysis. For instance there exist integrable lattice models of the ADE type which scale to conformal field theories of the \[BPZ\] classification at their critical point \[Pa\]; can we find a model which can be built with constructive methods for every such conformal theory?

### II.3 Scattering, asymptotic completeness and
Minkowski space

Develop phase space analysis and non-perturbative methods for field theory that work directly in Minkowski space. This should lead to first proofs of asymptotic completeness (see \[Ia\]) for quantum field theory models.

The easiest model in this direction may be the Gross-Neveu model since it is “purely perturbative”: although it is just-renormalizable, hence has a worse ultraviolet power counting than $`\varphi _2^4`$, it can be written purely as a reshuffled perturbation series \[DR1\], so that in order to build it directly in Minkowski space one does not need to develop a theory of functional integration in Minkowski space, based on stationary phase analysis; it should be enough to simply develop a renormalization group analysis around the mass shell hyperbola, which should resemble the renormalization group around the Fermi surface of section IV.

### II.4 Other problems

Complete in full detail the construction of the first non renormalizable field theory, the Gross-Neveu model in three dimensions and large number of components \[dCFdVMS\]\[dV\]. Construct other models of this type, for instance the corresponding regime of the sine-Gordon model.

Develop constructive field theory in curved space-time.

Make better contact with the $`C^{}`$-algebra approach (sometimes called axiomatic field theory). We refer to \[BV\] for a point of view on the renormalization group in algebraic field theory.

## III Equilibrium Statistical Mechanics

In this category we already mentioned the constructive study of continuous symmetry breaking \[Ba2\] and dimensional transmutation in subsection II.2.1.

### III.1 Coulomb gases

After proofs of Debye screening and Kosterlitz Thouless (KT) phase transition, this area (together with the study of the sine-Gordon and Thirring model) remains very active among constructivists. For background in this subject we refer to \[BM\]. Here is a list of open problems for which we thank D. Brydges:

#### III.1.1

Find a direct proof of convergence of the Mayer expansion for dipoles at low activity (which does not use a cluster expansion). The dipole-dipole interaction should be smoothed at short distance so that it is stable.

#### III.1.2

Convergence of the Mayer expansion at low activity for the KT phase of the 2D Coulomb gas. This is harder than the previous problem, and involves presumably an effective analysis of that gas in terms of multipoles.

#### III.1.3

Prove exponential screening in the 2D Coulomb gas at not particularly small temperatures (down to the KT transition?).

#### III.1.4

Control the correlations at the KT transition.

#### III.1.5

Are the transitions between $`\beta _{KT}`$ and $`1/2\beta _{KT}`$ in the D=2 Coulomb gas visible in any correlations?

### III.2 Disordered Systems

The proof by J. Imbrie that the three dimensional Random Field Ising model develops symmetry breaking at zero temperature \[Im\] remains a beautiful example in which rigorous constructive methods have solved a controversial physical issue. Disordered systems are common in nature (conductors or semi-conductors with structural defects or doping, spin glasses, real glasses, granular or porous media, etc…). They pose particularly challenging mathematical problems, and we review here only a few of them.

#### III.2.1 Anderson model of an electron in a random potential

Here after the main results of \[FS2\] and followers on the localization regime at high disorder or out of the continuous spectrum of the free Hamiltonian, we feel that the main area for open problems is the weak-coupling phase. It is expected that the Anderson 2 model $`And_2`$ is always localized but with exponentially small localization length when the coupling constant tends to 0. A proof of this statement through constructive field theory methods seems to require first the proof of decay of a single averaged Green’s function $`<G_\pm >`$ on a scale proportional to $`\lambda ^2`$, the square of the coupling constant (this also controls the density of states of the system). A constructive analysis is under way, based on sector decomposition (as in \[FMRT1\]), a random matrix analogy, and Ward identities \[MPR1\]. Then the real study of localization involves the study of $`<G_+G_{}>`$, and requires a resummation of leading ladders plus a study of the associated “Goldstone mode”. Therefore the whole program is certainly as hard to complete as the BCS2 program for interacting fermions defined in section IV below.

In dimension 3 one expects the small coupling phase to be diffusive, hence the system should undergo an “Anderson Mott” phase transition from insulating to conducting at a certain critical coupling. To prove this one should again first control the decay on a length scale of $`\lambda ^2`$ of a single averaged Green’s function: this seems much harder than in dimension 2 essentially for the same reason that BCS3 is much harder than BCS2: the random potential viewed as a random matrix between angular directions is not of the usual type (i.e. is not independent identically distributed, see \[MPR2\]). After that difficulty has been solved, however, the task of controlling the square modulus of the Green’s function $`<G_+G^{}>`$ should be easier than in dimension 2, since we expect diffusion rather than localization.

#### III.2.2 Constructive Study of Spin Glasses.

This area is not familiar to me, but it contains certainly very challenging problems which do not often belong to the culture of main stream constructivists. To “solve” in a constructive sense models like the Sherrington-Kirckpatrik model is certainly an ambitious goal for the future. One should understand the correct notion of states for the model (in particular in connexion with the ultrametric structure conjectured by the physicists). It would be fascinating to also understand in a more precise and constructive sense the replica symmetry breaking tool of Parisi. Recently an explicit formula for the partition function at low temperature has been obtained \[Kou\].

### III.3 Polymers

Polymers and self-avoiding walks (SAW) are related to zero-component field theories and have been often studied by constructive theorists. Among the established results are the works \[A2\]\[BS\]\[HS\]\[L\]\[IM\] which explore the behavior of these systems in 4 dimensions or more. Scaling dimensions of SAW with specific interactions in two dimensions can also be studied rigorously through conformal invariance. See \[D\] for a recent result in this area using quantum gravity methods.

Here is a list of open problems:

#### III.3.1

Polymers with partly attractive interactions: prove that they scale to Brownian motion in $`d>4`$, at least if the interaction is stable and small. Existence of transitions when the interaction is stable but attractive?

#### III.3.2

$`d=4`$ Self avoiding walk: find new proofs that the end-to-end distance has an exponent of 1/2 with log corrections.

#### III.3.3

Find new proofs that random walk in random environment scales to Brownian motion in $`d>2`$.

#### III.3.4

Prove anything at all about the expected end-to end distance of a self avoiding walk in $`d<4`$. Is it greater than that of simple random walk? Does it have an exponent? If it does, is the exponent different from 1/2?

#### III.3.5

Prove that the scaling limit of True Self Avoiding Walk in $`d>2`$ is Brownian Motion.

### III.4 Interfaces, Wulff construction

The constructive study of functional integrals associated to interacting surfaces (Polyakov’s functional integral) is much harder than the ordinary random walk. The importance of these functional integrals (for instance in string theory) nevertheless justify that constructivists should get interested into them.

#### III.4.1 Wetting

The study of interfaces is more advanced for solid-on solid models than for real models such as the Ising model in the two phase regime.

An important open problem is to construct the non-trivial renormalization group fixed point for a solid-on-solid model of an interface with two competing exponentials. This should be doable at least in the regime where this fixed point is closed to a Gaussian one, thanks to a small parameter in the rate of the two exponentials \[BHL\].

An other important problem is to give rigorous meaning to the Wulff construction for such models \[DM\].

There are also perturbative results on the renormalization surfaces interacting e.g. with a single impurity \[DDG\] which one would like to connect to a constructive analysis.

### III.5 Non Equilibrium Statistical Mechanics

The study of situations far from equilibrium made a big conceptual progress with the introduction of the SRB steady states \[SRB\]. A typical recent rigorous result in this domain is the fluctuation theorem of Gallavotti and Cohen \[GC\] on entropy production. See \[G1\] for a discussion of this result.

We remark that the quantum non-equilibrium statistical mechanics remain a widely open subject. An important long term goal for constructive theory should be, after many body systems are better understood and the main problems of the next section IV are solved, to develop the corresponding theory near equilibrium, namley to put on a firm mathematical microscopic analysis the Kubo formula and the Joule effect, and more generally transport theory.

## IV Condensed Matter

In the constructive theory of condensed matter, the main event of the past was the adaptation of renormalization group techniques to models with a Fermi surface \[BG\]\[FT1-2\]\[FMRT1-5\].

### IV.1 Interacting fermions in 2 dimensions

\- In two dimensions there is a well-defined strategy which should lead ultimately to the complete construction of the BCS2 model, namely the control of the BCS phase at zero temperature \[FMRT5\]. There exists already a control of the model until a scale where the coupling constant becomes small but of order unity, which proves that any transition temperature has to be exponentially small in the coupling \[DR2-3\]. Then the zone where the coupling constant is of order unity should be under control through some kind of $`1/N`$ expansion, where here $`N`$ is no longer an ad hoc parameter but is the effective number of angular directions on the Fermi surface at the scale considered \[FMRT2\]; this expansion is not easy to write, and one may start with a simpler model which has only quartic interaction at the BCS scale, like in \[KMR\]; then one has to glue this analysis to the previous one, hence treat the corrections to the quartic effective action. Finally one has to control the distance scales much longer that the BCS scale, where the physics is governed by the infrared singularity of the Goldstone boson. Here the key tool should be a multiscale renormalization group analysis that relies on Ward identities \[FMRT4\] like in \[Ba2\]. This is a long and difficult program (even by the constructive standards!).

### IV.2 Interacting fermions in 3 dimensions (BCS3)

In dimension 3 the BCS program is less advanced. Although perturbative power counting for the Fermi liquid is independent of dimension, and the Goldstone boson problem is easier in 3+1 than in 2+1 dimensions, the initial regime (the equivalent of \[FMRT1\]-\[DR2\]) is harder to control for BCS3 because the momentum conservation laws are not as restrictive in 3 than in 2 dimensions: vertices can be non-planar, or “twisted” in 3 dimensions \[FMRT3\]. The only rigorous result so far is that the radius of convergence of perturbation theory in a slice around the Fermi surface is independent of the distance of that slice to the singularity \[MR\]). To find the analog of \[FMRT1\]\[DR2\], namely that the sum of all “convergent contributions” to the theory is analytic in the coupling constant remains in our opinion a major challenge of constructive theory.

### IV.3 Bose-Einstein condensation

Develop the theory of Bose-Einstein condensation. This can be viewed as a piece of the previous BCS program where the bosons are Cooper pairs, i.e. bound states of Fermions, or as an independent program if the bosons are given from the start (see \[Be\]).

### IV.4 Non-Spherical Surfaces; Hubbard Model

#### IV.4.1

Treat non-spherical surfaces. After the work on the renormalization of convex surfaces \[FKLT\]\[FST\], treat surfaces with flat pieces and/or singular points: the regular Hubbard model at half-filling on a square lattice has both these features. Until now, this has to rely for at least some part on numerical rather than analytical tools.

#### IV.4.2

Develop a rigorous non-perturbative mean-field theory for condensed matter, i.e. develop the non-perturbative version of the dynamical mean-field or $`d=\mathrm{}`$ limit of models such as the Hubbard model: this dynamical mean-field model is really a one dimensional theory with a self-consistent condition, but without an explicit action \[GKKR\].

### IV.5 Quasi-periodic potentials, quasi-crystals

Develop the mathematical theory of conduction in quasi-crystals.

In one dimension it is believed that fermions develop a Charge Density Wave instability at small temperature with period equal to the inverse of the density. An interesting goal is to prove the generation of such CDW in a system of interacting Fermions. In this direction an expansion for interacting Fermions with an incommensurate external potential satisfying a proper diophantine conditions was shown to converge in \[Ma\]; this is a first bridge on the gap between solid state physics and classical mechanics (the KAM theorem below), since it amounts to solve a small denominator problem “with loops”. It would be nice to extend this bridge to other models, in particular in greater dimensions.

## V Classical Mechanics

Again this is an area I do not fell too competent to review and my remarks will be brief. Contributions from constructive theorists have been devoted in particular to the area of the KAM theorem, where in particular the Italian school around G. Gallavotti has developed the renormalization group approach to the KAM theorem, but also to classical and quantum chaos, and to classical mechanics in random environment.

### V.1 KAM theory

Invariant tori in Hamiltonian systems analytically close to integrable systems can be written as perturbative Lindstedt series in the perturbation parameter. A direct proof of the convergence of such series, done by Eliasson \[E\], can be also obtained in the quantum field theory language, using multiscale analysis as in the renormalization group, and cancellations \[G2\]. (These cancellations can be interpreted as Ward identities related to translation invariance \[BGK1\]).

An interesting open question is what happens to Lindstedt series in the non-analytic case. Moser, by using Nash theorem, proved that KAM tori exist also in this case, with suitable conditions, but in general they are not analytic. In \[BGGM\] analyticity was nevertheless proved for a class of non-analytic pertubations by direct analysis of new cancellations in the Lindstedt series. In more general cases where the summability of Lindstedt series may fail it is an open question to know if some extended notion of summability, like Borel summability (quite frequent in quantum field theory), may still hold.

Another set of problems concern Arnold’s diffusion. In a priori unstable systems, a key quantity is the splitting which is the determinant of a certain matrix whose elements are series whose first order is exponentially small, but the others are not. However the determinant itself is exponentially small due to cancellations. Using Dyson equation for classical mechanics, Arnold diffusion can be proved in certain a priori stable systems \[GGM\], but the same question is open in general a priori stable systems such as those arising from celestial mechanics.

### V.2 Classical Chaos, Turbulence

Of course the solution of Navier-Stokes equation and their scaling laws remain a challenge, pretty much as it was at the beginning of the century. In the fully developed turbulence, experimentally observed deviations from Kolmogorov’s scaling of the velocity correlators signal a non-Gaussian character of the velocity distributions at short distances, called intermittency. Such intermittency, or deviations from Kolmogorov’s scaling, has been more or less understood in the particular case of the passive advection of a scalar quantity (temperature, or density of a pollutant) by a random velocity field \[GK3\]\[BGK2\]. However an explanation of the origin of intermittency in the general case of developed turbulence remains one of the main open problems of theoretical hydrodynamics.

### V.3 Quantum Chaos

Here let us mention the results \[CRR\] on the Gutzwiller trace formula, that one would like to extend to longer time evolution. A main challenge is to put the heuristic connection between quantum chaos and the spectra of random matrices on a mathematically rigorous footing.

### V.4 Partial Differential Equations and Renormalization

I would like to cite the work of Bricmont and Kupiainen on random walks in a random environment \[BK1\], and more generally the application of renormalization group methods to partial differential equations \[BK2\].

The major open problems listed in \[BK2\] are the study of stability of fronts in dissipative equations; extension of renormalization group methods to hyperbolic equations; the study of invariant measures for dynamical systems called Coupled Map Lattices \[Ka\], and of nonequilibrium “phase transitions” in which these invariant measures change as the coupling is varied.

## VI Improving Constructive Techniques

In this section we would like to gather some list of mathematical techniques which are quite general, so that they ought to be useful not only for a single problem but for many models in different branches of physics.

### VI.1 Renormalization Group

A central problem in constructive theory is to simplify and further rationalize the various techniques which allow to perform rigorous Renormalization Group computations. The inductive version of the renormalization group itself has been better formalized by Brydges and coworkers \[Br\]; the multiscale phase space expansions which are some kind of expanded solution of the renormalization group induction have been also recently formalized more explicitly \[AR\], and also recast using wavelets \[Bat\]. These efforts should be continued if we want the rigorous approach to become part of the regular cursus of field theory. An open problem which could be mentioned along these lines is to find an inductive rigorous constructive renormalization which would be as simple as Polchinski’s induction for perturbative renormalization \[P\]: even for Fermions, this remains an open problem \[S2\]\[DR1\].

### VI.2 Gluing together various expansions

Techniques to glue together different expansions or different regimes of the renormalization group (e.g small coupling/1/N coupling) should be developed. This is a condition to treat many interesting models with “non-perturbative” phases. Somewhat like the geometric description of non-trivial manifolds requires to glue several local charts together, the construction of non-trivial models with non-perturbative effects requires to develop some experience in such gluing operations (see II.2.1).

In a similar vein it is interesting to combine together several expansion techniques which are usually treated separately. For instance one can study the Many Body Models of section IV with the additional complication of random or quasi-periodic environment (see \[Ma\] for a one-dimensional example).

### VI.3 Symmetries and Ward identities

Many difficult constructive problems involve symmetries which are crucial to their understanding (gauge symmetries, supersymmetry, replica symmetry). One would like to have more general methods to quotient out or break these symmetries, and develop a more general theory of non-perturbative Ward identities.

### VI.4 Non-integer dimensions

Non-integer dimensions is an interesting perturbative tool (e.g. for the renormalization of non-Abelian gauge fields or for the $`ϵ`$ expansion in statistical mechanics) that has no constructive analog. One should understand why and build the non-perturbative theory of functional integration in non-integer dimensions. This is a long-term difficult goal, perhaps related to non-commutative geometry, where ordinary space is lost and the ordinary algebra of functions is replaced by a non-commutative algebra.

### VI.5 Random Matrices

Random matrices is a powerful tool for a wide range of physical problems, from nuclear physics to quantum chaos, localization, quantized gravity and M-theory. The classical theory is the theory of independent identically distributed random matrices, and relates them to orthogonal polynomials and integrable PDE’s \[M\]. An important progress may come from the understanding of random matrices with non-independent coefficients. In the point of view of Voiculescu \[V\], the Wigner law for independent identically distributed matrices model is the non-commutative analog of Gaussian integration. Constructivists, just as they developed the theory of non-Gaussian functional integration, may therefore try to develop a more general theory of random matrices, including in particular those with constraints of geometric origin (see eg \[MPR2\] for an example). This could presumably be very useful for the physics in spatial dimensions higher than 2 (condensed matter, scattering, phase transitions).

## VII String Theory and Conclusion

When the constructive field theory program began in the 60’s, field theory was the prominent candidate for a fundamental theory of nature at the microscopic level (although it did not include quantization of gravity). Today the main stream of theoretical physics holds the view that field theory is only an effective theory and that superstring or M-theory is the best candidate for a fundamental global theory of nature, a “theory of everything”. Even if on a philosophical level the very existence of such a final theory is dubious, it is certainly a fascinating dream. So in order to remain faithful to its initial quest, one could ask whether constructivists should not join the efforts to find and build this TOE?

I would be tempted to adopt a rather cautious answer to this question, namely “Perhaps, but not yet”. There are three reasons for this cautious attitude.

\- String theory or M-theory are mathematically very difficult: even the perturbative theory of superstring amplitudes contain enormous difficulties: a proof of finiteness e.g. of the 10-dimensional $`E_8\times E_8`$ heterotic superstring amplitudes is a very difficult program in itself.

\- The theory is in such a state of rapid evolution that it is not clear what should really be built. In the recent years, the different models had a rather short life time before they were absorbed in a more general formalism. Under such circumstances, to launch a major constructive effort could be premature, since the model might be outdated well before the rigorous construction is completed.

\- The theory has not yet received direct experimental confirmation. We can at best hope for indirect hints, which may come in the next decades (spatial experiments such as those probing the background cosmic radiation, large cosmic rays detectors, new accelerators such as the LHC, etc…may select along various cosmological or high energy scenarii, and give indirect support to such or such models).

For these three reasons I do not think that time is ripe to launch today “constructive string theory”, as “constructive field theory” was launched by A. Wightman and followers in the 60’s.

To soften slightly these remarks, let me add that of course I consider string theory extremely important for the future of mathematical physics. Indeed string theory has not only been a very successful motivation to attract some of the best minds to theoretical physics and to lead them to brilliant insights; it has also opened up a new interface with mathematicians, mostly centered around geometry (differential, symplectic and algebraic geometry, mirror symmetry, quantum cohomology, knot theory, …). However this rapidly growing interface is very different from the one opened in the past by constructive theory. Algebra and geometry dominate over analysis, and there are no longer precise programs centered around axioms; but various pieces of the theory and various cross-consistent results emerge progressively from this interaction between mathematicians and theoretical physicists.

In conclusion, although at the present stage I would still rather personally favor the applications of constructive field theory methods to well established physics, I would be happy, when some of the dust has settled, to see new generations of mathematical physicists attack in the constructive spirit the problem of building rigorously the high energy models that will emerge and survive in the coming century.

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# A Relationship Between Nuclear Black Hole Mass and Galaxy Velocity Dispersion

## 1. Introduction

Massive black holes at the centers of galaxies are now recognized as a normal, perhaps ubiquitous, component of elliptical galaxies and spiral galaxy bulges. The early evidence is summarized in Kormendy & Richstone (1995) and references therein. Using a heterogeneous set of 36 galaxies, mostly with ground-based spectroscopy and space-based photometry, Magorrian et al. (1998) argue that all hot galaxy components (ellipticals and spiral galaxy bulges) contain central black holes. Kormendy (1993), Kormendy & Richstone (1995), and Magorrian et al. (1998) also find that black hole mass $`M_{}`$ is proportional to galaxy mass or luminosity, although with large scatter (see left panel of Fig. 2). Richstone et al. (1998) outline a plausible physical framework to discuss the connections between current black hole mass, galaxy formation, and quasar evolution. The set of galaxies with reliable black hole masses is growing rapidly, mostly through an aggressive campaign of Hubble Space Telescope (HST) observations, and this set is now large enough to investigate the dependence of $`M_{}`$ on galaxy properties, and thus to provide clues to the role of central black holes in galaxy formation and evolution. In this Letter, we present a new correlation between line-of-sight velocity dispersion and black hole mass that has very little intrinsic scatter (probably less than 40% in $`M_{}`$).

## 2. The Sample

Our sample is restricted to galaxies whose black hole masses and line-of-sight velocity dispersions are well determined. We use only two galaxies with maser masses (NGC 4258 and NGC 1068), since only these have well measured dispersions. We also use six galaxies with black hole masses determined from gas kinematics. Among the galaxies with black hole masses determined from stellar kinematics, we limit our sample to those that have three-integral models with HST spectroscopy (16 galaxies), plus our Galaxy (Ghez et al. 1998; Genzel et al. 2000) and M31 (Dressler & Richstone 1988, Kormendy 1988). We do not use 21 galaxies from the sample of Magorrian et al. (1998) that have only ground-based kinematic data and two-integral dynamical models. Galaxies with black hole detections based on isotropic or spherical models (e.g., NGC 3115: Kormendy et al. 1996a, NGC 4594: Kormendy et al. 1996b, NGC 4486B: Kormendy et al. 1997) are also excluded until they are re-analyzed with three-integral models.

The majority of black hole mass estimates in the present sample (14 out of 26) come from galaxies with HST spectra and preliminary three-integral axisymmetric dynamical models described by Gebhardt et al. (2000a, 2000b) and Richstone et al. (2000). Since all of these galaxies have been observed, analyzed, and modeled with the same procedures, we expect that the scatter due to systematic errors will be smaller than in a more heterogeneous sample.

Table 1 presents the data as follows: galaxy name (Column 1), type (Col. 2), black hole mass and 68% uncertainty (Col. 3), integrated line-of-sight velocity dispersion as defined below (Col. 4), distance in Mpc (Col. 5), and source (Col. 6). The velocity dispersions are from heterogeneous sources with uncertain errors, but probably most are accurate to within $`\pm `$5%. Most distances come from surface brightness fluctuations (Tonry et al. 2000); otherwise we use Virgo infall models to infer the distance (Dekel 2000, private communication), all scaled to a Hubble constant of 80 $`\mathrm{km}\mathrm{s}^1`$ Mpc<sup>-1</sup>.

## 3. Estimating the Velocity Dispersion

We devote particular care to finding a suitable line-of-sight dispersion. The traditional estimates of galaxy velocity dispersions come from the central regions (Faber et al. 1989; Jørgensen & Franx 1994), but these are affected by $`M_{}`$ in some galaxies. We focus on the aperture dispersion (the luminosity-weighted line-of-sight dispersion inside a radius $`R`$), since it has a higher signal-to-noise and is less sensitive to the details of the distribution of orbits (Richstone & Tremaine 1984) than is the central dispersion.

For the 13 galaxies studied by Gebhardt et al. (2000b) and Bower et al. (2000), we have extensive ground-based observations of the line-of-sight dispersion as a function of radius. Figure 1 presents the aperture dispersion for these galaxies as a function of radius, normalized to the effective or half-light radius $`R_e`$. The largest variations in the normalized dispersion profile occur in the center ($`R<0.5R_e`$) and the outer regions ($`R>2R_e`$). The variations among the dispersion profiles in the region $`0.5R_e<R<2R_e`$ are small, generally less than 5%. This result follows because galaxies do not show dramatic radial variations in dispersion, especially when integrated over an aperture; the same is generally true of theoretical models of spherical galaxies. In what follows, we measure “dispersion” by the line-of-sight aperture dispersion $`\sigma _e`$ within $`R_e`$.

The aperture dispersion includes a contribution from the rotation (i.e., we measure the rms velocity relative to the systemic velocity, not relative to the local mean velocity). The measured dispersion depends on the inclination of the galaxy. The values that we quote should be regarded as dispersions for galaxies as viewed edge-on, since several of the galaxies in the sample with the strongest rotation are nearly edge-on (the Galaxy, M31, NGC 1023, NGC 3377, NGC 3384, and NGC 4342). For the rest, the inclination is not well determined; however, the change in dispersion with viewing angle for ellipticals as judged from models is always $`<`$ 20% and on average is less than 5% (as calculated from van der Marel 1991).

## 4. Results

Figure 2 plots the black hole mass $`M_{}`$ versus bulge luminosity and the aperture dispersion $`\sigma _e`$ at $`R_e`$. The bulge luminosity correlation will be discussed in Kormendy et al. (2000b). The correlation with dipersion is extremely strong, with a correlation coefficient of 0.93. By a variety of tests, it is much more significant than the 99% level. Furthermore, the correlation remains present in various subsamples—e.g., only galaxies from Gebhardt et al. (2000b), or only galaxies with gas dynamical or maser mass estimates. The correlation is robust.

The line in the right panel Figure 2 is a fit to the data assuming that errors in dispersion measurements are zero and that errors in $`\mathrm{log}`$$`M_{}`$ are the same for each galaxy. The best-fit line is

$$M_{}=1.2\times 10^8M_{}\left(\frac{\sigma _e}{200\text{ }\mathrm{km}\mathrm{s}^1}\right)^{3.75}.$$
(1)
We have also measured the relation using the seven galaxies with the best measured masses and dispersions (our Galaxy, M32, N4261, N4486, N4564, N4697, and N7052), and find the same fit within the errors. The 68% confidence limits for the best-fit linear relation come from standard least-squares fitting. The uncertainty, based on Monte Carlo simulations, is $`\pm 0.3`$ in the exponent and 0.057 dex in the normalization at 200 $`\mathrm{km}\mathrm{s}^1`$.

The measured scatter is 0.30 dex in black hole mass at fixed dispersion. For the scatter estimate we use the biweight (Beers et al. 1990), and for this sample the biweight value is close to that of the standard deviation. Given the likely measurement errors, the intrinsic scatter is probably $`<`$ 0.15 dex. In fact, the scatter from the seven galaxies with the best-measured quantities is 0.14 dex in black hole mass. More accurate black hole masses are required to better constrain the intrinsic scatter. With present data the intrinsic scatter is consistent with zero.

It is possible that the tight correlation between black hole mass and dispersion arises in part because the sample that we analyze consists mainly of galaxies in HST observing programs that have been chosen to look “normal” (e.g., no unusual morphology, active nuclei, disturbed gas kinematics). It will be important to test the correlation using a broader sample.

The galaxies that have the most leverage on the slope of the best-fit correlation are those at the extremes, both low and high mass. We discuss each of these, but we note that, when the three smallest and two largest black holes are excluded, the best-fit slope still lies within the original error bars. The three galaxies with the smallest black hole masses are the Milky Way, M32, and NGC 7457. The masses for our Galaxy (Ghez et al. 1998; Genzel et al. 2000) and M32 (van der Marel et al. 1998) are among the most accurate of any in the sample. The mass for NGC 7457 (discussed in Gebhardt et al. 2000b) is difficult to measure because there is a point source in the nucleus (Lauer et al. 1991); it may be overestimated. Measuring the line-of-sight dispersions for NGC 7457 and M32 is straightforward (Pinkney et al. 2000b; van der Marel et al. 1998) since in both galaxies the dispersions are nearly independent of radius. The situation for our Galaxy is more difficult since we have to use the near-infrared surface-brightness profile (Kent et al. 1991) and individual stellar velocities (Kent 1991; Genzel et al. 2000) to determine the aperture dispersion. The effective radius of the bulge is uncertain due to disk contamination, but choosing values between 50 and 500 arcseconds provides dispersions between 85 and 65 $`\mathrm{km}\mathrm{s}^1`$. We adopt 75 $`\mathrm{km}\mathrm{s}^1`$.

The two galaxies with the largest black holes are M87 (NGC 4486) and NGC 4649. The black hole mass in M87 appears well determined. The mass of the black hole in NGC 4649 has substantial uncertainties since its nuclear velocity dispersion is so large that absorption lines in the STIS spectrum are washed out (Gebhardt et al. 2000b). The effective velocity dispersions in both of these galaxies have been measured by several groups with good agreement.

We have looked for ways to reduce the scatter in the relation still further, but without much success. Including the effective radius as an additional parameter does provide a small improvement but only if the dependence is very weak, $`M_{}R_e^{0.1}`$ at fixed $`\sigma _e`$. We also examined the correlation of $`M_{}`$ with aperture dispersions within various radii, and find a similar correlation but with slightly larger scatter—by 0.03 dex.

## 5. Discussion

A preliminary version of these results was presented at the June 2000 American Astronomical Society meeting in Rochester (Kormendy et al. 2000), where we learned of a similar analysis by Ferrarese & Merritt (2000). Their result, based on 12 objects, has a steeper slope ($`M_{}\sigma ^{5.2}`$). This difference may be due to different dispersions, black hole masses, or distances for the same objects. Our sample size is larger (26 compared to 12 galaxies), and many of our black hole masses come from as-yet-unpublished high-quality HST data and analyses. For their nearest galaxies (the Galaxy and M32) it is likely that the central dispersions used by Ferrarese & Merritt (2000) are enhanced by the black hole, which in turn creates a steeper slope. If we restrict our sample to the 11 galaxies common to their sample and ours but use our black hole masses and dispersions, we find the same slope as presented here ($`M_{}\sigma _e^{3.75}`$). Thus, we are confident that our result is robust.

The implications of our results can be discussed in the context of the fundamental plane for galaxies. Roughly speaking, elliptical galaxies and bulges can be described by three parameters: the effective radius $`R_e`$, the total luminosity $`L`$, and the luminosity-weighted velocity dispersion $`\sigma `$. If these galaxies have similar luminosity and mass distributions and if the mass-to-light ratio is a well behaved function of $`R_e`$ and $`L`$, then the virial theorem implies that they occupy a two-dimensional manifold in the three-dimensional space with coordinates $`(\mathrm{log}L,\mathrm{log}\sigma ,\mathrm{log}R_e)`$; this is the so-called “fundamental plane” (Dressler et al. 1987; Djorgovski & Davis 1987; Faber et al. 1987). Any two of these variables can be used to predict the value of the third.

Now let us examine the location of elliptical galaxies and bulges in the four-dimensional space with coordinates $`(\mathrm{log}M_{},\mathrm{log}L,\mathrm{log}\sigma ,\mathrm{log}R_e)`$. The correlation of $`M_{}`$ with $`\sigma `$ that we describe here implies that (i) galaxies are still restricted to a two-dimensional manifold—a fundamental plane—in this four-dimensional space, and (ii) when projected onto the $`(\mathrm{log}M_{},\mathrm{log}\sigma )`$ plane, the fundamental plane is viewed nearly edge-on—in other words, contours of constant $`M_{}`$ on the fundamental plane are parallel to contours of constant $`\sigma `$. It is remarkable that the scatter normal to the plane, 0.05 dex in three dimensions, is increased to only 0.08 dex in four dimensions.

Most earlier discussions of the demography of central black holes focused on the correlation of black hole mass with galaxy luminosity, which can be regarded as a projection of the four-dimensional fundamental plane onto the $`(\mathrm{log}M_{},\mathrm{log}L)`$ plane. We now understand that most of the substantial scatter in that relation—0.6 dex in $`\mathrm{log}M_{}`$—is not a reflection of stochastic processes that controlled the growth of black holes but arises instead simply because in this projection the fundamental plane is not viewed edge-on. Confirmation of this point is provided by the observation that those galaxies which are outliers in the $`(M_{},L)`$ relation are not outliers in the $`(M_{},\sigma _e)`$ relation.

The tight correlation between black hole mass and velocity dispersion strongly suggests a causal connection between the formation and evolution of the black hole and the bulge. However, the nature of this connection remains obscure (Haehnelt & Rees 1993; Haiman & Loeb 1998; Silk & Rees 1998; Kauffman & Haehnelt 2000). It is natural to assume that bulges, black holes, and quasars formed, grew, or turned on as parts of the same process, in part because the collapse or merger of bulges might provide a rich fuel supply to a centrally located black hole. The finding that black hole mass correlates more closely with dispersion than total luminosity or other global properties probably reflects the fact that the aperture dispersion is less sensitive to the properties of the outer galaxy.

We have shown that black hole mass is tightly coupled to velocity dispersion of the host galaxy over three orders of magnitude. It remains to be seen whether this correlation applies at still larger or smaller black hole masses. It should be straightforward to explore smaller masses, but examining higher-dispersion galaxies (e.g., cD galaxies) will be challenging because of their low surface brightnesses and large dispersions. We may even speculate whether the correlation extends to stellar systems with dispersions as low as dwarf spheroidal galaxies and globular clusters, although in other respects these objects are quite different from bulges and elliptical galaxies (Kormendy 1985). A typical dwarf spheroidal galaxy or massive globular cluster has a dispersion of about 10 $`\mathrm{km}\mathrm{s}^1`$; if the correlation applies, it suggests a black hole mass of about $`2\times 10^3M_{}`$. It is intriguing that Gebhardt et al. (2000c) measure an increase in the mass-to-light ratio of M15 near its center, consistent with a central mass of 2500 $`M_{}`$.

We thank Avi Loeb for suggesting that we examine the correlation between black hole mass and velocity dispersion. This work was supported by HST grants to the Nukers, GO–02600.01–87A, G06099, and G07388, and by NASA grant G5-8232. A.V.F. acknowledges NASA grant NAG5-3556. K.G. is supported by NASA through Hubble Fellowship grant HF-01090.01-97A awarded by the Space Telescope Science Institute, which is operated by the Association of the Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555.


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# Microlensing in M31 - The MEGA Survey’s Prospects and Initial Results

## 1. Introduction

Microlensing has become an interesting probe of dark matter in our Galaxy. Recent microlensing surveys have indicated that a large fraction of the matter in the Galactic halo may be dark objects with masses comparable to those of stars, but have not revealed what these objects might be. We have detailed how microlensing internal to M31 (Crotts 1992, Gyuk and Crotts 2000) might be used to test such results and show better how the microlensing matter is distributed in space and as a function of mass. A survey of small fields in M31 has revealed several such candidate events, at roughly the predicted rate (Crotts & Tomaney 1996). We discuss below what efforts have been required to further verify the microlensing nature of these events.

Many papers predict microlensing optical depths $`\tau `$ in M31, which should approach $`\tau 10^5`$, over ten times greater than towards the LMC, but previously none of these works studied variations in halo microlensing optical depth over the face of M31. Since M31 differs from the Galaxy in that many sightlines for microlensing are seen by an observer at Earth, the variation of $`\tau `$ depending on the spatial distribution of microlensing objects should be explored.

## 2. Testing Candidate Microlensing Events

Originally, Crotts & Tomaney (1996) identified six events from the 1995 observing season in M31 (using the Vatican Advanced Technology 1.8-meter telescope on Mt. Graham, Arizona) over $`60`$d covering a 125 arcmin2 field. These events were characterized by full-width half-maximum timescales of 10d$`<t_{fwhm}<50`$d. The longer end of this range is troublesome, coinciding with pulsewidths seen in miras and other longterm red variables. In fact, a mira lightcurve, resembling a symmetric sawtooth in magnitude, with peak-to-valley amplitudes of about 5 magnitudes in the $`R`$ band, appears similar to the lightcurve of a simple (point-mass, point-source) microlensing event during its maximum amplification. Furthermore, if the period of a mira is about $`\frac{2}{3}`$ yr, one must monitor for two M31 seasons beyond (or preceding) the peak in the light curve in order to detect another peak, since proximate peaks occur when M31 is not easily observable. The peak of such a mira has $`t_{fwhm}40`$d, which would corresponds to lensing masses $`m0.5M_{}1M_{}`$ for typical lensing geometries in our survey region. Hence mira-like variables are troublesome contributors to a potential false event rate, and require multiple seasons of observations in order to be eliminated.

We have performed two tests of these six original candidates: 1) constructing well-sampled lightcurves over the M31 seasons of the three subsequent years (through 1998), and 2) obtaining $`HST`$ WFPC2 snapshot observations of these sources in order to determine if their colors are consistent with mira-like variables. (The latter test is impossible from the ground, since crowding does not allow one to resolve typical sources in average seeing conditions. Variable sources are made to appear isolated from one another by virtue of image subtraction e.g. Tomaney & Crotts ). The result of these two event filters is to eliminate three of the six events, with the remainder firmly inconsistent with mira-like variables. For the remaining events, now that we have measured their baseline magnitudes from WFPC2 images, we can calculate a more accurate peak amplification (assuming that the lensing mass rests as close as possible along the sightline to the core of M31). These persist with estimates for the lensing masses in the range $`0.3M_{}<m<2M_{}`$, with two events possible arising from stars in M31’s bulge, but one almost certainly not a bulge lens, given its source position 2.5 kpc out into the disk.

## 3. Possible Results from a Larger Survey

Given the robust nature of some of the candidate microlensing events from the small area survey discussed above, it is worth considering possible results of a larger, wide-angle survey, especially since the advent of CCD imagers covering large fractions of a square degree. We present here representative results simulating a survey in which roughly 0.5 square degree is imaged for two hours every night on a two-meter telescope, in 1-arcsec seeing, requiring each event to be sampled at the 4$`\sigma `$ level over at least 3 day timescales. The event rate predicted for such a survey is large e.g. Figure 1, which shows the predicted distribution of events over the field containing our survey area, for a typical model with 50% of the halo dark matter composed of 0.5 M microlensing masses.

The halo fraction, halo flattening ($`q`$) and core radius ($`r_c`$) are allowed to vary between models, and then a maximum likelihood calculation is performed to yield resulting values for these parameters. These parameters can result in large changes in the distribution of microlensing optical depth across the face of M31 (see Figure 2), which significantly affects the distribution of microlensing event detections.

Our calculations show that this larger survey might easily observe $``$100 such events per M31 observing season, which would allow the shape of a strong microlensing halo of M31 to be mapped. Since most masses reside near where the sightline passes the center of the galaxy, at a known source-lens distance, this survey would also allow a more exact determination of the masses doing the lensing. Selected fields in M31 might also serve as independent sightlines through the halo of our Galaxy. The preliminary epochs for a large survey in M31, over one-half square degree, have already been obtained, initiating the project MEGA: Microlensing Exploration of the Galaxy and Andromeda.

Our ability to measure $`r_c`$ and $`q`$ depend on the true value of $`r_c`$, with small values providing greater $`\tau `$ in the galaxy’s center, where more sources exist. All models produce $`>`$100 events per season, with small $`r_c`$ models producing more. After three seasons, $`r_c`$ can be measured to within $``$1.5 kpc (1$`\sigma `$), and $`q`$ to $``$0.1 (for $`r_c<5`$ kpc), or $``$2.5 kpc and $``$0.2, respectively for $`r_c>10`$ kpc. With $`q`$ and $`r_c`$ well-constrained, the data allow a superior estimate of lens mass distribution. This many events can result from a campaign using existing wide-field CCD arrays on two-meter$`+`$ class telescopes. Figure 3 shows the fields being covered by MEGA on some of the telescopes being used, compared to the fields for the earlier VATT/Columbia survey (described below). We have initiated this effort (MEGA) by establishing long baselines eliminating long-period variables, having obtained several epochs of such data in 1997 and 1998, and having begun more intensive observations in 1999 to detect microlensing events across much of M31 over the course of several seasons. At the time of the meeting, we have found approximately 40000 variables in the INT WFC data (some consistent with microlensing), which implies a sample of some 50000 when KPNO and MDM fields are included. (INT data are being collected in cooperation with AGAPE - see Kerins, this volume.)

Considerable improvements can be made in estimating halo shape parameters, as well as the microlens mass, if Einstein crossing times $`t_{ein}`$ can be measured for events. Since the densest portion of the halo should sit over the bulge of M31, the lens-source distance is constrained by noting the impact parameter of the line of sight to the source relative to M31’s center. Hence, $`t_{ein}`$ can be converted, roughly, to a mass, at a much greater accuracy than in the LMC sightline situation. Furthermore, events that are due to halo lenses have preferentially longer $`t_{ein}`$ than confusing bulge events, hence measurements of $`t_{ein}`$ can lead to better determination of halo shape parameters beyond those accuracies quoted above.

The Einstein crossing time can be measured in two ways, the $`t_{\sigma n}`$ method of Baltz and Silk (2000), and by using $`HST`$ imaging to determine baseline magnitudes by resolving the source star. As we showed at the meeting, neither of these is sufficiently reliable by itself to determine $`t_{ein}`$ without a large fraction of outlying measurements, either due to misidentification of source stars in $`HST`$ images, or poor $`S/N`$ in the wings of microlensing lightcurves, where $`t_{\sigma n}`$ is determined. However, if a large field ($`0.2`$ deg2) is imaged with $`HST`$/ACS, requiring $``$ 15 orbits, both methods will be available ($`t_{\sigma n}`$ from ground-based data), leading to $`t_{ein}`$ for $`100`$ events, constraining the average microlensing mass to $`0.1`$M or better, and significantly improving halo shape parameter determinations.

## 4. Intermediate Results from the VATT/Columbia Survey

Uglesich, Crotts and Tomaney conducted a preliminary survey of two 125 arcmin2 fields using the VATT 1.8m and MDM 1.3m. Data are reduced using the difference image photometry method of Tomaney and Crotts (1996), and example of which is shown in Figure 4 for typical MDM 1.3m images. The $`S/N`$ ratio in these difference images is limited by photon shot noise, not seeing fluctuations, as evidenced in several studies e.g. Uglesich et al. 1999. Quantities of data sufficient to find microlensing events for masses in the 0.1-1M range where obtained in late 1995 through early 1999, with the best temporal coverage in the 1998-1999 season. Most of these data are now reduced, with the final season now having been searched for possible microlensing events. There are still $``$20 epochs to be added from additional observatories, but already 11 potential events have been found, with 8 sampled over the peak of the best-fit microlensing curve, and points on either side. These 8 candidate events are shown in Figure 5. (At the time of the meeting, we had only fit these with the high-amplification microlensing curve fit of Gould , rather than the full parameter range implicit in general point-mass, point-lens microlensing curves of Paczynski .) These sources have also been monitored in previous years’ data, and have maintained a stable baseline, inconsistent with longterm variables e.g. miras. We expect a large number of events to be found in this season’s and other season’s data. The VATT/Columbia survey has the potential for sensing the asymmetry in microlensing events across the face of M31, as seen in Figure 2, if a halo microlensing population actually exists as a significant fraction of the dark matter in spiral galaxy halos.

### Acknowledgments.

This research is supported by NWO grant GBE-M 612-21-013, STScI grants GO 7376 and AR 7970, and NSF grants AST 95-29273, 97-27520, 98-02984, 00-70882 and INT 96-03405, and NSERC (Canada).

## References

Baltz, E.A. & Silk, J. 2000, ApJ, 530, 578

Crotts, A.P.S. 1992, ApJ, 399, L43

Crotts, A.P.S. & Tomaney, A.B. 1996, ApJ, 473, L87

Gould, A. 1994, ApJ, 435, 573

Gould, A. 1997, ApJ, 480, 188

Gyuk, G. & Crotts, A.P.S. 2000, ApJ, in press (astro-ph/9904313)

Paczynski, B. 1986, ApJ, 304, 1

Tomaney, A.B. & Crotts, A.P.S. 1996, AJ, 112, 2872

Uglesich, R., Mirabal, N., Sugerman, B. & Crotts, A. 1999, BAAS, 195, 132.06


text:
# Dwarf galaxy formation induced by galaxy interactions

## 1 Introduction

Although dwarf galaxies are the most numerous systems in the nearby Universe (Ferguson & Binggeli 1994; Binggeli, Sandage & Tammann 1988; Mateo 1998), it seems unclear how they are related in origin to typical giant galaxies111Contrasting to the naming of dwarf galaxies, we call typical (i.e., ordinary-sized) galaxies “giant galaxies” in this article. Dwarf galaxies could be formed through the same physical process formation of giant galaxies; i.e., gravitational collapse of protogalactic gas clouds (Dekel & Silk 1986; White & Frenk 1991; Frenk et al. 1996; Kauffmann, Nusser & Steinmetz 1997). However, it is known that dwarf elliptical galaxies (dEs) apparently belong to the different class from giant ellipticals (Es) in the fundamental plane (Kormendy 1985), suggesting that the formation and/or evolution processes of dwarfs may not be the same as those of giants.

It has been argued from an observational view point that dwarf galaxies may be formed by galaxy collisions because there appears morphological evidence for dwarf galaxies in tidal tails of interacting galaxies (Zwicky 1956; Schweizer 1978); i.e., gas-rich dwarf irregular galaxies can be made out of stellar and gaseous material pulled out by tidal forces from the disks of colliding parent galaxies into the intergalactic space. This possibility has been recently reinforced by a number of pieces of observational evidence (Schweizer 1982; Bergvall & Johansson 1985; Mirabel, Lutz & Maza 1991; Mirabel, Dottori & Lutz 1992; Duc & Mirabel 1994,1998; Yoshida, Taniguchi & Murayama 1994; Braine et al. 2000; Weilbacher et al. 2000; Hunter, Hunsberger, & Roye 2000). Such formation of tidal dwarf galaxies has also been demonstrated by numerical simulations of merging/interacting galaxies (Barnes & Hernquist 1992; Elmegreen, Kaufman & Thomasson 1993). Therefore, the tidal formation seems to be one of important formation mechanisms of dwarf galaxies; note that these tidal dwarf galaxies (TDGs) are basically dwarf irregular galaxies when they are born.

The most populous type of dwarf galaxies is dEs (Ferguson & Binggeli 1994). It is known that dEs generally trace the spatial distribution of giant galaxies in clusters of galaxies and they tend to be close companions to giant galaxies (Binggeli, Tarenghi & Sandage 1990). It should be also noted that the relative frequency of both dEs and giant early-type galaxies is a monotonically increasing function of the richness of groups and clusters (Ferguson & Binggeli 1994), and this trend is found to be continued in less rich environments such as the field (Vader & Sandage 1991). These observational results suggest that the formation of dEs is strongly related to that of early-type galaxies (E and S0 galaxies). If the formation of early-type galaxies is related to galaxy interactions and/or merger events as suggested by Silk & Norman (1981, hereafter SN81), a significant part of dEs may be fossils of TDGs which were formed through past tidal interactions. Therefore, it seems important to investigate a possibility that most early-type dwarf galaxies are also made by galaxy interactions.

## 2 Tidal Formation of Dwarf Galaxies

### 2.1 Model

Let us suppose that galaxy interactions and/or merger events act as the dominant formation mechanism of dwarf galaxies in any environments. In order to model this scenario, we adopt the galaxy interaction scheme proposed by SN81 because their scheme can be responsible for the observed morphology-density relation found by Dressler (1980). In this scenario, it is presumed that galaxy interactions occur during the course of the hierarchical structure formation in the universe. In order to account for the tidal formation of dwarf galaxies, we assume that some dwarf galaxies are made in each interaction. This modified interaction scheme is shown in Table 1. Here, following SN81, we take account of only interactions between disk galaxies \[spiral (Sp) and S0 galaxies\].

Based on the above assumption, we obtain a set of kinetic equations for morphological type evolutions as a consequence of galaxy interactions in the following form:

$`{\displaystyle \frac{1}{\gamma }}{\displaystyle \frac{dn_{\mathrm{Sp}}}{dt}}=2n_{\mathrm{Sp}}^2n_{\mathrm{S0}}n_{\mathrm{Sp}},`$ (1)
$`{\displaystyle \frac{1}{\gamma }}{\displaystyle \frac{dn_{\mathrm{S0}}}{dt}}=n_{\mathrm{Sp}}^2+(12a)n_{\mathrm{Sp}}n_{\mathrm{S0}}2bn_{\mathrm{S0}}^2,`$ (2)
$`{\displaystyle \frac{1}{\gamma }}{\displaystyle \frac{dn_\mathrm{E}}{dt}}=bn_{\mathrm{S0}}^2+an_{\mathrm{S0}}n_{\mathrm{Sp}},`$ (3)
$`{\displaystyle \frac{1}{\gamma }}{\displaystyle \frac{dn_{\mathrm{dE}}}{dt}}=k_1n_{\mathrm{Sp}}^2+[k_2a+k_3(1a)]n_{\mathrm{S0}}n_{\mathrm{Sp}}+[k_4b+k_5(1b)]n_{\mathrm{S0}}^2,`$ (4)
where $`n_{\mathrm{Sp}}`$, $`n_{\mathrm{S0}}`$, $`n_\mathrm{E}`$, and $`n_{\mathrm{dE}}`$ are the number densities of spirals, S0s, ellipticals, and dwarfs, respectively, $`\gamma `$ is the mean collision rate, and $`k_i`$ ($`i=15`$) are the number of dwarfs formed by one collision in each case. Note that the first three equations are the same as those in SN81.

In order to solve these equations, following SN81, we introduce the variable $`x`$ $``$ $`n_{\mathrm{Sp}}/n_{\mathrm{S0}}`$ which decreases monotonically with increasing galaxy density. Then we obtain the implicit solutions to equations (1), (2), (3), and (4) as below.

$`{\displaystyle \frac{n_{\mathrm{Sp}}}{n_0}}=\left[{\displaystyle \frac{x^2}{x^2+(32a)x+12b}}\right]^{1/2(12b)}`$
$`\times \mathrm{exp}\left[{\displaystyle \frac{1+2a8b}{(12b)\mathrm{\Delta }}}\left(\mathrm{tan}^1\left({\displaystyle \frac{2x+32a}{\mathrm{\Delta }}}\right){\displaystyle \frac{\pi }{2}}\right)\right],`$ (5)
$`n_{\mathrm{S0}}=n_{\mathrm{Sp}}x^1,`$ (6)
$`n_\mathrm{E}={\displaystyle _x^{\mathrm{}}}{\displaystyle \frac{(b+ax)n_{\mathrm{Sp}}dx}{x^2[x^2+(32a)x+12b]}},`$ (7)
$`n_{\mathrm{dE}}={\displaystyle _x^{\mathrm{}}}{\displaystyle \frac{[k_1x^2+k_2a+k_3(1a)x+k_4b+k_5(1b)]n_{\mathrm{Sp}}dx}{x^2[x^2+(32a)x+12b]}},`$ (8)
where

$$\mathrm{\Delta }^2=4(12b)(32a)^2.$$
(9)
Since $`x`$ decreases monotonically with increasing number density of giant galaxies, we obtain the following constraints on $`a`$ and $`b`$;

$$0b\frac{1}{2}\frac{1}{2}(\frac{3}{2}a)^2,\mathrm{and}\frac{1}{2}a1.$$
(10)
We assume that all galaxies are initially spiral galaxies and their initial number density is $`n_0`$. For simplicity, we suppose that the number of dwarfs formed by each collision case are identical in any cases; i.e., $`k_1=k_2=k_3=k_4=k_5=k`$. Since our analysis is made from a statistical point of view, we allow non-integer values of $`k`$ in later analysis. Then, we have only three parameters $`a`$, $`b`$, and $`k`$ in our model. Our goal is to find a plausible solution responsible for observed number densities of various types of galaxies as a function of galaxy number density.

It is uncertain whether or not interactions of gas poor S0s produce similar dwarfs to spiral mergers. It seems likely that stars liberated tidally from S0s may remain as a sparse stellar system like low-surface-brightness (LSB) dwarfs. However, since there is no such numerical simulation, we have no firm answer to this question. Therefore, in our analysis, we treat any kinds of dwarf galaxies as one population of dwarf galaxies. This treatment is enough when we compare our results with observations because no detailed classification is made in the observational data given in section 2.2. However, this treatment will be refined in future theoretical and observational studies.

### 2.2 Observational data

We use the following two data sets. 1) Jerjen et al.’s (1992) sample (hereafter the JTB sample): They investigated galaxy populations brighter than $`M=15`$ in Virgo cluster, Coma cluster, and some groups of galaxies using data compiled from the literature. Five morphological types (E, S0, Sp, Irr, and dE) are taken into account in their analysis. In later analysis, irregular galaxies are included in the spiral sample. 2) Ferguson & Sandage’s (1991) sample (hereafter the FS sample): They investigated galaxy populations in seven nearby groups of galaxies. Taking account of the completeness of their survey, we use the data of galaxies with $`M_{B_T}15.5`$. Although the galaxies are classified morphologically into nine types, we classify dE, dE,N (nucleated dE), and dS0 as dE and Sa-Scd and Sd-Im as Sp in our analysis. In Table 2, we give a summary of the two samples. Since the limiting magnitudes are different between the two samples, we treat them as independent samples.

### 2.3 Comparison of Model Results with the Observations

Here we solve the kinetic equations (1), (2), (3), and (4) numerically. In these equations, there are the three free parameters; $`a`$, $`b`$, and $`k`$. Taking the constraints in eq. (10), we vary $`a`$ from 0.5 to 1 with a step of 0.01 and $`b`$ from 0 to 0.37 with the same step222SN81 adopted $`a=1`$ and $`b=0`$ for simplicity.. Since it seems unlikely that more than several tidal dwarfs are formed in one interaction, we vary $`k`$ from 0 to 5 with a step of 0.1. In order to find the best model, we minimize the the sum of square of deviations between the prediction and the observation weighted by the predicted number of galaxies;

$$\delta =\underset{i=1}{\overset{4}{}}\underset{j=1}{\overset{N}{}}\frac{(n_{\mathrm{pred}}n_{\mathrm{obs}})_{i,j}^2}{n_{\mathrm{pred}}}=\underset{i=1}{\overset{4}{}}\underset{j=1}{\overset{N}{}}\frac{\chi ^2}{n},$$
(11)
where the sum of $`i`$ is done for 4 morphological types (i.e., E, S0, Sp, and dE) and that of $`j`$ is done for the data of groups and clusters, $`N`$ is the total number of galaxies for each type, and $`n_{\mathrm{pred}}`$ and $`n_{\mathrm{obs}}`$ are the numbers of predicted and observed galaxies. The best estimate of $`k`$ is determined by the observed dwarf fractions and weakly depend on the fractions of E, S0, and Sp. On the other hand, the best estimates of $`a`$ and $`b`$ are determined by the giant fraction in each type.

For the JTB sample, we obtain the best parameter set of $`a=1`$, $`b=0`$ and $`k=2.0`$. However, for the FS sample, although we cannot obtain a definitive model, we find that the model with the least value of $`\delta `$ is the one with $`a=1`$, $`b=0.37`$, and $`k=0.8`$. The reliability of this result seems worse than that based on the JTB sample because the FS sample covers a smaller range in $`x`$. These model results are compared with the observations for the JTB and FS samples in Fig. 1. We show the observed fractional abundances of the individual morphology types together with the model predictions by curves. For the JTB sample, our model appears consistent with the observed increase of both the early-type giants and dEs. Ferguson & Sandage (1991) reported that the number of dEs increases with the richness of groups and clusters. Together with this, our results suggest that the dwarf formation efficiencies ($`k`$) may be more affected by their environments rather than by the local value of $`x`$ because $`x`$ does not always correspond to the richness of groups and clusters. For example, the Virgo cluster is the system with both the largest number of galaxies and the lowest $`x`$ while N1400 group is a relatively poor group with the largest $`x`$.

## 3 Discussion

We have found that our model can be responsible for the observed numbers of dEs in the various environs from poor groups of galaxies to usual rich clusters of galaxies. The formation rate of TDGs is estimated to be $``$ 1 – 2 in each galaxy interaction. It is interesting to compare this value with the actual observed numbers of TDGs. In Table 3, we give a summary of the observed number of TDGs, $`N_{\mathrm{TDG}}`$, in the seven interacting/merging galaxies. Although about 10 TDGs are detected in NGC 5291 (Duc & Mirabel 1998) and the Superantennae (Mirabel, Lutz & Maza 1991) a few TDGs are typically observed in the remaining five galaxies. Although the three TDGs in ESO 148$``$IG02 (Bergvall & Johansson 1985) are relatively bright, $`M_B17`$$`18`$, most the remaining TDGs are fainter than $`M_B15`$ (e.g., Yoshida, Taniguchi & Murayama 1994). Since we use the data of galaxies brighter than $`M_B15`$ in the present study, our result ($`k`$ 1 – 2) appears consistent with the observations.

Barnes & Hernquist (1992) have shown that a dozen TDGs can be formed in the tidal tails of a merger between two gas-rich disk galaxies. The most massive objects among them reach several $`\times 10^8M_{}`$ which are expected to be brighter than $`M_B15`$. However, it is noted that the majority of the TDGs in their simulations are fainter than $`M_B15`$. Therefore, our results also appear consistent with the numerical simulations.

The galaxy interaction scheme of SN81 adopted in this study is basically addressed to the early collapse phase of clusters of galaxies at high redshift. Therefore, even if a numerous TDGs could be formed in each interaction between protodisk galaxies, a significant part of them would either merge to form more massive objects or return to some giant galaxies during the course of dynamical evolution of clusters of galaxies. Therefore, our result (i.e., $`k`$ 1 – 2) should be regarded as the number of TDGs which have been surviving for $`10^{10}`$ years. Even if a large number of TDGs were originally formed in early galaxy interactions, some of them could merge to form more massive objects or return either to the parent or to some neighboring galaxies.

Finally it is interesting to note that the tidal formation of dwarf galaxies can be responsible for the dichotomy of dEs; i.e., nucleated or non-nucleated dEs. As demonstrated by the numerical simulations, the most massive objects tend to contain a lot of gas with respect to the stellar content. Even if the gas is dominated by HI gas, the molecular gas formation could proceed from the HI dominated gas as demonstrated by the recent CO observations of the TDGs. Therefore, it seems very likely that the intense star formation could occur in the center of such tidal dwarfs. The important point is that the resultant star cluster is expected to be dynamically decoupled from the remaining stellar system. Then it is expected that gas-rich tidal dwarfs could evolve to nucleated dEs. On the other hand, less-massive TDGs tend to have little gas and thus they evolve to non-nucleated dEs as suggested by Barnes & Hernquist (1992). In conclusion, the tidal formation scenario presented here has a number of merits to explain the observational properties of dwarf galaxies.

We would like to thank an anonymous referee for useful suggestions and comments. This work was financially supported in part by the Ministry of Education, Science, and Culture (Nos. 10044052, and 10304013).

Table 1. Merger Scheme

| 1. | Sp + Sp | $``$ | S0 + $`k_1`$ dE |
| --- | --- | --- | --- |
| 2. | Sp + S0 | $`^{(\mathrm{a})}`$ | E + $`k_2`$ dE |
|  |  | $`^{(1\mathrm{a})}`$ | S0 + S0 + $`k_3`$ dE |
| 3. | S0 + S0 | $`^{(\mathrm{b})}`$ | E + $`k_4`$ dE |
|  |  | $`^{(1\mathrm{b})}`$ | S0 + S0 + $`k_5`$ dE |

In this scheme, a merger between two spiral galaxies evolves not into an an elliptical galaxy but into an S0 one. The reason for this is as follows. It is widely accepted that elliptical-like products are formed by dissipationless collapse. Mergers between gas-rich spiral galaxies can achieve a similar physical condition in their final phase. However, if the star formation timescale is longer significantly than the dynamical timescale, the remained gas will settle to a disk and then the end product will not become an elliptical-like galaxy. This is confirmed by analytical and numerical methods.

Table 2. Observational Morphological Populations

|  | E | S0 | Sp | dE |
| --- | --- | --- | --- | --- |
| JTB sample | | | | |
| groups | 3 | 6 | 88 | 3 |
| Virgo | 6 | 9 | 40 | 45 |
| Coma | 10 | 12.5 | 2.5 | 75 |
| FS sample | | | | |
| Leo | 20.8 | 15.0 | 47.5 | 8.3 |
| Dorado | 14.1 | 23.3 | 50.3 | 9.2 |
| N1400 | 18.6 | 27.5 | 15.0 | 39.0 |
| N5044 | 21.6 | 15.5 | 27.2 | 31.5 |
| Fornax | 15.4 | 15.5 | 33.5 | 31.9 |
| Antlia | 11.7 | 14.6 | 30.4 | 41.0 |
| Virgo | 7.4 | 10.8 | 37.9 | 38.7 |

Table 3. Observed numbers of TDGs

| No. | Galaxy | $`N_{\mathrm{TDG}}`$ | Reference |
| --- | --- | --- | --- |
| 1 | NGC 7252 | 2 | Schweizer (1982) |
| 2 | ESO 148$``$IG02 | 3 | Bergvall & Johansson (1985) |
| 3 | The Antennaea | 1 | Mirabel et al. (1992) |
| 4 | The Superantennaeb | 9 | Mirabel et al. (1991) |
| 5 | Arp 105 | 2 | Duc & Mirabel (1994) |
| 6 | NGC 2782 | 1 | Yoshida et al. (1994) |
| 7 | NGC 5291 | 11 | Duc & Mirabel (1998) |

a NGC 4038 + NGC 4039

b IRAS 19254$``$7245