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# 1 Introduction

## 1 Introduction

Immunologists generally agree that in the course of many autoimmune diseases, TH1 type cells have a damaging effect, whereas TH2 type cells have a beneficial effect . Thus the disease is aggravated by a high ratio of TH1/TH2 T cells and cytokines. This view is contradicted by many experimental results showing an inverse effect : TH2 type cells may enhance disease, if administrated at a certain time , and TH1 type cells can stop the evolution of the disease, if given at the appropriate time . Other works show that gene knock-out mice with no INF $`\gamma `$ or TNF $`\alpha `$ still manage to produce the pathological features of a TH1-dependent autoimmune disease . Based on results from EAE (experimental autoimmune encephalomyelitis)  and insulin dependent diabetes melitus (IDDM)  in Non Obese Diabetic (NOD) mice , we propose a larger model explaining both the general agreement and the contradictory results. We suggest that the TH1 and TH2 cells are not the cause of the disease, but a marker for a more general steady state. To settle the contradictions, we use a numerical model and general mechanisms of safe information transmission  to explain the discrepancy in the case of gene knock-out mice. We show the explanatory power of our model and its ability to produce the known features of TH1 type diseases.

## 2 Model

Our model is based on a neural network paradigm , where the overall situation is not described by the properties of any one cell type, but by the steady state of the network. We use PDE in order to get a continuous description of the network. Each cell in the network represents a class of cells with the same general properties, at least from the most relevant aspect of the TH1/TH2 dichotomy. The model is an ad hoc description of the dynamics, but most of the links we use have some experimental backing. We built the model with the smallest number of cell types needed to explain qualitatively the experimental results.

### 2.1 Experimental results

EAE is an autoimmune disease studied mainly in rats and in mice, and is used as a model for human multiple sclerosis  . In EAE, myelin in the CNS becomes inflamed inducing paralysis and even death . This disease is classically defined by a TH1/TH2 dichotomy in which TH1 T cells induce the disease whereas TH2 cells prevent it .

Classical EAE experiments show that:

* EAE can be induced either by adoptive transfer of CD4 T cells from a sick rodent, or by active immunization by an injection of a myelin antigen in adjuvant to a healthy rodent . We will show that these two procedures lead, in fact, to two separate pathways of disease induction.
* Administration of free antigen arrests EAE . We propose to show that antigen-induced inhibition could be due to the effect of regulatory anti-idiotypic (anti-id) suppressor cells.
* The disease can be prevented by the continuous administration of IL-4, which is a TH2 type cytokine thought to push the immune system into a healthy TH2 dominated state REF FROM EAE. But IL-4 can also aggravate disease (see below).

However, recent research results appear to contradict the classical TH1/TH2 hypothesis:

* A small amount of IL-4 administrated during disease induction can block the suppressive effect of free antigen. This paradox will be explained by the effect of TH2 type cytokines on anti-id regulatory cells.
* A short administration of a TH1 cytokine can heal the disease . This effect too can be attributed to an anti-id regulatory cell.
* Gene knock-out mice, lacking one or some of the TH1 cytokines, can still develop EAE or IDDM . This paradox will be explained by the nature of regulation.

These facts regarding EAE are combined in our analysis with results regarding the structure of id - anti-id cell interactions and the cytokine profile expressed during the evolution of IDDM in NOD mice  , and in the mouse model of EAE .

### 2.2 Cells and Cytokine Types

Our model is composed of five cell types, three cytokine types and the antigen (Table 1). The first cell type is the naive CD4 T cell that can differentiate into the second and third cell types: TH1 and TH2 type CD4 T cells . The anti-id cells are grouped as a single cell type, the fourth cell type. A more detailed model should use naive anti-id cells and diverse anti-id cells secreting TH1 type cytokines and TH2 type cytokines. For the sake of simplicity, however, we group all anti-id cells into one cell type, and assume they have the same effect. Since we know from IDDM and EAE that anti-id cells secrete more TH1 cytokines than TH2  , we designate the anti-id population as TH1 type cells. The CD4 T id cells can present themselves directly to the anti-id cells . The fifth type of cells are macrophages, which play additional roles as APC  and as cytokine-secreting cells. The antigen represents the quantity of antigen presented to the CD4 T cells. We assume that there is a large enough number of APCs so that the CD4 T cells can see the antigen.

The three types of cytokines are:

* TH1 type cytokines that enhance the differentiation of naive cells into TH1 type cells.
* TH2 type cytokines that enhance the development of TH2 type cells.
* Cytokines secreted by macrophages that enhance the proliferation and differentiation of TH1 cells . We shall ignore the effect of TH2 type cytokines secreted by macrophages (like IL-10) and the effects of B cells. We will group together all the macrophage-derived cytokines as type C cytokines.

### 2.3 Model equations.

We compute the time derivatives of each cell type concentration $`x_i`$ and of the cytokine concentration $`y_i`$, assuming both are affected by all other cells and cytokines.

$`x_i^{}=\mathrm{\Sigma }w_{ij}x_ix_j+\mathrm{max}(\mathrm{\Sigma }w_{1ij}x_{origini}x_j,0)d_ix_i`$ (1)
$`y_i^{}=max(\mathrm{\Sigma }w_{2ij}x_j,0)d_iy_i`$ (2)
$`x_{origini}`$ is the origin of the cell number i (for example, the TH1 cells originate in the naive cells, the naive cells originate in themselves). The other cells and cytokines can either induce or inhibit the proliferation of this ($`x_i`$) cell type. The cytokines originate from the cells that secrete them, so that the right side of eq’ 2 is not multiplied by the cytokine concentration. The secretion rate of the cytokines ($`y_i`$) by cells ($`x_j`$) is linear to the other cell and cytokine concentrations. For example, if TH2 type cytokines inhibit the production of TH1 cytokines, then we use a term in the equation for the TH1 cytokines $`w_{2ij}x(th_2)`$, and we do not multiply the term by the TH1 cytokine concentration.

A cell’s proliferation rate cannot be negative. Thus we define the proliferation rate of any cell to be greater than 0. But of course, the natural death rate ($`d_ix_i`$) can lead to a decrease in the cell concentration. T he cytokine production rate ($`y_i^{}`$) is assumed not to depend on the cytokine concentration, but on the number of cells secreting the cytokine. The equations are solved numerically using a second order precision scheme .

We start every computation at a steady state

$$x_i^{}=0,y_i^{}=0$$
(3)
Since the time constants in this process are short, we could assume that the system had already reached a steady state before the appearance of the autoimmune disease.

Macrophages do not reproduce during the response to the antigen but, rather, are attracted to the affected region , so that, like the cytokines,their growth rate is not multiplied by their own concentration.

The differences between possible models are in the assigned weights $`w_{ij},w_{1ij}`$ and $`w_{2ij}`$ in eq’ 1 and 2. But we have tried to use the most uniform definition of weights, and all the weights are of the same order of magnitude. If we had no special reason to believe that two weights of the same type were different, we fixed them at the same value (the effect of TH1 cells on TH1 cytokines and the effect of TH2 cells on TH2 cytokines, for example). This was done in order to limit the size of the parameter space.

### 2.4 Model description

The structure of the model is simply a mathematical description of the findings in IDDM and EAE. The basic part of the model is the opposition between id cells and anti-id cells. The CD4 are the id cells and the naive CD4 population proliferates proportionally to the antigen concentration. The suppressors are the anti-id cells, and they proliferate proportionally to the concentration of id cells (Figure 1A).

The second division of this model is into TH1 and TH2 id cells. Both the TH1 and TH2 cells originate from the naive id cell. The TH1 cell type is associated with a TH1 cytokine type and the TH2 cell type is associated with a TH2 cytokine type. We assume that each cell enhances its own cytokine type  and inhibits the production of the opposing type. Each cytokine encourages the production of the appropriate cell type and inhibits the other type (Figure 1B).

The macrophages have a double effect: They serve as APCs and activate naive CD4 cells , and they secrete cytokines that enhance T cell differentiation into TH1 type cells  (and inhibit differentiation into TH2 cells). The macrophages are influenced by the TH1 cytokines, which activate them to migrate into the inflammatory site. Since macrophages respond to TH1 cytokine and are inhibited by TH2 cytokines, changes in the macrophage concentration depend on the differences between the concentrations of TH1 and TH2 cytokine types.

The anti-id cells are of a TH1 type. This assumption is based on data from EAE and IDDM . We thus postulate that the anti-id cells are inhibited by TH2 type cytokines. And finally, we assume that there is a basic concentration and differentiation rate of CD4 cells into TH1 and TH2; but the natural situation (when there are no cytokines involved) tends toward the TH2 dominated state (a healthy situation). The above model is described in Figure 2

### 2.5 Model mechanism

We have two basic steady states (Figure 3), and all the cells and cytokines administrated only move the model from one steady state to the other, and back. The basic situation is a TH2 type steady state, which is assumed to be healthy, whereas the TH1 steady state leads to autoimmune disease. In contrast to the general view, the TH2 steady state represents a global situation of the system, and not the concentration of a single cell or cytokine. Note that the absence of disease does not mean that the system is at rest; the TH2 steady state is associated with relatively low concentrations of reacting cells. Nevertheless the id and ant-id cells are still reacting at the same rate, but at a lower concentration. In other words the healthy state merely looks like it is at rest; on the contrary health like disease is a state of interactions .

When we administer cells or antigen and adjuvant, we push the system toward the TH1 state (Figure 4). Following administration of T cells, which are primarily TH1 type cells, the number of TH1 cells is high enough to start the production of TH1 cytokines that inhibit the TH2 cytokines. The system then falls into the TH1 steady state, which is the diseased state. Another way to induce disease is to immunize the animal with antigen and adjuvant. We propose that the adjuvant stimulates macrophages to produce C type cytokines. The antigen together with the cytokines induces CD4 T cell proliferation and differentiation into TH1 cells, bringing the system again to a TH1 type steady state.

One way to heal the disease is to administer free antigen (Figure 5) in an amount that can raise the total number of naive CD4 cells that become TH1 CD4 cells. The resulting high concentration of CD4 cells will activate an increase in the number of anti-id cells. At this point, we assume that the lifespan of the anti-id cells is longer than that of the CD4 cells; the number of anti-id cells will remain high even after the number of CD4 id cells decreases (due to the fall in antigenic stimulation). Once the total number of CD4 cells is below a certain threshold, the system returns by itself to the healthy TH2 situation.The basic situation is the TH2 situation.

The return to a TH2 state, following antigen administration, can be paradoxically inhibited by the administration of IL-4 with the antigen (Figure 6). The reason is as follows: When we administer IL-4 (which is represented by type B cytokines), we inhibit the production of anti-id cells. In the absence of a sufficient number of anti-id cells, the number of CD4 effectors cells remains above the threshold and the system stays in a TH1 state. If, however, the quantity of IL-4 is high enough to overcome TH1 dominance and starts activating TH2 T cells directly, then the TH1 cell concentration will decrease due to the production of TH2 cytokines by the newly formed TH2 cells, despite the low number of anti-id cells.

The administration of anti-IL-4 antibody with the antigen can paradoxically act in a manner similar to the administration of IL-4 with the antigen. Note that in both cases the inhibition of disease is weaker than the effect of administrating free antigen. The administration of anti-IL-4 antibody has no effect on the system at first, since the concentration of IL-4 is low. The effect of the antigen is then as described at the beginning of the section; the antigen induces a sharp rise in the concentration of id CD4 cells, and following the id CD4 cells, the anti-id cell concentration raises. These anti-id cells produce a long term decrease in the concentration of the CD4 id cells. At a later stage, when the concentration of CD4 id cells has decreased to a low level, the effect of the anti-IL-4 antibody becomes important. The level of id CD4 TH1 type cells at this stage is low, and the system should now start to produce TH2 type cells and cytokines. However the anti-IL-4 antibody now inhibits the production of IL-4, and the system has a lower probability to return to a TH2 state.

Just as the administration of TH2 cytokines can inhibit the transition back to a TH2 state, the administration of TH1 cytokines can rise the probability of such a transition. The continuous administration of TH1 cytokines will of course keep the cytokines in the TH1 profile and induce or enhance the disease. Administration of the TH1 cytokines at the onset of the disease (Figure 7) will lead to an increase in the production rate of TH1 id CD4 cells; the high concentration of TH1 cells will raise the concentration of the anti-id cells, which will later feed back to decrease the concentration of CD4 id cells. If the CD4 id cell concentration decreases to a low level, the system will return to its natural steady state, which is a TH2 steady state, as described above.

The administration of some cytokines has been shown to have no observable effect on the system. This does not mean that these cytokines have no important role in the dynamics of this system. In fact the lack of an observable effect can be due to a high endogenous concentration of the cytokines; adding additional amounts cannot enhance the effect.

Administration of a cytokine may have no effect if the cytokine concentration is close to, or above its threshold for causing an effect. For example, administration of IL-12 at the onset of disease may have no effect if the IL-12 effect is already at its maximum. Paradoxically in this case, the administration of a low dose of anti-IL-12 antibody will also have no effect, since the precise concentration of the molecule is not important. A large change in the concentration of the molecule leads to a small change in its effects. This can be understood if the effect is bell shaped as a function of the concentration. At low concentrations, a small change in the concentration leads to a large change in the function value. However at the top of the bell, a large change in the concentration leads to very small change in the function value.

### 2.6 Redundancy and gene knock-out mice

Gene knock-out mice lacking some of the TH1 cytokines can still develop a TH1-dependent disease. However this does not contradict the model we presented, which describes the evolution of the disease as the transition to a TH1 type cytokine profile. The cytokines in this model are described as a group with the same approximate action. Even if such a group lacks one of its components, the effect of the group as a whole is not altered. The TH1/TH2 phenotype does not depend on a single cytokine, since the concentration of each one of the TH1 and TH2 cytokines can change by a large number of mechanisms. The immune system cannot afford to change its general phenotype each time an external factor modifies the concentration of a single cytokine. The immune system achieves its robustness to external changes in the cytokine profile through redundancy . A large number of cytokines can each have common effects. Thus a certain result can occur even if not all the cytokines leading to the effect are expressed.

Indeed, the fact that the body uses many redundant cytokines can have a larger meaning. Consider that the effects mediated by cytokines have at least two functions. The first function is to maintain a healthy steady state, and the second function relates to the fine details of the steady state. In normal behavior, the changes are felt at the level of the details, but in extreme situations, like the response to an external pathogen, the body will try to change its total steady state and produce a fast and strong response.

## 3 Discussion

### 3.1 Regulation of autoimmunity

This paper presents a simplified model of the kinetics of the concentrations of the main cell and cytokine types in the evolution of a TH1 type autoimmune disease. It shows that even simple dynamics can explain many of the complex features in the evolution of the response. We have grouped the major cells and cytokines into single types, although there are obviously differences in the roles taken by each one of the cells we have grouped together. This model ignores the effects of localization and of tissue barriers (for example, the blood/brain barrier in EAE) in inhibiting the passage of some of cells and allowing others. We did not take into account the effects of the tissue cells (for example astrocytes in EAE, or islet cells in IDDM), of the cytokines they secrete, and of B cells and antibodies. Some major mechanisms were ignored including anergy and the release of free antigen due to cell destruction.

All these simplifications render this a general feature model rather than a precise quantitative description of the cell concentrations. Our model is built on a double system of positive and negative feedback between id and anti-id cells, and between TH1 and TH2 states. Such a structure could be the basic feature of the selection between TH1 and TH2 for a group of important antigens in the body. This model seems to describe the situation both in EAE and in IDDM, and we have no reason to believe that it is not general. Negative feedback keeps the general concentrations of all kinds of cells within reasonable limits, and positive feedback enables the system to mount a fast enough response to an antigen when needed. With this structure, it is possible to maintain a population of T cells responding to self-antigens of the body, keeping them in a TH2 state where they may be restrained.

### 3.2 Models

This kind of model shows the complex dynamics attained even by a small system containing only 5 cell types and 3 cytokine types. It shows that even small systems need a kinetic description, and the system cannot be understood by an overall estimation of the effect of one cell type on the others. Such models must be robust to changes in parameters, since it is obvious that the interactions between the cells in the body are not precisely fixed and that the cells are constantly subjected to chemical noise impinging on them. Nevertheless, the body must keep its general steady state, although the precise quantity of any cell is not very important.

### 3.3 Feedback loops

The present type of modeling shifts our attention from the numbers of each cell type to the global state of the immune system, which most of the time should be in some quasi-equilibrium between many opposing influences. The way to analyze such a global state is by positive and negative feedback loops and the interactions between them. According to this formalism, our model can be described as a large negative feedback loop, built of 4 internal loops :

* The id-anti-id cell negative feedback loop, in which are nested three positive and one negative feedback loop. These include:
* The TH1 and TH2 cells each of which feedsback positively on itself.
* The TH1 and macrophage positive feedback.
* The TH2 and anti-id cell negative feedback.

In conclusion, the description of disease evolution can be based on a global kinetic view, and the subsystems are not cell types but feedback loops. (figure 8)

## 4 Acknowledgment

We wish to thank Prof G. Steinman for the useful data on EAE he graciously supplied.

Irun R.Cohen is the incumbent of the Mauerberg Chair in Immunology, Director of the Robrt Kock-Minerva Center for Research in Autoimmune Disease, and Director of the Center for the Study of emerging Diseases.


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Finding Matches between Two Databases

on a Quantum Computer

Mark Heiligman National Security Agency, Suite 6111 Fort George G. Meade, Maryland 20755 mheilig@zombie.ncsc.mil

Abstract: Given two unsorted lists each of length N that have a single common entry, a quantum computer can find that matching element with a work factor of $`O(N^{3/4}\mathrm{log}N)`$ (measured in quantum memory accesses and accesses to each list). The amount of quantum memory required is $`O(N^{1/2})`$. The quantum algorithm that accomplishes this consists of an inner Grover search combined with a partial sort all sitting inside of an outer Grover search.

Introduction

Given two databases, each containing $`N`$ entries, an important question is often to locate a common entry in both databases, if one exists. If the databases are unstructured, then this can be a hard problem. This note gives a quantum mechanical algorithm for solving this matching problem in time $`O\left(N^{3/4}\mathrm{log}N\right)`$, which is better than the best known classical algorithm for this problem.

Although this bears some superficial resemblance to the collision problem, for which a quantum mechanical solution was given in \[BHT\], the question being addressed here actually is quite different. In the collision problem, stated as a database problem, it was assumed a single database contained every entry exactly twice, and the goal was to find a single example of a duplicate entry. Here, there are two databases and it is assumed that there is exactly one entry shared by both of them, and the problem is to locate that one entry in both databases.

The solution here, in common with the solution to the collision problem given in \[BHT\], uses Grover’s search algorithm as a subroutine, and all of the quantum mechanics is relegated to what goes on inside of Grover’s algorithm. All that needs to be understood for using Grover’s algorithm is what its resource requirements are. Another common feature of the solution here with the collision problem is the use of a sorting subroutine on a sublist and the fact that a desired item can be located quickly in a sorted list, a procedure often referred to as “insertion into a sorted list”.

The cost of running an algorithm is equivalent to the time it takes to run. In the model here, static memory does not add to the cost, but reads and writes from and to memory do count. In addition, access to the databases also count towards the cost. Since all cost estimates in this note are done up to a constant factor, all that really needs to be counted are the number of internal memory accesses for the algorithm and the number of databases queries that the algorithm makes.

The Classical Solution to the Matching Problem

It may be useful to begin with an exact statement of the problem to be solved: There are two lists $`L_1`$ and $`L_2`$ each of length $`N`$, and there is a element $`l_0`$ common to both $`L_1`$ and $`L_2`$. The object is to find that common element.

An exhaustive solution to the matching problem would be simply to check all possible pairs, where the first element of each pair comes from $`L_1`$ and the second element of each pair comes from $`L_2`$. Since there are $`N^2`$ such pairs, the total amount of work is $`O\left(N^2\right)`$, where the implied constant contains the work of accessing the pair of elements from the two lists and the work in comparing the two elements to see if they match.

There is a much better classical solution, however. Sort the first list $`L_1`$ and then run down all the elements of $`L_2`$ and check to see which one occurs in $`\text{sorted}\left(L_1\right)`$. The cost of sorting $`L_1`$ using an efficient classical sorting algorithm is $`O\left(N\mathrm{log}N\right)`$. Such sorting algorithms are discussed in detail in \[K\], \[NR\] and \[S\], and can even be done in place. The constant in the notation here includes the cost of accessing two elements from $`L_1`$, the cost of comparing these two elements, and the cost of swapping these two elements. To check a single element of $`L_2`$ against $`\text{sorted}\left(L_1\right)`$ is the problem of insertion into a sorted list, and using a standard divide-and-conquer strategy, can be accomplished with cost $`O\left(\mathrm{log}N\right)`$, where the constant here absorbs the cost of accessing an element from $`\text{sorted}\left(L_1\right)`$ and the cost of comparing this element to the element of $`L_2`$ being tested. Since there are $`N`$ elements of $`L_2`$, the entire cost of searching through all of $`L_2`$ is $`O\left(N\mathrm{log}N\right)`$, and the entire cost of the algorithm is therefore $`O\left(N\mathrm{log}N\right)`$.

Of course, it is also possible to sort $`L_2`$ instead and then search through $`L_1`$ for the match. Alternatively, it is possible to sort both $`L_1`$ and $`L_2`$ producing two sorted lists, $`\text{sorted}\left(L_1\right)`$ and $`\text{sorted}\left(L_2\right)`$ with cost $`O\left(N\mathrm{log}N\right)`$ and then go down both sorted lists with a pair of pointers looking for a match. The cost of this last step is $`O\left(N\right)`$, so the total cost is still $`O\left(N\mathrm{log}N\right)`$.

Grover’s Algorithm for Quantum Searching

In a very interesting and widely referenced paper \[Gr\], Lov Grover has shown that searching an unordered list can be done much faster on a quantum computer than on a classical computer. Classically for a list of size $`N`$, searching for a single item will cost $`O(N)`$ accesses to the list on average. Grover’s quantum algorithm only costs $`O\left(\sqrt{N}\right)`$ accesses to the list. A good analysis of Grover’s algorithm can be found in \[BBHT\]. It has been shown in \[Z\] that with no other structure present in the list, the best than can be done with a quantum algorithm is $`O\left(\sqrt{N}\right)`$.

Use of the Grover search algorithm as a subroutine is what really constitutes the quantum part of the new algorithm. It isn’t absolutely necessary to go into the specifics of how Grover’s algorithm works in detail to understand how it is used, but it is important to state what Grover’s algorithm actually does and the cost associated with invoking it as a subroutine.

Abstractly, Grover’s algorithm goes as follows: Start with some arbitrary function $`F:XY`$ between finite sets having no a priori structure. Given some $`y_0Y`$, the object is to find an $`xX`$ with $`F(x)=y_0`$, provided such an $`x`$ exists. If $`k=\left|\{xXF(x)=y_0\}\right|`$ denotes the number of different solutions, then Grover’s algorithm gives finds such a solution (provided that one exists) after an expected number of $`O\left(\sqrt{\left|X\right|/k}\right)`$ evaluations of the function $`F`$ (which must be implemented quantum mechanically). Although this doesn’t give an exponential speedup, it is considerably better than exhaustively searching through all of $`X`$. In the present application, $`k=1`$ since there will be (at most) one possible solution. In the usual formulation of Grover’s algorithm $`\left|X\right|`$ is a power of 2, and for the application here, this is not a serious restriction.

The usual way that Grover’s algorithm is invoked is to compute an indicator function $`\chi _{F,y_0}`$ defined by $`\chi _{F,y_0}(y_0)=1`$ if $`F(x)y_0`$ and $`\chi _{F,y_0}(x)=0`$ for all $`x`$ with $`F(x)y_0`$. In order to compute $`\chi _{F,y_0}(x)`$, the the value of $`F(x)`$ will need to be computed, and this has to be done quantum mechanically. Although $`F(x)`$ may be described classically, it is not necessary that $`F(x)`$ be computed classically through reversible classical logic, and if there is a quantum algorithm that computes $`F(x)`$ more efficiently, then it is perfectly acceptable to call that algorithm as a subroutine from Grover’s algorithm.

In evaluating the cost of Grover’s algorithm, both the size of the search space and the cost of evaluating $`F`$ enter. Often the discussion of Grover’s algorithm ignores the cost of computing $`\chi _{F,y_0}`$ $`O\left(\sqrt{\left|X\right|/k}\right)`$ times, but as will be seen, this cost really can enter into the analysis in a significant way, and this is because $`F`$ itself can be a very complicated function that may in fact embody various search and sort algorithms. Thus in the case that there is at most one solution $`x`$ to $`F(x)=y_0`$, the cost of finding this solution (and checking that it is a solution) is $`O\left(\sqrt{\left|X\right|}C_F\right)`$ where $`C_F`$ is the cost of a single evaluation of $`F`$ (or equivalently, the cost of a single evaluation of $`\chi _{F,y_0}`$).

One other factor that needs to be mentioned is the success rate of Grover’s algorithm. If there is at most one solution to $`F(x)=y_0`$, then Grover’s algorithm will find that solution with probability $`1ϵ`$ where $`ϵ=O\left(\left|X\right|^1\right)`$.

It is important to note that applying Grover’s algorithm in a naive way to the problem of finding a matching pair of elements in two lists each of size $`N`$ doesn’t really yield much of a win. If the lists are both of size $`N`$, then checking all $`N^2`$ possible pairs of elements for a match with Grover’s algorithm would require $`O\left(\sqrt{N^2}\right)=O\left(N\right)`$ steps. This should be compared to the classical algorithm described above, which has an overall cost of $`O\left(N\mathrm{log}N\right)`$. Other than in improvement by a logarithmic factor, the only aspect in which Grover’s algorithm really improves on the classical algorithm is in memory usage. The classical algorithm require a memory size of $`O\left(N\right)`$ to hold the sorted list (and to actually do the sorting), while Grover’s algorithm doesn’t really use any memory (other than what is used in computing single elements on each of the lists and comparing them). Thus from a pure efficiency standpoint, a naive application of Grover’s algorithm to the matching problem is not really better than what a classical algorithm would do.

Quantum Matching

If the first list $`L_1`$ is sorted, and the Grover search only goes over the second list, the cost of sorting $`L_1`$ is $`O\left(N\mathrm{log}N\right)`$, and there will be no improvement over the classical solution. On the other hand, notice that Grover search over the second list costs $`O\left(\sqrt{N}\right)`$ insertions into $`\text{sorted}\left(L_1\right)`$, each at a cost of $`O\left(\mathrm{log}N\right)`$, and therefore the total cost of Grover searching over the second list to find a match in $`\text{sorted}\left(L_1\right)`$ is $`O\left(\sqrt{N}\mathrm{log}N\right)`$, which is dominated by the cost of the sort of $`L_1`$. If it were possible to only do the sort on a set of size $`\sqrt{N}`$ instead of a set of size $`N`$, then the cost of the sort would be $`O\left(\sqrt{N}\mathrm{log}N\right)`$ also.

This leads to the main idea. Suppose that the list $`L_1`$ is broken into blocks of size $`\sqrt{N}`$, there being $`\sqrt{N}`$ such blocks. If the block containing the match could be identified, then sorting this block and Grover searching over $`L_2`$ would find the matching element in time $`O\left(\sqrt{N}\mathrm{log}N\right)`$. The idea then is to identify the block containing the match with an outer application of Grover’s algorithm as well. The inner algorithm just described is easily modified to return a simple yes/no answer on whether a block contains a match to an element in $`L_2`$. Using this as an indicator function, the cost of running the outer Grover algorithm on the set of $`\sqrt{N}`$ blocks is $`O\left(\sqrt[4]{N}\right)`$ times the cost of computing this indicator function. The overall cost is therefore $`O\left(N^{3/4}\mathrm{log}N\right)`$.

In this outer loop, the indicator function is computed quantum mechanically (and in fact in a superposition of basis states), which implies doing the sort and inner search quantum mechanically, and then also undoing them once the yes/no answer has been computed, and in fact, this whole procedure is repeated $`O\left(\sqrt[4]{N}\right)`$ times. This may seem a little bizarre, because the actual sort algorithm is now being performed on a superposition of lists, each list now comprising a single block of size $`\sqrt{N}`$, and of course, the outcome of the comparison and conditional swaps occurring in each sort operation is also being done in superposition. Nevertheless, however classically nonsensical this is, the laws of quantum mechanics do not seem to forbid such activities.

Error Analysis

As originally conceived, Grover’s algorithm is probabilistic in nature, with the correct result of a database search being produced with a probability very nearly equal to 1. However, in this Grover-within-Grover algorithm being proposed here, a more refined error analysis may be called for.

Each inner application of the Grover algorithm is a search on $`L_2`$ which is a list of length $`N`$, so the probability of any single inner Grover subroutine call succeeding is $`1N^{1/2}`$. The outer Grover algorithm calls this subroutine $`O\left(N^{1/4}\right)`$ times, so the probability of all these calls returning the correct value for the indicator function is $`\left(1N^1\right)^{N^{1/4}}`$ which is still very close to 1 for large $`N`$. Another way of seeing this is to consider the expected number of failures of the inner Grover subroutine call. Since the probability of failure of any single call is about $`O\left(N^1\right)`$ and this routine is call $`O\left(N^{1/4}\right)`$ times, the expected number of failures is $`O\left(N^{3/4}\right)`$ which is well below 1 for $`N`$ large.

In any case, single isolated failures of the inner Grover subroutine call are not going to be disastrous for the whole algorithm, since the indicator function for the correct block would simply return 0 on all its arguments, which in turn would effectively mean that the outer Grover iteration would be run one less time than optimal. The result is that the correct answer will still be found to a very high probability.

Conclusion

By allowing the Grover search algorithm to be called as a subroutine in conjunction with a sort on blocks inside of a larger Grover search, the block insider of $`L_1`$ containing the putative match can be identified. At the end, this block then will be classically sorted, at cost $`O\left(N^{1/2}\mathrm{log}N\right)`$ and then $`L_2`$ will be Grover searched for the match with an element of this block, again with cost $`O\left(N^{1/2}\mathrm{log}N\right)`$. The whole algorithm then takes time $`O\left(N^{3/4}\mathrm{log}N\right)`$.

The memory requirement for this whole algorithm is $`N^{1/2}`$, and this has to be quantum memory since it is used in superposition for the inner subroutine call. For large values of $`N`$, this alone could be an obstacle, regardless of how many steps the whole algorithm must take and maintain quantum coherence.

It is not known whether $`O\left(N^{3/4}\mathrm{log}N\right)`$ is a lower bound on the matching problem for a quantum computer, but it pretty clearly beats the classical lower bound which has to be at least $`N`$, since the two lists themselves are that long. It is not known whether there are faster quantum sorting algorithms that might be employed, but it is known that faster than classical algorithms exist for insertion into a sorted list. The algorithm in \[FGGS\] is better than the best such classical algorithm, but only by a constant, and it is known from \[A\] that a constant speedup is the most that can be hoped for.

Bibliography

\[A\] Ambainis, A., “ A Better Lower Bound for Quantum Algorithms Searching an Ordered List”, quant-ph/9902053

\[BBHT\] Boyer, M., Brassard, G., Hoyer, P., Tapp, A., “Tight bounds on quantum searching”, Proceedings of the Fourth Workshop on Physics of Computation, 1996, pp. 36-43.

\[BHT\] Brassard, G., Hoyer, P., Tapp, A., “Quantum Algorithm for the Collision Problem”, quant-ph/9705002.

\[FGGS\] Farhi, E., Goldstone, J, Guttman, S., Sipser, M., “Invariant Quantum Algorithms for Insertion into an Ordered List”, quant-ph/9901059

\[Gr\] Grover, L. K., “A fast quantum mechanical algorithm for database search”, Proceedings of the $`28^{\mathrm{th}}`$ Annual ACM Symposium on Computing, 1996, pp. 212-219.

\[K\] Knuth, D. E., The Art of Computer Programming. Volume 3: Sorting and Searching, Addison-Wesly, Reading, Mass., 1975.

\[NR\] Press, W. H., Teukolsky, S. A., Vetterling, W. T., Flannery, B. P., Numerical Recipes in C: The Art of Scientific Computing, $`2^{nd}`$ Edition, Cambridge University Press, Cambridge, England, 1992.

\[S\] Sedgewick, R., Algorithms, Addison-Wesly, Reading, Mass., 1983.

\[Z\] Zalka, C., “Grover’s Quantum Searching Algorithm is Optimal”, quant-ph/9711070


text:
# Crossover behavior in 3He and Xe near their liquid–vapor critical point

## Abstract

We present a detailed discussion of the crossover from mean-field to Ising critical behavior upon approach of the critical point, both for 3He and Xe. By combining different sets of experimental data, we are able to cover an unusually large temperature range on either side of the critical temperature $`T_c`$. Below $`T_c`$, we thus can make an accurate comparison with a recent calculation for the crossover of the coexistence curve. For the regime above $`T_c`$, an analysis of the compressibility demonstrates that the crossover regime in 3He is unexpectedly widened by a subtle interplay between quantum and critical fluctuations.

Recently, there has been a renewed interest in the nature of the crossover from mean-field-like (“classical”) to Ising-like critical behavior that occurs upon approach of the critical point. Although this phenomenon can be observed in a wide variety of experimental systems, including simple fluids, micellar solutions, and polymer mixtures, much of the recent attention has focused on its theoretical description. An important reason for this lack of experimental data is the width of the crossover region, which extends over several decades in the reduced temperature $`t(TT_c)/T_c`$, where $`T_c`$ is the critical temperature. The crossover depends on the ratio between $`t`$ and the (system-dependent) Ginzburg number $`G`$: Ising critical behavior occurs for $`tG`$ and mean-field critical behavior is expected for $`tG`$. Throughout the crossover region, however, one has to stay within the critical regime, i.e., $`t0.1`$. Hence, the full crossover can be observed only if $`G`$ is sufficiently small. On the other hand, if $`G`$ is extremely small, as for conventional superconductors which have $`G10^{16}`$, the nonclassical region is so narrow that it becomes impossible to observe. Ideally, thus, one would need a system with a tunable Ginzburg number, as can actually be realized in polymer mixtures, where the Ginzburg number is inversely proportional to the molecular weight. Measurements of the crossover have indeed been reported for such systems , essentially confirming the existence of a crossover between the two universality classes. However, few studies have actually addressed the shape of the crossover curves. In Ref.  the concentration susceptibility $`\chi `$ as a function of $`t/G`$ was shown to be well described by a phenomenological crossover function obtained by Belyakov and Kiselev (BK) , but it must be pointed out that $`\chi `$ increases by more than five orders of magnitude in the crossover region, making it difficult to judge even the qualitative agreement from a logarithmic plot. The effective susceptibility exponent, which is defined as the logarithmic derivative of $`\chi `$, $`\gamma _{\mathrm{eff}}d\mathrm{ln}\chi /d\mathrm{ln}|t|`$ , is clearly a much more sensitive quantity. However, very few papers  have endeavored to discuss the shape of the crossover in experimental systems in terms of this parameter.

It is the objective of this work to present an alternative description of experimental data exhibiting (part of) the crossover between mean-field-like and Ising-like (asymptotic) critical behavior. Our description differs from previous ones in several aspects. Firstly, those of Refs.  possess essentially phenomenological features and rely on extensions of low-order renormalization-group (RG) results  or on the so-called RG matching procedure . Note that for simple liquids (as studied in this work) the crossover function used in  closely resembles the equation obtained by BK (cf. Ref. ). In addition, both the field-theoretic results obtained in Ref.  and the description by BK are only valid in the limit where $`t/G`$ is varied but where both $`t0`$ and $`G0`$, a restriction that is certainly not fulfilled by liquids and liquid mixtures, for which $`G`$ is a finite, fixed quantity. In contrast, we use here theoretical crossover curves that have been obtained from numerical calculations for model systems in which $`G`$ was a tunable parameter . A second aspect concerns our choice of experimental systems, viz. 3He and Xe. Whereas the latter system was already considered for $`t>0`$ in Refs. , it is the former that exhibits two features that make it stand apart from other fluids: (i) its coexistence curve is almost symmetrical with respect to $`\rho _c`$ in the $`\rho `$$`|t|`$ plane, thereby eliminating important corrections to scaling; (ii) the magnitude of its bare correlation length suggests a relatively small Ginzburg number. In addition, there is a great abundance of available data close to the liquid–vapor critical point for these two systems, extending over a larger range in $`t0`$ than for most other fluids. They can be thought of as representing extremes in both mass density and molar mass for simple fluids near the critical point, 3He having the largest de Boer parameter $`\mathrm{\Lambda }^{}`$ of any fluid , implying a “near-quantum” behavior, and Xe a very small one, leading one to expect “classical” (in the sense of non-quantum) behavior. Both, however, show the predicted critical exponents and amplitude ratios in the asymptotic critical regime. Our comparison now allows the exploration of the influence of quantum effects on the nature of the crossover. A final noteworthy aspect is the fact that we consider the two-phase region $`T<T_c`$ as well. To our knowledge, this is one of the first comparisons between a theoretical description of the crossover of the coexistence curve and experimental results presented together with the crossover above $`T_c`$. An important feature of the low-temperature region is that one can clearly identify the end of the critical regime. By contrast, for $`T>T_c`$, the region where the compressibility exhibits mean-field-like critical behavior, i.e., $`\gamma _{\mathrm{eff}}=1`$, cannot be distinguished from the regular high-temperature behavior $`\chi 1/T`$. Thus, a system that actually has left the critical region can incorrectly be interpreted as having completed the full crossover. An important point in this context is the expected degree of universality of crossover scaling functions, which may be legitimately doubted because of the decrease of the correlation length in the crossover regime. See Ref.  for a detailed analysis of the nature of nonuniversal corrections. Here we just note that recent numerical work  has provided evidence that the actual crossover scaling functions may be remarkably insensitive to the detailed nature of the interactions.

For the study of crossover phenomena in 3He and Xe, we consider two properties, namely the isothermal compressibility $`\kappa _T`$= $`\rho ^1(\rho /P)_T`$ along the critical isochore above $`T_c`$ and the coexistence curve below $`T_c`$. Here $`\rho `$ is the mass density and $`P`$ the pressure. The data are presented in the form of the dimensionless “reduced” compressibility $`\chi _T^{}`$ = $`P_c\kappa _T`$ and (for Xe) the coexistence-curve diameter $`\mathrm{\Delta }\rho ^{}=(\rho _{\mathrm{liq}}\rho _{\mathrm{vap}})/2\rho _c`$ as a function of $`|t|`$. The densities are those of the coexisting liquid and vapor phases. This representation eliminates the effect of the slope of the rectilinear diameter. For 3He, where this slope is much smaller than in Xe (cf. Fig. 7 of Ref. ), we use the individual liquid and vapor data in the form $`\mathrm{\Delta }\rho _+^{}=(\rho _{\mathrm{liq}}\rho _c)/\rho _c`$ and $`\mathrm{\Delta }\rho _{}^{}=(\rho _c\rho _{\mathrm{vap}})/\rho _c`$. Inevitably, some accuracy is lost if one extracts effective exponents by means of numerical differentiation of the actual data, and hence we have divided out the leading singularity instead, which yields an equally sensitive comparison with the theoretical models. Thus, the quantities are plotted as $`\chi _T^{}/t^\gamma `$ and $`\mathrm{\Delta }\rho ^{}/(t)^\beta `$ with $`\gamma `$ = 1.240 and $`\beta `$ = 0.327, the asymptotic singular exponents predicted for the 3D Ising model . In a fully logarithmic plot versus $`|t|`$, the local slopes are then, respectively, ($`\gamma \gamma _{\mathrm{eff}}`$) and ($`\beta _{\mathrm{eff}}\beta `$). The influence of the uncertainties in the exponents $`\beta `$ and $`\gamma `$ and in the respective critical temperatures of the examined fluids turns out to be small.

For Xe, the critical parameters are $`P_c=58.40`$ bar, $`\rho _c=1.110`$ g/cm3, $`T_c=289.73`$ K. Excellent compressibility data along the critical isochore have been obtained from light scattering experiments by Güttinger and Cannell  for $`10^4<t<10^1`$. The range of these data overlaps with that covered by density measurements versus pressure along several isotherms between $`25^{}\mathrm{C}`$ and $`150^{}\mathrm{C}`$ by Michels et al. . From the tabulated data, $`\chi _T^{}`$ was obtained by numerical differentiation. A small (systematic) adjustment of $`4.5\%`$ was required to bring the results in line with those of Ref. . The combined range for Xe extends over $`3\frac{1}{2}`$ decades in $`t`$ and exhibits a clear crossover in $`\gamma _{\mathrm{eff}}`$ as we shall see. For $`\mathrm{\Delta }\rho ^{}(t)`$, we used the data of Ref. , where the densities of both the coexisting phases were obtained simultaneously with a visual method. These data cover the range $`3.0\times 10^3<t<2.9\times 10^1`$. Closer to the critical point, we used the most recent data , obtained by an optical interferometric technique. In addition to a high precision, these data exhibit a good agreement with those of Hocken and Moldover  in the asymptotic regime ($`|t|<5\times 10^5`$) and are consistent with those from NMR experiments by Hayes and Carr .

For 3He ($`P_c=1.168`$ bar, $`\rho _c=0.0414`$ g/cm3, $`T_c=3.317`$ K on the $`T_{90}`$ scale), compressibility data above $`T_c`$ were obtained from density measurements along isotherms over the range $`0.05<t2`$  and from measurements of the vertical density gradient in the gravitational field . For the latter experiments, the determination of $`\chi _T`$ is limited to the temperature range where the density gradient over the distance $`h`$ is constant within the experimental error. As the stratification diminishes with increasing $`T`$, the scatter increases and the useful data were confined to $`4\times 10^4<t<3\times 10^2`$. The data are consistent with earlier ones . In both experiments, the dielectric-constant method was used. Also for the coexistence curve $`\mathrm{\Delta }\rho ^{}(t)`$ the results of Ref.  were used, where the density of both phases could be measured simultaneously. The range of the data was $`3\times 10^5<t0.1`$ and could be extended by measurements of $`\rho _{\mathrm{liq}}`$ at saturated vapor below 3.2 K ($`0.05<t<1.0`$, and of the vapor density $`\rho _{\mathrm{vap}}`$ in equilibrium with the liquid above 1.4 K . These measurements used a volumetric method and join on smoothly to those of Ref. . Below 1.4 K, $`\rho _{\mathrm{vap}}`$ was obtained by using the ideal gas law as a reasonable approximation.

We now proceed with a comparison of these experimental data to theoretical predictions, starting with the coexistence curves. Figure 1 displays $`\mathrm{\Delta }\rho ^{}/|t|^\beta `$ for Xe. The solid curve indicates the crossover function as predicted from numerical data for the Ising-like systems studied in Ref. . The closed symbols, which were recreated from the fit expression of Ref.  with parameters that were taken as the average for the two samples, follow the predicted curve very closely. These data are joined smoothly by those of Ref. , making the data span a total range of approximately 80 K. For $`|t|0.02`$ there is good agreement with the theoretical curve; for $`|t|>0.02`$ the latter continues its trend toward the mean-field asymptote whereas the experimental data already start to leave the critical region, presumably because of the finite width of the low-temperature regime. Indeed, the distance between the onset of the deviation and absolute zero is less than two decades on this logarithmic scale. Note that there is only one adjustable parameter in the form of the Ginzburg parameter $`G_{\mathrm{Xe}}^{}`$, estimated as $`0.07\pm 0.02`$.

The data for 3He, shown in Fig. 2, exhibit a close similarity to those for Xe. For $`10^4<|t|<0.02`$ the agreement with the prediction is comparable with that for Xe and for larger $`|t|`$ a similar changeover to regular low-temperature behavior is observed. The downward trend upon approach of absolute zero simply results from the saturation of the order parameter. The Ginzburg parameter turns out to be the same as that for Xe within the fitting uncertainty, with $`G_{\mathrm{He}}^{}=0.070\pm 0.008`$. The close agreement of the experimental data for both Xe and 3He with the theoretical curve confirms the expectation that, due to the predominance of the critical fluctuations, the initial crossover behavior is essentially unaffected by quantum statistics. Unfortunately, the very small width of the critical regime makes it impossible to identify the influence of quantum effects on the crossover behavior at somewhat larger distances from the critical point.

Next, we turn our attention to the high-temperature regime, where the crossover of the compressibility upon approach of $`T_c`$ is considered. We compare the experimental data to three theoretical descriptions, namely the field-theoretical approach of Bagnuls and Bervillier (BB) , the phenomenological extension of low-order RG calculations of Ref.  and the numerical calculation of Luijten and Binder (LB) . The latter calculation has been improved compared to Ref.  by leaving out the results for systems with very short interaction ranges, which cannot exhibit the crossover to mean-field-like behavior due to their location with respect to the Wilson–Fisher RG fixed point. The improved calculation exhibits a very close agreement with the BK curve. In view of the phenomenological nature of the latter, this must be coincidental to some extent. The normalization of the Ginzburg number in the theoretical expressions has been chosen such that the curves coincide in the asymptotic (Ising) regime. The main remaining difference then essentially lies in the width of the crossover regime, where the asymptotic crossover described by the field-theoretic curve pertains to the strict limit $`G0`$. Systems with a finite Ginzburg number will appear to exhibit a faster crossover, due to the fact that one leaves the critical region before completing the full crossover and hence enters the noncritical high-temperature regime, as has e.g. been illustrated in Fig. 4 of Ref. . Additional deviations, however, may result from neglected irrelevant couplings and analytic corrections to scaling  and it remains to be seen which theoretical expression actually provides the best description of experimental measurements. The admirable accuracy of the Xe data from Refs.  and , and the large temperature range that is spanned by the total data set, enable an accurate matching with the theoretical expressions. As can be seen from Fig. 3, the LB and BK calculations turn out to yield a strikingly good description of the data over the full temperature range. The BB expression exhibits a slower crossover toward the classical critical regime, as was already found in Ref. . We note here that the agreement is very sensitive to the choice of the critical amplitude; the value $`\mathrm{\Gamma }^+=0.0577\pm 0.0001`$  for $`\gamma =1.241`$ appears very low. Upon omission of the data points for $`t>0.02`$, which are presumably not described by the first few Wegner corrections, a fit yields $`\mathrm{\Gamma }^+=0.0587\pm 0.0002`$; for $`\gamma =1.240`$ this even increases to $`\mathrm{\Gamma }^+=0.0594\pm 0.0002`$. A smaller value improves the agreement with the BB curve for intermediate temperatures, but leads to poor agreement for very small $`t`$. It should be stressed that the horizontal offset between the curves and the experimental data should not be regarded as a failure by itself, since the matching involves adjustment of the Ginzburg parameter $`G`$, here estimated as $`G_{\mathrm{Xe}}^+=0.018\pm 0.002`$. The essential point is that there exists no value of $`G`$ for which the experimental data coincide with the BB curve over the full temperature range. Note that even the data point at the highest temperature is located at $`t<0.5`$, and thus lies definitely not far outside the critical regime.

The data for 3He (also shown in Fig. 3) exhibit a completely different behavior. Whereas the initial increase of the data is again well described by the BK and LB calculations, with $`G_{\mathrm{He}}^+=0.0025\pm 0.0010`$, a systematic deviation sets in around $`t=0.005`$, which is not captured by any of the theoretical expressions. The experimental data continue their upward trend, but at a markedly slower rate. Unlike for $`t<0`$, there is no reason to expect a deviation at such a small $`t`$. In the rightmost part of the graph the data run roughly parallel to the predicted curves, but shifted by an order of magnitude in $`t`$. At this point, the system has obviously left the critical region and one is observing the changeover to regular high-temperature behavior. This effect by itself, however, would rather hasten the (apparent) crossover and can certainly not explain the slowing down in the crossover behavior; the Xe results (with a 7 times higher $`G`$!) only reinforce this conclusion.

We suggest that one is actually observing the interplay between the critical and the quantum fluctuations. While the former are dominating close to $`T_c`$ (and thus lead to Ising-like critical behavior), the contribution of the latter cannot be neglected in this temperature range and leads to a considerable enhancement of the compressibility, as follows from the critical amplitude $`\mathrm{\Gamma }^+=0.139\pm 0.003`$, which is more than twice as large as for Xe. Indeed, the thermal de Broglie wavelength $`\lambda _{\mathrm{dB}}`$ is, at $`T_c`$, 4.5 times larger than the van der Waals radius, compared to a corresponding ratio of only 0.062 for Xe at criticality. However, due to the low value of $`T_c`$, the absolute temperature changes appreciably within the crossover region and so does the quantum-natured contribution to the compressibility. Since the data in Fig. 3 are normalized by the critical amplitude, this then obviously leads to an apparent depression of the compressibility at higher $`t`$ and to a corresponding “widening” of the crossover regime. Although a proper description of crossover behavior is clearly beyond the scope of the van der Waals equation, it is still instructive to consider the quantum corrections to the second virial coefficient . In first approximation, these corrections are indeed found to be proportional to $`\lambda _{\mathrm{dB}}^2T^1`$. Exchange effects, which will tend to decrease the compressibility for 3He, are proportional to $`\lambda _{\mathrm{dB}}^3`$ but expected to become important only below 1 K. The compressibility of 4He  lends strong support to this scenario, as it shows essentially the same behavior as 3He, except that the high-temperature data lie somewhat higher, i.e., closer to the theoretical curve. This is consistent with the reduced importance of quantum effects in 4He due to its higher mass. A quantitative description of this phenomenon will require a more fundamental understanding of the contribution of quantum-mechanical fluctuations to the critical divergence of the compressibility, which is essentially driven by thermal fluctuations! Of particular interest will be a study of the compressibility in the two-phase region, where the above-mentioned mechanism should rather have an opposite effect.

For completeness we remark that a rather different fit of the 3He data to the Monte Carlo results might be attempted, in which a considerably higher critical amplitude $`\mathrm{\Gamma }^+0.15`$ is used. This leads to a larger Ginzburg number and diminishes the deviations at higher $`t`$, but entails two undesirable consequences: $`\mathrm{\Gamma }^+`$ lies certainly three standard deviations above the value quoted in Ref.  and a considerable part of the data at very small $`t`$ has to be omitted from the analysis, even though there is no reason to expect stratification effects at these temperatures. With regard to the Ginzburg numbers found in our analysis, we note that the $`G_{\mathrm{Xe}}^+/G_{\mathrm{He}}^+>1`$, whereas $`G_{\mathrm{Xe}}^{}/G_{\mathrm{He}}^{}`$ (as obtained from the coexistence curve) lies much closer to unity; this is consistent with the corresponding first Wegner corrections, to which the Ginzburg parameter can be related, but seems to contradict the expected universality in the ratio of Ginzburg numbers above and below $`T_c`$ .

We wish to thank H. Carr and M. Durieux for supplying us with data tabulations for Xe and 4He, A. Kogan for help with scaled plots, and K. Binder, M. Anisimov and M. E. Fisher for stimulating comments and helpful discussions. The provision of computing resources by the NIC and support by NASA grant NAG3-1838 are gratefully acknowledged.


text:
# ASCA OBSERVATIONS OF THE JET SOURCE XTE J1748-288

## 1 Introduction

XTE J1748$``$288 showed an X-ray outburst on 1998/06/04 and detected by the ASM/RXTE and BATSE/CGRO (Smith, Levine, & Wood 1998; Harmon et al. 1998). The 2-10-keV X-ray flux reached to 600 mCrab on 1998/06/05 (Strohmayer et al. 1998), and decayed with an $`e`$-folding time of $`20`$ days (ASM/RXTE Team, 1999; Sidoli et al. 1999). The radio counterpart was located with the VLA at R.A. = 17h48m05s.06, Decl. = $`28^{}28^{}25\mathrm{"}.8`$ (equinox 2000.0; uncertainty $`0\mathrm{"}.6`$; Strohmayer et al. 1998). The spectral index of the radio counterpart was $`0.20.6`$ (Hjellming et al. 1998a; Rupen & Hjellming 1998), and the radio activity reached to the maximum of 350 mJy at 2.25 GHz around 1998/06/16 (GBI Team 1999). Rupen & Hjellming discovered a one-sided jet of 20 mas day-1 in the VLA images, which corresponds to a velocity of 0.93 $`c`$ assuming a distance of 8 kpc. The time of the jet ejection was estimated to be around 1998/06/01, extrapolating the proper motion (Hjellming et al. 1998b). The radio activity of the core lasted 3 months, suggesting a continuous ejection of jet material. Thus this source is considered to be a jet system, probably similar to SS 433, which has a persistent jet. Around 1998/08/09, the expansion of the leading edge slowed to a rate of $`5`$ mas day-1 and the leading edge of the jet brightened dramatically (Hjellming et al. 1998b). Hjellming et al. suggested that the ejected jet material has run into external gas and formed a shock which is seen as a “hot spot.” On 1998/09/26, an ASCA TOO observation of this source was performed (Kotani et al. 1999, 2000). And the celestial region including the source had been observed with ASCA on 1993/10/01, 1994/09/22, 1994/09/24, and 1998/09/20. In this paper we report the result of all of these observations of the remarkable black hole candidate with a jet, which is possibly interacting with the circumstellar matter as that of SS 433.

## 2 Observation

The log of the observations of XTE J1748$``$288 with ASCA is shown in Table 1. In observation no. 4, XTE J1748$``$288 was near the center of the FOV and data from both the GIS and SIS were obtained. Other observations were performed as parts of the Galactic-plane-survey program (Koyama et al. 1997) or the Galactic-center-region observations (Maeda et al. 1999; Sakano et al. 1999), and yet no SIS data were obtained because XTE J1748$``$288 was out of SIS’ FOV. Observation 2B were performed soon after 2A, and they are regarded as one data set hereafter. A simultaneous observation with RXTE was performed during observation no. 4 (Revnivtsev, Trudolyubov, & Borozdin 2000).

In all observations, the PH mode with the nominal bit assignment was used for the GIS (Tanaka, Inoue, & Holt 1994). In observation no. 4, the 1-CCD FAINT mode was used for the SIS. All data were processed with the standard event-selection criteria and the data-reduction method (ASCA Guest Observer Facility 1999), unless specified in text.

## 3 Data Analysis

### 3.1 Image

The GIS image taken in no. 4, when XTE J1748$``$288 was near the center of the FOV, is shown in Fig. 5. Because XTE J1748$``$288 was rather faint at that time, other sources are recognizable by eye in the figure. In addition to XTE J1748$``$288, 1E 1743.1$``$2843, which is the brightest source in the FOV, Sgr B2, and an unidentified source at R.A. = 17h47m$`04\pm 15`$s, Decl. = $`28^{}53^{}\pm 1^{}`$ are seen in the image. The extended source in the background of these sources is the galactic ridge emission. Sgr B2, 1E 1743.1$``$2843, and the galactic ridge emission can be sources of background photons. Especially, Sgr B2 and the galactic ridge are significant iron-line emitters (Murakami et al. 2000), and their photons should be removed carefully from the spectrum of XTE J1748$``$288.

### 3.2 Light Curve

Temporal activity of XTE J1748$``$288 was estimated from the GIS data. We collected photons within $`6^{}`$ of XTE J1748$``$288 for no. 3, when the source was rather bright, and $`2^{}`$ for other data sets. To estimate the background spectrum of each observation, photons were collected from the annular region around the source for each data set. The thickness of the annulus was $`6^{}10^{}`$ for no. 4, and $`6^{}8^{}`$ for others. Assuming that the background count rate is proportional to the sampling area, we estimated the contribution by the background component in the source region for each data set from the photons in the annular region.

The source was significantly detected from no. 3 and 4, but not from 1 or 2. The 2–6-keV flux was determined to be $`4.6_{0.8}^{+1.0}\times 10^{11}`$ erg s-1 cm-2 and $`2.2_{0.6}^{+0.8}\times 10^{12}`$ for no. 3 and 4, respectively. The 90 % upper limit of 2–6-keV flux was $`9.3\times 10^{13}`$ erg s-1 cm-2 and $`4.9\times 10^{13}`$, for no. 1 and 2, respectively. The light curve is shown in Fig. 5 together with the ASM/RXTE and BeppoSAX data.

### 3.3 Spectrum

In no. 3, XTE J1748$``$288 was rather bright, and that made the background-component estimation less difficult. The background spectrum used to plot the light curve was also used for spectral fits. The GIS spectrum of no. 3 is shown in Fig. 5. Because the flux level of XTE J1748$``$288 was almost marginal to detect on 1998/09/26, no. 4, the background component should be subtracted very carefully. The $`6^{}8^{}`$ annular region used for the background estimation to plot the light curve is not sufficiently accurate, since the extended background source has a structure finer than a few arcmin as seen in Fig. 5. To minimize the uncertainty due to the selection of a background region, we obtained a background spectrum from the same sky region as the source region. We collected photons within $`2^{}`$ of XTE J1748$``$288 from no. 1 and 2, when the source was inactive and fainter than the detection limit, and used them as the background component. The intensity of the non X-ray background depends on the position in the FOV, and might cause a systematic error in the background estimation (Makishima et al. 1996). However, the position dependence is significant in the soft band below 1 keV, and did not affect the discussion following. After correction of the vignetting effect of the GIS, the resultant background was subtracted from the source spectrum of no. 4. The GIS spectrum of no. 4 are shown in Fig. 5. Even after these careful treatment, the background estimation might have a systematic uncertainity. The negative data points below 2 keV might be due to over-estimation of the background component.

We tried spectral fits of the GIS data with several spectral models. The statistics did not allow us to determine emission mechanism uniquely. The spectra are well expressed by an attenuated power-law model, an attenuated thin-thermal plasma emission (Mewe et al. 1985), and an attenuated blackbody model. The best-fit parameters of each model are shown in Table 2.

Although the goodness of the fits was already satisfactory, inclusion of a Gaussian line at iron K energy into the power-law model improved the fit. The parameters of the Gaussian model are shown in Table 3. Even after the inclusion of a Gaussian line at 6.9 keV into the fit model, the residuals of no. 3 still showed a feature which can be fitted with a line model at 5.9 keV (Kotani et al. 2000).

XTE J1748$``$288 was in the FOV of the SIS only in no. 4, but not in other observations. That made the background subtraction of the SIS difficult. Since the FOV of the SIS is not so large as that of the GIS, photons farther than $`4.5^{}`$ from the source in the CCD chip were used for the background estimation. Because the effective exposure time of no. 4 is only 20 ks, the statistics of the resultant background spectrum was not good. Spectral fits of the SIS were found to be consistent with those of the GIS.

## 4 Discussion

### 4.1 Temporal behavior

In the light curve, the ASCA no. 3 (MJD = 51062) is on the extrapolation line from ASM and BeppoSAX data. It is remarkable that the exponential decay with an $`e`$-folding time of $`1216`$ days lasted till no. 3 from the peak of the outburst, over 100 days and 4 orders of magnitude. This is one of the best examples of the steady exponential decay following an outburst shown by a black-hole candidate. On the other hand, the data point of no. 4 (MJD = 51082) is below the extrapolation line by one order of magnitude. There might be a transition from the exponential-decay phase to another phase, say, off-state phase, in the period between the two ASCA observations. In decaying phase of black-hole candidates, it is usual to observe a hump in the light curve or a relaxation of the time scale of decay. The sudden drop in the light curve of XTE J1748$``$288 is distinctive from the behaviors of such black-hole candidates.

The flux of no. 4 was inconsistent with the value of 10 mCrab obtained with RXTE (Revnivtsev et al. 2000). Spectral analysis with the RXTE is supposed to be difficult when the source is faint because of the many background sources in RXTE’s FOV. As Revnivtsev et al. suggested in their paper, the RXTE flux might be contaminated by nearby sources.

It was fortunate that the source had been monitored with ASCA five years before the discovery. Although the data of no. 1 and 2 provided only upper limits, they constrain the flux level of black-hole candidates before onset of activity. The mass-overflow instability model (e.g., Hameury et al. 1986) predicts a certain hard X-ray luminosity to trigger an outburst even in quiescent phase. Assuming a power-law spectrum with parameters same as no. 3 in Table 2 and a distance of 8 kpc, the upper limit of luminosity above 7 keV in no. 1 and 2 would be $`6.1\times 10^{33}`$ erg s-1 and $`3.2\times 10^{33}`$ erg s-1, respectively. Such a low luminosity level of hard X ray is difficult to trigger an outburst via the mass-overflow instability, unless the companion star is lighter than 0.4 M, according to the estimation by Mineshige et al. (1992). That favors the disk-instability scenario (e.g. Osaki 1996) rather than the mass-overflow-instability as the cause of the outburst of XTE J1748$``$288.

### 4.2 Emission mechanism

It is a difficult question to answer whether the iron line detected in no. 3 and 4 was intrinsic to XTE J1748$``$288, or that it was originated in the background Galactic ridge emission, even after the careful background subtraction described above. The negative flux below 2 keV of no. 4 suggests that the background component was slightly over-estimated, and thus the excess at the iron K energy was a significant real structure. We tried several background-subtraction methods other than given above, and recognized the iron line in all cases. On the other hand, the absence of any iron line in the BeppoSAX spectrum of XTE J1748$``$288 on 1998/08/26 casts a serious doubt, though the source was at off-center of the MECS, where the energy resolution is not the best (Sidoli et al. 1999). The possibility that the iron line was not related to XTE J1748$``$288 could not be rejected at this stage. The origin of the iron line shall be determined by a future observation with a mission of higher sensitivity and spatial resolution.

If the iron line was of XTE J1748$``$288 origin, the emission mechanism may be thin-thermal or fluorescent. A hot jet is of special interest among possible sources such as an illuminated accretion disk, optically thin advection disk, and accretion column. Physical parameters of the system may be determined from the iron line of a jet. If the line was Doppler-shifted Fe xxv K$`\alpha `$, the Doppler-shift parameter $`z`$ was determined as $`(1z)^1=1.012_{0.027}^{+0.025}`$. From the proper motion $`\mu =0.93\times (D/\text{8 kpc})`$ (Rupen & Hjellming 1998), the Lorentz factor $`\gamma `$ and inclination $`j`$ were estimated as $`1+0.41\times (D/\text{8 kpc})^2<\gamma <1+0.44\times (D/\text{8 kpc})^2`$ and $`1.9<\mathrm{tan}j<2.2`$, respectively. Considering that $`D`$ may be larger than 8 kpc, we constrained $`\beta `$ and $`j`$ as $`\beta >0.71`$ and $`j<72^{}`$. Kotani et al. (1996) modeled SS 433’s jet as a conical plasma flow cooling by radiation and expansion to explain ASCA data. We adopted the code for XTE J1748$``$288, and estimated the mass outflow rate. In the numerical calculation, the velocity and the inclination of the jet, and the distance to the source were set to $`\beta =0.73`$ $`j=64^{}`$, and $`D=8`$ kpc, respectively. Other input parameters were set to the same values as those of SS 433 (Kotani 1998) Assuming that the X-ray source is a hot jet, we estimated the mass outflow rate to be the order of $`10^5`$ M y-1 and $`10^6`$ M y-1 on no. 3 and 4, respectively. The mass outflow rate of no. 3 is comparable to that of SS 433 (Kotani 1998).

The ejected blob of XTE J1748$``$288 had been observed to brighten and decelerate to 0.23 $`\times (D/\text{8 kpc})`$ $`c`$ (Rupen & Hjellming 1998), probably crashing to circumstellar matter. The shock temperature of the blob decelerated from 0.93 $`c`$ to 0.23 $`c`$ would be $`100`$ MeV, if the blob consists of baryonic plasma. Such plasma might emit X ray via bremsstrahlung or synchrotron process. The spectrum would not have a line due to the high temperature. However, the temporal behavior of the X-ray luminosity of such plasma would be different from the observations. Plasma cooling via radiation or expansion will not show an exponential decay, but a power-law light curve. Thus the colliding blob was supposedly not the dominant X-ray source, i.e., the X rays from the blob had decayed quickly before no. 3, or it was faint. If plasma with a temperature of 100 MeV was cooled within 10 days due to radiation, the density must be larger than $`10^{11}`$ cm-3, a quite large value for a jet blob at the end. If the colliding blob was faint, the upper limit of the flux, $`2.2_{0.6}^{+0.8}\times 10^{12}`$, gives an upper limit of the density of the blob, $`\stackrel{<}{}10^3`$ cm-3, assuming a blob dimension of $`10^{16}`$ cm. That gives an upper limit of the ejected mass of $`10^{28}`$ g, or $`10^6`$ M.

As conclusion, the colliding jet blob was not the dominant X-ray source in observation no. 3, whether the line in Table 3 was related with XTE J1748$``$288 or not. The featureless spectrum may be explained in terms of hard power-law like emission seen in black hole candidates in low state. As for no. 4, the possibility of the emission from the colliding blob could not be rejected based on the temporal behavior. The X rays in no. 4 might be emitted from or contaminated by the blob.

## 5 Summary

The new Galactic jet source XTE J1748$``$288 was observed with ASCA four times, twice in the quiescent phase before the outburst, and twice 100 days after the onset of the outburst. The flux was below $`10^{13}`$ erg s-1 cm-2 in the quiescent phase, and $`4.6_{0.8}^{+1.0}\times 10^{11}`$ erg s-1 cm-2 and $`2.2_{0.6}^{+0.8}\times 10^{12}`$ on 09/06 and 09/26, respectively. The light curve decayed exponentially with an $`e`$-folding time of $`1216`$ days, over 100 days and 4 orders of magnitude. The temporal behavior suggested that the colliding jet blob was not the dominant X-ray source, at least on 1998/09/06. There was an indication of an iron line in the spectra after the careful background subtraction. A hot jet, an accretion column, or an accretion disk may account the X-ray emission. Assuming that the jet being ejected was the X-ray source, we constrained the velocity and the inclination of the jet as $`\beta >0.71`$ and $`j<72^{}`$, respectively. The upper limit of the flux would be constrained the ejected matter less than $`10^{28}`$ g.

The ASCA data were obtained in a TOO observation by courtesy of the ASCA Team, and in the Galactic plane survey program. The radio data were provided via the public archive of the Green Bank Interferometer, which is a facility of the National Science Foundation operated by the NRAO in support of NASA High Energy Astrophysics programs. TK is supported by the research associateship program of the National Research Council.

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# Observation of Direct Photons in Central 158 A GeV 208Pb+208Pb Collisions

## Abstract

A measurement of direct photon production in 208Pb+208Pb collisions at 158 A GeV has been carried out in the CERN WA98 experiment. The invariant yield of direct photons in central collisions is extracted as a function of transverse momentum in the interval $`0.5<p_T<4`$ GeV/c. A significant direct photon signal, compared to statistical and systematical errors, is seen at $`p_T>1.5`$ GeV/c. The results constitute the first observation of direct photons in ultrarelativistic heavy-ion collisions which could be significant for diagnosis of quark gluon plasma formation.

The observation of a new phase of strongly interacting matter, the quark gluon plasma (QGP), is one of the most important goals of current nuclear physics research. An extensive experimental program has been undertaken at the CERN SPS accelerator with Pb-ion beams of 158$`A`$GeV to search for and investigate the QGP. Several observations, such as suppression of the J/$`\psi `$ resonance  and the enhancement of strangeness , hint at an interesting new behavior of the matter produced in these collisions. While such observations imply a hot and dense initial phase with strong rescattering, consistent with the assumption that a quark gluon plasma was formed, a direct signature of the plasma and its properties is missing. It is therefore of great interest to search for photons emitted directly from the early hot phase of the relativistic heavy-ion collisions.

Photons (both real and virtual) were one of the earliest proposed signatures for QGP formation . Real photons are dominantly produced by scatterings of charged particles during the collision. Once produced, they interact with the surrounding matter only electromagnetically resulting in a long mean free path. They are therefore likely to escape from the system directly after production without further interaction, unlike hadrons. Thus, photons carry information on their emitting sources from throughout the entire collision history, including the initial hot and dense phase.

Following early estimates of photon emission rates , Kapusta et al.  made detailed comparisons of the emissivity of the QGP and a hadron gas as two contrasting scenarios. It was demonstrated that the thermal emission rates of a hadron gas and a QGP were very similar and dependent essentially only on the temperature $`T`$. This led the authors to conclude that direct photons are a good thermometer for strongly interacting matter, but would not in themselves allow to distinguish between the two scenarios.

Recently, it was shown by Aurenche et al.  that photon production rates in the QGP when calculated up to two loop diagrams, are considerably greater than the earlier lowest order estimates. A new higher order process of $`q\overline{q}`$ annihilation with rescattering was found to dominate the photon emission rate from quark matter at high photon energies. Following this result, Srivastava  has reinvestigated the predicted photon production in heavy-ion collisions and shown that at sufficiently high initial temperatures the photon yield from quark matter may significantly exceed the contribution from the hadronic matter to provide a direct probe of the quark matter phase.

A large number of measurements of prompt photon production at high transverse momentum ($`p_T>3\mathrm{GeV}/c`$) exist for proton-proton, proton-antiproton, and proton-nucleus collisions (see e.g. ). To a great extent, especially at higher $`\sqrt{s}`$, these data can be successfully described by perturbative QCD calculations and provide an important foundation from which to study photon production in nucleus-nucleus collisions. First attempts to observe direct photon production in ultrarelativistic heavy-ion collisions with oxygen and sulphur beams found no significant excess . The WA80 collaboration  provided the most interesting result with a $`p_T`$ dependent upper limit on the direct photon production in S+Au collisions at 200$`A`$GeV. This result was subsequently used by several authors to rule out a simple version of the hadron gas scenario  and has been interpreted to set an upper limit on the initial temperature of $`T_i=250\mathrm{MeV}`$ .

In this paper we report on the first observation of direct photon production in ultrarelativistic heavy-ion collisions. The results are from the CERN experiment WA98  which consists of large acceptance photon and hadron spectrometers. In addition, several other large acceptance devices allow to measure various global variables on an event-by-event basis for event characterization. Photons are measured with the WA98 lead-glass photon detector, LEDA, which consisted of 10,080 individual modules with photomultiplier readout. The detector was located at a distance of 21.5 m from the target and covered the pseudorapidity interval $`2.35<\eta <2.95`$ $`(y_{cm}=2.9)`$. The particle identification was supplemented by a charged particle veto detector in front of LEDA.

The results presented here were obtained from an analysis of the data taken with Pb beams in 1995 and 1996. The 20% most peripheral and the 10% most central reactions have been selected from the minimum bias cross section ($`\sigma _{min.bias}6300\mathrm{mb}`$) using the measured transverse energy $`E_T`$. In total, $`6.710^6`$ central and $`4.310^6`$ peripheral reactions have been analyzed.

The extraction of direct photons in the high multiplicity environment of heavy-ion collisions must be performed on a statistical basis by comparison of the measured inclusive photon spectra to the background expected from hadronic decays. Individual photons cannot be tagged as isolated direct photons in these reactions due to the high multiplicities. To obtain the direct photon spectrum the following steps are performed (for a detailed description of the detectors and the analysis procedure see ): First, the raw photon spectra are accumulated after application of the photon identification criteria (such as transverse shower size) to the showers observed in the LEDA. The raw photon spectra are then corrected for contamination by charged and neutral hadrons, for conversions, for the identification efficiency, and acceptance. The efficiency includes all effects of the detector response such as distortions by shower overlap, dead and bad modules, and energy resolution. Neutral pions are reconstructed via their $`\gamma \gamma `$ decay branch. Invariant mass spectra are accumulated for all photon pairs for each pair $`p_T`$ bin. The photon-pair combinatorial background is estimated by event-mixing and then subtracted from the real-pair spectra. The yield in the $`\pi ^0`$ mass peak is extracted to obtain the raw neutral pion $`p_T`$ spectra. These are then corrected for conversions, for the $`\pi ^0`$ identification efficiency, and for geometrical acceptance. In addition, $`\eta `$ mesons are extracted in a limited transverse momentum range with an analogous procedure.

The final measured inclusive photon spectra are then compared to the calculated background photon spectra to check for a possible photon excess beyond that from long-lived radiative decays. The background calculation is based on the measured $`\pi ^0`$ spectra and the measured $`\eta /\pi ^0`$-ratio. The spectral shapes of other hadrons having radiative decays are calculated assuming $`m_T`$-scaling  with yields relative to $`\pi ^0`$’s taken from the literature. It should be noted that the measured contribution (from $`\pi ^0`$ and $`\eta `$) amounts to $`97\%`$ of the total photon background.

Fig. 1 shows the fully corrected inclusive photon spectra for peripheral and central collisions. The spectra cover the $`p_T`$ range of $`0.34.0\mathrm{GeV}/c`$ (slightly less for peripheral collisions) and extend over six orders of magnitude. Fig. 1 also shows the distributions of neutral pions which extend over a similar momentum range with slightly larger statistical errors.

The ratio of measured photons to calculated background photons is displayed in Fig. 2 as a function of transverse momentum. The upper plot shows the ratio for peripheral collisions which is seen to be compatible with one, i.e. no indication of a direct photon excess is observed. The lower plot shows the same ratio for central collisions. It rises from a value of $`1`$ at low $`p_T`$ to exhibit an excess of about 20% at high $`p_T`$.

A careful study of possible systematical errors is crucial for the direct photon analysis. The various sources of systematical errors have been investigated and are summarized in Table I. The largest contributions are from the $`\gamma `$ and $`\pi ^0`$ identification efficiencies and the uncertainties related to the $`\eta `$ measurement. It should be emphasized that the inclusive photon and neutral meson (the basis for the background calculation) yields have been extracted from the same detector for exactly the same data sample. This decreases the sensitivity to many detector related errors and eliminates all errors associated with trigger bias or absolute yield normalization. The estimate of the systematical errors has been checked by performing the entire analysis with various photon selection criteria which change the efficiency and background corrections by factors of 2-3. The final results were verified to be consistent within the systematical errors for the different analysis cuts. Full details on the systematical error estimates are given in . The total $`p_T`$-dependent systematical errors are shown by the shaded regions in Fig. 2. A significant photon excess is clearly observed in central collisions for $`p_T>1.5\mathrm{GeV}/c`$.

The final invariant direct photon yield per central collision is presented in Fig. 3. The statistical and asymmetric systematical errors of Fig. 2 are added in quadrature to obtain the total upper and lower errors shown in Fig. 3. An additional $`p_T`$-dependent error is included to account for that portion of the uncertainty in the energy scale which cancels in the ratios. In the case that the lower error is less than zero a downward arrow is shown with the tail of the arrow indicating the 90% confidence level upper limit ($`\gamma _{Excess}+1.28\sigma _{Upper}`$).

No published prompt photon results exist for proton-induced reactions at the $`\sqrt{s}`$ of the present measurement. Instead, prompt photon yields for proton-induced reactions on fixed targets at 200 GeV are shown in Fig. 3 for comparison. Results are shown from FNAL experiment E704  for proton-proton reactions, and from FNAL experiment E629  and CERN SPS experiment NA3  for proton-carbon reactions. These results have been divided by the total pp inelastic cross section ($`\sigma _{int}=30`$ mb) and by the mass number of the target to obtain the invariant direct photon yield per nucleon-nucleon collision. They have then been multiplied by the calculated average number of nucleon-nucleon collisions (660) for the central Pb+Pb event selection for comparison with the present measurements. This scaling is estimated to have an uncertainty of less than 10%. The proton-induced results have also been scaled from $`\sqrt{s}=19.4`$ GeV to the lower $`\sqrt{s}=17.3`$ GeV of the present measurement under the assumption that $`Ed^3\sigma _\gamma /dp^3=f(x_T)/s^2`$, where $`x_T=2p_T/\sqrt{s}`$. The $`\sqrt{s}`$-scaling effectively reduces the $`19.4`$ GeV proton-induced results by about a factor of two. This comparison indicates that the observed direct photon production in central 208Pb+208Pb collisions has a shape similar to that expected for proton-induced reactions at the same $`\sqrt{s}`$ but a yield which is enhanced.

In summary, the first observation of direct photons in ultrarelativistic heavy-ion collisions has been presented. While peripheral Pb+Pb collisions exhibit no significant photon excess, the 10% most central reactions show a clear excess of direct photons in the range of $`p_T`$ greater than about $`1.5\mathrm{GeV}/c`$. The invariant direct photon multiplicity as a function of transverse momentum was presented for central 208Pb+208Pb collisions and compared to proton-induced results at similar incident energy. The comparison suggests excess direct photon production in central 208Pb+208Pb collisions beyond that expected from proton-induced reactions. The result suggests modification of the prompt photon production in nucleus-nucleus collisions, or additional contributions from pre-equilibrium or thermal photon emission. The result should provide a stringent test for different reaction scenarios, including those with quark gluon plasma formation, and may provide information on the initial temperature attained in these collisions.

We wish to express our gratitude to the CERN accelerator division for the excellent performance of the SPS accelerator complex. We acknowledge with appreciation the effort of all engineers, technicians and support staff who have participated in the construction of this experiment. This work was supported jointly by the German BMBF and DFG, the U.S. DOE, the Swedish NFR and FRN, the Dutch Stichting FOM, the Stiftung für Deutsch-Polnische Zusammenarbeit, the Grant Agency of the Czech Republic under contract No. 202/95/0217, the Department of Atomic Energy, the Department of Science and Technology, the Council of Scientific and Industrial Research and the University Grants Commission of the Government of India, the Indo-FRG Exchange Program, the PPE division of CERN, the Swiss National Fund, the INTAS under Contract INTAS-97-0158, ORISE, Grant-in-Aid for Scientific Research (Specially Promoted Research & International Scientific Research) of the Ministry of Education, Science and Culture, the University of Tsukuba Special Research Projects, and the JSPS Research Fellowships for Young Scientists. ORNL is managed by UT-Battelle, LLC, for the U.S. Department of Energy under contract DE-AC05-00OR22725. The MIT group has been supported by the US Dept. of Energy under the cooperative agreement DE-FC02-94ER40818.


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# Nonsteady Condensation and Evaporation Waves

## Figure Captions

Fig. 1. Propagation of the nonsteady condensation front with $`g=\sqrt{3}`$. This and other figures display results for a typical case with the initial densities before and behind the front $`\theta _0=1.2`$ and $`\theta _2=+2.7`$ (note that $`\theta _{}(g=\sqrt{3})=1.63`$). Profiles $`\theta (z)`$ are shown through time intervals $`\mathrm{\Delta }t`$, different in the upper and lower portions. An interval $`1<\theta <2.5`$, where nothing happens, is dropped. The bold arrows in the upper portion (and in Fig. 4) show velocities of the shuttling acoustic shock behind the front.

Fig. 2. (a) The difference between the density $`\stackrel{~}{\theta }`$, established ahead of the phase transition front after the passage of the acoustic precursor, and the critical density $`\theta _{}`$. (b) The velocities of the acoustic shock and condensation front for $`g^2=2.4,\mathrm{\hspace{0.17em}3.0}`$, and $`3.6`$. A small jump at $`t200`$ is due to hitting the front by the acoustic shock reflected from the right edge.

Fig. 3. Evolution of the nonsteady condensation front at $`g^2=3.6`$.

Fig. 4. The propagation of the antishock at $`g=\sqrt{3}`$ between two inelastic collisions with the condensation front: before (a) and after (b) elastic reflection from the right edge.