text:
# The Formation of Broad Line Clouds in the Accretion Shocks of Active Galactic Nuclei

## 1 INTRODUCTION

The spectra of many AGNs, including Seyfert galaxies and quasars, are distinguished by strong, broad emission lines, with a full width at half maximum intensity (FWHM) of $`5000\mathrm{km}\mathrm{s}^1`$, and a full width at zero intensity (FWZI) of $`20,000\mathrm{km}\mathrm{s}^1`$ (e.g., Peterson (1997)). From the observed strength of UV emission lines, we know that the temperature of the emitting plasma is on the order of a few times $`10^4\mathrm{K}`$ (e.g., Osterbrock (1989)), insufficient to produce the observed line widths via thermal (Doppler) broadening. Instead, bulk motions of the BLR gases appear to be responsible for the line broadening.

Because reverberation studies show a direct response of emission-line strengths to continuum variability (e.g., Clavel et al. (1991)), we know that the BLR gas must be photoionized by the continuum. The International AGN Watch consortium has carried out long-term optical and ultraviolet monitoring on a set of four Seyfert 1 galaxies: NGC 5548 (e.g., Korista et al. (1995); Peterson et al. (1999)), NGC 3783 (Reichert et al. (1994); Stirpe et al. (1994)), Fairall 9 (Rodríguez-Pascual et al. (1997); Santos-Lleó et al. (1997)), and NGC 7469 (Wanders et al. (1997); Collier et al. (1998)); and the broad line radio galaxy 3C 390.3 (Dietrich et al. (1998); O’Brien et al. (1998)). In all sources, it is observed that higher ionization lines respond faster than lower ionization lines. This would indicate that the former are found at smaller radii using a simple $`rc\tau _{delay}`$ argument. The response time for the same line varies by source, even when the luminosities are very similar, indicating that the simple $`r_{\mathrm{BLR}}L^{1/2}`$ rule alone does not determine the size of the BLR. Indeed, other factors, such as geometry, viewing angle, and spectral energy distribution (SED) may play equally important roles in determining its volume (e.g., Robinson (1995); Wandel (1997)).

What the reverberation studies do tell us, however, is that the size of the BLR ranges from a few to several hundred light days, with a radial dependence on ionization state and possibly other physical properties. It is also seen that the response delay within a given source tends to increase with increasing luminosity (Peterson et al. (1999)), consistent with the $`r_{\mathrm{BLR}}L^{\mathit{1}/\mathit{2}}`$ rule. The optical continuum displays little or no lag ($`\tau _{delay}2`$ days) in variability with respect to the ultraviolet continuum, and the amplitude of variations are typically weaker at longer wavelengths (Collier et al. (1998)).

The ionization parameter, $`Un_\gamma /n`$, which is the ratio of the number density of hydrogen ionizing photons $`n_\gamma `$ to the number density of hydrogen nuclei $`n`$, determines the physical state of the BLR plasma. In modeling the BLR with photoionization simulations, it is observed that a value of $`10^2<U<1`$ (e.g., Netzer (1990)) is required to reproduce the correct line strength and ionization state of the gas. Because of the radial structure of the BLR, it is likely that the density of emitting gas varies with radius, within the range $`10^8\mathrm{c}m^3n10^{11}\mathrm{cm}^3`$ (e.g., Peterson (1997)). However, Marziani et al. (1996) find that the BLR may extend to even higher densities ($`n_e10^{12.5}\mathrm{cm}^3`$). In addition, the BLR may contain a mixture of optically thick and thin gases. Optically thick gas must be present to account for the variability of the low ionization Mg II, Ly$`\alpha `$, and Balmer lines (e.g., Ferland et al. (1992)). Optically thin gas, on the other hand, may account for the Baldwin effect, a negative correlation between the ultraviolet emission-line equivalent width and continuum luminosity; and the Wamsteker-Colina effect, a negative correlation between C IV $`\lambda 1549`$/Ly$`\alpha `$ ratio and continuum luminosity (Shields, Ferland & Peterson (1995)). Green (1995), however, suggests that these effects are due to changes in the SED with luminosity. The set of other important observational constraints include (i) the absence of a deep Ly$`\alpha `$ absorption edge in AGN spectra indicates that the BLR gas must cover only a small fraction (5 - 25%) of the continuum source (e.g., Bottorff et al. (1997)), and (ii) the observed line strength to continuum ratio requires a small volume filling factor ($`10^7`$; Netzer (1990)).

The recent work in modeling (and observations of) the BLR suggests that the clouds are spread over a wide range of radii and may display a wide range of particle density, $`n_c`$, at each radius. The emission from each cloud can be determined largely from the ionization parameter $`U`$. An important result of this “locally optimally emitting cloud” model is that the predicted integrated spectrum from all clouds depends only weakly on the parameters, including the SED, column density of the clouds, and the cloud distribution as a function of radius (Baldwin (1997)). However, the spectrum does depend strongly on $`n_c`$ and on the elemental abundances. A consequence of the weak dependence on many of the input parameters is that several different models may be able to account for at least some of the observed spectra.

### 1.1 A Sample of Current Models

There are several models in the literature that account for the origin and nature of the BLR. For example, Emmering, Blandford, & Shlosman (1992) propose that the BLR is associated with magnetohydrodynamic winds originating in a dusty molecular accretion disk. Dense molecular clouds are loaded onto magnetic lines threading the disk and are centrifugally accelerated outward. Being exposed to the central continuum, these clouds are quickly photoionized and produce the observed emission lines. This model correctly “postdicts” both the observed shape and differential response time of the C IV $`\lambda 1549`$ line, with its mid-red wing portion responding fastest to continuum variations (Bottorff et al. (1997)).

In a different model, Murray et al. (1995) propose that the broad absorption lines (BALs) seen in $`10\%`$ of radio quiet QSOs are produced in outwardly flowing radiation- and gas-pressure driven winds rising from an accretion disk. These winds would also be partially responsible for the broad line emission. As this model requires shielding of the absorbing gas from soft X-rays, the absence of BALs in radio-loud quasars and Seyfert galaxies is explained by the fact that these objects are strong X-ray emitters (Murray & Chiang (1995)). Cassidy & Raine (1996) present a similar model in which BLR clouds form as the result of the interaction of an outflowing wind with the surface of an accretion disk.

Alexander & Netzer (1994) propose that the AGN broad-line emission originates in the winds or envelopes of bloated stars in the nuclear environment. They obtain good agreement with the line ratios and response features seen in AGNs, but they encounter some difficulty in reproducing the broad line wings (Alexander & Netzer (1997)).

Finally, Perry & Dyson (1985) propose that the BLR clouds are formed as the result of a cooling instability that occurs when an outflowing wind from the black hole encounters an “astrophysical obstacle” and is shocked. Rapid cooling in the shocked gas causes the plasma to clump into clouds, and the observed line widths are then due to cloud acceleration along the shocks.

### 1.2 The Analogy with the Galacic Center

In this paper, we will take the approach that it may be worthwhile in formulating a model for the BLR to seek guidance from the galactic nucleus we know best—that of our own Galaxy. The evidence for the presence of a supermassive black hole, coincident with the radio source Sgr A\* at the Galactic Center, is now the most compelling of any such systems (for a recent review dealing mostly with the observational characteristics of this region, see Mezger, Duschl & Zylka 1996; for a summary of the theoretical status concerning Sgr A\*, see Melia 1998). The motions of stars within 1 pc of Sgr A\* seem to require a central dark mass of $`(2.61\pm 0.35)\times 10^6M_{}`$ (Genzel et al. 1997; Ghez et al. 1998), in good agreement with earlier ionized gas kinematics and velocity dispersion measurements.

Our proximity to the Galactic Center provides us with the rather unique opportunity of examining the gas dynamics surrounding such a massive point-like object with unprecedented detail. Combined with multi-dimensional hydrodynamical simulations, this extensive body of multi-wavelength data is opening our view into the complex patterns of plasma-plasma and plasma-stellar interactions. It is likely that many of Sgr A\*’s characteristics are associated with the liberation of gravitational energy as gas from the ambient medium falls into a central potential well (Melia 1994; Ruffert & Melia 1994). There is ample observational evidence in this region for the existence of rather strong winds in and around Sgr A\* itself (from which the latter is accreting), e.g., the cluster of mass-losing, blue, luminous stars comprising the IRS 16 assemblage located within several arcseconds from the nucleus. Measurements of high outflow velocities associated with IR sources in Sgr A West (Krabbe et al. 1991) and in IRS 16 (Geballe et al. 1991), the $`H_2`$ emission in the circumnuclear disk (CND) from molecular gas being shocked by a nuclear mass outflow (Genzel et al. 1996; but see Jackson et al. 1993 for the potential importance of UV photodissociation in promoting this $`H_2`$ emission), broad Br$`\alpha `$, Br$`\gamma `$ and He I emission lines from the vicinity of IRS 16 (Hall et al. 1982; Allen et al. 1990), and radio continuum observations of IRS 7 (Yusef-Zadeh & Melia 1992), provide clear evidence of a hypersonic wind, with a velocity $`v_w5001000`$ km s-1, a number density $`n_w10^{34}`$ cm-3, and a total mass loss rate $`\dot{M}_w34\times 10^3M_{}\mathrm{y}r^1`$, pervading the inner parsec of the Galaxy.

In recent years, several studies have addressed the question of what the physical state of this gas is likely to be as it descends into the deepening gravitational potential well of the massive black hole. In the classical Bondi-Hoyle (BH) scenario (Bondi & Hoyle 1944), the mass accretion rate for a uniform hypersonic flow is $`\dot{M}=\pi R_{A}^{}{}_{}{}^{2}m_Hn_wv_w`$, in terms of the accretion radius $`R_A2GM/v_{w}^{}{}_{}{}^{2}`$. With the conditions at the Galactic Center (see above), we would therefore expect an accretion rate $`\dot{M}10^{22}\mathrm{g}\mathrm{s}^1`$ onto the black hole, with a capture radius $`R_A0.02\mathrm{pc}`$.

In reality the flow past the supermassive black hole is not likely to be uniform, so this value of $`\dot{M}`$ may be greatly underestimated. For example, one might expect many shocks to form as a result of wind-wind collisions within the cluster of wind producing stars, even before the plasma reaches $`R_A`$. With this consequent loss of bulk kinetic energy, it would not be surprising to see the black hole accrete at an even larger rate than in the uniform case. The implications for the gas dynamics in the region surrounding the black hole are significant. Coker & Melia (1997) have undertaken the task of simulating the BH accretion from the spherical winds of a distribution of 10 individual point sources located at an average distance of a few $`R_A`$ from the central object. The results of these simulations show that the accretion rate depends not only on the distance of the mass-losing star cluster from the accretor but also on the relative spatial distribution of the sources.

These calculations indicate that to fully appreciate the morphology of the gaseous environment surrounding the accretor, one must pay particular attention to the spatial distribution of specific angular momentum $`l`$ in the accreting gas. Written as $`l\lambda cR_S`$, where $`R_S2GM/c^2`$ is the Schwarzschild radius, the accreted $`\lambda `$ can vary by $`50\%`$ over $`\stackrel{<}{}200`$ years with an average equilibrium value of $`1050`$ for the conditions in the Galactic Center. This is interesting in view of the fact that earlier simulations based on a uniform flow—the “classic” Bondi-Hoyle accretion, producing a bow shock—resulted in $`\lambda 320`$. It appears that even with a large amount of angular momentum present in the wind, relatively little specific angular momentum is actually accreted. This is understandable since clumps of gas with a high specific angular momentum do not penetrate to within $`1R_A`$. The variability in the sign of the components of $`\lambda `$ suggests that if an accretion disk forms at all, it dissolves and reforms (perhaps) with a different sense of spin on a time scale of $`100`$ years (Coker & Melia (1997)).

The fact that AGNs are significantly more gas rich and display a more powerful array of phenomena than the Galactic Center could mean that these ideas derived from the latter may not be valid in the case of the former. But one area where this type of gas morphology would certainly have a significant impact is in the structure and nature of the BLR. Our intention in this paper is therefore to frame our investigation of the BLR in AGNs with the conditions (i.e., clumping, distribution in specific angular momentum $`\lambda `$, density and temperature) we now believe to be prevalent in the Galactic nucleus, though scaled accordingly.

## 2 OVERVIEW OF THE MODEL

### 2.1 An Accretion Shock Scenario for the Production of BLR Clouds

We suggest that many of the observed properties of the BLR can be explained by a simple picture of cloud production within the accretion shocks surrounding the central black hole. For this, we shall adopt several of the ideas introduced in Perry & Dyson (1985, hereafter PD85) for the formation of clouds from cooling instabilities in these regions. In their model, a hypersonic, outflowing wind is incident upon a supernova remnant or other astrophysical obstacles, causing bow shocks to form around them. The shocked gas is compressed and heated, and is brought out of thermal equilibrium with the radiation field.

The equilibrium temperature $`T_{eq}`$ of a gas whose heating/cooling is dominated by radiative processes is determined by another ionization parameter (Krolik, McKee, & Tarter (1981))

$$\mathrm{\Xi }\frac{F_{ion}}{nkTc},$$
(1)
where $`F_{ion}`$ is the ionizing flux between 1 and $`10^3`$ ryd; then, $`T_{eq}=T_{eq}(\mathrm{\Xi })`$. Because the shock temperature $`T_sT_{eq}`$, the shocked gas will rapidly cool via inverse-Compton and bremsstrahlung processes. If the cooling time is shorter than the dynamical time for the gas to flow along the shock, the cooled gas will clump and form clouds, which then stream along and behind the shock.

An important parameter in determining $`T_{eq}`$ is the Compton temperature $`T_C`$, at which Compton heating and cooling processes balance (e.g., Krolik, McKee, & Tarter (1981); Guilbert (1986)). The Compton temperature is highly sensitive to the shape of the continuum, particularly at high (X-ray and gamma ray) energies; typical AGN spectra have $`T_70.015`$ (Mathews & Ferland (1987)), where $`T_7T_C/(10^7\mathrm{K})`$ . For these high values of $`T_C`$, we can state a couple of generalities about $`T_{eq}`$: if $`\mathrm{\Xi }1`$, Compton processes dominate, and $`T_{eq}T_C`$; if $`\mathrm{\Xi }1`$, collisional (bremsstrahlung) and recombination-line cooling dominate, and $`T_{eq}13\times 10^4`$ K.

In our picture, we assume that gravitation dominates over the outward radiation pressure within the BLR (either because the outward radiation field is sub-Eddington, or because the radiative emission is anisotropic), allowing a hypersonic, accreting wind to feed the central black hole. In the AGN context, we re-examine the PD85 result for stellar wind bow shocks, and extend the idea of “astrophysical obstacles” to include Bondi-Hoyle accretion shocks and density perturbations due to wind-wind collisions and turbulence in the accretion flow. As discussed above, this is motivated by the recent simulations of the highly variable gas flows at the Galactic Center.

### 2.2 Model Parameters

Our model requires the specification of several parameters, including the density, velocity, and temperature profiles of the accreting wind as functions of radius, as well as the intensity and Compton temperature of the continuum. In order to keep our arguments general, we choose to model the wind flow using simple dimensional requirements. We adopt the view that the accreting gas circularizes before it reaches the event horizon, thereby forming a disk at small radii. The existence of an accretion disk in AGNs is inferred from, e.g., the axisymmetry observed in many sources (Brotherton (1996); Glenn, Schmidt, & Foltz (1994)). Again writing the specific angular momentum as $`l\lambda cR_S`$, it is easy to show that the circularization radius is

$$r_{circ}=2\lambda ^2R_S.$$
(2)
If the central object dominates the gravitational potential, then the characteristic wind velocity scales as the free-fall velocity, $`v_w(r)v_{ff}=\sqrt{2GM/r}`$. Due to mass conservation (which in the outer region gives $`\dot{M}=4\pi r^2n_wv_w`$) and assuming that the bolometric luminosity is related to the mass accretion rate by

$$L_{bol}=ϵ\dot{M}c^2,$$
(3)
where $`ϵ<1`$ is the accretion efficiency, the wind density can be expressed as

$$n_w(r)=\frac{L_{bol}}{4\pi \sqrt{2GM}ϵm_Hc^2r^{3/2}}.$$
(4)
The temperature $`T_w`$ of the gas undergoing steady, spherical infall is described by the Equation (Mathews & Ferland (1987))

$$\frac{dT_w}{dr}=\frac{T_w}{r}+\frac{F_c(T_w)}{v_w},$$
(5)
which we use as an approximation for our non-steady flow. In Equation (5), the first term represents compressional heating and the second term is due to radiative heating/cooling, for which $`F_c(T)`$ is the cooling function of the gas (c.f., Eq. (A2) in the Appendix). As we are mainly concerned with establishing a *minimum* temperature of the flow, we have neglected the effects of viscosity, shocks, and the dissipation of magnetic energy, all of which may raise the value of $`T_w`$.

In a recent study, Wandel, Peterson and Malkan (1999) used reverberation data to infer central masses of $`M_80.024`$ (where $`M_8M/(10^8M_{})`$) for a sample of 17 Seyfert 1 galaxies and 2 quasars. They also determined a mass – monochromatic luminosity relation of $`L(5100\mathrm{\AA })10^{44}M_8^{1.25}\mathrm{erg}\mathrm{s}^1`$ for these objects. Setting $`L_{bol}=f_{bol}L(5100\mathrm{\AA })`$ for the monochromatic – bolometric luminosity relation, with $`f_{bol}=10`$ consistent with the findings of Bechtold et al. (1987), we obtain

$$L_{bol}=10^{45}M_8^{1.25}\mathrm{erg}\mathrm{s}^1.$$
(6)
For the ionizing luminosity, we set $`L_{ion}=f_{ion}L(5100\mathrm{\AA })`$, where $`f_{ion}=2.5`$ has been chosen as a fiducial value. Under these assumptions, the only free parameters in the model are $`M`$, $`ϵ`$, $`T_C`$, and $`\lambda `$.

### 2.3 Optical Depth of the Flow

The observed absence of the Fe K-shell edge in most AGN spectra indicates that the inter-cloud medium must be optically thin to X-radiation (e.g., Mathews & Ferland (1987)). This limit is written as $`\tau _K<1`$, where

$$\tau _K=_{r_{circ}}^{\mathrm{}}\delta _{Fe}\sigma _Kn_w(r)𝑑r$$
(7)
is the Fe K-shell optical depth, $`\sigma _K=2.3\times 10^{20}\mathrm{cm}^2`$ is the total K-shell cross section (e.g., Morrison & McCammon (1983)), and $`\delta _{Fe}`$ is the elemental abundance of iron. Assuming that $`\delta _{Fe}=3.3\times 10^5`$ (corresponding to the local ISM value; Dalgarno & Layzer (1987)) and that all Fe ions in the flow retain at least two electrons (a conservative estimate given the likely high temperature of the gas), then the condition for the flow to remain optically thin to X-radiation is

$$\lambda \frac{0.03M_8^{0.25}}{ϵ}.$$
(8)
This follows from the use of Equations (3), (4), (6) and (7), with the appropriate definition of $`r_{circ}`$ in Equation (2). It is clear that this condition is met for reasonable values of $`ϵ`$ and $`\lambda `$ (c.f., Sec. 1.2). Because $`\delta _{Fe}\sigma _K\sigma _T`$, the flow will then also be optically thin to Compton scattering.

### 2.4 Cloud Formation

In order for clouds to form, the cooling time, $`t_{cool}`$, of the shocked gas must be less than the dynamical time, $`t_{dyn}`$, for the gas to be transported through the shock region; i.e., $`t_{cool}<t_{dyn}`$. The cooling time can be calculated numerically (c.f. Eq. A1 of the Appendix) if the initial temperature of the shocked gas is known. Assuming that the shock converts the ordered velocity of the flow into random (thermal) motions, the initial temperature should be $`T_sm_H\mathrm{\Delta }(v^2)/3k`$, where $`\mathrm{\Delta }(v^2)`$ is the change in the square of the velocity across the shock.

We assume that the pre-shock conditions are those of the wind; i.e., $`n_w`$ and $`v_w`$ are used as the pre-shock density and velocity, respectively. At a strong shock, we have

$$v_s^{(n)}=v_w^{(n)}/4,v_s^{(t)}=v_w^{(t)},n_sv_s^{(n)}=n_wv_w^{(n)},$$
(9)
where the superscripts $`(n)`$ and $`(t)`$ refer to the normal and tangential velocity components, respectively, relative to the shock front and $`v_s`$ is the velocity of the shocked gas. In bow shocks, most of the kinetic energy of the incident flow is dissipated, so $`\mathrm{\Delta }(v^2)v_w^2`$. For shocks between obliquely incident gas flows, it is the component of the wind velocity normal to the shock that is converted into thermal energy, so $`\mathrm{\Delta }(v^2)v_w^{(n)\mathrm{\hspace{0.17em}2}}`$.

### 2.5 Physical Properties of the Cooled Gas

As the shocked gas cools, it clumps to form clouds. Their physical characteristics, such as the number density $`n_c`$, the ionization parameter $`U`$, and the column depth $`N_H`$ through each clump, all contribute to a determination of the line emissivity using photoionization codes such as CLOUDY (Ferland (1996)). Assuming isobaric cooling occurs, the density of the cooled gas is

$$n_c=\left(\frac{T_s}{T_{eq}}\right)n_s.$$
(10)
The ionization parameter, $`U`$, is then determined directly from the luminous ionizing flux, the SED, and $`n_c`$. Finally, the column density of a cloud is given by $`N_Hn_cl_c`$, where $`l_c`$ is the cloud size.

In the PD85 model, the maximum cloud size is set by the coherence length, $`l_{coherence}t_{cool}c_s`$, where $`c_s`$ is the sound speed in the shocked gas. If the cooling is isobaric and steady, $`l_c=\left(T_{eq}/T_s\right)^{1/3}l_{coherence}`$. It seems that this model is overly optimistic, however, as turbulent mixing is likely to be very important in any shock. Random motions of the turbulent fluid will disrupt coherence within the cooling gas; the maximum cloud size is then dictated by the smallest scale at which turbulence persists. Unfortunately, this scale is not specified by our simple model, so $`N_H`$ remains relatively undetermined.

### 2.6 Cloud Confinement

Krolik, McKee, & Tartar (1981) first proposed the co-existence of cool, dense clouds (the source of the broad emission lines) confined by a hot, rarefied medium. They showed that it was possible, under the right spectral conditions, to have the two phases in pressure equilibrium (i.e., to have the same value of $`\mathrm{\Xi }`$) and yet have vastly different temperatures. Unfortunately, two stable states can only co-exist in very hard AGN spectra, with $`T_C10^8`$ K. Most AGN spectra are much softer than this, effectively ruling out the two-phase pressure equilibrium condition (Fabian et al. (1986)). Dense clouds emerging from the high-pressure shock environment will rapidly expand into the ambient flow at their sound speed (e.g., Reynolds & Fabian (1995)). Therefore, unless some other confinement mechanism is introduced, such as a magnetic field (e.g., Emmering, Blandford, & Shlosman (1992)), the clouds produced within a shock are likely to survive only within the shock itself. As a result, the cloud motions are dictated by the shock motions, which are in turn dictated by the wind flow.

## 3 RESULTS

The condition for cooling, i.e., $`t_{cool}<t_{dyn}`$, sets a minimum length scale for the shock region. Shocked gas in regions smaller than this size will simply flow out of the region before it has time to cool. From the discussion in Sec. 2.4, we note that the dynamical time can be expressed as $`t_{dyn}d_s/v_s^{(n)}`$, where $`d_s`$ is the size of the shock region. Our requirement for the minimum shock size is therefore

$$d_s>v_s^{(n)}t_{cool}.$$
(11)
In Figures 1 and 2, we plot the minimum value of $`d_s`$ for a range of values in the parameters $`M`$, $`ϵ`$, and $`T_C`$. We have here set $`v_s^{(n)}=v_w/4`$, an upper limit that occurs when the colliding winds are incident normally. Our $`d_s^{(min)}`$ estimates are therefore rather conservative; for obliquely incident winds, smaller shock regions may suffice. It is reasonable to assume that shocks are possible sites for cloud formation only if $`d_s^{(min)}r`$.

Figure 1 illustrates the effect of varying the central mass $`M`$ (left) and accretion efficiency $`ϵ`$ (right). Increasing $`M`$ has the effect of decreasing $`d_s^{(min)}`$ at any given radius, thereby extending the plausible cloud production region to larger radii. This is because both the luminosity (via Eq. 6) and wind density (via Eq. 3) increase with $`M`$. With Compton cooling being proportional to the luminosity, and bremsstrahlung cooling (per particle) being proportional to the density (c.f. Eq. A2), the value of $`t_{cool}`$ becomes smaller. Decreasing the value of $`ϵ`$ also decreases $`t_{cool}`$; smaller values of $`ϵ`$ mean higher values of $`n_w`$ for any given luminosity (Eq. 3), thereby enhancing the bremsstrahlung cooling rate.

Figure 2 shows the effect of varying the Compton equilibrium temperature $`T_C`$. Plotted are the $`d_s^{(min)}`$ curves for $`T_7=0.1`$ and $`1`$ with fixed $`M`$ and $`ϵ`$. There is no great difference between the cooling times, with the cooling occuring slightly faster in the case of the softer continuum spectrum. Note that cooling to $`T10^4`$ K does *not* occur for $`T_7=10`$. When the temperature of the cooling gas drops below $`T_C`$, the Compton heating/cooling term in Eq. (A2) changes sign; in order for cooling to continue, the bremsstrahlung term must dominate at $`TT_C`$. In the high $`T_C`$ case, the gas has not cooled sufficiently for the (density-dependent) bremsstahlung term to dominate, so the gas simply equilibrates at $`T_{eq}T_C`$.

In Figure 3, we plot the density of the cooled (cloud) gas for a range of parameter values. Note that the gas displays the range in densities over radii inferred for the BLR. We find that the density at any given radius increases with $`M`$, but is insensitive to the values of $`ϵ`$ and $`T_C`$. Note also that the density increases with decreasing $`r`$; this is consistent with the results of modeling the BLR using photoionization codes (e.g., Kaspi & Netzer (1999)).

## 4 MODELS OF SHOCK-FORMED CLOUDS

### 4.1 Stellar Wind Bow Shock Model

We next study a sample of shock producing mechanisms with the goal of determining plausible shock sites for cloud production. Let us begin by first considering the PD85 model, but now with an inflow (due to the accretion of ambient gas onto the central engine) to act as the agent of interaction with the winds from stars embedded within (although not co-moving with) this plasma; this is in contrast with the outflow assumed by these authors. In this picture, broad line clouds are produced within the bow shocks surrounding the stellar wind sources.

In this case, the size of the shock is determined by the stand-off distance (Perry & Dyson (1985)), which gives

$$d_s^{(sw)}3.1\times 10^{29}\left(\frac{\dot{E}_{36}}{n_wv_w^2v_o}\right)^{1/2}[\mathrm{cm}],$$
(12)
where $`\dot{E}_{36}`$ is the kinetic energy outflow rate in the stellar wind in units of $`10^{36}\mathrm{erg}\mathrm{s}^1`$ and $`v_o`$ is the outflow velocity.

In Figure 4, we plot $`d_s^{(sw)}/d_s^{(min)}`$ using the fiducial values $`v_o2,000\mathrm{km}\mathrm{s}^1`$ and $`\dot{E}_{36}100`$, typical for W-R stars (although these are probably upper limits for a typical stellar population). It can be seen that the size of these shocks is probably too small for these to be viable sites for cloud production via radiative cooling, thus confirming the PD85 result.

### 4.2 Bondi-Hoyle Accretion Shock Model

In the Bondi-Hoyle accretion process, a bow shock forms around the black hole when it accretes from a rather uniform, laminar flow. The length scale of the shock is roughly the accretion radius itself, i.e., $`d_s^{(BH)}(0.11)R_A(0.11)r`$ (see Sec. 1.2). We have already seen in Figs. (1) and (2) that the requirement $`d_s^{(min)}<r`$ can be met for a wide variety of parameters over the range of relevant radii. Therefore, Bondi-Hoyle shocks around the central mass concentration are plausible sites for cloud production.

However, it should be noted that $`R_A`$ is unlikely to remain the only relevant scale as a Bondi-Hoyle shock is likely to break up into smaller scale shocks in a realistic (unsteady) flow. This would have the effect of reducing $`t_{dyn}`$. Production of BLR clouds by this mechanism is therefore dependent on the stability of the large scale shock structure.

An important signature of the highly ordered flow around a Bondi-Hoyle shock would be a rather narrow line emission profile whose overall redshift is dependent on viewing angle. This is because the clouds flowing along a shock have roughly parallel velocities. In addition, the Bondi-Hoyle shock does not provide a sufficiently broad distribution of cloud properties inferred for an extended BLR. It is therefore unlikely that a single Bondi-Hoyle accretion shock could produce the broad line profiles seen in AGN spectra.

### 4.3 Wind Collision and Turbulent Accretion Shock Model

The final source of BLR clouds we consider here is shocks produced by large-scale wind collisions and turbulence within the overall flow. The motivation for this is that realistic 3D simulations of the accretion onto a massive nucleus from a distribution of wind sources (Coker & Melia 1997) indicate that a single Bondi-Hoyle bow shock is difficult to form or maitain. Instead, the stellar wind-wind collisions produce an array of shock segments and a consequent turbulent inflow towards the black hole. In this picture, clouds are produced continually throughout the extended BLR, so we avoid the problem of having to confine long-lived clouds; instead clouds that evaporate upon leaving the shock region are continually replaced by newly formed clouds at other locations within the inflow.

The shock regions must be large to allow cooling to occur (c.f., Figs. 1 and 2), but these are readily obtainable for a realistic flow. Because the shocks, and therefore the clouds themselves, are embedded within the overall accretion pattern, the velocity of the clouds is roughly equal to that of the captured wind; i.e., $`v_cv_w`$. Clouds that move at nontrivial velocities relative to the surrounding medium are subjected to disruption via Rayleigh-Taylor instabilities (Mathews & Ferland (1987)). The winds, and therefore the clouds, display a $`v(r)r^{1/2}`$ velocity field fully consistent with, e.g., the Peterson & Wandel (1999) conclusion that the BLR velocity fields in NGC 5548 mimic Keplerian motions about a single central mass. Assuming that a large number of shocks exist at different locations within the flow, it should be possible to reproduce the observed line profiles. We have found it quite straightforward to do this within the context of this model. However, since the actual profile depends on the number and location of the shocks, which are not known *a priori*, an actual fitting such as this is not yet warranted.

## 5 CONCLUSIONS

In this paper, we have considered a broad range of possible gas configurations in a wind accreting onto the central black hole, with physical conditions that may produce BLR clouds via cooling instabilities within shocks. We note that in order to reproduce the observed line shape in actual sources, the BLR clouds cannot all be produced within a single outer region such as a Bondi-Hoyle shock, since this does not account for the required range in cloud properties at smaller radii. Instead, we have found that the best scenario involves local cloud production throughout the overall accretion flow. We conclude that a viable model for the formation of the BLR is one in which ambient gas surrounding the black hole (e.g., from stellar winds) is captured gravitationally and begins its infall with a (specific angular momentum) $`\lambda `$ representative of a flow produced by many wind-wind collisions and turbulence rather than a smooth Bondi-Hoyle bow shock. In this process, the gas eventually circularizes at $`r_{circ}2\lambda ^2R_S`$, but by that time all of the BLR clouds have been produced, since at that radius the gas presumably settles onto a planar disk. As such, this picture is distinctly different from models in which the clouds are produced within a disk and are then accelerated outwards by such means as radiation pressure or magnetic stresses.

We note that these results are consistent with current reverberation studies. In our model, the inner radius of the BLR is determined by the circularization radius. Our model predicts that $`r_{circ}2\lambda _{10}^2M_8`$ lt.-days, where $`\lambda _{10}\lambda /10`$, which is consistent with the inferred inner BLR radius of a few light days. This scenario is also consistent with the differential line response seen in most sources (e.g., Korista et al. (1995)), with the blue and red wings responding fastest to continuum changes before the central peak. Our picture of the BLR has the broad wings formed by rapidly moving gas at small radii and the central peak formed by slower moving gas at larger radii.

Finally, we consider the argument that broad line emission cannot be produced by discrete clouds (Arav et al. (1998)). This reasoning is based on the assumption that each cloud has a fixed set of parameters, such as density, thickness, velocity, etc. In our model, with the clouds continually forming in regions of high turbulence, *each* cloud region can display a wide range of properties. Therefore, we suggest that the cross-correlations that appear with fixed cloud properties would vanish. Given the viability of this picture, it now remains to be seen whether the vast array of BLR phenomena observed in sources ranging from Seyferts to high redshift quasars can be self-consistently accounted for with this single description. This is work in progress and the results will be reported elsewhere.

## 6 ACKNOWLEDGEMENTS

The authors would like to thank Amri Wandel for his helpful review. This work was supported by an NSF Graduate Fellowship at the University of Arizona, by a Sir Thomas Lyle Fellowship and a Miegunyah Fellowship for distinguished overseas visitors at the University of Melbourne, and by NASA grant NAG58239.

## Appendix A Calculation of the Cooling Time Scale

Following Krolik, McKee, & Tartar (1981) and Perry & Dyson (1985), we calculate the cooling time scale for a shocked gas to cool from an initial temperature, $`T_i`$, to the equilibrium temperature, $`T_f`$, using the expression

$$t_{cool}=_{T_f}^{T_i}\frac{dT}{F_c(T)},$$
(A1)
where $`F_c(T)`$ is the net cooling rate. From Matthews & Ferland (1987), we have that

$$F_c(T)=\frac{4\sigma _T}{3m_ec^2}\frac{L_{bol}}{4\pi r^2}(TT_C)+\frac{n\lambda _BT^{1/2}}{3k}.$$
(A2)
The first term is due to Compton heating/cooling processes, and the second term is due to bremsstrahlung (free-free) emission.

Equation (A2) is valid for $`T10^5\mathrm{K}`$. Below this temperature, collisional and radiative transitions in the plasma cause very rapid cooling. Therefore, $`T_f=10^5\mathrm{K}`$ is taken as the lower limit of integration for the cooling processes described in this paper.


format: text

text:
# On the Growth of the Number of Hyperbolic Gravitational Instantons with respect to Volume

## 1. Introduction

One of the standard models of the quantum origin of the universe begins with a real tunneling geometry consisting of a compact, connected, oriented, Riemannian 4-manifold $`M_R`$ and a Lorentzian 4-manifold $`M_L`$ joined across a totally geodesic spacelike hypersurface $`\mathrm{\Sigma }`$ which serves as an initial Cauchy surface for the Lorentzian spacetime $`M_L`$. Given this setup one may pass to the double $`2M_R=M_R^+M_R^{}`$ by joining two copies of $`M_R`$ across $`\mathrm{\Sigma }`$. This is a closed, connected, oriented, Riemannian 4-manifold $`M=2M_R`$ with a reflective isometry that fixes the totally geodesic submanifold $`\mathrm{\Sigma }`$ and interchanges the two portions $`M_R^\pm `$. If $`M`$ is an Einstein manifold (constant Ricci curvature), then we call $`M`$ a gravitational instanton. If $`M`$ has constant negative sectional curvature equal to $`1`$, then we call $`M`$ a hyperbolic gravitational instanton. As a reference for the theory of real tunneling geometries, see the paper by Gibbons and Hartle  and the papers by Gibbons , .

In our paper , we constructed an example of a hyperbolic gravitational instanton with a connected initial hypersurface $`\mathrm{\Sigma }`$. In this paper, we show that the number of hyperbolic gravitational instantons, with initial hypersurface $`\mathrm{\Sigma }`$, grows superexponentially with respect to volume. This implies that the Hartle-Hawking wave function for the universe is infinitely peaked at the hyperbolic 3-manifold $`\mathrm{\Sigma }`$. In , Carlip showed that the $`(2+1)`$-dimensional Hartle-Hawking wave function is infinitely peaked at a certain hyperbolic 2-manifold. The results of our paper answer Carlip’s question in  as to whether such results can be extended to $`3+1`$ dimensions.

## 2. Implications of superexponential growth

In the Hartle-Hawking approach to quantum gravity , the wave function of the universe, in the absence of matter, is specified by a sum-over-histories of the form

$$\mathrm{\Psi }[\mathrm{\Sigma },h]=\underset{M}{}\mathrm{exp}(I[M,g])𝑑g$$

where $`\mathrm{\Sigma }`$ is a closed orientable 3-manifold with Riemannian metric $`h`$, the sum is taken over all compact smooth 4-manifolds $`M`$ with $`M=\mathrm{\Sigma }`$, the integral is integrated over all Riemannian metrics $`g`$ on $`M`$ such that the Riemannian manifold $`(\mathrm{\Sigma },h)`$ is the boundary of $`(M,g)`$. Here $`I[M,g]`$ is the Euclidean action for the Riemannian manifold $`(M,g)`$, including a cosmological constant $`\mathrm{\Lambda }`$, given by

$$I[M,g]=\frac{1}{16\pi }_M(R[g]2\mathrm{\Lambda })\sqrt{g}d^4x\frac{1}{8\pi }_\mathrm{\Sigma }K[h]\sqrt{h}d^3x$$

where $`R[g]`$ is the scalar curvature of $`g`$ and $`K[h]`$ is the trace of the extrinsic curvature of $`(\mathrm{\Sigma },h)`$ in $`(M,g)`$. The sum $`\mathrm{\Psi }[\mathrm{\Sigma },h]`$ gives the amplitude for $`(\mathrm{\Sigma },h)`$ to be the spatial geometry of the universe at the beginning of time.

A local extremum of the action $`I[M,g]`$ is an Einstein 4-manifold $`(M,g)`$, with Ricci tensor $`R_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }`$, such that $`\mathrm{\Sigma }=M`$ is totally geodesic, see Carlip . The double of a connected, orientable, Einstein 4-manifold, with a totally geodesic boundary, is a gravitational instanton. Therefore gravitational instantons correspond to local extrema of the Hartle-Hawking wave function.

The Hartle-Hawking wave function $`\mathrm{\Psi }`$ is evaluated perturbatively by expanding around its local extrema in a saddle-point approximation

$$\mathrm{\Psi }[\mathrm{\Sigma },h]\underset{(M,g)}{}\mathrm{\Delta }[M,g]\mathrm{exp}(I[M,g])$$

where the sum is over all Einstein 4-manifolds $`(M,g)`$ with totally geodesic boundary $`M=\mathrm{\Sigma }`$. The prefactor $`\mathrm{\Delta }[M,g]`$ is a combination of determinants coming from gauge-fixing and small fluctuations around the extrema. The scalar curvature of an Einstein 4-manifold $`(M,g)`$, with Ricci tensor $`R_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }`$, is $`R=4\mathrm{\Lambda }`$, and so the action of $`(M,g)`$ is

$$I(M,g)=\frac{\mathrm{\Lambda }}{8\pi }\mathrm{Vol}(M,g).$$

We are interested in the case $`\mathrm{\Lambda }<0`$ and $`(M,g)`$ has constant negative sectional curvature $`k=\mathrm{\Lambda }/3`$. In order to work with hyperbolic manifolds, we shall normalize curvature so that $`k=1`$ by setting $`\mathrm{\Lambda }=3`$. In this paper, we shall prove the following theorem.

###### Theorem 1.

There is a closed, connected, orientable, hyperbolic 3-manifold $`\mathrm{\Sigma }`$ such that the number of compact, connected, orientable, hyperbolic 4-manifolds $`N`$ of volume at most $`V`$, with totally geodesic boundary $`N=\mathrm{\Sigma }`$, grows superexponentially with $`V`$.

Let $`\mathrm{\Sigma }`$ and $`N`$ be as in the above theorem. Then $`N`$ is an Einstein 4-manifold with a totally geodesic boundary $`N=\mathrm{\Sigma }`$. Hence $`N`$ contributes to the saddle-point approximation of $`\mathrm{\Psi }[\mathrm{\Sigma },h]`$. According to Carlip , the prefactor $`\mathrm{\Delta }[N,g]`$ decays at most exponentially with $`\mathrm{Vol}(N,g)`$. Consequently Theorem 1 implies that the number of terms in in the saddle-point approximation for $`\mathrm{\Psi }[\mathrm{\Sigma },h]`$ grows much faster than the exponential decay of the terms; therefore the sum in the saddle-point approximation

$$\mathrm{\Psi }[\mathrm{\Sigma },h]\underset{(M,g)}{}\mathrm{\Delta }[M,g]\mathrm{exp}(I[M,g])$$

diverges to $`+\mathrm{}`$. Thus the Hartle-Hawking wave function $`\mathrm{\Psi }`$ is infinitely peaked at the hyperbolic 3-manifold $`\mathrm{\Sigma }`$.

## 3. A hyperbolic gravitational instanton

In our paper , we described a nonorientable closed hyperbolic 4-manifold $`M_2`$ that is obtained by gluing together the sides of a regular 120-cell with dihedral angle $`2\pi /5`$ in hyperbolic 4-space. The hyperbolic 4-manifold $`M_2`$ has a reflective symmetry along a totally geodesic nonorientable hypersurface $`\mathrm{\Sigma }_2`$ that separates $`M_2`$ into two components. The orientable double cover of $`M_2`$ is a hyperbolic gravitational instanton $`M`$ with a reflective symmetry along a totally geodesic hypersurface $`\mathrm{\Sigma }`$ that separates $`M`$ into two components. The hyperbolic 3-manifold $`\mathrm{\Sigma }`$ is the orientable double cover of $`\mathrm{\Sigma }_2`$. The Euler characteristic of $`M`$ is 52 and the volume of $`\mathrm{\Sigma }`$ is approximately 204.5.

The Davis hyperbolic 4-manifold is a closed orientable hyperbolic 4-manifold that is obtained by gluing together the opposite sides of a regular 120-cell, with dihedral angle $`2\pi /5`$ in hyperbolic 4-space, by parallel translations. In our paper on the Davis hyperbolic 4-manifold , we described a regular 120-cell $`P`$, with center $`(0,0,0,0,1)`$, in the hyperboloid model of hyperbolic 4-space $`H^4`$ in Lorentzian 5-space $`E^{(4,1)}`$. In , we gave 120 Lorentzian $`5\times 5`$ matrices $`A_i`$, with $`i=1,\mathrm{},120`$ that represent the side-pairing maps of $`P`$ that glue up the Davis hyperbolic 4-manifold. We now order the sides of $`P`$ so that the $`i`$th side of $`P`$ is

$$S_i=(A_i^1P)P\text{for}i=1,\mathrm{},120.$$

Then $`A_iS_i=S_{121i}=S_i`$ and

$$S_i=PA_iP\text{for}i=1,\mathrm{},120.$$

The sides of $`P`$ whose centers have coordinates $`x_2=x_3=x_4=0`$ have indices 1 and 120. The sides of $`P`$ whose centers have coordinate $`x_1=0`$ have indices $`46,\mathrm{},75`$.

In , we gave a geometric description of the side-pairing maps of a regular 120-cell that glue up the hyperbolic 4-manifold $`M_2`$. We now give a more explicit description of these side-pairing maps in terms of the side-pairing maps of the regular 120-cell $`P`$ in  that glue up the Davis hyperbolic 4-manifold. To be consistent with , we reverse the order of the coordinates in  and call the hyperplane $`x_1=0`$ the equatorial plane. Then side 1 is the side at the north pole and side 120 is the side at the south pole.

We represent the side-pairing maps for $`P`$ that glue up the manifold $`M_2`$ by 120 Lorentzian $`5\times 5`$ matrices $`B_i`$ such that $`B_i=A_i`$ for $`i=1,46,59,60,61,62,75,120`$, $`B_i=D_1A_i`$, where $`D_1=\mathrm{diag}(1,1,1,1,1)`$ represents the reflection in the $`x_1=0`$ hyperplane, for $`i=`$ 6, 7, 8, 9, 22, 23, 24, 25, 38, 39, 40, 41, 80, 81, 82, 83, 96, 97, 98, 99, 112, 113, 114, 115, $`B_i=D_2A_i`$, where $`D_2=\mathrm{diag}(1,1,1,1,1)`$ represents the reflection in the $`x_2=0`$ hyperplane, for $`i=`$ 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, and $`B_i=D_1D_2A_i`$ for the remaining values of $`i`$.

The side $`S_i`$ is paired to the side $`S_j`$ with $`B_iS_i=S_j`$. The pairs $`i,j`$ are listed in Table 1 with $`i`$ over $`j`$. For example, the side $`S_1`$ at the north pole is paired to the side $`S_{120}`$ at the south pole. By Poincaré’s fundamental polyhedron theorem, see Theorem 11.2.2 of , the fundamental group of $`M_2`$ has a presentation with 120 generators $`y_i`$ corresponding to the 120 side-pairing maps represented by $`B_i`$, 120 side-pairing relations $`y_iy_j=1`$ where the pairs $`i,j`$ are listed in Table 1 with $`i`$ over $`j`$, and 144 ridge cycle relations $`y_iy_jy_ky_{\mathrm{}}y_m=1`$ where $`(i,j,k,\mathrm{},m)`$ is one of the 5-tuples listed in Table 2.

As described in  the hypersurface $`\mathrm{\Sigma }_2`$ of $`M_2`$ is obtained by gluing the sides of $`P`$ at the north and south poles to the equatorial cross-section of $`P`$. The hypersurface $`\mathrm{\Sigma }`$ of $`M`$ is the orientable double cover of the nonorientable hyperbolic 3-manifold $`\mathrm{\Sigma }_2`$. Let $`\rho :\mathrm{\Sigma }\mathrm{\Sigma }`$ be the covering transformation of the double covering of $`\mathrm{\Sigma }_2`$ by $`\mathrm{\Sigma }`$. Then $`\rho `$ is an orientation reversing isometry of $`\mathrm{\Sigma }`$ of order 2.

## 4. A 4-dimensional pair of pants

In this section, we construct a compact, connected, orientable, hyperbolic 4-manifold $`Y`$ with a totally geodesic boundary equal to the disjoint union of three copies of the hyperbolic 3-manifold $`\mathrm{\Sigma }`$ defined in the previous section.

Consider the homomorphism $`\eta :F/3`$ from the free group $`F`$ with generators $`y_1,\mathrm{},y_{120}`$ onto the group $`/3`$ of integers module 3 so that the generators that map to 1 mod 3 have indices 3, 6, 7, 13, 18, 19, 21, 27, 30, 31, 35, 45, 77, 87, 92, 93, 95, 101, 104, 105, 109, 112, 113, 119, the generators that map to $`1`$ mod 3 have indices 2, 8, 9, 12, 16, 17, 20, 26, 28, 29, 34, 44, 76, 86, 90, 91, 94, 100, 102, 103, 108, 114, 115, 118, and all other generators map to 0 mod 3. One can check that all 120 side-pairing relators $`y_iy_j`$ and all 144 ridge cycle relators $`y_iy_jy_ky_{\mathrm{}}y_m`$ for the presentation of the fundamental group of $`M_2`$ are in the kernel of $`\eta `$. Hence $`\eta `$ induces a homomorphism $`\overline{\eta }:G/3`$ from the fundamental group $`G`$ of $`M_2`$ onto $`/3`$. This implies that $`M_2`$ has a regular triple cover $`M_3`$ corresponding to the kernel of $`\overline{\eta }`$.

Let $`p:M_3M_2`$ be the regular covering projection. The hyperbolic 4-manifold $`M_3`$ is nonorientable, since $`M_2`$ is nonorientable and the degree of $`p`$ is odd. Let $`\mathrm{\Sigma }_3=p^1(\mathrm{\Sigma }_2)`$. Then $`\mathrm{\Sigma }_3`$ is a totally geodesic hypersurface of $`M_3`$ that separates $`M_3`$ into two components, since $`\mathrm{\Sigma }_2`$ is a totally geodesic hypersurface of $`M_2`$ that separates $`M_2`$ into two components. The hyperbolic 4-manifold $`M_3`$ has a reflective symmetry along $`\mathrm{\Sigma }_3`$, since $`M_2`$ has a reflective symmetry along $`\mathrm{\Sigma }_2`$ and the covering projection $`p:M_3M_2`$ is regular.

The homomorphism $`\overline{\eta }:G/3`$ maps the generators $`g_1`$ and $`g_{120}`$, corresponding to the sides of $`P`$ at the north and south poles, and the generators $`g_{46},\mathrm{},g_{75}`$, corresponding to the sides of $`P`$ centered on the equatorial plane, to $`0`$ mod 3. This implies the hypersurface $`\mathrm{\Sigma }_2`$ is evenly covered by $`p:M_3M_2`$. Therefore the hyperbolic 3-manifold $`\mathrm{\Sigma }_3`$ is the disjoint union of three copies of $`\mathrm{\Sigma }_2`$ with $`p:M_3M_2`$ mapping each copy isometrically onto $`\mathrm{\Sigma }_2`$.

Let $`H`$ be the subgroup of $`G`$ corresponding to the cover $`M_3`$. Then $`H`$ is a normal subgroup of $`G`$ of index three, since $`H=\mathrm{ker}(\overline{\eta })`$. The orientable double cover $`M`$ of $`M_2`$ corresponds to the subgroup $`G_0`$ of $`G`$ of orientation preserving elements. The orientable double cover $`\stackrel{~}{M}`$ of $`M_3`$ corresponds to the subgroup $`H_0`$ of $`H`$ of orientation preserving elements. By the Diamond Isomorphism Theorem $`H_0=HG_0`$ is a normal subgroup of $`G_0`$ and

$$G_0/H_0=G_0/HG_0G_0H/H=G/H.$$

Therefore $`\stackrel{~}{M}`$ is a regular triple cover of $`M`$.

Let $`q:\stackrel{~}{M}M`$ be the regular covering projection and let $`\stackrel{~}{\mathrm{\Sigma }}=q^1(\mathrm{\Sigma })`$. Then $`\stackrel{~}{\mathrm{\Sigma }}`$ is a totally geodesic hypersurface of $`\stackrel{~}{M}`$ that separates $`\stackrel{~}{M}`$ into two components, since $`\mathrm{\Sigma }`$ is a totally geodesic hypersurface of $`M`$ that separates $`M`$ into two components. The hyperbolic 4-manifold $`\stackrel{~}{M}`$ has a reflective symmetry along $`\stackrel{~}{\mathrm{\Sigma }}`$, since $`M`$ has a reflective symmetry along $`\mathrm{\Sigma }`$ and the covering projection $`q:\stackrel{~}{M}M`$ is regular.

Let $`p_2:MM_2`$ and $`p_3:\stackrel{~}{M}M_3`$ be the orientable double covering projections. Then $`pp_3=p_2q`$, since the composition of the inclusions $`H_0HG`$ is the same as the composition of the inclusions $`H_0G_0G`$. Now observe that

$$\stackrel{~}{\mathrm{\Sigma }}=q^1(\mathrm{\Sigma })=q^1p_2^1(\mathrm{\Sigma }_2)=p_3^1p^1(\mathrm{\Sigma }_2)=p_3^1(\mathrm{\Sigma }_3).$$

Hence $`\stackrel{~}{\mathrm{\Sigma }}`$ double covers $`\mathrm{\Sigma }_3`$. Now $`\stackrel{~}{\mathrm{\Sigma }}`$ is an orientable hyperbolic 3-manifold, since $`\mathrm{\Sigma }`$ is an orientable hyperbolic 3-manifold. Hence $`\stackrel{~}{\mathrm{\Sigma }}`$ is the orientable double cover of $`\mathrm{\Sigma }_3`$. Therefore the hyperbolic 3-manifold $`\stackrel{~}{\mathrm{\Sigma }}`$ is the disjoint union of three copies of $`\mathrm{\Sigma }`$ with $`q:\stackrel{~}{M}M`$ mapping each copy isometrically onto $`\mathrm{\Sigma }`$.

Let $`Y`$ be the closure in $`\stackrel{~}{M}`$ of one of the connected components of the complement of $`\stackrel{~}{\mathrm{\Sigma }}`$ in $`\stackrel{~}{M}`$. Then $`Y`$ is a compact, connected, orientable, hyperbolic 4-manifold with a totally geodesic boundary $`Y=\stackrel{~}{\mathrm{\Sigma }}`$. In particular $`Y`$ has three components each isometric to $`\mathrm{\Sigma }`$ via $`q:\stackrel{~}{M}M`$. In other words, $`Y`$ is a 4-dimensional hyperbolic pair of pants with “waist” and “cuffs” isometric to $`\mathrm{\Sigma }`$.

## 5. Superexponential growth of hyperbolic gravitational instantons

We are now ready to prove the main results of this paper. In the following theorem, we shall not distinguish between isometric manifolds when counting manifolds.

###### Theorem 1.

There is a closed, connected, orientable, hyperbolic 3-manifold $`\mathrm{\Sigma }`$ such that the number of compact, connected, orientable, hyperbolic 4-manifolds $`N`$ of volume at most $`V`$, with totally geodesic boundary $`N=\mathrm{\Sigma }`$, grows superexponentially with $`V`$.

###### Proof.

Let $`Y`$ be the 4-dimensional hyperbolic pair of pants described in the previous section. Turn the pair of pants up-side-down and think of $`Y`$ as being in the shape of a “Y”. Each endpoint of “Y” represents a component of $`Y`$ isometric to the hyperbolic 3-manifold $`\mathrm{\Sigma }`$ described in the previous section. We call the three components of $`Y`$, the left component $`A`$, the bottom component $`B`$, and the right component $`C`$. The covering projection $`q:\stackrel{~}{M}M`$ restricts to isometries $`\alpha :A\mathrm{\Sigma }`$, $`\beta :B\mathrm{\Sigma }`$, $`\gamma :C\mathrm{\Sigma }`$. We choose an orientation for $`Y`$ and orient $`A,B,C`$ with the induced orientation from $`Y`$. The covering projection $`q:\stackrel{~}{M}M`$ has a covering transformation $`\delta :\stackrel{~}{M}\stackrel{~}{M}`$ that cyclically permutes $`A,B,C`$, since $`q`$ is regular. The isometry $`\delta `$ is orientation preserving, since $`\delta `$ has order three. Hence $`\delta `$ preserves orientation when cyclically permuting $`A,B,C`$. This implies that we can orient $`\mathrm{\Sigma }`$ so that $`\alpha ,\beta ,\gamma `$ are all orientation preserving.

Let $`n`$ be a positive integer greater than one. Glue $`n`$-copies, $`Y_1,\mathrm{}Y_n`$, of $`Y`$ together, so that the right component $`C_i`$ of $`Y_i`$ is glued to the bottom component $`B_{i+1}`$ of $`Y_{i+1}`$ by the orientation reversing isometry corresponding to $`\rho :\mathrm{\Sigma }\mathrm{\Sigma }`$ for each $`i=1,\mathrm{},n1`$. More specifically, we glue $`C_i`$ to $`B_{i+1}`$ by identifying the point $`y`$ of $`C_i`$ with the point $`\beta _{i+1}^1\rho \gamma _i(y)`$ of $`B_{i+1}`$, where $`\gamma _i:C_i\mathrm{\Sigma }`$ and $`\beta _{i+1}:B_{i+1}\mathrm{\Sigma }`$ are the isometries that correspond to $`\gamma `$ and $`\beta `$, respectively. This gives a compact, connected, oriented, hyperbolic 4-manifold $`N_n`$, with a totally geodesic boundary, such that $`N_n`$ is the disjoint union of $`n+2`$ copies of $`\mathrm{\Sigma }`$, labeled $`\mathrm{\Sigma }_0,\mathrm{\Sigma }_1,\mathrm{},\mathrm{\Sigma }_{n+1}`$ where $`\mathrm{\Sigma }_0`$ corresponds to the bottom component of $`Y_1`$, and $`\mathrm{\Sigma }_i`$ corresponds to the left component of $`Y_i`$ for $`i=1,\mathrm{},n`$, and $`\mathrm{\Sigma }_{n+1}`$ corresponds to the right component of $`Y_n`$. Moreover the natural injection of $`Y_i`$ into $`N_n`$ is orientation preserving for each $`i`$, since the gluing map $`\beta _{i+1}^1\rho \gamma _i:C_iB_{i+1}`$ is orientation reversing for each $`i`$.

Assume $`n`$ is odd and let $`m=(n+1)/2`$. Let $`\sigma `$ be a permutation of the set $`\{1,2,\mathrm{},m\}`$. We construct a compact, connected, oriented, hyperbolic 4-manifold $`N_\sigma `$ from $`N_n`$ by gluing the boundary component $`\mathrm{\Sigma }_i`$ to the boundary component $`\mathrm{\Sigma }_{m+\sigma (i)}`$ by the orientation reversing isometry corresponding to $`\rho :\mathrm{\Sigma }\mathrm{\Sigma }`$, for each $`i=1,2,\mathrm{},m`$. Then $`N_\sigma `$ has a totally geodesic boundary corresponding to the boundary component $`\mathrm{\Sigma }_0`$ of $`N_n`$. To emphasize that the boundary of $`N_\sigma `$ is isometric to $`\mathrm{\Sigma }`$, we shall identify $`N_\sigma `$ with $`\mathrm{\Sigma }`$.

Let $`\sigma `$ and $`\tau `$ be permutations of the set $`\{1,2,\mathrm{},m\}`$ and let $`\varphi :N_\sigma N_\tau `$ be an isometry that restricts to the identity map on $`N_\sigma =\mathrm{\Sigma }=N_\tau `$. We now show that $`\sigma =\tau `$ and $`\varphi `$ is the identity map. The manifolds $`N_\sigma `$ and $`N_\tau `$ are obtained from the manifold $`N_n`$ by gluing the boundary components $`\mathrm{\Sigma }_1,\mathrm{},\mathrm{\Sigma }_m`$ to the boundary components $`\mathrm{\Sigma }_{m+1},\mathrm{},\mathrm{\Sigma }_{n+1}`$ in the order specified by the permutations $`\sigma `$ and $`\tau `$. Let $`N_n^{}`$ be the interior of $`N_n`$. Then $`N_n^{}`$ is an open dense submanifold of both $`N_\sigma `$ and $`N_\tau `$. If an isometry $`\psi `$ of hyperbolic 4-space $`H^4`$ restricts to the identity map on a hyperplane of $`H^4`$, then either $`\psi `$ is the identity map or the reflection in the hyperplane. This implies that $`\varphi `$ restricts to the identity map on an open regular neighborhood of $`N_\sigma =\mathrm{\Sigma }`$ in $`\mathrm{\Sigma }N_n^{}`$. Therefore $`\varphi `$ restricts to the identity map on all of $`\mathrm{\Sigma }N_n^{}`$, since $`\varphi `$ is analytic. This implies that $`\sigma =\tau `$ and $`\varphi `$ is the identity map, since $`\varphi `$ is continuous.

Let $`\tau _1`$ and $`\tau _2`$ be permutations of the set $`\{1,2,\mathrm{},m\}`$ and let $`\varphi _i:N_\sigma N_{\tau _i}`$, for $`i=1,2`$, be isometries such that $`\varphi _1|N_\sigma =\varphi _2|N_\sigma `$. Then $`\varphi _2\varphi _1^1:N_{\tau _1}N_{\tau _2}`$ is an isometry which restricts to the identity map on $`N_\sigma =\mathrm{\Sigma }`$. By the previous argument, $`\tau _1=\tau _2`$ and $`\varphi _2\varphi _1^1`$ is the identity map. Therefore $`\varphi _1=\varphi _2`$. Thus an isometry $`\varphi :N_\sigma N_\tau `$ depends only on the permutation $`\sigma `$ and the isometry $`\varphi |N_\sigma `$ of $`N_\sigma =\mathrm{\Sigma }`$.

The manifold $`\mathrm{\Sigma }`$ has a finite number $`k`$ of isometries, since $`\mathrm{\Sigma }`$ is a closed hyperbolic 3-manifold. It now follows that for each permutation $`\sigma `$ of the set $`\{1,2,\mathrm{},m\}`$, there are at most $`k`$ permutations $`\tau `$ of $`\{1,2,\mathrm{},m\}`$ such that $`N_\sigma `$ is isometric to $`N_\tau `$. Hence there are at least $`m!/k`$ nonisometric hyperbolic manifolds $`N_\sigma `$.

Now by Stirling’s Formula

$$m!>\sqrt{2\pi m}\left(\frac{m}{e}\right)^m.$$

Therefore $`m!/k`$ grows superexponentially with $`n`$, since $`m=(n+1)/2`$. Now

$$\mathrm{Vol}(N_\sigma )=\mathrm{Vol}(N_n)=n\mathrm{Vol}(Y).$$

Thus the number of compact, connected, orientable, hyperbolic 4-manifolds $`N`$ of volume at most $`V`$, with totally geodesic boundary $`N=\mathrm{\Sigma }`$, grows superexponentially with $`V`$.

A marked gravitation instanton is a pair $`(M,\mathrm{\Sigma })`$ consisting of a gravitational instanton $`M`$ and the fixed space $`\mathrm{\Sigma }`$ of its reflection symmetry $`\theta `$. The choice of an initial hypersurface $`\mathrm{\Sigma }`$ (or equivalently a reflection symmetry $`\theta `$) of a gravitational instanton $`M`$ is called a marking of $`M`$. A gravitational instanton $`M`$ has only finitely many markings, since the group of isometries of a closed hyperbolic manifold is finite. Two marked gravitational instantons $`(M,\mathrm{\Sigma })`$ and $`(M^{},\mathrm{\Sigma }^{})`$ are said to be isometric if there is an isometry $`\varphi :(M,\mathrm{\Sigma })(M^{},\mathrm{\Sigma }^{})`$ of pairs of manifolds, that is, an isometry $`\varphi :MM^{}`$ such that $`\varphi (\mathrm{\Sigma })=\mathrm{\Sigma }^{}`$. We shall not distinguish between isometric manifolds (resp. isometric pairs of manifolds) when counting gravitational instantons (resp. marked gravitational instantons). Theorem 1 is equivalent to the following theorem.

###### Theorem 2.

There is a closed, connected, orientable, hyperbolic 3-manifold $`\mathrm{\Sigma }`$ such that the number of marked hyperbolic gravitational instantons $`(M,\mathrm{\Sigma })`$ of volume at most $`V`$ grows superexponentially with $`V`$.

The next theorem improves Theorem 2 in a subtle but nontrivial way.

###### Theorem 3.

There is a closed, connected, orientable, hyperbolic 3-manifold $`\mathrm{\Sigma }`$ such that the number of hyperbolic gravitational instantons $`M`$ of volume at most $`V`$, with an initial hypersurface isometric to $`\mathrm{\Sigma }`$, grows superexponentially with $`V`$.

###### Proof.

Let $`\mathrm{\Sigma }`$ be as in Theorem 1 and let $`Y`$ be as in the proof of Theorem 1. Let $`S`$ be the compact hyperbolic 4-manifold obtained by doubling $`Y`$ along the union of the right and left components of $`Y`$. Then $`S`$ has a totally geodesic boundary consisting of two copies of $`\mathrm{\Sigma }`$ corresponding to two copies of the bottom component of $`Y`$. We call $`S`$ a 4-dimensional hyperbolic sleeve. By attaching enough sleeves end-to-end to the boundary components of $`Y`$, we may assume without loss of generality that the diameter of $`\mathrm{\Sigma }`$ is less than the distance between the components of $`Y`$.

By the proof of Theorem 1, the number of compact, connected, orientable, hyperbolic 4-manifolds $`N`$ of volume at most $`V`$, with totally geodesic boundary $`N=\mathrm{\Sigma }`$, containing $`Y`$ as a submanifold such that the bottom component of $`Y`$ is equal to $`N`$, grows superexponentially with $`V`$.

Now consider a hyperbolic gravitational instanton $`M`$ obtained by doubling one of the above 4-manifolds $`N`$. Then $`M`$ has $`\mathrm{\Sigma }`$ as an initial hypersurface. Suppose $`M`$ has another initial hypersurface $`\mathrm{\Sigma }^{}`$ isometric to $`\mathrm{\Sigma }`$. Now $`\mathrm{\Sigma }`$ subdivides $`M`$ into two isometric compact, connected, hyperbolic 4-manifolds $`N`$ and $`N^{}`$ with boundary $`\mathrm{\Sigma }`$. The submanifold $`\mathrm{\Sigma }^{}`$ subdivides $`M`$ in a similar fashion. Neither $`N`$ nor $`N^{}`$ is contained in the complement of $`\mathrm{\Sigma }^{}`$ in $`M`$, since the volume of $`N`$ and $`N^{}`$ is half the volume of $`M`$ and any compact connected subset of the complement of $`\mathrm{\Sigma }^{}`$ in $`M`$ has volume less than half the volume of $`M`$. Therefore $`\mathrm{\Sigma }`$ and $`\mathrm{\Sigma }^{}`$ must intersect.

Now since the diameter of $`\mathrm{\Sigma }^{}`$ is less than the distance between the boundary components of $`Y`$, we conclude that $`\mathrm{\Sigma }^{}`$ must be contained in the interior of the compact submanifold $`X=YY^{}`$ of $`M`$ where $`Y^{}`$ is the reflection of $`Y`$ across its bottom boundary component $`\mathrm{\Sigma }`$.

It follows from Theorems 9.6.2, 12.1.7, and 12.1.15 of  that $`\mathrm{\Sigma }^{}`$ contains three noncoplanar closed geodesics. Let $`\mathrm{}`$ be the length of the longest of these geodesics. Then $`X`$ contains only finitely many closed geodesics of length at most $`\mathrm{}`$, since $`X`$ is a compact hyperbolic manifold. Therefore there are only finitely many possibilities for $`\mathrm{\Sigma }^{}`$, since $`\mathrm{\Sigma }^{}`$ is spanned by any three noncoplanar closed geodesics in $`\mathrm{\Sigma }^{}`$. Moreover, the number of possibilities for $`\mathrm{\Sigma }^{}`$ is bounded by a number $`m`$ that depends only on $`Y`$. Therefore $`M`$ can be marked by an initial hypersurface isometric to $`\mathrm{\Sigma }`$ in at most $`m`$ ways depending only on $`Y`$. Thus the proof of Theorem 1 implies that the number of hyperbolic gravitational instantons $`M`$ of volume at most $`V`$, with an initial hypersurface isometric to $`\mathrm{\Sigma }`$, grows superexponentially with $`V`$. ∎

In order to clarify the difference between Theorems 2 and 3, consider a marked hyperbolic gravitational instanton $`(M,\mathrm{\Sigma })`$ as in Theorem 2. The group of isometries of $`M`$ acts on the set of initial hypersurfaces of $`M`$ that are isometric to $`\mathrm{\Sigma }`$. The number of orbits under this action is the number of marked gravitational instantons counted in Theorem 2 whose underlying gravitational instanton is $`M`$, whereas $`M`$ is counted only once in Theorem 3. Thus the growth in Theorem 3 is a priori slower than the growth in Theorem 2 but nevertheless the growth in Theorem 3 is still superexponential.

References

1. Carlip, S., Entropy versus action in the (2+1)-dimensional Hartle-Hawking wave function, Physical Rev. D, 46 (1992), 4387-4395.
2. Carlip, S., Real tunnelling solutions and the Hartle-Hawking wavefunction, Class. Quantum Grav., 10 (1993), 1057-1064.
3. Carlip, S., Dominant topologies in Euclidean quantum gravity, Class. Quantum Grav., 15 (1998), 2629-2638.
4. Gibbons, G. W., Tunnelling with a negative cosmological constant, Nucl. Phys. B, 472 (1996), 683-708.
5. Gibbons, G. W., Real tunnelling geometries, Class. Quantum Grav., 15 (1998) 2605-2612.
6. Gibbons, G. W. and Hartle, J. B., Real tunneling geometries and the large-scale topology of the universe, Physical Rev. D, 42 (1990), 2458-2468.
7. Hartle, J. B. and Hawking, S. W., Wave function of the universe, Physical Rev. D, 28 (1983), 2960-2975.
8. Ratcliffe, J. G., Foundations of Hyperbolic Manifolds, Springer-Verlag, New York, 1994.
9. Ratcliffe, J. G. and Tschantz, S. T., Gravitational instantons of constant curvature, Class. Quantum Grav., 15 (1998) 2613-2627.
10. Ratcliffe, J. G. and Tschantz, S. T., On the Davis hyperbolic 4-manifold, Topology Appl. (2000), to appear.


text:
# 1 Motivation

## 1 Motivation

Today’s motivation of measuring lepton–hadron scattering processes is at least four-fold. Fig.1 shows basic diagrams at electron–positron, hadron–hadron, and lepton–hadron colliders:

* Only in lepton–hadron collisions is the fusion diagram forbidden within the Standard Model, which strongly motivates searches for new physics, e.g. leptoquarks.

The exchange of bosons allows different hadronic structures to be probed:

* The prototype for existing hadronic structures is the proton which currently is the most precisely studied hadronic object.
* Genesis of hadronic structures is analysed using the structure developing in quantum fluctuations of the photon.
* Colour singlet exchange constitutes a process beyond single boson exchange. It’s successful description provides a prime challenge for QCD.

It is the purpose of this contribution to underline these different aspects of lepton-hadron scattering physics and their perspectives using as much as possible the measurements themselves.

## 2 Lepton–Quark Scattering at Attometer Distance

The large center of mass energy at HERA of $`\sqrt{s_{ep}}=318`$ GeV allows lepton–quark scattering to be analysed at distances down to almost $`1`$ Attometer $`=`$ $`10^{18}`$ m. Both neutral and charged current interactions (Fig.2) are used to test the Standard Model predictions.

The double differential cross sections in terms of the resolution scale $`Q^2`$, which denotes the negative squared four-momentum transfer carried by the boson, and the quark fractional momentum $`x`$ relative to the proton are given by:

$`{\displaystyle \frac{\mathrm{d}^2\sigma _{NC}}{\mathrm{d}Q^2\mathrm{d}x}}`$ $``$ $`\alpha ^2{\displaystyle \frac{1}{Q^4}}{\displaystyle \frac{1}{x}}\mathrm{\Phi }_{NC}(x,Q^2)`$ (1)
$`{\displaystyle \frac{\mathrm{d}^2\sigma _{CC}}{\mathrm{d}Q^2\mathrm{d}x}}`$ $``$ $`G_F^2\left({\displaystyle \frac{M_W^2}{M_W^2+Q^2}}\right)^2{\displaystyle \frac{1}{x}}\mathrm{\Phi }_{CC}(x,Q^2).`$ (2)
Here $`\alpha `$ and $`G_F`$ denote the coupling strength of the electromagnetic and weak interaction processes. $`M_W`$ is the $`W`$-boson mass. The $`\mathrm{\Phi }`$ terms denote the spin characteristics of the scattering together with the probabilities $`xf(x,Q^2)`$ of finding the different quark flavours in the proton. In addition $`\mathrm{\Phi }_{NC}`$ contains terms for $`Z`$ exchange and $`\gamma `$-$`Z`$ interference. At high $`Q^2`$ it is

$`\mathrm{\Phi }_{NC}^{e^{}p}`$ $``$ $`\left(1+\mathrm{cos}^4\left({\displaystyle \frac{\theta ^{}}{2}}\right)\right)\left({\displaystyle \frac{4}{9}}(xu+x\overline{u})+{\displaystyle \frac{1}{9}}(xd+x\overline{d})\right)\pm \mathrm{add}.\mathrm{terms}\mathrm{with}\gamma ,Z`$ (3)
$`\mathrm{\Phi }_{CC}^{e^{}p}`$ $``$ $`xu+\mathrm{cos}^4\left({\displaystyle \frac{\theta ^{}}{2}}\right)x\overline{d}`$ (4)
$`\mathrm{\Phi }_{CC}^{e^+p}`$ $``$ $`x\overline{u}+\mathrm{cos}^4\left({\displaystyle \frac{\theta ^{}}{2}}\right)xd.`$ (5)
$`\theta ^{}`$ denotes the scattering angle in the lepton-quark center of mass system and can be calculated from $`\mathrm{cos}^4(\theta ^{}/2)=(1Q^2/s_{ep}/x)^2`$. The two components in the angular distribution result from two spin configurations of the colliding lepton and quark: if the spins add up to zero, any scattering angle is allowed. If the spins add up to $`1`$, backward scattering is forbidden for massless quarks and the angular distribution is weighted by $`\mathrm{cos}^4(\theta ^{}/2)`$. In charged current interactions also the quark type can be analysed: e.g., positrons couple only to negatively charged quarks. In addition, right-handed positrons couple only to right-handed antiquarks, or left-handed quarks. This offers a unique handle to differentiate between quark flavours in the proton.

Integrating the double differential cross sections over $`x`$ gives the single differential cross section which is shown in Fig.3 as a function of $`Q^2`$ from H1  and ZEUS  data.

Around $`Q^210^4`$ GeV2 the cross sections are found to be of equal magnitude. Since in both neutral current and charged current electron-proton scattering at high $`Q^2`$ primarily the $`u`$-valence quarks are probed, eqs. (3, 4), these data establish direct observation of the unification of the neutral current and charged current interactions at a resolution scale corresponding to about $`10`$ Attometer.

In Fig.4, the spin characteristics of charged current positron-proton scattering is tested in the measurement of the weighted cross sections $`\mathrm{\Phi }`$, eq. (2), as a function of $`\mathrm{cos}^4(\theta ^{}/2)`$ . Within the precision of the measurement, the data are in each $`x`$-bin compatible with a linear rise as expected from eq. (5). The extrapolation of the linear behavior to the backward scattering region ($`\mathrm{cos}^4(\theta ^{}/2)=0`$) reveals a non-vanishing contribution of the negatively charged antiquarks, mainly $`\overline{u}`$. Their relative contribution decreases as $`x`$ increases. The rising component reflects the contribution of the $`d`$-valence quarks. The $`d`$-quark density can be read off the forward scattering cross section ($`\mathrm{cos}^4(\theta ^{}/2)=1`$).

Also in neutral current interactions, the data are over a wide range compatible with a linear rise: they reflect two equally large components, explained by the two spin configurations of the electromagnetic processes, eq. (3). The forward scattering region ($`\mathrm{cos}^4(\theta ^{}/2)=1`$) shows approximately the $`u`$-quark density in the proton: $`2\times 4/9xuxu`$. In the region of backward scattering processes ($`\mathrm{cos}^4(\theta ^{}/2)=0`$), the cross section measurements deviate from the linear rise and demonstrate the onset of a new interaction: the lower cross section results from the negative interference between the photon and the $`Z`$-boson.

The comparison of the positron-proton neutral current and charged current data in the forward scattering region of Fig.4 demonstrates directly from the data that the $`u`$-quark density is twice that of the $`d`$-quark. Therefore the proton consists of the $`uud`$ quark configuration also at the small distance scales probed at HERA.

The HERA luminosity upgrade program, starting to take data in 2001, is eagerly awaited: much more precise data will challenge the Standard Model predictions for $`ep`$ processes in the Attometer regime.

## 3 Existing Hadronic Structure: Proton

As discussed in the previous section, the $`uud`$ valence structure of the proton has been re-confirmed in the high $`Q^2`$ neutral and charged current measurements at HERA. In the following our physics understanding of the proton structure function $`F_2`$ is discussed. $`F_2`$ is determined from measurements of the double differential neutral current cross section (compare with eqs. (1, 3))

$$\frac{\mathrm{d}^2\sigma }{\mathrm{d}Q^2\mathrm{d}x}\alpha ^2\frac{1}{Q^4}\left(1+\mathrm{cos}^4\left(\frac{\theta ^{}}{2}\right)\right)\frac{1}{x}F_2(x,Q^2)$$
(6)
and contains the individual quark distributions, weighted by the quark squared charges:

$$F_2(x,Q^2)\frac{4}{9}(xu+x\overline{u})+\frac{1}{9}(xd+x\overline{d})+\frac{1}{9}(xs+x\overline{s})+\mathrm{}$$
(7)
The QCD evolution equations predict that measurements of hadronic structures depend on the logarithm of the resolution scale $`Q^2`$ at which the structure is probed. On this basis, the following ansatz to analyse the $`x`$-dependence of structure function data is explored :

$$F_2(x,Q^2)=a(x)\left[\mathrm{ln}\left(\frac{Q^2}{\mathrm{\Lambda }^2}\right)\right]^{\kappa (x)}.$$
(8)
Here $`\mathrm{\Lambda }`$ is a scale parameter, $`a`$ reflects the charge squared weighted quark distributions extrapolated to $`\mathrm{ln}(Q^2/\mathrm{\Lambda }^2)=1`$, and $`\kappa `$ determines the positive and negative scaling violations of $`F_2`$.

In Fig.5, published ZEUS  low-$`x`$ data of the proton structure function $`F_2`$ for $`Q^2>2`$ GeV2 are shown. In each $`x`$-bin, the result of a two-parameter fit according to eq. (8) is shown, using a fixed value of $`\mathrm{\Lambda }=0.35`$ GeV which represents a typical value of the strong interaction scale. Only the total experimental errors have been used, ignoring correlations between individual data points. The same fitting procedure has been applied to BCDMS data  which are taken here as a reference sample for the high-$`x`$ region.

The resulting parameters $`a`$ and $`\kappa `$ are summarized in Fig.6 as a function of $`x`$ together with fits to the published H1 low-$`x`$ data . Also shown are fits to the preliminary H1 data  which are much more precise than the previous measurements.

For $`a`$, the data fits exhibit two distinct regions: around $`x0.3`$ they reflect the valence quark distributions, implying that each valence quark carries $`1/3`$ of the proton momentum. At low $`x`$, $`a(x)`$ is compatible with converging to a constant value. A comparison of the lowest point, derived from the H1 preliminary measurement, with the new ZEUS preliminary data presented at this conference will be of interest.

The resulting scaling violation term $`\kappa `$ appears to rise as $`x`$ decreases, exhibiting the negative and positive scaling violations of $`F_2`$ for $`x`$ above and below $`0.1`$ respectively. The errors in Fig.6 represent the statistical errors of the fits. Both parameters $`a`$ and $`\kappa `$ are anti-correlated as can be seen from neighbouring points. No significant $`Q^2`$-dependence of $`a`$ and $`\kappa `$ has been found in the published data when the fits were repeated for two intervals in $`Q^2`$ (above and below $`20`$ GeV2).

With $`a`$ being approximately constant below $`x10^2`$, changes of $`F_2`$ at low $`x`$ result from the scaling violation term $`\kappa `$ alone, indicative of the interaction dynamics that drives $`F_2`$ and in support of the predictions .

The parameter $`a`$ has already been identified as the charge squared weighted quark distributions extrapolated to $`\mathrm{ln}(Q^2/\mathrm{\Lambda }^2)=1`$ which corresponds here to $`Q^2=0.3`$ GeV2. An understanding of the parameters $`\mathrm{\Lambda }`$ and $`\kappa `$ can be achieved by comparison with the QCD evolution equation which is written here in the leading order DGLAP approximation:

$$\frac{\mathrm{d}f_i(x,Q^2)}{\mathrm{d}\mathrm{ln}Q^2}=\frac{\alpha _s(Q^2)}{2\pi }\underset{j}{}_x^1\frac{\mathrm{d}y}{y}P_{ij}\left(\frac{x}{y}\right)f_j(y,Q^2).$$
(9)
Here $`f_i,f_j`$ denote the parton densities, $`P_{ij}`$ are the splitting functions, and

$$\alpha _s=\frac{b}{\mathrm{ln}(Q^2/\mathrm{\Lambda }_{QCD}^2)}$$
(10)
is the strong coupling constant.

The derivative of the ansatz chosen here, eq. (8), with respect to $`\mathrm{ln}Q^2`$ gives

$$\frac{\mathrm{d}F_2(x,Q^2)}{\mathrm{d}\mathrm{ln}Q^2}=\frac{1}{\mathrm{ln}(Q^2/\mathrm{\Lambda }^2)}\kappa (x)F_2(x,Q^2),$$
(11)
where relating $`1/\mathrm{ln}(Q^2/\mathrm{\Lambda }^2)`$ with $`\alpha _s`$ in eq. (9) implies association of the scale parameter $`\mathrm{\Lambda }`$ in eq. (8) with the QCD parameter $`\mathrm{\Lambda }_{QCD}`$. The term $`\kappa `$ relates to the sum over the different parton radiation terms in eq. (9) divided by $`F_2`$. $`\kappa `$ increases towards small $`x`$, consistent with larger phase space available for parton radiation.

To match the description chosen here, eq. (8), with the double asymptotic approximation expected from QCD for the gluon-dominated region at small $`x`$, $`F_2\mathrm{exp}\sqrt{\mathrm{ln}x\mathrm{ln}(\mathrm{ln}(Q^2/\mathrm{\Lambda }^2))}`$ , the scaling violation term $`\kappa `$ is required to have a dependence like

$$\kappa \sqrt{\frac{\mathrm{ln}x}{\mathrm{ln}(\mathrm{ln}(Q^2/\mathrm{\Lambda }^2))}}.$$
(12)
The $`Q^2`$-dependence of $`\kappa `$ is therefore expected to be very small which is in agreement with the experimental observation stated above.

More precise data and data reaching smaller values of $`x`$ will determine whether or not the scaling violations further increase towards low-$`x`$ and therefore give valuable information on the parton densities in the proton as $`x`$ approaches $`0`$.

## 4 Genesis of Hadronic Structure: Photon

The photon structure results from fluctuations of a photon into a colour neutral and flavour neutral hadronic state. For comparison with the proton data, the same fits according to eq. (8) have been applied to recent measurements of the photon structure function $`F_2^\gamma `$ which have been performed at $`e^+e^{}`$ colliders  (Fig.7).

The values of the parameters $`a`$ and $`\kappa `$ are shown in Fig.8 as the open circles. Both parameters are distinct from those of a hadronic bound state like the proton: in $`a(x)`$ the photon data exhibit no valence quark structure. Instead, in the low-$`x`$ region around $`x0.1`$ the photon data prefer similar values of $`a`$ to the proton data for $`x0.01`$. The scaling violations $`\kappa `$ are positive at all values of $`x`$ and $`\kappa `$ is approximately $`1`$. This is as expected from QCD calculations which predict $`F_2^\gamma `$ for $`0.1<x<1`$ .

Judgement on a universal low-$`x`$ behaviour of hadronic structures will result from more precise measurements and lower-$`x`$ data of the photon structure function. If the photon data show a constant quark density at small $`x`$ similar to the low-$`x`$ proton data, scaling violations of $`F_2^\gamma `$, which deviate from those resulting from the photon splitting into quark-antiquark pairs and approach those observed for the proton, could become visible below or slightly above $`x=10^2`$ where also for the proton data it is $`\kappa 1`$.

Interesting information on the question of universality comes already from measurements of the gluon in the photon probed in strong interaction processes in photon-proton collisions. The production of two-jet events is sensitive to the gluons developing in photon fluctuations. In Fig.9, a recent measurement of $`xg(x)`$ is shown . The gluons appear as the low-$`x`$ companions of the newly built hadronic structure: at large $`x`$ the gluon density is small; it rises towards small values of $`x`$.

In the same figure, this gluon distribution is compared to the gluon distribution of the proton, determined from measurements of the proton structure function . Although the error bars of the photon measurement are large and $`Q^2`$ and $`p_t^2`$ may not represent the very same resolution scale, the similarity of the newly built and the already existing gluon distribution is striking. This observation may be a first experimental indication of a universal gluon distribution developing in hadronic structures.

## 5 Colour Singlet Exchange

Further information on gluons in hadronic structures results from structure function measurements of colour singlet exchange. In Fig.10, H1 $`F_2^{D(3)}`$ data  are compared to the same two-parameter fits as used above, eq. (8). Here $`x`$ (frequently called $`\beta `$) denotes the fractional momentum of the scattered parton relative to the colour neutral object, which itself carries a fractional momentum $`\xi =0.003`$ relative to the proton and therefore belongs to the low-$`x`$ companions of the proton.

Also these data exhibit scaling violations $`\kappa `$ that are different from the proton measurements at the same values of $`x`$ (Fig.8). Instead, for $`x<0.5`$ they have the tendency of being larger than the photon data and are similar to the low-$`x`$ proton data. The large rate of events with colour singlet exchange together with the large scaling violations of $`F_2^{D(3)}`$ is suggestive of a gluon dominated exchange.

The values of the normalization $`a`$ rise towards $`x=1`$ to about $`a=10`$ (in Fig. 8, the parameter $`a`$ has been scaled by $`1/25`$). These values have large uncertainties of the order of $`100\%`$. If more precise data support such a singular parton density for $`x1`$ at low $`Q^2`$, then these colour neutral fluctuations consist of one gluon carrying essentially all the colour singlet momentum and (at least) one further gluon with very low momentum neutralizing the colour.

## 6 Predictive Power for Proton Interaction Processes

The proton structure reveals amazing simplicity: at low resolution scale $`Q^2`$, the three valence quarks $`uud`$ each carry fractional momentum $`x=1/3`$ (see sections 2, 3). The sea quark contribution is at low values of $`x`$ independent of $`x`$ (see section 3). Gluons accompany the proton at low $`x`$ with a possibly universal momentum distribution (see section 4). Gluons initiate colour neutral configurations together with other very low momentum gluons (see section 5).

However, to predict interactions with protons, full information on all individual parton distributions of the proton are required. While such parton distribution functions $`xf_i`$ have been available from global fits for many years, recent pioneering work has succeeded in determining the precision of these distribution functions taking into account the precision of the measurements and correlations between the different functions $`xf_i`$  (Fig.11).

This analysis shows a good knowledge of the functions $`xf_i`$ over a wide range in $`x`$. However, the knowledge for $`x1`$ is not satisfactory: large values of $`x`$ correspond to high resolution power at hadron colliders (e.g. LHC) and point at the potential discovery region for new physics. An improved determination of the proton parton distribution as $`x`$ approaches $`1`$ by deep inelastic scattering experiments is therefore mandatory and currently is under discussion .

Further questions on the predictive power of QCD calculations for proton-proton interactions result from the measurements of forward jet and forward $`\pi ^{}`$ cross sections in $`ep`$ collisions, e.g. . These measurements explicitely test QCD evolution over some rapidity distance and may signal limitations of the current approximations of QCD evolution to simple process configurations at small distances. Here theoretical work is needed and ongoing.

## 7 Achievements and Challenges

We currently celebrate the $`30`$ years knowledge of valence quarks in the proton. The new contribution of the HERA collider experiments to the understanding of the proton is the low-$`x`$ structure which appears as a consequence of QCD dynamics. Open questions are: is the parton density of the proton finite as $`x0`$ ? What is the parton density at $`x1`$ ? Is the QCD evolution approximated correctly ?

Measurements on the genesis process of hadronic structures use quantum fluctuations of the photon: since over $`20`$ years we know the momentum distributions of quarks resulting from the photon splitting into quark-antiquark pairs. For the first time, the HERA and LEP experiments have measured the gluon distribution of newly built hadronic configurations, which is found to be very similar to the gluon distribution measured in protons. The open question to the photon data is: is hadronic structure at low $`x`$ universal, i.e., do the low-$`x`$ partons “know” about the partons in the high-$`x`$ region ?

Measurements of the partonic structure of colour singlet exchange at HERA and the TEVATRON  for the first time show that such objects dominantly consist of gluons. Will these measurements serve as a reference process for a gluon driven regime and offer new insight into QCD dynamics ?

Major contributions of lepton-hadron scattering in the past $`10`$ years deepen our understanding of hadronic structures. Burning open questions ensure that this field of research will remain very active also in the coming decade.

## Acknowledgments

I wish to thank very much the Liverpool team for a wonderful conference ! For careful reading and comments to the manuscript I am grateful to E. Elsen and B. Foster. I wish to thank Th. Müller and the IEKP group of the University Karlsruhe for their hospitality, and the Deutsche Forschungsgemeinschaft for the Heisenberg Fellowship.


text:
# Direct Photon Production in 158 A GeV 208Pb+208Pb Collisions

## 1 Introduction

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. To study QGP formation photons (both real and virtual) were one of the earliest proposed signatures . They are 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. 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. Following this result, Srivastava  has 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. ). 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. In this paper we report on the first observation of direct photon production in ultrarelativistic heavy-ion collisions.

We will also present results of a study of the scaling behavior of charged particle multiplicities as a function of the centrality of the collision, which may carry important information on the reaction dynamics.

## 2 Direct Photon Production

### 2.1 Data Analysis

The results are from the CERN experiment WA98  which consists of large acceptance photon and hadron spectrometers. 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. Neutral pions and $`\eta `$ mesons are reconstructed via their $`\gamma \gamma `$ decay branch. For a detailed description of the detectors and the analysis procedure see .

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.

### 2.2 Results

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 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. 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 . These results have been scaled for comparison with the present measurements according to the calculated average number of nucleon-nucleon collisions (660) for the central Pb+Pb event selection and according to the beam energy under the assumption that $`Ed^3\sigma _\gamma /dp^3=f(x_T)/s^2`$, where $`x_T=2p_T/\sqrt{s}`$ . 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.

Because of possible uncertainties in the scaling of the proton induced results related to the absolute normalization of the earlier data sets and to possible, but as yet undetermined changes in the intrinsic $`k_T`$ at the lower $`\sqrt{s}`$, we have performed a comparison of the ratio of direct photons to neutral pions $`\gamma _{direct}/\pi ^0`$ for the different data sets which is displayed in Fig. 4. A comparison of this ratio is not so sensitive to the above uncertainties, but has to assume a similar scaling behavior of direct photons and neutral pions, which leads to a different uncertainty in the interpretation. Fig. 4 indicates a good agreement of the $`\gamma _{direct}/\pi ^0`$ ratio at high $`p_T`$, but an excess in this ratio for $`1.5\mathrm{GeV}/cp_T2.5\mathrm{GeV}/c`$ not expected from an extrapolation of the proton induced results.

## 3 Scaling of Particle Production

The charged particle multiplicity is measured with a circular Silicon Pad Multiplicity Detector (SPMD) located 32.8 cm downstream of the target . It provides full azimuthal coverage of the pseudorapidity region $`2.35<\eta <3.75`$. The charged particle scaling has been investigated with the centrality of the Pb+Pb collision determined from the transverse energy, $`E_T`$, measured with the MIRAC calorimeter. The number of participants $`N_{part}`$ for a given centrality class has been determined from a simulation based on the event generator VENUS 4.12 . Details on the analysis and the estimates of the number of participants can be found in .

Fig. 5a) shows the charged particle yields at midrapidity normalized to the number of participants as a function of the number of participants. It can be clearly seen that the multiplicity increases stronger than linearly with the number of participants which contradicts the expectations from the Wounded Nucleon Model . The scaling behavior was parameterized as

$$\frac{dN_{ch}}{d\eta }|_{max}N_{part}^\alpha .$$
(1)
This functional dependence gives a reasonable description of the data for the whole centrality range. The $`N_{ch}`$ scaling with the number of participants can be described by a scaling exponent $`\alpha =1.08\pm 0.03`$. In Fig. 5b) the scaling behavior is shown in more detail for small numbers of participants. The corresponding value for p+p reactions is shown, which nicely agrees with an extrapolation of the parameterization.

## 4 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 indicates 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.

In addition, we have demonstrated that the charged particle multiplicity increases stronger than linearly with the number of participants.