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# The X-ray Properties of Low-Frequency Quasi-Periodic Oscillations from GRS 1915+105 up to 120 keV

## 1. Introduction

The Rossi X-ray Timing Explorer (Bradt, Rothschild & Swank (1993)) has provided an unprecedented opportunity to study the timing properties of X-ray binaries. RXTE observations of black hole candidates (BHCs) indicate that modulations in the X-ray flux (i.e., quasi-periodic oscillations or QPOs) occur on time scales from milliseconds to hundreds of seconds. In this paper, we focus on QPOs from one of the most studied RXTE targets, GRS 1915+105. This BHC X-ray transient and microquasar (Mirabel & Rodriguez (1994)) has the richest variety of timing behavior of any X-ray binary observed to date (e.g., Greiner, Morgan & Remillard (1996)Belloni et al. (2000)).

Previous studies of GRS 1915+105 show that the QPO properties are closely related to the properties of the energy spectrum. In these studies, the energy spectrum was modeled using a two component model consisting of a soft component, which presumably comes from an optically thick accretion disk, and a hard component, which is thought to be due to inverse Comptonization of soft photons from the accretion disk. Markwardt et al. (1999) and Muno et al. (1999) find that the QPO frequency is closely related to the properties of the soft component and, thus, the accretion disk. It has also been found that the strength of the QPO increases with energy up to at least 15 keV, indicating that the QPO mechanism modulates the hard component (e.g., Morgan, Remillard & Greiner (1997)). If the hard component is produced via inverse Comptonization, a hard phase lag is expected. While hard phase lags have been observed for several sources, Reig et al. (2000) find soft phase lags for GRS 1915+105 in some cases, and, in this paper, we include some of the observations where soft phase lags were observed.

We present a detailed study of 0.8-3.0 Hz QPOs that occurred during 1997 October RXTE observations. The high Proportional Counter Array (PCA) count rates allow us to track individual QPO peaks, and we have exploited this to develop a QPO folding technique with some similarities to that used by Morgan et al. (1997). In contrast to previous QPO studies with RXTE, we emphasize the high energy QPO properties and report the detection of a QPO in the 60-124 keV band using the High Energy X-ray Timing Experiment (HEXTE). Here, we study how the properties of the QPO fundamental and first and second harmonics change with energy and between observations. We measure the phase of the QPO harmonics relative to the fundamental and the strength and phase of the fundamental and harmonics over the full RXTE band-pass.

## 2. Observations

We chose the 1997 October RXTE observations from the large number of GRS 1915+105 observations between the start of the RXTE mission and early 1998 based on our goal of extending QPO measurements to high energies. We searched the public archive for observations with strong low-frequency QPOs and a high HEXTE count rate, and found that observations during low-hard states (Morgan et al. 1997) provide the best match to these criteria. Between the start of the RXTE mission and early 1998 the low-hard state occurred three times for GRS 1915+105 as shown in Figure 9 of Belloni et al. (2000) along with the RXTE All-Sky Monitor (ASM) light curve111Note that Belloni et al. (2000) refer to the low-hard state as class $`\chi `$. In the 1.5-12 keV ASM light curve, the low-hard states appear as low flux time periods with very little variability. Ultimately, we chose to focus on the third low-hard state. This decision was made because HEXTE was not rocking during the first low-hard state, making background subtraction with standard techniques impossible, and because the QPO frequency is lower for the third low-hard state than for the second low-hard state (Trudolyubov, Churazov & Gilfanov (1998)Reig et al. (2000)). Since our folding technique depends on being able to detect individual QPO peaks, low frequency QPOs provide a significant advantage.

During the third low-hard state, six RXTE observations were made over thirteen RXTE orbits. For each of the thirteen orbits, Table 1 gives the time at the midpoint of the unocculted part of the orbit, the exposure time, the QPO frequency during the orbit, which we determined by making and fitting power spectra for each orbit, the 2-30 keV PCA count rate and the 15-124 keV HEXTE count rate. The PCA count rates are between 7300 and 9500 cps, and the HEXTE count rates are between 60 and 80 cps. Figure 1 shows the QPO frequencies as a function of count rate for PCA and HEXTE. The correlation between the PCA rate and the QPO frequency is apparent and has been noticed before for this data (Reig et al. (2000)). Interestingly, there is an anti-correlation between the HEXTE rate and the QPO frequency that is even more striking. The 2-30 keV PCA light curve for 15 s of orbit 4 is shown in Figure 2a, and the presence of the QPO is obvious.

## 3. Analysis

For each RXTE orbit, we extracted the 2-30 keV PCA light curve with 7.8125 ms time resolution. We made and fitted power spectra to determine QPO frequencies (see Table 1) for each orbit. A band-pass filter with frequency limits 20% below and above the QPO frequency was applied to the light curve, and the filtered light curve for 15 s of orbit 4 is shown in Figure 2b. We used a Kaiser band-pass filter, which is a finite impulse response filter with a Kaiser window (Jackson (1989)). Derivatives of the filtered light curve were calculated to find the minima between QPO pulses. To determine which minima are significant, we simulated a light curve with a white noise power spectrum and the same statistics as the observed light curve. We applied the band-pass filter to the white noise light curve, and the result is the dashed line in Figure 2b. In the filtered version of the observed light curve, minima are defined as the places where the first derivative of the filtered light curve is zero, the second derivative of the filtered light curve is positive and the minimum is lower than 99.9% of the minima in the filtered white noise light curve.

The minima from the 2-30 keV PCA light curve are used to fold the light curves in different energy bands. We extracted PCA and HEXTE light curves in several energy bands. The standard deadtime correction is applied to the HEXTE data. To fold the light curves, we assign a pulse phase to each light curve time bin. We define the light curve minima to be at a pulse phase of $`180^{}`$ and determine phases for the other time bins by interpolating between minima. A plot of count rate vs. phase provides the folded light curve. This method allows us to combine data from orbits with slightly different QPO frequencies. Representative folded light curves for PCA and HEXTE are shown in Figure 3. After folding as described above, the light curve is rebinned in phase. Poisson error bars are shown and two cycles are displayed.

To optimize and test our software, we applied our folding technique to simulated light curves. We used the GRS 1915+105 power spectra to determine the properties of the simulated light curves. We made and fitted power spectra for each of the thirteen orbits, and we refer the reader to Reig et al. (2000) for figures showing a representative sample of these. The power spectra contain a low-frequency (0.8-3.0 Hz) QPO with a fractional rms amplitude of about 10% and its first harmonic with an rms amplitude near 5%. Our simulated light curves contain a sinusoidal modulation with a frequency of 1 Hz and an amplitude of 14% of the mean level, which corresponds to an rms amplitude of 10%. A harmonic is included by adding a second sinusoid with twice the frequency and half the strength of the first sinusoid. A fixed but arbitrary phase difference between the two sinusoids is assumed. The signal is made to be quasi-periodic by stretching or compressing each cycle (i.e., pulse) in time. Although the pulse profile remains constant throughout, the pulse duration changes for each cycle. Motivated by the results of Morgan et al. (1997), who found that the phase of the QPO relative to a periodic signal performs a random walk over time, we vary the pulse duration so that it performs a random walk from pulse-to-pulse. Since a changing pulse duration leads to a corresponding change in the phase of the QPO, we set the step size for the random walk to reproduce the magnitude of the phase changes observed for GRS 1915+105 by Morgan et al. (1997). Finally, we checked that our simulated light curves have properties consistent with those of the actual GRS 1915+105 light curves by making power spectra for the simulated light curves. The power spectra contain a QPO and its harmonic, and the widths of these features are consistent with those found for the actual GRS 1915+105 power spectra.

We applied our QPO folding technique, which is outlined above, to the simulated light curves. Figure 4 shows the result for a representative simulated light curve. In this example, the largest discrepancy between the folded light curve and the input profile for any phase bin is 0.7% of the mean count rate. For optimization of our technique, we filtered the simulated light curves using several different frequency limits for the band-pass. As long as the band-pass is wide enough to contain the random-walking QPO frequency, the results do not depend sensitively on the exact frequency limits used for the filter, and frequency limits 20% below and above the QPO frequency provided a band-pass wide enough for GRS 1915+105. We applied a band-pass filter with these frequency limits to 100 simulated light curves, and, for each light curve, we determined the largest discrepancy between the folded light curve and the input profile. On average, the largest discrepancy was 0.74% of the mean count rate, and, for 95 of the 100 simulated light curves, the largest discrepancies were less than 1%. We produced simulated light curves with various phase differences between the QPO and its harmonic. Although the shape of the QPO profile changes, the discrepancies between the folded light curve and the input profile do not change significantly.

Using our technique for finding the minima in the GRS 1915+105 light curve, 95% to 99% of the expected minima are detected. This either indicates that there are irregularities in the light curve (e.g., the QPO turns off for a small fraction of the time) or that our technique is not sensitive enough to detect a small fraction of the minima. In order to determine where minima are being missed, we calculated the ratio of the time to the previous minimum to the time to the next minimum for each detected minimum. The ratio is close to 1.0 in cases where there are no missing minima, but significantly deviates from 1.0 where missing minima occur. To avoid including data with indeterminate phases, we rejected data surrounding missing minima. In the worst case, this technique led to rejecting 8% of the data, and, for most orbits, between 2% and 4% of the data were rejected.

## 4. Results

We produced folded light curves in five PCA energy bands (2-5 keV, 5-13 keV, 13-19 keV, 19-29 keV and 29-60 keV) and four HEXTE energy bands (16-18 keV, 18-30 keV, 30-60 keV and 60-124 keV) for each of the thirteen RXTE orbits. We examined the folded light curves and found that the shape of the folded light curve changes during the thirteen orbits. However, in some cases, the shape is very similar for consecutive orbits, and, in these cases, we combined the data from multiple orbits. The longest stretch of time during which the shape remains stable is more than 3 d during orbits 7-13. Also, the QPO profile can change significantly on time scales less than 5 or 6 d. We characterize the folded light curves by fitting them with harmonically related sinusoids. From Figure 3, it is clear that one sinusoid does not provide a good description of the folded light curves, especially at low energy. Adding more sinusoids improves the fits considerably, and three sinusoids provide a good description of the data. We note that the presence of a QPO with two harmonics is consistent with the power spectra shown by Reig et al. (2000). We fitted the folded light curves with the function

$$f(\varphi )=a_0+a_1\mathrm{sin}(\varphi \varphi _1)+a_2\mathrm{sin}[2(\varphi \varphi _2)]+a_3\mathrm{sin}[3(\varphi \varphi _3)],$$
(1)
and, below, we refer to $`\varphi _i`$ as the phase of the sinusoid, and we define the amplitudes of the sinusoids as $`A_i=a_i/a_0`$, where $`i`$ runs from 1 to 4. For most energy bands, the phase-averaged deviations between this model and the folded light curve are less than 1%. The deviations are somewhat larger in a few cases where the folded light curves have relatively low statistics. In these cases, low reduced chi-squared values ($`\chi ^2/\nu <0.8`$ for 25 degrees of freedom for the PCA and $`\chi ^2/\nu <1.3`$ for 9 degrees of freedom for HEXTE) indicate that the model provides a good description of the data.

In Figure 5, we show the 2-5 keV folded light curves for orbits 1-3, 4-6 and 7-13, fitted with the model described above. The solid line shows the combination of three sinusoids, and the fundamental (dotted line), first harmonic (dashed line) and second harmonic (dot-dashed line) are also shown. While the commonly used power spectrum does not provide information about the phase difference between sinusoidal components, our folding technique does provide this information. Phase information can be derived from examination of the full complex Fourier transform, but this is only rarely accomplished and has not been done in analyses of GRS 1915+105. Table 2 gives the values of $`\varphi _1\varphi _2`$, $`\varphi _1\varphi _3`$ and $`\varphi _2\varphi _3`$ for the 2-5 keV folded light curves. The shape of the folded light curve depends on the phase difference between the sinusoidal components. The largest change in the shape of the folded light curve occurs because of changes in the phase difference between the fundamental and the two harmonics. The variation in $`\varphi _2\varphi _3`$ over time is smaller. In addition, we note that the double peaking observed for orbits 4-6 occurs because the minima of the harmonics occur at nearly the same phase as the maximum of the fundamental.

Figure 6 shows the amplitudes of the fundamental ($`A_1`$) for energies from 2 to 124 keV for orbits 1-3, 4-6 and 7-13 using PCA and HEXTE. In the region where PCA and HEXTE overlap, there is good agreement between the two instruments. In all cases, $`A_1`$ increases with energy up to 19 keV, changing from between 11% and 13% in the lowest energy band up to between 20% and 24% in the 13-19 keV energy band, but the data do not suggest that $`A_1`$ continues to increase above 19 keV. While there is strong evidence for a drop in $`A_1`$ at higher energies for orbits 1-3, the data do not require a decrease in $`A_1`$ above 19 keV for orbits 4-6 and 7-13. However, for orbits 4-6 and 7-13, it should be noted that $`A_1`$ does not increase with energy at the same rate above 19 keV as it does between 2 keV and 19 keV. Figure 7 shows the 60-124 keV folded light curves for the three cases. While the QPO is detected at high confidence for orbits 4-6 and 7-13, the QPO is not detected for orbits 1-3, and we derive a 95% confidence upper limit ($`\mathrm{\Delta }\chi ^2=4`$) of 17.4% on $`A_1`$. The upper limit is found using the model with three harmonic components described above and leaving the fit parameters free while stepping through values of $`a_1`$. The results indicate that $`A_1`$ is significantly lower for energy bands 30-60 keV and 60-124 keV than for 13-19 keV and 19-29 keV. Figure 8 shows the amplitudes of the first harmonic ($`A_2`$) vs. energy. For orbits 4-6 and 7-13, $`A_2`$ is between 3.5% and 4.0% at low energies and decreases at higher energies. For orbits 1-3, $`A_2`$ drops at intermediate energies but may increase again above 30 keV. Figure 9 shows the amplitudes of the second harmonic ($`A_3`$) vs. energy. The increase in $`A_3`$ at low energies provides some evidence for similar behavior for the second harmonic and the fundamental. In addition, like $`A_1`$, $`A_3`$ appears to level off or decrease at higher energies. For orbits 7-13, the data strongly suggests that $`A_3`$ peaks around 10 keV and decreases at high energies. Values of $`A_2`$ and $`A_3`$ are not well-constrained for the 60-124 keV energy band and are not shown.

Figure 10 shows the phase lag of the fundamental ($`\mathrm{\Delta }\varphi _1`$) for different energies up to 60 keV relative to the 2-5 keV energy band (i.e., $`\mathrm{\Delta }\varphi _1=\varphi _1(E)\varphi _1`$(2-5 keV)) for orbits 1-3, 4-6 and 7-13 using PCA and HEXTE. As we found for the amplitude, the PCA and HEXTE measurements are consistent. The values of $`\mathrm{\Delta }\varphi _1`$ we find for the 5-13 keV energy band are consistent with the phase lag values found by Reig et al. (2000) using cross-spectral techniques. For orbits 1-3, our results show that the negative phase lags reported by Reig et al. (2000) for the 5-13 keV energy band become more negative at higher energies. For orbits 4-6 and 7-13, the phase lags are positive and increase steadily with energy. Figure 11 shows the phase lag of the first harmonic ($`\mathrm{\Delta }\varphi _2`$) relative to the 2-5 keV energy band. For orbits 1-3, positive phase lags are seen for the first harmonic above 13 keV, in contrast to the negative phase lags found for the fundamental. For orbits 4-6 and 7-13, the phase lags for the first harmonic are also positive, but they are significantly smaller than for orbits 1-3 and somewhat smaller than the phase lags found for the fundamental for orbits 4-6 and 7-13. Figure 12 shows the phase lag of the second harmonic ($`\mathrm{\Delta }\varphi _3`$) relative to the 2-5 keV energy band. There is some evidence that the second harmonic has negative lags for orbits 1-3; however, the significance of the detection is marginal. For orbits 4-6 and 7-13, there is marginal evidence for positive lags. Note that the phase lag for the second harmonic is not well constrained by HEXTE for the 30-60 keV energy band and is not shown.

## 5. Discussion

Our results for GRS 1915+105 focus on the energy dependence of the QPO amplitude and phase lags for the QPO fundamental and its first two harmonics. In this section, we discuss how our results relate to some of the proposed models to explain the X-ray timing properties of BHCs. Recent work by Lehr, Wagoner & Wilms (2000) provides one of the only detailed predictions for the energy dependence of the QPO amplitude for BHCs. Assuming that the hard X-rays are produced by Comptonization in a corona with a radial temperature gradient, Lehr et al. (2000) predict that, in some cases, the QPO amplitude will decrease at high energies, similar to what we observe for GRS 1915+105. In their Monte Carlo simulations, Lehr et al. (2000) assume that the QPO is due to the flux modulation of soft seed photons which are subsequently Compton upscattered in a corona. The total X-ray flux emitted is the combination of the flux from regions where the QPO is active and the flux from other regions where the soft photons are unmodulated. In a given energy band, the predicted QPO amplitude is given by the ratio of the flux that emerges in this energy band from the region where the QPO is active to the total flux in this energy band. If the corona has a temperature gradient, and is hottest in the region where the QPO is active, then a QPO amplitude that increases with energy is predicted because the highest energy photons come from the region where the QPO is active. However, if the QPO is active in a region where the corona is cooler, then a drop in the QPO amplitude at high energies is predicted. Within this model, observing the amplitude as a function of photon energy can be used to gain insight into where the QPO originates. If it is assumed that the electron temperature decreases with distance from the compact object (e.g., if the energy deposition in the corona becomes less efficient at larger radii), then QPOs originating in the accretion disk at a greater distance from the compact object will exhibit a larger drop in amplitude at high energies.

Results for the GRS 1915+105 QPOs appear to be qualitatively consistent with the simulations of Lehr et al. (2000) if it is assumed that lower frequency QPOs originate further out in the accretion disk, which would be the case if the QPO frequency is related to the dynamical time scale where the QPO is produced. For GRS 1915+105, Cui (1999) finds that the 0.067 Hz QPO amplitude peaks between 7 keV and 10 keV. Our results show that the amplitude of the 2.6-3.0 Hz QPO (orbits 1-3) peaks between 13 keV and 30 keV. The fact that the amplitude of this QPO peaks at a higher energy than the amplitude of the 0.067 Hz QPO is consistent with a QPO production site closer to the compact object. Finally, the 67 Hz QPO observed for GRS 1915+105 is also consistent with this picture since its amplitude has only been observed to increase with energy in the PCA energy range where it is detected (Morgan et al. 1997). However, the highest energy band where the 67 Hz QPO has been detected is only 15-25 keV.

It is difficult to explain the negative phase lags observed for the QPO fundamental for orbits 1-3. If hard X-rays are produced by inverse Comptonization, then one expects the hard X-rays to be delayed relative to the soft X-rays, which results in positive phase lags as is observed for orbits 4-6 and 7-13. Reig et al. (2000) find that the phase lags for the continuum noise are also negative in some cases when the QPO phase lags are negative, and any model to explain the negative QPO phase lags should also be able to explain the negative continuum phase lags. Such a model, motivated by observations of GRS 1915+105, has been proposed by Nobili et al. (2000). Their model assumes that the optical depth of the Comptonizing region increases as the inner edge of the disk moves closer to the compact object so that Compton down-scattering (instead of up-scattering) dominates when the inner edge of the disk is close to the compact object. At this point, the model of Nobili et al. (2000) provides a possible explanation for the behavior of the continuum, but more work is necessary to see if the model can reproduce all the observed QPO properties.

Although the model of Nobili et al. (2000) may be able to explain the negative phase lags for the QPO fundamental, it is not clear if the model will be able to explain the simultaneous positive phase lags for the first harmonic. This phenomenon (alternating negative and positive phase lags between the QPO fundamental and its first harmonic) has also been observed for the BHC XTE J1550–564 (Wijnands, Homan & van der Klis (1999)Sobczak et al. (2000)). An explanation for this behavior has been suggested by B$`\ddot{\mathrm{o}}`$ttcher & Liang (2000). They assume that inverse Comptonization is still the dominant process, but, in addition, they assume that the light travel time between the location where the soft photons are emitted and the Comptonization region is longer than half of the fundamental QPO period, making a hard lag appear to be a soft lag. Depending on the distance between the source of soft photons (i.e., the optically thick accretion disk) and the Comptonization region, the model can produce positive lags (i.e., apparent hard lags) or negative lags (i.e., apparent soft lags). Negative lags are predicted for higher frequencies, which is consistent with the properties of the low-frequency QPOs in GRS 1915+105. In certain cases, the model of B$`\ddot{\mathrm{o}}`$ttcher & Liang (2000) predicts negative lags for the fundamental, positive lags for the first harmonic and negative lags for the second harmonic. For GRS 1915+105, we observe positive lags for the first harmonic, and, although our results suggest that the phase lags for the second harmonic may be negative, the evidence for this is marginal. While this model may provide explanations for the observed QPO phase lags, it is not clear if it can explain the negative phase lags observed for the continuum noise.

## 6. Summary and Conclusions

Our study of the broadband properties of the low-frequency QPOs in GRS 1915+105 provides several new results. We developed a QPO folding technique allowing us to study the detailed properties of the GRS 1915+105 QPOs. We successfully tested the folding technique using simulations, and, where comparison is possible, our results are consistent with previous results that relied on standard Fourier techniques. We report the first detection of QPOs with HEXTE, making it possible to measure QPO amplitudes and phase lags up to 124 keV. The highest energy band where we achieved a detection is 60-124 keV. In the energy range where there is overlap between the PCA and HEXTE, we find good agreement between the two instruments for the QPO properties. While our results confirm that the QPO amplitude increases with energy up to 19 keV, they also indicate that the QPO amplitude does not increase at the same rate above 19 keV as it does at lower energies. For orbits 1-3, the QPO amplitudes in the 30-60 keV and 60-124 keV energy bands are significantly less than in the 13-19 keV and 19-29 keV energy bands. Also, for orbits 1-3, we confirm the negative phase lag for the QPO fundamental reported by Reig et al. (2000), and we report a positive phase lag for the first harmonic. Variation in the phase difference between sinusoidal components leads to changes in the shape of the QPO profile with energy and over time. Our results show that, in some cases, the QPO profile remains unchanged for more than 3 d even as the QPO frequency varies by 17% (orbits 7-13). Also, the QPO profile can change significantly on time scales less than 5 or 6 d. Although the physical models developed by Lehr et al. (2000), Nobili et al. (2000) and B$`\ddot{\mathrm{o}}`$ttcher & Liang (2000) and discussed here each can explain aspects of the GRS 1915+105 timing properties, it is not clear if any of the models can reproduce all the observed timing properties. More detailed comparisons between the data and the model predictions are necessary.

JAT would like to acknowledge participants of the Rossi 2000 meeting at Goddard Space Flight Center in 2000 March for useful discussions and J$`\ddot{\mathrm{o}}`$rn Wilms for comments on a draft of this paper.


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# Statistically Significant Strings are Related to Regulatory Elements in the Promoter Regions of Saccharomyces cerevisiae

## 1 Introduction.

It is attractive, but not unexpected, that DNA and protein sequences deviate remarkably from random sequences . According to information theory, random sequences carry minimal information (maximal entropy) , while the total information of life is assumed to be in DNA and protein sequences. As a result, investigation on the non-randomness of DNA and amino acid sequences would be the focus of Bioinformatics.

To find out nonrandom occurrence of words (short strings) in non-coding DNA sequences is interesting because a large portion of regulatory elements of eukaryotes usually are words of limit length in the non-coding sequences (for example, about 10 bases, while the core part is about 5 bases ). subjected to functional constraints, the patterns of regulatory elements are expected to deviate from random occurrence.

In this paper, by applying the Maximal Entropy Principle (MEP), we develop one way to investigate the nonrandom occurrence of words in DNA sequences. Each word is given one significance index which quantifies the nonrandomness occurrence of the word. The method is then applied to study the promoter regions of Saccharomyces cerevisiae (yeast).  We compare the theoretical result with experiments in two ways. In the first way, the promoter database of yeast (SCPD)  was analysed. It was found that, statistically, overrepresented words are more easily encountered in the database. The second way is to study the promoters of coregulated gene families. The experimentally found binding sites were successfully extracted, and more putative binding sites are suggested.

In the following the method will be developed in details, and in the third section the method will be applied to study the promoter regions of yeast.

## 2 Treat the nonrandomness of DNA sequences via Maximal Entropy Principle.

The idea comes from a simple observation. Take a long DNA sequence as an example. Given only the (normalized) frequencies of $`A`$,$`C`$,$`G`$,$`T`$ ($`P_A`$,$`P_C`$, $`P_G`$,$`P_T`$) , one would expected that the frequencies 2-tuples have the form

$$P_{}^{0}{}_{c_1c_2}{}^{}=P_{c_1}\times P_{c_2}$$
(1)
Here $`c_1`$ and $`c_2`$ are one of the four bases $`A,C,G,T`$.

Comparison between the measured frequency $`P_{c_1c_2}`$ and the expected value $`P_{}^{0}{}_{c_1c_2}{}^{}`$ reveals the statistical significance of $`c_1c_2`$ in the sequence.

To generalize the above idea, one encounters the problem to predict the frequencies of $`k+1`$-tuples from the frequencies of $`k`$-tuples when $`k>1`$. A reasonable defination can then be used to evaluate the statistical significance of words longer than two bases.

The following is an attemption to answer this problem. In the treatment, when the composition of a $`k`$-tuple is concerned, the word will be written as $`c_1c_2\mathrm{}c_{k1}c_k`$. However when only the length $`k`$ of the word is relevant, it will be given in the form of $`w^k`$. A combinatory form may also be used. For example, $`w^kc`$ ($`cw^k`$) is the word obtained by adding a letter $`c`$ to the right (left) of $`w^k`$. The measured and expected frequencies of $`w^k`$ in the sequence will be written as $`P_{w^k}`$ and $`P_{}^{0}{}_{w^k}{}^{}`$, respectively.

There are a total of $`4^k`$ $`k`$-tuples. For prediction the Maximal Entropy Principle (MEP) is a prefered choice. According to modern genetics, the driving force for nucleotide sequence evolution is, on one hand, random mutations of bases that maximize the entropy, and, on the other hand, the natural selection which subjects the maximization of entropy to certain constraints. Therefore, DNA sequence analysis shows intrinsic correlation to the MEP. One brief introduction (which is necessary for our use) to MEP will be given below. More details can be found in e.g. .

Suppose that $`\{P_i,i=0,1,2,\mathrm{}\}`$ is a discrete distribution. An information entropy can be defined on it :

$$S=\underset{i}{}P_ilnP_i.$$
(2)
Usually {$`P_i`$} satisfies some constraints:

$$F_j(\{P_i\})=0,j=1,2,\mathrm{},M.$$
(3)
Here $`M`$ is the number of constraints. Define a target function:

$$H=S+\underset{j=1}{\overset{M}{}}\lambda _jF_j(\{P_i\}),$$
(4)
$`\lambda _j`$ being Largrange factors. MEP states that the distribution minimizing the target function $`H`$ is the most reasonable distribution satisfying constraints (3). This, however, does not state that {$`P_i`$} is the only distribution satisfying (3).

The MEP now can be applied to study the problem raised above. The entropy function here is:

$$S=\underset{i}{}P_{}^{0}{}_{w^{k+1}(i)}{}^{}lnP_{}^{0}{}_{w^{k+1}(i)}{}^{},$$

where $`i`$ is a index used to distinguish k-tuples from each other. (In order to get the index of a word, the following maps were used: $`A`$ to 0, $`C`$ to 1, $`G`$ to 2, and $`T`$ to 3. The original word is thus mapped to a string containing only 0,1,2 and 3. The string is then considered as quaternary number. After being transformed to decimal, the number is used as the index of the word.)

Constraints in the present problem is:

$`P_{w^k(i)}={\displaystyle \underset{c}{}}P_{}^{0}{}_{w^k(i)c}{}^{},`$
$`P_{w^k(i)}={\displaystyle \underset{c}{}}P_{}^{0}{}_{cw^k(i)}{}^{},`$
$`i=0,1,2,\mathrm{},4^k1.`$ (5)
$`P_{}^{0}{}_{w^{k+1}}{}^{}`$ is the frequency needs to be predicted and $`P_{w^k}`$ is the frequency already known. There is a total of $`2\times 4^k`$ constraints. It is possible that these constraints are linearly related, so that the number of effective constraints is smaller than $`2\times 4^k`$. This, however, does not alternate the result.

The solution can be obtained:

$$P_{}^{0}{}_{c_1c_2\mathrm{}c_{k+1}}{}^{}=\frac{P_{c_1c_2\mathrm{}c_k}\times P_{c_2c_3\mathrm{}c_{k+1}}}{P_{c_2c_3\mathrm{}c_k}}.$$
(6)
When k=1, the solution reduces to the intuitively result, eq.(1).

The above treatment is from $`k`$-tuples to $`k+1`$-tuples. As a generic scheme, the MEP can also be applied to predict the frequencies of $`k+2`$-tuples, $`k+3`$-tuples and so on, based on the frequency of k-tuples. Actually, one can get the result by repeatedly applying eq. (6). For example:

$`P_{}^{0}{}_{c_1c_2\mathrm{}c_{k+1}c_{k+2}}{}^{}`$ $`=`$ $`{\displaystyle \frac{P_{}^{0}{}_{c_1c_2\mathrm{}c_{k+1}}{}^{}\times P_{}^{0}{}_{c_2c_3\mathrm{}c_{k+2}}{}^{}}{P_{c_2c_3\mathrm{}c_{k+1}}}}`$ (7)
$`=`$ $`{\displaystyle \frac{P_{c_1c_2\mathrm{}c_k}\times P_{c_2c_3\mathrm{}c_{k+1}}\times P_{c_3c_4\mathrm{}c_{k+2}}}{P_{c_2c_3\mathrm{}c_k}\times P_{c_3c_4\mathrm{}c_{k+1}}}}.`$
Thus, when one refers to the expected frequency of a certain word of length $`k`$, the knowledge that the prediction is based on must be pointed out.

With the frequencies of longer words, one can always obtain the frequencies of shorter ones. On the other hand, the expected frequencies of longer words, eq.(6), is predicted from the frequencies of shorter words, with no more information added. Therefore, the deviation of the measured frequencies from the expected ones gives new information emerges only in the frequencies of the longer words. In order to use this part of information, we refer to the following significance index

$$I_{w^k}=\frac{P_{w^k}P_{}^{0}{}_{w^k}{}^{}}{\sqrt{P_{}^{0}{}_{w^k}{}^{}}}.$$
(8)
The indexs of $`k`$-tuples form a vector of $`4^k`$ dimension.

It should be pointed out that the simple solution eq.(6) results from the constraints, eq.(2). Although there are many ways to write down the prediction , the Maximal Entropy Principle ensure that, submitted to these constraints, the solution eq.(6) is the best one. However, one can consider more constraints. Expect for the continuous words, spaced patterns can also be involved in the above statistical treatment . As an example, consider the spaced word $`c_1`$-$`c_2`$, where $`c_1`$ and $`c_2`$ are certain bases and the base between them is not relevant. One more constraint

$$P_{c_1c_2}=\underset{c}{}P_{c_1cc_2}$$

can be added to the frequencies of $`3`$-tuples, and the statistical significance of the spaced words can also be evaluated. The MEP, as a general framework, is still applicable, but there will be no simple explicit solution as eq.(6).

## 3 The relationship between regulatory elements and statistically significant words in the yeast promoter regions.

With the accumulation of huge amount of genome sequences, analysis of the regulatory regions becomes urgent, because they govern the regulation of gene expression. Finding out the regulatory sites in Eukaryotes genomes is especially difficult, largely because of their strong variance. This, however, gives the chance for statistical methods to play an important role in binding sites prediction.

The regulatory elements are functionally constrained and are often shared by many genes. As a result, the sites are expected to be significantly represented. Based on this belief, the method developed above is expected to be applicable in finding regulatory sites in the promoter regions of yeast. we employ two ways to check this point.

In the first way, as just an illustration of the effectiveness of the MEP treatment, a data set including all the promoters of yeast will be used to perform the statistical evaluation. The promoter regions refer, according to Zhang , to the upstream region of 500 bases long. From the sequence set the word frequencies are obtained and $`I_{w^k},k=2,\mathrm{},8`$, are calculated according to eq.(6) and eq.(8). (to obtain $`I_{w^k}`$, $`P_{}^{0}{}_{w^k}{}^{}`$ is predicted based on the frequency of k-1-tuples.) For comparison the index $`I_{w^k},k=2,\mathrm{},8`$, of words in the coding regions (CDSs) of yeast were also calculated.

To compare the significance index of words with experimentally verified regulatory elements, a strongly statistically characterized method was pursued. The promoter database of yeast collected by Zhou et al.  was used as targets. One word is called to hit the target if it covers a known regulatory element or part of the element. In this way, each word will be checked against all the elements in the database. We want to see if the total hits of words show correlation with the significance index.

Fig.1 shows the ratio of the average hits of words whose significance index are larger than a certain cutoff (5.0, 3.0, or 2.0) to the average hits of all the $`k`$-tuples. Some properties of significance index in the promoter regions are revealed. First, for all the cutoff value shown in fig.1, the ratios are always larger than $`1`$. Second, when the words are longer than 4 bases, the average hits increase with the increase of cutoff. Furthermore, the ratio also increases with the increase of word length. As a comparison, Fig.1 shows that the ratio of hits does not depend on significance index in the CDS regions.

To see the dependence of hits on significance index further, words are divided into groups according to their significance index values. In each group the hits were averaged. See table 1, and Fig.2 which is based upon the data in Table.1 but shown as a more audio-visual illustration. The dependence of hits on significance index shown in Fig.1 is seen again. Furthermore, the average hits are not the monotonic function of significance index in the promoter regions. For words with both positively and negatively large significance index in the promoter regions, the average hits are larger than those of words whose significance index is around zero. Again no dependence of average hits on significance index in CDS regions is observed in Table.1 and Fig.2.

That words with large negative significant index in the promoter regions also show higher affinity to binding sites deserves more consideration. One account is that although some regulatory elements, such as those involved in the expression of housekeeping genes, are expected to be overrepresented since large amount of the genes are needed, others that control the expression of some essential but restrictedly needed genes, are expected to be underrepresented to avoid inappropriate translation. However, more convincing explaination exists: if a word, e.g., $`w`$A, has high positive index, then some of $`w`$C,$`w`$G,$`w`$T are expected to have negative index. This can be seen from the following example. While the index of TATAT is 16.3, that of TATAA is -12.2. Actually, both have much high counts in the sequences and both are variance of binding site of the same transcriptional factor.

For universally existing regulatory elements, as expected, the significance index in the promoter regions are much high. One example is the poly(A/T) stretches. As given above, the significance index of TATAT is 16.3. Also the significance index of TATATAT, 8.1, is high. As another example, the significance index of the core of CAAT-box, CAAT, is 8.95. However, in order to develop an algorithm for regulatory elements prediction, more subtle consideration must be involved. First, genes are needed to be classified into families to improve the compositional bias of the sequences. Furthermore, more complicated usage of the information given by significance index should be considered, because, according to eq.(7), the expected frequency of $`k`$-mers can be defined in $`k1`$ ways, i.e., based on the frequency of $`1,2,\mathrm{},k1`$-mers, respectively. For each definition the significance index can be obtained. On considering the statistical property of words in the sequences, each of these indexes would give useful information. We choose two coregulated gene family to further test our method.

The coregulated genes of yeast metabolism have been widely studied, and these datasets provide ideal material to test the methods for binding sites prediction. Two families of coregulated genes, GCN and TUP, were shown in table 2. Detailed information on them can be found in . For each family, the frequencies of 6-tuples in the promoter regions were first collected. The expected frequencies them were predicted in five ways, which are based on the frequencies of bases, 2-tuples, 3-tuples, 4-tuples, 5-tuples, respectively. In stead of $`I_{w^k}`$, a simpler significance index $`P_{w^k}/P_{}^{0}{}_{w^k}{}^{}`$ was used. In our study only the single strand of promoter sequences is considered. This is different from that of . They count the number of each words in both strands. In this way there are only 2080 distinct oligonucleotides, while the number in ours is $`4^6=4096`$. Table 3 shows the words that possess no less than 3 among the 5 significance index larger than 3. There are 13 such words for GCN family, and 23 for TUP family. In table 3 several words tend to cluster together to form a longer pattern. Generally speaking, the clusters can be expanded by involving words with slightly lower significance.

In both families, 6-tuples corresponding to regulatory binding sites found by experimental analysis are observed in table 3. See the first cluster of words for GCN family and the first and the second clusters for TUP family. Most of these words also show high statistical significance in the analysis of . Some words predicted by  but not varified by experiments are also observed in table 3 (significant words shared by  and the present analysis are shown in bold in table 3). However, our analysis also found many significant words which do not show as highly significant scores according to .

Two clusters of words for TUP families is noteworthy (see the first and the second clusters in table 3). The first cluster includes GTGGGG, AGGGGC, ACGGGC, TGGGGT, and GGGGTA, and the second cluster involves TACCCC, ACCCCG, CCCCGC, and CCCCAC. between them GTGGGG and CCCCAC, GGGGTA and TACCCC are reverse complements. The two clusters both correspond to the binding sites of transcription factor Mig1p (Zn finger), but seen from different strands. This may imply that the binding sites of Mig1p are active in both orientation. This property, however, was not found for the binding sites of Gcn4p (see table 3). For example, when the cutoff of significance index is reduced to 1.3 (now 46 words satisfy the creterion), the cluster of TGACTC and GACTCA expands to involve another 4 members: CGATGA, GATGAC, ATGACT, and GTGACT; while only one of inverse complements of them, GAGTCA, also has 3 index larger than 1.3. Among the 46 words, it can only be clustered with another words GGAGTC. Thus, the binding sites of Gcn4p seem to be active preferencially in one direction.

Among the available methods of binding sites prediction, ours is similar to that of  in that both work by defining expected frequencies of words. the difference is that our method defines the expected frequences on the statistical stproperties of the sequences themselves, while  more or less heuristically defines the word frequencies of whole non-coding sequences as the expected value. It is thus expected that our method is more precise and gives more unbiased result.

An alternative method developed by Li et al . gives more subtle consideration on the statistical feature of DNA sequences. In their model, the sequence is considered as a text without interwords dilimiters. They apply maximal likelihood consideration to recover the words, which they consider as possible binding site condidates. But the computation is far more complex to get meaningful result.

More methods to detect unknown elements within funtionally related sequences are availible (for a review, see ), most of which, such as the consensus  and the Gibbs sampler , are based upon well difined biological models. The type of signals that can be detected are generally limited; it is difficult for them to detect multiple signals. But these methods are able to detect much larger patterns with high precision. The present method can be used to detect multiple elements, but the pattern it can find is short.

It is also a widely explored problem in biology to compare the noncoding and coding regions of DNA sequences . The MEP treatment gives one systematic way to study the statistical differences between coding and noncoding regions. In table.1 it is shown that significance index in CDS regions distribute much more stretchy than that of the promoter regions. The contrast keeps for all the word lengths we studied (up to 8 bases). This reveals that CDS regions are in a more nonrandom state. Two factors may help to interpret this phenomenon. First, the mutation rate of CDS regions is much lower than that of the promoter regions . Secondly, the code usage in CDS region is universal and definite, while in the promoter regions the length of regulatory elements differ from each other and the regulatory elements may differ strongly from the consensus sequences.

## ACKNOWLEDGMENTS

We are grateful to professor Bai-lin Hao and Wei-mou Zheng for stimulating discussions. We also thank Guo-yi Chen for helps on computation.


text:
# SNR0540-69 -the Crab twin- revisited: Chandra vs. HST

## 1 Introduction

The study of extended objects relies heavily on multiwavelength imaging. Irrespective of the astrophysical classification of the actual target, its multiwavelength phenomenology provide precious insights on the physical processes at work as well as on the source geometry. However, comparing images taken at different wavelengths is not a trivial task . The job is made difficult by the instruments different performances, in particular by their different resolution. Although it will always be possible to superimpose a low resolution image on a high resolution one, the most astrophysically compelling comparisons will come from instruments with similar resolutions. The sharpness of view of HST, while perfectly suited to map extended sources, sets a very demanding standard for multiwavelength comparison. So far, only radio VLA/VLBI images could compete with HST, as shown, e.g. by Macchetto (1996).

Unfortunately, the same was not true for X-ray astronomy where the HST performances were, so far, unmatched. The High Resolution Camera, on board Chandra Observatory (Weisskopf, O’Dell and van Speybroek 1996), is the first X ray instrument capable of sub arcsec angular resolution, making it possible, for the first time, detailed X-to-optical comparisons.

Among the first objects observed by Chandra HRC, during the initial calibration phase, one finds, apart for the Crab, the most Crab-like among the SNRs, SN0540-69, the Crab twin in the LMC.

Since HST did observe the object with the Planetary camera, it is now possible to compare in detail the X and optical images of this plerion. Moreover, SN 0540-69 has been observed in polarization mode during the commissioning of the FORS1 instrument, now operational at VLT1 (Antu). Owing to the synchrotron emission mechanism generally thought to be at work in a plerion, polarization plays a key role in the objects phenomenology, thus making it desirable to add the polarization information into the multiwavelength study. 0540-69 is a challenging plerion since its LMC location implies very reduced angular dimensions, thus it stands out as a very interesting test case for our multiwavelength approach. Here we shall report on the first detailed superposition of these three data sets: HST, Chandra and polarimetry from the ground

## 2 Data Analysis

### 2.1 HST

SNR B0540-69.3 was observed with the PC chip (45 mas/px) of the WFPC2 on October $`19^{th}`$ 1995. Two 300 s exposures were obtained through the F555W filter (5442 Å, 1220 ÅFWHM). The data have been recalibrated by the ST-ECF pipeline using the most recent reference files and have been combined to reject cosmic ray hits. In order to better study finer details of the remnant structure, fore/background stars spatially coincident with the remnant have been removed by subtracting a model PSF computed from more than 40 suitable field stars. The resulting image is shown in Fig. 1a, after having being filtered with an adaptive smoothing algorithm with a 4$`\sigma `$ significance threshold. The pulsar (V=22.5) is clearly visible at the center of the plerion. The plerion morphology appears dominated by an elongated structure, on which a secondary emission maximum can be recognized southwest of the pulsar.

### 2.2 Chandra

The Chandra X-ray Observatory pointed the supernova remnant SNR B0540-69.3 during the calibration phase of the High Resolution Camera (HRC; Murray et al. 1997) on 1999/08/31 for 20 ksec. The data, available in the Chandra public Archive (Obs.Id 132), have been used by Gotthelf & Wang (2000) for a morphological study of the remnant. This made it possible to resolve three different emission components: (i) a point-like source, identified with the pulsar PSRB0540-69, (ii) an elongated toroidal structure around the pulsar and (iii) a jet like feature apparently protruding from the pulsar. As remarked by Gotthelf & Wang (2000), when the different distance factor is taken into account, this structure is surprisingly similar to the ones observed by Chandra around the Crab pulsar.

The HRC data were retrieved from the Chandra Public Archive and reanalyzed using the CIAO software. The image, integrated over the whole HRC energy range (0.08-10 keV) and with the full resolution aspect solution (0.13 arcsec/px), is shown in Fig.1b, where the three different emission components described above are indicated.

### 2.3 VLT

Polarimetric observations of SNR 0540-69 were taken on April $`12^{th}`$ 1999 during the commissioning of FORS1 on the VLT/UT1. The instrument was operated in the low-resolution mode, with a corresponding pixel size of 0.2 arcsec. Several images with different polarization angles have been obtained under average seeing conditions of 1.2 arcsec and combined as described in Wagner & Seifert (2000). The processed image, showing the degree of polarization of the optical flux in a gray-scale representation, is shown in Fig. 1c. The optical emission from the plerion turns out to be significantly polarized, as expected from synchrotron radiation and the polarization maps seem to follow a toroidal morphology. Moreover, a clear polarization maximum is also detected around the pulsar position.

## 3 The image superposition

We have used the X-ray/optical data to perform a comparative analysis of the remnant morphology. Of course, given the small spatial extent of the plerion (5 arcsec), such an analysis must rely on a very accurate image superposition. Since the optical and X-ray images are not directly comparable, a frame registration procedure as the one described in De Luca et al. (these proceedings) can not be applied. We have thus performed an absolute frame registration using the astrometric information attached to the image headers and the ratio between the image pixel sizes as their relative scale factor. Unfortunately, such an image superposition yielded residuals of more than 1 arcsec per coordinate, far too large for the study of a 5 arcsec object. This poor accuracy is obviously traceable to the limited positional accuracy of the reference stars used to define the absolute coordinates of the three data sets.. In the case of the HST, the absolute astrometric accuracy of the Guide Star Catalog (GSC) ranges typically from 0.2” to 0.8” per coordinate (Russell et al. 1990). Similar values apply for the USNO-A02 catalog, which was used as reference for the VLT observations (Monet et al. 1998a,b), while the accuracy of the Chandra HRC aspect solution, depending both on the absolute reference grid and on possible errors in the processing of the event files, is expected to be of about 1 arcsec. A better superposition of the images can be obtained by registering the coordinates of the common sources in a relative reference frame. To this aim it is necessary:

1. to select the reference image;
2. to compute source centroids with a sufficient accuracy.

Of course, owing to its excellent angular resolution (pixel size 0.045”, FWHM of point sources of order 0.1”), the HST image was obviously chosen as reference and the centroids of possible reference stars were computed with an accuracy of 2-4 mas.

### 3.1 Chandra vs. HST

The only source present in the Chandra image is the plerion itself. However, although unresolved in the Chandra image (HRC pixel size 0.132”, FWHM 0.5”), the pulsar is bright enough to stand well above the mean count rate from the plerion (the peak flux is $`3.75\times 10^3`$ counts pixel-1s-1, to be compared with a mean flux of $`(0.6\pm 0.2)\times 10^3`$ counts pixel-1s-1 in an annulus centered on the maximum of emission with inner radius 0.6” and width 1”). This allows the determination of the pulsar centroid through 2-D gaussian fitting of its intensity profile, yielding a conservative uncertainty of 1 pixel. We then registered the two images by superposing the pulsar centroids in the HST PC reference frame. We used as plate scale the ratio between the pixel sizes, the possible error on this value being not significant when propagated over the 2.5” radius of the plerion. To account for image rotation, we used the roll angles of the telescopes, whose known accuracies (0.04 deg for HST (FGS instrument handbook) and 0.3 deg for Chandra (McDowell 2000) are vastly sufficient not to introduce significant errors, at least in the small region we are studying. The result is shown in Fig 2a where we have superimposed theX-ray isophotes to the HST star-free image.

### 3.2 VLT vs. HST

Since the VLT polarization image contains no resolved point sources, we computed the superposition parameters using a total flux image, pertaining to the same set of FORS1 observations in polarimetric mode (see Wagner & Seifert, 2000), with the same pointing, orientation and plate scale. In this complementary image we could identify 11 reference stars in common with HST image. We then applied the standard astrometric procedure using the centroids of the stars to compute the 4 parameters (i.e. X and Y shifts, plate scale and rotation angle) needed to overlay the frames. The mean residuals on the reference stars positions turned out to be of order 50 mas, a value mainly driven by the poor seeing of the VLT image, however largely sufficient for our purposes. This transformation was then applied to our degree-of- polarization FORS image and Fig 2b gives the polarization isophotes superimposed the the HST images. The registration of the 3 images in a common (the HST PC one) reference frame with an accuracy better than 0.2” allows now a careful analysis of the morphological correlations.

## 4 The Results

The HST and Chandra data outline a very similar elongated pattern featuring a shallow maximum in the SW. Also the faint jet, marginally visible in the Chandra image, does have an optical counterpart. The polarization image, on the contrary, has a structure of its own, clearly connected with the edges of the elongated disk-like plerion, where the maximum of the polarization is detected. A secondary maximum in the polarization contours is seen near the pulsar but it does not coincide with it. This is a good example of the importance of accurate image superposition in the understanding of extended objects. Proving or disproving correlations at subarcsec level between different wavelength images is a challenge that can be met.


text:
# GRAVITATIONALLY BOUND MONOPOLES

## 1 Introduction

Magnetic monopoles arise as topological defects in theories which undergo spontaneous symmetry breaking. In general, magnetic monopoles exist if the mapping of the vacuum manifold, associated with the symmetry breaking, onto the two-sphere is non-trivial. The existence of magnetic monopoles is consequently a generic prediction of grand unification. If magnetic monopoles were indeed present in the universe, they would have a host of astrophysical and cosmological consequences.

Here we consider magnetic monopoles  and multimonopoles  in SU(2) Yang-Mills-Higgs (YMH) theory, with the Higgs field in the triplet representation. These solutions are globally regular. Since their magnetic charge is proportional to their topological charge, the regular monopole and multimonopole solutions reside in topologically non-trivial sectors of the theory. In contrast, the monopole-antimonopole pair solutions  are topologically trivial.

In the Bogomol’nyi-Prasad-Sommerfield (BPS) limit , where the strength of the Higgs self-interaction potential vanishes, the mass of the monopole and multimonopole solutions saturates its lower bound, the Bogomol’nyi bound. In particular, the mass per unit charge of an $`n>1`$ monopole is precisely equal to that of the $`n=1`$ monopole. There is no interaction between the monopoles in the BPS limit, because the spatial components of the stress tensor vanish . The Higgs field is massless and mediates a long range attractive force which exactly cancels the long range repulsive magnetic force of the $`U(1)`$ field .

For finite Higgs selfcoupling, however, the Higgs field is massive and therefore decays exponentially. Consequently the long range magnetic field dominates at large distances, leading to the repulsion of like monopoles . In particular, as verified numerically for $`n=2`$ and $`n=3`$ monopoles , the mass per unit charge of an $`n>1`$ monopole is higher than the mass of the $`n=1`$ monopole. Thus for finite Higgs selfcoupling there is only a repulsive phase between like monopoles.

Let us now consider the effect of gravity on the monopole solutions. When gravity is coupled to YMH theory, a branch of gravitating $`n=1`$ monopole solutions emerges smoothly from the flat space monopole solution . The branch extends up to some maximal value of the gravitational strength, beyond which the size of the monopole core would be smaller than the Schwarzschild radius of the solution . Along the branch with increasing gravitational strength, the mass of the gravitating monopole solutions decreases monotonically. Finally a degenerate horizon forms .

Similarly, in the presence of gravity a branch of gravitating monopole-antimonopole pair (MAP) solutions emerges from the flat space MAP solution .

In this letter we investigate how gravity affects the static axially symmetric multimonopole solutions of SU(2) YMH theory  and whether the inclusion of gravity allows for an attractive phase of like monopoles. For a given topological charge $`n`$, we find a branch of globally regular and asymptotically flat multimonopole solutions, emerging smoothly from the corresponding flat space solution, and extending up to some maximal value of the gravitational strength. Along the branch the mass of the solutions decreases monotonically. And, indeed, we find a region of parameter space, where the mass per unit charge of the gravitating multimonopole solutions is lower than the mass of the gravitating $`n=1`$ monopole. Here the multimonopole solutions are gravitationally bound. Thus gravity allows for an attractive phase of like monopoles, not present in flat space.

## 2 Ansatz

We consider SU(2) EYMH theory with action

$$S=\left(\frac{R}{16\pi G}\frac{1}{2e^2}\mathrm{Tr}(F_{\mu \nu }F^{\mu \nu })\frac{1}{4}\mathrm{Tr}(D_\mu \mathrm{\Phi }D^\mu \mathrm{\Phi })\frac{1}{4}\lambda \mathrm{Tr}(\mathrm{\Phi }^2\eta ^2)^2\right)\sqrt{g}d^4x,$$
(1)
with Newton’s constant $`G`$, Yang-Mills coupling constant $`e`$, and Higgs self-coupling constant $`\lambda `$.

In flat space SU(2) YMH possesses multimonopole solutions with axial symmetry for any topological number . For topological number $`n3`$, solutions with less symmetry exist . Here we extend the axially symmetric multimonopole solutions to curved space. We choose isotropic coordinates with metric

$$ds^2=fdt^2+\frac{m}{f}\left(dr^2+r^2d\theta ^2\right)+\frac{l}{f}r^2\mathrm{sin}^2\theta d\phi ^2,$$
(2)
where $`f`$, $`m`$ and $`l`$ are only functions of $`r`$ and $`\theta `$. The ansatz for the purely magnetic gauge field is

$$A_\mu dx^\mu =\frac{1}{2er}\left[\tau _\varphi ^n\left(H_1dr+\left(1H_2\right)rd\theta \right)n\left(\tau _r^nH_3+\tau _\theta ^n\left(1H_4\right)\right)r\mathrm{sin}\theta d\varphi \right],$$
(3)
and for the Higgs field the ansatz is

$$\mathrm{\Phi }=\left(\mathrm{\Phi }_1\tau _r^n+\mathrm{\Phi }_2\tau _\theta ^n\right).$$
(4)
The symbols $`\tau _r^n`$, $`\tau _\theta ^n`$ and $`\tau _\varphi ^n`$ denote the dot products of the cartesian vector of Pauli matrices, $`\stackrel{}{\tau }=(\tau _x,\tau _y,\tau _z)`$, with the spatial unit vectors

$`\stackrel{}{e}_r^n`$ $`=`$ $`(\mathrm{sin}\theta \mathrm{cos}n\varphi ,\mathrm{sin}\theta \mathrm{sin}n\varphi ,\mathrm{cos}\theta ),`$
$`\stackrel{}{e}_\theta ^n`$ $`=`$ $`(\mathrm{cos}\theta \mathrm{cos}n\varphi ,\mathrm{cos}\theta \mathrm{sin}n\varphi ,\mathrm{sin}\theta ),`$
$`\stackrel{}{e}_\varphi ^n`$ $`=`$ $`(\mathrm{sin}n\varphi ,\mathrm{cos}n\varphi ,0),`$ (5)
respectively. The winding number $`n`$ represents the topological charge of the solutions. The four gauge field functions $`H_i`$ and the two Higgs field function $`\mathrm{\Phi }_i`$ depend only on the coordinates $`r`$ and $`\theta `$. For $`n=1`$ and $`H_1=H_3=\mathrm{\Phi }_2=0`$, $`H_2=H_4=K(r)`$ and $`\mathrm{\Phi }_1=H(r)`$, the spherically symmetric ansatz of ref.  is recovered.

We fix the residual gauge degree of freedom  by choosing the gauge condition $`r_rH_1_\theta H_2=0`$ .

For asymptotically flat magnetically charged solutions the boundary conditions at infinity are

$$f=m=l=1,H_1=H_2=H_3=H_4=0,\mathrm{\Phi }_1=\eta ,\mathrm{\Phi }_2=0.$$
(6)
Requiring the solutions to be regular at the origin ($`r=0`$) leads to the boundary conditions

$$_rf=_rm=_rl=0,H_1=H_3=0,H_2=H_4=1,\mathrm{\Phi }_1=\mathrm{\Phi }_2=0.$$
(7)
The boundary conditions along the $`\rho `$\- and $`z`$-axis are determined by the symmetries of the solutions. On both axes the functions $`H_1`$, $`H_3`$ and $`\mathrm{\Phi }_2`$ and the derivatives $`_\theta f`$, $`_\theta m`$, $`_\theta l`$ $`_\theta H_2`$, $`_\theta H_4`$, $`_\theta \mathrm{\Phi }_1`$ have to vanish.

Introducing the dimensionless coordinate $`x=r\eta e`$ and the Higgs field $`\varphi =\mathrm{\Phi }/\eta `$, the equations depend only on two coupling constants, $`\alpha `$ and $`\beta `$,

$$\alpha ^2=4\pi G\eta ^2,\beta ^2=\frac{\lambda }{e^2}.$$
(8)
The mass $`M`$ of the multimonopole solutions can be obtained directly from the total energy-momentum “tensor” $`\tau ^{\mu \nu }`$ of matter and gravitation, $`M=\tau ^{00}d^3r`$ , or equivalently from $`M=\left(2T_0^{0}T_\mu ^\mu \right)\sqrt{g}𝑑r𝑑\theta 𝑑\varphi `$, yielding the dimensionless mass $`\mu =\frac{e}{4\pi \eta }M`$.

## 3 Results

Subject to the above boundary conditions, we solve the equations numerically . We start from the flat space (multi)monopole solutions  and increase $`\alpha `$. Then branches of gravitating (multi)monopole solutions extend up to maximal values of $`\alpha `$, $`\alpha _{\mathrm{max}}^{(n)}(\beta )`$, which increase with increasing topological charge and decrease with increasing strength of the Higgs selfcoupling.

As the globally regular (multi)monopole solutions approach the critical value of $`\alpha `$, a degenerate horizon starts to form . Indeed, the exterior of the critical solution corresponds to the exterior of an extremal Reissner-Nordstrøm (RN) black hole with magnetic charge $`n`$ .

In Fig. 1 we show the metric function $`f`$ of the gravitating $`n=2`$ multimonopoles in the BPS limit for several values of $`\alpha `$. With increasing $`\alpha `$ the function $`f`$ decreases monotonically and approaches the metric function $`f^{\mathrm{RN}}=\left(\frac{x/\alpha }{n+x/\alpha }\right)^2`$ of the extremal RN solution with magnetic charge $`n=2`$. At $`\alpha =1.5`$, its value at the origin is already very small, close to the value $`f^{\mathrm{RN}}(0)=0`$, representing the degenerate horizon of the extremal RN solution. Also, the angle-dependence of the metric function is seen to diminish and disappear, as the critical value of $`\alpha `$ is approached. Likewise, the Higgs field function $`\varphi _1`$, shown in Fig. 2, approaches the value $`\varphi _1^{\mathrm{RN}}=1`$ of the RN solution . The Higgs field function $`\varphi _2`$ and the gauge field functions approach their respective RN values as well. Satisfying Israel’s theorem, the RN solution is spherically symmetric.

The mass per unit charge of the (multi)monopole solutions decreases with increasing $`\alpha `$. In the BPS limit, for $`\alpha =0`$ the mass per unit charge is precisely equal to the mass of the $`n=1`$ monopole. For $`\alpha >0`$, however, we observe that the mass per unit charge of the multimonopoles is smaller than the mass of the $`n=1`$ monopole. In particular, the mass per unit charge decreases with increasing $`n`$. The mass per unit charge of $`n=2`$ and 3 multimonopoles in the BPS limit is shown in Fig. 3. Thus in the BPS limit, there is an attractive phase between like monopoles, not present in flat space. Moreover, multimonopoles exist for gravitational coupling strength, too large for $`n=1`$ monopoles to exist.

For finite Higgs selfcoupling, the flat space multimonopoles have higher mass per unit charge than the $`n=1`$ monopole, allowing only for a repulsive phase between like monopoles. By continuity, this repulsive phase persists in the presence of gravity for small values of $`\alpha `$, but it can give way to an attractive phase for larger values of $`\alpha `$. Thus the repulsion between like monopoles can be overcome for small Higgs selfcoupling by sufficiently strong gravitational attraction. At the equilibrium value $`\alpha _{\mathrm{eq}}`$, multimonopole mass per unit charge und monopole mass equal one another. We show the equilibrium value $`\alpha _{\mathrm{eq}}`$ in Fig. 4. $`\alpha _{\mathrm{eq}}`$ increases with increasing Higgs selfcoupling, yielding a decreasing region in parameter space for the attractive phase. Finally, for large Higgs selfcoupling, only a repulsive phase is left.

While singly charged monopole solutions are stable, stability of the static axially symmetric multimonopole solutions is not obvious. We conjecture, that the $`n=2`$ multimonopole solutions are stable, as long as their mass per unit charge is lower than the mass of the $`n=1`$ monopole. For topological number $`n3`$, however, solutions with only discrete symmetry exist in flat space , which, by continuity, should also be present in curved space (at least for small gravitational strength). For a given topological number $`n>2`$, such multimonopole solutions without rotational symmetry may possess a lower mass than the corresponding axially symmetric solutions. The axially symmetric solutions may therefore not represent global minima in their respective topological sectors, even if their mass per unit charge is lower than the mass of the $`n=1`$ monopole.

## 4 Black Holes

Besides embedded abelian black hole solutions, like e.g. the magnetically charged RN solutions encountered above, SU(2) EYMH theory also possesses genuine non-abelian black hole solutions . The SU(2) EYMH black hole solutions then are no longer uniquely determined by their mass and charge (for vanishing angular momentum). The non-abelian black hole solutions, considered as black holes within (multi)monopoles, therefore represent counterexamples to the “no-hair” theorem .

While static spherically symmetric ($`n=1`$) EYMH black holes were studied in much detail , non-abelian black hole solutions with magnetic charge $`n>1`$ were previously only obtained perturbatively . Replacing the boundary conditions at the origin (7) by the appropriate set of boundary conditions at some horizon radius $`x_h`$ , we obtain static axially symmetric black hole solutions with magnetic charge $`n>1`$ numerically . These black hole solutions are asymptotically flat, as required by the boundary conditions at infinity (6), and they possess a regular deformed horizon . Being static and not spherically symmetric, these black hole solutions represent new counterexamples to Israel’s theorem. While previous (non-perturbative) counterexamples  to Israel’s theorem are not classically stable, black holes within multimonopoles should provide classically stable counterexamples .

Finally we note, that the gravitational properties of monopole spacetimes near the black hole threshold, lend themselves to obtain new insight on the laws of black hole thermodynamics . Also, insight concerning the cosmic censorship hypothesis might be obtained from the static black hole solutions without spherical symmetry .

Acknowledgement

We would like to thank the RRZN in Hannover for computing time.


text:
# Spectral function and conductivity in the normal state of the cuprates: a spin fluctuation study.

\[

## Abstract

We study the spectral function $`A_k(\omega )`$ and the optical conductivity $`\sigma _1(\omega )`$ for a system of fermions interacting with their collective spin fluctuations (the spin-fermion model), and apply the results to optimally doped cuprates in the normal state. We show that there is no qualitative distinction between hot and cold regions in the Brillouin zone - in both cases, there exists a wide range of frequencies where the width of the peak in $`A_k(\omega )`$ scales linearly with $`\omega `$. We demonstrate that $`\sigma _1(\omega )`$ is inversely linear in $`\omega `$ up to very high frequencies. We argue that these results agree quantitatively with the photoemission and optical data for $`Bi2212`$.

\]

The observed discrepancies between the normal state properties of the cuprates and the predictions of Fermi liquid theory continue to attract a lot of attention from the condensed-matter community. According to a Fermi liquid theory, the behavior of all fermionic systems at sufficiently low energies is universal and is governed by the fact that the quasiparticle damping near the Fermi surface scales as $`\omega ^2`$ or $`T^2`$ (whichever is larger). This should give rise to the $`\omega ^2`$ ($`T^2`$) behavior of the width of the photoemission peak, to $`1/\omega ^2`$ behavior of the optical conductivity $`\sigma _1(\omega )`$ at $`T=0`$, and to the $`T^2`$ behavior of the resistivity $`\rho (T)`$.

Traces of Fermi liquid behavior have been observed in strongly overdoped cuprates. For smaller dopings, however, the deviations from the Fermi liquid behavior become substantial, and even at optimal doping, the system behavior in all experimentally accessable frequency ranges is qualitatively different from that in a Fermi liquid . Amazingly enough, this non-Fermi liquid behavior can, to good accuracy, be described by simple linear functions of frequency and temperature. In particular, the width of the ARPES peak scales with $`\omega `$ for a wide range of frequencies, the conductivity is inversely proportional to $`\omega `$, and the resistivity is linear in $`T`$. To which extent this behavior survives in underdoped cuprates is unclear as below optimal doping, the normal state behavior is masked by the development of the pseudogap.

There are currently three qualitatively different phenomenological scenarios for the observed linearities at optimal doping. The first is a marginal Fermi liquid scenario . It assumes that near optimal doping, there exists a quantum critical point of unknown origin, at which $`\mathrm{\Sigma }_k^{\prime \prime }(\omega )`$ is linear in $`\omega `$ and independent of $`k`$. The linearity of the resistivity and inverse optical conductivity then follow from a conventional Drude theory.

The second is a cold spot scenario . It assumes that the quasiparticle lifetime is very anisotropic along the Fermi surface and preserves a Fermi liquid form only in a narrow range near the zone diagonal where the quasiparticle lifetime is the longest. The width of this range is assumed to scale with $`\omega `$ (or $`T`$). Elementary manipulations show that the Fermi liquid region then yields the linear behavior of resistivity and inverse conductivity.

The third is a magnetic hot spot scenario which relates the linear behavior of the resistivity with the non-Fermi liquid behavior due to strong spin-fluctuation scattering. This scenario is questionable on general grounds as the computation of conductivity implies averaging of the quasiparticle lifetime over the Fermi surface , but still may be applicable by numerical reasons.

In the present communication, we adopt a non-phenomenological approach and compute the ARPES lineshape, optical conductivity and resistivity for the spin-fermion model which describes fermions interacting with their own collective spin degrees of freedom. Two of us argued in a series of recent publications  that the strong coupling limit of this model captures the physics of the cuprates. We will use a previously obtained expression for the fermionic self energy $`\mathrm{\Sigma }`$ as an input, and compute the photoemission intensity for various $`k`$, optical conductivity and resistivity.

The results we obtain partly agree and partly disagree with each of the three phenomenological scenarious above. In agreement with the marginal Fermi liquid picture, we found that $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$ is linear in $`\omega `$ and in $`T`$ for a wide range of frequencies everywhere on the Fermi surface. This linearity in $`\mathrm{\Sigma }^{\prime \prime }`$ causes the linear behavior of both the optical conductivity and the resistivity. In contradiction with the marginal Fermi liquid scenario the linear behavior of $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$ in the spin-fermion model is not associated with a closeness to an unknown phase transition at optimal doping. Rather, it emerges as an intermediate asymptotics in the crossover regime between the two physically motivated limits: a Fermi liquid at the lowest frequencies, where $`\mathrm{\Sigma }^{\prime \prime }\omega ^2`$ and a high frequency limit where the system is in the magnetic quantum-critical regime, and $`\mathrm{\Sigma }^{\prime \prime }\sqrt{\omega }`$ . The crossover between the two limits is governed by a single parameter - a momentum dependent typical spin relaxation frequency $`\omega _{sf}(k)`$. We find, however, that the crossover region is strikingly wide and covers the whole frequency range probed in the experiments.

In agreement with the cold spot scenario, we found that the amplitude of the scattering rate is anisotropic over the Fermi surface, and is smallest near the zone diagonals. Acoordingly, (i) the slope of $`\mathrm{\Sigma }(\omega )`$ is the smallest and (ii) the crossover frequency $`\omega _{sf}(k)`$ is the largest for $`k=k_{diag}`$. However, we found that $`\omega _{sf}(k_{diag})`$ is very low, ($`50meV`$), such that for $`\omega `$ and/or $`\pi T`$ probed in ARPES and conductivity experiments, the system is outside the Fermi liquid regime even for $`k=k_{diag}`$.

Finally, in agreement with the hot spot theory, we find that the damping rate is indeed the strongest near the hot spots, and that there is a substantial, although not dominant, contribution to the conductivity from the hot regions.

We now turn to the calculations. The fermionic self-energy in the spin-fermion model has been obtained before  and is the starting point for our studies in this paper. We have

$$\mathrm{\Sigma }_k(\omega _m)=i\pi T\lambda \underset{n}{}\frac{\text{sign}\omega _n}{\sqrt{1+\frac{|\omega _m\omega _n|}{\omega _{sf}}+(\stackrel{~}{k}\xi )^2}}.$$
(1)
where $`\omega _m`$ and $`\omega _n`$ are fermionic Matsubara frequencies. Here $`\lambda \xi `$ is the dimensionless effective coupling, $`\stackrel{~}{k}=|𝐤𝐤_{hs}|`$ is the momentum deviation from a hot spot along the Fermi surface, and $`\omega _{sf}=(3\mathrm{sin}\varphi _0/(16\pi ))v_F\xi ^1/\lambda `$, where $`v_F`$ is the Fermi velocity, $`\varphi _0`$ is the angle between the Fermi velocities at $`k`$ and $`k+Q`$, and $`\xi `$ – is the magnetic correlation length.

The physical meaning of $`\omega _{sf}`$ can be understood by analyzing Eq. (1) at $`T=0`$ and $`k=k_{hs}`$. In this limit, the frequency summation and transformation to a real axis can be performed exactly and yields $`\mathrm{\Sigma }_{k_{hs}}(\omega )=2\lambda \omega /(1+\sqrt{1i|\omega |/\omega _{sf}})`$. A simple manipulation then shows that $`\omega _{sf}`$ is a crossover scale between a Fermi liquid behavior at $`\omega \omega _{sf}`$ where $`\mathrm{\Sigma }_{k_{hs}}(\omega )\lambda (\omega +i\omega |\omega |/(4\omega _{sf}))`$, and the quantum-critical $`(\xi =\mathrm{})`$ behavior at $`\omega \omega _{sf}`$ where $`\mathrm{\Sigma }_{k_{hs}}(\omega )i\text{sign}\omega (|\omega |\overline{\omega })^{1/2}`$, and $`\overline{\omega }=4\lambda ^2\omega _{sf}`$ is independent on $`\xi `$.

In Fig. 1a,b we present plots of $`\mathrm{\Sigma }_{k_{hs}}(\omega ,T)`$. We computed $`\mathrm{\Sigma }^{\prime \prime }(\omega ,T)`$ by using the spectral representation for (1), and then used a Kramers-Kronig transform to obtain $`\mathrm{\Sigma }^{}(\omega ,T)`$. We see that at a given $`T`$ , $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$ is linear in $`\omega `$ at intermediate frequencies. At $`T=0`$, the linear regime extends between $`0.5\omega _{sf}`$ and $`8\omega _{sf}`$. This linear behavior has been observed in numerical studies . In Fig.1c we see that $`\mathrm{\Sigma }_{k_{hs}}^{\prime \prime }(T)`$ at fixed, small $`\omega `$ is linear in $`T`$ above $`100K`$. Theoretically, the linearity in $`T`$ can be understood as coming primarily from the scattering by thermal, classical spin fluctuations (i.e., from the $`n=m`$ term in (1)). In Fig.1d-f we present the results for the photoemission intensity $`I_k(\omega )=A_k(\omega )n_F(\omega )`$, where $`A_k(\omega )=(1/\pi )\mathrm{\Sigma }_k^{\prime \prime }(\omega )/((\omega ϵ_k+\mathrm{\Sigma }_k^{}(\omega ))^2+(\mathrm{\Sigma }^{\prime \prime }(\omega ))^2)`$ is the quasiparticle spectral function. Fig. 1d shows $`I_k(\omega )`$ for various $`ϵ_k`$. Obviously, the width of the peak increases with increasing $`ϵ_k`$. In Fig.1e, we plot the full width at half maximum (FWHM) of the peak vs $`\omega `$ at $`ϵ_k=0`$ (EDC curve). We see that the width scales linearly with frequency over a wide frequency range. In the inset to this figure we plot the FWHM of the peak in $`k`$space at $`\omega =0`$ and varying temperatures (MDC curve). Again, the width clearly scales linearly with $`T`$ over a substantial $`T`$range. In Fig. 1f, we plot the velocity measured in the EDC dispersion $`v_F^{}=v_F/(1+d\mathrm{\Sigma }_k^{}(\omega )/d\omega )`$ vs frequency. At $`\omega =0`$, $`v_F^{}=v_F/(1+\lambda )`$. At larger frequencies, the renormalization factor decreases due to the flattening of $`\mathrm{\Sigma }^{}`$, and $`v_F^{}`$ gradually approaches $`v_F`$.

We now discuss how these results are modified away from the hot spots. For this we notice that at finite $`\stackrel{~}{k}=kk_{hs}`$, Eq. (1) can be reduced to the same form as at a hot spot, if we introduce the $`k`$ dependent coupling $`\lambda _k`$ and spin fluctuation frequency $`\omega _{sf}(k)`$ via

$$\lambda _k=\lambda /(1+(\stackrel{~}{k}\xi )^2)^{1/2},\omega _{sf}(k)=\omega _{sf}(1+(\stackrel{~}{k}\xi )^2)$$
(2)
We see therefore that away from the hot spots, the effective coupling gets smaller, and the crossover frequency $`\omega _{sf}(k)`$ increases. Still, however, at frequencies/temperatures which exceed $`\omega _{sf}(k)`$, $`\mathrm{\Sigma }_k^{\prime \prime }(\omega ,T)`$ is linear in both frequency and temperature. Obviously then, for intermediate $`\omega `$, changing the momentum along the Fermi surface only affects the overall slopes of $`\mathrm{\Sigma }_k^{\prime \prime }(\omega )`$ vs $`\omega `$ and $`T`$. Furthermore, at optimal doing $`\xi (12)a`$, where $`a3A`$ is a $`CuCu`$ distance, and $`|\stackrel{~}{k}_0|0.3\pi /a`$. Accordingly, $`\lambda _k`$ changes between $`\lambda `$ and $`(0.70.4)\lambda `$ between $`k_{hs}`$ and $`k_{diag}`$, i.e., the change in the coupling constant is not dramatic.

This analysis is indeed an approximate one, and care must be taken when applying it to momenta about $`𝐤_F=𝐤_{diag}`$ where $`\varphi _0=\pi `$, and Eq. (1) is, strictly speaking, unapplicable. This complication certainly affects the fermionic self-energy at the smallest frequencies. However, we verified numerically that for frequencies $`\omega \omega _{sf}(k_{diag})`$, the dominant contribution to $`\mathrm{\Sigma }_{k_{diag}}^{\prime \prime }(\omega )`$ comes from fermions away from diagonal, for which $`\varphi _0`$ can still be approximated by a constant. We therefoe will use Eq. (1) for momenta both near the hot spots and along the zone diagonals with the understanding that in the latter case, the result has to be modified at the lowest frequencies.

In Fig. 2, we compare our theoretical results with the ARPES data for optimally doped $`Bi2212`$. In Figs.2 a and b, we fit ARPES data taken by the Argonne group  to our formulas for $`kk_{diag}`$ and $`k=k_{hs}`$. The values $`\lambda _{k_{diag}}=1`$, $`\omega _{sf}(k_{diag})=20meV`$, and $`\lambda _{k_{hs}}=2`$, $`\omega _{sf}(k_{hs})=5meV`$. respectively were used. The value of $`\lambda _{k_{hs}}`$ agrees with our previous study of the position of the resonance peak at optimal doping . To account for the background, we added a momentum and frequency independent damping $`\gamma =70meV`$ to $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$. This damping likely comes from impurity scattering, but this is not well understood and requires further study.

In Fig. 2c, we compare the theoretical slope of the FWHM of the EDC curve with the Argonne data for the deviations from the Fermi surface along the zone diagonal. Again we added a constant damping $`\gamma =70meV`$ to $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$. We see that the agreement is quite impressive. The second line in Fig. 2c is our fit to the Brookhaven  and Stanford  data, which also yields a linear in frequency FWHM, but with a different slope. To fit this data, we just have to use $`\lambda _{k_{diag}}2.5`$. This value of the coupling is also quite reasonable. A slightly diffent $`\gamma `$ (55 meV) was used for the second line. We also verified that the results for the FWHM are largely insensitive to changes in $`\omega _{sf}`$ which for Fig. 2c is 20 meV.

ARPES lineshapes at $`k_{hs}`$ and $`k_{diag}`$ have previously been fitted using the marginal Fermi liquid phenomenology by $`\mathrm{\Sigma }_k^{\prime \prime }(\omega )=A\omega +B_k`$ with $`k`$independent prefactor $`A`$ . Our analysis shows that such data can equally well be fitted by $`\mathrm{\Sigma }_k^{\prime \prime }(\omega )=A_k\omega +B`$ with a moderately $`k`$dependent $`A_k`$ and constant $`B`$. We emphasize, however, that the theoretical reasoning is qualitatively different in the two approaches.

We now turn to the computation of the conductivity $`\sigma (\omega )=i\mathrm{\Pi }(\omega )/\omega `$, where $`\mathrm{\Pi }(\omega )`$ is a current-current correlator. Diagramatically, $`\mathrm{\Pi }(\omega )`$ is given by a particle-hole bubble with $`dϵ_k/dk`$ in the vertices. In our calculations, the typical momenta are comparable to $`k_F`$, and hence vertices can be treated as constants. Also, since the self-energy, Eq. (1), depends predominantly on frequency, vertex corrections to the particle-hole bubble (related to $`d\mathrm{\Sigma }/dk`$ by the Ward identity) do not change the physics and can be safely neglected. For $`k`$ near the hot spots, the neglect of vertex corrections can also be justified by the argument that the velocities at $`k`$ and $`k+Q`$ are nearly orthogonal, and hence the transport lifetime is the same as the conventional lifetime.

Substituting the expressions for the self-energy into the particle-hole bubble and expanding, as before, to linear order in deviations from the Fermi surface, one can explicitly perform the integration over $`ϵ_k`$ and obtain

$$\mathrm{\Pi }(\omega _m)=\frac{\omega _{pl}^2}{4}T\underset{n}{}𝑑\stackrel{~}{k}\frac{\mathrm{\Theta }(\omega _n+\omega _m)\mathrm{\Theta }(\omega _n)}{\omega _m+\mathrm{\Sigma }_k(\omega _n+\omega _m)\mathrm{\Sigma }_k(\omega _n)}$$
(3)
where the momentum integration is along the Fermi surface, $`\mathrm{\Sigma }_k(\omega _n)`$ is given by (1), $`\mathrm{\Theta }(x)`$ is a Theta-function, and $`\omega _{pl}`$ is the plasma frequency. We used $`\omega _{pl}1.2\times 10^4cm^1`$, similar to that in .

The $`k`$dependence of $`\mathrm{\Sigma }_k(\omega )`$ emerges through the momentum dependence of $`\lambda _k`$ and $`\omega _{sf}(k)`$. As this dependence is not dramatic at optimal doping, it should not substantially affect the frequency dependence of $`\mathrm{\Pi }(\omega )`$. To make the computations more transparent, we replace $`\lambda _k`$ and $`\omega _{sf}(k)`$ by averaged, $`k`$-independent values.

We computed $`\mathrm{\Pi }^{\prime \prime }(\omega )`$ by using a spectral representation, and used a Kramers-Kronig transformation to obtain $`\mathrm{\Pi }^{}(\omega )`$. In Fig. 3a we present our theoretical results for $`\sigma _1(\omega )=Re\sigma (\omega )`$ at T=90 and 300 K. The inset of this figure contains experimental data from Ref . In Fig. 3b, we plot $`1/\sigma _1(\omega )`$ for frequencies above $`1000cm^1`$ and compare it with the data. We see that the theoretical $`1/\sigma _1(\omega )`$ is linear in frequency. This fully agrees with the data. Furthermore, we found that $`\lambda =2`$, compatible to that which we used for the spectral function, yields a perfect fit to the measured slopes of $`1/\sigma _1(\omega )`$ both at $`90K`$ and $`300K`$. We consider this agreement a strong indication that spin-fluctuation mechanism captures the essential physics of the cuprates. To match the values of the conductivity, we, however, again have to add a frequency independent (but temperature dependent) constant to $`1/\sigma _1`$. As roughly, $`1/\sigma _1(\omega )\mathrm{\Sigma }^{\prime \prime }(\omega )`$, this procedure is qualitatively similar (although not quite equivalent) to adding a constant to $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$. Similar procedure has been used in Ref. . In Fig. 3c we plot our $`1/\sigma _1(\omega )`$ in the extended frequency range, up to $`8000cm^1`$. We see that the theoretical linear behavior of $`1/\sigma _1`$ extends up to very large frequencies of $`7000cm^1`$, where $`\mathrm{\Sigma }^{\prime \prime }(\omega )`$ already curves down from a linear behavior. This extension of the linear regime to very high frequencies is also consistent with the experimental data of . Finally, in Fig. 3e, we present the result for the resistivity $`\rho (T)`$. We see that $`\rho (T)`$ is linear in $`T`$ above $`100K`$. This is indeed a consequence of the linearity of $`\mathrm{\Sigma }^{\prime \prime }(T,\omega =0)`$.

To summarize, in this paper we used the spin-fluctuation approach to calculate the photoemission intensity, optical conductivity and resistivity in the normal state of the cuprates near optimal doping. We found that the fermionic self-energy is linear in both $`\omega `$ and $`T`$ in a wide range of frequencies and temperatures. This gives rise to a linear frequency dependence of the inverse conductivity and to a linear temperature dependence of the resistivity. We performed quantitative comparisons with the experimental data and found near perfect matches of the slopes for both the ARPES linewidth and the conductivity. We view the results as a strong indication that the interaction between low-energy fermions and their spin collective degrees of freedom is the dominant scattering mechanism in the cuprates. The open issue is whether the spin-fluctuation scenario is capable of explaining the differences between the temperature dependence of the diagonal and Hall conductivities . This study is currently under way.

It is our pleasure to thank D. Basov, G. Blumberg, J.C. Campuzano P. Johnson, M. Norman, J. Schmalian, O. Tschernishev and V. Yakovenko for useful discussions. We are also thankful to D. Basov for sending us the unpublished experimental data. The research was supported by NSF DMR-9979749 (Ar. A and A. Ch.) and by NSF DMR-96-32527 (R.H.).


text:
# Spectroscopy “windows” of quark-antiquark mesons and glueballs with effective Regge trajectories.

## 1

It is a paradigm in QCD that Regge trajectories (roughly speaking, functions that relate angular momentum of a state to its mass squared) of mesons are linear. This picture arises in the Veneziano model for the amplitudes, string theory of hadrons and also, at least asymptotically, from potential models with a linear confining potential.

On the other hand, Regge trajectories extracted from data are nonlinear. In addition to being disfavored by experiments, linear trajectories also lead to problems in theory. (For details on both experimental and theoretical aspects, and references, see .)

All the theoretical concepts that lead to linear Regge trajectories in QCD overlook one feature of QCD - the production of color singlet pairs. Pair production is only virtual at short distances, but as the energy of the flux tube increases, it is possible (and likely) to create a real pair and the breaking of the flux tube is energetically favorable. One can argue that hadronic Regge trajectories cannot rise indefinitely, and they acquire a curvature due to pair production which screens the confining QCD potential at large distances . Once the nonlinearity of Regge trajectories is an accepted fact, the question of what specific form should be used for phenomenology arises.

We have considered a whole class of nonlinear trajectories allowed by dual amplitudes with Mandelstam analyticity (DAMA) ( and references therein). DAMA allow for Regge trajectories of a form

$`\alpha _{j\overline{i}}(t)`$ $`=`$ $`\alpha _{j\overline{i}}(0)+\gamma \left[T_{j\overline{i}}^\nu (T_{j\overline{i}}t)^\nu \right]`$ (1)
where $`\nu `$ is a constant restricted to $`0\nu \frac{1}{2}`$; $`\gamma `$ is a universal constant; $`T_{j\overline{i}}`$ is a trajectory threshold, $`\alpha _{j\overline{i}}(0)`$ is its intercept, and $`i,j`$ refer to flavor. For any $`\nu 0`$ in this interval, the trajectory becomes purely imaginary at the trajectory threshold (in other words, its real part terminates); for $`\nu =0`$ it develops a constant imaginary part. This means that any $`\nu 0`$ trajectory supports only a finite number of bound states, with their value of angular momentum limited by $`\alpha (T)`$. Beyond the threshold, there are continuum states. This picture seems to have captured the essence of the effect of pair production.

The largest deviations of the true trajectory from any of these forms can be expected for the states near the threshold. The sensitivity of the parameters on the specific form (i.e. the value of $`\nu `$) is also interesting. We found that the least sensitive is the threshold (up to few percent), and the most sensitive is the resultant maximum angular momentum (i.e. $`\alpha (T)`$ for any $`\nu 0`$; for $`\nu =0`$ it is infinite) . This means, in our opinion, that while the maximum angular momentum for a given flavor cannot be predicted, the values of thresholds extracted from data can be taken seriously, regardless of what DAMA form is assumed. We have argued that both limiting cases ($`\nu =1/2`$ and $`\nu =0`$) can be expected to work comparably well for lowest lying states (and thus, any $`\nu `$ in between), but the $`\nu =1/2`$, so-called square-root, form is likely to be more realistic. Therefore, we use the square-root form for phenomenological purposes.

Assuming that Regge trajectories are of the form (1) with $`\nu =1/2`$, we determine thresholds and intercepts of trajectories by using various experimental information. Typically, we use masses of a few known lowest lying states, and in the case of the $`\rho `$ trajectory we also use the value of the intercept (which is known and well-established) found from exchange processes. The value of $`\gamma `$ (the universal asymptotic slope) is fit to the $`\rho `$ trajectory, and then taken as universal for all other trajectories.

The approach has more predictive power than one would naively expect. The number of parameters for any two parity related 5-flavor multiplets111An example of a pair of parity partners trajectories is the $`\rho `$ and $`a_2`$ trajectories; the 5-flavor multiplet containing the $`\rho `$ trajectory includes $`K^{}`$, $`\varphi `$, $`D^{}`$, $`D_s^{}`$, $`J/\psi `$, $`B^{}`$, $`B_s^{}`$, $`B_c^{}`$ and $`\mathrm{{\rm Y}}`$ trajectories. (i.e. 20 trajectories in all) is only 12, in contrast to 40.

I would like to concentrate here on just one of the numerous consequences and implications. Specifically, if we are right, there exist “spectroscopy windows” as shown in Figure 1. This may simplify identification of states observed in experiments, and might be beneficial in searches for exotics.

## Acknowledgments

This research is supported in part by the U.S.D.O.E. under contract W-7405-ENG-36, and grant DE-FG02-97ER-41029.

## References