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# Black hole masses from power density spectra: determinations and consequences

## 1 Introduction

Determination of the masses of black holes in active galactic nuclei (AGN) is a key element in studies of the nature of accretion process and evolution of an active nucleus.

Several methods were used so far for this purpose: estimation of the virial mass from the emission line data through reverberation techniques (see e.g Wandel 1999), estimation of the virial mass on the basis of the source luminosity and estimates of the ionization parameter in Broad Line Region (e.g. Wandel, Peterson & Malkan 1999), and model fits (usually of accretion discs) to the broad band spectra (e.g. Edelson & Malkan 1986, Sun & Malkan 1989, Merloni, Fabian & Ross 2000).

Suggestion that variability properties of the sources are affected by their mass and/or luminosity was made by Barr & Mushotzky (1986) and Wandel & Mushotzky (1986), and subsequently explored by many authors (e.g. McHardy 1989, Green, McHardy & Lehto 1993, Turner et al. 1999, Leighly 1999a).

A convenient and powerful method of determination of black hole mass from variability properties was recently used by Hayashida et al. (1998) and Hayashida (2000). The method uses the normalization of the X-ray power density spectra (hereafter PDS) in comparison with Cyg X-1 in the hard state. The method, however, lead to surprisingly small values of the black hole masses and, consequently, to luminosity to the Eddington luminosity ratios frequently larger than one.

In the present work we reconsider the method of Hayashida et al. (1998). We determine better scaling coefficient on the basis of the new available power spectra of Cyg X-1, the new power spectrum of NGC 5548, and the independent black hole mass measurement for this AGN.

We determined the black hole masses for a number of AGN with the PDS available in the literature. We included both the classical Seyfert 1 galaxies (i.e. Broad Line Seyfert 1 galaxies; hereafter BLS1) and Narrow Line Seyfert 1 galaxies (NLS1), characterized by much narrower broad lines ($`V_{FWHM}<2000`$ km s-1, Osterbrock & Pogge 1985).

We discuss the consequences of those black hole mass determination for the accretion rate in BLS1 and NLS1 galaxies and for their evolutionary status.

## 2 Method

### 2.1 Determination of black hole mass in NGC 5548

Seyfert 1 galaxy NGC 5548 (z = 0.0174) is one of the most frequently studied AGN. The mass of the central black hole in this object is therefore determined relatively accurately. Peterson & Wandel (1999) give the value $`6.8_{1.0}^{+1.5}\times 10^7M_{}`$ from reverberation studies of the various lines emitted by the Broad Line Region. This technique may potentially suffer from systematic errors up to a factor of 3 (Krolik 2000) but recent comparison of statistical properties of reverberation and dynamical mass measurement indicated smaller errors (Gebhardt et al. 2000). Virial mass of the black hole in NGC 5548, determined on the basis of ionization method for a number of emission lines is equal to $`5.9\pm 2.5\times 10^7M_{}`$ (Peterson & Wandel 2000).

Those measurements confirmed earlier results based on the study of the BLR which indicated the mass about $`10^8M_{}`$ (Wanders et al. 1995), or somewhat smaller (Done & Krolik 1996). Rokaki et al. (1993) argued for the value between $`5\times 10^7M_{}`$ and $`6\times 10^7M_{}`$ and Kaspi et al. (2000) obtained values $`9.412.3\times 10^7M_{}`$.

Fits of a simple disc/corona model to the optical/UV continuum data from the AGN Watch (Clavel et al. 1991, Peterson et al. 1992) favored the value $`10^8M_{}`$ although the value $`6\times 10^7M_{}`$ was also acceptable (Loska & Czerny 1997). Fits of the more advanced disc/corona model of Witt, Czerny& Życki (1997) which was based also on the X-ray data indicated rather larger value $`1.4\times 10^8M_{}`$ (Kuraszkiewicz, Loska & Czerny 1997).

The value of the black hole mass $`6.8_{1.0}^{+1.5}\times 10^7M_{}`$ seems to be determined most accurately, since it resulted from the analysis of several emission lines coming from the Broad Line Region. It is also consistent with other determinations, taking into account quite large and unspecified errors in measurements based on other methods.

### 2.2 Power density spectrum of NGC 5548 and the comparison with galactic sources

Time variability of the X-ray and optical emission from the nucleus of NGC 5548 was studied by a number of authors (e.g. Papadakis & Lawrence 1993, Clavel et al. 1992, Czerny, Schwarzenberg-Czerny & Loska 1999, Chiang et al. 2000 and references therein). The power density spectrum is basically featureless, as in other AGN, and the variability is caused by some stochastic process (Lawrence et al. 1987, McHardy & Czerny 1987, Czerny & Lehto 1997). Since Comptonization is directly responsible for the formation of the hard X-ray spectra this variability must be related to variable seed photon flux and/or hot plasma properties but the exact physical mechanism is still unknown (for a review of X-ray spectra and variability of AGN, see e.g. Mushotzky, Done & Pounds 1993, Nandra et al. 1997, Leighly 1999a,b; but see also Abrassart & Czerny 2000 and the references therein for an alternative view). The same mechanism is expected to operate in galactic black holes (GBH; for a review, see e.g. van der Klis 1995, Cui 1999, Poutanen 2000).

The basic similarity of AGN and GBH with respect to the spectra and variability was discussed by a number of authors (e.g. Zdziarski 1999). There are, however, also some systematic differences reflecting the direct dependence on the mass of the central body: (i) the temperature of the disc component is about two orders of magnitude higher in galactic sources than in AGN (ii) GBH in their soft/high state are generally less variable than AGN dominated by the disc component.

Recent study of NGC 5548 with RXTE satellite allowed to determine an exceptionally accurate PDS for this source in the X-ray band (Chiang et al. 2000).

We compare PDS of NGC 5548 with PDS of a number of galactic sources in various luminosity states (see Fig. 1). We plot these spectra in the form of $`\nu \times power`$ for more convenient comparison. We rescale the PDS of NGC 5548 to the mass of the black hole $`10M_{}`$, appropriate for Cyg X-1 (see Nowak et al. 1999 and the references therein) through simple horizontal shift by a factor of $`6.8\times 10^6`$. We show separately the comparison of NGC 5548 with the high quality data of Cyg X-1 in its high/soft (Gilfanov et al. 2000) and low/hard (Revnivtsev, Gilfanov & Churazov 2000) states (see Fig. 2).

The exact comparison of the two distributions is however difficult since the quality of the PDS for NGC 5548 is much lower than that of Cyg X-1. The fit to the overall shape of the PDS found by Chiang et al. (2000) suggests that there is a systematic shift between the two distributions (see continuous line in Fig. 2) by about 0.4 in the logarithmic scale. The high frequency turn off is best reproduced by Cyg X-1 in soft or in the transition state, but the normalization is considerably higher, confirming much stronger variability than in the soft state of Cyg X-1. On the other hand the fit is strongly influenced by the results from EUVE which represents different energy band. XTE results are roughly consistent with the distribution of Cyg X-1 in the high frequency part.

The exact position of the high frequency part of the spectrum is the basis of the mass measurement proposed by Hayashida et al. (1998). The dependence on the luminosity is constrained to low frequencies (Belloni & Hasinger 1990) so the high frequency part (above 10 Hz for galactic sources and correspondingly lower for AGN) is promising for mass determination.

According to Hayashida et al., the frequency $`\nu _{0.001}`$ where the power spectrum in $`\nu \times Power`$ representation is equal $`10^3`$ scales with the mass, $`\mathrm{log}(M_{BH}/M_{})=C\mathrm{log}\nu _{0.001}`$. Hayashida et al. (1998) adopted the value $`C`$ equal 2.66 at the basis of their Cyg X-1 spectrum. The new hard state data indicates the value of $`\nu _{0.001}`$ by more than a factor of 2 higher, ($`C=3.1`$).

The power spectrum of NGC 5548, if well represented by the fit, is slightly shifted towards higher frequencies and if the mass of Peterson & Wandel (1999) is adopted, $`C=3.5`$.

The difference between the value of $`C`$ from Cyg X-1 and NGC 5548 is larger than the formal error given on the mass measurement of NGC 5548 (0.1; Peterson & Wandel 1999).

This difference may be partially caused by the poor quality of NGC 5548 data. Simulations indicate that the determination of the high frequency slope of the PDS may be biased by the power leak to high frequencies connected with the window function if the PDS slope is close to -2 (Green, McHardy & Lehto 1993; see also Czerny et al. 1999).

The shift may also reflect the uncertainty in our knowledge of the masses: neither the mass of Cyg X-1 nor of NGC 5548 is known very accurately, if systematic errors connected with reverberation method are taken into account (Krolik 2000). From this point of view, it would be more convenient to use the galactic source GRO J1655-40 because the mass determination for this source is by far the most accurate ($`M=7.2\pm 0.22M_{}`$, Orosz & Bailyn 1997; see the discussion of Ziółkowski 2001). Unfortunately, the currently available power spectrum for this source (Sunyaev & Revnivtsev 2000) is not as accurate as for Cyg X-1 so at the basis of this source the value of $`C`$ should be roughly between 2.9 and 3.3, supporting the result from Cyg X-1.

The systematic shift between NGC 5548 and Cyg X-1 comes predominantly from the EUVE results biasing the fit proposed by Chiang et al.(2000). The XTE results themselves (a histogram in Fig. 2) are roughly consistent with Cyg X-1.

Therefore, assuming the value $`C=3.1`$ for both galactic objects and AGN seems reasonable.

## 3 Determination of the central black hole masses in AGN

We use the available PDS for a number of Seyfert galaxies in order to determine their masses: PKS 2155-304, NGC 4051, NGC 4151 and NGC 5506 is taken from Hayashida et al. 1998, MCG -6-30-15 is from Nowak & Chiang (2000), and NGC 3516 from Edelson & Nandra (1999). PDS for NGC 7469 is from Nandra & Papadakis (2001), but with the normalization different by a factor of 2 from the original normalization which assures that the integral of the PDS gives the variance. All distributions, together with NGC 5548, are plotted in Fig. 3.

The PDS of various AGN are essentially similar to each other and to the PDS of NGC 5548. Horizontal shifts between them can be explained as the differences in their black hole masses. However, there are also some differences in total normalization. Some of the effect may be connected with the finite length of the data, not extending beyond the maximum of the PDS at the longest timescales. However, the effect may be also connected with their luminosity. Similar dispersion is also seen among the galactic sources. It clearly limits the accuracy of the method.

We determine the black hole masses from their PDS using the method of scaling adopted by Hayashida et al. (1998). We adopt the PDS value of $`10^3`$(rms)2 Hz-1Hz as the characteristic value and we compare the frequencies $`\nu _{0.001}`$ where these value is reached in various sources (thick horizontal line in Fig. 3). Our formula is (see Sect. 2.2)

$$\mathrm{log}(M_{BH}/M_{})=3.1\mathrm{log}\nu _{0.001}.$$
(1)
For those sources analyzed by Hayashida et al. (1998) and Hayashida (2000) for which no better PDS are currently available we simply adopt their results after scaling the masses by a factor 2.8 (shift by 0.44 in logarithm), which results from systematic difference between new and previous results for Cyg X-1 (see Sect. 2.2). Those sources are: PHL 1092, PG 1244, IRAS 13224, 1H 0707 from Hayashida (2000), and 3C 273, ESO 103-G35, PKS 2155-304, NGC 4051, NGC 4151 and NGC 5506 from Hayashida et al. (1998).

All masses of central black holes, are given in Table 1.

## 4 Bulge masses of host galaxies

We determine the bulge masses of the considered AGN using the data available from the literature and following the approach of Laor (1998) and Wandel (1999).

No data are available on the host galaxy of PHL 1092 and PKS 2155-304, so we were unable to determine bulge masses of host galaxies in the case of these two objects.

For NGC 5548, NGC 4051, NGC 3516, NGC 4151, NGC 5506 we take the blue bulge magnitude $`M_B`$ from Whittle (1992), we calculate the visual magnitude as $`M_V=M_B0.95`$ (Worthey 1994), bulge luminosity as $`\mathrm{log}(L_{bulge}/L_{})=0.4(M_V+4.83)`$ and finally $`\mathrm{log}(M_{bulge}/M_{})=1.18\mathrm{log}(L_{bulge}/L_{})1.11`$, after Magorrian et al. (1998). Our values of masses for 5548, NGC 4051, and NGC 4151 differ by a factor of $`2`$ from those of Wandel (1999) due to the $`M_V=M_B0.95`$ correction applied by us.

For 3C 272 we take the visual magnitude of the host galaxy $`M_V^{total}=22.58`$ from Laor (1998), and the type of the galaxy E4 after Bahcall et al. (1997), we then calculate the bulge luminosity from the formula $`M_V^{total}M_V=0.324\tau 0.054\tau ^2+0.00047\tau ^3`$, where $`\tau =T+5`$ and $`T`$ is the Hubble type of the galaxy and we further proceed as described above.

In the case of remaining AGN, apart from IRAS 13224-3809, we took their apparent magnitudes and redshifts from NED, we corrected for the contamination of the total flux by the nuclear emission using the measured equivalent width of the $`H_\beta `$ line, $`EWH_\beta `$, as $`M_B^{total}=M_B^{measured}2.5\mathrm{log}(11.10(1+z)EWH_\beta /100)`$, after Whittle (1992), assuming the spectral slope equal -1 in all objects. $`EWH_\beta `$ values were taken from Morris & Ward (1988) for MCG -6-30-15, and ESO 103-G35, and from Miller et al. (1992) for PG 1244+226, and from Giannuzzo & Stirpe (1996) for 1H 0707-495. We also included the correction for intrinsic absorption, 0.14, the same in all sources, after Whittle (1992). The host galaxy luminosity of IRAS 13224-3809 was estimated on the basis of V band magnitude of the active nucleus 15.2 from Young et al. (1999) and large aperture value of $`EWH_\beta `$ equal to 23 Å given by Boller et al. (1993).

We see that S1 galaxies and 3C 273 follow the bulge mass–black hole mass relation determined by Laor (1998) and Wandel (1999) but they are clearly shifted from the Magorrian et al. (1998) relation for low mass objects. Formally, in our data the relation holds

$$M_{bulge}M_{BH}^{var\mathrm{\hspace{0.17em}0.98}},$$
(2)
if the black hole mass is determined from the variability (Sect. 3).

The relation recently found by McLure & Dunlop is close to the original relation of Magorrian et al. (1998) and it is clearly inconsistent with our results.

NLS1 galaxies are strongly shifted from the S1 distribution towards low black hole mass range for approximately the same range of bulge masses of host galaxies.

## 5 Determination of the $`L/L_{Edd}`$ ratio of AGN

We determine the bolometric luminosity of AGN as a sum of two independent contributions from X-ray and optical/UV band on the basis of the integrated 2-10 keV flux and $`\nu F_\nu `$ luminosity at 2500 Å . We determine the bolometric luminosity at the basis of the following formula: $`L_{bol}=4.6\times \nu L_\nu (2500\mathrm{\AA })+4.1\times L(210\mathrm{k}\mathrm{e}\mathrm{V})`$. Adopted bolometric corrections were determined at the basis of the broad band spectrum of a Seyfert galaxy NGC 5548 (Magdziarz et al. 1998), although we did not include the entire unobserved XUV range, and of a Narrow Line Seyfert 1 galaxy PG 1211+143 (Janiuk, Czerny & Madejski 2001). This approach seems to be more appropriate than using only 2 -10 keV flux with a bolometric correction 27.2 for all sources (Padovani & Rafanelli 1988, Hayashida et al. 1998) or using only the optical flux ($`L_{bol}=9\lambda L_\lambda `$ (5100 Å), Kaspi et al. 2000) since Seyfert galaxies clearly show a large range of the Big Blue Bump to the hard X-ray power law luminosity ratios (Walter & Fink 1993), particularly if NLS1 galaxies are included in the sample.

The data for NGC 5548 was taken from Magdziarz et al. (1998), X-ray 2-10 keV fluxes for MCG -6-15-30, NGC 4051, NGC 4151, ESO 103-G35, NGC 5506, PKS 2155-304 and Cyg X-3 are from Hayashida et al. (1998), for NGC 3516 from Nandra et al. (1997), and for IRAS 13224-3809, 1H 0707-495, PG 1244+226 and PHL 1092 are from Leighly (1999a). UV fluxes for MCG -6-15-30, and 3C 273 are from Walter & Fink (1993), NGC 4051 is from Mathur et al. (2000), NGC 7469 from Nandra et al. (1998). For PG 1244+026 the optical flux was taken from Miller et al. (1992), and for 1H 0707-495 from Giannuzzo & Stirpe (1996). UV fluxes for other sources were obtained from their V or B magnitudes given in NED. For 1H 0707 we also used a second set of data coming from much older observations when the source seemed to be fainter: optical flux and 2-10 keV flux were taken from Remillard et al. (1986). Second set of data for NGC 4151 comes from the later observations in 1993: B magnitude is taken from Lyuty & Doroshenko (1999) and X-ray flux from Weaver et al. (1994).

## 6 Discussion

### 6.1 Comparison with black hole mass determination from Broad Line Region

The applicability of the method based on the Power Density Spectrum can be tested using those objects which black hole mass was determined independently.

Some of the sources in our study were extensively monitored (NGC 4151, NGC 4051, and NGC 7469) which allowed to use reverberation or photoionization method, or both, to determine the mass of the central black hole. The values obtained by Wandel, Peterson & Malkan (1999) are given in Table 1. NGC 3516 was also monitored and the black hole mass determined by reverberation method was given by Wanders & Horne (1994).

We see that for three objects there is a good agreement between the black hole mass determined from X-ray variability with the values from both the ionization and reverberation method. Methods based on the Broad Line Region properties are themselves accurate within a factor of three, according to the discussion recently made by Krolik (2000), and the mass from PDS is contained in the expected range. In case of NGC 4151 the black hole mass determined from variability is larger by a factor of 1.7 than the value from photoionization and by a factor of 3 than the value from reverberation. In that case the power density spectrum taken from Hayashida et al. (1998) may not be determined accurately. This object, having larger mass, requires longer monitoring than NGC 4051 and the Ginga results may not be adequate. The source was earlier observed by EXOSAT and the power spectrum was determined by Papadakis & McHardy (1995) but without the normalization. If we normalize their spectrum according to the provided mean intensity and the excess variance and use their PDS we obtain even larger black hole mass (log $`M_{BH}=8.43`$). However, true high frequency part of the PDS may be actually flatter than the slope -2 given in the paper due to the power leakage effect discussed by the authors. If we arbitrarily assume that the turning point is correct but the slope is -1.5 we obtain log $`M_{BH}=7.5`$. This last value is closer to the values determined from the BLR properties, but this discussion mostly points out a need of high quality PDS of AGN.

### 6.2 Comparison with black hole mass determination from accretion disk fitting

For most of the sources from our sample such determinations are not available (and for other objects from Wandel et al. (1999) sample the power spectra were not determined). Therefore, in order to test better the method we determine the black hole masses for all sources based on the following assumptions: (1) outer part of the flow responsible for the UV emission is well modeled by the standard accretion disk (2) the X-ray emission is produced closer in, and the total efficiency of conversion of the accreting mass into observed radiation is 1/16, as appropriate for non-advecting flow onto a Schwarzschild black hole.

The first assumption results in adopting the relation between the black hole mass, accretion rate, intrinsic luminosity $`L_\nu `$ at a frequency $`\nu `$ after Tripp, Bechtold & Green (1994)

$$logM+log\dot{M}=1.5(logL_\nu 19.222)0.5log\nu ,$$
(3)
where $`M`$ is in solar masses, $`\dot{M}`$ is solar masses per year, $`\nu `$ in Hz, and $`L_\nu `$ in erg s-1 Hz-1.

This relation, combined with the second assumption and calculated at 2500 Å, gives

$$logM=1.5log(\nu L_\nu ^{2500})logL_{bol}13.44.$$
(4)
Since it relies on disk assumption we call it $`M_{BH}^{disk}`$ in Table 1.

Such an approach does not take into account the departure of the locally emitted spectrum from the black body, and advection or outflow may lead to smaller energetic efficiency $`\eta `$ than assumed. The resulting black hole mass depends on those factors as

$$Mf^2\eta $$
(5)
(Janiuk et al. 2001), where $`f`$ is the color temperature to the effective temperature ratio so the mass may be either underestimated or overestimated by a factor of a few.

The relation between the masses determined in two ways are shown in Fig. 5.

The black hole masses obtained in this way for S1 galaxies and QSOs are quite similar to values obtained from variability. Mean value of the logarithm of the black hole mass for a S1 galaxy is equal to 7.03 from variability and 7.27 from disk fitting, and for the two quasars these two numbers are equal 7.75 and 8.36, correspondingly. It might indicate a slight systematic non-linearity required in the formula connecting the mass with the frequency $`\nu _{0.001}`$ (see Section 2.1) but the uncertainties are currently too large to address this issue.

Recent paper of Collin & Hure (2001) claimed a considerable problem with accretion disk luminosity but we did not found any evidence for such an effect (see Appendix A).

However, we note a large discrepancy between the methods in the case of NLS1, with mean masses equal 5.49 from variability and 7.16 from disk fitting. The power spectra for four out of five objects comes from Hayashida (2000) and they are of low quality, as indicated by large errors given by the author, but better spectra are not available. Higher quality spectrum available for NGC 4051 gives the value of the mass located between the two values provided by the BLR studies which may indicate that the scaling with NGC 5548 which is S1 may be nevertheless appropriate for NLS1 objects. In this case a larger error may be actually connected with the way how we determined the bolometric luminosity which influenced both the luminosity to the Eddington luminosity ratio as the determination of the $`M_{BH}^{disk}`$. Our formula (given in Sect. 5) is appropriate for sources either strong in X-rays (as S1 galaxies) or sources with a Big Blue Bump having a maximum in $`\nu F_\nu `$ in UV band, like PG 1211+143 or quasar composite spectrum of Laor et al. (1997). However, for some NLS1 the Big Blue Bump may be located in very far UV or even soft X-rays. One example of such a source (RE J1034+396) was found by Puchnarewicz et al. (1995). In this extreme case the bolometric luminosity estimated from our formula is $`6.4\times 10^{43}`$ erg s-1, while direct integration of the broad band spectra would give about $`2\times 10^{45}`$ erg s-1, a factor of 30 higher, and the first value would give a black hole mass by a factor of 30 too high. Large error is therefore possible, particularly for sources which are weakly variable in the optical band like NGC 4051, which may also have a Big Blue Bump shifted considerably towards higher energies, although not as high as in RE J1034+396. Therefore, $`M_{BH}^{disk}`$ may be sometimes too high while on the other hand the values of $`M_{BH}^{var}`$ for IRAS 13224-3809, 1H 0707-495 and PHL 1092 are clearly too low, leading to extreme super-Eddington luminosities.

Recent results for the X-ray variability of NLS1 galaxy Akn 564 does not solve the issue since only the rising and the flat part of the power spectrum on $`\nu \times Power`$ diagram were detected (Pounds et al. 2001) thus giving only a lower limit on the frequency $`\nu _{0.001}`$ ($`10^4`$ Hz and subsequently an upper limit on the black hole mass ($`10^7M_{}`$) since the monitoring procedure did not allow to study higher frequencies.

Summarizing, the PDS method seems to lead to good black hole mass estimation for normal Seyfert galaxies and QSOs the high quality PDS is available. The conclusion is less firm for NLS1 but this is probably caused by low quality of the available PDS spectra for those objects.

### 6.3 Luminosity to the Eddington luminosity ratio

The luminosity to the Eddington luminosity ratio for S1 galaxies is $`0.05`$ up to $`0.07`$, practically independently from the method used to determine the masses of their central black holes.

Only one source, MCG -6-30-15, has this ratio higher than 0.15. This object is rather exceptional with respect to the properties of its X-ray spectra: it has relatively broad iron $`K_\alpha `$ line, with a strong red wing (Tanaka et al. 1995, Nandra et al. 1997). MCG -6-30-15 has also very soft spectrum, with a hard X-ray photon index in ASCA data 1.95 and 2.04 in two data sets (Nandra et al. 1997). The $`H_\alpha `$ line of MCG -6-15-30 is rather narrow, about 2000 km s-1, and the $`H_\beta `$ line also seems quite narrow (Morris & Ward 1988), although the exact value may strongly depend on the decomposition of the line into narrow and broad component. Turner et al. (1999) quote the value of 1700 km s-1 after Pineda et al. (1980). Classification of this source should be perhaps reconsidered.

NLS1 galaxies show systematically higher luminosity to the Eddington luminosity ratios (although the strength of this effect depends on the black hole mass measurement method). This is consistent with suggestion of Pounds, Done & Osborne (1995), confirmed by a number of later studies (e.g. Czerny, Witt & Życki 1996, Wandel 1997, Brandt & Boller 1998, Kuraszkiewicz et al. 2000).

Black hole mass estimate based on the variability method leads for three sources to unrealistic, highly super-Eddington values of the accretion rate. Higher quality power spectra for these sources are clearly needed. Spectral fitting approach lead to much smaller ratios, with mean value 0.18, more than three times higher than for S1 galaxies. NLS1 galaxies have on average higher luminosity to the Eddington luminosity ratio although some NLS1 galaxies have those ratios (usually only slightly) smaller than some of S1 galaxies.

Only NGC 4051 among NLS1 has an exceptionally low luminosity to the Eddington luminosity ratio. The mass determined from the variability seems to be correct for this source, as it is intermediate between the other values quoted in the literature: $`H_\beta `$ study gave $`(1.11.4)\times 10^6M_{}`$, (Peterson et al. 2000), Kaspi et al. (2000) obtained $`(1.31.4)\times 10^6M_{}`$, and Wandel et al. (1999) values were $`2.3\times 10^5M_{}`$ and $`1.4\times 10^6M_{}`$, as given in Table 1. It may be that the source bolometric luminosity is by an order of magnitude underestimated if the broad band spectrum is dominated by the unobserved XUV range. On the other hand Peterson et al. (2000) argue that this source may have relatively narrow $`H_\beta `$ line due to high inclination ($`50^o`$, Christopoulou et al. 1997) instead of high $`L/L_{Edd}`$. Better determination of the PDS for this source may resolve this issue.

Two QSO included in our sample have rather high $`L/L_{Edd}`$ ratios. The black hole mass of 3C 273 based on variability and on our simple spectral fit is smaller than the value determined from detailed spectral fitting (e.g. Leach, McHardy & Papadakis 1995). The problem may be connected with too short monitoring, i.e. the lack of coverage of frequencies close to flattening point and subsequently, a problem with normalization of the PDS. On the other hand, in the Leach et al. (1995) fits the energy required to heat the Comptonizing corona is not included in the computation of the accretion rate, possibly giving too low accretion rate and too high mass. The analysis of longer timescale variability in these sources is clearly needed.

### 6.4 Spectral states of AGN

There are considerable similarities between the accretion process onto stellar black holes and supermassive black holes: similar range of X-ray spectral slopes (Zdziarski 1999), similar correlation between the normalization of the reflected component and X-ray spectral slope (Zdziarski, Lubiński & Smith 1999) and basically similar featureless PDS (Hayashida et al. 1998). The shape of X-ray PDS for both NLS1 galaxies and normal S1 galaxies look quite similar to the GBH in their hard state.

Detailed comparison of AGN and GBH shows, however, a systematic difference: (i) GBHs in their soft state show very little variability, with rms at a level of a few per cent (van der Klis 1995) while even disc-dominated AGN like quasars generally show higher variability both in optical (Giveon et al. 1999) and X-ray band (e.g. Yaqoob et al. (1994) for PG 1211).

This apparent inconsistency can be qualitatively understood in the following way. The similarity of the X-ray PDS for all kinds of AGN reflects the fact that this PDS is usually calculated using the 2 - 10 keV energy band which is always dominated by the hard X-ray power law. X-ray emission of the galactic sources in their soft state is, however, dominated by the soft component which roughly corresponds to the optical/UV component in AGN.

The same variability mechanism responsible for the X-ray PDS of AGN and GBH in their hard states does not mean that the two must be identical. Actually, we would rather expect slight systematic shift between AGN and GBH (apart from the one resulting from the mass ratio) since the observed PDS of galactic sources show some dependence of PDS on the studied spectral range (e.g. Cui et al. 1997, Nowak et al. 1999, Gilfanov, Churazov & Revnivtsev 1999). The spectrum of NGC 5548 is also dominated by hard X-ray power law, without a strong contribution from soft X-ray excess. However, soft seed photons for Comptonization have much lower energy in case of AGN and have to undergo more scatterings before reaching the same energy as photons in Cyg X-1. Therefore, even if the hot medium temperature and geometry is identical in an AGN and a GBH the Comptonization process is not identical and an AGN PDS may resemble more the PDS of a GBH at somewhat higher energy band. Numerical simulations should be used to study such a scaling properties with the black hole mass, i.e. with the soft photon temperature.

The essential differences between AGN and GBH are reflected in the behavior of their soft spectral components. Cyg X-1 in disk-dominated soft state shows very moderate variability. The behavior of disk component in NGC 5548 is well represented by the optical PDS shown in Figure 6. The errors in determination of the optical PDS are large but we see that the overall shape is more similar to that of Cyg X-1 in its hard state than the X-ray PDS. It may mean that the basic variability mechanism is similar in both objects and that the spectral state of NGC 5548 really corresponds to low/hard state, as suggested by its $`L/L_{Edd}`$ ratio, although the normalization of the optical PDS of NGC 5548 is much higher than that of Cyg X-1.

Such an effect is not surprising. According to a standard Shakura-Sunyaev disc model (Shakura & Sunyaev 1973) we deal with the different ratio of the radiation to the gas pressure in accretion discs in AGN and GBH at the same $`L/L_{Edd}`$ ratio. Time evolution and hot plasma formation rate can clearly depend on this ratio. Różańska & Czerny (2000) show the expected difference between AGN and GBH accretion flow stability in the case of accreting corona model. In this case an evaporation branch exists which limits optically thick solutions to high accretion rates only, with a transition to an advection-dominated accretion flow (i.e. ADAF; Ichimaru 1977, Narayan & Yi 1994, for a review see Narayan, Mahadevan & Quataert 1998) for low accretion rates. The accretion rate at which the evaporation branch forms does not depend on the mass of the black hole but the extension of the gas pressure dominated branch of a standard disc does depend on the mass considerably. As a result, AGN never achieve a stable high state since before the accretion rate drops enough to allow the gas pressure to dominate the disc evaporates.

### 6.5 Black hole to galactic bulge mass ratio

The mass of the central black hole residing in local massive galaxies is well correlated with the mass of the bulge (Magorrian et al. 1998). It suggests a close relation between the host galaxy and the formation, or evolution, of its central black hole. Laor (1998) showed that nearby quasars studied by Hubble Space Telescope follow the same relation.

However, Wandel (1999) studied this relation for Seyfert galaxies and found that they form a similar relation as normal galaxies and quasars but systematically displaced towards small black hole masses. Similar study performed by Mathur et al. (2000) for Narrow Line Seyfert 1 galaxies showed even further displacement towards small black hole masses.

Our mass determination used in Fig. 4 was based on PDS analysis so it was different from method used by Mathur et al. (2000) and Wandel (1999), and mostly performed for other objects. Our results, however, confirm the trends found by those authors - Seyfert galaxies follow basically the relation determined by Wandel but NLS1 galaxies depart from it systematically. The strength of the effect, however, significantly depends on the adopted method of black hole mass measurement for NLS1 galaxies: NLS1 are shifted by $`1.5`$ orders of magnitude in Fig. 4 (black hole mass from variability) and it is marginally shifted by $`0.5`$ magnitude in Fig. 7 (black hole mass from spectral fits). We therefore may even neglect the difference between NLS1 galaxies and S1 galaxies and look for a universal relation between the bulge mass and black hole mass for our objects. Spectral black hole mass determination gives

$$M_{bulge}M_{BH}^{disk\mathrm{\hspace{0.17em}0.82}},$$
(6)
closer to the non-linear relation found recently by Laor (2001). However, without NLS1 galaxies this relation remains linear for our objects even in the case of the black hole mass determination from spectral fits.

The quasar 3C 273 in our analysis follows the relation for Seyfert galaxies.

Recent study of normal galaxies seem to indicate that even for these objects the black hole mass and bulge mass relation is not universal, showing trends with the mass of the galaxy (Merritt & Ferrarese 2000).

### 6.6 Ionization instability in AGN

Ionization instability, first found to be responsible for the outbursts of cataclysmic variables (e.g. Meyer & Meyer-Hoffmeister 1984, Smak 1984) operates also in binary systems containing accreting neutron stars or black holes. It develops in outer, partially ionized part of the disc. Causing periodically temporary enhancement or suppression of the accretion it leads to transient behavior of many sources in timescales of years (e.g. King 1995). It was suggested that similar instability may operate in AGN (e.g. Clarke & Shields 1989, Siemiginowska, Czerny & Kostyunin 1996, Hatziminaoglou, Siemiginowska & Elvis 2000) although expected timescales are of thousands to millions of years. Such instability may modify the accretion rate in the central parts of the flow thus being responsible for temporary change of the object status from highly active (NLS1) to regular (Seyfert 1) and perhaps quiescence (LINERS) in similar timescales. On the other hand it is not clear that this instability operates in AGN since the self-gravity effects are extremely important in the outer partially ionized parts of discs around massive black holes, leading to significant modification of the disc structure in comparison with discs in low mass objects (e.g. Huré 1998). The fact that NLS1 galaxies and normal Seyfert 1 galaxies have different black hole mass to bulge mass ratio and therefore different evolutionary status argues against the temporary transition between NLS1, S1 and LINER stages and in favor of the self-gravity preventing the ionization instability to operate in AGN. Further studies, however, are needed to confirm this conclusion.

## 7 Conclusions

* high frequency part of the PDS is luminosity-independent and can be used to determine the mass of the central object
* Cyg X-1 may be used as a reference object for AGN although systematic differences between AGN and GBH in the appropriate normalization of the PDS up to an order of 0.4 in logarithm are not excluded
* NLS1 galaxies may possibly require another scaling than S1 galaxies
* the $`L/L_{Edd}`$ ratio based on mass determination from PDS has large values for NLS1 galaxies and lower values for most BLS1 galaxies. The effect is still present, although significantly reduced, if complementary black hole mass measurement based on simple spectral fitting is adopted,
* NLS1 galaxies seems to have systematically lower black hole masses in comparison to bulge masses of the host galaxies which supports the conclusion of Mathur (2000) about their different evolutionary status. MCG -6-30-15 occupies its appropriate part of the diagram despite having relatively large $`L/L_{Edd}`$,
* ionization instability operating in cataclysmic variables and X-ray novae probably cannot be responsible for variations of accretion rate corresponding to transitions between NLS1 and BLS1 state over the periods of thousands - millions of years. This instability may be suppressed in AGN by self-gravity effect.

## Acknowledgments

We thank Marat Gilfanov for providing us with the PDS files for Cyg X-1 as published in Gilfanov et al. (2000) and Revnivtsev et al. (2000), Jim Chiang for PDS files for NGC 5548 from Chiang et al. (2000), Paul Nandra for his permission to use the power spectrum of NGC 7469 and helpful comments, and Piotr Życki for many helpful discussions. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, and it was supported in part by grant 2P03D01816 of the Polish State Committee for Scientific Research.

## Appendix

In their recent paper Collin & Hure (2001) analyzed the objects from the sample of Kaspi et al. (2000) and they found serious deficiency of the putative accretion disk luminosity in the optical band. Therefore, we checked our approach outlined in Section 6.2 against this sample.

If we assumed the same prescription for the bolometric luminosity as Kapis et al. (2000), i.e.

$$L_{bol}=9\nu L_\nu (5100\mathrm{\AA }),$$
(7)
determine the accretion rate at the basis of the accretion efficiency $`\eta `$

$$L_{bol}=\eta \dot{M}c^2,$$
(8)
and adopt the value of the black hole mass from either of the two fits (mean or rms, Equation 9 and 10 of Kaspi et al. 2000), we can calculate the expected monochromatic accretion disk luminosity at 5100 Å, in order to compare it with the observed value.

Expressing $`M`$ in solar masses and $`\dot{M}`$ in solar masses per year we obtain from Tripp et al. (1994) (see Equation 3) in case of mean mass fit

$$\mathrm{log}\nu L_\nu ^{disk}(5100)=1.03\mathrm{log}\nu L_\nu ^{obs}(5100)1.22\frac{2}{3}\mathrm{log}(16\eta ),$$
(9)
and for rms fit

$$\mathrm{log}\nu L_\nu ^{disk}(5100)=0.94\mathrm{log}\nu L_\nu ^{obs}(5100)+2.56\frac{2}{3}\mathrm{log}(16\eta ),$$
(10)
and for sources at the typical luminosities $`\nu L_\nu ^{5100}10^{44}`$ erg s-1 there is no discrepancy between the disk luminosity and the actual luminosity, contrary to Collin & Hure (2001), if $`\eta =1/16`$ and $`cosi=0.5`$ is assumed, as we did in our consideration. Collin & Hure (2001) adopted $`\eta =0.1`$ and $`cosi=1`$ which partially although not fully explains their conclusion about too low disk luminosity. Applying the top view may actually be correct; however in that case such a factor should be probably included in the formula for the isotropic bolometric luminosity as calculated from the observed flux which will weaken the dependence to the power 1/3.

This paper has been processed by the authors using the Blackwell Scientific Publications style file.


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# Magnetic Fields are not ignorable in the dynamics of disks

## 1. Description

Magnetic fields are of the order of 5-10 $`\mu `$G in the interior of a spiral galaxy (see, for instance, Beck 1991) and of the order of 1-3 $`\mu `$G in the intergalactic medium (see, for instance, Kronberg 1994). We therefore assume 1 $`\mu `$G in the outer region. This interpolated value is therefore a conservative one.

For the Milky Way, the density data have been taken from Diplas & Savage (1991), (see also Burton 1992). For the rotation curve it was assumed a constant value of 200 km/s (for R$`R_{}`$), based on the works by Homma & Sofue (1997), Merrifield (1992), Olling & Merrifield (2000).
For the typical irregular galaxy DDO154, the surface density and the rotation data were taken from Gelato & Sommer-Larsen (1999). A typical thickness of 1 Kpc was assumed.
A 1 $`\mu `$G in the outer disk does not produce detectable synchrotron radiation, because a) under equipartition $`IB^{7/2}`$, i.e. the intensity, $`I`$, decreases much more faster than B does. b) Some authors assume that the number density of relativistic electrons is proportional to the density (because their sources are supernova explosions, which are produced where density is larger). In this case, $`I`$ decreases still faster, in an exponential way, or even faster as a result of the typical stellar truncation. Probably, B decreases much slower because the strength in the intergalactic medium is $`1\mu `$G. c) The synchrotron spectrum suddenly steepens for large radii (Lisenfeld et al. 1996) what is easily interpreted as a truncation of relativistic electron sources.

## 2. Conclusions

When considering the rotation curve of spirals, magnetic fields are not at all negligible. They are particularly important in dwarf irregular galaxies where $`\theta `$ is lower. Magnetic fields have similar values (see for instance, Beck 1991). Theoretical models by Nelson (1988), Battaner et al. (1992), Battaner & Florido (1995) and Battaner, Lesch, & Florido (1999), have already explored this possibility.
Ignoring magnetic fields when interpreting rotation curves can be completely unrealistic.

## References

Battaner, E., Garrido, J.L., Membrado, M., & Florido, E. 1992, Nature, 360, 652

Battaner, E., & Florido, E. 1995, MNRAS, 277, 1129

Battaner, E., Lesch, H., &Florido, E. 1999, Anales Física, 94, 98

Beck, R. 1991, in ASP Conf. Ser. Vol. 18, The interpretation of modern synthesis observations of spiral galaxies, 43

Burton, W.B. 1992, SAAS-FEE Advanced Course 21 Lecture Notes 1991, The Galactic Interstellar Medium, ed. D. Pfenniger & P. Bartholdi, 126

Diplas, A., & Savage, B.D. 1991, ApJ, 470, L35

Gelato, S., & Sommer-Larsen, J. 1999, MNRAS, 303, 321

Honma, S., & Sofue, Y. 1997, PASJ, 49, 539

Kronberg, P.P. 1994, Reports on Progress in Physics 57, 325

Lisenfeld, U., Alexander, P., Pooley, G.G., & Wilding, T. 1996, MNRAS, 281, 301

Merrifield, M.R. 1992, AJ, 103, 1552

Nelson, A.H. 1988, MNRAS, 233, 115

Olling, R.P., & Merrifield, M.R. 2000, MNRAS, 311, 361


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# Communication in networks with hierarchical branching

## Abstract

We present a simple model of communication in networks with hierarchical branching. We analyze the behavior of the model from the viewpoint of critical systems under different situations. For certain values of the parameters, a continuous phase transition between a sparse and a congested regime is observed and accurately described by an order parameter and the power spectra. At the critical point the behavior of the model is totally independent of the number of hierarchical levels. Also scaling properties are observed when the size of the system varies. The presence of noise in the communication is shown to break the transition. Despite the simplicity of the model, the analytical results are a useful guide to forecast the main features of real networks.

Nowadays, many challenging questions have arisen concerning the behavior of complex technological, economical, and social systems . In particular, computer simulations of agents and their interactions (agent-based modeling) has become a widely used tool in our current understanding of their macroscopic behavior . Specially interesting is the study of hierarchical branching in networks because it seems to be the basic structure underlying complex organizational systems. Our interest is focused on the behavior of hierarchical structures formed by elements (or agents) that interact with each other via communication processes. This framework is especially adequate to study e.g. Internet flow , traffic networks , river networks  and even communication flows in organizations .

In this letter, we propose and study a very simple model of communication. The model includes only the basic ingredients present in a communication process between two elements: (i) information packets to be transmitted (delivered) and (ii) communication channels to transmit the packets. Despite its simplicity, the model reproduces the main characteristics of the flow of information packets in a network, and is general enough to allow the study of communication processes in many conditions: for example different capabilities of agents to transmit packets, and/or heterogeneity in the communication channels (miscommunication, exogenous effects, etc.) represented by introducing disorder. We observe three different behaviors depending on the capability of agents to transmit packets. In particular, for a certain capability, we observe a continuous phase transition between a sparse and a congested regime when the number of packets to deliver reaches a critical value. Near the transition point signs of criticality arise, we find large fluctuations, critical slowing down and power law behavior of power spectrum of the amount of information flowing in the network, in agreement with reported empirical data . We provide a mean field estimation of the critical point in good agreement with simulation results and we define analytically an order parameter to characterize the behavior of the system.

The model is defined in the following way: the communication network is mapped onto a lattice where nodes represent the communicating elements (for instance, employees in a company, routers and servers in a computer network, etc.) and the links between them represent communication lines. In particular, we use hierarchical trees as depicted if Fig. 1, although most of the results reported hold when considering that the hierarchical branching is characteristic of the paths that information follows and not of the topology of the network itself. These structures are characterized by two quantities: the branching factor, $`z`$, and the number of levels, $`m`$. From now on, we will use the notation $`(z,m)`$ to describe a particular tree.

The dynamics of the model is the following. At each time step $`t`$, an information packet is created at every node with probability $`p`$. When a new packet is created, a destination node, different from the origin node, is chosen at random in the network. Thus, during the following time steps $`t,t+1,\mathrm{},t+T`$, the packet is traveling towards its destination: once the packet reaches this destination node, it is delivered (disappears from the network). The time a packet remains in the network is related not only to the distance between the source node and the target node, but also to the amount of packets in the network. In particular, at each time step, all the packets move from their current position, $`i`$, to the next node in their path, $`j`$, with a probability $`q_{ij}`$. We define $`q_{ij}`$, quality of communication between $`i`$ and $`j`$, as

$$q_{ij}=\sqrt{k_{ij}k_{ji}}.$$
(1)
where $`k_{\alpha \beta }`$ represents the capability of agent $`\alpha `$ to communicate with agent $`\beta `$ at each time step. For $`k_{\alpha \beta }`$ we propose:

$$k_{\alpha \beta }=\xi _{\alpha \beta }f(n_\alpha )$$
(2)
where $`\xi _{\alpha \beta }`$ is a uniformly distributed random number in the interval $`[0,1]`$ representing the effects mentioned above for the directional connection between $`\alpha `$ and $`\beta `$ , $`n_\alpha `$ is the total number of packets currently at node $`\alpha `$, and $`f(n)`$ determines how the capability evolves when the number of packets at a given node increases.

Since any election of $`f(n)`$ could be valid, we will study the general form

$$f(n)=\{\begin{array}{ccc}1\hfill & \text{for}& n=0\hfill \\ n^\gamma \hfill & \text{for}& n=1,2,3,\mathrm{}\hfill \end{array}$$
(3)
with $`\gamma 0`$. The average number of packets delivered by a node $`\alpha `$ to another node $`\beta `$ will be proportional to $`n_\alpha /(n_\alpha ^{\gamma /2}n_\beta ^{\gamma /2})`$. Assuming the degree of homogeneity derived from the model, $`n_\alpha n_\beta `$, the former expression reads $`n_\alpha ^{1\gamma }`$. It is straight forward to recognize three different behaviors corresponding to three different values of $`\gamma `$ in the previous formula. For $`\gamma >1`$, the number of transmitted packets decreases as $`n_\alpha `$ grows. For small values of the probability of packet generation per node and time step, $`p`$, all the packets are delivered and hence, after a transient, the system reaches a steady state in which the total number of packets, $`N`$, fluctuates around a constant value. However, if we increase $`p`$ at some point the total number of packets will be so large that the network will not be able to handle them, $`N`$ will increase continuously and, at the end, no packets at all will be delivered to their destination. On the contrary, for $`\gamma <1`$, the number of transmitted packets grows as $`n_\alpha `$ does. Thus, the number of delivered packets increases as $`N`$ grows until an equilibrium between generated and delivered packets is reached: at this point, $`N`$ remains constant (except fluctuations). In case $`\gamma =1`$, the number of delivered packets is constant irrespective of the number of stored packets (note that this is consistent with simple models of queues ). This particular behavior is less obvious and will be treated accurately from the viewpoint of critical systems.

As a first step, let us concentrate in the case $`\xi _{ij}=1\text{}i,j`$. From simulations, we observe two different regimes and, as in the case $`\gamma >1`$, $`p`$ plays the role of a control parameter. For small values of $`p`$, all the packets are delivered while for large values of $`p`$, not all the packets can reach their destination, and $`N`$ grows in time with no limit. The key point is that, since the number of delivered packets is independent of $`N`$, there is always a fraction of problems that are reaching their destination and the transition to the collapsed regime is continuous. This transition occurs for a critical value of $`p`$, $`p_c`$, whose exact value depends on the network parameters $`z`$ and $`m`$ (see Fig. 2). For values of $`p`$ smaller than but close to $`p_c`$, the steady state is reached but large fluctuations with long correlation times appear.

At the subcritical region, the power spectrum of the total number of packets, $`N(t)`$, is well fitted by a Lorentzian characterized by a certain frequency, $`f_c`$. As we get closer to $`p_c`$, we observe that $`f_c0`$ and the power spectrum becomes $`1/f^2`$ for the whole range of frequencies. That means that the average time the packets remain in the network grows as we approximate the critical point (critical slowing down). We have also analyzed the power spectrum of the number of packets at individual nodes, $`n_i(t)`$. The main result is that the power spectrum of $`N(t)`$ is dominated by the top node which is the most congested: near $`p_c`$, the power spectrum for this node is also $`1/f^2`$. As one goes down in the hierarchy the number of packets diminishes and the power spectra have $`1/f^\beta `$ tails with $`\beta `$ decreasing from 2 to 0 at the lowest level. The last result is consistent with the fact that the bottom agents deliver packets immediately and so $`n_i(t)`$ is a time series of peaks separated by Poisson distributed time intervals. As it is well known, this kind of series have white noise spectra. We have also checked other topologies  and found that in a square lattice with closed boundaries the central sites have $`\beta 1.2`$ (in agreement with Refs. ) whereas agents close to the boundaries are less congested and a much lower exponent for the tail ($`\beta 0`$) is observed.

As happens in other problems in statistical physics , the particular symmetry of the hierarchical tree allows a mean field estimation of the critical point $`p_c`$ (although these calculation can be performed under more general conditions ). Since in the steady state regime there is no accumulation of packets, the number of packets arriving to the top of the hierarchical structure (level 1) per time unit, $`n_1^a`$, is, on average, equal to the number of packets that are created in one branch of the network and have their destination in a different branch (see Fig. 1). Since the origin and the destination of the packets are chosen at random, from purely geometric considerations it is straightforward to estimate this number of packets per unit time as:

$$n_1^a=p\left(\frac{z\left(z^{m1}1\right)^2}{z^m1}+1\right).$$
(4)
Within this mean field approach, it can be easily shown that it is indeed the top node which is the most congested.

On the other hand, in our mean field calculation $`q_{12}`$ is the average probability that a given packet moves from a node in the second level to the top node and vice versa, and is given, as a first approximation, by $`q_{12}=1/\sqrt{n_1n_2}`$, where $`n_1`$ is the average number of packets at level one and $`n_2`$ is the average number of packets at each of the $`z`$ nodes in the second level. Thus the average number of packets leaving the top at each time step will be $`n_1^l=n_1q_{12}`$, and the average number of packets going from the $`z`$ nodes in the second level to the top will be $`n_1^a=z\alpha n_2q_{12}`$, where $`\alpha `$ stands for the fraction of packets in the second level that are trying to go up (some of the packets in level 2 are, of course, trying to go down to level 3).

At the critical point the top agent becomes collapsed and the communications between the first and the second level are much more congested than the communications between levels 2 and 3 so we can assume that $`\alpha 1`$. At this point, by imposing the steady state condition $`n_1^a=n_1^l`$ we arrive to the relations $`n_1=zn_2`$ and $`n_1^a=\sqrt{z}`$. Using equation (4) we obtain the final expression for $`p_c`$:

$$p_c=\frac{\sqrt{z}}{\frac{z(z^{m1}1)^2}{z^m1}+1}$$
(5)
Although strictly speaking the condition $`\alpha =1`$ provides an upper bound to $`p_c`$, equation (5) is an excellent approximation for $`z3`$, as depicted in Fig. 2.

The critical total number of generated packets, $`N_c=p_cS`$, with $`S`$ standing for the size of the system, can be approximated, for large enough values of $`z`$ and $`m`$ such that $`z^{m1}1`$, by

$$N_c=\frac{z^{3/2}}{z1},$$
(6)
which is independent of the number of levels in the tree. It suggests that the behavior of the top node is only affected by the total number of packets arriving from each node of the second level, which is consistent with the mean field hypothesis.

In order to characterize the transition, we introduce an order parameter:

$$\eta (p)=\underset{t\mathrm{}}{lim}\frac{1}{pS}\frac{\mathrm{\Delta }N}{\mathrm{\Delta }t},$$
(7)
where $`\mathrm{\Delta }N=N(t+\mathrm{\Delta }t)N(t)`$ and $`\mathrm{}`$ indicates average over time windows of width $`\mathrm{\Delta }t`$. Essentially, this order parameter represents the ratio between undelivered and generated packets at the stationary state. For $`p>p_c`$, the system collapses, $`\mathrm{\Delta }N`$ grows linearly with $`\mathrm{\Delta }t`$ and thus $`\eta `$ is a function of $`p`$ only. For $`p<p_c`$, $`\mathrm{\Delta }N=0`$ and $`\eta =0`$. As observed in Fig. 3, and as may be expected from a properly chosen order parameter, when $`p`$ is rescaled with $`p_c`$, the form of $`\eta `$ does not depend on the details of the structure of the network, $`z`$ and $`m`$.

As far as $`\eta `$ does not depend on the structure of the network, we can study the simplest case $`(1,2)`$ in order to obtain an analytical estimation of the order parameter. In this case, the network consist of only 2 nodes, 1 and 2, interchanging packets. Since from symmetry considerations $`n_1=n_2`$, the maximum average number of delivered packets per time unit will be $`(n_1+n_2)/\sqrt{n_1n_2}=2`$. Thus $`p_c=1`$ and with the present formulation of the model it is not possible to achieve the supercritical regime. However, it is possible to extend $`p`$ to be the average number of generated packets per node and time step and then $`p`$ can be greater than one. In this case, for $`p>p_c`$ the number of packets delivered per time unit will be $`2`$ while the number of generated packets will be $`2p`$. Thus

$$\eta =\frac{p1}{p},$$
(8)
in good agreement with simulated values (Fig. 3). In particular, near $`p_c`$ we have:

$$\eta (pp_c).$$
(9)
Now let us consider the case where $`\xi _{ij}`$ take values uniformly distributed in $`[0,1]`$. Even for very small values of $`p`$, a particular realization of the disorder can provoke a very weak communication line and the congestion of the whole network. Thus there is no transition controlled by $`p`$. However, it is still possible to define the order parameter as in (7), just considering that the average $`\mathrm{}`$ has to be taken over time and over disorder realizations. As observed in Fig. 3, the existence of disorder destroys the phase transition acting as a random local magnetic field in a paramagnetic-ferromagnetic transition  and other physical systems .

Again, it is possible to obtain an analytical expression of the order parameter in the case of two nodes. As in the ordered case, the number of packets generated in a time step will be $`2p`$. Now, however, for a particular realization, $`\xi _{12}\text{ and }\xi _{21}`$, the maximum number of delivered packets will be $`2\sqrt{\xi _{12}\xi _{21}}`$. Thus, if $`\xi _{12}\xi _{21}>p^2`$ the system will reach the steady state and the configuration will not contribute to the order parameter, while if $`\xi _{12}\xi _{21}<p^2`$ the system will collapse and the contribution will be $`\eta _{\xi _{12}\xi _{21}}=1\sqrt{\xi _{12}\xi _{21}}/p`$.

Thus we can define:

$$\eta (p,\xi _{12},\xi _{21})=\{\begin{array}{ccc}0\hfill & \text{for}& \xi _{12}\xi _{21}>p^2\hfill \\ 1\sqrt{\xi _{12}\xi _{21}}/p\hfill & \text{for}& \xi _{12}\xi _{21}<p^2\hfill \end{array}$$
(10)
and the order parameter will be given by the average over the random variables:

$$\eta (p)=\underset{0}{\overset{1}{}}𝑑\xi _{12}\underset{0}{\overset{1}{}}𝑑\xi _{21}\eta (p,\xi _{12},\xi _{21}).$$
(11)
It is straightforward to obtain the result:

$$\eta (p)=\{\begin{array}{ccc}14/(9p)\hfill & \text{for}& p>1\hfill \\ \left(5p^23p^2\mathrm{ln}p^2\right)/9\hfill & \text{for}& p<1\hfill \end{array}$$
(12)
As depicted in Fig. 3, there is reasonable agreement between this analytical expression and the points obtained by simulation, always keeping in mind the simplicity of our approach.

Summarizing, we have studied a simple and general model of communication in a network with hierarchical branching. We have obtained some analytical results defining an order parameter and studying its behavior with respect to the relevant parameters of the model. The behavior of the system at the critical regime shows to be independent of the number of levels in the hierarchy. This phenomena shows that the main features of information flow in a network with hierarchical branching is determined by the branching of the first level. Although we are in a very temptative stage of the model, we think that this result can help to understand flow in real networks, where this effect can dominate the global behavior of the system. Another interesting issue is the scaling observed in Fig. 3. From the viewpoint of organizational design, this scaling can be used to forecast the behavior of the organization when increasing or decreasing its size. The inclusion of a quenched randomness accounting for different kinds of interaction is not a hindrance for our theoretical analysis and we give an accurate behavior of the order parameter in this situation. The approach presented here opens a line of research which will follow to study different dynamics and topologies.

###### Acknowledgements.

The authors are gratefully acknowledged to F. Giralt, C.J. Pérez, F. Vega and H.J. Witt for helpful comments. This work has been supported by DGES of the Spanish Government, grants PB96-0168, PB96-1011 and PB96-1025, and EU TMR grant ERBFMRXCT980183. R.G. also acknowledges financial support from the Generalitat de Catalunya.


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# ILL-(TH)-00-08 hep-th/0009209 Non-Commutative Calabi-Yau Manifolds

## 1 Introduction

Studying D-branes by the boundary state formalism is in general difficult. In particular one needs an exact closed string conformal field theory (for reviews, see ). Although these are powerful techniques, once one deforms the theory, the boundary states may be difficult to follow through the deformation. One can also study D-branes on smooth manifolds in the large volume limit by means of algebraic geometry, but there are known examples of string compactifications where singularities cannot be resolved completely (for example, orbifolds with discrete torsion). In this case a commutative algebraic geometric resolution gives the wrong counting of deformations. This signals that commutative algebraic geometry methods can be deficient in extracting the proper geometry for a string background which is singular.

In previous work  we have shown that following marginal and relevant supersymmetric deformations of a conformal field theory associated to the near horizon geometry of a collection of $`D3`$ branes gives rise to non-commutativity in the moduli space of vacua. These field theories are related to orbifolds with discrete torsion, and we began work on a systematic treatment of non-commutativity from a holomorphic algebro-geometric point of view. The objective of the present letter is to show several examples of compact non-commutative geometries. We will show that this provides the proper set of tools for describing the aforementioned singularities. The non-commutativity is inherent and may not be removed by deformations. The process of compactification is a prescription for glueing together local non-commutative algebras.

In Section 2 we review the formulation of non-commutative algebraic geometry used in . In Sections 3,4 we give two examples; these are orbifolds with discrete torsion of (a) a 6-torus and (b) the quintic in $`_4`$. The first example is treated in more detail as we can calculate exactly the global deformations of the algebra, although due to some simplifying choices only a certain class of these are studied directly here. These are seen to be associated to deformations of the complex structure of the Calabi-Yau space (namely, the holomorphic constraints on the non-commutative algebra), and we find agreement with the results of Vafa and Witten  in the sense that all of the deformations are allowed by closed string considerations. At the orbifold point, all local deformations are accounted for by traces of differential forms (i.e., by cyclic homology).

## 2 An approach to non-commutative algebraic geometry

In this section we will give a condensed version of the geometrical ideas described in . The idea is to begin with a (non-commutative) algebra $`𝒜`$ over $``$ that is taken to be the (local) algebra of holomorphic functions on a (non-commutative) algebraic space, which we label $`_𝒜`$. The center of the algebra $`𝒜`$, labelled $`𝒵𝒜`$, is the subalgebra consisting of elements of $`𝒜`$ which commute with $`𝒜`$.

The center is a commutative algebra, and as such describes an affine space $`_{𝒵𝒜}`$. The natural inclusion of the center into the algebra is to be taken as pullback of functions, so we have a map

$$_𝒜_{𝒵𝒜}$$
(1)
This local algebra as given is not a $`C^{}`$ algebra, as there is no complex conjugation, only holomorphic variables. We can make a $`C^{}`$ algebra if we introduce the complex conjugate variables to $`𝒜`$, and make non-holomorphic combinations which are bounded. Thus in principle we can construct an associated system of local $`C^{}`$ algebras which can be embedded into a larger $`C^{}`$ algebra $`\stackrel{~}{𝒜}^{}`$. An example is the usual quantum torus: there is the algebraic relation $`UV=qVU`$, and additional unitarity conditions $`U^1=U^{}`$ and $`V^1=V^{}`$.

A central idea is that there are two geometries: a commutative geometry on which closed strings propagate, and a non-commutative version for open strings . Here, we identify the commutative space with the center $`𝒵𝒜`$ of the algebra. The center of the algebra describes locally a Calabi-Yau manifold with singularities which is also taken to be large so that a semiclassical string analysis is valid. As there are singularities, the commutative geometry alone does not describe how these are resolved, and it is here that the non-commutative geometry gives the extra information needed to provide the boundary conditions for twisted states. Thus, the twisted states will be sensitive to the non-commutative geometry at the singularities. We will give a description of the massless closed string states tha count complex structure deformations directly with non-commutative geometry tools, as such we will not compute vertex operators for twisted states directly. We will show that our defintion gives the right counting of states, but the connection between the two possible descriptions is not clear.

Point-like $`D`$-branes on the geometry associated to $`𝒜`$ are constructed algebraically as irreducible representations of $`𝒜`$, where two representations related by conjugation by $`GL(n,)`$ are identified. We will require that these irreducible representations are finite dimensional and thus given by matrices, and moreover that the dimension associated to the center of the algebra is the compactification dimension.

On each of these representations Schur’s lemma forces the elements of the center to be proportional to the identity, and as such the representation defines a point in the commutative geometry of the center. Thus we can say where on the Calabi-Yau space the point like D-brane is located.

It is important that the point-like D-branes can probe all of the geometry of the Calabi-Yau space. Algebras which satisfy these conditions are referred to as semi-classical. The quantum torus, at rational values of $`B`$, is an example of a semi-classical $`C^{}`$ algebra. In this case, $`U^{\pm n}`$ and $`V^{\pm n}`$ generate the center of the algebra, where $`q^n=1`$.

In the examples studied in , these requirements seem to imply that the algebra $`𝒜`$ is finitely generated as an algebra over $`𝒵𝒜`$. As such, there is an upper bound on the dimension of the irreducible representations of $`𝒜`$, and the representations that satisfy this upper bound are taken to describe a point-like brane in the bulk. On taking limits bulk representations can become reducible and this phenomenon is interpreted as brane fractionation at singularities.

More generally, we can expect to build holomorphic D-branes as coherent sheaves over the ring $`𝒜`$. As the center acts on $`𝒜`$, these also have an interpretation as coherent sheaves over the commutative structure, and one can ask if given a coherent sheaf over the center whether it has an action of $`𝒜`$ which makes it a coherent sheaf on the non-commutative space. It may be the case that an obstruction to such a lifting occurs. This would be interpreted as a breaking of the brane in the non-commutative geometry, and as such it does not exist. This is also equivalent to the anomaly in brane charge calculated by Witten for orbifolds with discrete torsion .

Finally, given these algebras one would like to construct closed string states. These are conjectured to be associated with single-trace operators including differential forms. This is motivated by ideas in the AdS/CFT correspondence . The trace is necessary to render the operator gauge invariant, and differential forms arise in thinking in terms of vertex operators for the closed strings. This is the construction we are looking for, where there is a description of closed string states directly from the non-commutative algebra point of view, which might be generalized to situations where there are no other constructions available for the closed string states. We define the support of a closed string state as the set of points of the non-commutative geometry where the trace of the state does not vanish. We will see later in this paper, that this conjecture identifies closed strings with cyclic homology and that moreover we get the right counting of states.

Note that most string states on a space are not holomorphic, thus one needs to introduce a $`C^{}`$ algebra by adding the complex conjugates of the variables and finding the complete set of commutation relations. One must do this in such a way that the holomorphic center is in the center of the full algebra, and that the representation theory of the holomorphic local algebra gives the representation theory of the full $`C^{}`$ algebra at the same point (perhaps with some subtleties at singularities). In a field theory context, this second part amounts to solving the $`D`$-terms of the theory.

## 3 Orbifold of the torus

Consider the orbifold $`T^6/_2\times _2`$ with discrete torsion. The non-compact version has been studied extensively. Here, we will use the compact orbifold as a target space for D-branes and show that the orbifold can be regarded as a non-commutative Calabi-Yau compact space.

The first thing we need is a model for the orbifold, so we choose to represent $`T^6`$ as the product of three elliptic curves, each given in Weierstrass form

$$y_i^2=x_i(x_i1)(x_ia_i)$$
(2)
with a point added at infinity for $`i=1,2,3`$. The $`_2\times _2`$ will act by $`y_i\pm y_i`$ and $`x_ix_i`$ so that $`y_1y_2y_3`$ is fixed under the orbifold action. This is necessary in order to satisfy the CY condition on the quotient space. The four fixed points of the orbifold at each torus are located at $`y_i=0`$ and at the point at infinity. This point at infinity can be brought to a finite point by a change of variables

$`y_iy_i^{}`$ $`=`$ $`{\displaystyle \frac{y_i}{x_i^2}}`$ (3)
$`x_ix_i^{}`$ $`=`$ $`{\displaystyle \frac{1}{x_i}}`$
With these two patches, we can cover each elliptic curve of the product.

Now we would like to introduce discrete torsion. It is necessary that around each of the singularities the local algebra of holomorphic functions agree with the non-compact case studied in . This may be accomplished by choosing the $`y_i`$ to be anti-commuting variables

$$y_iy_j=y_jy_i\text{for }ij$$
(4)
and the $`x_i`$ to be in the center of the algebra, appropriate to $`_2`$ discrete torsion.

From this starting point, we find that $`w=y_1y_2y_3`$ is in the center of the algebra. Thus the invariant variables of the orbifold are exactly the same variables which belong to the center of the local algebra, and the center of the algebra reproduces the orbifold space as a commutative algebra. Now consider transforming to another patch by (3). Note that since $`x_i`$ is in the center of the algebra, there is no ordering ambiguity, and the structure of (4) does not change.

To find the points of the compact non-commutative geometry, we consider the representation theory of the non-commutative holomorphic algebra locally. At a generic (bulk) point, there is one irreducible representation of the non-commutative algebra for each commutative point in the quotient space. Indeed, the following represents the algebra with discrete torsion

$$y_i=b_i\sigma _i$$
(5)
where the $`b_i`$ are complex scalars and the $`\sigma _i`$ are the Pauli matrices. There is a multiplicity of inequivalent representations here, one for each set of roots $`x_i`$ of the Weierstrass forms.

At the fixed planes, this representation becomes reducible as two out of the three $`y_i`$ act by zero. Thus we get two distinct non-commutative points, as there are two different irreducible representations corresponding to the two eigenvalues of the non-zero $`y_k`$.

By taking this limit of the representation, we see that the branes fractionate on reaching the singularity. The non-commutative points of the singular planes are then seen to be a double cover of the commutative singular plane, which is a $`^1`$. The double cover is branched around the four points $`x_k=0,1,a_k,\mathrm{}`$ and hence the non-commutative points form an elliptic curve of the form (2). Around each of these four points there is a $`_2`$ monodromy of the representations, which is characteristic of the local singularity as measuring the effect of discrete torsion .

### 3.1 Global Deformations of the orbifold

If we are to identify this non-commutative geometry with the orbifold with discrete torsion, we should in principle be able to reproduce the deformations of the orbifold. These were calculated in  using closed string methods. With this in mind, we must understand how to modify the algebraic relations so that we get a new geometry which describes this deformation. These correspond to global deformations; in subsection 3.2, we will then consider infinitesimal deformations of the orbifold.

We proceed by studying the possible deformations of (4) within a local coordinate patch. The deformation must be of the form

$$y_iy_j+y_jy_i=c(𝒵𝒜)$$
(6)
where on the right-hand side we have a function of the center of the local algebra. This deformation breaks quantum symmetries, so as shown in Ref. , they are associated with vevs of twisted string states.

As remarked in , the generic deformation of the Calabi-Yau manifold will be a double cover of $`^1\times ^1\times ^1`$. Thus, we should have three variables $`x_1,x_2,x_3`$ in the center of the deformed algebra. In the following, to simplify matters, we will assume that the $`y_i`$ are given by their Weierstrass form. This restricts the deformations to a certain class which is not generic; there are other deformations which are not in this class that we will not discuss here (but see Section 3.2).

As we are doing algebraic geometry, it must be the case that the right hand side of (6) is polynomial and free of poles in each patch. Specifically, (6) may only take the form

$$y_1y_2+y_2y_1=2P_{12}(x_1,x_2,x_3)$$
(7)
where $`P_{12}`$ is a polynomial. Under the change of variables (3) on $`x_1,y_1`$, $`P_{12}`$ transforms as

$$P_{12}(x_1,x_2,x_3)x_1^2P_{12}(1/x_1,x_2,x_3)$$
(8)
Thus, as $`P_{12}`$ should transform into a polynomial, $`P_{12}`$ must be of degree at most two in $`x_1`$. Similarly, it is at most degree two in $`x_2`$ and independent of $`x_3`$. A similar result holds for the other two commutation relations, so we get two more polynomials $`P_{13}(x_1,x_3),P_{23}(x_2,x_3)`$. Each of these polynomials has nine parameters.

Now, one sees that $`y_1y_2y_3`$ does not belong to the center of the local algebra anymore, and needs to be modified. To see what this modification is, we compute

$`[y_1y_2y_3,y_1]`$ $`=`$ $`y_1y_2(y_3y_1+y_1y_3)y_1y_2y_1y_3y_1y_1y_2y_3`$ (9)
$`=`$ $`2y_1y_2P_{13}2y_1y_3P_{12}`$ (10)
$`=`$ $`[y_1,y_2]P_{13}[y_1,y_3]P_{12}`$ (11)
Similar calculations with $`y_2,y_3`$ are sufficient to see that

$$w=y_1y_2y_3+P_{13}y_2P_{23}y_1P_{12}y_3$$
(12)
belongs to the center of the local algebra.

Now it is simple to see that $`w^2`$ is given by a polynomial of degree $`4`$ in $`x_1,x_2,x_3`$. When we do a change of variables to another coordinate patch as in (3), then $`w`$ transforms simply $`w\frac{w}{x_i^2}`$ and thus correctly describes a double cover of $`^1\times ^1\times ^1`$.

The total number of deformations that we account for in this way is $`30`$, nine from each polynomial $`P_{ij}`$, plus the three $`a_i`$ that describe the $`y_i`$ as a double cover of the $`x_i`$. The total number of deformations is actually $`51`$  and so we are missing a number of complex structure deformations.

Indeed, for each pair $`P_{ij}`$ one should be able to count $`16=4\times 4`$ deformations instead of $`9=3\times 3`$. Notice that we are missing one deformation for each of the $`y_i`$; this suggests that in general we should not be able to interpret the $`y_i`$ locally as a double cover of each of the $`^1`$’s, so our choice of a simple form for the $`y_i`$ in terms of the $`x_i`$ is the reason for the mismatch.

Nevertheless, the deformations that we have considered do resolve all of the codimension two singularities. Locally the analysis is the same as in Ref. , so there is a conifold singularity for each of the codimension three singularities of the orbifold.

### 3.2 Local Deformations and Cyclic Homology

Now, let us analyze the possible infinitesimal variations of complex structure at the orbifold point. For commutative Calabi-Yau manifolds, these are given by holomorphic sections of $`\mathrm{\Omega }^{2,1}()`$, the $`(2,1)`$ forms. That is, we need exact forms of the type

$$fd\varphi ^id\varphi ^jd\overline{\varphi }^k$$
(13)
This notion must be modified appropriately for non-commutative geometry. The deformations of complex structure are related to closed string states, and from the AdS/CFT correspondence, we expect that these in turn correspond to single-trace operators. Thus the natural modification is to include a trace; that is, we consider single trace operators on the module of differentials. This is precisely the type of objects that appear in cyclic cohomology .

We will study this cohomology directly within the representation (5). Thus, we write

$$dy_i=\sigma ^idb_i$$
(14)
and we take complex conjugation on the $`b_i`$ as the $``$-conjugation of the $`y_i`$. That is, $`y_i`$ commutes with its adjoint $`\overline{y}_i`$, and anticommutes with the adjoints of the other $`y_k`$.

Now, we are looking for elements of $`\mathrm{\Omega }^{2,1}()`$ which are associated with codimension two singularities. A standard way to count in ordinary orbifolds is to blow up the singularities, and then consider the cohomology of the smooth manifold. Since the singularities are resolved by 2-spheres, we may think of a given $`(2,1)`$-form as giving, upon integration over the $`S^2`$, a holomorphic one-form.

Thus in our algebraic setting, to study $`\mathrm{\Omega }^{2,1}`$, we should look for one-forms such as

$$\mathrm{tr}\frac{dy_1}{x_1}=\frac{1}{x_1}d\mathrm{tr}y_1$$
(15)
Notice that these are proportional to $`\sigma _1`$ and hence the trace vanishes at generic points. As we go to a singularity, say $`y_2=y_3=0`$, we should take the trace in distinct irreducible representations of the algebra. As the branes fractionate at this singularity, $`\sigma _1`$ decomposes into two one-dimensional irreducible representations and (15) is non-zero. The obvious interpretation is that the $`(2,1)`$-form has support only at the singularity – the above closed string state couples to fractional branes, and thus should be interpreted as a twisted sector of the string.

We may repeat this analysis at each of the singular planes; at each, we get one holomorphic form of the right type which is supported over the singularity. This construction should be interpreted locally, and not as giving a single global form on all the planes simultaneously. In this fashion we get a candidate for each complex deformation in the (non-commutative) cohomology of differential forms of the space.

Moreover, notice that the support of the closed string state depends on the branes fractionating at the singularities. Since the branes don’t fractionate further at the codimension three singularities, we don’t expect to see any new (massless) closed string states that are supported at these singularities. There seems to be no complex structure moduli supported in codimension three. We conclude that the non-commutative geometry is capturing all of the string theory data of the orbifold.

## 4 Orbifold of the Quintic

Now, we consider a second example, a non-commutative version of (an orbifold of) the quintic in $`^4`$. This example allows us to show how to glue together patches in a situation less trivial than the toroidal orbifold.

The complex structure moduli space of the quintic has special points with a $`_5^3`$ group of isometries. In this case, we may consider the orbifold constructed by modding out these symmetries. This orbifold may also include discrete torsion phases. As we will see, we will actually succeed in taking only a $`_5\times _5`$ orbifold, but this is sufficient to demonstrate the principles involved.

We begin with the quintic described by

$$𝒫(z_j)=z_1^5+z_2^5+z_3^5+z_4^5+z_5^5+\lambda z_1z_2z_3z_4z_5=0$$
(16)
where the $`z_j`$ are homogeneous coordinates on $`^4`$. The $`_5^3`$ action is generated by phases acting on the $`z_j`$ as $`z_j\omega ^{a_j}z_j`$, with $`\omega ^5=1`$, and the vectors

$`\stackrel{}{a}`$ $`=`$ $`(1,1,0,0,0)`$ (17)
$`=`$ $`(1,0,1,0,0)`$ (18)
$`=`$ $`(1,0,0,1,0)`$ (19)
consistent with the CY condition $`a_i=0\mathrm{mod}5`$. We have chosen the action such that $`z_5`$ is invariant. This allows us to consider a coordinate patch where $`z_5=1`$, and this patch is invariant under the group action. Within this coordinate patch, we will be interested in the local non-commutative algebra of the other four variables. Later, we will consider transformations to other patches.

The discrete torsion is classified by

$$H^2(_5^3,U(1))=_5^3$$
(20)
so we need three phases to determine the geometry.

The invariant quantities (within the coordinate patch) are given by $`z_i^5`$ and $`z_1z_2z_3z_4`$. We will require that these remain in the center of the non-commutative version of the quotient space. Experience with standard orbifolds with discrete torsion suggests that we take the variables to commute up to phases as follows

$`z_1z_2`$ $`=`$ $`\alpha z_2z_1`$ (21)
$`z_1z_3`$ $`=`$ $`\beta \alpha ^1z_3z_1`$ (22)
$`z_1z_4`$ $`=`$ $`\beta ^1z_4z_1`$ (23)
$`z_2z_3`$ $`=`$ $`\alpha \gamma z_3z_2`$ (24)
$`z_2z_4`$ $`=`$ $`\gamma ^1z_4z_2`$ (25)
$`z_3z_4`$ $`=`$ $`\beta \gamma z_4z_3`$ (26)
with $`\alpha ,\beta ,\gamma `$ being fifth roots of unity. Notice that we have three fifth roots of unity to choose from, which gives us the same number of choices as expected from (20). We will consider the generic case where all three $`\alpha ,\beta ,\gamma `$ are different from one and we want to find the irreducible representations of this algebra within the patch $`z_5=1`$.

It is simple to see that there are five-dimensional representations. Indeed, consider the matrices

$$P=\text{diag}(1,\alpha ,\alpha ^2,\alpha ^3,\alpha ^4),Q=\left(\begin{array}{ccccc}0& 0& 0& 0& 1\\ 1& 0& 0& 0& 0\\ 0& 1& 0& 0& 0\\ 0& 0& 1& 0& 0\\ 0& 0& 0& 1& 0\end{array}\right)$$
(27)
$`\alpha `$ is a fifth root of unity, and so there are actually five distinct 5-dimensional representations here. In terms of the matrices $`P,Q`$, we can identify $`z_1=b_1P`$ and $`z_2=b_2Q`$, where $`b_j`$ are arbitrary complex numbers. Similarly, we may write $`z_3=b_3P^mQ^n`$ and $`z_4=b_4P^{m1}Q^{n1}`$, where $`m,n`$ are determined by the phases $`\beta ,\gamma `$ (i.e., $`\beta =\alpha ^{n+1}`$ and $`\gamma =\alpha ^{m+1}`$). These choices guarantee that $`z_1z_2z_3z_4z_5`$ is in the center of the algebra.

The defining relation (16) requires that

$$\underset{i=1}{\overset{4}{}}b_i^5+\lambda \underset{i=1}{\overset{4}{}}b_i=1$$
(28)
As given, the representation becomes reducible only when three out of the four $`z_i`$ act by zero, which signals that there are no fractional branes for the (would be) generic codimension two singularities. Indeed one can see that this is the case locally, as there are other invariant variables in $`z_1,z_2,z_3`$ apart from $`z_1^5,z_2^5,z_3^5`$, which signals that we have only done a $`_5`$ orbifold locally.

At co-dimension three singularities, we do get the expected number of fractional branes however, which is five, so our analysis agrees with a direct analysis local to the singularity . We also recover the local quiver algebra by noticing that at least one of the $`z_j`$ has a large vev (see eq. (28)), and this field is responsible for breaking the gauge group from $`U(5)`$ to $`U(1)^5`$. Also, ensuring that the commutation relations with this large field hold forces many of the matrix terms in the other fields to vanish, thus giving the correct local data to reconstruct the quiver diagram of the orbifold.

This fact can be traced back to how the discrete torsion lattice is related to the orbifold group. Indeed, we expect D-brane states to be given by a formal quiver diagram corresponding to the irreducible projective representations of the group $`\mathrm{\Gamma }`$ with a given cocyle . No matter what choice we make for the cocyle condition, as long as it is not trivial, there are $`5`$ different inequivalent irreducible representations of the group $`\mathrm{\Gamma }`$, so we expect to see a quiver diagram with five nodes instead of one as we have written naively above. We will explore the construction of the non-commutative algebraic geometry associated to quiver diagrams in future papers , so we will leave this issue at this point.

Our choice of phases has not given the full expected result. Instead, two of the phases select a $`_5^2_5^3`$ subgroup, and the third phase determines the discrete torsion phase for the generators of this subgroup. Thus, the algebra written in (21) is describing a generic $`_5^2`$ orbifold of the quintic with discrete torsion.

In a non-generic case we can choose the $`_5^2`$ to have singularities in codimension two. In this case we choose $`z_4`$ to be in the center of the algebra, and we have only the phase given by $`\alpha `$ to worry about. There we see the familiar result for orbifolds with discrete torsion appearing. The branes fractionate in the codimension $`2`$ singularities, and they have the expected monodromies about the codimension three singularities .

Now let us consider coordinate transformations to other patches. Indeed, it is not difficult to show that one can still do the standard coordinate changes of the quintic; one must only be careful with ordering of variables. In every coordinate patch the algebra obtained is of the same type as written in (21).

Let us consider the following example,

$$z_iz_1^1z_i$$
(29)
As $`z_1^5`$ is in the center of the algebra, we may interpret this as

$$z_i\frac{1}{z_1^5}z_1^4z_i.$$
(30)
Thus, denominators may always be taken to lie in the center of the algebra. The ordering of the non-central part in the numerator is irrelevant; the difference between any two choices amounts to a phase, which may be removed by a trivial change of variables.

Algebraically this means that localization takes place in the center. That is, changes of variables can be first done in the center and then lifted to the non-commutative algebra, which fits nicely with the structure proposed in  where the center takes a prominent role in the non-commutative algebraic geometry of matrices.

## 5 Outlook

We have shown in this paper that non-commutative algebraic geometric tools are sufficient to describe various compact orbifolds with discrete torsion and their deformations.

The prescription involves gluing various non-commutative holomorphic algebras to compactify spaces. Then, one can calculate the deformations of complex structure by using the cyclic homology of the glued algebras, and obtain exact agreement with the calculations done by Vafa and Witten  with closed string methods.

The non-commutative geometry thus gives a framework in which to interpret backgrounds which do not follow the standard rules of commutative algebraic geometry. In principle, this provides a new set of tools by which one can construct new backgrounds of string theory. These do not have to come from global orbifolds with discrete torsion, and may be singular when viewed from a commutative geometry point of view, while the non-commutative geometry is under control.

The second point which is important is that topological closed string states are associated with cyclic homology. Thus, one should be able to extend this idea beyond the classes of algebras which we have studied. This perspective might shed some light on aspects of string geometry.

The extension of these ideas to more general orbifolds and backgrounds is currently under consideration .

Acknowledgments: We wish to thank M. Ando and V. Jejjala for discussions. Work supported in part by U.S. Department of Energy, grant DE-FG02-91ER40677 and an Outstanding Junior Investigator Award.