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# The Distribution of [OII] Emission-line Widths of LCRS Galaxies

## 1 Motivation

Modern redshift surveys such as the Las Campanas Redshift Survey (LCRS; Shectman et al. 1996) have large, homogeneous sets of spectra from which one can measure star-formation indicators such as the \[OII\] 3727 Å forbidden line. It is known that the luminosity function of galaxies is dependent on the emission-line properties of the galaxies under consideration (Lin et al. 1996; Cowie et al. 1996; Ellis, et al. 1996; Small et al. 1997) but the detailed relationship between these emission-line properties and galaxy luminosity has not been explored. Here we present a calculation of the joint distribution of $`R`$-band luminosity and the equivalent width of the \[OII\] 3727 line for LCRS galaxies, as well as an analytic form for this distribution which fits the data well. This joint distribution is a useful quantity to compare with the predictions of galaxy formation models (e.g., Cen & Ostriker 1998, Pearce et al. 1999, Somerville et al. 1999, Kauffmann et al. 1999).

While the LCRS is the largest completed redshift survey to date, there are at least three drawbacks to the sample to be kept in mind. First, the survey is $`R`$-band selected and limited by central surface brightness; thus, the latest type galaxies, which typically have the strongest emission lines, are preferentially excluded from the survey, potentially biasing our results. Second, the fits to the equivalent widths of the emission lines fail for some galaxies, because their spectra do not have sufficient signal-to-noise to measure the line. It is likely that the failure rate of the fit depends on the true equivalent width of the line, and this unknown incompleteness is a potential worry. On the other hand, we show below that our results are robust to the lower limit of equivalent widths we consider. Given the typical equivalent width errors of $`2\AA `$, our results are most appropriate for galaxies with equivalent widths $`>4\AA `$, to which we limit our sample. Redshift surveys underway, such as the Sloan Digital Sky Survey (SDSS; York, et al. 2000) and the Two-degree Field Galaxy Redshift Survey (2dFGRS; Colless 1998), will be able to overcome these two difficulties. A final problem, noted by Kochanek, Pahre, & Falco (2000), is that the spectra are taken using fibers with a diameter of $`3^{\prime \prime }`$, which for typical distances of galaxies in the sample is about 4 $`h^1`$ kpc. This may cause an “aperture bias” which underestimates the equivalent width of emission lines at low redshift because the fiber probes the inner, bulge component of spirals, rather than their disks, which contain the bulk of the star-formation. The SDSS may be able to constrain this effect by examining the four optical colors which the survey will measure, and comparing the colors within fiber-sized apertures to the global colors of each galaxy.

This paper is organized as follows. Section 2 briefly describes our method for calculating the joint luminosity and equivalent width function, and presents a simple fitting function based on that of Schechter (1976). Section 3 describes the results using LCRS $`R`$-band luminosities and equivalent widths of \[OII\] 3727 measured by Lin et al. (1996). Section 4 suggests directions of future research.

## 2 Joint Distribution of Luminosity and Equivalent Width

We follow Sandage, Tammann, & Yahil (1979) and Efstathiou, Ellis, & Peterson (1988), maximizing the conditional probability that each galaxy $`j`$, given its redshift $`z_j`$, has its measured luminosity $`L_j`$ and equivalent width $`W_j`$:

$`p(L_j,W_j|z_j)`$ $`=`$ $`{\displaystyle \frac{p(L_j,W_j,z_j)}{p(z_j)}}`$ (1)
$`=`$ $`{\displaystyle \frac{\mathrm{\Phi }(L_j,W_j)f_g(m_j)}{_{L_{\mathrm{min}(z_j)}}^{L_{\mathrm{max}(z_j)}}𝑑L_{W_{\mathrm{min}}}^{W_{\mathrm{max}}}𝑑W\mathrm{\Phi }(L,W)f_g(m)}},`$ (2)
Here $`L_{\mathrm{min}(z_j)}`$ and $`L_{\mathrm{max}(z_j)}`$ are the minimum and maximum luminosities observable at redshift $`z_j`$, given the flux limits of the field which contains galaxy $`j`$. $`W_{\mathrm{min}}`$ and $`W_{\mathrm{max}}`$ are the minimum and maximum values of the equivalent widths of our sample. (Lin et al. 1996 find the minimum observable equivalent width to be approximately constant with redshift). $`f_g(m)`$ represents the magnitude dependence of the redshift completeness. The likelihood of a given model for $`\mathrm{\Phi }(L,W)`$ is given by the product of this conditional probability over all galaxies in the sample. Since this conditional likelihood is independent of density, the normalization must be calculated separately. We use the simple estimator:

$$n_1=\frac{1}{V}\underset{j=1}{\overset{N_{\mathrm{gals}}}{}}\frac{1}{\varphi (z_j)},$$
(3)
where $`V`$ is the size of the volume probed, and $`\varphi (z)`$ is the selection function:

$$\varphi (z)=_{L_{\mathrm{min}}(z)}^{L_{\mathrm{max}}(z)}𝑑L_{W_{\mathrm{min}}}^{W_{\mathrm{max}}}𝑑W\mathrm{\Phi }(L,W)f_g(m)f_t.$$
(4)
$`f_t`$ is the local sampling fraction.222For a fuller explanation of the meaning of the quantities $`f_g`$ and $`f_t`$, consult Lin et al. (1996). Lin et al. (1996) find for the luminosity function that this estimator yields similar results to the minimum variance estimator of Davis & Huchra (1982) for this sample.

We use two models to describe $`\mathrm{\Phi }(L,W)`$. First, we use the non-parametric form described by Efstathiou, Ellis, & Peterson (1988), whose extension to the two dimensional plane of $`L`$ and $`W`$ is trivial. Essentially, this method divides the $`(L,W)`$ plane into bins of equal logarithmic width, and assumes the distribution within each bin is constant. A fast iterative method can then find the set of values which maximize the likelihood, and we can estimate the errors by evaluating the second derivatives of the likelihood function at the fitted values.

Second, following Sandage, Tammann, & Yahil (1979), we find the maximum likelihood fit to a parametrized function. To do so, we parametrize the joint function as a modified Schechter function, which is motivated by the results below:

$$\mathrm{\Phi }(L,W)dLdW=\varphi _{}\left(\frac{L}{L_{}}\right)^\alpha \mathrm{exp}\left(L/L_{}\right)\mathrm{\Psi }(W|L)dW\frac{dL}{L_{}}$$
(5)
where the conditional equivalent width function is:

$$\mathrm{\Psi }(W|L)dW=\frac{1}{\sqrt{2\pi }\sigma _W}\frac{dW}{W}\mathrm{exp}\left[\frac{1}{2\sigma _W^2}\left(\mathrm{ln}\frac{W}{W_0}A\mathrm{ln}\frac{L}{L_{}}+\frac{\sigma _W^2}{2}\right)^2\right]$$
(6)
That is, at each luminosity, the equivalent widths are distributed log-normally about a mean value which can be expressed as a function of luminosity as:

$$W=W_0\left(\frac{L}{L_{}}\right)^A.$$
(7)
$`\sigma _W`$ parametrizes the width of the log-normal distribution. We use this function, and maximize the likelihood in Equation (1) over the five parameters $`L_{}`$, $`\alpha `$, $`W_0`$, $`\sigma _W`$, and $`A`$.

For the parametric fit, we calculate the error bars using 200 Monte Carlo realizations. For each realization, we take the redshifts of all the galaxies in the actual LCRS sample to be the redshifts for the “galaxies” in our realization. Then, we select a luminosity and \[OII\] equivalent width for each galaxy using Equation (5), limiting the range of absolute luminosities for each galaxy to that which is within the flux limits at that redshift. Then we maximize the likelihood for this realization. This procedure allows us to examine the distribution of the parameters over all the realizations, and thus calculate the error bars, and to determine whether our method is biased. We are also able to directly compare the likelihood values for the realization to the likelihood value of the data sample. If the fit is consistent with the data, these likelihoods should be comparable; if the fit is not consistent, the likelihood value for the data will always be smaller than that for the realizations.

We calculate distance moduli assuming an Einstein-de Sitter universe. We use $`K`$-corrections of the form $`K(z)=2.5\mathrm{log}_{10}(1+z)`$ (Lin et al. 1996). Throughout, we assume $`H_0=100`$ $`h`$ km/s/Mpc with $`h=1`$; to convert to other values of $`h`$, the absolute magnitude scale is shifted by $`5\mathrm{log}_{10}h`$, and the luminosity function normalization by $`h^3`$. For plotting purposes we show the luminosity function expressed per unit logarithm $`\widehat{\mathrm{\Phi }}(L,W)=n_1(\mathrm{ln}10)L\mathrm{\Phi }(L,W)`$.

## 3 Results for the LCRS

Here we present the joint distribution of $`L_R`$ and the equivalent width of $`[\mathrm{OII}]`$ 3727, for a sample of galaxies with $`22.5<M_R<16.5`$ and $`5,000`$ km/s $`<cz<50,000`$ km/s, selected from the North and South 112-fiber fields in the LCRS. The equivalent widths were measured by Lin et al. (1996), by fitting for the position, the width, and the amplitude of a Gaussian to the continuum-subtracted spectrum near the predicted location of \[OII\] based on the redshift. For about 25% of the objects, the spectra were too low signal-to-noise to constrain these parameters; the equivalent-width dependence of this incompleteness is unknown. The estimated errors in the measured equivalent widths are about $`2\AA `$ on average. To minimize the effects of incompleteness and errors, we include only measured equivalent widths $`>4\AA `$ in our analysis, leaving about 8,500 galaxies in our sample.

Figure 1 shows the non-parametric fit as the thin solid lines with error bars. Each line shown represents a bin of equivalent widths, whose central value is given. Some of the lines are offset for clarity, as described in the caption. Note the characteristic difference between the strong emission line galaxies, which are in general less luminous and have a steeper faint-end slope, and the weak emission line galaxies, which are brighter with a shallower faint-end slope. This result accords qualitatively with that of Lin et al. (1996) and those of numerous other investigations of the dependence of the luminosity function on \[OII\] equivalent width (Cowie et al. 1996; Ellis, et al. 1996; Small et al. 1997) and on spectral type in general (Zucca et al 1997; Bromley et al. 1998; Folkes, et al. 1999; Loveday, Tresse, & Maddox 1999).

We also show the modified Schechter function fit in Figure 1 as the thick solid lines for each equivalent width shown (again, some are offset for clarity). Apparently this model does a pretty good job, though it uses 6 parameters: the ordinary Schechter parameters $`\varphi _{}`$, $`L_{}`$, $`\alpha `$, plus the parameters describing the dependence of equivalent width on luminosity $`W_0`$, $`\sigma _W`$, and $`A`$ (which is negative, because brighter galaxies have smaller equivalent widths). The best-fit values of these parameters are given in Table 1. Note that it is approximately true from these results that

$$W(10\AA )\left(\frac{L_R}{L_{R,}}\right)^{1/2}.$$
(8)
Also, the Schechter parameters $`\varphi _{}`$, $`L_{}`$ and $`\alpha `$ agree generally with the results of the independent analysis of Lin et al. (1996), although the faint end slope here is a bit steeper.

Table 1 also gives the errors in the modified Schechter parameters, as well as the correlation matrix between these parameters, determined from 200 Monte Carlo realizations, as described above. We have found that the bias in the maximum likelihood method is smaller than the error bars in this sample. Furthermore, we find that the fraction of Monte Carlo realizations which have likelihoods worse than that found for the data is about $`P_{\mathrm{worse}}0.47`$; this means that the likelihood for the data is comparable to the likelihoods from the Monte Carlo realizations, indicating that the fit is consistent with the data.

We have experimented with performing the modified Schechter function fit with limiting equivalent widths between $`0.5\AA `$ and $`9.5\AA `$, instead of the limiting value of $`4\AA `$ used for the results just presented. The parameters appear fairly robust to what this lower limit is. The largest changes are in the faint-end slope, which varies from $`\alpha 0.75`$ at a limiting equivalent width of $`0.5\AA `$ to $`\alpha 1.1`$ at a limiting equivalent width of $`9.5\AA `$; that we measure a slightly different faint-end slope than Lin et al. (1996) is thus related to our choice of a limiting equivalent width of $`4\AA `$. Meanwhile, $`M_{}`$ varies by about 0.15 magnitudes. However, the changes in the parameters which describe the distribution of equivalent widths are quite small. $`W_0`$ varies by $`<3\%`$, $`\sigma _W`$ varies from $`0.85`$ to $`0.75`$, and $`A`$ varies from $`0.45`$ to $`0.49`$. This consistency simply tells us that the modified Schechter function is good at fitting the combination of the intrinsic equivalent width distribution and the incompleteness as a function of equivalent width. Nevertheless, we find it encouraging that the nearly same analytic form fits equally well the high equivalent width galaxies, which we are fairly confident of, and the low equivalent width galaxies, which may suffer from incompleteness as a function of equivalent width.

## 4 Discussion

We have presented a simple functional form which seems to describe well the joint distribution of luminosity and the equivalent width of the \[OII\] 3727 emission line in the LCRS. We caution that the dependence of completeness on equivalent width is unknown, and further, that we have not accounted for the distribution of the equivalent width errors (on average about $`2\AA `$) in our analysis. Upcoming surveys such as the SDSS and 2dFGRS will provide larger homogeneous sets of spectra with better resolution, and will overcome a number of the problems encountered here.

The joint distribution function $`\mathrm{\Phi }(L_R,W)`$ can provide a useful tool for testing theories of galaxy formation, because the $`R`$-band luminosity is an approximate indication of the stellar mass contained in each galaxy and the equivalent width of \[OII\] 3727 is an approximate indication of recent star-formation in the galaxy. By combining hydrodynamic or semi-analytic models for galaxy formation, such as those mentioned above, with spectral synthesis models (Leitherer et al. 1996; Kennicutt 1998), it may be possible to place strong constraints on the properties of the star-formation history of galaxies. In this vein, understanding this joint distribution locally is also helpful in interpreting the evolution of \[OII\] emission at higher redshifts and thus the evolution of the star-formation rate of the universe (Hogg et al. 1998).

Thanks to Scott Dodelson, Daniel Eisenstein, David Hogg, Siang Peng Oh, Ravi Sheth, Doug Tucker, and Idit Zehavi for useful discussions. Thanks to Michael Strauss for extensive advice and comments. MB is grateful for the hospitality of the Department of Physics and Astronomy at the State University of New York at Stony Brook, who kindly provided computing facilities on his frequent visits there. MB acknowledges the support of the DOE and NASA grant NAG 5-7092 at Fermilab. HL acknowledges support provided by NASA through Hubble Fellowship grant #HF-01110.01-98A awarded by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555. Finally, this work would not have been possible without the public availability of the Las Campanas Redshift Survey data, for which we thank the LCRS team.


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# Temperature dependence of Fano line shapes in a weakly coupled single-electron transistor

\[

## Abstract

We report the temperature dependence of the zero-bias conductance of a single-electron transistor in the regime of weak coupling between the quantum dot and the leads. The Fano line shape, convoluted with thermal broadening, provides a good fit to the observed asymmetric Coulomb charging peaks. However, the width of the peaks increases more rapidly than expected from the thermal broadening of the Fermi distribution in a temperature range for which Fano interference is unaffected. The intrinsic width of the resonance extracted from the fits increases approximately quadratically with temperature. Above about 600 mK the asymmetry of the peaks decreases, suggesting that phase coherence necessary for Fano interference is reduced.

\]

A single-electron transistor (SET) consists of a small, isolated conductor, coupled to metallic leads by tunnel junctions. The confinement quantizes the charge and energy of the isolated region, making it closely analogous to an atom . For such structures the conductance, resulting from transmission of electrons from one lead to the other, consists of peaks as a function of gate voltage, one for each electron added to the artificial atom. The peaks occur when two charge states of the artificial atom are degenerate in energy, at which point resonant tunneling can occur at zero temperature. Between the peaks the conductance at low temperature is expected to be limited by virtual excitations of electrons on and off the artificial atom, a non-resonant process called co-tunneling .

Göres et al.  have recently reported Fano line shapes in the conductance peaks for a small SET. This implies that there are two paths through the SET at each energy, one resonant and the other non-resonant, that interfere with each other. Göres et al. have examined the Fano interference for the case when the coupling to the leads is strong, and the non-resonant contribution to the conductance is then comparable in size to the resonant component. We here report the observation of Fano line shapes when the coupling is weak and the non-resonant conductance is small. We find that the Fano functional form, broadened by the Fermi-Dirac distribution function, provides a good fit to the line shape between $`100`$ and $`800`$ mK. With increasing temperature $`T`$ the intrinsic width of the resonance increases, approximately quadratically with $`T`$. This increase is reminiscent of that expected from inelastic scattering, but it is more rapid and occurs at temperatures for which Fano interference is apparently unaffected. Above $`600`$ mK the asymmetry of the peaks decreases more rapidly than predicted from thermal broadening alone, suggesting that phase coherence is destroyed with increasing T.

The SETs we have studied are similar to the ones used by Goldhaber-Gordon $`\mathrm{𝑒𝑡}\mathrm{𝑎𝑙}.`$ to study the Kondo effect . The SET is created by imposing an external potential on a two-dimensional electron gas (2DEG) at the interface of a GaAs/AlAs heterostructure. Our 2DEG has a mobility of $`91,000\text{cm}^2/\text{Vs}`$ and a density of $`7.3\times 10^{11}\text{cm}^2`$; these quantities have been measured shortly after fabrication and may change somewhat with time. We create the confining potential with electrodes shown in the inset of Fig. 1, in combination with a shallow etch beneath the gates. Applying a negative voltage to two pairs of split electrodes depletes the 2DEG underneath them and forms two tunnel barriers separating a droplet of electrons from the 2DEG regions on either side, which act as the source and drain leads. The confinement caused by the electrodes is supplemented by shallow etching before the gate electrodes are deposited. Our SETs are made with a 2DEG that is closer to the surface ($`20`$ nm) than in most other experiments, allowing the electron droplet to be confined to smaller dimensions. This also makes the tunnel barriers more abrupt than in previous structures. We estimate that our droplet is about $`100`$ nm in diameter and contains about $`50`$ electrons.

The electrochemical potential of the electrons on the droplet can be shifted relative to the Fermi energies in the leads using an additional plunger gate electrode near the droplet. Throughout this paper we discuss measurements in which the split electrode voltages are fixed, and we refer to the voltage on the “plunger” as the gate voltage $`V_\text{g}`$. We measure the conductance by applying a small alternating voltage (typically $`7\mu `$V) between the drain and source leads and measuring the current with a current preamplifier and a lock-in amplifier. With such excitation voltages, less than $`kT/e`$, we are confident that we are measuring the zero-bias conductance of the SET. The conductance is then recorded as a function of $`V_\text{g}`$.

Depending on the transmission of the tunnel barriers, we observe different transport regimes in our SETs. As is often observed in semiconductor SETs, each time we cool a particular SET to low temperatures, we find different tunneling rates of the barriers and a different electrochemical potential of the electron droplet, for the same electrode voltages. This probably reflects the metastability, at low temperature, of electrons in the donor layer within the AlAs. Thus, the same SET that shows strong coupling in one cool down may show weak coupling in another. Also possibly related to this metastability are events in which the effective voltage of a particular electrode suddenly changes to a different value. We suspect that this switching behavior results from charge motion around an impurity or defect near the artificial atom. The switching can change the SET’s characteristics and can therefore limit the degree to which we can study them before they change.

Figure 1 shows the conductance as a function of $`V_\text{g}`$ for a situation in which the coupling to the leads is weak, as evinced by the the small height of the single-electron peaks. The peak widths are also relatively small, as discussed below. It is evident from the plot on a linear scale in Fig. 1a that the peaks are asymmetric, but this is seen even more clearly in the logarithmic plot of Fig. 1b. We have observed such asymmetric line shapes in different coupling regimes for about 25 peaks in five SETs.

The Fano formula  gives asymmetric resonances similar to those in Fig. 1; it describes the transmission resulting from interference of a resonant channel at energy $`ϵ_0`$ with a non-resonant channel. While Göres et al.  used the zero-temperature Fano cross-section to model their results, we here include thermal effects. For source-drain voltages $`kT`$ the conductance is related to the transmission coefficient $`\mathrm{\Theta }(ϵ)`$ at energy $`ϵ`$ by

$$G=\frac{e^2}{h}𝑑ϵ\mathrm{\Theta }(ϵ)\frac{\mathrm{cosh}^2(\frac{ϵ\mu }{2kT})}{4kT}$$
(1)
where $`\mu `$ is the chemical potential. Introducing the Fano form for the transmission, we write

$$\mathrm{\Theta }(ϵ)=\mathrm{\Theta }_0\frac{(\stackrel{~}{ϵ}+q)^2}{\stackrel{~}{ϵ}^2+1}$$
(2)
where the dimensionless detuning from resonance is $`\stackrel{~}{ϵ}(ϵϵ_0)/(\mathrm{\Gamma }/2)`$. $`\mathrm{\Gamma }`$ is the width of the resonance and $`\mathrm{\Theta }_0`$ is the transmission far away from the resonance. The parameter $`q`$ is proportional to the ratio of transmission amplitudes for the resonant and non-resonant channels ; the sign of q depends on the phase shift between the two channels. For $`|q|0`$ non-resonant transmission dominates, resulting in a symmetric dip at the resonant position. For $`q1`$ the peak is highly asymmetric. If there is no non-resonant transmission, $`|q|\mathrm{}`$ and $`\mathrm{\Theta }_00`$ in such a way that $`\mathrm{\Theta }_0|q|^2`$ approaches a constant leading to a Breit-Wigner line shape.

One can relate $`|q|`$ to the parameters characterizing the quantum dot by considering the Breit-Wigner limit at $`T=0`$. One demands that the relationship of $`\mathrm{\Theta }_0q^2`$ to $`\mathrm{\Gamma }_R`$ and $`\mathrm{\Gamma }_L`$, the energies resulting from tunneling of electrons from the artificial atom to the right and left leads, respectively, be in agreement with the usual result for peak heights in SETs with no continuous transmission channel. When $`kT\mathrm{\Gamma }\mathrm{\Delta }ϵ`$, where $`\mathrm{\Gamma }=\mathrm{\Gamma }_R+\mathrm{\Gamma }_L`$ and $`\mathrm{\Delta }ϵ`$ is the level spacing, this gives

$$|q|\frac{1}{\mathrm{\Gamma }_R+\mathrm{\Gamma }_L}2\sqrt{\mathrm{\Gamma }_R\mathrm{\Gamma }_L/\mathrm{\Theta }_0}$$
(3)
The Breit-Wigner peak then has maximum conductance, in units of $`e^2/h`$, of $`\mathrm{\Theta }_0q^24\mathrm{\Gamma }_R\mathrm{\Gamma }_L/(\mathrm{\Gamma }_R+\mathrm{\Gamma }_L)^2`$, the value expected for single-level transport through an SET.  Conventional single-electron charging peaks are characterized by three parameters–the peak position and the couplings to the two leads. A fourth parameter is required to include the amplitude of the non-resonant channel.

Changes in gate voltage are proportional to changes in chemical potential $`\mu `$; specifically, $`\mu =\alpha eV_\text{g}`$, apart from an additive constant. The parameter $`\alpha `$ may be determined from a measurement of the various capacitances between the artificial atom and its nearby leads and gates: $`\alpha =C_g/C_{tot}`$, where $`C_g`$ is the capacitance between the quantum dot and the plunger gate, and $`C_{tot}`$ is the total capacitance. From previous measurements of $`C_g/C_{tot}`$ on our SETs in the well-isolated regime, we find that $`\alpha 0.15`$. However, for some of our fits we have measured $`ϵ`$ and $`\mathrm{\Gamma }`$ in units of gate voltage, leaving $`\alpha `$ undetermined.

Using Eqs. 1 and 2 we have fit the data in three ways in order to demonstrate that the temperature dependences of the important parameters do not depend on the fitting procedure. First, we set $`T=0`$ in Eq. 1, so that the Fano form is used at all $`T`$, and take $`q`$, $`\mathrm{\Gamma }`$, $`G_0=\mathrm{\Theta }_0e^2/h`$, and $`ϵ_0`$ as parameters. We call this procedure, followed by Göres et al., “Fano”. It obviously leads to a temperature dependent $`\mathrm{\Gamma }`$ because it includes no broadening of the electron distribution. Second, we also allow $`kT/\alpha e`$ to vary, giving us five parameters instead of four, and we refer to this as “5 param”. We do this to check that our value of $`\alpha `$ is consistent with the observations. Third, we fix $`\alpha =0.15`$, the value found by Goldhaber-Gordon et al. in the well-isolated regime, and, using the measured value of $`T`$, we allow $`q`$, $`\mathrm{\Gamma }`$, $`G_0`$, and $`ϵ_0`$ to vary; we call this “4 param”. For all three approaches we have fit the logarithm of the conductance, rather than the conductance itself, to give appropriate weight to the asymmetric tails. We fit over the range for which the conductance is at least twice as large as the lowest conductance measured, in order to minimize the effect of neighboring peaks. The agreement of the parameters determined by the three fits gives us confidence in the main conclusions we draw.

We show the 4 param fit for the three peaks in Fig. 1. We have fit the three separately, because we know of no way to fit multiple Fano resonances whose tails overlap. Göres et al.  have found an incoherent contribution to the non-resonant conductance, comparable to the coherent part at all temperatures. We have tried adding such an incoherent component, and find that it has about half the magnitude of the coherent part, but is negative. Because of this unphysical result and because including the incoherent component does not improve the fits appreciably, we have set it to zero for all fits shown here.

Note that one of the values of $`|q|`$ in Fig. 1 is as large as $`10`$, giving a ratio of peak-to-background conductances of $`100`$, whereas Göres et al. found $`|q|`$ of order one, consistent with their observation that the coherent non-resonant component is of the same size as the resonant one.

The sign of $`q`$ reflects the average phase shift between the continuous transmission channel and the resonant channel. This will certainly be random from one sample to another and even from one peak to another in the same sample. Although $`q`$ is negative for the peaks in Fig. 1, we have found other peaks for which $`q`$ is positive. Indeed, Goldhaber-Gordon et al. have reported data, also in the weakly coupled regime like those discussed here, that have the opposite asymmetry from those shown here .

Figure 2 shows the evolution of a single conductance peak with temperature together with the results of the three fits on logarithmic scales. The resonance position $`ϵ_0`$ varies randomly by a small amount from one temperature to another, presumably because of the switching phenomena discussed above; for all fits we have shifted the curves so that their resonance energies coincide with that for the $`100`$ mK data.

It is clear that all three fits are excellent except near the conductance minimum, on the right side of the peak. As seen in Fig. 3, a linear plot of data selected from Fig. 2, the fits overestimate the peak height slightly at low $`T`$. This discrepancy may be minimized by fitting to the conductance instead of its logarithm, but then the fit in the tails is poor. Overall, the 5 param fit is slightly better than the other two, but the values of the parameters are essentially the same, as seen in Figure 4.

This figure shows the measured half width (HW) and the conductance maximum $`G_{max}`$. The HW increases from about $`0.5`$ mV at $`100`$ mK to nearly $`2.5`$ mV at $`800`$ mK. The peak height decreases by about a factor $`2`$ between $`100`$ and $`600`$ mK, and then more slowly at higher $`T`$. Equation 1 predicts that the HW increases linearly with $`T`$, with a finite zero-temperature intercept, related to $`\mathrm{\Gamma }`$. The increase of width predicted for the latter case is shown by the dashed line in Fig. 4, HW$`=3.5kT/2\alpha e`$. Equation 1 also predicts that, at $`T`$ high enough that the HW is much larger than its $`T=0`$ value, the peak height decreases as $`T^1`$. Thus, the measured HW increases more rapidly than expected, and the peak height decreases more slowly.

Turning to the fitting parameters, we first notice that $`|q|`$ is approximately constant up to $`600`$ mK and then increases rapidly. The increase of $`|q|`$ reflects an increasing symmetry of the line shape, even though the HW is still larger than $`3.5kT/2\alpha e`$. Furthermore, $`G_0`$ becomes very small at these high temperatures, while $`G_{max}G_0q^2`$ approaches a constant. Thus, the line shape approaches a Lorentzian at the highest temperatures, suggesting a loss of the phase coherence required for Fano interference.

Second, we observe that $`\mathrm{\Gamma }`$ increases with $`T`$ even in a temperature range for which $`|q|`$ is constant. Such a broadening of the intrinsic width of Coulomb charging peaks has been predicted to arise from inelastic scattering . In applying this to a SET, Beenakker  has proposed that the Breit-Wigner form be written

$$G_{BW}=g\frac{e^2}{h}\frac{\mathrm{\Gamma }_R\mathrm{\Gamma }_L}{\mathrm{\Gamma }_R+\mathrm{\Gamma }_L}\frac{\mathrm{\Gamma }}{ϵ^2+(\mathrm{\Gamma }/2)^2}$$
(4)
where $`\mathrm{\Gamma }`$ now contains both elastic and inelastic components. Thus, an increase of $`\mathrm{\Gamma }`$ with temperature is not unexpected. However, we find it surprising that the lifetime of electrons in the quantum dot decreases considerably with increasing temperature, at temperatures for which there is still phase coherence between the continuous and resonant tunneling channels.

We find that $`\mathrm{\Gamma }`$ increases approximately quadratically with $`T`$; the fit shown in Fig. 4a yields $`\mathrm{\Gamma }=((0.15\pm 0.01)+(0.59\pm 0.01)T^2)`$ meV, with $`T`$ in kelvins. According to Sivan et al., since our mean free path (of order one micron) is much larger than the dimensions of our quantum dot, and the energy scale of our measurement ($`kT`$) is much smaller than $`\mathrm{\Delta }ϵ`$, our system is in the clean limit for which $`\mathrm{\Gamma }=\mathrm{\Gamma }_0+(\pi ^2/8)(kT)^2/E_F\sqrt{\pi k_Fa_B}`$, where $`\mathrm{\Gamma }_0`$ is the zero temperature value, $`k_F`$ is the Fermi wavevector in the 2DEG, and $`a_B`$ is the effective Bohr radius. This predicts that the increase of $`\mathrm{\Gamma }`$ with $`T`$ should be quadratic, but the increase should be much less in magnitude than $`kT`$, as usual for a Fermi liquid. Consistent with this, Huibers et al.  find phase coherence times for open quantum dots that correspond to broadening that is less than $`kT`$ for the temperature range studied. Our observation of $`\mathrm{\Gamma }`$ values that are considerably larger than $`kT`$ is thus very surprising.

For the peak studied in Fig. 2, the contribution to the broadening at $`600`$ mK from the Fermi-Dirac distribution is about the same size as that from the increase in $`\mathrm{\Gamma }`$. Thus, examination of the measured HW of the peak in Fig. 4a shows that it is difficult, without the fitting procedure used here, to distinguish the temperature dependence below $`600`$ mK from the usual Fermi-Dirac broadening. Our group has reported  that the broadening of Fano peaks in the strongly coupled regime is approximately that predicted by Fermi-Dirac up to $`1`$ K, but is larger than expected at higher $`T`$. In light of the present measurements, we suggest that the HW reported by Göres et al. may also be influenced by a strongly temperature dependent $`\mathrm{\Gamma }`$.

We have shown here the temperature evolution of one of our largest peaks. We have also studied a smaller one. Like the smaller peaks in Fig. 1, the smaller peak has a larger width and a smaller value of $`|q|`$. For the smaller peak $`q`$ is more sensitive to $`T`$ at low $`T`$. Presumably, when $`|q|`$ is closer to unity, it is more sensitive to a decrease in phase coherence. We find that the width of this peak is less temperature dependent than that of the larger peak. This may be a consequence of its width being larger even in the limit $`T0`$.

Göres et al.  have measured the source-drain voltage dependence as well as the gate voltage dependence of the peaks in differential conductance. The results show the diamond structure characteristic of single-electron charging. Thus, the nature of the resonant contribution to the conductance is clearly the same as in other SETs. However, the origin of the continuous channel is more difficult to identify. Because Göres et al. observe a continuous contribution that is of order $`e^2/h`$, they have suggested that the continuous channel results from transmission at energies higher than the potential barriers. However, for the regime examined here, in which the background conductance is $`10^3`$ $`e^2/h`$, that does not seem reasonable.

Another possibility raised by Göres et al. is that the coherent non-resonant component arises from co-tunneling. Co-tunneling results in a continuous contribution to the conductance in the valley between peaks that is stongly dependent on gate voltage.  Thus, it is surprising that $`G_0`$ is independent of gate voltage. Furthermore, since the co-tunneling rate depends on $`\mathrm{\Gamma }_L`$ and $`\mathrm{\Gamma }_R`$, which vary from peak to peak, one would expect a contribution to the continuous component near a given peak to vary with the heights of neighboring peaks. Unlike the situation studied by Göres et al., our peaks vary in magnitude by a factor $`10`$. Therefore, one would have expected a large variation in the continuous contribution from one peak to the next. However, returning to Fig. 1 we note that the continuous contribution to the conductance for all three peaks is the same within the errors, $`G_0=(0.0016\pm 0.0003)`$ $`e^2/h`$. We conclude that co-tunneling is not a likely source of the continuous background.

The resonant component we observe appears to be unrelated to that giving rise to Fano line shapes observed by Li et al.  and Madhavan et al. . The latter authors ascribe the resonant component to the Kondo singlet formed when a localized spin is screened by the spins of electrons in nearby metallic leads. From the detailed gate voltage and temperature dependencies of the Kondo effect reported by Goldhaber-Gordon et al. , we know that the Kondo effect results in a decrease in peak width with increasing temperature, the opposite of what we observe. Furthermore, Goldhaber-Gordon et al. observe a clear alternation in peak behavior, depending on whether the peak corresponds to a change from even to odd or from odd to even occupancy of the electron droplet. From Fig. 1, it is obvious that no such effects are seen in the present experiments. We believe that the tunnel barriers for the situation studied here are large so that the Kondo temperature is much smaller than our base temperature for all gate voltages. Thus the resonances we observe are probably the bare ones associated with the energy levels of the artificial atom.

In summary, we have found that the Coulomb charging peaks in small SETs are asymmetric and are well described by the Fano line shape even when the coupling to the leads is weak. It is not surprising that increasing the temperature destroys the phase coherence required for the Fano interference. However, it is surprising that the intrinsic width of the resonances increases more rapidly than the thermal broadening of the electron distribution function in a temperature range for which phase coherence between the resonant and non-resonant channels is preserved. We plan extensive measurements, varying temperature and magnetic field as well as drain-source voltage in the weakly-coupled regime, to shed light on the nature of the continuous transmission that gives rise to the Fano interference and on the origin of the thermal broadening of the resonances.

One of us (G. G.) acknowledges support from the National Sciences and Engineering Research Council of Canada. This work was supported by the US Army Research Office under contract DAAG 55-98-1-0138 and by the National Science Foundation under grant number DMR-9732579.


text:
# Is There A Phase Transition in the Isotropic Heisenberg Antiferromagnet on the Triangular Lattice?

## I INTRODUCTION

The classical Heisenberg model on the two dimensional triangular lattice with antiferromagnetic nearest neighbour coupling is a geometrically frustrated system. Kawamura and Miyashita have previously studied the possibility of a Kosterlitz-Thouless-like transition in this system using Monte Carlo methods and obtained evidence for a finite temperature transition driven by the dissociation of vortices. However, a transition at finite temperature is considered by many to be unlikely for the Heisenberg model in two dimensions. Dombre and Read mapped the continuum version of the model onto a non-linear sigma model (NL$`\sigma `$) and Azaria et. al. used renormalization group (RG) techniques to study the correlation length and effective long-wavelength spin stiffness of this NL$`\sigma `$ at low temperatures. Their results were consistent with a phase transition at $`T_c=0`$ with an enlarged SO(3) symmetry. Indeed, Monte Carlo simulations by Southern and Young of the spin stiffness seemed to provide partial support for this picture. More recent work by Southern and Xu calculated the rigidity of the isotropic system against the formation of free vortices at low temperatures. The vorticity stiffness was found to be finite at low $`T`$ and disappeared abruptly near $`T=0.31J`$. This behaviour is consistent with a possible Kosterlitz-Thouless defect unbinding transition. It appears that the stiffness and vorticity behave quite differently in the isotropic model. The stiffness is zero on long length scales indicating that the two-spin correlations decay exponentially at all finite $`T`$. However, the vorticity indicates that an unbinding of topological defects occurs at a finite $`T_c`$.

## II The Model and Results

In an attempt to understand this difference in behaviour of the stiffness and vorticity, we have recently studied the following anisotropic model

$`H=+J{\displaystyle \underset{i<j}{}}[S_i^xS_j^x+S_i^yS_j^y+AS_i^zS_j^z]`$ (1)
where $`S_i^\alpha ,\alpha =x,y,z`$ represents a classical 3-component spin of unit magnitude located at each site $`i`$ of a triangular lattice and the exchange interactions are restricted to nearest neighbour pairs of sites. The range $`A>1`$ corresponds to an easy axis system. The ground state in this range exhibits two continuous symmetries which can be described in terms of two phase angles. We found that the system undergoes two finite temperature phase transitions associated with the unbinding of vortices related to these phase angles.

Information about the rigidity of the anisotropic system against fluctuations can be obtained from the spin wave stiffness and vorticity modulus. The spin stiffness (helicity) tensor is given by the second derivative of the free energy with respect to the twist angle about a particular direction in spin space. Similarly, the vorticity can be defined as the response of the spin system to an imposed twist about a given axis in spin space along a closed path which encloses a vortex core. This is essentially the response of the system to an isolated vortex and can be calculated as the second derivative of the free energy with respect to the strength of the vortex, or winding number $`m`$, evaluated at $`m=0`$. These two response functions can be calculated using standard Monte Carlo methods for lattices of increasing size. We find that the spin stiffnesses and the corresponding vorticity moduli behave identically for the easy axis case $`A>1`$. In contrast, at the isotropic Heisenberg limit ($`A=1`$), the spin stiffness vanishes at large length scales but the vorticity moduli are non-zero at low T and vanish abruptly at a finite temperature. Similar work on the $`xy`$ model  also indicated that the vorticity and stiffness behave identically and that there are two phase transitions. These transitions are very close in temperature with the upper transition corresponding to an Ising-like transition and the lower to a Kosterlitz-Thouless transition. In the easy plane range of the present model, $`0.5<A<1`$, the ground state corresponds to a $`120^0`$ planar arrangement of the spins with the chirality on each triangle aligned along the $`z`$-axis. Recent Monte Carlo work by Capriotti et. al.  in the range $`0<A<1`$ has also suggested two closely spaced transitions which are qualitatively the same as those in the $`xy`$ model.

In figure 1 we show the phase diagram for the anisotropic model as a function of $`A`$. The data points for $`A>1`$ were obtained by studying the finite size behaviour of the structure factor, spin stiffness and vorticity. Both transitions correspond to vortex unbinding transitions and we find that for all $`A>1`$ the correlation length exponent $`\eta `$ and the ratio of the stiffness to the critical temperature $`\rho /T_c`$ have the universal values $`\eta =1/4`$ and $`\rho /T_c=2/\pi `$. The data points for $`A<1`$ have been taken from the work of Capriotti et al. who determined the values of $`T_c`$ by examining the behaviour of the chirality and the structure factor as a function of temperature and lattice size. The value of $`T_c`$ at the isotropic point ($`A=1`$) is that obtained from the vorticity results of Southern and Xu. We have also independently studied the range $`0.5<A<1`$ and find some evidence for two closely spaced transitions. The upper transition is Ising-like and Monte Carlo snapshots of the chirality clearly indicate Ising-like domains. On the other hand, the spin stiffness exhibits behaviour consistent with a vortex unbinding involving the $`xy`$ spin components but we are unable to directly observe vortex excitations in the simulations.

The structure of the phase diagram suggests that the Heisenberg point is a multicritical point where possibly four phase transition lines meet. For $`A>1`$ there are two KT transition lines whereas as for $`A<1`$ there is an Ising and a KT line or possibly a single transition line. The behaviour of these transition lines as $`A1`$ from both sides strongly suggests that there is a finite temperature phase transition in the Heisenberg model . In particular, the lower transition for $`A>1`$ is increasing towards the Heisenberg value in this limit. Since the spin stiffness is zero at large length scales for all finite temperatures when $`A=1`$, the spin correlations decay exponentially. Thus the transition would be quite different from the KT transition where spin correlations acquire a power law decay with a temperature dependent exponent. The transition at the Heisenberg point would be purely topological in character. Further theoretical investigations of this possibility are desirable.

## III Acknowledgements

This work was supported by the Natural Sciences and Engineering Research Council of Canada.


text:
# Secular Evolution of the Galactic Disk

## 1. Introduction

It is now half a century since Roman (1950) and Parenago (1950) discovered that the kinematic properties of stars near the Sun are strongly correlated with spectral type. The theory of stellar evolution soon showed that the sense of this correlation was that older stellar groups have larger velocity dispersions and asymmetric drifts than younger groups. There are two generic explanations for this phenomenon. In one picture the turbulent velocities in the gas from which stars form has declined steadily since the Galaxy started to form, and the current random velocities of stars are fossil records of the turbulent velocities at the moment of their formation. This picture, which inspired the classic paper of Eggen Lynden-Bell & Sandage (1962), is now not widely favoured, although it still has proponents (e.g., Burkert, Truran & Hensler, 1992). In the other picture the random velocities of stars are small ($`7\mathrm{km}\mathrm{s}^1`$) at birth and increase with time. Whether this increase is continuous or episodic in nature is currently being debated.

## 2. The Age Velocity-Dispersion Relation

Fig. 1 is a plot of the random velocity on the sky, $`S`$, of a kinematically unbiased sample of stars in the Hipparcos Catalogue that have good parallaxes. As one proceeds from blue to red stars, $`S`$ rises steadily until one reaches $`(BV)=0.6`$, where it abruptly levels off. For $`BV>0.75`$, $`S`$ gently declines. The abrupt change in slope at $`(BV)=0.6`$ is called Parenago’s discontinuity, and the natural interpretation of this phenomenon is this. Bluewards of the discontinuity stars have main-sequence lifetimes shorter than the age of the solar neighbourhood, $`\tau _{\mathrm{max}}`$, while redwards of it lifetimes exceed $`\tau _{\mathrm{max}}`$. Consequently, any tendency of the velocity dispersion of a stellar group to increase over time will cause $`S`$ to increase with $`BV`$ at $`(BV)<0.6`$ because in this range the age of the oldest stars contributing to $`S`$ increases with $`BV`$. Conversely, $`S`$ should be independent of $`BV`$ redward of the discontinuity.

Binney, Dehnen & Bertelli (2000; BDB) show that the structure of Fig. 1 can be accurately reproduced if the velocity dispersion of a stellar group increases with age as $`\tau ^{0.33}`$. Interestingly, their models reproduce the decline in $`S`$ at the reddest colours, which is not predicted by the simple considerations of the last paragraph. The origin of this decline is a change in the age distribution with colour that arises because near $`(BV)=0.6`$ the oldest stars are turning off the ZAMS, with the result that a magnitude-limited sample of stars is biased towards these stars. At significantly redder $`BV`$, even the oldest stars are still close to the ZAMS, and the sample contains a fair sample of all the stars ever formed.

The BDB fits to Fig. 1 formally require the age of the solar neighbourhood to be $`11.2\pm 0.75\mathrm{Gyr}`$, which is older than current cosmological fashions lead one to expect. In fact, BDB show that the structure of Fig. 1 can be even better reproduced if one adopts an age $`\tau _{\mathrm{max}}=9\mathrm{Gyr}`$. What makes such young ages unacceptable is the distribution of stars within the sample over colour: models with $`\tau _{\mathrm{max}}=9\mathrm{Gyr}`$ are deficient in red stars. Since the selection function of the sample is not precisely defined, this objection may not be serious. A more serious objection may be that young ages require rather flat slopes $`\alpha `$ of the IMF: whereas $`\tau _{\mathrm{max}}=11.2\mathrm{Gyr}`$ requires a slope $`\alpha =2.25\pm 0.5`$ that is indistinguishable from Salpeter’s slope (2.35), $`\tau _{\mathrm{max}}=9\mathrm{Gyr}`$ requires $`\alpha =1.75\pm 0.5`$.

Fig. 1 is based on over $`\mathrm{12\hspace{0.17em}000}`$ stars but its interpretation requires considerable modelling. We can obtain less model-dependent information about the age-velocity dispersion relation by examining much smaller samples of stars for which individual age estimates are available. Fig. 2 is for the data set that is currently the best available, namely the 189 F stars which Edvardsson et al. (1993) observed in great detail. The stars have been ordered by age and the vertical axis shows the sum of the speeds of the stars that are younger than the star of a given rank, which is plotted horizontally. If the speeds of stars were drawn from a single Gaussian of dispersion $`\sigma `$, regardless of rank, $`|W|`$ would on average increase with rank $`n`$ as $`(2/\pi )^{1/2}\sigma n`$. Freeman (1991) pointed out that the $`W`$ curve in Fig. 2 appears to have three linear sections, with slopes that correspond to $`\sigma =9.5`$, $`20`$ and $`53\mathrm{km}\mathrm{s}^1`$.111Actually, Freeman gave the highest velocity dispersion as $`42\mathrm{km}\mathrm{s}^1`$, but this appears to be an error. Thus, the suggestion is that the vertical velocity dispersion of stars increases from $`9.5`$ to $`20\mathrm{km}\mathrm{s}^1`$ on a timescale $`3\mathrm{Gyr}`$, and is then constant at $`20\mathrm{km}\mathrm{s}^1`$. The oldest stars ($`\tau >12.6\mathrm{Gyr}`$) form the thick disk and have significantly larger velocity dispersions. The abrupt increase in velocity dispersion from $`20`$ to $`53\mathrm{km}\mathrm{s}^1`$ could well have occurred when a low-mass satellite swept through the disk in the manner described by Quinn & Goodman (1986). Quillen & Garnett (2000) have reaffirmed these conclusions after reanalyzing the Edvardsson et al. sample using Hipparcos parallaxes and up to date stellar-evolution models. The up-to-date stellar ages bring down to $`\tau 10\mathrm{Gyr}`$ the age at which the velocity dispersion rises to $`53\mathrm{km}\mathrm{s}^1`$.

This picture is an intriguing one that merits careful consideration, but one does have to be cautious because the sample is small and not unbiased. Moreover, when one attempts to model the data of Fig. 1 under the assumption that the velocity dispersion increases smoothly up to an age of $`8`$ or $`10\mathrm{Gyr}`$ and then jumps to a constant final value, one finds that the best fitting model has a negligible discontinuity in velocity dispersion. For example, if the jump is assumed to occur at $`t=8\mathrm{Gyr}`$, $`S`$ drops from $`55`$ to $`52\mathrm{km}\mathrm{s}^1`$ at that time. The large Hipparcos sample simply does not support the implication of the Edvardsson sample that the velocity dispersion changes abruptly. I shall henceforth assume that velocity dispersion increases continuously over time.

## 3. Heating mechanisms

Stellar disks are fragile objects because their distribution functions crowd all stars into a low-dimensional structure in phase space. Any perturbation is liable to increase the disk’s entropy by scattering stars out into the body of phase space. It is worth noting that the perturber does not need to supply energy; all it has to do is to scatter stars onto more eccentric orbits and/or orbits that are inclined to the disk’s equatorial plane.

Spitzer & Schwarzschild (1953) suggested that stars were scattered by gas clouds. This was a visionary proposal because clouds of sufficient mass and compactness would not be discovered for 20 years. When the Galaxy was studied in the $`2.6`$mm line of CO, the existence of giant molecular clouds (GMCs) with the predicted masses was established, and it was widely assumed that GMCs were responsible for heating the disk. Lacey (1984) cast doubt on this conclusion for two reasons. First, he showed that GMCs rapidly established a characteristic ratio $`\sigma _z/\sigma _R0.78`$ between the vertical and radial velocity dispersions, whereas the observed ratio is significantly smaller: $`0.6`$ (Dehnen & Binney, 1998). Second, Lacey showed that the efficiency of heating by GMCs declines in time more rapidly than had been thought, with the result that GMCs cannot accelerate stars to the largest observed dispersions.

The slowing of acceleration by GMCs with increasing velocity dispersion is easy to understand. There are two aspects. First the cross-section to Coulomb scattering through a given angle of stars by Clouds falls off with encounter speed $`v`$ as $`v^2`$. Second, the GMCs are confined to a thin sheet, in which stars spend less and less time as their random velocities increase. In the idealized two-dimensional scattering problem considered by Spitzer & Schwarzschild (1953), clouds increase the stellar velocity dispersion as $`\sigma t^\beta `$, with $`\beta =1/3`$. When motions perpendicular to the plane are included, one finds $`\beta =1/4`$ in the case that the vertical oscillations of stars are harmonic. In the more realistic case of anharmonic vertical oscillations, a still smaller value of $`\beta `$ is appropriate (Jenkins, 1992).

Sellwood & Carlberg (1984) revived the proposal of Barbanis & Woltjer (1967) that spiral arms heat the disk. Lynden-Bell & Kalnajs (1972) had shown that a wave heats only those stars that resonate with it. Hence to heat the entire disk one needs either a wave whose frequency sweeps over a wide range, or many transient waves. Numerical simulations by Sellwood and others (Sellwood & Carlberg 1984; Sellwood & Kahn, 1991) show that stellar disks are indeed rife with such features.

Spiral arms excite random motions parallel to the plane, but not vertical oscillations. Hence, one is led to a composite picture in which spiral arms increase the in-plane dispersions, and GMCs divert the in-plane motion into vertical oscillations. Binney & Lacey (1988) established a formalism within which the two mechanisms could be combined. They focused on the distribution of stars in the integral space whose coordinates are epicycle energy, $`E_R`$, and energy of vertical oscillation, $`E_z`$. These quantities are intimately connected with the radial and vertical actions $`J_R`$ and $`J_z`$ – in the epicycle approximation we have $`J_R=E_R/\kappa `$ and $`J_z=E_z/\nu _z`$, where $`\kappa `$ is the usual epicycle frequency and $`\nu _z`$ is the angular frequency of vertical oscillations. If we assume that the drift of stars through integral space is driven by large numbers of small and statistically independent disturbances, the evolution of the phase-space density of stars, $`f(𝐉)`$, can be found by solving the Fokker-Planck equation

$$\frac{f}{t}=\frac{1}{2}\underset{ij}{}\frac{}{J_i}\left(\mathrm{\Delta }_{ij}\frac{f}{J_j}\right),$$
(1)
where the diffusion tensor, $`\mathrm{\Delta }_{ij}=\delta J_i\delta J_j`$, is the expectation of the product of the changes in $`J_i`$ and $`J_j`$ per unit time and can be evaluated if one knows the statistical characteristics of the disk’s gravitational potential.

As Lacey (1984) showed, clouds have a strong tendency to establish an equilibrium between oscillations parallel to the plane and vertical oscillations, while waves only excite oscillations parallel to the plane. Consequently, the relative effectiveness of clouds and waves can be gauged from the degree to which the observed ratio $`\sigma _z/\sigma _R`$ deviates from the clouds’ equilibrium value. Jenkins & Binney (1990) used this idea to estimate the relative magnitudes of the contributions of clouds and waves to the diffusion tensor. They found that waves are strongly dominant:

$$\mathrm{\Delta }_{RR}^{\mathrm{wave}}90\mathrm{\Delta }_{RR}^{\mathrm{cloud}}.$$
(2)
While the jury is still out on this question, the preliminary indications are that this conclusion is confirmed in that the dynamical footprints of spiral arms may be visible in the velocity-space distribution of stars near the Sun that has been deduced from Hipparcos data. Fig. 3 shows, from the work of Dehnen (1998), the projection onto the $`(U,V)`$ plane of the velocity-space density of stars that are redder than Parenago’s discontinuity. Even though the stars in question are mostly more than $`4\mathrm{Gyr}`$ old, many local density maxima are apparent and the outer contours are far from elliptical. Dehnen demonstrates that these features are real rather than reflections of statistical uncertainty.

If $`f`$ were a function of actions only, as the distribution function of a steady-state galaxy should be (Jeans’ theorem), the density of stars in Fig. 3 would be constant on the ellipses $`\text{constant}=U^2+\gamma ^2V^2`$ of constant $`J_R`$.222The stars upon which Fig. 3 is based lie up to $`100\mathrm{pc}`$ from the Sun, and in the formula for $`J_R`$ we ought strictly to use not $`V`$ but the velocity of the star relative to its own LSR, which differs from that of the Sun by $`2A(RR_0)`$, where $`A`$ is Oort’s constant. This correction typically amounts to less than $`3\mathrm{km}\mathrm{s}^1`$, however. From the fact that the stellar density in Fig. 3 varies markedly around these ellipses, it is clear that $`f`$ depends on angle variables as well as actions, and that the Galaxy is not in a steady state.

In the bottom left-hand corner of Fig. 3 there is a long peninsula of high density that reaches out to $`(U,V)=(45,50)\mathrm{km}\mathrm{s}^1`$. Raboud et al. (1998) and Dehnen (2000) argue that this feature is generated by the Galactic bar, which places stars on highly eccentric orbits that pass the Sun as they move outwards in their approach to apocentre. Some of the fine-scale structure closer to the LSR (marked by a small triangle) is associated with star clusters such as the Hyades, but it seems unlikely that all structure can be explained in this way. De Simone & Tremaine (2000) suggest that much of this structure is generated by spiral arms. They calculated the final star density in the $`(U,V)`$ plane when a series of externally imposed and uncorrelated spiral waves acted on an initially cool stellar disk. Their densities show local density maxima just as Fig. 3 does, but they have more maxima than the observational plot does. It is unclear whether this excess reflects inadequate resolution in the observational data, or weaknesses in the simulations’ spiral arms.

## 4. Radial migration

When a star is scattered, whether by spiral arms or by molecular clouds, it is liable to change its angular momentum, $`L`$, about the Galaxy’s vertical axis, as well as its radial and vertical actions. The guiding centre of a star’s orbit is just $`L/v_c`$, so changes in $`L`$ are directly associated with radial migration. Radial migration can in principle be detected because there is a metallicity gradient within the disk (Wielen, Fuchs & Dettbarn 1996; WFD). In fact, it is widely believed that all interstellar material at a given time and radius has a common metallicity $`Z(R,t)`$ (Edmunds, 1998). By contrast, we know from the work of Edvardsson et al. (1993) that there is considerable scatter in the metallicities of stars that have a common guiding centre and age. Does this scatter arise because these stars were born at different radii, where interstellar gas had different metallicities at their common time of formation?

In this context the Sun, which is currently near pericentre, so its guiding centre lies $`200\mathrm{pc}`$ outside $`R_0`$, provides an interesting case study. It is more metal-rich than the local average for stars of its age by $`0.17`$dex, and more metal-rich than gas in the local Orion star-forming region by $`0.47`$dex. These observations are remarkable, given that the mean metallicity of both the stellar and gaseous disks decrease outwards and one usually imagines that the metallicity of the ISM tends to increase over time,333In the presence of accretion, there is no guarantee that $`Z`$ will increase with time at a given radius. so the local ISM should have been even more metal-poor than Orion $`4.5\mathrm{Gyr}`$ ago, when the Sun formed. WFD ask, at what radius did the ISM have metallicity $`Z_{}`$ when the Sun formed, and could the Sun’s guiding centre have migrated from that radius to its present location as a result of a series of uncorrelated scattering events? They conclude that the Sun formed at $`R_02\mathrm{kpc}6\mathrm{kpc}`$ and its guiding centre has since migrated outwards to $`R_0+200\mathrm{pc}`$.

De Simone & Tremaine (2000) have calculated the extent of radial migration in their simulations of star-wave scattering and obtain an answer, $`700\mathrm{pc}<\mathrm{\Delta }R<1200\mathrm{pc}`$, that is smaller than that derived by WFD. Unfortunately, there is no guarantee that the spiral features simulated by De Simone & Tremaine were sufficiently realistic.

## 5. Conclusions

Jeans’ theorem simplifies galactic dynamics greatly because it requires the distribution function of a steady-state galaxy to be a function of only three rather than six variables. This simplicity is so alluring that one tries to imagine the Galaxy as slowly moving from one steady state to another. An orbit-averaged Fokker-Planck equation describes this evolution, and has proved reasonably successful in accounting for the dependence upon age of measures of the kinematics of stars such as velocity dispersions and asymmetric drifts. Moreover, an orbit-averaged Fokker-Planck equation provides a unified framework in which to discuss the effects of ephemeral spiral arms and GMCs, which act together to drive the observed evolution of the solar neighbourhood.

Ephemeral spiral arms steadily drive upwards the radial and tangential components of the velocity-dispersion tensor, while GMCs deflect stars out of the plane, so that $`\sigma _z`$ increases roughly in step with $`\sigma _R`$, although not so fast that equilibrium is established between these two dispersions. The guiding centres of stars gradually diffuse in radius, although the distance typically travelled is currently controversial: estimates range from $`700\mathrm{pc}`$ up to $`2\mathrm{kpc}`$.

When the phase-space distribution of stars is examined in detail one finds that there is a great deal more structure than can be described within the context of Jeans’ theorem and an orbit-averaged Fokker-Planck equation. Evidently, the Galaxy is significantly displaced from a steady state.

At one level this discovery is a disappointment, since it enormously increases the complexity of the models required to account for the data. At another level it is a tremendous opportunity to learn more about the structure and the history of the Galaxy. We should seize this opportunity with both hands because we will probably never have comparably rich data for any other Galaxy. As yet there is no complete interpretation of the fine-scale structure seen in the local phase-space density, but there is a strong case that some of it reflects the existence of the Galactic bar, and a weaker case that other structure is generated by the spiral waves that dominate the heating of the disk.

## Acknowledgments

I thank S.D. Tremaine for communicating work prior to publication and the University of Washington for its hospitality during the writing of this article. This work was supported in part by NSF grant AST-9979891.

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# Does the third law of black hole thermodynamics really have a serious failure?

## Abstract

The almost perfect correspondence between certain laws of classical black hole mechanics and the ordinary laws of thermodynamics is spoiled by the failure of the conventional back hole analogue of the third law. Our aim here is to contribute to the associated discussion by flashing light on some simple facts of black hole physics. However, no attempt is made to lay to rest the corresponding long lasting debate. Instead, merely some evidence is provided to make it clear that although the borderline between extremal and non-extremal black holes is very thin they are essentially different. Hopefully, a careful investigation of the related issues will end up with an appropriate form of the third law and hence with an unblemished setting of black hole thermodynamics.

During the past three decades a considerable development was established in general relativity centered around black hole physics. Perhaps the most remarkable of the underlying results is the manifestation of the strong analogies between certain laws of classical black hole mechanics and the ordinary laws of thermodynamics (for a recent review see e.g. ). A significant enhancement of this striking mathematical correspondences was established by Hawking’s discovery  that black holes radiate as perfect black bodies. This provided, in particular, a crucial justification that surface gravity, $`\kappa `$, of a stationary black hole is in a direct connection with the truly physical temperature of the associated thermal state.

However, the nearly perfect correspondence between the relevant basic laws of black hole mechanics and ordinary thermodynamics seems to be spoiled by the explicit failure of the conventional black hole analogue of the third law. The strong version of the third law asserts that the entropy, $`S`$, of a system tends to a universal constant, which may be taken to be zero, while its temperature, $`T`$, approaches absolute zero . The failure of this law in black hole mechanics is usually demonstrated by recalling the entropy and temperature expressions relevant for Kerr-Newman black holes. As it is well-known the entropy of such a black hole can be given as

$$S=A/4=\pi \left[r_+^2+a^2\right],$$
(1)
while the associated temperature reads as

$$T=\kappa /2\pi =\frac{1}{2\pi }\frac{r_+m}{r_+^2+a^2},$$
(2)
where

$$r_+=m+\sqrt{m^2a^2q^2}$$
(3)
moreover, $`m`$, $`a`$ and $`q`$ denote, respectively, the mass, the angular momentum to mass ratio, $`J/m`$, and the electric charge of the black hole. (Throughout we use units such that $`G=c=\mathrm{}=k=1`$.) Clearly, by setting the above parameters so that $`m^2=a^2+q^2`$ the associated temperature vanishes. On the other hand, the non-vanishing entropy expression $`\pi [m^2+a^2]`$ depends on the state parameters hence it cannot be equal to a “universal constant”. Thereby the existence of these extreme Kerr-Newman black holes is considered to demonstrate the violation of the black hole analogue of the strong version of the third law of thermodynamics.

Although seemingly sensible classical and quantum statistical systems can be prepared so that the above strong version of the third law of thermodynamics is violated (see e.g. ), the validity of this law has been experimentally verified for all substances so far investigated. Therefore one would expect that it may hold for any “reasonable thermodynamical system”. Hence, the failure of the third law in black hole mechanics indicates that there has to be something “exotic” about the thermodynamic properties of extremal black holes.

In classical thermodynamics it follows from the strong form of the third law that a system cannot be cooled to absolute zero by finite change of its thermodynamical parameters . The last statement is referred to sometimes as the “weak form of the third law” or as ‘Nernst theorem’. In fact an analogous unattainability of absolute zero, i.e. that of an extreme black hole state, can be justified by explicit calculations (see e.g. ). It is also known that stationary black hole solutions merely represent the asymptotic final states of gravitational collapses of localized bodies . As it follows from perturbation analyses (see e.g.  for a detailed study of the related issues) that the time scale characterizing the convergence to such an asymptotic final state is in inverse ratio to surface gravity. Thereby these considerations do also manifest that extreme stationary black holes can be considered as representing physically inaccessible limits .

Both of the above versions of the third law refer to the behaviour of thermodynamical systems extrapolated to $`T=0`$. It is an inherent nature of such a process that a careful specification of the adequate representation space is needed. The principal point of this paper is to demonstrate that, opposed to the general belief, the extreme black hole solutions are in certain sense inappropriate limits of non-extreme ones. Although we agree with the argument of  that to overcome the underlying difficulties the third law should be given a precise formulation as a dynamical law no attempt is made here pointing towards this direction.

There are numerous indications that certain physical properties of stationary black hole spacetimes may change discontinuously at the extremal limit. Probably the most familiar of these is that while the black hole region is filled with trapped surfaces in case of non-extreme black hole spacetimes no trapped surface does exist in extremal ones. It is also known that the null geodesic generators of a future event horizon are geodesically complete in both the past and future directions, while that of a non-extreme horizon have to be incomplete in the past direction. In addition, in all extreme cases the horizon Killing vector field, tangential to the null geodesic generators of the event horizon, does not vanish at any finite point of the spacetime. Moreover, on any of the ‘t=const’ hypersurfaces, “the horizon is at an infinite distance”. By contrast, in the case of non-extreme stationary black hole spacetimes the ‘t=const’ hypersurfaces smoothly extend to the bifurcation surface . Furthermore, this bifurcation surface is at a finite distance on them and the horizon Killing vector field vanishes there. Essentially these differences are reflected by the main result of  concluding that the topology of extreme and non-extreme static Euclidean black holes are intrinsically different. It is also argued there that the entropy of all extremal black holes vanishes.

Parallel to the above considerable differences, a discontinuous change in the character of the horizon Killing vector field, $`k^a`$, also occurs. It is known that in the non-extreme case, i.e. whenever $`\kappa 0`$, the squared norm, $`k^ak_a`$, of $`k^a`$ has to change sign across the event horizon, $`𝒩`$. It is, in fact, negative (respectively, positive) at least in a sufficiently small neighbourhood of the horizon in the domain of outer communication (respectively, black hole region) side. In other words, $`k^a`$ must be timelike outside while spacelike inside the horizon in the relevant neighbourhood.

The extremal black holes differ significantly. In particular, in case of an extreme Reissner-Nordström spacetime $`k^a`$ must be timelike on both sides of $`𝒩`$. Indeed, the change of the character of the horizon Killing vector field in the Kerr case is even more peculiar. It can be justified that $`k^a`$ must be timelike on both sides of $`𝒩`$ near the poles (for $`\theta [0,\pi ]`$ satisfying $`\mathrm{sin}(\theta )<\sqrt{3}1`$), spacelike on both sides near the equatorial. Moreover, these domains are separated by two hypersurfaces transverse to $`𝒩`$ on which the horizon Killing vector field is null. It is then not easy to create a sensible argument concluding that an extreme Kerr black hole is essentially the same as the near extreme ones.

This peculiar behaviour of the horizon Killing vector field was found to extend over more general Einstein-matter black holes. In  spacetimes with an extreme horizon were considered. Here, as in , gravity was assumed to be coupled to either a Klein-Gordon, Higgs, Maxwell-Yang-Mills or Maxwell-Yang-Mills (-Higgs, -dilaton) system. It was shown then that whenever the horizon possesses topologically spherical cross-sections – wide enough setting to include both the asymptotically flat and asymptotically anti-de-Sitter stationary black hole spacetimes – there must always exist a section of the horizon so that the horizon Killing vector field is timelike on both sides in a sufficiently small neighbourhood of the selected section.

On physical grounds, one would expect that the above mentioned differences between extreme and non-extreme black holes should somehow be reflected through certain semiclassical effects. In fact, some of the recent investigations justified this expectation.

It was found, for instance, that the particle production by an object collapsing into either an extremal Reissner-Nordström or Kerr black hole has, in contrast to the non-extreme case, a non-thermal spectrum . In particular, no temperature, and hence no thermodynamic entropy, can be associated with such a system. Thus an extremal Reissner-Nordström or Kerr black hole cannot be regarded as the thermodynamic limit of near extremal configurations.

Somewhat complementary is the result covered by . It was demonstrated there that if static zero temperature semiclassical black hole solutions do exist they need to be microscopical and they must not smoothly join onto the classical extreme Reissner-Nordström ones.

Both of these investigations support the conclusion that even if there exist any zero temperature static black holes within the full semiclassical theory of gravity those spacetimes should be isolated in the space of solutions from the classical extreme Reissner-Nordström black holes.

The above cited classical and semiclassical results suggest that the conventional way of taking a limit in thermodynamic quantities at extremal black hole solutions is suspect if not incorrect. It seems to us that the essential difficulties are due to the fact that in the traditional formulation of the third law in black hole mechanics only certain macroscopic parameters – such as the total mass, angular momentum and electric charge – are pro forma adjusted to attain the extremal states. However, no empirical evidence or statistical mechanical considerations is known that could justify the validity of such extrapolations. All the above results indicate that a better understanding of this point is needed to avoid any maladjustment and to overcome the present puzzling situation to get finally an appropriate form of the third law of black hole thermodynamics.