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# Cluster Property and Robustness of Ground States of Interacting Many Bosons *footnote **footnote * to appear in J. Phys. Soc. Jpn. Vol. 71 No. 1 (2002)

## Abstract

e study spatial correlation functions of local operators of interacting many bosons confined in a box of a large, but finite volume $`V`$, for various ‘ground states’ whose energy densities are almost degenerate. The ground states include the coherent state of interacting bosons (CSIB), the number state of interacting bosons (NSIB), and the number-phase squeezed state of interacting bosons, which interpolates between the CSIB and NSIB. It was shown previously that only the CSIB is robust (i.e., decoheres much more slowly than the other states) against the leakage of bosons into an environment. We show that for the CSIB the spatial correlation of any local operators $`A(𝐫)`$ and $`B(𝐫^{})`$ (which are localized around $`𝐫`$ and $`𝐫^{}`$, respectively) vanishes as $`|𝐫𝐫^{}|V^{1/3}\mathrm{}`$, i.e., the CSIB has the ‘cluster property.’ In contrast, the other ground states do not possess the cluster property. Therefore, we have successfully shown that the robust state has the cluster property. This ensures the consistency of the field theory of bosons with macroscopic theories.

KEYWORDS: cluster property, decoherence, finite system, dissipation, symmetry breaking, thermodynamics, fluctuation, robust, fragile, Bose-Einstein condensation

It is required that microscopic theories should be consistent with macroscopic theories such as thermodynamics. However, it has not been shown whether existing microscopic theories of real physical systems are indeed consistent with macroscopic theories. This paper examines one of the consistency conditions, and show that it is indeed satisfied by a standard microscopic theory of interacting many bosons.

We consider a quantum system of a macroscopic volume $`V`$. When the system is closed and $`V\mathrm{}`$, the cluster property is one of the most fundamental properties of pure states (pure phases) . Here, a state $`\omega `$ is said to have the cluster property iff

$$\left|\omega (\widehat{A}(𝐫)\widehat{B}(𝐫^{}))\omega (\widehat{A}(𝐫))\omega (\widehat{B}(𝐫^{}))\right|0\mathrm{as}|𝐫𝐫^{}|\mathrm{}$$
(1)
for any local operators $`\widehat{A}(𝐫)`$ and $`\widehat{B}(𝐫^{})`$ (at an equal time ) which are localized around $`𝐫`$ and $`𝐫^{}`$, respectively. Here, $`\omega ()`$ denotes the expectation value in the state $`\omega `$. Any pure states of infinite systems should have the cluster property . This ensures, for example, that fluctuations of intensive variables are negligible , in consistency with thermodynamics. This consistency should be generalized to the case of finite $`V`$, because thermodynamics is applicable to finite systems as well. In quantum theories of finite systems, one can construct various pure states in a single Hilbert space. However, they are not necessarily consistent with thermodynamics: some states exhibit anomalously large fluctuations of intensive variables . Nevertheless, as long as $`V<+\mathrm{}`$, such anomalous states are allowed as pure states in quantum theory, according to the uniqueness of representation for finite systems . (If one simply takes the limit of $`V\mathrm{}`$, such states approach states which do not possess the cluster property, hence do not remain pure states .) Therefore, to be consistent with thermodynamics, there should be some mechanism(s) which excludes anomalous states from pure states in finite systems.

To explore this point, we note that the cluster property and fluctuations are defined only as static properties of closed systems. However, any finite systems of macroscopic sizes (except for the whole universe) would be interacting with their surrounding environments. Hence, one must also consider dynamical properties of open systems. In general, the environments induce decoherence, and pure states would evolve into mixed states as time evolves. When some states decohere much faster than the other states, we say such states are fragile. When, on the other hand, some states decohere much slower than the other states, we say such states are robust. Examples of fragile and robust states were given, e.g., in refs. , where it was suggested that fragile states would be much difficult to prepare and observe than robust states.

These observations lead to the following conjecture: it is necessary for a microscopic theory to be consistent with macroscopic theories that states with anomalous fluctuations are fragile (hence difficult to prepare and observe), whereas robust states are non-fluctuating states (which possess the cluster property in the limit of $`V\mathrm{}`$). Although this very fundamental requirement has been suggested in many places (e.g., in refs. ), it has not been known yet (to the authors’ knowledge) whether general quantum field theories indeed satisfy this requirement. \[Conversely, if this is not the case, the fundamental requirement may place a limit on possible forms of field theories in such a way that the requirement is satisfied.\] Even for a particular model or theory of a macroscopic system, it was not examined yet whether the requirement is satisfied. From a microscopic point of view, it is non-trivial — may be surprising — that a dynamical property (robustness) of an open system subject to dissipations is directly related to a static property (cluster property) of a closed system.

In this paper, we show that the fundamental requirement is indeed satisfied by a standard microscopic theory in condensed matter, i.e., the field theory of bosons with repulsive interaction. For interacting many bosons confined in a large but finite box, many wave functions had been proposed as the ‘ground states,’ whose energy densities are almost degenerate (completely degenerate when $`V\mathrm{}`$). Among them are, e.g., Bogoliubov’s ground state, and the ground state that has exactly $`N`$ bosons, which we call the number state of interacting bosons (NSIB). In a previous paper , we already studied the robustness, against leakage of bosons into an environment, of these wave functions. It was shown there that most of them are fragile, and that a robust state is an exceptional wave function which we call the coherent state of interacting bosons (CSIB). Hence, we shall show that the fundamental requirement is satisfied by showing that the CSIB possesses the cluster property (in the limit of $`V\mathrm{}`$), whereas the other ground states do not.

For bosons confined in a finite box of volume $`V`$ with the periodic boundary conditions, the CSIB with amplitude $`\alpha `$ ($`=|\alpha |e^{i\phi }`$) is defined by

$$|\alpha ,\mathrm{G}e^{|\alpha |^2/2}\underset{N=0}{\overset{\mathrm{}}{}}\frac{\alpha ^N}{\sqrt{N!}}|N,\mathrm{G},$$
(2)
where $`|N,\mathrm{G}`$ denotes the NSIB. Note that $`N`$ is well-defined because $`V`$ is finite, and thus the vector $`|N,\mathrm{G}`$ exists. The explicit form of $`|N,\mathrm{G}`$ was given in refs.  in the case of weakly-interacting bosons. Since $`|N,\mathrm{G}`$ has a complicated wave function, the CSIB is totally different from the coherent state of free bosons, which is defined by $`|\alpha ,0e^{|\alpha |^2/2}_{N=0}^{\mathrm{}}(\alpha ^N/\sqrt{N!})|N,0,`$ where $`|N,0`$ denotes the number state of free bosons, in which $`N`$ bosons occupy the lowest single-body state whereas the other single-body states are vacant. On the other hand, some properties of the CSIB are similar to those of the coherent state of free bosons; e.g., $`N=\delta N^2=|\alpha |^2`$, hence $`\delta N^2/N=1`$. Since we are interested in macroscopic systems, for which $`N`$ is macroscopically large, we assume $`|\alpha |1`$ in the following analysis.

Before going further, a few words are worth mentioning here: (i) The above wave function of the CSIB might look against a superselection rule, which ‘forbids’ coherent superpositions of states with different numbers of (massive) bosons. However, we previously showed that such superpositions are allowed for a subsystem of a huge system if the wave function of the total system is appropriately taken. (ii) The robust state $`|\alpha ,\mathrm{G}`$ is not an energy eigenstate (whereas an energy eigenstate $`|N,\mathrm{G}`$ is fragile). Hence, even when interactions with the environments are negligible, the CSIB (prepared at $`t=0`$) evolves with time (in the Schrödinger picture). Putting $`\alpha (t)e^{i(\phi \mu t/\mathrm{})}|\alpha |`$, $`\mu (E_{N,\mathrm{G}}/N)_{N=|\alpha |^2}`$ (with $`E_{N,\mathrm{G}}`$ being the eigenenergy of $`|N,\mathrm{G}`$), and $`𝒢(E_{N,G}\mu N)_{N=|\alpha |^2}`$, we find the time evolution as

$$|\alpha ,\mathrm{G};t=e^{i𝒢t/\mathrm{}}|\alpha (t),\mathrm{G},$$
(3)
where terms of order $`1/V`$ have been neglected. These neglected terms cause a spontaneous collapse of the wave function , i.e., a collapse through the internal dynamics (without perturbations from an environment). The collapse time $`t_{\mathrm{coll}}`$ increases with $`V`$ (e.g., $`t_{\mathrm{coll}}V^{1/2}`$ for a uniform system), and becomes of a macroscopic time scale for a large $`V`$. In this work, we are interested in a much shorter time range $`0tt_{\mathrm{coll}}`$. Hence, the $`𝒪(1/V)`$ terms can be neglected in the derivation of eq. (3), and the CSIB does not collapse spontaneously; the time evolution only induces the phase rotations of $`\alpha `$. (The overall phase factor $`e^{i𝒢t/\mathrm{}}`$ has no physical meaning.) Therefore, it is sufficient to examine the cluster property at $`t=0`$ for a general value of $`\alpha `$ ($`|\alpha |1`$). This should be contrasted with the coherent state of free bosons: it collapses spontaneously due to boson-boson interactions, and $`t_{\mathrm{coll}}=𝒪(V^0)`$. As a result, although it has the cluster property at $`t=0`$, the property will be lost when $`t=𝒪(V^0)`$. In this paper, we are not interested in such states, and we will only consider the states (such as the CSIB and NSIB) which are stable enough (i.e., $`t_{\mathrm{coll}}`$ is much longer than $`𝒪(V^0)`$) against the internal dynamics.

To examine the cluster property, we decompose the boson field $`\widehat{\psi }`$ into the anomalous and regular parts :

$$\widehat{\psi }=\widehat{\mathrm{\Xi }}+\widehat{\psi }^{}.$$
(4)
Here, $`\widehat{\mathrm{\Xi }}`$ is the anomalous part, which connects the ground states of different numbers of bosons as

$$\widehat{\mathrm{\Xi }}|N,\mathrm{G}=\sqrt{N}\xi |N1,\mathrm{G},$$
(5)
where $`\xi N1,\mathrm{G}|\widehat{\psi }|N,\mathrm{G}/\sqrt{N}.`$ The magnitudes of $`\xi `$ characterizes the condensation, and we here consider the condensed states for which

$$\sqrt{N}\xi =𝒪(1).$$
(6)
Note that the CSIB is an eigenstate of $`\widehat{\mathrm{\Xi }}`$, i.e., $`\widehat{\mathrm{\Xi }}|\alpha ,\mathrm{G}=\alpha \xi |\alpha ,\mathrm{G}`$ . On the other hand, the regular part $`\widehat{\psi }^{}`$ transforms $`|N,\mathrm{G}`$ into (a superposition of) excited states (of $`N1`$ bosons):

$$N\mathrm{\Delta }N,\mathrm{G}|\widehat{\psi }^{}|N,\mathrm{G}=0,\text{hence}\beta ,\mathrm{G}|\widehat{\psi }^{}|\alpha ,\mathrm{G}=0.$$
(7)
Note however that $`\widehat{\psi }^{}|N,\mathrm{G}0`$ and $`\widehat{\psi }^{}|\alpha ,\mathrm{G}0`$. For example,

$$\alpha ,\mathrm{G}|\widehat{\psi }^{}\widehat{\psi }^{}|\alpha ,\mathrm{G}d^3r=NN_00,$$
(8)
where $`N_0`$ is the so-called “number of the condensate particles” . For weakly-interacting bosons, we can show by explicit calculations that

$$N,\nu |[\widehat{\mathrm{\Xi }},\widehat{\mathrm{\Xi }}^{}]|N^{},\nu ^{},N,\nu |[\widehat{\mathrm{\Xi }},\widehat{\psi }^{}]|N^{},\nu ^{},N,\nu |[\widehat{\mathrm{\Xi }},\widehat{\psi }^{}]|N^{},\nu ^{}=s(1/V),$$
(9)
where $`|N,\nu `$ and $`|N^{},\nu ^{}`$ are energy eigenstates that have exactly $`N`$ bosons (here, $`\nu `$ and $`\nu ^{}`$ label them; e.g., $`|N,\nu =|N,G`$ for $`\nu =\mathrm{G}`$), and $`s(x)`$ denotes a smooth function that vanishes as $`x0`$. Lifshitz and Pitaevskii  claimed eq. (9) even for bosons with stronger interactions. If this is the case, the following results are applicable to a wide range of interaction strength.

We first examine the case where the local operators in eq. (1) take the following forms:

$`\widehat{A}(𝐫)`$ $`=`$ $`\widehat{\psi }^{}(𝐫)\widehat{\psi }(𝐫)\widehat{\psi }^{}(𝐫)\mathrm{},`$ (10)
$`\widehat{B}(𝐫)`$ $`=`$ $`\widehat{\psi }^{}(𝐫)\widehat{\psi }^{}(𝐫)\widehat{\psi }(𝐫)\mathrm{}.`$ (11)
Their correlation for the CSIB is evaluated as

$`\alpha ,\mathrm{G}|\widehat{A}(𝐫)\widehat{B}(𝐫^{})|\alpha ,\mathrm{G}`$ (12)
$`=\alpha ,\mathrm{G}|\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫)\}\{\widehat{\mathrm{\Xi }}+\widehat{\psi }^{}(𝐫)\}\mathrm{}\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫^{})\}\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫^{})\}\mathrm{}|\alpha ,\mathrm{G}`$ (13)
$`=\alpha ,\mathrm{G}|\text{ (all }\widehat{\mathrm{\Xi }}^{}\text{’s are moved to the left, and all }\widehat{\mathrm{\Xi }}\text{’s are moved to the right) }|\alpha ,\mathrm{G}+s(1/V)`$ (14)
$`=\alpha ,\mathrm{G}|\text{ (all }\widehat{\mathrm{\Xi }}^{}\text{’s are replaced with }\alpha ^{}\xi ^{}\text{, and all }\widehat{\mathrm{\Xi }}\text{’s are replaced with }\alpha \xi \text{}|\alpha ,\mathrm{G}+s(1/V)`$ (15)
$`=\alpha ,\mathrm{G}|\{\alpha ^{}\xi ^{}+\widehat{\psi }^{}(𝐫)\}\{\alpha \xi +\widehat{\psi }^{}(𝐫)\}\mathrm{}\{\alpha ^{}\xi ^{}+\widehat{\psi }^{}(𝐫^{})\}\{\alpha ^{}\xi ^{}+\widehat{\psi }^{}(𝐫^{})\}\mathrm{}|\alpha ,\mathrm{G}+s(1/V),`$ (16)
where use has been made of eq. (9). As mentioned above (eq. (7)), $`\widehat{\psi }^{}`$ and $`\widehat{\psi }^{}`$ transform the ground states into excited states. Since any excitation cannot propagate a long distance in zero time interval, equal-time correlations of $`\widehat{\psi }^{}`$ vanish for a large $`|𝐫𝐫^{}|`$. (This fact has been used, e.g., in the standard argument on the ODLRO .) Hence, the last line of eq. (16) approaches, as $`|𝐫𝐫^{}|V^{1/3}`$,

$`\alpha ,\mathrm{G}|\{\alpha ^{}\xi ^{}+\widehat{\psi }^{}(𝐫)\}\{\alpha \xi +\widehat{\psi }^{}(𝐫)\}\mathrm{}|\alpha ,\mathrm{G}\alpha ,\mathrm{G}|\{\alpha ^{}\xi ^{}+\widehat{\psi }^{}(𝐫^{})\}\{\alpha ^{}\xi ^{}+\widehat{\psi }^{}(𝐫^{})\}\mathrm{}|\alpha ,\mathrm{G}+s(1/V)`$ (17)
$`=\alpha ,\mathrm{G}|\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫)\}\{\widehat{\mathrm{\Xi }}+\widehat{\psi }^{}(𝐫)\}\mathrm{}|\alpha ,\mathrm{G}\alpha ,\mathrm{G}|\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫^{})\}\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫^{})\}\mathrm{}|\alpha ,\mathrm{G}+s(1/V).`$ (18)
Therefore,

$$\alpha ,\mathrm{G}|\widehat{A}(𝐫)\widehat{B}(𝐫^{})|\alpha ,\mathrm{G}=\alpha ,\mathrm{G}|\widehat{A}(𝐫)|\alpha ,\mathrm{G}\alpha ,\mathrm{G}|\widehat{B}(𝐫^{})|\alpha ,\mathrm{G}+s(1/V)\text{ for }|𝐫𝐫^{}|V^{1/3}.$$
(19)
By similar calculations, we also obtain the relation (19) for other forms of $`\widehat{A}`$ and $`\widehat{B}`$, including those which consist of derivatives of the field operators. Therefore, eq. (1) is indeed satisfied in the limit of $`V\mathrm{}`$ (while keeping the boson density $`N/V`$ constant) by the CSIB, for any local operators.

More rigorously, we must perform smoothing of the field operators  because, for example, $`\widehat{\psi }^{}(𝐫)|0`$ cannot be a vector in a Hilbert space since its norm diverges like $`lim_{𝐫\mathrm{𝟎}}\delta (𝐫)`$, whereas any non-zero vector in a Hilbert space should be normalizable. Let $`𝒮(𝐑^3)`$ be a set of smooth functions ($`𝐑^3𝐂`$) with fast decrease. Using a function $`f𝒮(𝐑^3)`$, we define

$$\widehat{\psi }^{}(f)f(𝐫)\widehat{\psi }^{}(𝐫)d^3r=C_f\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(f),$$
(20)
where

$`C_f`$ $``$ $`{\displaystyle f(𝐫)d^3r},`$ (21)
$`\widehat{\psi }^{}(f)`$ $``$ $`{\displaystyle f(𝐫)\widehat{\psi }^{}(𝐫)d^3r}.`$ (22)
Using another function $`g𝒮(𝐑^3)`$, we also define $`\widehat{\psi }^{}(g)`$, $`C_g`$, and $`\widehat{\psi }^{}(g)`$ in a similar manner. From these definitions and eq. (9), one can easily show that

$$N,\nu |[\widehat{\mathrm{\Xi }},\widehat{\mathrm{\Xi }}^{}]|N^{},\nu ^{},N,\nu |[\widehat{\mathrm{\Xi }},\widehat{\psi }^{}(f)]|N^{},\nu ^{},N,\nu |[\widehat{\mathrm{\Xi }},\widehat{\psi }^{}(f)]|N^{},\nu ^{}=s(1/V).$$
(23)
Let us construct $`\widehat{A}(f)`$ and $`\widehat{B}(g)`$ from $`\widehat{\psi }(f)`$ and $`\widehat{\psi }(g)`$, respectively, in a manner similar to eqs. (10) and (11). When $`f`$ and $`g`$ are centered around $`𝐫`$ and $`𝐫^{}`$, respectively, we can show, using eq. (23), by calculations similar to eqs. (16) and (18), that

$$\alpha ,\mathrm{G}|\widehat{A}(f)\widehat{B}(g)|\alpha ,\mathrm{G}=\alpha ,\mathrm{G}|\widehat{A}(f)|\alpha ,\mathrm{G}\alpha ,\mathrm{G}|\widehat{B}(g)|\alpha ,\mathrm{G}+s(1/V)\text{ for }|𝐫𝐫^{}|V^{1/3}.$$
(24)
The same relation can also be shown when operators $`\widehat{A}(f)`$ and $`\widehat{B}(g)`$ are constructed from smoothed operators of derivatives of field operators. It is therefore concluded that the CSIB possesses the cluster property in the limit of $`V\mathrm{}`$ (while keeping the boson density constant).

On the other hand, the NSIB does not possess the cluster property. We can easily see this by taking $`\widehat{A}(𝐫)=\widehat{\psi }^{}(𝐫)`$ and $`\widehat{B}(𝐫^{})=\widehat{\psi }(𝐫^{})`$. In fact, as $`|𝐫𝐫^{}|V^{1/3}`$,

$`N,\mathrm{G}|\widehat{A}(𝐫)\widehat{B}(𝐫^{})|N,\mathrm{G}N,\mathrm{G}|\widehat{A}(𝐫)|N,\mathrm{G}N,\mathrm{G}|\widehat{B}(𝐫^{})|N,\mathrm{G}`$ (25)
$`=N,\mathrm{G}|\{\widehat{\mathrm{\Xi }}^{}+\widehat{\psi }^{}(𝐫)\}\{\widehat{\mathrm{\Xi }}+\widehat{\psi }^{}(𝐫^{})\}|N,\mathrm{G}N,\mathrm{G}|\widehat{\psi }^{}(𝐫)|N,\mathrm{G}N,\mathrm{G}|\widehat{\psi }(𝐫^{})|N,\mathrm{G}`$ (26)
$`=N,\mathrm{G}|\widehat{\mathrm{\Xi }}^{}\widehat{\mathrm{\Xi }}|N,\mathrm{G}+s(1/V)`$ (27)
$`=|\xi |^2N+s(1/V),`$ (28)
which does not vanish as $`V\mathrm{}`$ (while keeping the boson density constant) because $`|\xi |^2N=𝒪(1)`$.

As another example, we examine the number-phase squeezed state of interacting bosons (NPIB) . Its energy density is almost degenerate (completely degenerate when $`V\mathrm{}`$) with the CSIB and NSIB, and its wave function interpolates between these states. The number (phase) uncertainty of the NPIB is larger (smaller) than that of the CSIB, hence the name ‘squeezed state’. However, unlike the standard squeezed states, the NPIB has the minimum allowable value of the number-phase uncertainty product, like the CSIB . The NPIB is characterized by two independent parameters $`N`$ and $`\zeta `$, and is defined by

$$|N,\zeta ,\mathrm{G}\sqrt{K(N,|\zeta |^2)}e^{|\zeta |^2/2}\underset{M=0}{\overset{N}{}}\frac{\zeta ^{(NM)}}{\sqrt{(NM)!M!}}|M,\mathrm{G},$$
(29)
where $`K`$ is a normalization constant . We henceforth assume that $`N|\zeta |^21`$, for which $`K=1`$, $`N=N|\zeta |^2`$, and $`\delta N^2=|\zeta |^2`$ to a good approximation. After lengthy calculations, we can show that, as $`|𝐫𝐫^{}|V^{1/3}`$,

$`N,\zeta ,\mathrm{G}|\widehat{\psi }^{}(𝐫)\widehat{\psi }(𝐫^{})|N,\zeta ,\mathrm{G}N,\zeta ,\mathrm{G}|\widehat{\psi }^{}(𝐫)|N,\zeta ,\mathrm{G}N,\zeta ,\mathrm{G}|\widehat{\psi }(𝐫^{})|N,\zeta ,\mathrm{G}`$ (30)
$`=|\xi |^2N/2\delta N^2+s(1/V)`$ (31)
$`|\xi |^2N/2|\zeta |^2+s(1/V).`$ (32)
Since $`|\xi |^2N=𝒪(1)`$ and $`|\zeta |^21`$ (by assumption), this correlation is small. However, it does not vanish as $`V\mathrm{}`$, because $`\zeta `$ is basically independent of $`N`$ and $`V`$. Therefore, the NPIB does not possess the cluster property, either. Comparing eq. (32) with eq. (28), we see that the spatial correlation decreases as $`|\zeta |^2`$ ($`=\delta N^2`$) is increased, i.e, as the NPIB moves from near the NSIB toward the CSIB. Note, however, that eq. (32) is applicable neither the NSIB nor CSIB (because $`N|\zeta |^21`$ is assumed): our main results are the set of eqs. (19), (28) and (32).

We have thus confirmed our conjecture that a robust state has the cluster property. We must be careful in discussing the converse statement — a state with the cluster property is robust — for two reasons. First, when a state has the cluster property at a particular time, it may evolve spontaneously into another state which does not have the cluster property. A typical example is the coherent state of free bosons as mentioned above. Second, excited states generally have finite lifetimes, which tend to be shorter for higher-energy states. This means that higher-energy states decohere quickly. It would be non-trivial to define the robustness for such states. In this work, we have confined ourselves to the ground states.

In conclusion, we have examined the cluster property of various ground states of interacting many bosons confined in a box of a finite volume $`V`$. It is shown that the robust ground state (CSIB) possesses the cluster property (in the limit of $`V\mathrm{}`$), whereas the fragile ground states (NSIB and NPIB) do not. Namely, the cluster property, which is defined as a static property of a closed system, is directly related to the robustness, which is a dynamical property of an open system. This fact, which was assumed previously as one of fundamental requirements which ensure consistency of a microscopic theory with macroscopic theories, has been shown to be satisfied by a realistic model of interacting particles for the first time.


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# NVO and the LSB Universe

## 1. The Dataset Revolution

Astrophysical problems seem to increase in complexity with each successive generation. Observationally, new wavelengths and new flux limits bring about new phenomenon that demands more telescope time and begs theoretical interpretation. In the last 15 years we have seen an explosion in the amount, wavelength coverage and diversity of our datasets that have lead to numerous discoveries, but have also buried us in the sheer quantity of information.

Our community has also grown parallel to our data growth, but most of the high powered observational tools still lie in the possession of a few institutions. This disparity in big telescope resources has been offset, in a large part, by the formation of national data centers and the distribution of analysis software. Now an astronomer, regardless of the size of their home institution, can have access to high quality data and produce cutting edge science. With the addition of small grant programs (i.e. NASA’s ADP program), an astronomical industry developed during the last two decades and discovery has moved from the hands of the few to the hands of the many. One only need to compare the impact of HST science on the astronomical community to that of Keck to see how the existence of non-proprietary datasets can push forward science.

As datasets have grow larger, there has been a strong emphasis on data mining and computational power. However, intelligent and cleverly designed projects depend more on access to direct tools rather then sophisticated algorithms. Thus, many astronomical projects today involve teams of scientists who bring together the diverse talents needed to attack the details of massive amounts of data. This is the goal of NVO, to provide the infrastructure and intellectual support for astronomical programs that compliment our already existing observational and theoretical foundations.

Within the NVO concept there lies the goal of removing the division between the type of science and the type of data. Indeed, the greatest benefit the NVO may bring to us is to eliminate the specialization that divides our fields of research (stellar versus extragalactic) and between the wavelength regions (divided mostly due to the technology used to observe within the spectral regions of interest). As an example, one area of astronomy that could derive enormous benefit from the NVO is research into low surface brightness (LSB) galaxies.

## 2. LSB Universe

One area that is particularly challenging to the observational world is the universe of LSB objects. We can only study what we know to exist, and with respect to galaxies that means the object must reside in some catalog. While there has always been a push to find the faintest objects (meaning the lowest in mass as stellar luminosity maps into baryonic mass) or the most distant (meaning the closest to the galaxy formation epoch), it has only been recently that there has been much concern for objects with low luminosity density.

The LSB realm is interesting to many astrophysical problems. For example, star formation is normally a phenomenon associated with high gas density environments. Yet, LSB galaxies display many characteristics that indicates a history of recent star formation. Thus, studies into their past will probe star formation in new parameter space. The range of galaxy properties requires an examination of the LSB universe because galaxies at the extreme ends of the mass spectrum (dwarf and giant) tend to be LSB in nature. LSB galaxies also differ from their brighter cousins in that there gas masses often exceed their stellar masses. Thus, baryon counts of the Universe at high redshift will be underestimated without some knowledge of the distribution of LSB galaxies.

In some sense, the lack of pursuit of LSB research is technical in nature. To find the faintest, or most distant, galaxies becomes a simple process of building larger and larger collecting surfaces. However, achieving fainter levels of surface brightness to explore the LSB universe battles against the natural glow of the night sky and is not overcome with larger pieces of glass. Space imaging has the immediate advantage of getting above the sky glow, but the emphasis in space has been on small and faint, so pixel sizes to take advantage of high resolution images work against LSB objects by reducing the number of counts per pixel. Even in the non-optical portions of the spectrum the emphasis is always first on the detection threshold of point sources rather than design for sky brightness (see, for example, the 2MASS survey).

The first expeditions into the LSB universe where taken, of course, by Zwicky who hypothesized on the existence of ‘hidden’ galaxies as a counter to Hubble’s notion that the galaxy luminosity function is gaussian in shape. By the 1960’s, numerous galaxy catalogs by Arp, Sandage, van den Bergh (DDO) and de Vaucouleurs (RC2) had defined the Hubble classification system. These catalogs were primarily defined by HSB galaxies, but there were always appendices or notes concerning ‘diffuse’ objects, usually assumed to be nearby dwarfs.

Disney (1976) was the first to place the concept of galaxy visibility in an analytic form and to demonstrate that the mean central surface brightness of our galaxy catalogs was, in fact, a function of the natural sky brightness and not imposed by astrophysics. While the importance of this work is recognized today, galaxy evolution was a relatively new field at the time and the study of LSB galaxies remained in the background (no pun intended) until the mid-1980’s.

## 3. LSB Detection

There was very little that the typical observational astronomer could do about the night sky problem until the mid-1980’s with the evident of the Second Palomar Sky Survey. While the sky brightness had only degraded since the first Sky Survey, the finer emulsions and deeper plate material allowed for, at least, a cursory examination of the difference between the angular limited UGC and the new plate material. This resulted in the PSS-II LSB catalogs (Schombert & Bothun 1988, Schombert et al. 1992, Schombert et al. 1997) which were visual surveys, but demonstrated an increase of one mag arcsec-2 to the old catalogs. More importantly, it provided a jumpstart to the LSB field by simply providing a new list of objects in which to study.

The first visual surveys were extremely crude but spurred a more exacting search for LSB’s using CCDs (O’Neil, Bothun & Cornell 1997, Dalcanton et al. 1997). Flattening is always a key parameter for LSB galaxy detection. Most CCDs on 1-meter class telescopes are sky limited in a few minutes of exposure time. The critical component in finding LSB galaxies, and measuring fluxes, is how well you know the sky value and how flat (on large and small scales) you can make your data. Transit CCD surveys offer the best method for sky flattening, since they allow the sky to pass through each pixel which is then summed for the entire scan. Long scans can suffer from temporal variations, but these can at least be quantified.

LSB detection is functionally a very difficult problem. The standard procedure is to detect all the HSB objects, mask them out, smooth and run the detection scheme again. Unfortunately, this will usually remove any LSB galaxies with bright bulges. They will be in the original catalog, but their LSB nature may not be known from whatever parameters are stored in the catalog.

One example of a smooth and search algorithm is shown in Figure 1. Here a sample of the sky from a J plate of DPOSS is shown in its raw form. A single LSB disk galaxy is obvious near the center of the frame. Smoothing with a gaussian filter enhances the detectable of the LSB disk and also discovers a second LSB galaxy in the top right portion of the scan. Both objects were detected in H I at Arecibo with velocities of 5,550 km/s and 2,500 km/s respectfully.

The smoothed image demonstrates the two major difficulties in automatizing LSB detection algorithms. The first is that the number of pixels distorted by stellar sources is extremely high at the surface brightness levels of interest. It is practically impossible to detect, in an automatic fashion, LSB objects near stars (although the human brain seems to carry out the task fairly well). Second, the uncorrelated background noise varys substantially over even this small piece of sky. This makes a systematic survey, to specific threshold levels, a technical challenge (what NASA would call completeness and reliability).

## 4. AGN Malin Search

One of the most intriguing classes of LSB galaxies is the supergiant disk systems, the Malin class. The prototype to this class, F568-6, was discovered from a visual search of the PSS-II (Bothun et al. 1990). While low in central surface brightness ($`\mu _o=23.4B`$ mag arcsecs-2), F568-6 is by no means low in luminosity ($`M_B=21.1`$) nor low in total or H I mass. The Malin class contains the largest galaxies in the Universe, yet are notorious difficult to find and catalog (Sprayberry, Impey & Irwin 1996).

One of their properties provides a promising avenue for the cataloging of a significant number. Most Malin class galaxies have a weak AGN in their core. The current theory is that the copious gas supply in the disk provides the fuel for a central engine, even if at a low intensity (Schombert 1998). While the weak AGN appears as a point source, its near-IR colors would distinguish it from a stellar SED. Unfortunately, a survey of the sky in the near-IR will not, by itself, identify the Malin objects since the sky brightness at 2.2 $`\mu `$m is 2000 times higher than in the optical making their disk regions invisible. Thus, this project requires a ‘virtual observatory’, in this case the combination of two existing databases, DPOSS (optical) and 2MASS (near-IR).

The procedure is straight-forward, first isolate all the objects in the 2MASS catalog with non-thermal colors (i.e. outside some boundary defined by normal stars). Second, search the near-IR source positions on the blue plates of DPOSS with a fast area scan. A series of circular apertures are placed around the point source then tested against the local sky. LSB galaxy detection is effective if only a particular region is being tested against the background since varying diameters are checked which maximize the signal from the LSB disk versus the signal from sky.

A preliminary search was undertaken last winter using eight plates from DPOSS that contained some fraction of 2MASS coverage (about 3 square degrees). Forty candidates were produced of which ten of these objects were searched with the new, upgraded Arecibo telescope. The Gregorian system at Arecibo has a much wider velocity range, a critical element since the large Malin objects tend to be at velocities greater than 8,000 km/s. Eight of the ten candidates were detected at 21-cm.

Four of the detection’s DPOSS images are shown in Figure 2. All have the characteristics AGN nucleus surrounded by a LSB disk. All eight also have H I widths in excess of 350 km/s (the typical spiral has a rotation width of 250 km/s). Assumingly these galaxies follow the baryonic TF relation (McGaugh et al. 2000), then their masses will exceed $`10^{12}M_{}`$.

## 5. Conclusions

It is universally recognized that the NVO would be a powerful tool for the astronomical community. A particular emphasis will be placed on the need for the NVO to make the most efficient use of the large datasets in our present holdings and to future projects. However, perhaps one of the most common uses of the NVO will be of the one human/one workstation type project.

One such project I have described herein, the search for AGN Malin galaxies typifies my vision of how small projects will use the NVO. The merger of multi-wavelength datasets and simple tools, combined with a researchers experience in the astrophysical phenomenon, was used here to achieve a catalog of a new, and exciting, type of galaxy.

While each of our individual research interests may reap the benefits of the NVO, there is no doubt that the sum of the contributions of many small projects will also service to build the framework of the NVO. A system that we hope will be wavelength and research field independent.

### Acknowledgments.

I wish to thank my collaborators in the LSB universe (G. Bothun, J. Eder, S. McGaugh and K. O’Neil) for their insights. Many different telescopes have contributed to the LSB searches, but a special thanks is given to the Arecibo scientists and staff for their speedy upgrade which has increased LSB’s visibility by many orders of magnitude. I also wish to thank the organizers of the conference for inviting me and the NASA grant (NAG5-6109) which has supported my LSB programs.

## References

Bothun, G., Schombert, J., Impey, C. & Schneider, S. 1990, ApJ, 360, 427

Dalcanton, J., Spergel, D., Gunn, J., Schmidt, M & Schneider, D. 1997, AJ, 114, 635

Disney, M. 1976, Nature, 263, 573

O’Neil, K., Bothun, G. & Cornell, M. 1997, AJ, 113, 1212

Schombert, J & Bothun, G. 1988, AJ95, 1389

Schombert, J, Bothun, G., Schneider, S. & McGaugh, S. 1992 1988, AJ103, 1107

Schombert, J., Pildis, R. & Eder, J. 1997, ApJ, 481, 157

Schombert, J. 1998, AJ, 116, 1650

Sprayberry, D., Impey, C. & Irwin, M. 1996, ApJ, 463, 535


text:
# Gravitational Lensing by Galaxy Groups in the Hubble Deep Field

## 1 INTRODUCTION

Navarro et al. (1995) investigated the structure of clusters of galaxies in $`N`$-body simulations of the Standard Cold Dark Matter cosmology. From the virial radius, $`r_{\mathrm{vir}}`$, down to $`0.01r_{\mathrm{vir}}`$, they found that the dark matter profiles of equilibrium clusters followed the form

$$\rho (r)(r/r_s)^1(1+r/r_s)^2$$
(1)
characterized by a single scale, $`r_s`$. The NFW profile has a central density cusp, ($`\rho r^1`$), shallower than the singular isothermal sphere ($`\rho r^2`$), but gradually turns over and becomes steeper ($`r^3`$) at large radii. Dubinski & Carlberg (1991) had earlier found both features in higher resolution simulations of galaxies, which they fit with a Hernquist (1990) profile,

$$\rho (r)(r/r_s)^1(1+r/r_s)^3.$$
(2)
Navarro et al. (1996) found that the density profiles of equilibrium dark matter halos spanning a mass range from dwarf galaxies ($`3\times 10^{11}M_{}`$) to rich clusters ($`3\times 10^{15}M_{}`$) could be described by equation (1). They suggested that this profile was a universal form for dark matter halos. Navarro et al. (1997) found that the NFW profile also fit simulated halos for a variety of CDM cosmologies. Other numerical simulations (e.g., Cole & Lacey, 1996; Brainerd et al., 1998) have generally agreed with the NFW profile. However, higher resolution simulations (Tormen et al., 1997; Fukushige & Makino, 1997) have suggested somewhat steeper central slopes, though still shallower than the singular isothermal sphere. In the highest resolution simulations (Moore et al., 1998, 1999), the central density profile is $`r^p`$ with $`p=1.4`$$`1.5`$.

It is important to test the predicted universal form of dark matter halos through observations. There have been a number of tests on cluster scales. Bartelmann (1996) showed that gravitational lenses with the NFW form could produce the radial arcs seen in some clusters, but noted that the narrowness of observed tangential arcs might pose a problem. Williams et al. (1999) found that both the radii and width of tangential arcs could only be reconciled with the NFW profile if clusters with low velocity dispersion ($`1000\mathrm{km}\mathrm{sec}^1`$) had massive ($`3\times 10^{12}h^1M_{}`$) central galaxies, increasing the slope of the central density profile. Observations of galaxy number density profiles (Carlberg et al., 1997), and X-ray surface brightness and temperature profiles (Markevitch et al., 1999; Nevalainen et al., 1999) seem generally consistent with the NFW profile. On somewhat smaller mass scales, Mahdavi et al. (1999) studied a sample of 20 galaxy groups, and concluded that the NFW profile successfully reproduced their X-ray emission and the density and velocity distributions of their galaxies. On the other hand, the measured rotation curves of dwarf spiral galaxies imply constant density cores which are inconsistent with the Hernquist, NFW, and singular isothermal sphere profiles (Moore et al., 1994; Flores & Primack, 1994; Burkert, 1995). Similar results have been found for low surface brightness galaxies (Kravtsov et al., 1998; Moore et al., 1999). Since observational limits on the gas and stellar masses indicate that these galaxies are dominated by dark matter, these results pose a serious challenge to the universality of the NFW profile. Ejection of baryons by supernova explosions might lead to formation of a flat core (Navarro, Eke, & Frenk, 1996; Gelato & Sommer-Larsen, 1999), although this suggestion has been criticized as unrealistic (Burkert & Silk, 1997), especially in the more massive low surface brightness galaxies (Kravtsov et al., 1998; Moore et al., 1999). Kravtsov et al. (1998) find that profiles with a shallow cusp, $`\rho (r)r^{0.2}`$, fit both the observations and their simulations. However, higher resolution simulations have not confirmed the simulations, instead showing a steep divergence, $`\rho (r)r^{1.5}`$ (Moore et al., 1999).

Both simulations and observations highlight the need for tests of the NFW profile over a wide range of masses and radii. Some tests, such as strong lensing by clusters, are very sensitive to the mass profile at small radii, $`rr_s`$. Others, such as the X-ray temperature profiles reported to date, are limited by finite spatial resolution, and are more useful as probes at intermediate and large radii.

We propose another test of the NFW profile at small radii: statistics of gravitational lensing by groups. The dramatic images of lensed arcs observed in clusters are familiar (e.g., Kneib et al., 1996). Groups are less massive than clusters and thus have smaller lensing cross sections. However, clusters are rare objects, making up a small fraction of the matter in the universe, while groups are much more numerous. Others have considered lensing of quasars by groups and clusters (Narayan & White, 1988; Kochanek, 1995; Flores & Primack, 1996; Maoz et al., 1997; Keeton, 1998). Cooray (1999) has made predictions of the number of arcs on the whole sky, but has restricted his attention to clusters with mass $`M7.5\times 10^{14}M_{}`$, modeled as singular isothermal spheres. Barkana & Loeb (2000) have estimated the probability of lensing of galaxies observable with the Next Generation Space Telescope by singular isothermal spheres of galaxy mass and higher.

Keeton (1998), noting that the NFW profile has a smaller lensing cross section than the singular isothermal sphere, particularly at lower masses, has suggested that this lower cross section may explain the lack of observations of giant arcs in groups as compared to clusters. We will see that the difference in cross sections is due to the difference between the two profiles at small radii. This sensitivity to the inner part of the density profile makes the statistics of lensing by groups a potential test of the inner portions of the NFW profile in groups. By calculating lensing rates for both the NFW and SIS models, we hope to span the range of central profiles seen in simulations.

We consider the Hubble Deep Field as a tool for studying lensing by groups. The Hubble Deep Field (HDF) provides high-resolution images and photometry taken by the Hubble Space Telescope in four spectral bands, F300W, F450W, F606W, and F814W (each labeled according to the approximate wavelength in nm of the peak spectral sensitivity of its filter). The photometry extends to $`10\sigma `$ limits of $`27`$ to $`28`$ in the $`AB`$ magnitude system (see, e.g., Fukugita et al., 1996), one to three magnitudes deeper than current ground-based images (Williams et al., 1996). This depth allows detection of a large number of ordinary galaxies at redshifts $`>1`$. Early estimates of the optical depth for lensing at these redshifts suggested that the Hubble Deep Field should contain between three and 10 gravitationally lensed galaxies with multiple images (Hogg et al., 1996).

Several groups have identified possible lens systems in the HDF on the basis of morphologies and colors. Hogg et al. (1996) have applied a semi-automated technique based on the CLASS survey (e.g., Myers et al., 1995) to identify lens candidates. They cite a system with an arc $`1.8\mathrm{}`$ from an elliptical galaxy, and a possible counter image $`1.4\mathrm{}`$ on the opposite side, as the most likely of the 24 candidates examined so far, and also mention another elliptical and arc separated by $`0.9\mathrm{}`$ (but without a counter image). Zepf et al. (1997) identified three candidates by visual inspection, including a system of four blue galaxies separated by $`1.0\mathrm{}`$, as well as the two systems mentioned by Hogg et al. (1996). However, subsequent spectroscopy with the Low-Resolution Imaging Spectrograph on the Keck telescope ruled out the first two candidate systems and provided inconclusive evidence on the third. This led Zepf et al. (1997) to conclude that there might be no more than one multiply-imaged galaxy in the HDF down to an $`AB`$ magnitude of 27 in F814W, similar to the magnitude of the candidates examined. Cooray et al. (1999) calculated the number of multiply-imaged galaxies expected due to lensing by galaxies, modeled as singular isothermal spheres, and have used the paucity of apparent lensed galaxies to place a lower limit on the difference, $`\mathrm{\Omega }_0\mathrm{\Lambda }`$, between the matter density in the universe, $`\mathrm{\Omega }_0\rho _0/\rho _c`$, and the cosmological constant, $`\mathrm{\Lambda }`$.

Since foreground galaxies and groups of galaxies can both contribute to lensing of background galaxies, the actual number of lensed galaxies would be an upper limit on each contribution. Even allowing for the possibility of failure to identify some lensed galaxies, this upper limit appears likely to be quite low. We want to know if such a limit can distinguish between NFW and the singular isothermal sphere density profiles for groups. We therefore calculate the number of galaxies in the Hubble Deep Field expected to have multiple images due to lensing by groups (and clusters) of either profile. In §2, we describe the details of our calculation and our underlying assumptions. We present the results in §3, and discuss how they depend on the choice of lens profile and cosmology in §4. In §5, we summarize our conclusions and prospects for future work.

## 2 FINDING THE NUMBER OF LENSED GALAXIES

We discuss the basic elements which determine the lensing probability: the cosmology, the lens population, and the source galaxy redshifts. Finally, we combine these elements to find the number of galaxies in the Hubble Deep Field expected to have multiple images.

### 2.1 Cosmologies

We consider three different basic cosmologies: a Standard CDM model with $`\mathrm{\Omega }_0=1`$ (SCDM), a low-density open model with $`\mathrm{\Omega }_0=0.3`$ (OCDM), and a flat model with $`\mathrm{\Omega }_0=0.3`$ and $`\mathrm{\Lambda }=0.7`$ ($`\mathrm{\Lambda }`$CDM). In all three cases, we assume a Hubble constant, $`H_0=70\mathrm{km}/\mathrm{sec}/\mathrm{Mpc}`$ ($`h=0.7`$) and a baryon density of $`\mathrm{\Omega }_bh^2=0.019`$ inferred from big bang nucleosynthesis and the deuterium abundance in quasar absorption line systems (Burles & Tytler, 1998).

### 2.2 The Lens Population

We discuss the abundance of groups and clusters, their density profiles, and the cross section of an individual lens. We are primarily interested in groups, since they are more numerous. However, given the universal NFW form of dark matter halos found in simulations, we treat both groups and clusters as halos in a continuum in mass.

#### 2.2.1 Mass Function

We calculate the abundance of halos as a function of mass, or mass function, using the method of Press & Schechter (1974). At early times, the universe is homogeneous with only small density perturbations $`\delta (\rho \overline{\rho })/\overline{\rho }1`$ with respect to the mean density, $`\overline{\rho }(z)=\rho _0(1+z)^3`$. The Press-Schechter method relates these density perturbations at large $`z`$, where their evolution can be described by linear theory, to the highly nonlinear ($`\delta 200`$) collapsed structures at low redshifts. Despite its simplifying assumptions, the Press-Schechter method reproduces the mass function found in simulations (Eke et al., 1996).

The Press-Schechter method is based on the spherical model for collapse of a homogeneous perturbation, known as the spherical top-hat model. Such a perturbation is unaffected by the isotropic universe outside, so it behaves as a Friedmann universe of its own with mean density $`\rho ^{}`$ and expansion rate $`H^{}`$. A sufficiently dense perturbation will be bound, and will turn around after a finite time, $`t_{\mathrm{ta}}`$. Without pressure support, the perturbation would collapse to infinite density in a collapse time $`t_c=2t_{\mathrm{ta}}`$. Due to pressure, the perturbation is instead assumed to reach virial equilibrium by the same time, $`t_c`$.

We are interested in the abundance of virialized halos at a given redshift, $`z`$. For a given cosmology, the collapse time of a spherical perturbation depends on its overdensity, with the densest perturbations collapsing first. At early times, when the overdensity of the perturbation, $`\delta ^{}(\rho ^{}\overline{\rho })/\overline{\rho }`$ is much less than $`1`$, its evolution can be described by linear perturbation theory. While the spherical model describes the nonlinear evolution of $`\delta ^{}`$, perturbations can still be characterized by the extrapolation $`\delta _0^{}`$ of $`\delta ^{}(z)`$ to $`z=0`$ in linear theory. In the spherical model, perturbations for which $`\delta _0^{}`$ exceeds a threshold $`\delta _c(z)`$ will virialize at redshift $`z`$. Thus, $`\delta _c(z)`$ relates the overdensity in linear theory to the highly nonlinear collapse. For the $`\mathrm{\Lambda }=0`$ case, $`\delta _c(z)`$ can be obtained analytically in terms of the age of universe, $`t(z)`$, and $`\mathrm{\Omega }_0`$ (Kochanek 1995). For the $`\mathrm{\Lambda }`$CDM case, we calculate its inverse, $`z_c(\delta _c)`$, (Eke et al., 1996) and solve for $`\delta _c`$ numerically.

Of course, the universe doesn’t consist of a single homogeneous spherical perturbation. It is characterized by the overdensity field $`\delta (𝐫,z)`$, where $`𝐫`$ is the position in a co-moving coordinate system such that $`d𝐫/dt=0`$ corresponds to unperturbed Hubble flow. The Press-Schechter model assumes that $`\delta (𝐫,z)`$ is a Gaussian random field at large $`z`$. Its Fourier components, $`\delta _𝐤(z)`$ are therefore uncorrelated and drawn from Gaussian distributions with variance $`\left|\delta _𝐤\right|^2`$.

To connect this picture to the spherical collapse model, we smooth $`\delta (𝐫,z)`$ using a spherical top-hat window function of co-moving radius $`R`$, or a physical radius of $`R/(1+z)`$, corresponding to a mass scale $`M=4\pi \rho _0R^3/3`$. The Press-Schechter method assumes that matter at $`𝐫`$ will become part of a halo of mass $`M`$ at redshift $`z`$, provided that $`M`$ is the largest mass scale for which the smoothed overdensity at $`𝐫`$ exceeds the threshold from the spherical model.

The mean overdensity, $`(\delta M/M)(R)`$, within a sphere of co-moving radius $`R`$ will also have a Gaussian distribution, so the probability of $`\delta M/M`$ exceeding $`\delta _c`$ is readily calculated. The variance, $`\sigma _R^2`$ or $`\sigma ^2(M)`$, of the $`\delta M/M`$ distribution, is related to the power spectrum, $`P(k)\left|\delta _𝐤\right|^2`$, by

$$\sigma ^2(M)=\sigma _R^2=(2\pi )^3_0^{\mathrm{}}4\pi k^2𝑑k\left|\delta _𝐤\right|^2W^2(kR)$$
(3)
where

$$W(u)3\left(\frac{\mathrm{sin}uu\mathrm{cos}u}{u^3}\right).$$
(4)
The probability that a given spherical region will collapse depends on the ratio of $`\sigma _R`$ to $`\delta _c(z)`$. Thus, we must also extrapolate $`\sigma _R`$ to $`z=0`$ in linear theory by extrapolating the power spectrum in equation (3). Ignoring factors independent of $`k`$ and $`z`$, the evolution of $`P(k,z)`$ is

$$P(k,z)P(k,z_i)T^2(k,z)D_1^2(z)$$
(5)
where $`D_1(z)`$ is the linear growth function, and $`T(k,z)`$, which describes the scale-dependent evolution, is called the transfer function. We assume a scale-invariant primordial power spectrum $`P(k,z_i)k`$ at high redshift $`z_i`$. We use a BBKS (Bardeen et al., 1986) transfer function with the shape parameter, $`\mathrm{\Gamma }_{\mathrm{eff}}`$, defined by

$$\mathrm{\Gamma }_{\mathrm{eff}}=\mathrm{\Omega }_0h\mathrm{exp}\left(\frac{\mathrm{\Omega }_b(\mathrm{\Omega }_0+1)}{\mathrm{\Omega }_0}\right),$$
(6)
of $`0.18`$ for $`\mathrm{\Omega }_0=0.3`$ and $`0.65`$ for $`\mathrm{\Omega }_0=1`$. We also consider an $`\mathrm{\Omega }_0=1`$ model with a lower value of $`0.25`$ for $`\mathrm{\Gamma }`$. We normalize the power spectrum by fixing $`\sigma _R`$ on a scale of $`R=8h^1\mathrm{Mpc}`$. For each cosmology, the value of $`\sigma _8`$ is chosen to reproduce the observed abundance of clusters as a function of their X-ray temperature (Pen, 1998), yielding $`\sigma _8=0.53`$, $`0.91`$, and $`1.0`$ for SCDM, OCDM, and $`\mathrm{\Lambda }`$CDM, respectively.

Finally, the number of halos per co-moving volume, $`dn/dM(M,z)`$, as a function of the virial mass, $`M`$, and the redshift, $`z`$ is

$$\frac{dn}{dM}(M,z)=\frac{1}{\sqrt{2\pi }}\frac{\rho _0}{M}\frac{\delta _c(z)}{\sigma (M)}\frac{\mathrm{ln}\sigma ^2(M)}{M}\mathrm{exp}\left(\frac{\delta _c^2(z)}{2\sigma ^2(M)}\right).$$
(7)
The resulting mass functions are shown in Figure 1 for redshifts of $`0`$ and $`0.6`$. We consider groups and clusters by restricting our attention to the mass range from $`10^{13}`$ to $`10^{15}M_{}`$. We will see that the number of lensed galaxies predicted is not sensitive to the upper limit of this range, because of the exponential cutoff in the mass function for $`\sigma ^2(M)<\delta _c^2`$. The lower limit on the mass will have a significant effect only for the singular isothermal sphere.

#### 2.2.2 Density Profiles

We consider two choices for the density profiles of the lens halos, a singular isothermal sphere (SIS) with

$$\rho (r)=\frac{\sigma _v^2}{2\pi Gr^2}$$
(8)
characterized by a one-dimensional velocity dispersion, $`\sigma _v^2`$, and a profile of the form found by Navarro et al. (1997) with

$$\rho (r)=\frac{\rho _s}{(r/r_s)(1+r/r_s)^2}$$
(9)
characterized by a scale radius, $`r_s`$, and normalization, $`\rho _s=\delta _{\mathrm{NFW}}\rho _c(z)`$, where $`\rho _c(z)`$ is the critical density at redshift $`z`$, and we use $`\delta _{\mathrm{NFW}}`$ instead of $`\delta _c`$ to avoid confusion with the overdensity for spherical collapse.

Our Press-Schechter mass function gives, for each redshift, the co-moving number density of halos, $`dn/dM(M,z)dM`$, with virial mass between $`M`$ and $`M+dM`$. We need to fix the free parameters of the density profile in terms of $`M`$ and $`z`$. One constraint is simply that the profile have the correct virial mass. In the spherical top-hat collapse model, the density at virialization, $`\rho _{\mathrm{vir}}\eta _{\mathrm{vir}}\overline{\rho }(z)`$, can be calculated using the virial theorem and conservation of energy. It depends only on the redshift, $`z`$, and on the cosmology (see Eke et al. (1996) for the $`\mathrm{\Lambda }`$CDM case). The virial radius, $`r_{\mathrm{vir}}`$, is fixed by $`M_{\mathrm{vir}}4\pi \overline{\rho }\eta _{\mathrm{vir}}r_{\mathrm{vir}}^3/3`$. Then we can write the virial mass condition as

$$\frac{3M(r)}{4\pi r^3}|_{r=r_{\mathrm{vir}}}=\rho _{\mathrm{vir}}=\eta _{\mathrm{vir}}\overline{\rho }(z).$$
(10)
For the singular isothermal sphere, this condition is sufficient to fix the one free parameter, $`\sigma _v^2`$. For the NFW profile, however, we need additional information. Navarro et al. (1997) have investigated the relationship between the normalization, $`\delta _{\mathrm{NFW}}`$, and the mass $`M_{200}`$ within a radius $`r_{200}`$ containing a mean density of 200 times the critical density $`\rho _c(z)`$. For a wide variety of cosmologies, they find that $`\delta _{\mathrm{NFW}}`$ and $`M_{200}`$ are well correlated. While the precise relation depends on cosmology, it can be fit by

$$\delta _{\mathrm{NFW}}(M_{200},z)=3\times 10^3\mathrm{\Omega }(z)\left(\frac{1+z_{\mathrm{form}}}{1+z}\right)^3$$
(11)
where the formation redshift, $`z_{\mathrm{form}}`$, is defined as the redshift by which a fraction $`f=10^2`$ of the halo mass has accumulated, according to Press-Schechter formalism of Lacey & Cole (1993). This redshift is given implicitly in terms of the error function, $`\mathrm{erfc}`$, by

$$\frac{\delta _c(z_{\mathrm{form}})\delta _c(z)}{\sqrt{2\left[\sigma ^2(fM_{200})\sigma ^2(M_{200})\right]}}=\mathrm{erfc}^1\left(\frac{1}{2}\right),$$
(12)
where $`\sigma ^2(M)`$ is the variance of the fractional mass fluctuations on mass scale $`M`$ in the spherical top hat model, defined in $`\mathrm{\S }\text{2.2.1}`$ . For $`f1`$, this simplifies to

$$\delta _c(z_{\mathrm{form}})=\delta _c(z)+C^{}\sigma (fM_{200})$$
(13)
where $`C^{}=\sqrt{2}\mathrm{erfc}^1(1/2)0.67`$.

Note that while Navarro et al. (1997) referred to $`M_{200}`$ as the virial mass and $`r_{200}`$ as the virial radius, the overdensity with respect to the critical density $`\rho _c(z_{\mathrm{vir}})`$ at virialization is only equal to $`200`$ for Standard CDM. Unfortunately, the relation between $`M_{200}`$ and $`M_{\mathrm{vir}}`$ depends on the normalization $`\delta _{\mathrm{NFW}}`$ of the profile. We initially approximate $`M_{200}`$ by $`M`$ in solving equation (13) for $`\delta _{\mathrm{NFW}}`$. Given $`\delta _{\mathrm{NFW}}`$, we can solve equation (10) for the remaining free parameter, $`r_s`$. We then use $`\delta _{\mathrm{NFW}}`$ and $`r_s`$ to find a new approximation for $`M_{200}`$, and repeat. This procedure converges rapidly, with only a few percent change in the parameters on the first iteration, and tenths of a percent thereafter.

#### 2.2.3 Properties of the Lenses

For each density profile, we find the projected surface mass density, $`\mathrm{\Sigma }`$, as a function of the projected radius from the center of the lens. The lens properties are determined by the convergence, $`\kappa =\mathrm{\Sigma }/\mathrm{\Sigma }_{\mathrm{cr}}`$, where

$$\mathrm{\Sigma }_{\mathrm{cr}}=\frac{c^2}{4\pi G}\frac{D_s}{D_lD_{ls}},$$
(14)
and $`D_s`$, $`D_l`$, and $`D_{ls}`$ are angular diameter distances to the source, to the lens, and from the lens to the source, respectively. For the $`\mathrm{\Lambda }`$CDM case, we calculate the angular diameter distances according to Carroll et al. (1992).

Following Schneider et al. (1992), it is convenient to choose an arbitrary length scale $`\xi _0`$ in the image plane, and a corresponding scale $`\eta _0=(D_s/D_l)\xi _0`$ in the source plane. In units of these length scales, the source position, $`𝐲`$, and the image position, $`𝐱`$, are related by the lens equation,

$$𝐲=𝐱\psi (𝐱),$$
(15)
where the lens potential, $`\psi `$, satisfies a Poisson equation $`^2\psi =2\kappa `$. For an axisymmetric lens, $`\psi `$ depends only on radius, and the source, lens, and image positions are collinear. Using the divergence theorem, equation (15) simplifies to the one-dimensional form

$$y=x\frac{m(x)}{x},$$
(16)
where $`x`$ and $`y`$ are both signed quantities, and

$$m(x)2_0^{|x|}𝑑x^{}x^{}\kappa (x^{})$$
(17)
is the dimensionless mass inside a cylinder of dimensionless radius $`\left|x\right|`$.

When comparing different profiles, we must use dimensional quantities. The dimensional source position, $`\eta \eta _0y`$, and image positions, $`\xi \xi _0x`$, are related by

$`\eta `$ $`=`$ $`{\displaystyle \frac{D_s}{D_l}}\xi \left[1{\displaystyle \frac{M_{\mathrm{cyl}}(\xi )}{\pi \mathrm{\Sigma }_{\mathrm{cr}}\xi ^2}}\right]`$ (18)
$`=`$ $`{\displaystyle \frac{D_s}{D_l}}\xi \left[1{\displaystyle \frac{\overline{\mathrm{\Sigma }}(\xi )}{\mathrm{\Sigma }_{\mathrm{cr}}}}\right].`$ (19)
where $`M_{\mathrm{cyl}}(\xi )`$ is the mass within a cylinder of radius $`\left|\xi \right|`$, and $`\overline{\mathrm{\Sigma }}(\xi )M_{\mathrm{cyl}}(\xi )/\pi \xi ^2`$ is the mean surface density within the cylinder.

Figure 2 shows the lens equation (19) for NFW and SIS profiles of the same mass and lens and source redshifts. The particular choice of mass and redshifts, explained in $`\mathrm{\S }\text{4.1}`$, is unimportant here. A point source at a particular position $`\eta _p`$ relative to the center of the lens will have an image at each $`\xi `$ where $`\eta (\xi )=\eta _p`$. The cross section for multiple imaging is simply the area of the region of the source plane for which the lens equation has multiple solutions.

At locations in the source plane where $`d\eta /d\xi =0`$, so that $`\eta (\xi )`$ is tangent to the horizontal, the number of images changes by two. Such locations are called radial caustics and the corresponding curves in the image plane are called radial critical curves. If the surface density, $`\mathrm{\Sigma }`$, decreases with radius, the slope $`d\eta /d\xi `$ is monotonic increasing with $`\xi >0`$. Thus, there is a single caustic radius, $`\eta _c=\eta _0y_c`$, where the number of images changes from one to three. Outside this caustic radius, there is no multiple imaging. When the source is centered on the lens, so $`\eta =0`$, the two outer images merge to form an Einstein ring. The radial critical curve is always inside the Einstein ring radius, for $`\mathrm{\Sigma }`$ monotonic decreasing. The singular isothermal sphere is a special case, because $`m(x)/x`$ is constant and does not go to $`0`$ at $`x=0`$. As a result, it has no radial caustic and its central image is suppressed.

For the singular isothermal sphere, which has no intrinsic length scale, we make the usual choice of $`\xi _0=4\pi (\sigma _v/c)^2D_lD_{ls}/D_s`$, set by the ratio of the mass normalization to the critical density. Then $`\kappa (x)=1/2x`$ and $`m(x)=\left|x\right|`$. It is easy to show that the lens equation has two image position solutions when $`|y|1`$, so the cross section is $`\sigma =\pi \eta _0^2`$.

Bartelmann (1996) gives formulas for $`\kappa `$ and $`m`$ of the NFW profile, for $`\xi _0`$ chosen equal to the scale radius, $`r_s`$. Since the NFW profile has one length scale, and the ratio $`\mathrm{\Sigma }_{\mathrm{cr}}/\rho _s`$ introduces a second, the lens properties no longer scale with $`\xi _0`$ the way they do for the singular isothermal sphere. For each lens-source pair, we must solve numerically for the caustic radius, $`y_c`$, and cross section, $`\sigma =\pi y_c^2\eta _0^2`$, for multiple imaging.

### 2.3 The Source Galaxies

The lensing cross section depends on the source redshift through the distances $`D_s(z_s)`$ and $`D_{ls}(z_l,z_s)`$ in the critical density, $`\mathrm{\Sigma }_{\mathrm{cr}}`$. Several groups (Lanzetta et al., 1996; Sawicki et al., 1997; Wang et al., 1998; Fernández-Soto et al., 1999) have obtained photometric redshift estimates for the galaxies in the HDF, with results largely consistent with available spectroscopic redshifts and with each other (Hogg et al., 1998).

We use the Fernández-Soto et al. (1999) catalog of galaxies in the Hubble Deep Field. The selection criteria for this catalog are described in detail in Lanzetta et al. (1996) and Fernández-Soto et al. (1999). In brief, Fernández-Soto et al. (1999) start by identifying sources which exceed a minimum surface brightness threshold in a smooth version of the F814W HDF images. To include low surface brightness galaxies, they choose a threshold $`\mu _{AB(8140)}=26.1\mathrm{arcsec}^2`$, corresponding to a signal-to-noise ratio of only $`1.4`$ per pixel, but require 10 contiguous pixels above this threshold. This combination of criteria is roughly equivalent to an isophotal magnitude limit of $`AB(8140)=30.6`$. To estimate the completeness limit of the sample, they test the sensitivity of the identification procedure to the smoothing length and threshold. They find that the list of objects identified is insensitive to these parameters for $`AB(8140)<28`$. Fernández-Soto et al. (1999) therefore restrict their sample to $`AB(8140)<28.0`$. Near the edge of the Hubble Deep Field, they impose a stricter magnitude cut of $`26.0`$, citing poorer quality images.

Fernández-Soto et al. (1999) estimate photometric redshifts for the $`946`$ galaxies in the interior and an additional $`121`$ galaxies near the edge meeting these criteria. They supplement the Hubble Space Telescope images with infrared photometry from the observations of Dickinson et al. (1998) to break degeneracies in the photometric redshift estimation. They also include published spectroscopic redshifts for $`108`$ of the sources in the catalog. We use their full catalog of $`1067`$ spectroscopic or photometric redshifts as our source redshift distribution.

### 2.4 Putting It All Together

We discuss the optical depth for lensing, observational selection effects, magnification bias, and the expected number of multiply-imaged galaxies in the Hubble Deep Field.

#### 2.4.1 Optical Depth and Lensing Probability

The optical depth, $`\tau `$, for multiple imaging of a source at fixed redshift, $`z_s`$, is simply the fraction of the source plane area, $`4\pi D_s^2(z_s)`$, covered by discs of radius $`y_c`$ around each lens position. The cross section, $`\sigma `$, of an individual lens is $`\sigma _y\eta _0^2\pi y_c^2\eta _0^2`$. Multiplying by the number of groups of mass $`M`$ and redshift $`z_l`$ in a co-moving volume $`dV_{\mathrm{com}}/dz_ldz_l`$, we obtain

$`d\tau `$ $`=`$ $`{\displaystyle \frac{\sigma _y\eta _0^2}{4\pi D_s^2}}{\displaystyle \frac{dn}{dM}}(M,z)dM{\displaystyle \frac{dV_{\mathrm{com}}}{dz_l}}dz_l`$ (20)
$`=`$ $`{\displaystyle \frac{\sigma _y\xi _0^2(1+z_l)^2}{H(z_l)}}dz_l{\displaystyle \frac{dn}{dM}}(M,z)dM.`$
The total optical depth is small, so the lensing probability is equal to $`\tau =𝑑\tau `$.

#### 2.4.2 Number of Lensed Galaxies

We obtain the total number of lensed galaxies expected by multiplying the number distribution of source galaxies $`n_{\mathrm{gal}}(z_s)dz_s`$ by the lensing probability, $`\tau `$, and integrating over the source redshift, $`z_s`$. Since we are interested in the number of lensed galaxies in the Hubble Deep Field, we can use the delta-function distribution of the discrete catalog of photometric redshifts from Fernández-Soto et al. (1999) directly, without smoothing, changing the normalization, or correcting for redshift clustering.

#### 2.4.3 Observational Selection Effects

The searches for lensed galaxies in the HDF do not explicitly describe criteria for identifying lens candidates. This makes it difficult to estimate their detection efficiency. The best we can do is to try to infer the criteria from the characteristics of the actual candidates selected. The lens candidates are selected on the basis of morphology and color. Specifically, they include two types of systems, those consisting of closely spaced galaxies of similar colors, which might be multiple images of a single source galaxy, and those consisting of a red elliptical accompanied by a blue arc, which might represent a lens galaxy and an image of a lens source respectively (Zepf et al., 1997). We use multiple imaging as a proxy for the latter case as well as the former.

Several observational selection effects might interfere with the detection of multiple imaging, thereby reducing the number of lens systems observed. The point spread function of the HDF images is approximately $`0.1\mathrm{}`$ in width, so even closely spaced images should be easily resolved. In any case, the typical image separation increases with lens mass, so spatial resolution is less likely to be a problem for detecting lensing by groups, even in ground-based images.

A more likely concern is the possibility that lens systems with widely spaced images might be missed. Even in the two systems identified by Zepf et al. (1997) as multiple imaging candidates, with separations of $`1\mathrm{}`$ and $`3\mathrm{}`$, spectroscopy showed that the putative multiple images were actually different galaxies. The search for lens candidates may have been limited, explicitly or implicitly, to small separations, since such false-positive cases would be more likely at larger separations.

The description of a red elliptical as a possible lens galaxy suggests that the searches may have focused on lensing by galaxies. However, since groups contain galaxies, this might not be a serious bias.

Again, without quantitative criteria, it is difficult to estimate the reduction in detection efficiency due to such factors. We therefore calculate the total number of multiply-imaged galaxies, keeping in mind that the number actually observed may be lower.

#### 2.4.4 Magnification Bias

Another related concern is magnification bias. Lens magnification increases the angular area of an image, while leaving its surface brightness unchanged, thereby increasing the flux. If the search for lensed galaxies is flux limited, sources which would lie below the detection threshold in the absence of lensing might be detected, provided the magnification is sufficient. This magnification bias differs from other selection effects in that it actually increases the number of observed lenses. The extent of the effect depends on the number of unlensed sources as a function of magnitude, at each redshift. For lensing of quasars, where the luminosity function is steep, magnification bias is a significant effect (Kochanek, 1995). Keeton (1998) found that this was particularly important for the NFW profile, which produces higher mean magnifications than the singular isothermal sphere.

The key question is whether or not a particular lens survey is flux limited. Unlike quasars, galaxies in the Hubble Deep Field are spatially resolved, so a surface brightness threshold might be a better detection criterion. Since lensing does not change surface brightness, such a survey would have no magnification bias.

On the other hand, some aspects of lens surveys might impose a flux limit implicitly. For instance, the smaller the image flux, the harder it would be to obtain a spectrum of sufficient quality to confirm or rule out lensing. Zepf et al. (1997) used the flux of the faintest component of their three candidates systems to estimate an effective magnitude limit of $`AB(8140)=27`$. With only eight components between these three systems, they do not attempt to prove that their sample is flux limited. However, that seems to be their assumption. Finally, as discussed in $`\mathrm{\S }\text{2.3}`$, Fernández-Soto et al. (1999) smooth the HDF images and use an isophotal magnitude limit so as not to exclude low surface brightness galaxies. While this does not directly affect the lensing searches, it is another possible argument in favor of a flux limit. Nevertheless, it is difficult to decide whether the lens searches are better described by a flux limit or by a surface brightness limit.

To calculate the magnification bias for a flux limited lens survey, we would need to know the joint distribution with respect to magnitude and redshift of sources several magnitudes fainter than the effective magnitude limit of the survey. However, the photometric redshifts from the Hubble Deep Field are the deepest redshift survey available, extending to $`AB(8140)`$ of $`28`$. We could impose a cut on the lens survey, eliminating candidates with magnitudes too close to $`28`$, but this would further reduce the already small number of observed lens systems. Alternatively, we could extrapolate the observed magnitude-redshift distribution to fainter limits. Since magnitude and redshift are correlated, the already relatively small redshift catalog would have to be divided into redshift bands. Great care would be required to ensure that the extrapolation was not dominated by noise due to small number statistics and redshift clustering in the redshift catalog. In addition, any such extrapolation beyond the data carries an unknown risk of systematic error.

Considering these difficulties, we make the simpler choice of assuming a surface brightness limited sample for lensed galaxies searches in the HDF. We therefore neglect the effect of magnification bias on the expected number of lensed galaxies detected.

Even so, we might be concerned about magnification bias because of the explicit magnitude cut in the Fernández-Soto et al. (1999) redshift catalog. However, the effect on the number of galaxies observed is not the same as the effect on the number of lensed galaxies observed. The lens magnification reduces the effective luminosity limit of the flux-limited sample, but at the same time decreases the surface number density of sources. Broadhurst et al. (1995) pointed out that the observed number of galaxies $`N`$ per unit solid angle is

$$N_0\mu ^{\beta (z)1}$$
(21)
where $`N_0`$ is the number in the absence of lensing, $`\mu `$ is the local magnification, and $`\beta (z)`$ is minus the logarithmic derivative, $`d\mathrm{log}n(L,z)/d\mathrm{log}L`$, of the Galaxy luminosity function, $`n(L,z)`$, with respect to luminosity. The slope $`\beta `$ depends of course on the source population. It is possible to select source populations of red galaxies for which $`\beta `$ differs from unity, but for the faint blue galaxies which dominate the source population at high redshifts, $`\beta `$ is found empirically to be very close to $`1`$ (Broadhurst, 1995; Taylor et al., 1998). For such galaxies, the two effects of magnification cancel, purely by coincidence. Thus the redshift distribution is unaffected by lensing.

## 3 RESULTS

In Table 1, we show the total number of lensed galaxies expected. Groups with singular isothermal sphere profiles produce roughly $`200`$ times as many lensed galaxies as those with NFW profiles. Even for the SIS lenses, the expected number of lensed galaxies is $`1`$.

To understand the results, and to make predictions for future surveys, we show the distribution of lensed galaxies with respect to various properties of the lens and source. In Figure 3 we show the expected number distribution of lensed galaxies per unit logarithmic interval in the lens mass.

In Figure 4, we show the distribution of lenses with respect to redshift for NFW and SIS groups. The NFW lens distributions peak near $`z_l`$ of $`0.5`$$`0.7`$ and are strongly suppressed at $`z_l0.2`$. Compared to the NFW results for the corresponding cosmology, each SIS lens distribution peaks at a redshift lower by $`0.2`$, and shows only linear suppression at low redshifts. The difference at small redshifts reflects the lower lensing efficiency of the less singular NFW profile when the critical density, $`\mathrm{\Sigma }_{\mathrm{cr}}`$, is small (Keeton, 1998). Given sufficient statistics (and constraints on the cosmology), the difference in lens redshift distributions is a potential discriminant between NFW and SIS lenses.

Figure 5 shows the redshift distributions of the lensed galaxies in the SCDM case. For comparison, the distribution in the NFW case has been multiplied by $`200`$, so that it has the same total area as in the SIS case. The other three cosmologies have very similar distributions, apart from the normalization. Figure 5 reflects the discrete nature of our catalog-based source redshift distribution. The distribution of lensed galaxies in the NFW case is more strongly suppressed at low source redshift, again reflecting the lower lensing efficiency of the NFW profile when $`\mathrm{\Sigma }_{\mathrm{cr}}`$ becomes small.

The probability distribution of angular separations between the two brightest images of lensed galaxies is shown in Figure 6. Most of the image separations are greater than $`1\mathrm{}`$, so there should be no difficulty in resolving the images even with ground-based observations.

Figure 7 shows the cumulative probability distribution, $`p(>A)`$, of lensed galaxies with total amplification greater than $`A`$. The much larger amplifications in the NFW case are consistent with the results of Keeton (1998).

## 4 DISCUSSION

### 4.1 NFW vs. SIS

What makes the NFW profile so much less efficient at lensing than the singular isothermal sphere? Both the shape and the normalization of the profile matter. To see this, consider a specific example, a halo with mass $`M_{\mathrm{vir}}=2\times 10^{14}M_{}`$ at $`z_l=0.6`$, typical of our NFW lenses, in an OCDM universe. Figure 8 compares the mean surface density, $`\overline{\mathrm{\Sigma }}(r)=M_{\mathrm{cyl}}(r)/\pi r^2`$, within a cylinder of radius $`r`$ for NFW and SIS halos of this mass and redshift. Both have the same mass within the sphere of radius $`r_{\mathrm{vir}}1.0\mathrm{Mpc}`$. However, the SIS profile has a larger mean surface density both at small radii ($`80\mathrm{kpc}`$) and at large radii ($`450\mathrm{kpc}`$).

At large radii, this is due to the more rapid ($`\rho r^3`$) falloff of the NFW density profile. At small radii, the situation is more complicated. Our typical NFW lens has a scale radius, $`r_s`$, of $`0.15\mathrm{Mpc}`$. For $`rr_s`$, the NFW profile has a mean surface density

$$\overline{\mathrm{\Sigma }}_{\mathrm{NFW}}(r)2\rho _sr_s\mathrm{ln}r_s/r.$$
(22)
For fixed density, $`\rho (r)=\rho _sr_s/r`$, at small radii, $`\overline{\mathrm{\Sigma }}`$ still depends, albeit logarithmically, on the scale radius. This occurs because, for density profiles $`\rho (r)`$ which are sufficiently shallow at small radii, $`\rho (r)`$ at intermediate radii $`rr_s`$ can still contribute significantly to $`\overline{\mathrm{\Sigma }}(r)`$ at radii $`rr_s`$. For a profile with $`\rho r^p`$ at $`rr_s`$ and $`\rho r^3`$ at $`rr_s`$, and $`1<p<2`$, the ratio between the contribution to $`\overline{\mathrm{\Sigma }}(r)`$ from intermediate radii and the contribution from small radii is roughly $`(1/p)(r/r_s)^{p1}`$. As $`p`$ approaches $`1`$, there will still be a fractional contribution of $`O(ϵ)`$ as long as $`r/r_sϵ^{1/(p1)}`$.

Thus, the lower mean surface density of the NFW profile at small radii is due to the less rapid ($`\rho r^1`$) divergence of the NFW profile, but is also influenced by the falloff at large radii.

The key question is which portion of $`\overline{\mathrm{\Sigma }}(r)`$ determines the multiple imaging cross section. The caustic radius, $`\eta _c`$, is determined only by the surface mass distribution within the radial critical curve. Locating the radial critical curve, $`\xi =\xi _r`$, requires solving the lens equation (19) for $`d\eta /d\xi =0`$. This occurs where

$$\mathrm{\Sigma }_{\mathrm{cr}}=\frac{d}{d\xi }\left(\xi \overline{\mathrm{\Sigma }}\right)|_{\xi _r}=\overline{\mathrm{\Sigma }}+\xi \frac{d\overline{\mathrm{\Sigma }}}{d\xi }|_{\xi _r}.$$
(23)
As long as the surface density decreases with radius, $`\xi _r`$ is always inside the Einstein ring radius, $`r_\mathrm{E}`$, defined by $`\overline{\mathrm{\Sigma }}(r_\mathrm{E})\mathrm{\Sigma }_{\mathrm{cr}}`$. For a background galaxy at $`z_s=3`$, the value of the critical surface density, $`\mathrm{\Sigma }_{\mathrm{cr}}`$, is shown as a horizontal line in Figure 8, which intersects $`\overline{\mathrm{\Sigma }}(r)`$ for the NFW profile at $`r=30\mathrm{kpc}`$. At all points inside this radius, $`\overline{\mathrm{\Sigma }}`$ is smaller for the NFW profile than the singular isothermal sphere.

To see how this difference in $`\overline{\mathrm{\Sigma }}(r)`$ in the lens plane affects the cross section in the source plane, we need to refer back to the lens equation (19). It is useful to define the offset

$$\mathrm{\Delta }(\xi )\left|\eta \frac{D_s}{D_l}\xi \right|=\frac{D_s}{D_l}\left|\frac{\xi \overline{\mathrm{\Sigma }}(\xi )}{\mathrm{\Sigma }_{\mathrm{cr}}}\right|$$
(24)
between the source and image positions (projected into the source plane). For the SIS profile, $`\overline{\mathrm{\Sigma }}(\xi )1/\left|\xi \right|`$, so $`\mathrm{\Delta }(\xi )`$ is independent of $`\xi `$.

For positive $`\xi `$, we can solve equation (24) for $`\xi `$ and rewrite the lens equation as

$$\eta =\mathrm{\Delta }(\xi )\left(\mathrm{\Sigma }_{\mathrm{cr}}\overline{\mathrm{\Sigma }}(\xi )\right)/\overline{\mathrm{\Sigma }}(\xi ).$$
(25)
Evaluating this at the radial critical curve, using equation (23), we find

$$|\eta _c|=\mathrm{\Delta }(\xi )\frac{d\mathrm{log}\overline{\mathrm{\Sigma }}}{d\mathrm{log}\xi }|_{\xi =\xi _r}.$$
(26)
For the SIS profile, this simplifies to $`|\eta _c|=\mathrm{\Delta }_{\mathrm{SIS}}`$. For our typical NFW profile, since $`\xi _r<r_\mathrm{E}`$, and $`r_\mathrm{E}/r_s0.2`$, we can use equation (22) for $`\overline{\mathrm{\Sigma }}`$, to find

$$|\eta _c(\mathrm{NFW})|=\mathrm{\Delta }(\xi _r)/\mathrm{ln}(\xi _0/\xi _r)<\mathrm{\Delta }(\xi _r).$$
(27)
Since $`\mathrm{\Delta }_{\mathrm{SIS}}`$ is constant, we can compare it to $`\mathrm{\Delta }_{\mathrm{NFW}}`$ at the critical radius for the NFW lens. The multiple lensing cross section is $`\pi \eta _c^2`$, so

$$\sigma _{\mathrm{NFW}}/\sigma _{\mathrm{SIS}}=\left[\frac{1}{\mathrm{ln}(\xi _0/\xi )}\frac{\overline{\mathrm{\Sigma }}_{\mathrm{NFW}}(\xi )}{\overline{\mathrm{\Sigma }}_{\mathrm{SIS}}(\xi )}\right]^2|_{\xi =\xi _r(\mathrm{NFW})}.$$
(28)
Thus, the smaller cross section for the NFW lens is caused by the smaller mean surface density, $`\overline{\mathrm{\Sigma }}`$, as well as by the smaller proportionality constant between $`\eta _c`$ and $`\mathrm{\Delta }(\xi _r)`$.

The dimensional lens equation (19) is shown in Figure 2 for the particular lens parameters above. The range of source positions for which there are multiple images for the NFW profile is just over one-eighth of that for the SIS profile, and thus the ratio of lensing cross sections, $`\sigma _{\mathrm{NFW}}/\sigma _{\mathrm{SIS}}`$, is $`2\%`$, in agreement with equation (28).

How do these results depend on mass? In Figure 9, we show the two cross sections as a function of mass, again for $`z_l=0.6`$ and $`z_s=3.0`$. The NFW cross section increases roughly as $`M^{2.25}`$ for this choice of redshifts, whereas the SIS cross section increases as $`M^{4/3}`$, so $`\sigma _{\mathrm{NFW}}/\sigma _{\mathrm{SIS}}`$ increases with mass. This trend is evident in Figure 3. For the SIS profile, the increase in $`\sigma `$ with mass is roughly offset by the decrease in the number of groups, so the distribution of lens masses is relatively flat or slightly declining between $`10^{13}`$ and $`10^{14}M_{}`$. Because the NFW cross section depends more strongly on lens mass than the SIS cross section, its distribution increases with mass, peaking near $`2\times 10^{14}M_{}`$. The low efficiency of the NFW lenses at small masses, where halos are most abundant, further reduces the number of lensed galaxies. Even for a cluster with $`10^{15}M_{}`$, $`\sigma _{\mathrm{NFW}}/\sigma _{\mathrm{SIS}}`$ is still only $`5\%`$, and such clusters are sufficiently rare in the Press-Schechter model that they contribute little to the optical depth for lensing. Our calculated $`\sigma _{\mathrm{NFW}}/\sigma _{\mathrm{SIS}}`$ ratios agree with those of Keeton (1998).

Given that the highest resolution simulations favor central profiles $`\rho r^p`$ with slope $`p1.5`$, is interesting to ask how the cross section depends on $`p`$ for $`1<p<2`$. Unfortunately, this is not a simple question to answer. As we have seen for the NFW lens, the multiple imaging cross section depends not only on the shape of the mean surface density profile, $`\overline{\mathrm{\Sigma }}(r)`$, but on its normalization at small radii. For halos normalized to the same virial mass, fixing $`\overline{\mathrm{\Sigma }}(r)`$ at small radii requires both $`p`$ and the concentration $`c_{\mathrm{vir}}r_{\mathrm{vir}}/r_s`$, which determines how $`\rho (r)`$ turns over from $`r^p`$ at small radii to $`r^3`$ at large radii. For the NFW profile, the relationship of $`r_s`$ to virial mass has been investigated extensively through simulations of many halos (Navarro et al., 1996, 1997). Bullock et al. (2000) have also investigated this relationship, and have found consistent results at $`z=0`$, but lower mean concentrations at high redshift. The higher resolution simulations of Moore et al. (1998, 1999), who find a density profile of

$$\rho (r)\frac{1}{\left(r/r_s\right)^{3/2}\left[1+\left(r/r_s\right)^{3/2}\right]},$$
(29)
require more computing time, and therefore have been done for only a few halos, so the dependence of the concentration, $`c_{\mathrm{vir}}`$, on the virial mass has not been investigated systematically. Moore et al. (1999) do quote a value of $`c_{\mathrm{vir}}=4`$ for a single cluster with virial mass $`4.3\times 10^{14}M_{}`$ at $`z=0`$ in a Standard CDM simulation. The multiple imaging cross section for a halo of that mass and concentration, but at $`z=0.6`$ in our OCDM cosmology, is shown by the asterisk in Figure 8. This cross section is $`4`$ times greater than the corresponding NFW profile, but still $`7.6`$ times smaller than the SIS profile. If, as for an NFW cluster of the same mass, the concentration declines by $`20\%`$ from $`z=0`$ to $`z=0.6`$, the cross section would be reduced by $`45\%`$, as shown by the plus sign in Figure 8. Because of the differences in cosmology and redshift, these comparisons offer at best a rough idea of the multiple imaging cross section for profiles with inner slopes intermediate between the NFW profile and a singular isothermal sphere. More precise quantitative predictions would require further high-resolution simulations to determine the variation of the concentration with halo mass and redshift.

### 4.2 Cosmology Dependence

Consider the distribution of NFW lens masses shown in Figure 3. The distributions for Open CDM (dotted) and $`\mathrm{\Lambda }`$CDM (dashed) are quite similar up to normalization. The $`\mathrm{\Lambda }`$CDM case has about $`35\%`$ more lenses, due to the larger path length and greater angular diameter distance to a given redshift. The shape of these distributions reflects the competition between the increase in $`\sigma `$ with mass, and the decreasing abundance of halos. At low masses, the rapid increase in the NFW lensing cross section with mass dominates, and the distributions rise until $`2`$$`3\times 10^{14}M_{}`$, where they are truncated by the high-end cutoff in the mass function (see Figure 1).

Given that Standard CDM has the smallest path length and angular diameter distances of the three models, we expect it to have the fewest lenses. Surprisingly, our calculations indicate slightly more total lensed galaxies in the SCDM case than in the $`\mathrm{\Lambda }`$CDM case (see Table 1 and Figure 3). The reason can be seen in Figure 1. Compared to the $`\mathrm{\Lambda }`$CDM and OCDM cases, the SCDM mass function cuts off at a lower mass due to the lower value of $`\sigma _8`$. Its lens mass distribution therefore peaks at a lower mass $`6\times 10^{13}M_{}`$. However, the SCDM mass function also has a steeper slope, due to a larger value of $`\mathrm{\Omega }_0`$ and thus $`\mathrm{\Gamma }_{\mathrm{eff}}`$, resulting in a larger number of groups on smaller mass scales (by a factor of $`3`$ for $`M=10^{13}M_{}`$ and $`z=0.6`$) when the power spectrum is normalized to $`\sigma _8`$. To verify this explanation, we have included a low-$`\mathrm{\Gamma }`$ CDM model with $`\mathrm{\Omega }=1`$ and $`\sigma _8`$ still equal to $`0.53`$, but with $`\mathrm{\Gamma }=0.25`$. The low-$`\mathrm{\Gamma }`$ model (dot-dashed), barely visible at the bottom of Figure 3, does indeed have far fewer lenses than the other cosmological models.

Our low mass cutoff at $`10^{13}M_{}`$ does have an effect on the total number of lensed galaxies in the SIS case. Extending the mass function down to $`10^{12}M_{}`$ would increase the number of SIS lenses expected by a factor of $`2`$ for $`\mathrm{\Omega }=1`$ and of $`1.4`$ for $`\mathrm{\Omega }=0.3`$. By contrast, this change would increase the number of NFW lenses by only 10 percent for SCDM, with a smaller effect for the other cosmologies.

The difference between our two $`\mathrm{\Omega }=1`$ models highlights the sensitivity of predicted lensing by groups to the value of the shape parameter, $`\mathrm{\Gamma }`$, as previously noted by Kochanek (1995). With the power spectrum normalization fixed by the cluster temperature function, increasing $`\mathrm{\Gamma }`$ produces significantly more groups. Eke et al. (1996) note that the normalization of the cluster temperature function constrains $`\sigma _8`$ well, since the co-moving radius $`R=8h^1\mathrm{Mpc}`$ is close to the cluster scale, but that the slope of the temperature function, and thus $`\mathrm{\Gamma }`$, is not well determined. Measurements of the galaxy correlation function favor $`\mathrm{\Gamma }0.25`$ (Maddox et al., 1996) as does the cluster mass function inferred from the group luminosity function and an assumed constant mass-to-light ratio (Bahcall & Cen, 1993).

As an aside, we note that the Bahcall & Cen (1993) mass function has a similar shape to our Press-Schechter distribution in the OCDM case, but $`40\%`$ more low mass groups at $`z=0`$. However, the Press-Schechter mass function evolves significantly between $`z=0`$ and $`z=0.6`$ where our lens redshift distribution peaks, whereas the Bahcall & Cen (1993) mass function, inferred from low $`z`$ observations, contains no redshift evolution information. As an experiment, we have repeated our calculation using the Bahcall & Cen (1993) mass function and simply ignoring evolution. In the OCDM case, with NFW lenses, this yields $`20`$ times as many lensed galaxies as the Press-Schechter mass function, rather than $`1.4`$ times as many, greatly exaggerating the number of lensed galaxies expected. A realistic calculation of lensing using a group mass function determined observationally at low $`z`$ would require the addition of evolution information.

Turning things around, lensing may be able to constrain the group mass function and thus $`\mathrm{\Gamma }`$. Kochanek (1995) finds that values of $`\mathrm{\Gamma }`$ between $`0.15`$ and $`0.30`$ are also needed to reconcile large separation quasar lensing statistics with the COBE normalization of $`\sigma _8`$ in an SCDM universe. To constrain $`\mathrm{\Gamma }`$ with lensing of galaxies by groups, we would need enough lensed galaxies to detect this effect and disentangle it from the effects of other unknown parameters. The small total number of strong lenses expected in the HDF prevents us from making such inferences.

## 5 CONCLUSIONS

Groups and clusters with the NFW profile are far less efficient at producing lensed galaxies than singular isothermal spheres of the same mass. The ratio, $`\sigma _{\mathrm{NFW}}/\sigma _{\mathrm{SIS}}`$, of multiple imaging cross sections ranges from $`7\times 10^4`$ for a $`10^{13}M_{}`$ group to $`5\times 10^2`$ for a $`10^{15}M_{}`$ cluster. The lower efficiency of NFW lenses is a result of their smaller surface density profile, $`\overline{\mathrm{\Sigma }}(r)`$, for radii much smaller than the scale radius, $`r_s`$. This, in turn, is due to the shallower density profile, $`\rho (r)`$, at small radii (although it also depends logarithmically on $`r_s`$, which determines the more rapid falloff in density at large radii). In principle, this makes the statistics of multiple imaging a sensitive test of the central density profile of groups.

Unfortunately, the number of galaxies in the Hubble Deep Field is not sufficient to perform such a test. Lensing by SIS groups might be detected with a sample a few times larger. However, to detect NFW groups would require more than $`200`$ times as many galaxies. No deep space-based survey of this size is expected in the near future. Ground-based surveys would be limited to much lower redshift sources, and would therefore suffer from smaller optical depths for multiple imaging. Still, they might compensate with sufficiently larger fields containing many more galaxies. For example the Sloan Digital Sky Survey (SDSS) is expected to obtain photometry for $`5\times 10^7`$ galaxies, as compared to $`10^3`$ in the Hubble Deep Field.

On the other hand, lensing searches in the HDF illustrate the difficulties of finding lensed galaxies. Two of the three candidates systems identified by morphology and colors were subsequently ruled out by spectroscopy. In both cases, hypothetical multiple images turned out to be different galaxies. Such a high rate of false positives limits the number of true lens systems which can be identified in a given amount of spectroscopic follow-up time. It is unclear whether the different galaxies were physically associated or not. In either case, false positives due to chance superposition are more likely at the larger image separations expected for lensing by groups. In contrast, with lensed quasars, coincidences are negligible, although pairs of physically associated quasars are still an issue (Kochanek et al., 1999). Furthermore, the high luminosity and prominent spectral features of quasars simplify spectroscopic confirmation. The SDSS is also expected to yield a large sample of quasars, which may be a more promising way of detecting lensing by groups.

Finally, weak lensing statistics may complement strong lensing by probing the outer portions of the mass profiles of groups. A number of detections of weak lensing by galaxies (Brainerd et al., 1996; Dell’Antonio & Tyson, 1996; Hudson et al., 1998; Fischer et al., 1999) and even one early detection of weak lensing by groups (e.g., Hoekstra et al., 1999) have been reported. We will discuss the detection and analysis of weak lensing by groups in a subsequent paper.

We thank Abraham Loeb for suggesting this project and for his advice on the work. We thank William Forman, Irwin Shapiro, and Lars Hernquist for their advice and support, and for their comments on the paper drafts, which substantially improved the final result. We also thank the anonymous referee, whose suggestions improved the discussion of the sensitivity of the cross section to the halo profile. This work was supported by NASA GSRP Fellowship NGT5-50028 for D. C. F and NSERC Grant 72013704 for U.-L. P. One of the authors (D. C. F.) would like to acknowledge Dragon Systems, Inc., whose DragonDictate for Windows and Dragon NaturallySpeaking software were essential to the development of the code for this calculation and to the preparation of the paper.