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# Extreme coefficients of Jones polynomials and graph theory

## 1 Introduction.

Let $`L`$ be an oriented link, and $`V_L(t)`$ its Jones polynomial with normalization one. We are interested in exhibit examples of links with arbitrary extreme coefficients in their Jones polynomials. Consider an unoriented diagram $`D`$ of $`L`$. We denote by $`D`$ its Kauffman bracket with normalization $`\text{}=1`$ (see ). Since $`V_L(t)=(A)^{3w(D)}D`$ after the substitution $`A=t^{1/4}`$, we have that $`span(V_L(t))=span(D)/4`$ and the coefficients of both polynomials are the same, maybe up to sign.

Hence we will work with the Kauffman bracket of unoriented diagrams. We recall the definition of this polynomial using the states sum:

$$D=\underset{s}{}D,s$$

where the sum is taken over all states $`s`$ of $`D`$ and $`D,s=A^{a(s)b(s)}(A^2A^2)^{|s|1}`$.

A state $`s`$ of $`D`$ is a labelling of each crossing of $`D`$ by either an A-chord or a B-chord. We write $`a(s)`$ (resp. $`b(s)`$) for the number of A-chords (resp. B-chords) of the state $`s`$, and $`|s|`$ for the number of components of the diagram $`sD`$, which is $`D`$ after the $`s`$-smoothing of $`D`$. Precisely $`sD`$ is obtained smoothing every crossing in $`D`$ according to the type of chord associated to the crossing by the state, as shown in Figure 1. We will draw a small chord with the letters $`A`$ or $`B`$ to remember which was the state. In this way we can reconstruct the diagram $`D`$ from $`sD`$ and the chords, by just reversing the smoothings shown in Figure 1. An example is shown in Figure 2.

For a state $`s`$ we denote by $`max(s)`$ (resp. $`min(s)`$) the highest (resp. the lowest) degree of $`D,s`$. The extreme states $`s_A`$ and $`s_B`$ are defined by the equalities $`a(s_A)=c(D)`$ and $`b(s_B)=c(D)`$ respectively, where $`c(D)`$ is the number of crossings of the diagram $`D`$. Write $`m=min(s_B)`$ and $`M=max(s_A)`$. Clearly $`m=c(D)2|s_B|+2`$ and $`M=c(D)+2|s_A|2`$. These numbers $`m`$ and $`M`$ will be called the extreme states degrees of $`D`$ and their corresponding coefficients $`a_m`$ and $`a_M`$ in $`D`$ will be called the extreme states coefficients of $`D`$. It turns out that (see Proposition 1)

$$D=a_mA^m+a_{m+4}A^{m+4}+\mathrm{}+a_{M4}A^{M4}+a_MA^M.$$

In this paper we deal with the question of finding arbitrary extreme coefficients for $`D`$. Two different approachings will be given:

The first approaching follows Yonju Bae and Morton . In their paper a connection between $`a_M`$ and graph theory is given. The coefficient $`a_M`$ appears to be, up to sign, the value $`f(G_D)`$ of a certain graph $`G_D`$, constructed from $`s_AD`$ and called the Lando’s graph of $`sD`$. In general, for any graph $`G`$, $`f(G)=_C(1)^{|C|}`$ where $`C`$ runs over all the independent subsets of vertices of $`G`$, where independent means that there is no edge joining two vertices of $`C`$. In  it arises the question of if any integer can be realized as $`f(G)`$ for some graph $`G_D`$. We have found a positive answer to this question. In fact, we will exhibit examples (in fact complete families) of graphs, and from these we will reconstruct prime knot diagrams with arbitrary extreme states coefficients $`a_m`$ and $`a_M`$. This will be done in the second section. The third section will be dedicated to explain further constructions of graphs, which in many cases give easier examples of knots with the wanted extreme states coefficients. Here “easier” means much fewer crossings.

The second approaching is treated in the fourth and final section. Here we exhibit examples of prime knot diagrams for which the extreme states coefficients $`a_m`$ and $`a_M`$ are zero, and the next coefficients $`a_{m+4}`$ and $`a_{M4}`$ take arbitrary values. The idea is just to look at the more general circle graph defined by $`sD`$, rather than the Lando’s graph $`G_D`$, and use a very simple trick for counting $`a_{M4}`$ in special cases. We do not know if there is a complete nice interpretation of $`a_{M4}`$ in terms of graph theory, parallel to that one in which $`a_M`$ is described in terms of $`G_D`$ in the second section. A really more interesting question is the following: is it possible to get any extreme coefficient when the spread of the Jones polynomial is previously fixed?

## 2 Extreme states coefficients of Jones polynomials and graph theory.

We begin by recalling some very basic facts about the Kauffman bracket $`D`$ of an unoriented diagram $`D`$.

###### Proposition 1

(i) All degrees in $`D`$ are congruent modulo four.

(ii) $`max(s)M=max(s_A)`$ with equality if and only if $`|s|=|s_A|+b(s)`$.

(iii) $`min(s)m=min(s_B)`$ with equality if and only if $`|s|=|s_B|+a(s)`$.

(iv) The highest (resp. lowest) degree of $`D`$ is less (resp. great) or equal than $`M`$ (resp. $`m`$).

(v) A state $`s`$ contributes to $`a_M`$ if and only if $`s\mathrm{\Gamma }_A=\{s/|s|=|s_A|+b(s)\}`$. The contribution of $`s\mathrm{\Gamma }_A`$ to $`a_M`$ is $`(1)^{|s_A|1}(1)^{b(s)}`$.

(vi) A state $`s`$ contributes to $`a_m`$ if and only if $`s\mathrm{\Gamma }_B=\{s/|s|=|s_B|+a(s)\}`$. The contribution of $`s\mathrm{\Gamma }_B`$ to $`a_m`$ is $`(1)^{|s_B|1}(1)^{a(s)}`$.

(vii) $`a_M=(1)^{|s_A|1}_{s\mathrm{\Gamma }_A}(1)^{b(s)}`$ and $`a_m=(1)^{|s_B|1}_{s\mathrm{\Gamma }_B}(1)^{a(s)}`$.

Proof. We calculate the difference

$`max(s_A)max(s)`$ $`=`$ $`c(D)+2|s_A|2a(s)+b(s)2|s|+2`$
$`=`$ $`2b(s)+2|s_A|2|s|`$
Now the key point is that if two states $`s`$ and $`s^{}`$ differ in the label of only one crossing, then either $`|s^{}|=|s|+1`$ or $`|s^{}|=|s|1`$, depending on whenever the two strings that appear after $`s`$-smoothing the crossing belong or not to the same component of $`sD`$. It follows that for an arbitrary state $`s`$ we have that there are non-negative integers $`p`$ and $`n`$ such that $`b(s)=p+n`$ and $`|s|=|s_A|+pn`$. Then $`b(s)+|s_A||s|=p+n+|s_A||s_A|p+n=2n`$ is an even number great or equal than zero. The completation of the proof is left to the reader.

Remark In order to find $`sD`$, one can start with $`s_AD`$, choose an order in the set of the $`b(s)`$ crossings labelled with a B-chord in the state $`s`$ and perform the opposite smoothing in these crossings following this order. In this way, one associate $`+1`$ (resp. $`1`$) to each one of the $`b(s)`$ crossings if after the $`s_B`$-smoothing of this crossing we get one more (resp. fewer) component. By definition $`p`$ (resp. $`n`$) is the number of associated $`+1`$ (resp. $`1`$). This non-negative integers does not depend on the chosen order of the $`b(s)`$ crossings, although the association of $`+1`$ and $`1`$ to each one of the $`b(s)`$ crossings does.

Now we recall the connection between $`a_M`$ and graph theory given in . In order to obtain the Lando’s graph of $`D`$ start with $`s_AD`$ and delete the A-chords joining two different components. In this way we obtain a bipartite circle graph (BCG). Now define the Lando’s graph of $`D`$ as the graph that appears taking a vertex for every A-chord of the BCG, and joining two vertices with an edge if and only if the endpoints of the corresponding A-chords in the BCG alternate in the same component of the BCG. An example of $`s_AD`$, the corresponding BCG and the Lando’s graph is shown in Figure 3.

A subset $`C`$ of vertices of a graph $`G`$ is said to be independent if there is no edge in $`G`$ joining two vertices of $`C`$. We define $`f(G)=_C(1)^{|C|}`$ where $`C`$ runs over the independent sets of vertices of $`G`$.

Then

$`a_M`$ $`=`$ $`(1)^{|s_A|1}{\displaystyle \underset{s\mathrm{\Gamma }_A}{}}(1)^{b(s)}`$
$`=`$ $`(1)^{|s_A|1}{\displaystyle \underset{C}{}}(1)^{|C|}`$
$`=`$ $`(1)^{|s_A|1}f(G_D).`$
The first equality is given by Proposition 1 and the third equality is just the definition of $`f(G_D)`$. In order to check the second equality, we think of a state $`s`$ as the set of $`b(s)`$ A-chords of $`s_AD`$ which correspond to the $`b(s)`$ B-chords of $`s`$. Then we have that $`s\mathrm{\Gamma }_A`$ if and only if the two following conditions occur:

(1) The endpoints of every A-chord lies in the same component.

(2) The endpoints of two A-chords lying in the same component do not alternate.

The example in Figure 4 is exhibited in , where the corresponding Lando’s graph $`G_D`$ has $`f(G_D)=3`$.

The question formulated in  is if any integer $`n`$ can be realized as $`f(G_D)`$ for a graph $`G_D`$ arising from a diagram $`D`$. Since these graphs arise from BCG, we will call them “graphs convertible in BCG”.

Some graph theory.

Since the graphs $`G_D`$ must be always convertible in BCG, the examples shown in Figure 5 are not allowed. On the other hand the graphs in consideration are not necessarily planar graphs. Figure 6 exhibits such an example.

Calculation of $`f(G)`$ can be simplified using some readily established properties, as explained in . Here it is a very brief description of these properties:

$``$ Law of recursion. If $`G`$ is a graph and $`v`$ is a vertex of $`G`$, we will denote by $`Gv`$ the graph obtained from $`G`$ by deleting the vertex $`v`$ and its incident edges. Let $`\{v_1,\mathrm{},v_k\}`$ be the set of the neighbour vertices of $`v`$ in $`G`$ (by definition these are the vertices of $`G`$ joined to $`v`$ by an edge). We will denote by $`GNv`$ the graph $`(\mathrm{}((Gv)v_1)\mathrm{})v_k`$. Then the law of recursion says that $`f(G)=f(Gv)f(GNv)`$.

$``$ Law of multiplication. If a graph $`G`$ is the disjoint union of two graphs $`G_1`$ and $`G_2`$, then $`f(G)=f(G_1)(G_2)`$.

$``$ Law of duplication. Suppose that $`v`$ and $`w`$ are two non-neighbour vertices of a graph $`G`$, and the set of neighbour vertices of $`v`$ is included in the set of neighbour vertices of $`w`$. Then we say that $`G`$ is a duplication of $`Gw`$ and we have $`f(G)=f(Gw)`$.

We consider examples that will be used later. Let $`L_n`$ be the graph with $`n`$ vertices shown in Figure 7. Clearly $`f(L_2)=1`$. By using duplication in the third vertex and then multiplication we get the formula $`f(L_n)=f(L_{n3})`$.

Let $`C_n`$ be the polygon with $`n`$ vertices, $`n3`$. By recursion we obtain $`f(C_n)=f(L_{n1})f(L_{n3})`$. In particular, for the hexagon $`H=C_6`$ we have $`f(H)=2`$. We now explain how to find different families $`\{G_r\}_{r𝐙}`$ of graphs with $`f(G_r)=r`$ for any integer $`r`$. From now on, we will write $`G^v`$ to mean the pair $`(G,v)`$, where $`G`$ is a graph and $`v`$ is a particular vertex of $`G`$.

Definition Let $`G`$ be a planar graph convertible in BCG and let $`v`$ be a vertex of $`G`$. We say that $`G^v`$ if a brick of type $`(n,k)`$ if $`f(G)=n`$ and $`f(Gv)=k`$.

Our main example will be the hexagon $`H`$ with any arbitrary vertex chosen, which is a brick of type $`(2,1)`$. It is a graph convertible in BCG, as we show in Figure 8.

Now we describe the basic construction that will be used for giving our examples: Let $`G_1`$ and $`G_2`$ be two graphs and $`v_1`$ and $`v_2`$ two vertices of $`G_1`$ and $`G_2`$ respectively. Then $`G_1^{v_1}G_2^{v_2}`$ will denote the new graph obtained from the disjoint union of $`G_1`$ and $`G_2`$ by joining $`v_1`$ and $`v_2`$ with an extra edge (see Figure 9). Note that $`G_1^{v_1}G_2^{v_2}`$ is convertible in BCG if both $`G_1`$ and $`G_2`$ are.

###### Lemma 1

Let $`G`$ be a graph and $`v`$ a vertex of $`G`$. If $`G^v`$ is a brick of type $`(n,k)`$, then $`(G^{},v^{})`$ is a brick of type $`(n+k,k)`$, where $`G^{}=G^vH^w`$ and $`v^{}`$ is a vertex of $`H`$ adjacent to $`w`$ (see Figure 10).

Proof. We have to show that $`f(G^{})=n+k`$ and $`f(G^{}v^{})=k`$.

We have $`f(G^{}v^{})=(f(L_2))^2f(Gv)=(1)^2k=k`$ where we have used duplication, first in the vertex $`v_1`$ and then in the vertex $`v`$, multiplication and the fact that $`f(L_2)=1`$ (see Figure 11).

On the other hand

$`f(G^{})`$ $`=`$ $`f(G^{}v^{})f(G^{}Nv^{})(recursion)`$
$`=`$ $`kf(L_3)f(G^{})(multiplication)`$
$`=`$ $`k(1)n(f(L_3)=1)`$
$`=`$ $`n+k.`$
Finally, $`G^{}`$ is convertible in BCG since $`G`$ and $`H`$ are.

###### Lemma 2

Let $`G`$ be a graph. Then $`f(G^{})=f(G)`$ where $`G^{}=G^vL_3^w`$, $`v`$ being any vertex of $`G`$ and $`w`$ being an extreme vertex of $`L_3`$. Moreover, $`G^{}`$ is convertible in BCG if $`G`$ is (see Figure 12).

Proof. We have

$`f(G^{})`$ $`=`$ $`f(Gw)(duplication)`$
$`=`$ $`f(L_2)f(G)(multiplication)`$
$`=`$ $`f(G)(f(L_2)=1).`$
Finally, $`G^{}`$ is convertible in BCG since $`G`$ and $`L_3`$ are.

###### Theorem 3

For any integer $`n`$ there is a planar graph $`G_{n1}`$ convertible in bipartite circle graph such that $`f(G_{n1})=n`$.

Proof. Consider the brick $`H^v`$ of type $`(2,1)`$ and apply r times Lemma 1 to get a planar graph $`G_{r+1}`$ convertible in BCG such that $`f(G_{r+1})=r+2`$ (see Figure 13).

On the other hand $`L_4`$, $`L_1`$ and $`L_2`$ are planar graphs convertible in BCG with $`f(L_4)=1`$, $`f(L_1)=0`$ and $`f(L_2)=1`$ respectively.

Finally, for all integer $`r1`$ we have that $`G_{r+1}^{}`$ is a planar graph convertible in BCG with $`f(G_{r+1}^{})=(r+2)`$ according to Lemma 2 (see Figure 14).

We will now construct a prime knot diagram with arbitrary extreme states coefficients, starting with the graphs $`G_r`$. This process is illustrated in figures 15, 16, 17 and 18. We first reconstruct the associated bipartite circle graph (Figure 15). Changing every A-chord  by a crossing  we see that this BCG is $`s_AD_r^{}`$ where the ($`3`$components) diagram $`D_r^{}`$ is shown in Figure 16. Figure 17 shows $`s_BD_r^{}`$, proving that $`D_r^{}`$ is quite far from being a -adequate diagram (the coefficient $`a_m`$ of $`D_r^{}`$ is not $`\pm 1`$ in general since there are other states in $`\mathrm{\Gamma }_B`$ apart from $`s_B`$). Because of this we modify $`D_r^{}`$ to produce the diagram $`D_r`$ in Figure 18.

###### Theorem 4

$`D_r=A^m+\mathrm{}+(r+1)A^M`$ where $`m=24r4`$ and $`M=12r`$. In particular $`span(D_r)=4(9r+1)`$. Moreover, $`D_r`$ is a prime knot diagram with $`12r`$ crossings.

Proof. First we fix our attention in $`D_r`$ after $`s_A`$-smoothing. Note that $`|s_AD_r|=1`$ hence $`M=c(D)=12r`$. On the other hand the Lando’s graph of $`D_r`$ appear to be a duplication of $`G_r`$, hence $`a_M=(1)^{|s_A|1}f(G_r)=r+1`$.

Now apply the $`s_B`$-smoothing to $`D`$. We have $`|s_BD_r|=6r+3`$ ($`6r`$ components are given by the small circles  and the other three components are those appearing in Figure 17), hence $`m=12r2(6r+3)+2=24r4`$. On the other hand the Lando’s graph (respect to the $`s_B`$-smoothing) is the empty set, hence $`a_m=(1)^{|s_B|1}f(\mathrm{})=1`$.

We now join in a very particular way $`D_r`$ and $`\overline{D}_s`$ (the mirror image of $`D_s`$) in order to control simultaneously both extreme states coefficient (we avoid the obvious solution given by the appropriate connected sum in order to get a prime diagram):

###### Theorem 5

Let $`D_{rs}`$ be the diagram shown in Figure 19. Then $`D_{rs}=(s+1)A^m+\mathrm{}+(r+1)A^M`$ where $`m=24r12s6`$ and $`M=12r+24s+6`$. In particular, $`span(D_{rs})=36(r+s)+12`$. Moreover, $`D_{rs}`$ is a prime knot diagram with $`12(r+s)+2`$ crossings.

Proof. Note first that $`c(D_{rs})=c(D_r)+c(\overline{D}_s)+2=12r+12s+2`$.

Now, the very special way in which we join $`D_r`$ and the mirror image $`\overline{D}_s`$ of $`D_s`$ gives the equalities $`|s_A|=|s_A(\overline{D}_s)|=|s_B(D_s)|=6s+3`$ and the fact that the Lando’s graph is still a duplication of $`G_r`$. It follows that $`M=12r+24s+6`$ and $`a_M=(1)^{|s_A|1}f(G_r)=r+1`$.

Analogously, $`|s_B|=|s_B(D_r)|=6r+3`$ and the Lando’s graph is still a duplication of $`G_s`$, hence $`m=24r12s6`$ and $`a_m=(1)^{|s_B|1}f(G_s)=s+1`$.

A small refinement of the last result allows us to modify the signs of the extreme states coefficients:

###### Theorem 6

Let $`\alpha `$ be an odd integer great than $`1`$. Let $`D_{rs}^\alpha `$ be the diagram $`D_{rs}`$ with a modification in the way in which $`D_r`$ and $`\overline{D}_s`$ are joined on the left, as shown in Figure 20. Then $`D_{rs}^\alpha =(s+1)A^m+\mathrm{}+(r+1)A^M`$ where $`m=24r12s\alpha 8`$ and $`M=12r+24s+3\alpha +4`$. In particular $`span(D_{rs}^\alpha )=36(r+s)+4\alpha +12`$. Moreover, $`D_{rs}^\alpha `$ is a prime knot diagram with $`12(r+s)+2+\alpha `$ crossings.

Proof. We have that $`c(D_{rs}^\alpha )=c(D_{rs})+\alpha `$, $`|s_A|=|s_A(D_{rs})|+\alpha 1=6s+\alpha +2`$ and $`|s_B|=|s_B(D_{rs})|+1=6r+4`$. In addition the $`s_A`$ and $`s_B`$ Lando’s graphs are still the duplications of $`G_r`$ and $`G_s`$ respectively.

## 3 More graph theory.

Let us consider the specific example provided by Theorem 4 for the extreme state coefficient $`a_M=41`$. The knot diagram $`D_{40}`$ has $`12\times 40=480`$ crossings! If we take the non -adequate link diagram with three components $`D_{40}^{}`$, we still have $`6\times 40=240`$ crossings! In this section we develop other graph constructions, providing easier examples for many possible extreme states coefficients. Here “easier” means always that the diagram has fewer crossings. In many cases, easier means as well that the corresponding span is lower.

Building with bricks

Let $`\{G_1^{v_1},\mathrm{},G_k^{v_k}\}`$ a set of graphs with an a chosen vertex $`v_iG_i`$ for every $`1ik`$. We denote by $`S=S(G_1^{v_1},\mathrm{},G_k^{v_k})`$ the graph shown in Figure 21a, and we call it “simple building” constructed with the bricks $`G_1^{v_1},\mathrm{},G_k^{v_k}`$. Precisely, $`S`$ can be defined in steps using the operation $``$ introduced in the second section. Let $`W`$ be the only vertex of $`L_1`$. Then

$$S=((\mathrm{}((L_1^wG_1^{v_1})^wG_2^{v_2})^w\mathrm{})^w)G_k^{v_k}.$$

Other related construction can be obtained bay introducing $`k`$ extra vertices $`w_1,\mathrm{},w_k`$, one in every edge joining $`v_i`$ and $`w`$ in the graph $`S`$. The new graph is denoted by $`C=C(G_1^{v_1},\mathrm{},G_k^{v_k})`$ and it is shown in Figure 21b. We will call it “complicated building” constructed with the bricks $`G_1^{v_1},\mathrm{},G_k^{v_k}`$. Its precise definition using the operation $``$ is left to the reader. In both constructions the vertex $`w`$ is called the central vertex. In the second construction, the vertices $`w_i`$ are called the intermediate vertices.

###### Lemma 7

Let $`G_i^{v_i}`$ be a brick of type $`(n_i,m_i)`$ for every $`i\{1,\mathrm{},n\}`$. Let $`S=S(G_1^{v_1},\mathrm{},G_k^{v_k})`$ and $`C=C(G_1^{v_1},\mathrm{},G_k^{v_k})`$. Then:

(1) $`S^w`$ is a brick of type $`(_{i=1}^kn_i_{i=1}^km_i,_{i=1}^kn_i)`$, where $`w`$ is the central vertex of $`S`$.

(2) $`S^{v_j}`$ is a brick of type $`(_{i=1}^kn_i_{i=1}^km_i,m_j_{ji=1}^kn_i_{i=1}^km_i)`$.

(3) $`C^w`$ is a brick of type $`(_{i=1}^k(n_im_i)_{i=1}^kn_i,_{i=1}^k(n_im_i))`$, where $`w`$ is the central vertex of $`C`$.

(4) $`C^{v_j}`$ is a brick of type $`(_{i=1}^k(n_im_i)_{i=1}^kn_i,m_j_{ji=1}^kn_i)`$.

(5) $`C^{w_j}`$ is a brick of type $`(_{i=1}^k(n_im_i)_{i=1}^kn_i,n_j_{ji=1}^k(n_im_i)_{i=1}^kn_i)`$, where $`w_j`$ is any intermediate vertex of $`C`$.

Proof. We prove (1) and leave the other proofs to the reader:

$`f(Sw)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}f(G_i^{v_i})(multiplication)`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}n_i`$
and

$`f(S)`$ $`=`$ $`f(Sw)f(SNw)(recursion)`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}n_i{\displaystyle \underset{i=1}{\overset{k}{}}}f(G_iv_i)(multiplication)`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}n_i{\displaystyle \underset{i=1}{\overset{k}{}}}m_i.`$
Let us come back to the example with $`a_M=41`$. Note that $`41=5\times 5\times 23\times 3\times 1`$. Hence $`S=S(G_1^{v_1},G_2^{v_2},H^v)`$ has $`f(S)=41`$ if $`G_1^{v_1}`$ and $`G_2^{v_2}`$ are two copies of a brick of type $`(5,3)`$. Two different bricks of type $`(5,3)`$ are shown in Figure 22. It follows from (1) in above lemma that the planar graph $`S`$ convertible in BCG shown in Figure 23 has $`f(S)=41`$. The corresponding diagram with $`a_M=41`$ in its Kauffman bracket has $`43`$ crossings.

It can be easily checked that any prime number less or equal than $`50`$, different from $`41`$, can be realized as $`f(S)`$ where $`S`$ is a simple building constructed with at most three hexagons (a brick of type $`(2,1)`$).

Finally in this section we present a sequence $`\{F_r\}_{r𝐍}`$ of planar graphs, all of them convertible in BCG, such that the corresponding sequence of integers $`\{f(F_r)\}_{r𝐍}`$ is the Fibbonachi sequence $`2,3,5,8,13,21,\mathrm{}`$. The graph $`F_r`$ is shown in Figure 24. If we compare the link diagram arising from $`F_{r+1}`$ and $`F_r`$, we note that while $`a_M`$ increases by $`f(F_{r1})`$, the number of crossings of the diagram increases only by $`7`$.

## 4 Non-states extreme coefficients of Jones polynomials.

In this final section we will exhibit examples of prime knot diagrams for which the extreme states coefficients $`a_m`$ and $`a_M`$ are zero and the next coefficients $`a_{m+4}`$ and $`a_{M4}`$ take arbitrary values. The idea is just to look at the more general bipartite circle graph defined by $`sD`$, rather than the Lando’s graph $`G_D`$, and use a very simple trick for counting $`a_{M4}`$ in special cases.

We start with the natural enlargement of proposition given in the second section. Recall that $`D`$ denotes the Kauffman bracket of an unoriented diagram $`D`$ with normalization one.

###### Proposition 2

(i) A state $`s`$ contribute to $`a_{M4}`$ if and only if either $`s\mathrm{\Gamma }_A=\{s/|s|=|s_A|+b(s)\}`$ or $`s\mathrm{\Gamma }_A^1=\{s/|s|=|s_A|+b(s)2\}`$. The contribution of $`s\mathrm{\Gamma }_A`$ to $`a_{M4}`$ is $`(1)^{|s_A|1}(1)^{b(s)}(|s_A|+b(s)1)`$. The contribution of $`s_1\mathrm{\Gamma }_A^1`$ to $`a_{M4}`$ is $`(1)^{|s_A|1}(1)^{b(s_1)}`$.

(ii)

$$a_{M4}=(1)^{|s_A|1}[(|s_A|1)\underset{s\mathrm{\Gamma }_A}{}(1)^{b(s)}+\underset{s\mathrm{\Gamma }_A}{}(1)^{b(s)}b(s)+\underset{s_1\mathrm{\Gamma }_A^1}{}(1)^{b(s_1)}].$$

(iii) If $`a_M=0`$ then the whole contribution of $`\mathrm{\Gamma }`$ to $`a_{M4}`$ is given by

$$(1)^{|s_A|1}\underset{s\mathrm{\Gamma }_A}{}(1)^{b(s)}b(s).$$

Proof. A state $`s`$ contributes to $`a_{M4}`$ if and only if $`max(s)M4`$, hence if $`s`$ contributes to $`a_{M4}`$ but is not in $`\mathrm{\Gamma }_A`$, we have that $`max(s)=M4`$ by (i) in Proposition 1. Now the statements follow from the fact that $`\{s_1/max(s_1)=M4\}=\{s_1/|s_1|=|s_A|+b(s_1)2\}`$.

Consider now the generalized bipartite circle graph $`s_AD`$ obtained from an unoriented diagram $`D`$ by $`s_A`$-smoothing. Suppose that locally this has the very special aspect shown in Figure 25, and suppose that only the A-chords $`x_1,\mathrm{},x_k`$ have their endpoints in the same component. The Lando’s graph is then given by $`k`$ parallel A-chords, hence by duplication we have that $`a_M=0`$ in $`D`$.

From now on, we will identify a state $`s`$ with the set of the $`b(s)`$ A-chords in $`s_AD`$ that correspond to the $`b(s)`$ crossings of $`D`$ in which the label associated by $`s`$ is a B-chord. Let $`𝒳=\{x_1,\mathrm{},x_k\}`$, $`𝒜=\{a_1,\mathrm{},a_n\}`$ and $`𝒜^{}=\{a_1^{},\mathrm{},a_m^{}\}`$ (see Figure 25).

The states in $`\mathrm{\Gamma }_A`$ are the subsets of $`𝒳`$, hence by (iii) in Proposition 2 we have that the contribution of $`\mathrm{\Gamma }_A`$ to $`a_{M4}`$ is given up to sign by $`_{s\mathrm{\Gamma }_A}(1)^{b(s)}b(s)=_{j=0}^k\left(\begin{array}{c}k\\ j\end{array}\right)(1)^jj=0`$.

We now analyze the contribution to $`a_{M4}`$ of the states in $`\mathrm{\Gamma }_A^1`$ which contain at least one A-chord of $`𝒜𝒜^{}`$. Note first that these states are necessarily contained in $`𝒳𝒜𝒜^{}`$.

Suppose first that in $`s_1`$ there are no A-chords of both sets $`𝒜`$ and $`𝒜^{}`$. Then the union of $`s_1𝒳`$ and any subset of $`𝒳`$ is a state which lies in $`\mathrm{\Gamma }_A^1`$, and all of their contributions to $`a_{M4}`$ cancel.

By the contrary, suppose that $`s_1`$ has at least one A-chord of $`𝒜`$ and one of $`𝒜^{}`$. Then $`s_1𝒳`$ is the empty set, and the contribution of all these states is $`(1)^{|s_a|1}`$ in total.

As a consequence we have found a geometrical reason for some of the results algebraically obtained in  about the Kauffman bracket of pretzel link diagrams. Let $`P`$ be the pretzel link diagram $`P(a,b_1,\mathrm{},b_s)`$ where $`a2`$, and $`b_i2`$ for any $`i=1,\mathrm{},s`$ with $`s`$ at least $`2`$ . Let $`\alpha `$ be the cardinal of the set $`\{i/b_i=2\}`$ and assume that $`\alpha 1`$. Then $`P`$ is a -adequate diagram, $`a_M=0`$ and $`a_{M4}=\alpha `$.

Finally, in order to get a prime knot diagram with extreme states coefficient equal to zero and arbitrary values for $`a_{m+4}`$ and $`a_{M4}`$, we manipulate two pretzel link diagrams $`P(2,\underset{s}{\underset{}{2,\mathrm{},2}})`$ and $`P(\underset{r1}{\underset{}{2,\mathrm{},2}},2,2)`$. We join these two diagrams in the way shown in Figure 26, using two extra columns with $`\alpha `$ and $`\beta `$ crossings respectively, both $`\alpha `$ and $`\beta `$ great or equal than two.

Note that this is the pretzel link diagram $`P(2,\underset{s2}{\underset{}{2,\mathrm{},2}},\alpha ,\underset{r2}{\underset{}{2,\mathrm{},2}},2,\beta )`$ with two extra trivial knots placed in a very special way, as shown in Figure 27.

###### Theorem 8

Let $`L=L(r,s;\alpha ,\beta )`$ be the link diagram shown in Figure 27. Then

$$L=(1)^{r+s+\beta 1}rA^{4r4s\alpha 3\beta +2}+\mathrm{}+(1)^{r+s+\alpha 1}sA^{4r+4s+3\alpha +\beta 2}$$

In particular $`span(L)=8(r+s)+4(\alpha +\beta )4`$. The highest degree of this polynomial is $`M4`$, and the lowest degree is $`m+4`$. Moreover, $`L`$ has $`r+s+2\frac{1(1)^\alpha }{2}\frac{1(1)^\beta }{2}`$ components.

Proof. Note first that $`c(L)=2+2s+2+2r+\alpha +\beta `$.

After $`s_A`$-smoothing (see Figure 28)we have $`|s_A|=r+s+\alpha `$ (hence $`M=4r+4s+3\alpha +\beta +2`$), and since the Lando’s graph is given by two parallel A-chords, we have $`a_M=0`$. The above discussion applied to Figure 28 gives $`a_{M4}=(1)^{|s_A|1}s=(1)^{r+s+\alpha 1}s`$.

Analogously, after $`s_B`$-smoothing (see Figure 29) we have $`|s_B|=r+s+\beta `$ (hence $`m=4r4s\alpha 3\beta 2`$), and since the Lando’s graph is given by two parallel A-chords, we have $`a_m=0`$. Finally, from the above discussion applied to Figure 29 we deduce that $`a_{m+4}=(1)^{|s_B|1}r=(1)^{r+s+\beta 1}r`$.

We now modify the link diagram $`L(r,s;\alpha ,\beta )`$ in order to get a prime knot diagram $`K(r,s;\alpha ,\beta )`$. This is shown in Figure 30.

###### Theorem 9

Let $`K=K(r,s;\alpha ,\beta )`$ be the link diagram shown in Figure 30. Then

$$K=(1)^{r+\beta }rA^{5r7s\alpha 3\beta 5}+\mathrm{}+(1)^{s+\alpha 1}sA^{7r+5s+3\alpha +\beta +3}$$

In particular $`span(K)=12(r+s)+4(\alpha +\beta )+8`$. The highest degree of this polynomial is $`M4`$, and the lowest degree is $`m+4`$. Moreover, $`K`$ is a prime knot diagram.

Proof. We first consider the modification $`L^{}=L^{}(r,s;\alpha ,\beta )`$ of $`L=L(r,s;\alpha ,\beta )`$ shown in Figure 31.

Looking at the differences between $`L`$ and $`L^{}`$ after $`s_A`$ and $`s_B`$-smoothings, we can prove that $`L^{}=(1)^{r+\beta 1}rA^{5r7s\alpha 3\beta +2}+\mathrm{}+(1)^{s+\alpha 1}sA^{7r+5s+3\alpha +\beta 2}`$ where the highest and lowest degrees are $`M4`$ and $`m+4`$ respectively.

But $`L^{}`$ is not a knot diagram when the parity of $`\alpha `$ and $`\beta `$ is the same. For this reason we introduce a small change in $`L^{}`$ in order to get the prime knot diagram $`K`$. This change is shown in Figure 32.

Note then that $`c(K)=c(L^{})+1`$ and $`|s_A|`$ does not change, hence $`M(K)=M(L^{})+1=7r+5s+3\alpha +\beta +3`$. Respect to the coefficients we have $`a_M=0`$ and $`a_{M4}=(1)^{|s_A|1}s=(1)^{s+\alpha 1}s`$.

But after $`s_B`$smoothing we have $`|s_B|=|s_B(L^{})|+1`$, hence $`m(K)=m(L^{})12\times 1=5r7s\alpha 3\beta 5`$. Respect to the coefficients we have $`a_m=0`$ and $`a_{m+4}=(1)^{|s_B|1}r=(1)^{r+\beta }r`$.

As we said in the introduction, we do not know if there is a nice interpretation of $`a_{M4}`$ in terms of graph theory, parallel to that one in which $`a_M`$ is given in terms of the graph $`G_D`$ as described in the second section. Apart from the examples, this last section can be seen as a partial interpretation of $`a_{M4}`$ in terms of graph theory. More important, it remains to be answered the following question: how arbitrary can be the extreme coefficients of the Jones polynomial when the value for the spread is previously fixed?


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# A Weak–type Orthogonality Principle

## 1 Introduction and Principal Inequalities

We are interested in the relationships between three different concepts, first and foremost is that of the phase space, by which we generally mean the Euclidean space formed from the cross product of the spatial variable with the dual frequency variable. Next, we want to associate subsets of that space with functions, the subset describing the location of the function in natural ways. And finally, we want to understand the extent to which orthogonality of the functions can be quantified by geometric conditions on the corresponding sets in the phase plane.

These concerns are not currently very much in the forefront of harmonic analysis, but rather the means towards an end. We treat them as a subject in their own right because the inequalities that we obtain are of an optimal nature and they refine the basic orthogonality issues in the proof of the bilinear Hilbert transform inequalities , and complement investigations into “best basis” signal or image processing , including the directional issues that arise in the context of brushlets .

We state the principal results, and then turn to complementary issues and discussion. For a set $`W^d`$ of finite volume we define $`\lambda W:=\{c(W)+\lambda (xc(W))xW\}`$ where $`c(W)`$ is the center of mass of $`W`$. We say that $`W`$ is symmetric if $`(Wc(W))=Wc(W)`$. We call the product $`s=W_s\times \mathrm{\Omega }_s`$ of a symmetric convex set $`W_s`$ and a second set a tile. Here, we need not assume that the second set lies in $`^d`$, it could lie in some other set altogether.

We use tiles to study the connection between geometry of the phase plane and orthogonality which is the intention of the following definition.

###### 1.1 Definition.

Let $`𝐒`$ be a set of tiles. The functions $`𝚽=\{\phi _ss𝐒\}`$ are said to be adapted to $`𝐒`$ if the functions $`\phi _s`$ are Schwartz functions, and for all $`s𝐒`$,

(1.2)
$$\phi _s_2=1,$$

(1.3)
$$\phi _s,\phi _s^{}=0\text{if }s^{}𝐒\text{}\mathrm{\Omega }_s\mathrm{\Omega }_s^{}=\mathrm{}\text{,}$$

(1.4)
$$|\phi _s(x)|\frac{C_0}{\sqrt{|W_s|}}(1+\sigma (x,W_s))^{2d5},x^d,$$

$$\sigma (x,W):=inf\{a>0xaW\}.$$

We call a collection of sets $`𝒢`$ a grid if for all $`G,G^{}𝒢`$, we have $`GG^{}=\mathrm{},G`$ or $`G^{}`$.

###### 1.5 Theorem.

Let $`𝐒`$ be a set of tiles such that

(1.6)
$$\{\mathrm{\Omega }_ss𝐒\}\text{ is a grid,}$$

(1.7)
$$\{s𝐒\}\text{ are pairwise disjoint,}$$

(1.8)
$$s,s^{}𝐒,\mathrm{\Omega }_s^{}\mathrm{\Omega }_s\text{ implies }W_s^{}c(W_s^{})W_sc(W_s).$$

Let $`\{\phi _ss𝐒\}`$ be adapted to $`𝐒`$, and for $`\lambda >0`$ and $`fL^2(^d)`$ let

(1.9)
$$𝐒_\lambda :=\{s𝐒\frac{|f,\phi _s|}{\sqrt{|W_s|}}\lambda \}.$$

Then we have the inequality

$$\underset{s𝐒_\lambda }{}|W_s|(2+KC_0^2)\lambda ^2f_2^2.$$

Here and throughout $`K`$ denotes a constant depending only on dimension $`d`$. This inequality can be rephrased as

$$\{\frac{|f,\phi _s|}{\sqrt{|W_s|}}𝕀_{W_s}s𝐒\}_{L^{2,\mathrm{}}(^d\times 𝐒)}\sqrt{2+KC_0^2}f_2.$$

In this inequality, $`𝕀_A`$ denotes the indicator function for the set $`A`$, $`L^{2,\mathrm{}}`$ denotes the weak $`L^2`$ space, and we assign $`^d\times 𝐒`$ the product measure of Lebesque measure times counting measure on $`𝐒`$.

Note that in the last inequality if the weak $`L^2`$ norm could be replaced by the $`L^2`$ norm, we would have a Bessel inequality. However, the weak $`L^2`$ space cannot be replaced by any smaller Lorentz space. We demonstrate this with an example at the conclusion of the paper. However, in the context of computation, one cannot distinguish between $`L^2`$ and weak–$`L^2`$.

It is worth noting that the concluding Lemmas of  and  study exactly the question of orthogonality for more restrictive class of functions $`\phi _s`$; therein the tiles are rectangles in the phase plane. And the analysis shows that orthogonality is linked to the boundedness of the the related maximal function.

There is a second form of this Theorem in which a multiscale object plays the role of a single tile. We call that object a cluster.

###### 1.10 Definition.

Let $`\{\phi _ss𝐂\}`$ be adapted to a set of tiles $`𝐂`$. We call $`\{\phi _ss𝐂\}`$ a cluster with shadow  $`I`$ if the following four conditions are met. $`(a)`$ $`\{s𝐂\}`$ are pairwise disjoint, $`(b)`$ for all $`s𝐂`$, $`W_sI`$,

$$(c)ss^{}𝐂,\mathrm{\Omega }_s\mathrm{\Omega }_s^{}\mathrm{}\text{implies}\phi _s,\phi _s^{}=0,$$

$$(d)\underset{s𝐂}{}|W_s|^1\left[_{I^c}(1+\sigma (x,W_s))^{d1}𝑑x\right]^2C_1|I|.$$

###### 1.11 Theorem.

Let $`𝐒`$ be a collection of tiles which is a disjoint union of subcollections $`\{𝐂_II𝐈\}`$. Let $`\{\phi _ss𝐒\}`$ be adapted to $`𝐒`$, so that for each $`I𝐈`$, $`\{\phi _ss𝐂_I\}`$ is a cluster. Suppose that (1.6) and (1.8) hold. Finally, suppose that the clusters $`𝐂_I`$ satisfy this condition.

(1.12)
$$ss^{}𝐒,s𝐂_I,\mathrm{\Omega }_s\mathrm{\Omega }_s^{}\text{implies}s^{}𝐂_I\text{ or }W_s^{}I=\mathrm{}.$$

Define

$$SQ(I,f)^2:=\frac{1}{|I|}\underset{s𝐂_I}{}|f,\phi _s|^2,I𝐈.$$

Then, under the assumptions $`SQ(I,f)\lambda `$ for all $`I𝐈`$ and $`|f,\phi _s|2\lambda \sqrt{|W_s|}`$ for all $`s𝐒`$, we have

$$\underset{I𝐈}{}|I|\lambda ^2K(1+C_1^{1/2}C_0^2)f_2^2.$$

The non–linear form of the hypotheses of this last Lemma preclude a natural formulation of a weak–type inequality.

These Theorems can also be used to study two complicated operators of harmonic analysis, namely Carleson’s operator controlling the maximum partial Fourier sums  and the bilinear Hilbert transform . A result clearly related to these Theorems can be found in a neglected paper of Prestini . But the first forms of these Theorems, again for special tiles, is in .

## 2 Proofs of Theorems

We will need a precise estimate of $`\phi _s,\phi _s^{}`$, which is the purpose of

###### 2.1 Lemma.

Let $`s`$ and $`s^{}`$ be two tiles with $`W_s^{}c(W_s^{})W_sc(W_s)`$ but $`W_s^{}W_s=\mathrm{}`$. Let $`\{\phi _s,\phi _s^{}\}`$ be adapted to $`\{s,s^{}\}`$. Then there is a constant $`K`$ so that

(2.2)
$$|\phi _s,\phi _s^{}|KC_0^2\sqrt{\frac{|W_s^{}|}{|W_s|}}\underset{xW_s^{}}{inf}(1+\sigma (x,W_s))^{d5}.$$

###### Proof.

Heuristically, the Lemma follows from the estimate

$$|\phi _s,\phi _s^{}|_{W_s^{}}|\phi _s(x)\phi _s^{}(x)|𝑑x\phi _s_{L^{\mathrm{}}(W_s^{})}\phi _s^{}_1$$

and (1.4). Of course the first step must be made precise.

Observe that

$$|\phi _s(x)|K\frac{C_0}{\sqrt{|W_s|}}_0^{\mathrm{}}𝕀_{aW_s}(x)\frac{da}{(1+a)^{2d+6}},$$

which is a consequence of (1.4). We can estimate

$`|\phi _s,\phi _s^{}|`$ $`K{\displaystyle \frac{C_0^2}{\sqrt{|W_s||W_s^{}|}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{\mathrm{}}}𝕀_{aW_s},𝕀_{\alpha W_s^{}}{\displaystyle \frac{da}{(1+a)^{2d+6}}}{\displaystyle \frac{d\alpha }{(1+\alpha )^{2d+6}}}`$
$``$ $`KC_0^2\sqrt{{\displaystyle \frac{|W_s^{}|}{|W_s|}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{\mathrm{}}}𝕀_{\{aW_s\alpha W_s^{}\mathrm{}\}}{\displaystyle \frac{da}{(1+a)^{2d+6}}}{\displaystyle \frac{\alpha ^dd\alpha }{(1+\alpha )^{2d+6}}}.`$
The point to exploit is that $`aW_s\alpha W_s^{}=\mathrm{}`$ for $`a,\alpha \stackrel{~}{\sigma }:=sup\{aaW_saW_s^{}\mathrm{}\}`$.

We bound the double integral above by breaking the region of integration into four pieces. Take $`R^0=[0,\stackrel{~}{\sigma })`$, $`R^1=[\stackrel{~}{\sigma },\mathrm{})`$ and define regions in the $`(a,\alpha )`$ plane by

$$R_{\epsilon _1\epsilon _2}=R^{\epsilon _1}\times R^{\epsilon _2},\epsilon _i\{0,1\}.$$

The integral over $`R_{00}`$ is zero by the choice of $`\stackrel{~}{\sigma }`$. The integral over $`R_{01}`$ is

$$_0^{\stackrel{~}{\sigma }}_{\stackrel{~}{\sigma }}^{\mathrm{}}\frac{da}{(1+a)^{2d+6}}\frac{\alpha ^dd\alpha }{(1+\alpha )^{2d+6}}K(1+\stackrel{~}{\sigma })^{d5}.$$

We have a similar estimate for the integral over $`R_{10}`$. Finally, the estimate over $`R_{11}`$ is

$$_{\stackrel{~}{\sigma }}^{\mathrm{}}_{\stackrel{~}{\sigma }}^{\mathrm{}}\frac{da}{(1+a)^{2d+6}}\frac{\alpha ^dd\alpha }{(1+\alpha )^{2d+6}}K(1+\stackrel{~}{\sigma })^{d5}.$$

These estimates supply us with

$$|\phi _s,\phi _s^{}|KC_0^2\sqrt{\frac{|W_s^{}|}{|W_s|}}(1+\stackrel{~}{\sigma })^{d5},$$

which is quite close to our claim.

To finish, observe that $`\stackrel{~}{\sigma }1`$ as $`W_s`$ and $`W_s^{}`$ are disjoint. We shall also see that $`\sigma (x,W_s)1+2\stackrel{~}{\sigma }`$ for all $`xW_s^{}`$. These two points finish the proof of the Lemma.

Indeed, we can assume that $`W_s`$ and $`W_s^{}`$ are closed sets. Let $`\stackrel{~}{x}`$ be a point in $`\stackrel{~}{\sigma }W_s\stackrel{~}{\sigma }W_s^{}`$. Note that for any point $`xW_s^{}`$,

$$xc(W_s)=(xc(W_s^{}))+(c(W_s^{})\stackrel{~}{x})+(\stackrel{~}{x}c(W_s)).$$

Of the three terms on the right, the first is in $`W_s^{}c(W_s^{})W_sc(W_s)`$, by assumption, the second is in $`\stackrel{~}{\sigma }(W_s^{}c(W_s^{}))\stackrel{~}{\sigma }(W_sc(W_s))`$ by symmetry of $`W_s^{}`$ and assumption, and the third is in $`\stackrel{~}{\sigma }(W_sc(W_s))`$. The convexity of $`W_s`$ then implies that $`x(2\stackrel{~}{\sigma }+1)W_s`$. Hence, $`\sigma (x,W_s)1+2\stackrel{~}{\sigma }`$ for all $`xW_s^{}`$ as was to be shown. ∎

###### Proof of Theorem 1.5.

It is sufficient to prove a different assertion. For $`fL^2(^d)`$, we assume that

(2.3)
$$1\frac{|f,\phi _s|}{\sqrt{|W_s|}}2,s𝐒,$$

and prove that

(2.4)
$$\underset{s𝐒}{}|W_s|(1+KC_0^2)f_2^2.$$

For $`k0`$ define $`𝐒_k:=\{s𝐒2^k|W_s|^{1/2}|f,\phi _s|2^{k+1}\}`$. One sees that the sum over this set of tiles is at most $`2^{2k}`$ times the upper bound in (2.4). The Theorem is then established in the case of $`\lambda =1`$, but this is sufficient as $`fL^2(^d)`$ is arbitrary.

For the proof of (2.4) we can assume that $`𝐒`$ is a finite collection, so that a priori the quantity

$$B:=\underset{s𝐒}{}f,\phi _s\phi _s_2$$

is finite. It suffices to estimate $`B`$, for by using (2.3) we see that

(2.5)
$$\underset{s𝐒}{}|W_s|\underset{s𝐒}{}|f,\phi _s|^2=f,\underset{s𝐒}{}f,\phi _s\phi _sBf_2.$$

We expand $`B^2`$ into diagonal and off–diagonal terms.

(2.6)
$$B^2=\underset{s𝐒}{}f,\phi _s\phi _s_2^2\underset{s𝐒}{}|f,\phi _s|^2+2\underset{s𝐒}{}|f,\phi _s|𝒪(s),$$

where we define $`𝐒(s)=\{s^{}𝐒\{s\}\mathrm{\Omega }_s\mathrm{\Omega }_s^{},\phi _s,\phi _s^{}0\},`$ and

(2.7)
$$𝒪(s):=\underset{s^{}𝐒(s)}{}|\phi _s,\phi _s^{}\phi _s^{},f|.$$

Recall that $`\phi _s,\phi _s^{}0`$ only if $`\mathrm{\Omega }_s\mathrm{\Omega }_s^{}\mathrm{}`$. But then from the grid structure, we may assume that $`\mathrm{\Omega }_s\mathrm{\Omega }_s^{}`$.

We have already seen that the diagonal term is dominated by $`Bf_2`$, so that the term $`𝒪(s)`$ is our concern. Using (2.2) and the upper bound on $`\phi _s^{},f`$ we have

$`𝒪(s)`$ $`KC_0^2|W_s|^{1/2}{\displaystyle \underset{s^{}𝐒(s)}{}}\underset{xW_s^{}}{inf}(1+\sigma (x,W_s))^{d1}|W_s^{}|`$
$``$ $`KC_0^2|W_s|^{1/2}{\displaystyle _{(W_s)^c}}(1+\sigma (x,W_s))^{d1}𝑑x`$
$``$ $`KC_0^2|W_s|^{1/2}.`$
For the middle line above, the sets $`\mathrm{\Omega }_s^{}`$ for $`s^{}𝐒(s)`$ contain $`\mathrm{\Omega }_s`$. But the tiles are disjoint, thus the sets $`W_s^{}`$ are pairwise disjoint and contained in $`(W_s)^c`$.

Therefore, the off diagonal term is, by (2.3) and (2.5),

$$\underset{s𝐒}{}|f,\phi _s|𝒪(s)KC_0^2\underset{s𝐒}{}|W_s|KC_0^2Bf_2.$$

Combining this with (2.6) we see that

$$B^2Bf_2+KC_0^2Bf_2,$$

which gives the desired upper bound $`B`$. ∎

###### Proof of Theorem 1.11..

It suffices to consider the case of $`\lambda =1`$. The initial steps are just as before. We assume that the collection of tiles is finite and set

$$B:=\underset{s𝐒}{}f,\phi _s\phi _s_2$$

and estimate $`B`$. This is sufficient since

$$\underset{I𝐈}{}|I|\underset{s𝐒}{}|f,\phi _s|^2Bf_2.$$

Then by Cauchy–Schwartz,

$`B^2`$ $`{\displaystyle \underset{s𝐒}{}}|f,\phi _s|^2+2{\displaystyle \underset{s𝐒}{}}|f,\phi _s|𝒪(s),`$
$``$ $`Bf_2+[Bf_2]^{1/2}\left[{\displaystyle \underset{s𝐒}{}}|𝒪(s)|^2\right]^{1/2}`$
Here as before, $`𝐒(s)`$ and $`𝒪(s)`$ are as in (2.7). Then by (1.12) and Definition 1.10 (c) the sets $`\{W_s^{}s^{}𝐒(s)\}`$ are contained in $`I^c`$ if $`s𝐂_I`$. But they are also pairwise disjoint. Indeed, consider $`s^{},s^{\prime \prime }𝐒(s)`$. If they fall into the same cluster, they are disjoint by assumption on clusters. Suppose they are in different clusters. Assuming as we may that $`\mathrm{\Omega }_s^{}\mathrm{\Omega }_{s^{\prime \prime }}`$, we see that (1.12) implies $`W_s^{}W_{s^{\prime \prime }}=\mathrm{}`$.

Recalling Lemma 2.1 and that we have the upper bound $`|f,\phi _s^{}|2\sqrt{|W_s^{}|}`$ by assumption, we see that

$`𝒪(s)`$ $`KC_0^2|W_s|^{1/2}{\displaystyle \underset{s^{}𝐒(s)}{}}\underset{xW_s^{}}{inf}(1+\sigma (x,W_s))^{d1}|W_s^{}|`$
$``$ $`KC_0^2|W_s|^{1/2}{\displaystyle _{I^c}}(1+\sigma (x,W_s))^{d1}𝑑x`$
if $`s𝐂_I`$. Hence by the definition of a cluster

$`{\displaystyle \underset{s𝐂_I}{}}𝒪(s)^2`$ $`KC_0^4{\displaystyle \underset{s𝐂_I}{}}|W_s|^1\left[{\displaystyle _{I^c}}(1+\sigma (x,W_s))^{d1}𝑑x\right]^2`$
$``$ $`KC_1C_0^4|I|.`$
And so, $`B^2Bf_2+KC_1^{1/2}C_0^2Bf_2`$, which proves the Theorem. ∎

## 3 Counterexample

We demonstrate the optimality of the $`L^{2,\mathrm{}}`$ norm in our Theorem. It suffice to consider the first Theorem on $``$. And this we will do with the collection of disjoint rectangles

$$𝐒:=\{[2^j,2^{j+1})\times [(n1/2)2^j,(n+1/2)2^j)j,n\}.$$

Let $`\phi `$ denote a Schwartz function with $`\phi (x)>0`$ for all $`x`$, $`L^2`$ norm one, and $`\widehat{\phi }`$ supported on $`[1/2,1/2]`$. For $`s=W_s\times \mathrm{\Omega }_s𝐒`$ define

$$\phi _s(x):=e^{2\pi ic(\mathrm{\Omega }_s)x}|W_s|^{1/2}\phi \left(\frac{xc(W_s)}{|W_s|}\right).$$

Clearly, $`\{\phi _ss𝐒\}`$ is adapted to $`𝐒`$.

Take $`f=𝕀_{[1,0)}`$. For integers $`j0`$ and $`|n|<2^{j1}`$, let $`s=[2^j,2^{j+1})\times [(n1/2)2^j,(n+1/2)2^j)`$. We have

$`2^{j/2}f,\phi _s=`$ $`2^j{\displaystyle _1^0}e^{2\pi in2^jx}\phi \left({\displaystyle \frac{x32^{j1}}{2^j}}\right)𝑑x`$
$`=`$ $`e^{3\pi in}{\displaystyle _{\frac{3}{2}2^j}^{\frac{3}{2}}}e^{2\pi inx}\phi (x)𝑑x`$
Since $`\phi (3/2)>0`$, we see that $`|2^{j/2}f,\phi _s|c2^j`$. This estimate is uniform in $`n`$ and $`j`$ as we have specified them. Thus, for all $`0<\lambda <1`$,

$$\lambda ^2\underset{s𝐒}{}𝕀\{|f,\phi _s|\lambda \sqrt{|W_s|}\}|W_s|c^{}.$$

Thus, for any finite $`t`$,

$$\{\frac{|f,\phi _s|}{\sqrt{|W_s|}}𝕀_{W_s}s𝐒\}_{L^{2,t}(^d\times 𝐒)}=\mathrm{}.$$

| Jose Barrionuevo | Michael Lacey |
| --- | --- |
| Department of Mathematics and Statistics | School of Mathematics |
| University of South Alabama | Georgia Institute of Technology |
| Mobile AL 36688 | Atlanta GA 30332 |
| jose@mathstat.usouthal.edu | lacey@math.gatech.edu |
|  | http://www.math.gatech.edu/~lacey |


text:
# Narrow Lines in Type II Supernovae – Probing the Circumstellar Nebulae of the Progenitors

## 1 Introduction

Supernovae (SNe) of Types Ib, Ic, and II are believed to have massive progenitors, because they have been found frequently in or near spiral arms and H II regions but not in elliptical galaxies (Van Dyk, Hamuy, & Filippenko, 1996). Few SNe (e.g., SN 1987A) have recognized massive progenitors; consequently, little is known about the stellar evolution immediately before the SN explosion.

Evolved massive stars are known to undergo copious mass loss, forming circumstellar nebulae. The rings around SN 1987A are an example of such a nebula (Burrows et al., 1995). The chemical composition and kinematics of the rings have provided essential constraints that lead to the hypothesis that the B3I progenitor Sk $``$69202 was a binary (Podsiadlowski, 1992). These circumstellar nebulae can also be detected from the presence of narrow H$`\alpha `$ emission lines (FWHM $``$ 200 km s-1) in spectra of Type IIn SNe (Schlegel, 1990; Filippenko, 1991, 1997). The circumstellar nebulae of distant SNe cannot be resolved spatially, but their expansion, physical conditions, and chemical enrichment can be investigated by high-dispersion (R $``$ 30,000) spectra, as recently demonstrated for SN 1997ab (Salamanca et al., 1998) and SN 1978K (Chu et al., 1999).

Most available spectroscopic observations of SNe have been made with low or intermediate spectral dispersion to study the broad spectral lines of SN ejecta. These spectra are useful for revealing the presence of narrow nebular lines, but are not adequate for analysis of nebular kinematics and physical conditions. Therefore, we have undertaken a high-dispersion spectroscopic survey of 16 Type II SNe. The results are reported in this paper.

## 2 Observations

High-dispersion spectra were acquired with the echelle spectrograph using the Kitt Peak National Observatory (KPNO) 4m telescope in March 1999. The 79 line mm-1 echelle grating was used in combination with a 226 line mm-1 cross-disperser and the long-focus red camera to achieve a reciprocal dispersion of 3.5 Å mm-1 at H$`\alpha `$. The spectra were imaged with the T2KB CCD detector, where the pixel size of 24 $`\mu `$m corresponds to 0$`\stackrel{}{\mathrm{.}}`$24 pixel-1 along the slit and $``$3.7 km s-1 pixel-1 at the H$`\alpha `$ line along the dispersion axis. The spectral coverage was roughly 4000–7000 Å. The instrumental resolution for the 1″ wide slit, as measured from the widths of sky lines, was $``$10 km s-1(FWHM) at H$`\alpha `$.

The sky conditions were moderate to poor due to variable high cirrus and nearly full lunar phase, making the target acquisition difficult at times. The spectra were reduced using the echelle and longslit packages in IRAF with careful attention paid to the orders that contained H$`\alpha `$ emission. Observations of the spectrophotometric standard GD 140 were used to correct for the blaze, illumination, and spectral response, but the resulting spectra were not calibrated to an absolute flux scale as the observing conditions were not photometric.

In addition to the objects observed at KPNO, we have also observed SN 1978K with the echelle spectrograph on the 4m telescope at the Cerro Tololo Inter-American Observatory (CTIO) in December 2000. The instrument was configured with similar optical elements as were used for the KPNO observations, and the spatial and spectral parameters are therefore similar. All observations are summarized in Table 1.

## 3 Results

Our high-dispersion echelle observations are useful in distinguishing among three sources of line emission in distant SNe:

* SN ejecta, which can be identified by a broad (width $`>`$ 1000 km s-1), spatially-unresolved H$`\alpha `$ line;
* Unshocked circumstellar material (CSM) ejected by the SN progenitor, which shows narrow (width $``$ 200 km s-1), spatially-unresolved H$`\alpha `$ and \[N II\] $`\lambda \lambda `$6548, 6583 lines; and
* Interstellar medium (ISM) of the host galaxy, which is characterized by narrow, spatially-extended H$`\alpha `$ emission and forbidden lines such as \[O III\] $`\lambda `$5007 and \[S II\] $`\lambda \lambda `$6716,6731.

To search for emission from the SN, CSM, and ISM in each of our spectra, we used the spatio-kinematic descriptions of line emission given above along with the criterion that the statistical significance of the peak of an emission component be $`>`$3$`\sigma `$ per resolution element (e.g., $``$10 km s-1$`\times `$ 1″ at H$`\alpha `$) with respect to the background rms noise. The results are summarized in Table 2.

Of the 16 SNe observed, we clearly detect broad line emission from the SN ejecta from four sources: SN 1978K, SN 1995N, SN 1997eg, and SN 1998S. In two further cases, SN 1999E and SN 1999Z, broad H$`\alpha `$ emission line may be detected, but significant portions of the line profiles are lost between echelle orders. It is difficult to distinguish between the line and continuum emission components from the SN ejecta of these two latter objects.

Our low detection rate of the SNe is likely caused by the faintness of the SNe and the poor sky condition. The majority of the SNe observed were not visible in the images taken by the acquisition camera. Blind offsets from nearby stars had to be employed for target acquisition. If the coordinates of a SN from the literature were off by more than 1″ perpendicular to the slit, our blind-offset observations would have missed the target entirely.

The H$`\alpha `$ echellograms and line profiles of SN 1995N, SN 1997eg, SN 1998S, SN 1999E, and SN 1999Z are presented in Figure 1a&b, along with finding charts. Spectral scales are given in both observed wavelengths and velocities relative to the host galaxy’s systemic velocity. The broad H$`\alpha `$ emission from the SN ejecta, detected over several thousand km s-1, is evident in each image.

SN 1978K was detected with the highest signal-to-noise (S/N) ratio; several lines were detected. Its H$`\alpha `$ line image and the profiles of 10 spectral lines are presented in Figure 2. While H$`\alpha `$, H$`\beta `$, and He I $`\lambda `$5876 lines of the SN ejecta are broad, they are not as broad as the H$`\alpha `$ line of the other three SNe we detected. More interestingly, a narrow nebular component is detected in H$`\alpha `$, \[N II\] $`\lambda \lambda `$6548, 6583 and \[O III\] $`\lambda `$5007 lines. The high \[N II\]/H$`\alpha `$ ratio indicates that this narrow component originates from a circumstellar nebula (Chu et al., 1999).

Besides SN 1978K, the only other SN in our sample that shows emission components from a circumstellar nebula is SN 1998S. In Figure 3 we show the narrow H$`\alpha `$, \[N II\], and \[O III\] components detected in this spectrum. The identification of a circumstellar component in SN 1998S is not as straightforward as that for SN 1978K because of the presence of a bright interstellar component. Details of this identification are given in §3.5 below.

Extended interstellar emission is detected in our observations of 12 SNe. This high detection rate (12 out of 16) is fully consistent with their being Type II SNe with massive progenitors. Three examples of interstellar H$`\alpha `$ emission are presented in Figure 4. The interstellar H$`\alpha `$ line, compared to the telluric OH and H$`\alpha `$ lines, is broader and shows velocity variations along the slit.

In the remainder of this section we summarize the observed properties of individual objects that are interesting.

### 3.1 SN 1954J and SN 1961V

SN 1954J and SN 1961V, in NGC 2403 and NGC 1058 respectively, had spectral properties similar to a Type II SN, but were peculiar in four respects: 1) the linewidths of SN 1961V correspond to an expansion velocity of only 2000 km s-1, 2) the progenitors were known, 3) they were underluminous, and 4) their SN light curves were followed in the optical for up to eight years. It has been suggested that SN 1954J and SN 1961V are luminous blue variables (LBVs) similar to $`\eta `$ Car (Humphreys & Davidson, 1994; Goodrich et al., 1989).

In optical and near-infrared imaging observations more recent than our echelle observations, Smith, Humphreys, & Gehrz (2001) have identified a faint red star with a position consistent with V12, the progenitor of SN 1954J. Similarly, using Hubble Space Telescope (HST) WFPC1 images of SN 1961V, Filippenko et al. (1995) have tentatively identified a faint red star with a position consistent with SN 1961V. In either case, these red sources could be a post-eruption LBV, but neither observation can rule out that these sources are an unrelated red supergiant. Spectroscopic observations similar to those reported in this paper are needed. Our observations of SN 1954J and SN 1961V were based on the best coordinates for the SNe that were available. While no emission from a SN or a post eruption LBV are detected in these spectra, interstellar emission red-shifted by $``$ 20 km s-1 with respect to the systemic velocity of each host galaxy are present in the spectra. The coordinates of the candidate post-eruption LBV tentatively associated with SN 1954J (Smith et al., 2001) place it more than 2″ from our 1″ echelle slit center and therefore our observations do not include significant emission from this source.

Optical H$`\alpha `$$`+`$\[N II\], \[O III\], and \[S II\] images of the vicinity of SN 1961V show two H II regions separated by $``$3″ (Fesen, 1985) that are coincident with two non-thermal radio sources (Branch & Cowan, 1985; Cowan, Henry, & Branch, 1988). The eastern source is roughly coincident with SN 1961V. Recent VLA observations at 6 cm and 18 cm by Stockdale et al. (2001) confirm that both radio sources are non-thermal and show that SN 1961V’s radio emission has decayed. These observed properties are consistent with many known SNe that have been recovered at radio wavelengths.

Our observations of SN 1961V show two narrow-line ($``$30 km s-1) sources in H$`\alpha `$ and \[O III\] that are coincident with the two H II regions, but no broad H$`\alpha `$ emission line is detected in 2 hrs of integration time. Furthermore, we do not detect \[N II\] emission that might be expected if nitrogen enriched material in an LBV ejecta nebula is present. It is possible that our slit just missed SN 1961V. As shown in Figure 5, the two radio sources are not exactly coincident with the two H II regions. The eastern radio source, corresponding to SN 1961V and coincident with the LBV candidate identified by Filippenko et al. (1995), is $``$2″ southwest of the core of the eastern H II region. Since our E-W echelle slit was centered on the two H II regions, whose central star clusters were the only objects visible in the telescope acquisition image, the 1″ slit width could have easily missed SN 1961V and the LBV candidate.

### 3.2 SN 1978K

A host of lines are detected from SN 1978K in NGC 1313 (see Figure 2). We clearly detect broad H$`\alpha `$, H$`\beta `$, and He I $`\lambda `$5876 emission lines. Furthermore, we have a tentative weak detection of broad \[O I\] $`\lambda `$6363 emission. Note that the stronger \[O I\] $`\lambda `$6300 was not detected because it has been Doppler shifted into a gap between echelle orders. In addition to broad emission lines, we detect narrow, spatially unresolved, emission from He II $`\lambda `$4686, \[O III\] $`\lambda \lambda `$ 4959,5007, \[N II\] $`\lambda `$5755, and \[N II\] $`\lambda \lambda `$6548,6583. Interestingly, the \[S II\] $`\lambda \lambda `$6716,6731 lines are not detected. The implications of the line detections and non-detections from SN 1978K will be discussed further in § 4.

### 3.3 SN 1995N

We detect broad H$`\alpha `$ emission from SN 1995N (see Figure 1a), with FWZI (full-width at zero intensity) of $``$3,000 km s-1. In addition, a narrow interstellar component with FWHM $``$30 km s-1 is present. While the interstellar emission is red-shifted by roughly 40 km s-1 from the the systemic velocity of the host galaxy Arp 261, the broad H$`\alpha `$ emission appears to be blue-shifted by $``$200 km s-1.

### 3.4 SN 1997eg

Our observations of SN 1997eg detect broad H$`\alpha `$ emission with FWZI of $``$3,500 km s-1 which is blue-shifted by $``$400 km s-1 with respect to the host galaxy NGC 5012. Furthermore, these observations show narrow H$`\alpha `$ and \[N II\] $`\lambda `$6583 emission components and possibly narrow \[S II\] $`\lambda \lambda `$6716,6731 emission blue-shifted by $``$160 km s-1 with respect to the systemic velocity of the host galaxy. The H$`\alpha `$ and \[N II\] emission are both narrow and are clearly visible throughout the echelle slit and therefore are interstellar in origin. Salamanca, Terlevich, & Tenorio-Tagle (2002) observed SN 1997eg $``$1 yr earlier and detected a strong, narrow, P-Cygni profile caused by CSM, which has completely vanished at the time of our observations.

### 3.5 SN 1998S

The H$`\alpha `$ spectrum of SN 1998S in NGC 3877 shows a total width greater than 10,000 km s-1. Superposed on this broad component from the SN ejecta, we find a narrow H$`\alpha `$ feature at $``$6581 Å extending along the slit across the SN. The spatial distribution indicates the presence of ISM in the vicinity of SN 1998S. In addition we detect narrow, spatially extended, \[N II\] $`\lambda `$6583 and narrow, spatially unresolved \[O III\] $`\lambda \lambda `$4959,5007 emission (see Figure 3). Comparison between the H$`\alpha `$ and \[N II\] lines on and off the SN position does not show conclusively the existence of a circumstellar nebula. The presence of the spatially unresolved \[O III\] emission indicates that there is a nebula associated with the SN progenitor. The heliocentric velocities of the narrow H$`\alpha `$, \[N II\], and \[O III\] lines extracted at the position of the SN are $``$66, $``$74, and $``$64 km s-1, respectively, relative to the systemic velocity of the NGC 3877. The velocity difference between the \[N II\] line and the other two lines are larger than the uncertainty of the measurements, $``$3 km s-1, indicating that these narrow components may have a complex origin consisting of an unknown mixture of CSM and ISM.

We can further compare our observations of SN 1998S, taken $``$1 year after its discovery, to the high dispersion spectra taken 17.4 and 36.3 days after the discovery (Fassia et al., 2001). Only the \[O III\] $`\lambda `$5007 line shows continuity from one epoch to the next. The line shape changes from an asymmetric profile on day 17.4, to a broader (FWHM$`=`$59$`\pm `$9 km s-1) and symmetric profile on day 36.3, to a narrower (FWHM$`=`$37$`\pm `$3 km s-1) symmetric profile centered at the same velocity 1 year later. At H$`\alpha `$, the early nebular line had a P-Cygni profile, while our spectra show the line only in emission. The most dramatic difference between the early observations and our observations is in the \[N II\] lines. The \[N II\] lines were not detected on day 17.4; the auroral \[N II\] $`\lambda `$5755 line was observed to be at least 3 times as strong as the nebular \[N II\] $`\lambda `$6583 line on day 36.3; 1 year later, the nebular \[N II\] line was detected but the auroral \[N II\] line was not detected.

The early line ratios indicate the presence of ionized gas denser than 106 cm-3 which can only be circumstellar in origin (Fassia et al., 2001). If the narrow nebular features from all three epochs originate from the same nebula, then our observations detect the outer, low–density region of this circumstellar nebula. On the other hand, we cannot rule out the possibility that the narrow, spatially unresolved spectral features we observed have a significant contribution from the ISM.

### 3.6 SN 1998bm

The galactic environment of SN 1998bm is complex and it remains unclear whether it is in NGC 2820 or NGC 2820A. SN 1998bm itself is not detected, but the interstellar emission in the echellogram appears consistent with that of an expanding shell of size $``$600 pc. While this interstellar emission might be from a supergiant shell, the expansion velocity, $``$75 km s-1, is relatively high compared to similar resolved structures in the Large Magellanic Cloud (Points et al., 1999) and other galaxies (Hunter & Gallagher, 1997). We therefore conclude that the emission lines detected are likely a superposition of the ISM of both NGC 2820 and NGC 2820A. Each of these interstellar emission components is blue-shifted with respect to the systemic velocity of the two galaxies. The brighter component (toward the western end of the slit) is probably associated with NGC 2820A and is blue-shifted by $``$80 km s-1. It is less certain from which galaxy the fainter component might arise but it is blue-shifted by either $``$120 km s-1 or $``$160 km s-1 from the systemic velocity of NGC 2820 and NGC 2820A, respectively.

### 3.7 SN 1999E

Our observation of SN 1999E detects faint, spatially-unresolved, broad emission features throughout the entire echellogram. The high dispersion of the spectrum and the gaps between echelle orders make it difficult to identify these emission features. It is nevertheless clear that these emission features are unlike that of any stars; therefore, we believe that the broad emission features are from the young SN 1999E. In addition to the broad features, narrow interstellar H$`\alpha `$, H$`\beta `$, and \[O III\] $`\lambda `$5007 emission are detected. The H$`\alpha `$ emission detected has an average heliocentric velocity of 7,925$`\pm `$10 km s-1 and FWHM of $``$100 km s-1. Both the H$`\beta `$ and \[O III\] lines have similar redshifts and all lines have a velocity 185 km s-1 greater than the previously reported systemic velocity of the host galaxy IRAS 13145$``$1817 (Nicolaci da Costa et al., 1998).

### 3.8 SN 1999Z

Our observation of SN 1999Z also detects faint, spatially-unresolved, broad emission features throughout the entire echellogram. Similarly, we believe that these emission features originate from SN 1999Z. The H$`\alpha `$ line is red-shifted into a gap between echelle orders but narrow interstellar components of H$`\beta `$, \[O III\] $`\lambda `$5007, and \[S II\] $`\lambda \lambda `$6716,6731 are detected. Based on the two strongest lines, H$`\beta `$ and \[S II\] $`\lambda `$6716, we find a heliocentric velocity of 15,450$`\pm `$10 km s-1 for the emission lines which is $``$350 km s-1 greater than that previously reported for UGC 05608 by Jha et al. (1999) which were based on the apparent velocity centroid of the then newly detected SN line emission.

## 4 Discussion

The very last evolutionary stage of a massive star before SN explosion is not well known. It is impossible to study SN progenitors after they have exploded, but it is possible to study the CSM shed by the progenitors and photoionized by UV flashes from the SNe. The physical properties of these circumstellar nebulae may provide invaluable information about the doomed massive stars.

In the last hundred years, SN 1987A has been the only SN observed in the Local Group. All the other SNe are in distant galaxies, where circumstellar nebulae can only be detected in high-dispersion spectra of SNe as narrow nebular lines with high \[N II\]/H$`\alpha `$ ratios. The size of an unresolved circumstellar nebula can be determined if the SN is spectroscopically monitored until the SN ejecta impact the circumstellar nebula. For example, if SN 1987A were at a large distance, the size of its inner ring nebula could still be determined from the 10–11 years time lapse from the SN explosion to the emergence of a broader nebular component, and the 15,000 km s-1 expansion velocity of the SN ejecta inferred from its broad Ly$`\alpha `$ emission (Michael et al., 2000).

There are apparently two types of circumstellar nebulae produced by SN progenitors. The first type of circumstellar nebulae are swept-up by SN ejecta within a year or two, as demonstrated dramatically in time-sequenced spectra for SN 1988Z (Stathakis & Sadler, 1991). In the case of SN 1997eg, previous observations have shown a narrow P-Cygni component to the SN spectrum (Salamanca et al., 2002) which has disappeared at the time of our observations, one year later. These nebulae are small ($``$0.01 pc), and, for the case of SN 1997eg, very dense ($`10^7`$ cm-3). Such ionized nebulae have not been observed around any known evolved massive stars. This circumstellar material may have been ejected immediately before the SN explosion (Chu, 2001) or during a red supergiant phase (Fassia et al., 2001).

The second type of circumstellar nebulae are longer lived, indicating a larger size. These nebulae might be the counterparts of circumstellar nebulae observed around Wolf-Rayet (WR) stars or LBVs (Chu, Weis, & Garnett, 1999). For a nebular radius of 2 pc and a SN ejecta expansion velocity of 10,000 km s-1, the impact of SN ejecta on the circumstellar nebula is expected at $``$200 yr after the SN explosion, and the impact will produce X-ray-luminous SNRs such as the one observed in NGC 6946 (Dunne et al., 2000) and the SNR 0540$``$69.3 in the Large Magellanic Cloud (Caraveo, Mignani, & Bignami, 1998).

Among the SNe we surveyed, we detect CSM around SN 1978K and SN 1998S. In the case of SN 1978K, the circumstellar nebula was not yet hit by the SN ejecta 21 years after the SN explosion. This must belong to the second type of circumstellar nebula described above. In the case of SN 1998S, the rapid temporal evolution of the spectral lines from the CSM over the first year indicate that this material is interacting with the SN ejecta and must belong to the first type.

Our new observations of SN 1978K confirm the H$`\alpha `$ and \[N II\] line emission and expansion velocity of the CSM previously reported by Chu et al. (1999). As this circumstellar nebula is in the second class mentioned above and NGC 1313 is relatively nearby, the nebula might be large enough to be resolved by the HST. Therefore, we obtained the HST archive WFPC2 images of SN 1978K taken with F656N and F606W filters on 1998 September 23 as part of program GO-6713 (PI: W. Sparks). In these observations the SN is centered in the PC and a point-like source is detected (see Figure 6). Also shown in Figure 6 are the expected point-spread-functions for position of the SN in the PC for observations with the F656N and F606W filters.111The theoretical PSFs were generated using Tiny Tim V5.0 written by John Krist and Richard Hook which is available from http://www.stsci.edu/software/tinytim. These images clearly place an upper limit of 0$`\stackrel{}{\mathrm{.}}`$1 on the size of the circumstellar nebula of SN 1978K. At the distance of the host galaxy NGC 1313, 4.5 Mpc (de Vaucouleurs, 1963), this upper limit on the size corresponds to 2.2 pc. This small size is more consistent with the sizes of LBV nebulae than WR nebulae, as also concluded by Chu et al. (1999).

In the case of SN 1998S, our observations cannot unambiguously determine whether the emission seen is circumstellar or interstellar. In either case, the nebular emission observed is no longer consistent with gas denser than the critical density needed for the auroral \[N II\] $`\lambda `$5575 line to dominate the nebular lines. Therefore, the density must be less than $``$105 cm-3 and the emission seen is either from a lower density outer region of a circumstellar nebula or from interstellar material. If the narrow lines we detected are indeed circumstellar in origin, then the blueward velocity offset of the \[N II\] line relative to the H$`\alpha `$ and \[O III\] lines may be caused by light travel time effects similar to those used to explain the early evolution of the \[O III\] line profile by Fassia et al. (2001).

Our high-dispersion (R$``$30,000) spectroscopic observations of SNe have demonstrated the possibility of detecting circumstellar nebulae ejected by SN progenitors and deriving information on the progenitors from the nebular properties. Our observations have also demonstrated the difficulty of such work because of the faintness of the SNe and their associated circumstellar nebulae. In order to identify emission from such nebulae, high-dispersion spectroscopic observations of SNe with large telescopes such as Gemini and Keck are needed. Only after a large number of such circumstellar nebulae have been detected and studied can we hope to better understand SN progenitors and their circumstellar environment.

We would like to thank the referee, E. Schlegel, for careful consideration of our original manuscript and insightful comments. In addition, we would like to thank P. Lundqvist for useful discussion of SN 1998S.