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# Coexistence of antiferromagnetism and superconductivity in heavy-fermions systems

## I Introduction

Pressure-induced superconductivity was discovered in the magnetic heavy-fermion (HF) compounds, such as CeCu2Ge2, CePd2Si2, CeIn3, CeRhIn5 and UGe2 jaccard92 ; Mathur98 ; grosche96 ; hegger00 ; Saxena01 . There is increasing evidence that the superconductivity in HF compounds takes place nearby a magnetic phase or even coexists with it. By applying a pressure ($`P`$), a magnetic order is suppressed at a critical pressure $`P_c`$, where superconductivity is induced in the antiferromagentic (AFM)-HF compounds, such as CeCu2Ge2,jaccard92  CePd2Si2,Mathur98 , CeIn3,grosche96  and CeRhIn5 hegger00 . In order to gain profound insight into a relationship between magnetism and superconductivity in HF systems, systematic NMR/NQR experiments under $`P`$ are important, since they can probe the evolution of the magnetic properties toward the onset of SC phase and the character of spin fluctuations in the SC state.

The superconductivity in underlying compound CeCu2Si2 is considered to occur just at the border of the AFM phase at ambient pressure ($`P=0`$) jaccard92 . This was also corroborated by the existence of the magnetic phase (called as A-phase at zero magnetic field) adjacent to the SC state Nakamura88 ; Uemura89 . Furthermore, when magnetic field ($`H`$) exceeds its upper critical field $`H_{\mathrm{c2}}`$ , the $`H`$-induced normal state is replaced by magnetic phase A and successive phase B with increasing $`H`$ Bruls94 .

From the Cu-NQR measurements ishida99 , we showed that the A-phase at $`H`$ = 0 behaves as a marginal AFM state, where slowly fluctuating AFM waves propagate over a long distance and coexist with the SC state. It is quite unusual that their characteristic frequencies range in NQR frequencies of 3 $``$ 4 MHz. Therefore, this marginal AFM state, that sets in at $`T_m1.2`$ K well above $`T_c=0.65`$ K, causes the wipe-out effect in NQR intensity Nakamura88 ; ishida99 ; kawasaki01 . It was remarked that such extremely low-frequency magnetic fluctuations are also reported in high-$`T_c`$ cuprates La2-xSrxCuO4 where the wipe-out phenomenon of Cu-NQR intensity was also reported hunt99 ; curro00 . Thereby, the emergence of slowly fluctuating AFM waves seem to be one of characteristics for strongly correlated electron systems nearby the AFM phase. Recently, this exotic magnetic and SC properties have been extensively investigated through the transport, thermal, and NQR measurements under $`P`$ kawasaki01 ; steglich96 ; gegenwart98 . At pressures exceeding $`P`$ 0.2 GPa, the HF-SC state with line-node gap is recovered, coincident with the suppression of the slowly fluctuating AFM waves in Ce0.99Cu2.02Si2 kawasaki01 . Its normal state was well described in terms of the self-consistent renormalized AFM spin-fluctuation (SCR) theory moriya92 .

On the other hand, the Ge substitution for Si expands the lattice of the undoped sample to reduce a strength $`g`$ of the hybridization between $`4f`$ electrons and conduction electrons, corresponding to applying a negative chemical pressuretrovarelli97 . Contrary to applying $`P`$ to increase $`g`$, it would be expected that magnetic (RKKY) interactions of $`4f`$ moments become stronger as Ge content increases. In fact, in the previous paper kitaoka01 , we reported that the 2% Ge substitution leads to the emergence of AFM order at $`T_N=0.75`$ K, followed by the SC transition at $``$ 0.4 K. The shape of NQR spectrum, that is significantly broadened below $`T_N`$, revealed that the AFM region are not spatially separated from the non-AFM SC one. Thereby, the coexistence of both was shown to occur on a microscopic level. Because of this, the $`T`$ dependence of $`1/T_1`$ below $`T_c`$ does not obey a $`T^3`$ behavior, demonstrating to differ from the line-node-gap state revealed in the HF-SC regime induced by applying $`P`$ kawasaki01 . Persistence of magnetic excitations even in the SC state was thus evidenced from the significant enhancement in nuclear spin lattice relaxation rate $`1/T_1`$ below $`T_c`$.

In the literature kitaoka01 , we have proposed that (1) the exotic magnetic SC phases in Ce0.99Cu2.02Si2 which coexists with the marginal AFM state, (2) the microscopic coexistence of AFM and SC phase in the slightly Ge substituted compounds, and (3) the $`H`$-induced phase A are accounted for on the basis of the SO(5) theory that unifies superconductivity and antiferromagnetism kitaoka01 ; zhang . We believe that this model could shed light on current ideas regarding the magnetically mediated mechanism of the superconductivity in other strongly correlated electron systems besides the high-$`T_c`$ cuprates. In establishing whether or not these belong to a new phase of matter, however, further experiments are needed.

Remarkably, a recent $`\mu `$SR experiment has clearly demonstrated that the singlet superconductivity in Ce0.99Cu2.02Si2 coexists with the magnetic $`A`$-phase, or the marginal AFM state in our terminology, and it exhibits an intimate connection to the magnetism in Ce0.99Cu2.02Si2 koda . This result has strongly suggested that the superconductivity and the $`A`$-phase magnetism in CeCu2Si2 has a common background. In other words, we may remark that collective magnetic excitations inherent to the unconventional SC state exist at the magnetic critical point.

Recently Hegger $`et`$ $`al`$. found that a new HF material CeRhIn5 consisting of alternating layers of CeIn3 hegger00  and RhIn2 reveals an AFM-to-SC transition at a critical pressure $`P_c`$ = 1.63 GPa lower than in all previous examples jaccard92 ; Mathur98 ; grosche96 . The SC transition temperature $`T_c=`$ 2.2 K is the highest one to date among $`P`$-induced superconductors hegger00 . This finding has opened a way to investigate the $`P`$-induced evolution of both magnetic and SC properties over a wide $`P`$ range. The 115In NQR study of CeRhIn5 has clarified the $`P`$-induced anomalous magnetism and unconventional superconductivity mito01 . In the AFM region, the Néel temperature $`T_N`$ exhibits a moderate variation, while the internal field $`H_{int}`$ at In(1) site in the CeIn3 plane due to the magnetic ordering is linearly reduced in $`P=01.23`$ GPa, extrapolated to zero at $`P^{}=1.6\pm 0.1`$ GPa. This $`P^{}`$ is comparable to $`P_c=1.63`$ GPa at which the SC signature appears, which was indicative of a second-order like AFM-to-SC transition rather than the first-order one suggested previously hegger00 . At $`P=2.1`$ GPa, it was found that $`1/T_1`$ reveals a $`T^3`$ dependence below the SC transition temperature $`T_c`$, which shows the existence of line-nodes in the gap function mito01 .

On the other hand, CeIn3 crystallizes in the cubic AuCu3 structure and orders antiferromagnetically ($`T_N=10`$ K) at $`P=0`$ with an ordering vector Q=(1/2,1/2,1/2) morin88 . $`T_N`$ monotonically decreases with $`P`$ and superconductivity appears below $`T_c`$ 0.2 K at a critical pressure $`P_c=2.55`$ GPa, but the onset of the superconductivity was observed only by the resistivity measurement and is limited in a narrow $`P`$ range of about 0.5 GPa Mathur98 ; grosche96 ; Walker . The previous In-NQR result on CeIn3 revealed that the AFM order disappears around $`P^{}`$ = 2.44 GPa close to $`P_c`$ and the Fermi-liquid behavior was observed below 10 K at $`P=2.74`$ GPa Kohori-2 . However, no SC transition was seen. Thus, the bulk nature of the $`P`$-induced SC state in CeIn3 has not been confirmed yet by other measurements than resistivity. This is in contrast with the case of CeRhIn5 where the bulk nature of the SC phase was fully established mito01  which continues up to $``$5 GPa Muramatsu .

The interplay between magnetism and superconductivity is one of the typical and fascinating examples that have revealed the incredible behavior of strongly correlated electrons in condensed matters. The NQR experiments under $`P`$ is providing fruitful set of data on the evolution from the AFM to SC phase and the character of spin fluctuations in the SC state. In this paper, we compare systematically these $`PT`$ phase diagrams in CeRhIn5, CeIn3 and CeCu2Si2 in order to present what is the news.

## II CeRhIn5

The $`T`$ dependence of $`1/T_1T`$ below 12 K is shown in Fig.1 at $`P`$ = 0, 0.46, 1 .23 and 2.1 GPa. At $`P`$ = 0, 0.46 and 1.23 GPa shinji , it is clearly seen that an AFM order occurs at 3.8, 4.0 and 3.6 K, respectively, as indicated by a clear peak in $`1/T_1T`$ due to critical magnetic fluctuations toward the AFM ordering.

This indicates that $`T_N`$ reduces at $`P`$ = 1.23 GPa as $`P`$ approaches $`P_c`$ at which superconductivity sets in. This reduction in $`T_N`$ is not seen from the previous resistivity measurements hegger00 . At $`P=`$ 1.23 GPa, $`1/T_1T`$ shows a broad peak around $`T_{PG}`$ above $`T_N`$. This resembles the pseudogap behavior found in the high-$`T_c`$ copper oxide superconductors Timusk . Namely, when $`P`$ approaches the critical pressures $`P^{}`$ or $`P_c`$, the low-energy spectral weight of magnetic fluctuations is suppressed before an ordering occurs. We note that the pseudogap behavior has been found in either two- or lower-dimensional strongly correlated electron systems Timusk . Very recently, in CeRhIn5, anisotropic three dimensional AFM fluctuation was reported from neutron scattering at $`P`$ = 0 with an energy scale of less than 1.7 meV for temperature as high as 3 $`T_c`$ Bao-2 . On the other hand, as $`P`$ further increases up to $`P`$ = 2.1 GPa where the bulk SC transition appears, $`1/T_1T`$ continues to increase down to $`T_c=2.2`$ K without any signature for the pseudogap behavior as seen in Fig.1. The $`T`$ variation of $`1/T_1T`$ is consistent with the three dimensional AFM Fermi-liquid model of the self-consistent renormalized (SCR) theory for nearly AFM metals mito01 . Thus the $`P`$-induced evolution in the magnetic fluctuations, from a magnetic regime of reduced dimensionality to a more isotropic one, may take place in a narrow $`P`$ window of $`1.22.1`$ GPa, when the AFM order evolves into the SC one. Recent precise NQR measurement in this $`P`$ window has revealed a homogeneous coexistence of AFM and SC order on a microscopic level mito02 .

## III CeIn3

Fig.2 indicates the $`T`$ dependence of $`1/T_1T`$ shinji . For all values of $`P`$, $`1/T_1T`$ increases down to $`T_N`$, giving no indication for the pseudogap behavior.

At $`P=2.35`$ GPa where the zero resistance is observed, it has been confirmed that the magnetically ordering survives with a relatively high value of $`T_N=5`$ K. The SC transition is, however, not found by the high-frequency ac-susceptibility measurement down to 100 mK using the in-situ NQR coil, despite that a zero resistance was observed in the same sample at $`T_c`$ 0.15 K. From the present experiment, we conclude that the $`PT`$ phase diagram and the nature of the SC phase in CeIn3 differs from in CeRhIn5, in many aspects, reflecting their contrasting electronic and magnetic properties; we speculate that the SC phase in CeIn3 that accompanies the Meissner diamagnetism, if any, is even narrower than suggested by the resistivity measurement shinji .

## IV The AF- and SC-phase diagrams of CeRhIn5 and CeIn5

The respective $`PT`$ phase diagrams for CeRhIn5 and CeIn3 are presented in Figs.3a and 3b shinji . For CeRhIn5, $`T^{}`$, that is scaled to the bandwidth of HF state, slightly increases with increasing $`P`$ up to 1.0 GPa, as does $`T_N`$ which coincides with the previous result hegger00 . However, $`T_N`$ decreases above $`P=1.23`$ GPa. At the same time, a pseudogap behavior emerges below $`T_{PG}5.5`$ K.

As $`P`$ is further increased, $`T^{}`$ moderately increases with $`dT^{}/dP`$8K/GPa. It is noted that $`T^{}`$ is equivalent to the temperature $`T_{max,\rho }`$ at which the resistivity exhibits a maximum value and also $`dT^{}/dPdT_{max,\rho }/dP`$ hegger00 . We remark that these values are close to those in CeCu2Si2 kawasaki01  which is a superconductor at $`P=0`$ and reveals a SC state over a wide $`P`$ region as well Thomas . In CeRhIn5, the anisotropic 3D-AFM fluctuations may survive until the system is close to the SC state, where the pseudogap behavior is emergent. Above $`P^{}`$ or $`P_c`$ where the bulk superconductivity appears, the AFM spin correlations become more isotropic and the $`T`$ dependence of 1/$`T_1T`$ for $`T>T_c`$ can be explained on the basis of the 3D-SCR theory for nearly AFM metals mito01 . While the isotropic AFM fluctuation regime is fully established, the bulk SC is insensitive against $`P`$. For CeIn3, the steep increase of $`T^{}`$ above $`P`$ = 1.9 GPa indicates an evolution of the system into an itinerant magnetic regime where the SC state becomes emergent. Moreover, close to $`P_c`$, the normal-state resistivity, $`\rho `$ in CeIn3 at low $`T`$ is also consistent with the 3D-AFM fluctuation model grosche96 . However, when the pressure is further increased above $`P_c`$, a Fermi-liquid behavior of the resistivity returns more rapidly in CeIn3 than in CeRhIn5 and CeCu2Si2 grosche96 . This is also corroborated by the observation of $`T_1T`$ = constant behavior at $`P=2.65`$ GPa in CeIn3. We should remark that an upper temperature scale $`T_{max,\rho }`$ below which local magnetic fluctuations are increasingly frozen out, is as high as $`70100`$ K over the $`P`$ range from 0 to 3 GPa grosche96 . This large difference between $`T^{}`$ and $`T_{max,\rho }`$ in CeIn3 contrasts strongly with the coincidence of the both in CeRhIn5, resulting in the steeper change of $`T^{}`$ as a function of $`P`$ in CeIn3 compared with those in CeRhIn5 and CeCu2Si2. A reason for such a narrow SC region in CeIn3 is proposed as due to the small window for the 3D-AFM fluctuation regime because of its large rate of $`dT^{}/dP`$. This small window for the 3D-AFM fluctuation regime against $`P`$ in CeIn3 may be related to its cubic crystal structure which is more sensitive to external $`P`$ than a tetragonal structure.

Based on magnetically mediated SC theoretical models Model , it is predicted that 2D-AFM fluctuations are superior to 3D-AFM fluctuations in producing SC Monthoux . Therefore, the enhancement of $`T_c`$ in layered CeMIn5 over CeIn3 has been suggested to be due to their quasi-2D structure hegger00 ; Cornelius ; Petrovic . Here we propose that the small window for the spin fluctuations regime in CeIn3 may, at least partly, be responsible for its lower $`T_c`$ , which should also be taken into account in modeling the SC in these compounds.

## V The AF and SC phase diagram in CeCu2Si2

Fig.4 shows the phase diagram determined as functions of Ge content $`x`$ for CeCu2(Si1-xGex)2 and of $`P`$ at $`x`$ = 0 kawasaki02 . Here we expect that a primary effect of the Ge doping is to expand the lattice and that its chemical pressure is $`7.6`$ GPa per 100% Ge doping as suggested from the $`P`$ dependence of $`\nu _Q`$ in CeCu2Ge2 and CeCu2Si2.kitaoka95

In fact, the recent NQR experiment under $`P`$ has been carried out on $`x`$ = 0.02 where the AFM order below $`T_N`$ 0.75 K coexists with the superconductivity below $`T_c`$ 0.4 K kawasaki02 . As indicated in Fig.5, at pressures exceeding $`P`$ = 0.56 GPa, the AFM order is suppressed and concomitantly the unconventional SC state evolves into a typical HF one with the line-node gap. This result demonstrates that the occurrence of the AFM order is due to the lattice expansion caused by doping Ge and that there exist gapless magnetic excitations in the underlying coexisting state of AFM and SC order at $`P`$ = 0.

The characteristic temperature, $`T^{}`$ which is scaled to the bandwidth of HF state, increases continuously with decreasing $`x`$ or applying $`P`$. $`T_N`$ is determined as the temperature below which $`H_{int}(T)`$ appears and at which $`1/T_1`$ exhibits a peak kitaoka01 ; kawasaki02 . The AFM order suddenly sets in once $`x>0`$, whereas, at $`x=0`$, it becomes marginal without any trace of $`H_{int}`$ down to 0.012 K. The marginal AFM state develops below $`T_m`$ in the ranges of $`0x<0.06`$ and $`0<P<0.2`$ GPa, which are shaded by a color in Fig.4. The appearance of it is shown to be limited to the border of the magnetic critical point at $`x`$ 0. Approaching $`x`$ = 0, it is noteworthy that the AFM order seems to disappear as a result of $`T_N`$ approaching $`T_c`$. Nevertheless, the SC phase can coexist with either the marginal or the AFM state in $`0x<0.06`$, characterized by gapless magnetic excitations. This fact indicates that both magnetism and superconductivity has a common background.

In the $`P`$ range $`0<P<0.2`$ GPa, however, it should be stressed that such the marginal AFM state is expelled below $`T_c`$ at $`H=0`$, but when $`H`$ turns on to suppress the superconductivity, a first-order like SC to magnetic phase A is induced Bruls94 ; steglich96 ; gegenwart98 . With further increasing $`P`$ in $`P>0.2`$ GPa, the AFM marginal state is completely suppressed and at the same time, the HF superconductivity is recovered, exhibiting the line-node gap. In the shaded zone, the exotic interplay occurs between antiferromagnetism and superconductivity.

Next, we shed further light on the coexisting state by comparing with the typical AFM-HF-SC compound UPd2Al3 where the AFM order sets in below $`T_N`$ 14.5 K, followed by the onset of typical HF-SC transition below $`T_c`$ 1.98 K geibel ; sato ; metoki . In UPd2Al3, the coexistence of the AFM order with the superconductivity has been established by various measurements sato ; tou ; matsuda ; caspary . The Al- and Pd-NQR results showed that $`1/T_1`$ decreases rapidly due to an opening gap at a part of the Fermi surface below $`T_N`$ and follows the $`1/T_1T^3`$ below $`T_c`$, consistent with the line-node gap.tou ; matsuda  In UPd2Al3, note that an average occupation of $`5f`$ electrons per U atom is slightly less than three and larger than one in Ce HF systems yotsuhashi . With some relevance with this, nearly two localized $`5f`$ electrons are responsible for the AFM order with a relatively large spontaneous moment of 0.85$`\mu _B`$ per U atom. Since the spin-wave excitations in the AFM state is gapped, the particle-hole excitations in HF state are dominant well below $`T_N`$, as actually evidenced from the $`T_1T=`$constant behavior typical for the Fermi-liquid state. Therefore, the $`1/T_1`$ in the SC state is not affected by the magnetic excitations even in the coexisting state, but reflects its line-node SC gap structure. However, the situation in underlying CeCu2Si2 is completely different, because one $`4f`$ electron per Ce ion play vital roles for both the magnetism and the superconductivity, leading to the novel interplay between the magnetism and the superconductivity revealed in CeCu2Si2.

Finally, we compare the present results with those on Ce0.975Cu2Si2 (Ce0.975) where an AFM order was reported below $`T_N`$ 0.6 K ishida99 ; modler95 . Unlike the Ge substituted samples, however, any signature of superconductivity was not observed up to $`P`$ = 2 GPa in Ce0.975, and the AFM order persists kawasaki03 .

This is in strong contrast with that the superconductivity is robust against increasing Ge content. Furthermore, the recent NQR result under $`P`$ at $`x=0.02`$ has revealed that the AFM order is suppressed and the HF superconductivity with the line-node gap is recovered at $`P`$ = 0.56 GPa as seen in Fig.5 kawasaki02 . These results indicate that the AFM order in Ce0.975 is driven by some disorder effect that destroys the superconductivity. By contrast, the AFM order at $`x=0.02`$ is primarily due to the lattice expansion. Therefore, the magnetic order can coexist with the superconductivity without destroying it.

The AFM and SC phases that emerge in the shaded zone including in $`0<P<0.2`$ GPa in Fig.4 may be new states of matter. In the literature kitaoka01 , in fact, we have proposed that the microscopic coexistence of AFM and SC phase in the slightly Ge substituted compounds, and the magnetic field-induced phase A that was revealed in the $`P`$ range $`0<P<0.2`$ GPa are accounted for on the basis of the SO(5) theory that unifies superconductivity and antiferromagnetism.kitaoka01 ; zhang  The present results have revealed, we believe, that the magnetic critical point is located near $`x`$ 0 and the marginal AFM state existing in $`0x<0.06`$ below $`T_c`$ may be identified as a collective magnetic mode in the coexisting phase, whereas it in $`0<P<0.2`$ GPa turns out to be competitive with the onset of SC phase at $`H`$ = 0 Bruls94 ; kawasaki01 ; steglich96 ; gegenwart98 . This latter fact is relevant to the emergence of a $`H`$-induced first-order like SC to magnetic phase A transition Bruls94 ; steglich96 ; gegenwart98 . Concerning the interplay between magnetism and superconductivity, we would propose that the marginal AFM state in the SC state at $`x`$ = 0 may correspond to a pseudo Goldstone mode due to the broken SO(5) symmetry, and to the gapless magnetic excitations due to the broken spin symmetry in the coexisting state in the range of $`0<x<0.06`$. Due to the closeness to the magnetic critical point, the marginal AFM state in the SC state should be such a gapped mode that is characterized by extremely tiny excitation energy. We thus believe that this SO(5) model could shed light on the intimate interplay between magnetism and superconductivity in CeCu2Si2 that is the long-standing issue over a decade. In order to get further insight into the marginal AFM state and the sudden emergence of AFM order that both coexist with the superconductivity, extensive NQR experiments for Ge-doped system under pressure are now in progress.

## VI conclusion

In CeRhIn5 that is already in the itinerant magnetic regime at $`P=0`$, $`T_N`$ slightly increases with $`P`$ at lower pressures which is in accordance with the previous report hegger00 . However, $`T_N`$ starts to decrease above $`P`$ = 1.23 GPa approaching the critical value at which superconductivity sets in. At the same time, the pseudogap behavior emerges. By contrast, in CeIn3, the localized magnetic character is robust against the application of $`P`$ up to 1.9 GPa, beyond which $`T^{}`$, which marks an evolution into an itinerant magnetic regime, increases rapidly. We remark that the SC emerges in such the itinerant regime. The window for the 3D-AF fluctuation regime in CeIn3 is much narrower than in CeRhIn5. These results suggest that the different robustness of the spin fluctuations regime against $`P`$ should be taken into account in explaining the difference of $`T_c`$ in CeRhIn5 and CeIn3.

In CeCu2Si2, once its lattice parameter of $`x`$ = 0 is slightly expanded, the AFM order sets in at $`T_N0.7`$ K, followed by the onset of superconductivity below $`T_c=`$ 0.5 K. This sudden emergence of AFM order due to the slight 1%-Ge substitution reinforces the existence of the marginal AFM state in the undoped Ce0.99Cu2.02Si2 ($`x`$ = 0) where slowly fluctuating AFM waves propagate over a long distance. The measurement of the NQR spectrum below $`T_N`$ is a most reliable way to exclude the presence of phase segregation between a paramagnetic SC and an AFM region. It is remarkable that when $`T_N`$ approaches $`T_c`$ at the magnetic critical point ($`x0`$), the AFM order suddenly disappears, indicative of a first-order like transition in the magnetic phase, in contrast with the robustness of the SC one.

The $`1/T_1`$ result, that does not show any significant reduction below $`T_c`$, has demonstrated that the SC state coexisting with the AFM order differs from that with the line-node gap. @It reveals that the magnetic excitations are gapless due to the coexistence of AFM and SC phase. Apparently, the fact that both the marginal AFM state and the AFM order can continue to coexist with the superconductivity strongly suggests that both the magnetism and the superconductivity has a common mechanism.

## Acknowledgements

We thank A. Koda, W. Higemoto, and R. Kadono for valuable discussions on $`\mu `$SR results. This work was supported by the COE Research (10CE2004) in Grant-in-Aid for Scientific Research from the Ministry of Education, Culture, Sports, Science and Technology of Japan. One of the authors (Y. Kawasaki) has been supported by JSPS Research Fellowships for Young Scientists.


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# A Complexity View of Rainfall

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Published in Phycical Review Letters (Phys. Rev. Lett. 88(1), 018701-1 (2002)).

## Abstract

We show that rain events are analogous to a variety of nonequilibrium relaxation processes in Nature such as earthquakes and avalanches. Analysis of high-resolution rain data reveals that power laws describe the number of rain events versus size and number of droughts versus duration. In addition, the accumulated water column displays scale-less fluctuations. These statistical properties are the fingerprints of a self-organized critical process and may serve as a benchmark for models of precipitation and atmospheric processes.

\]

Rainfall and rainfall-related quantities have been recorded for centuries . All these measurements, however, have the disadvantage of low temporal resolution and low sensitivity. The rain measurements are based on the simple idea of collecting rain in a container and measuring the amount of water after a certain time. The time intervals between readings are typically hours or days. Even with the most sophisticated of these conventional methods, the fine details of rain events cannot be captured at all and very light rain might not be recorded due to evaporation or insufficient sensitivity of the instrument, making it impossible to address questions regarding single rain events.

Recently, high-resolution data have been collected with a compact vertically pointing Doppler radar MRR-2, developed by METEK. The instrument is operated by the Max-Planck-Institute for Meteorology, Hamburg, Germany at the Baltic coast Zingst (5443’N 1267’E) under the Precipitation and Evaporation Project (PEP) in BALTEX . Rain rate, liquid water content, and drop size distribution were obtained from the radar Doppler spectra, based on a method described by Atlas . At vertical incidence, the Doppler shift can be identified with the droplet fall velocity. As, in the atmosphere, larger drops fall faster than smaller drops, spectral bins can be attributed to corresponding drop sizes. For a given size, the scattering cross section of the droplets can be calculated by Mie theory . This yields the number density of drops which is proportional to the spectral power divided by the corresponding cross section. The rain rate $`q(t)=_in_iV_iv_i`$, where $`n_i`$ is the number density of drops of volume $`V_i`$ falling with velocity $`v_i`$. The detection threshold for rain rates under the pertinent operation parameters was $`q_{min}=0.005`$ mm/h. Below this threshold, $`q(t)=0`$ by definition.

Precipitation profiles up to some thousand meters altitude can be observed. At present, the quantitative retrieval is restricted to rain. Snow and hail can be identified from the form of the Doppler spectra but have been excluded from the quantitative analysis. The analyzed data refer to 250m above sea level and have been collected from January to July 1999 with 1-min resolution.

The processes that make a cloud release its water content are only very little understood. However, with the high temporal resolution of 1 min, single rain events can be identified and characterized. Previous work focused on the rainfall during a fixed period of time . What makes the present analysis fundamentally new is the identification of a rain event as the basic entity. We define an event as a sequence of successive non-zero rain rates. Sequences of zero-rain rates in between rain events are called drought periods. The event size is defined as the released water column in mm, $`M=_tq(t)\mathrm{\Delta }t`$, where $`\mathrm{\Delta }t=1`$ min, that is, the time-integral of the rain rate over an event. In Fig. 1, the number density of rain events per year $`N(M)`$ versus event size $`M`$, is displayed on a double-logarithmic plot. In a certain scaling regime, extending over at least three decades, the number density of rain events obeys a simple power law

$$N(M)M^{1.36},$$
(1)
represented by the solid line in Fig. 1.

Figure 2 displays the number density of inter-occurrence times (drought durations) $`N(D)`$ between successive rain events. The drought duration is power-law distributed

$$N(D)D^{1.42},$$
(2)
implying there is no typical duration of droughts. We were not able to detect a lower or an upper cutoff this relation. Both the lower end (1 min) and the upper end (two weeks) still lie within the scaling region of the power law. The observed deviation around a period of 1 day is related to the daily meteorological cycle.

It is compelling, that the distributions of sizes of rain events and drought periods are simple power laws. This result could prove very useful in relation to drought hazard assessment or flooding hazard assessment. In order to calculate the expected number $`\overline{N}(T)`$ of droughts with period $`D>d`$ in a given time period $`T`$, we would have to integrate $`N(D)`$. Assuming, for simplicity, that the upper cutoff diverges, $`N(D)=\text{const}D^{1.42}`$, we find $`\overline{N}(T)=TN(D>d)=T\frac{\text{const}}{0.42}d^{0.42}`$.

The question of having a reliable water supply is of utmost importance. H.E. Hurst  posed the following problem: How can one design a reservoir so that it never overflows or empties? He considered an incoming signal $`q(t)`$ over a time period $`\tau `$. In our case, $`q(t)`$ is the rain rate. The actual level of water in a reservoir (or a river ) is determined by

$$X(t,\tau )=\underset{u=1}{\overset{t}{}}\left(q(u)q_\tau \right)\mathrm{\Delta }t,$$
(3)
where $`\mathrm{\Delta }t=1`$ min and

$$q_\tau =\frac{1}{\tau }\underset{t=1}{\overset{\tau }{}}q(t)\mathrm{\Delta }t$$
(4)
denotes the average influx in the considered time period $`\tau `$. The water level needed for the reservoir never to empty is given by the range

$$R(\tau )=\underset{1t\tau }{\mathrm{max}}X(t,\tau )\underset{1t\tau }{\mathrm{min}}X(t,\tau ).$$
(5)
One can now determine the dimensionless ratio $`R(\tau )/S(\tau )`$ as a function of $`\tau `$, where $`S(\tau )`$ is the standard deviation of the influx $`q(t)`$ in the period $`\tau `$. For uncorrelated random events, this ratio increases as

$$R(\tau )/S(\tau )\tau ^H,$$
(6)
where the Hurst exponent $`H=1/2`$. However, Hurst  discovered that for water level fluctuation in the Nile, $`H0.77`$. Figure 3 displays the water level $`X(t,\tau )`$ in a virtual reservoir for the rain data with $`\tau =266,611`$ min.

Figure 4 demonstrates that $`R(\tau )/S(\tau )\tau ^H,H0.76`$ is obeyed over more than four decades with $`\tau [10\text{min},266,611\text{min}6\text{months}]`$.

It is important to notice that these fluctuations are a result of the fluctuating rain rate alone and imply a correlation between rain events over the whole temporal range studied in this letter. This extends Hurst’s result , which he found was valid in the temporal range $`\tau [1\text{year},1080\text{years}]`$.

It can be illustrated directly that the fluctuations of the reservoir are statistically invariant under a transformation that changes the time scale by a factor $`b`$ and the level by a factor $`b^H`$ . In Fig. 5, the x-axis of Fig. 3 has been re-scaled with a factor $`b`$ and the y-axis with a factor $`b^H`$, and the similarity is indeed striking!

The power-law number density of rain events is consistent with a self-organized critical process. The concept of self-organized criticality  refers to the tendency of non-equilibrium systems driven by slow constant energy input to organize themselves into a critical states where all scales are relevant. The characteristic feature of self-organized critical systems, even if their dynamics are incomprehensibly complex, is that the intermediately stored energy is eventually released in sudden bursts with no typical size.

A well-known example of such a system is the Earth’s crust. Currents in the liquid core of the Earth drive the crust slowly and fairly constantly. The energy deposited by these currents is intermediately stored in tension building up between the tectonic plates and then suddenly released in earthquakes. The number of earthquakes per year with a seismic moment $`S`$ exceeding $`s`$ is given by the Gutenberg-Richter law

$$N(S>s)s^B,$$
(7)
that is, there is no typical size for earthquakes. This suggests all the earthquakes have the same physical origin and that the Earth’s crust is poised in a critical state.

Avalanches in a pile of grains might also display self-organized criticality: when grains are dropped onto a pile, one by one, the pile ultimately reaches a stationary critical state in which its slope fluctuates about a constant angle of repose, with each new grain being capable of inducing an avalanche on any of the relevant size scales .

From the perspective of self-organized criticality, rain events do not look very different from earthquakes or avalanches. If a rain shower, regardless of its duration or intensity, is defined as an event, the correspondence to avalanches in granular media and avalanches in the crust of the earth is striking. The atmosphere is the system under investigation and corresponds to the Earth’s crust or the granular pile. It is driven by a slow and constant energy input from the Sun. In particular, water is evaporated from the oceans. The energy is stored in the form of water vapor in the atmosphere. It is then suddenly released in bursts when the vapor condenses to water drops. The power-law distribution of the number density of rain events versus size is equivalent to the Gutenberg-Richter law for earthquakes and the power-law distribution of avalanche size. There is no constant drizzle accounting for the constant evaporation but rain events of a wide range of sizes. One could imagine having a classification of rain events according to their size just as earthquakes are classified according to their position on the Richter scale.

In summary, we found that simple power laws describe the number density of occurrence of rain events of a given size and drought periods. Moreover, Hurst’s analysis from the 1950ies on water level fluctuations was extended by more than four decades, from a year down to minutes. This insight will inevitably inspire new research into the modeling of precipitation and atmospheric processes as well as serve as a benchmark for existing models and might be useful in e.g. drought and flooding hazard assessment. On a more general level, our analyses show that new insights can be obtained from taking the very general point of view of complexity and self-organization theory. It may serve as an example of how to use this approach in situations that seem too complex to be accessible to quantitative analysis.

O.P. would like to thank G. Peters for his support. K.C. gratefully acknowledges the financial support of U.K. EPSRC through grant nos. GR/R44683/01 and GR/L95267/01. The MRR data collection was supported by the EU under the Precipitation and Evaporation Project (PEP) in BALTEX.

To whom correspondence should be addressed, E-mail: k.christensen@ic.ac.uk.


text:
# Maximum bounds on the surface redshift of anisotropic stars

## I Introduction

It is well known that the surface redshift $`s`$ for a static perfect fluid sphere, whose density is positive and not increasing outwards, is not larger than $`s_m=2`$ . The bound holds for the interior Schwarzschild solution with constant fluid density $`\rho `$ and infinite central pressure. It occurs before the appearance of a horizon.

During the years, different arguments have been put forth for the existence of anisotropy in star models. It may be due to the presence of solid core, phase transitions, mixture of two fluids, slow rotation . The idea that the tangential pressure $`t`$ may be different from the radial pressure $`p`$ was suggested first by Lemaitre in 1933 . He discussed a model sustained solely by tangential pressures and with constant density. This model was generalized for variable density by Florides  and was recently revisited in Ref. . The application of anisotropic fluid models to neutron stars began with the pioneering work of Bowers and Liang  and was done both analytically and numerically . Some recent work may be found in Refs. .

In many papers it is stressed that arbitrarily big redshifts are obtained when $`t`$ grows to infinity . However, in realistic models $`t`$ should be finite, positive, and should satisfy the dominant energy condition (DEC) $`t\rho `$ or even the strong energy condition (SEC) $`2t+p\rho `$. These may be written together as $`t\epsilon \rho `$ where $`\epsilon =1`$ for DEC and $`\epsilon =1/2`$ for SEC (if the realistic condition for positive $`p`$ in the interior is accepted).

The bounds on $`s`$ in anisotropic models were studied in Ref.  in a more general setting which incorporates soap bubbles, monopoles and wormholes and the focus was that a horizon does not form. It generalized this result in the perfect fluid case  to anisotropic fluids. Similar conclusions were reached in Ref. .

In this paper we elaborate further on the method used in Ref.  and give concrete values for the maximum surface redshift when the tangential pressure satisfies either DEC or SEC.

In Sec. II the field equations are given in a convenient form and the bound on $`t`$ is implemented to derive an inequality for the mass-radius ratio.

In Sec. III this inequality is used to obtain maximum bounds on the surface redshift when SEC, DEC or a pseudoisotropy condition is satisfied by $`t`$. Several realistic models are discussed and it is shown that the bounds can not be saturated.

Sec. IV contains short discussion.

## II Field equations and the main inequality

The metric element in curvature coordinates is

$$ds^2=e^\nu d\tau ^2e^\lambda dr^2r^2\left(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2\right),$$
(1)
where $`\nu ,\lambda `$ depend only on the radial coordinate $`r`$. The Einstein equations read

$$\kappa \rho =\frac{e^\lambda }{r}\left(\lambda ^{}\frac{1}{r}\right)+\frac{1}{r^2},$$
(2)
$$\kappa p=\frac{e^\lambda }{r}\left(\nu ^{}+\frac{1}{r}\right)\frac{1}{r^2},$$
(3)
$$\kappa t=\frac{1}{2}e^\lambda \left(\nu ^{\prime \prime }\frac{\lambda ^{}\nu ^{}}{2}+\frac{\nu ^2}{2}+\frac{\nu ^{}\lambda ^{}}{r}\right),$$
(4)
where  means derivative with respect to $`r`$, $`\kappa =8\pi G/c^4`$ and we use units with $`G=c=1`$. Eq. (2) integrates to

$$ze^\lambda =1\frac{2m}{r},m=\frac{\kappa }{2}_0^r\rho r^2𝑑r.$$
(5)
Here $`m`$ is the mass function, $`m0`$ and consequently $`z1`$. Eqs. (3)-(4) give a linear second-order equation for $`ye^{\nu /2}`$:

$$2r^2zy^{\prime \prime }+\left(r^2z^{}2rz\right)y^{}+\left[2\left(1z\right)+rz^{}2\kappa \mathrm{\Delta }r^2\right]y=0.$$
(6)
Here $`\mathrm{\Delta }=tp`$ is the anisotropy factor. Finally, Eq.(3) may be written as

$$y^{}=\frac{1z+\kappa pr^2}{2rz}y.$$
(7)
For stability reasons $`p`$ must be positive and hence $`y^{}>0`$. Eq. (6) has a more compact form

$$z^{1/2}\left(\frac{z^{1/2}y^{}}{r}\right)=Dy,D=\left(\frac{m}{r^3}\right)^{}+\frac{\kappa \mathrm{\Delta }}{r}.$$
(8)
It is convenient to introduce the average density

$$<\rho >=\frac{3}{r^3}_0^r\rho r^2𝑑r=\frac{6m}{\kappa r^3}.$$
(9)
Then Eqs. (5), (8), (9) give

$$D=\frac{\kappa }{2r}\left(\rho <\rho >+2\mathrm{\Delta }\right).$$
(10)
A realistic requirement is that $`\rho `$ should be finite and positive. It must decrease monotonically or stay constant for stability reasons, $`\rho ^{}0`$. Then it is easily shown that $`<\rho >^{}0`$ and $`\rho <\rho >`$. Written in another way

$$\frac{d\mathrm{ln}m}{d\mathrm{ln}r}3.$$
(11)
Now, let us divide Eqs. (7) and (8):

$$r\left(\mathrm{ln}\frac{z^{1/2}y^{}}{r}\right)^{}=\frac{\rho <\rho >+2\mathrm{\Delta }}{p+<\rho >/3}.$$
(12)
There are two cases; $`D0`$ everywhere and $`D>0`$ somewhere. In the first case the r.h.s. of Eq. (12) is bounded from above by zero. Perfect fluids ($`\mathrm{\Delta }=0`$) form a subcase of this case. Anisotropic fluids with $`\mathrm{\Delta }0`$, which have radially dominated pressure, form another subcase. Even when $`\mathrm{\Delta }>0`$ in some regions there is a third subcase with $`D0`$. As was mentioned in the introduction, a realistic $`t`$ satisfies the inequality $`t\epsilon \rho `$. Then $`\mathrm{\Delta }t\epsilon \rho `$ and a sufficient condition for non-positive $`D`$ is

$$\frac{d\mathrm{ln}m}{d\mathrm{ln}r}\frac{3}{1+2\epsilon }.$$
(13)
When $`\epsilon =0`$ we return to the isotropic case and Eq. (11) although $`t=p`$ instead of $`t0`$. Eq. (13) shows that when the slope of $`m`$ in a logarithmic scale is not steep enough, no positive $`\mathrm{\Delta }`$ is able to ensure $`D>0`$. We shall show in the following section that models with $`D0`$ satisfy the Buchdahl bound on the redshift, while models with $`D>0`$ can develop in principle bigger redshifts.

Anisotropic models are subjected to three field equations but possess five characteristics $`z,y,t,p,\rho `$. Therefore, two of them or their combinations must be given explicitly. Eq. (13) is important for models with a given density profile. This profile should break at least once the criterion in order to possibly achieve redshifts bigger than $`2`$. Another possibility is to satisfy directly the condition $`D>0`$, which is more general, but can be checked without solving the field equations only when $`\mathrm{\Delta }`$ is the second given function.

When $`D>0`$ in some region, the following chain of inequalities holds

$$\frac{\rho <\rho >+2\mathrm{\Delta }}{p+<\rho >/3}\frac{2\left(tp\right)}{p+<\rho >/3}\frac{6t}{<\rho >}6\epsilon .$$
(14)
The isotropic case is regained again when $`\epsilon =0`$. Inserting the bound from Eq. (14) into Eq. (12) and integrating from $`r`$ to the boundary of the fluid sphere at $`r=R`$ yields

$$y^{}A\left(R\right)\left(\frac{r}{R}\right)^{6\epsilon }\frac{r}{z^{1/2}},A\left(r\right)=\frac{z^{1/2}y^{}}{r}.$$
(15)
At $`R`$ the interior fluid solution should be matched to the exterior Schwarzschild solution, which requires $`z\left(R\right)=12M/R`$. Here $`Mm\left(R\right)`$ is the total mass of the fluid sphere. Eq. (9) provides the inequality

$$\frac{2m}{r}\frac{2M}{R^3}r^2.$$
(16)
After these remarks, let us integrate Eq. (15) from the centre to the boundary and take into account that $`y\left(0\right)0`$. The result reads

$$\left(1\frac{2M}{R}\right)^{1/2}\frac{M}{2R^{3+6\epsilon }}_0^{R^2}\frac{x^{3\epsilon }dx}{\left(1\frac{2M}{R^3}x\right)^{1/2}}.$$
(17)
Eq. (17) is a particular case of Eq. (66) from Ref. . In this paper polar Gaussian coordinates were used, the bound in Eq. (14) was assumed to hold for some positive $`\epsilon `$, not connected in general with $`t`$, and the maximum of $`2m/r`$ was not obliged to be on the surface of the configuration. Eq. (17) can be written as an inequality just for $`\alpha 2M/R`$

$$4\alpha ^{3\epsilon }\left(1\alpha \right)^{1/2}_0^\alpha \frac{x^{3\epsilon }dx}{\left(1x\right)^{1/2}}.$$
(18)
This is the main inequality to be used for finding redshift bounds.

## III Bounds and models

Eq. (18) provides maximum values for the mass-radius ratio $`\alpha `$ and the surface redshift

$$s=\left(1\alpha \right)^{1/2}1$$
(19)
both of which depend on $`\epsilon `$. In the perfect fluid case formally $`\epsilon =0`$ and Eq. (18) becomes

$$3\left(1\alpha \right)^{1/2}1.$$
(20)
This gives the values found by Buchdahl, $`\alpha _m=8/9`$, $`s_m=2`$. When anisotropy is present and $`t`$ is untied from $`p`$, $`\epsilon >0`$ and there is possibility for higher redshifts. In general, the integral on the r.h.s. of Eq. (18) is expressed through the hypergeometric function. When $`3\epsilon `$ is an integer it becomes a sum of different powers of $`1\alpha `$. Thus, when DEC holds for $`t`$ ($`\epsilon =1`$) we have

$$\left(1\alpha \right)^{1/2}\left[\alpha +2\alpha ^3\frac{1}{7}\left(1\alpha \right)^3+\frac{3}{5}\left(1\alpha \right)^2\right]\frac{16}{35}$$
(21)
and the maximum bounds are $`\alpha _m=0.974`$ and $`s_m=5.211`$. These values were found in Ref. .

An useful relation which follows from the field equations is the Tolman-Oppenheimer-Volkoff (TOV) equation

$$p^{}=\left(\rho +p\right)\frac{1z+\kappa pr^2}{2rz}+\frac{2\mathrm{\Delta }}{r}.$$
(22)
It shows that for realistic and, hence, finite at the centre $`p,p^{}`$ we have $`\mathrm{\Delta }\left(0\right)=0`$. Furthermore, the radial pressure is obliged to vanish at the boundary. If the more imperative SEC holds for $`t`$ , $`\rho p+2t`$ gives $`t\frac{1}{2}\rho `$ and even $`t\left(0\right)\frac{1}{3}\rho \left(0\right)`$. Let us accept the stronger bound, which holds in the interior of perfect fluids, and call this a pseudoisotropic case, with $`t,p`$ being of the same magnitude, although not equal. Then $`\epsilon =1/3`$ and Eq. (18) becomes

$$\left(1\alpha \right)^{1/2}\left(1+\frac{7}{2}\alpha \right)1,$$
(23)
which yields $`\alpha _m=0.946`$ and $`s_m=3.310`$. These values are still above the Buchdahl ones.

The general value of $`\epsilon `$ for SEC, however, is $`1/2`$ and this case is the most realistic one. Now $`3\epsilon `$ is not an integer, but the integral in Eq. (18) is once more expressed in terms of elementary functions and gives

$$4\left(1\alpha \right)^{1/2}\alpha ^{3/2}\frac{2\alpha ^3+\alpha ^23\alpha }{4\sqrt{\alpha \alpha ^2}}+\frac{3}{8}\mathrm{arcsin}\left(2\alpha 1\right)+\frac{3\pi }{16}.$$
(24)
Computer calculations show that $`\alpha _m=0.957`$ and $`s_m=3.842`$. The last number is the main result of this paper. It shows an almost double increase in the Buchdahl bound when anisotropy is allowed and $`t`$ satisfies SEC. The other assumptions made were $`\rho >0,p0,\rho ^{}0`$ and the inevitable $`tp`$. Of course, $`D>0`$ should also be true, otherwise the bound collapses to the Buchdahl’s one. Thus, realistic anisotropic star models can possess higher redshifts than the isotropic ones but it is limited and never reaches infinity.

It is said sometimes for perfect fluids that the Buchdahl bound is optimal because there is a model which saturates it. Eq. (12) shows that for such a model $`\rho =<\rho >`$ which is possible only for constant $`\rho `$. Thus we arrive at the Schwarzschild incompressible sphere with the central pressure as a free parameter. Only the model with $`p\left(0\right)=\mathrm{}`$ saturates the bound. A possible explanation is that $`y\left(0\right)0`$ and the equality is required for saturation. This leads to singular metric and it is probably induced only by singular central pressure. When the pressure is required to satisfy SEC one has only $`s_m=1/2`$ . We leave aside the problem that constant density leads to infinite speed of sound $`v=\left(dp/d\rho \right)^{1/2}`$, while a realistic speed of sound is bound by $`1`$, the speed of light in our units. In conclusion, there is no realistic model, saturating the Buchdahl bound.

What is the situation for anisotropic models? According to Eq. (12) a saturating model must satisfy

$$\rho <\rho >+2\mathrm{\Delta }=6\epsilon \left(p+\frac{1}{3}<\rho >\right).$$
(25)
However, this is not possible at the center because there the l.h.s. vanishes, while the r.h.s. is positive. Again the explanation may be connected with the requirement $`p\left(0\right)=\mathrm{}`$ because of $`y\left(0\right)=0`$. Then $`\mathrm{\Delta }\left(0\right)<0`$ and $`D\left(0\right)<0`$ since $`t\left(0\right)`$ is finite, but this contradicts the nature of the saturation ($`D>0`$).

One may ask for models which satisfy the limiting assumptions made during the derivation of Eq. (14). Namely, $`\rho =const=\rho _0`$, $`p=0`$ and $`t=\epsilon \rho _0`$. These are three conditions while only two of the fluid’s characteristics can be fixed beforehand. If we take the first two conditions, we arrive at the Lemaitre model . Eq. (22) then gives

$$t=\frac{1z}{4z}\rho _0.$$
(26)
Obviously $`t`$ is not as required. Using the bound on $`t`$ gives

$$\alpha \frac{4\epsilon }{1+4\epsilon }.$$
(27)
This inequality yields $`\alpha _m=0.8`$, $`s_m=1.236`$ for DEC and $`\alpha _m=0.667`$, $`s_m=0.732`$ for SEC. These values are higher than the ones of the realistic Schwarzschild interior solution, but faraway from the absolute bounds derived above. Two models possessing the values when DEC holds were given recently  (models I and IV).

Most successful is the Bondi model  which also has a constant density, but the second given function is the constant ratio $`Q=\left(p+2t\right)/\rho _0`$. The region $`Q1`$ is studied, which is equivalent to SEC. The redshift increases with $`Q`$ and numerical simulation gives $`s_m=1.352`$ for $`Q=1`$. Close to this result stands Example 2 from Ref.  with $`s=1.2`$. It utilizes a nonlocal equation of state and a density profile used in Refs. .

Finally, the conformally flat anisotropic models are worth being mentioned . The vanishing of the Weyl tensor implies

$$\frac{\kappa \mathrm{\Delta }}{r}=2\left(\frac{m}{r^3}\right)^{}.$$
(28)
The two terms in $`D`$ are of the same nature, but do not compensate each other. All characteristics of the solution depend only on the density profile. $`D`$ is definitely positive, however, already the Buchdahl bound is reached with infinite central radial pressure. This is analogous to the behavior of the interior Schwarzschild solution which is the only conformally flat solution in the perfect fluid case .

## IV Discussion

The bounds found in this paper generalize the Buchdahl bound to anisotropic star models and show that claims for arbitrarily large redshifts are not realistic. The bounds are absolute, i.e. numbers depending on few simple realistic requirements. They do not depend on the details of the mechanism generating anisotropy, equations of state, central density and so on. We have not explored also the consequences of the condition $`0v1`$, necessary for the causal behavior of the fluid. In the perfect fluid case a lower bound $`s_m=0.854`$ was established heuristically when some of the above mentioned features are taken into account . Probably, such a study can be performed in the anisotropic case too. It may concern not only the surface redshift but also the maximum masses and moments of inertia of neutron stars.


text:
# Selection of high-𝑧 supernovae candidates

## 1 Introduction

High-$`z`$ Type Ia supernovae (hereafter SNe) have been shown to be very accurate tools for studying cosmological parameters (Perlmutter et al., 1999; Riess et al., 1998). As the sensitivity of the magnitude-redshift relation increases with the size of the redshift range probed, searches for SNe at redshifts $`z>`$ 1 become crucial to refine our understanding of cosmology (Goobar & Perlmutter, 1995; Goliath et al., 2001).

One of the difficulties in searches dedicated to high-$`z`$ SNe is to select candidates for subsequent follow-up. An $`I`$-band SN search down to $`m_I25`$ generates candidates in a broad redshift range: $`0.1<z<1.5`$. On a 1 square degree detection image, separated by three weeks from a reference image, there will be about a dozen Type Ia SNe on the rising part of the light curve.

Additional information is required to make the follow-up of $`z>`$ 0.85 SNe efficient. This is particularly important as the follow-up of candidates with space instruments, such as HST, needs to be decided upon very soon after discovery, leaving limited time for prior spectroscopic screening.

In this paper we discuss how broad-band photometry of the host galaxy, as well as the SN can be used in order to select targets with $`\sigma _z0.15`$ with high efficiency. We focus on the optical bands, producing mainly SNe up to $`z1.5`$. In Section 2 we discuss the SN rates that are used in our simulations. In Section 3 we study the use of host galaxy magnitudes and colors to estimate the redshift of a SN candidate, followed by a discussion in Section 4 on how deep a survey must be in order to obtain the required galaxy colors. In section 5 we discuss the use of SN magnitude and color for redshift estimation. Finally, a summary and conclusions are given in Section 6.

In this paper we assume a flat cosmology with $`\mathrm{\Omega }_M`$ = 0.3 and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ = 0.7, and a Hubble constant $`H_0=65`$ km s-1 Mpc-1 Magnitudes are given in the standard Vega based system.

## 2 SN rates

Models of high-$`z`$ SN rates predict an increase out to $`z`$ 1.5 (Madau, Della Valle & Panagia, 1998; Dahlén & Fransson, 1999). This increase reflects the observed increase in the star formation in galaxies out to these redshifts. (e.g. Madau, Pozzetti & Dickinson 1998). At higher redshifts the evolution of the star formation rate, and therefore SN rate, is more uncertain. This is mainly due to the uncertainty in the amount of dust extinction affecting observations of high-$`z`$ galaxies. A direct relation between star formation rate and SN rate is, however, only valid for core collapse SN (Types II, Ib/c), where the SN progenitor is a short lived star. For Type Ia SNe there is an unknown time delay between the formation of the SN progenitor star and the explosion of the SN. In the models cited above, a parameter $`\tau `$ is introduced to represent this time delay. Considered values of $`\tau `$ lie in the range 0.3-3 Gyr.

Calculating the absolute numbers for the SN rates involves a number parameters, such as the distribution of SN types, peak luminosities, light curves, IMF, cosmology, and most important, assumptions about dust extinction. Estimated rates could therefore have an uncertainty of about a factor 2-3. Using simulations described in Dahlén & Fransson (1999), we estimate that a detection image, taken three weeks after a reference image, should result in $`2045`$ SNe per sq. deg. Here we have used a limiting magnitude $`m_I=25`$, and a detection criteria where the SNe on the second image are $`>0.5`$ mag brighter than on the reference image. Approximately half of the SNe are Type Ia that are still brightening.

In this paper we are not directly affected by the absolute value of the SN rate at different $`z`$, since the aim here is to estimate the redshift for SN candidates already detected. However, in our simulations we estimate the redshift distribution of the observable SNe, therefore, the relative evolution of the SN rate with $`z`$ must be considered. In our models we use both a constant and an evolving Type Ia SN rate, where the latter is taken from the theoretical models in Dahlén & Fransson (1999).

Figure 1 shows the differential observable Type Ia SN rate vs redshift (arbitrary units) for models with constant SN rate (solid line) and evolving rates with $`\tau =1.0`$ Gyr (dashed line) and $`\tau =3.0`$ Gyr (dotted line). The distribution was generated with a Monte-Carlo (MC) simulation of $`10^5`$ SNe (for each model) up to a redshift $`z=2`$. The integrated rate is normalized to unity for all three cases.

Note that the shape of the distribution is given by two effects when going from intrinsic rates, to rates in the observer’s frame: the volume effect makes the number of high-$`z`$ SNe increase to $`z1.8`$, and the cosmological time dilation makes the rates fall as $`(1+z)^1`$.

## 3 Selection by host galaxy colors

Using the magnitude and colors of the host galaxy to select SN candidates has the advantage that a catalog listing probable high-$`z`$ galaxies can be constructed in advance. When a SN is detected, it possible to immediately determine if it is a high-$`z`$ candidate. Also, the host galaxy redshift gives an estimate of the absolute magnitude of the SNe, which can set constraints regarding SN type, since Type Ia’s have brighter peak luminosities than other SN types, except for a small fraction of extremely luminous core collapse SNe. This is important since an increasing fraction of the SNe will be Type Ib/c or II as one reaches for fainter magnitude limits.

Using host galaxy magnitudes requires deep images of the survey field from which colors can be obtained. The limiting magnitude of this field should typically be $`>1`$ mag deeper than the limiting magnitude of the SN search images in order to reach equivalent depth for the extended galaxies and the point source SNe. A natural way of obtaining a deep background field is to add the images from the subsequent search epochs.

When calculating the galaxy properties we are here primarily interested in the host galaxies of Type Ia SNe. Therefore, we include all types of galaxies, even though only Type Ia’s have been found to occur in ellipticals (e.g. Wang, Höflich & Wheeler 1997).

The accuracy of redshift determination by using host galaxy magnitude and colors depend on the limiting magnitude, the accuracy in the photometry and the choice of filters, and is a trade off between the required precision in redshift and the amount of observing time available.

### 3.1 One filter

Using the host galaxy magnitude in the band where the SN search is conducted can be used to calculate a rough probability of the SN being at high $`z`$. To quantify this we estimate the redshift distribution of galaxies as a function of the observed $`I`$-band magnitude. We simulate the field by distributing galaxies over a redshift range $`0<z<2`$, with absolute magnitudes according to a field luminosity function (LF). We choose a LF described by two Schechter functions (Schechter, 1976), one for early type galaxies with $`M_B^{}=20.2`$ and $`\alpha =0.8`$, and one for late type galaxies with $`M_B^{}=20.6`$ and $`\alpha =1.25`$. These values are consistent with results from Metcalfe et al. (1991). Note, however, that the uncertainties in these parameters, especially $`M_B^{}`$, are fairly large, and it is not clear if early-types or late-types have the brightest $`M_B^{}`$ (e.g. Metcalfe et al. 1991; Lilly et al. 1995; He et al. 2001). It is also expected that the LF evolve with redshift (Lilly et al., 1995). At first we do not include a luminosity evolution, but take this into account further down.

The two Schechter functions are normalized so that the fraction of early-type galaxies is 15%. The late-type galaxies are further divided so that 35% of the total number of galaxies are spirals and 50% Irregulars. This is approximately the same fractions as for galaxies in the HDF to $`z`$ 1 (Fernándes-Soto, Lanzetta & Yahil 1999).

Observed magnitudes are calculated by adding the distance modulus and type dependent K-corrections to the rest frame magnitudes. K-corrections are calculated from the E, Sbc, Scd and Im galaxy templates in Coleman, Wu & Weedman (1980). We also include a Sa template from Kinney et al. (1996). In the left panel of Figure 2 we plot the resulting redshift distribution for three magnitude bins, $`m_I`$ = 20–21 (dotted line), $`m_I`$ = 22–23 (dashed line) and $`m_I`$ = 24–25 (solid line). The mean redshifts in these bins are $`\overline{z}`$ = 0.38, 0.59 and 0.75, respectively. The percentages of galaxies with redshift $`z>`$ 0.85 are 0.6, 18 and 39%, respectively. Without any additional information these results indicate that a host galaxy should have $`m_I>24`$, in order to have a reasonably high probability of being at high redshift. Note that the peak in each distribution in Figure 2 is normalized to unity.

Next we take into account that SNe should be more frequent in galaxies with high intrinsic luminosity. We do this by weighting each galaxy with its rest-frame $`B`$-band luminosity. For Type Ia’s, with the unknown time delay between star formation and SN explosion, the relation between galaxy luminosity and SN rate is probably more complex than a pure proportionality. However observations show that Type Ia SN rates, as well as Type II rates, are close to proportional to the $`B`$-band luminosity (Cappellaro et al., 1993). Therefore, in order to compensate for galaxy luminosities, we use the assumption that Type Ia rates are proportional to $`B`$-band luminosities.

In the left panel of Figure 3 we show the resulting probability distribution for host galaxy absolute magnitudes. The solid line shows the total distribution, while the dashed and dotted lines show the distribution divided into early-type and late-type galaxies, respectively. The most probable host galaxy magnitudes lies in a range of $`\mathrm{\Delta }M\pm `$ 1.5 mag from $`M_B^{}`$. Note also that the shape of the LF creates a sharp cut-off at bright magnitudes. This can be used in a first rejection of host galaxies based on their apparent magnitudes. For example, a galaxy with apparent magnitude $`m_I20`$ would have to have $`M_B<22.5`$, in order to be at $`z>0.8`$, which according to the plot is unlikely. A strongly evolving LF could, however, move this cut-off to brighter magnitudes. In the right panel of Figure 3 we plot $`M_B`$ as a function of redshift for a galaxy with observed magnitude $`m_I=20`$, for five different galaxy types. The choice of magnitude, $`m_I=20`$, is here arbitrary, the plot can be scaled to any apparent $`I`$-band magnitude.

Using the probability function for host galaxy magnitudes, we plot the redshift distribution of SN host galaxies in the middle panel of Figure 2, using the same magnitude intervals as above. The distributions are here shifted towards higher redshift compared to the left panel. This is natural since intrinsically bright galaxies can be detected to higher redshifts. We must also consider that SNe are not likely to be detected at $`z>1.4`$ in optical searches to $`m_I25`$ (shown in a later section). Therefore, we may safely neglect host galaxies at these redshifts. To compensate for this we introduce a linear cut-off between $`z=1.3`$ and $`z=1.4`$, as illustrated this by the dash-dotted line in Figure 2. The mean redshifts in the three magnitude intervals, $`m_I=`$ 20–21, 22–23 and 24–25, are $`\overline{z}`$ = 0.54, 0.87 and 1.06, respectively. The percentages of probable host galaxies with $`z>0.85`$ are 3, 54 and 82% for the three magnitude bins, indicating that $`m_I22`$ should be sufficiently deep for a relatively high probability of a host galaxy being at high $`z`$.

So far we have used a non evolving LF, which here is equivalent to assuming a constant SN rate with redshift. Next we take the increase in galaxy luminosity at high-$`z`$ into account by using an evolving Type Ia SN rate ($`\tau =1`$ Gyr model from Dahlén & Fransson (1999)). The resulting host galaxy distribution is shown in the right panel of Figure 2. There is here a small shift towards higher redshifts compared to the case with constant SN rate. The mean redshifts in the three magnitude intervals are now $`\overline{z}`$ = 0.64, 0.96 and 1.12. The fractions of host galaxies with $`z>0.85`$ in the three bins are 9, 70 and 90%, respectively.

In Figure 4 we plot the probability that a host galaxy has a redshift $`z>0.75`$ (dotted line), $`z>0.85`$ (solid line) and $`z>0.95`$ (dashed line), as a function of apparent $`I`$-band magnitude. The host galaxies are here weighted with their intrinsic luminosities as above. We have used a constant SN rate in the left panel, and an evolving rate in the right panel.

In the following discussion of host galaxy colors it is important to take into account these results regarding the apparent magnitudes when estimating the redshift of SN host galaxies.

### 3.2 Two filters

With two filters we can use the color information of the host galaxy together with the apparent magnitude to better constrain the redshift. In addition to the $`I`$-band, we here assume that $`B`$ or $`V`$-band magnitudes are available. Figure 5 shows $`BI`$ and $`VI`$ colors as a function of redshift for the five different galaxy types. The figure clearly illustrates the strong evolution of the galaxy color with redshift. The main reason for the reddening with $`z`$ is the cosmological shift of the 4000Å break out of the $`B`$\- and $`V`$-bands at increasing redshift. At $`z1`$ the 4000 Å break moves into the $`I`$-band, and the curves flatten. The stronger break in early-type galaxies leads to a more pronounced color evolution in E and Sa galaxies. A problem when using a single color is the large spread between different galaxy types. Morphological information on the host galaxy makes the selection efficiency better, even though one should remember that there is no one-to-one correspondence between the morphological type and the spectroscopical type giving the colors (e.g., Dressler et al. 1999; Poggianti et al. 1999). Also, the presence of internal redding can affect the colors of a specified morphological type. Therefore, one should be careful when using a single color to estimate redshift.

Note also that the evolution is generally stronger in $`BI`$. However, this also leads to a rapid fainting of the galaxies in $`B`$, and long exposure times are needed in order to measure the colors.

### 3.3 Three filters

When the galaxy spectrum is cosmologically redshifted the colors change, as described in the previous section. This effect can be quantified by the evolution of observed colors in a color-color diagram. The left panel of Figure 6 shows the position of galaxies (E, Sa, Sbc, Scd and Im) in a two-dimensional color-color diagram of $`BR`$ vs. $`RI`$, while the right panel shows the same for $`VR`$ vs. $`RI`$. The ’x’s define the $`z=0`$ position for each galaxy type. The contours show the color-color evolution up to $`z=1.2`$, marked by an ’o’, where steps in $`z`$ of 0.2 are shown by a ’$`|`$’ mark.

Note that marks defining the same redshifts approximately fall on straight ”iso-redshift” contours going from the bottom left to the top right part of the figures. Including a larger sample of templates with intermediate types results in color-color curves with redshift marks approximately falling on these contours. Including internal redding in the templates also shifts the curves along the ”iso-redshift” contours. E.g., assuming $`E(BV)=0.3`$ in an Scd galaxy makes the colors become almost identical to an Sbc galaxy. Internal redding is therefore not a severe problem when estimating redshifts using color-color selection.

As can be seen in the plot, the bottom right part defines a region with $`z>0.85`$. Note also that using $`B`$ instead of $`V`$ results in a more distinct evolution (note different scales on the y-axis). As already mentioned, however, the trade-off with the $`B`$-band is that significantly more observing time is required. We discuss this in Section 4.

One should notice that there are many factors involved when using color-color selection, i.e filter choices, magnitude limits, accuracy in magnitudes, the galaxy types of interest and their absolute magnitudes. To quantify how three filter color-color selection can be used in order to select high-$`z`$ candidates we use MC simulations. In the example we choose to select host galaxies with $`z0.85`$. For this redshift limit, $`R`$ and $`I`$ filters should be used, since here the 4000 Å break has just left the $`R`$-band and is moving into the $`I`$-band. In the simulations, both the $`B`$\- and $`V`$-bands are used as the third filter. The $`U`$-band has not been considered due to the long exposure times that would be needed in that case.

#### 3.3.1 Color–color selection with $`BRI`$ and $`VRI`$

A total of $``$ 250000 galaxies were generated and distributed from early-type ellipticals to irregulars, with a distribution according to the LF described in Section 3.1, and in a redshift range $`0<z<1.4`$. Observed magnitudes are calculated by adding distance modulus and type dependent K-corrections. To each magnitude (i.e $`B`$, $`V`$, $`R`$ and $`I`$) of each galaxy, a random error is generated as to mimic the real uncertainties in photometry. We use a normal distribution with a sigma value varying from 0.06 mag at bright magnitudes, $`m_I<`$ 20, to 0.1 mag at our limit $`m_I`$ = 25. Besides the variation in colors due to spectral type and internal redding, there is also a possibility of an intrinsic variation in the colors within a specified spectral type. To account for this we add an extra dispersion of 0.1 mag to each color. This is consistent with the difference in colors between the template sets of Coleman, Wu & Weedman (1980) and Kinney et al. (1996), when comparing elliptical and Sbc galaxies individually. We distribute galaxies out to the cut-off at $`z1.4`$, described in Section 3.1. We consider two models with different SN rates. The first model has a constant SN rate, equivalent with a non-evolving LF. In the second model we weight each galaxy with the SN rate taken from the evolving model with $`\tau =1`$.

Figure 7 shows a representative fraction of the generated galaxies in a color-color diagrams in the case of a non-evolving LF. The circles represent galaxies with redshift $`z>0.85`$, crosses show the galaxies with $`z<0.85`$. Three lines are also shown in the figure as examples of selection criteria. On the right side of these lines the probability that a host galaxy has $`z>`$ 0.85 is 0.7, 0.8 and 0.9 for the left, middle and right lines, respectively. In the following we call these probability criteria $`p_{(0.7)}`$, $`p_{(0.8)}`$ and $`p_{(0.9)}`$. As expected, these criteria are almost parallel to the ”iso-redshift” contours for $`z0.85`$. Therefore, using a larger set of templates, or including internal redding do not affect the results since this mainly moves the galaxy colors along these contours.

The difference in selection efficiency between using $`B`$ and $`V`$ can be quantified by calculating the fraction of the simulated galaxies with known redshift $`z>0.85`$, that are actually picked out by the selection criteria. With $`BRI`$ selection, (40,64,86)% of the galaxies that have $`z>`$ 0.85 are picked out when using ($`p_{(0.9)},p_{(0.8)},p_{(0.7)}`$). With $`VRI`$ selection, the numbers are (31,47,73)%. For the model with evolving SN rate, there are relatively more SNe at high $`z`$, therefore the selection efficiency is higher in this model. We find that (51,86,99)% of the galaxies that have $`z>`$ 0.85 are picked out when we construct selection criteria ($`p_{(0.9)},p_{(0.8)},p_{(0.7)}`$) in $`BRI`$. With $`VRI`$, the percentages are (43,80,98)%.

Similar selection criteria can easily be produced for other choices of redshift, filters, photometric errors and limiting magnitudes. Note that it is important that the selection criteria are calculated for a limiting magnitude matching that of the real observations. For example, if the limiting magnitude is $`m_I`$ = 22, instead of $`m_I`$ = 25 as used here, then the lines representing the 0.9 probability criterion in the plot, will no longer be valid. Instead, these lines would represent a $``$ 0.6–0.7 probability.

Note also that the apparent magnitudes for the individual galaxies are not explicitly used in the color-color selections (except that they must be brighter than the limiting $`I`$ magnitude). Therefore, one should take the results regarding the absolute magnitudes of the host galaxy into account, e.g. the results described by Figure 3.

#### 3.3.2 Checking the simulation against HDF

To test the color-color selection against real observations we calculate selection criteria for the HDF-N using MC simulations as above, using a constant SN rate. We use the f450w, f606w and f814w filters, corresponding to $`B`$, $`V`$ and $`I`$. In Figure 8 we plot selection criteria analogue to Figure 7, i.e to the right of the three lines the probabilities are 0.7, 0.8 and 0.9, that a host galaxy has $`z>0.85`$, going from left to right lines. In the figure we have also plotted galaxies in the HDF with spectroscopic redshift $`0.0<z<1.4`$ and $`m_I<25`$. Photometry and redshifts for these galaxies are taken from the catalog published by Fernándes-Soto et al. (1999). Galaxies with spectroscopic redshift $`z>0.85`$ are marked by circles, while lower redshift galaxies are marked by crosses. In total there are 79 galaxies to the limiting magnitude, of which 22 are at $`z>0.85`$. The figure shows that the high-$`z`$ and low-$`z`$ galaxies occupy different regions in the color-color plot. To the right of the $`p_{(0.7)}`$ line, 65% of the real galaxies have $`z>0.85`$. For the $`p_{(0.8)}`$ and $`p_{(0.9)}`$ lines, 80 and 100% of the galaxies have $`z>0.85`$. Of the total number of galaxies with $`z>0.85`$, 100% lie to the right of $`p_{(0.7)}`$, while 91 and 36% lies to the right of $`p_{(0.8)}`$ and $`p_{(0.9)}`$, respectively.

### 3.4 Four or more filters

With a set of four or more filters available, it is possible to set both lower and upper limits on the redshifts of individual galaxies, using photometric redshift techniques (as compared to the three filters case where we estimate the probability that a galaxy has a redshift above, or below, some chosen limit). The photometric redshift technique has developed much during the last years, and has now been used in a variety of applications. There are basically two different approaches to the technique. In the empirical fitting method (e.g. Connolly et al. 1995; Connolly et al. 1997; Wang, Bahcall & Turner 1998; Brunner, Connolly & Szalay 1999) a training set of galaxies with known redshifts are used to derive a polynomial giving the redshift as a function of colors and magnitudes. In the template fitting technique (Puschell, Owen & Laing, 1982; Gwyn, 1995; Mobasher et al., 1996; Sawicki, Lin & Yee, 1997; Fernándes-Soto et al., 1999; Bolzonella, Miralles & Pelló, 2000; Fontana et al., 2000) a chi-square fit is made between observed colors and as set of galaxy templates redshifted over a range of redshift. The accuracy of the method to $`z<1.3`$ can reach $`\sigma _z0.05(1+z)`$ (Cohen et al., 2000), depending on the number of filters and photometric errors. With this accuracy, high-$`z`$ host galaxies can readily be found. The trade-off with the method is, of course, the large amount of observing time required to map a large sky coverage inat least four bands. A public available code, hyperz, for calculating photometric redshifts using the template fitting method is published by Bolzonella et al. (2000).

## 4 Galaxy magnitudes

In this analysis we have used a limiting magnitude $`m_I=25`$. Two questions should be addressed here. Is this deep enough to reach host galaxies at redshifts of interest, and what limiting magnitudes are required in the other filters in order to get the desired colors? In Table 1 we give the rest frame $`B`$ magnitudes as a function of redshift for different galaxy types, assuming an observed magnitude $`m_I=25`$. Comparing these results with Figure 3 shows that most host galaxies at $`z<1`$ should be reached, since we here reach an absolute magnitude $`M_B>19`$. To quantify this further we also list the fraction of SN host galaxies that can be detected at different redshifts, assuming three different limiting magnitudes, $`m_I=24`$, $`m_I=25`$ and $`m_I=26`$.

Next we investigate the limiting magnitudes that must be reached in different filters to get the colors of galaxies of different types, and at different redshifts. In Table 2 we list the apparent magnitudes in $`B`$, $`V`$ and $`R`$ for a galaxies with an observed magnitude $`m_I`$ = 25. We list the magnitudes for E, Sbc and Im galaxies. Sa and Scd galaxies have magnitudes approximately in between these.

Note that Table 2 does not imply that galaxies get brighter at higher redshift. If we consider two elliptical galaxies at, i.e., $`z`$ = 0.8 and $`z`$ = 1.4, that have the same apparent magnitude in the $`I`$-band, then the galaxy at $`z`$ = 1.4 will be 0.8 mag brighter in $`B`$, than the galaxy at $`z`$ = 0.8. This is a consequence of the turn-over at $`z>0.8`$ in the $`BI`$ color vs. redshift diagram (Figure 5).

Finally we estimate the limiting magnitudes in $`B`$, $`V`$ and $`R`$ that are required in order to detect 70, 80, 90 and 95% of the host galaxies with $`m_I25`$, in these three filters, at different redshifts. Results are listed in Table 3. Again, in some bands there is an apparent trend of brighter limiting magnitudes at higher $`z`$, which is explained by the use of a constant limit on the $`I`$-band. One must here take into account that a decreasing fraction of the total number of host galaxies are detected to this limit in $`I`$, as shown in the ”$`f(m_I=25)`$” column of Table 1.

It is also important to remember that the fractions given in Table 1, and the magnitudes given in Table 3, are calculated for SN host galaxies, i.e. where we have weighted each galaxy with its intrinsic luminosity. The fractions and magnitudes are therefore not valid for a pure galaxy search.

As an example, Table 3 shows that in order to get colors of 90 percent of the objects at $`z1`$, detected in a survey with limiting magnitude $`m_I=25`$, it is necessary to reach $`m_B28.1`$, $`m_V26.8`$ and $`m_R25.6`$. This information should be complemented with the results in Table 1, which shows that $`82`$% of the total number of host galaxies at $`z1`$ should be brighter than the limiting magnitude $`m_I=25`$. The typical telescope time needed to reach $`m_I=25`$ with an 8m class telescope is $`0.3`$h (1.1h) for a S/N = 5 (10). The total time required to get three color information in $`VRI`$ is $`1.5`$h (6h), assuming depths $`m_V27`$, $`m_R26`$ and $`m_I25`$. Adding the $`B`$-band requires an additional 2.2h (8.9h) of observing time, i.e. more than the other three band together. Numbers are taken from the Subaru telescope’s Suprime-Cam111Exposure Time Calculator at http://www.subaru.naoj.org/.

## 5 Using SN magnitude and color to estimate redshift

Similar to using host galaxy magnitudes and colors, it is possible to use these quantities of the SNe themselves to estimate the redshift and SN type. For example, Riess et al. (2001) concluded that the most distant known supernova, SN1997ff, was a Type Ia supernova at a redshift $`z=1.7\pm 0.1`$, based on the SN photometry. From the host galaxy, Riess et al derived a consistent photometric redshift, $`z=1.65\pm 0.15`$.

One difficulty is the temporal evolution of the SN light: one does not know at which phase in the lightcurve the SN was discovered. In this section we use the Monte-Carlo simulation package SNOC (Goobar et al., 2001) to compute the SN discovery and selection probabilities using the photometric and spectroscopic templates of “normal” Type Ia SNe described in Nugent et al. (2001). A potential selection bias due to color-brightness correlations could be a source of concern but is not considered in this work.

The simulated redshift distribution of the discovered Type Ia SNe in an $`I`$-band search is shown in the upper panel of Figure 9. To produce a conservative estimate of the number of SNe with redshift $`z>1`$, we have assumed that the SN rate per comoving volume is constant up to $`z1.5`$.

In the simulations, SNe are selected when the subtraction of SN photometry three weeks apart exceeds the threshold brightness in I-band, e.g. $`m_I<25`$222The selection criteria is thus not identical to the one described in section 2. The absolute peak magnitude of the Type Ia SNe is assumed to be $`M_B=19.33`$, with an intrinsic spread of $`\mathrm{\Delta }M_B^{rest}=0.40`$ mag. This large spread gives a conservative representation of the distribution of brightness for Ia supernovae prior to any lightcurve shape corrections. The intrinsic brightness spread at discovery is further enlarged by the wide range of possible supernova lightcurve phases.

For simplicity, we have assumed that all the SNe have the same lightcurve shape, i.e. constant “stretch” (or $`\mathrm{\Delta }m_{15}`$).

As discussed earlier, Type Ia SNe are found in a very broad redshift range if the selection of candidates is set by a threshold on the SN $`I`$-band magnitude alone. One way to narrow down the distribution is to impose a lower cut-off on the candidate’s brightness. However, this may not be sufficiently efficient as shown in the bottom panel of Figure 9, where we plot the redshift distribution of SN in two magnitude intervals, $`23<m_I<24`$ and $`24<m_I<25`$. Long tails towards the lower redshifts makes this approach not optimal. In addition, this sort of criteria is likely to introduce a selection bias which could severely worsen the precision of cosmological parameters to be estimated from the data set and the measurements of the SN rates. Next, we investigate the brightness and colors of Type Ia SN vs redshift. Figure 10 shows the optical color and magnitude evolution at the date of maximum for the redshifted rest-frame $`B`$-band light of a “normal” Type Ia SN.

We use SNOC to study the magnitudes and colors of the SNe at the discovery epoch assuming a three weeks gap between reference and discovery images. Figure 11 shows the average magnitude and its standard deviation in $`BVRI`$ and the $`BV`$, $`VR`$ and $`RI`$ color at the discovery epoch. Note that the intrinsic spread in the SN peak magnitude, as well as the measurement errors, are small compared to the magnitude range that emerges from all the possible reference and discovery epochs for the SNe.

### 5.1 Two and three band selection

Next we show examples of possible selection criteria using two and three filters. Figure 12 shows the selected range of redshifts demanding $`RI>0.8`$ (dashed line) and in addition demanding $`VI>1.5`$ (dotted line). The solid line shows the total distribution of Type Ia SNe with $`m_I25`$. We assume an uncertainty in the color from both intrinsic color dispersion and measurement Gaussian error of $`\sigma _M`$ = 0.1 magnitudes. In the bottom panel we fit a Gaussian probability density function to the redshift distribution of SNe after imposing both criteria. This fit shows that it is possible to select candidates around $`z1`$ with an accuracy $`\sigma _z0.12`$, if three bands are used. The $`VRI`$ selection rejects about 73 % of the detected SNe, but it is 82 (99)% efficient in keeping candidates with $`z0.9`$ ($`z1.0`$). Out of the selected sample, less than 6 (27) % are below $`z=0.9`$ ($`z=1.0`$).

If the selection is done based solely on $`RI`$, 41 % of the detected SNe are kept and the width of redshift distribution is $`\sigma _z0.15`$. The selection efficiency becomes nearly 100 % for $`z0.9`$. The fraction of selected SNe below $`z=0.9`$ ($`z=1.0`$) is then 21 (49) %. Thus, the V-band information does help in rejecting the lower redshift SNe tail while introducing a moderate decrease in overall efficiency. Given the faintness of $`z>1`$ SNe in $`V`$-band, $`V>27`$ mag, a simple $`RI`$ selection might be adequate in a realistic scenario.

Finally, we address the issue of non-Ia contamination. Figure 13a shows the simulated redshift distribution of discovered Type Ia (solid line) and core collapse (dashed line) SNe for a three week image separation search with limiting magnitude $`m_I<25`$. The non-Ia SNe were simulated in the same way as Type Ia SNe. All SN types were assumed to have constant rate per comoving volume in the considered redshift range. The adopted relative intrinsic rate was $`N_{Ia}/N_{\mathrm{core}}=1/2.6`$ for $`z<1.6`$. Within the non-Ia class, the various SN-types (Ib/c,IIL,IIn,IIP,87a-like) were given absolute peak magnitudes, dispersions and relative fractions according to Table 1 in Dahlén & Fransson (1999). For dust extinction by the SN host galaxy we assume a face on value $`A_{B0}`$ = 0.32. Inclination effects are taken into account by adding an extinction $`A_{Bi}`$ = 0.32$`[(cosi)^11]`$, where a random inclination, $`i`$, is assigned to each object.

The type of search we simulated produces a non-Ia candidate for every 2 Type Ia supernovae found333This number is rather sensitive to the limiting magnitude adopted. For example, for a limiting magnitude $`m_I<23`$ one expects only 1 non-Ia for every 5 Ia’s assuming constant rate per comoving volume for all SN types. Figures 13b and 13c show how the adopted color selections, $`VR>1.5`$ and $`RI>0.8`$ (and $`m_I<25`$) discriminate against the non-Ia supernovae, leaving a negligible contamination rate, even when a 0.3 magnitude uncertainty in color from either measurement or intrinsic dispersion is added (dashed curves).

## 6 Summary and conclusions

We have shown that deep wide-field SN searches will detect a number of SNe over a broad redshift range. E.g., an optical search to $`m_I25`$ will find Type Ia SNe to $`z1.5`$. In this paper we discuss the use of magnitudes and colors of the SNe, as well as the host galaxies, in order for a prompt selection of high-$`z`$ SN candidates, for subsequent spectroscopic follow-up. We first discuss the use of additional photometric information on the host galaxies. The advantage of using the host galaxies for redshift estimates is that a catalog of high-$`z`$ candidate galaxies can be constructed in advance, enabling a direct selection once a SN is discovered.

Using the available magnitude information in the search filter gives a first indication of the probability that a SN is at high $`z`$. Adding broad-band filters increases the probability for a correct selection. Due to the cosmological shift of galaxy spectra, galaxies appear redder when they are at higher redshift (in optical to $`z1`$). Using the color from two filters, together with the magnitude information, one can therefore set additional constraints on the redshift of the galaxy. Note, however, that different galaxy types have different colors, as well as evolution in color, which makes a single color difficult to use. The selection efficiency increases if the galaxy type is known, however, one must remember that there is no one-to-one relation between morphological type and colors.

If observations of the host galaxies are available in three filters, then it is possible to derive selection criteria from the position of the galaxy in a color-color diagram. As an example, we show how such criteria can be constructed to select host galaxies with $`z>0.85`$. Using $`B`$, $`R`$ and $`I`$ photometry, we construct a selection criteria so that the probability is 80% that a galaxy has $`z>0.85`$, and where $`6486`$ % of the total number of host galaxies above this redshift are actually selected. By changing the selection criteria it is possible to increase the probability that the host galaxy is at high-$`z`$, this will, however, lead to a decrease of the fraction of the total number of high-$`z`$ host galaxies that are selected.

With four or more available filters it is possible to estimate photometric redshift of the host galaxies. This results in an estimate of the redshift for each galaxy separately, as compared to the three filter case, where we instead calculate the probability that a host galaxy has a redshift above, or below, some chosen limit.

We also discuss the necessary depth of a search in order to detect host galaxies at $`z1`$, and the depths required in other filters in order to calculate colors. From the results listed in Table 1 & 3, we see that with a limiting magnitude $`m_I=25`$, about 80% the host galaxies at $`z1.0`$ can be detected, while at $`z1.3`$ the fraction is $``$ 60%. The required depths in the other optical filters to detect 90% of the galaxies with $`m_I=25`$ are $`m_B28.1`$, $`m_V26.8`$ and $`m_R25.6`$.

In a similar way, we show that colors of the Type Ia SNe can also be used to constrain the redshift. A selection criteria based on $`(V)RI`$ magnitudes in a SN search with limiting magnitude $`m_I25`$, leads to a possible narrowing of the redshift range of the candidates to $`\sigma _z0.15`$ at $`z1`$. Here 30-40% of the total number of SNe are selected, of which 75-90% have $`z>0.9`$. Multiband photometry of SNe is also very useful to distinguish between SNe of different types.

Selections based on the host galaxy magnitude and colors are preferable as they are less likely to introduce selection biases. Also, obtaining colors of the SNe requires deep multi-band observations of each candidate taken within a relatively short time interval, making this technique less feasible.

More observational data is needed in order to understand and quantify the possible color-brightness correlation of high-$`z`$ SNe and the resulting selection bias.

Finally, the accuracy of the redshift determination, both form the galaxy and SN photometric information, depends on several parameters: depths, number of available filters, accuracy in photometry etc, and is a trade-off between required accuracy and the amount of observing time available.

We wish to thank the anonymous referee for valuable comments and suggestions. We also thank Peter Nugent for providing us with spectral templates of Type Ia SNe. We are grateful to Saul Perlmutter and Göran Östlin for useful discussions. The work by TD is supported by the Swedish Research Council and the Swedish Board for Space Sciences. AG is a Royal Swedish Academy Research Fellow supported by a grant from the Knut and Alice Wallenberg Foundation.