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# The Observational Case for Jupiter Being a Typical Massive Planet

## 1 Exoplanets and the Standard Model of Planet Formation

The prevalence of infrared emission from accretion disks around young stars is consistent with the idea that such disks are ubiquitous. Their disappearance on a time scale of 50 to 100 million years suggests that the dust and gas accrete into planetesimals and eventually planets (Haisch et al. 2001). Such observations support the widely accepted idea that planet formation is a common by-product of star formation (e.g. Beckwith et al. 2000). In the standard model of planet formation, Earth-like planets accrete near the host star from rocky debris depleted of volatile elements, while giant gaseous planets accrete in the ice zones ($`4`$ AU) around rocky cores (Lissauer 1995, Boss 1995). When the rocky cores in the ice zones reach a critical mass ($`10m_{\mathrm{Earth}}`$) runaway gaseous accretion (formation of jupiters) begins and continues until gaps form in the protoplanetary disk or the disk dissipates (Papaloizou & Terquem 1999, Habing et al. 1999), leaving one or more Jupiter-like planets at $`410`$ AU.

We cannot yet determine how generic the pattern described above is. However, formation of terrestrial planets is thought to be less problematic than the formation of Jupiter-like planets (Wetherill 1995). Gas in circumstellar disks around young stars is lost within a few million years and it is not obvious that the rocky cores necessary to accrete the gas into a Jupiter can form on that time scale (Zuckerman et al. 1995). Thus, Jupiter-like planets may be rare. Planets may not form at all if erosion, rather than growth, occurs during collisions of planetesimals (Kortenkamp & Wetherill 2000). The present day asteroid belt may be an example of such non-growth. In addition, not all circumstellar disks produce an extant planetary system. Some fraction may spawn a transitory system only to be accreted by the central star along with the disk (Ward 1997). Also, observations of star-forming regions indicate that massive stars disrupt the protoplanetary disks around neighboring lower mass stars, aborting their efforts to produce planets (Henney & O’Dell 1999). Given these uncertainties, whether planetary systems like our Solar System are common around Sun-like stars and whether Jupiter-like planets are typical of such planetary systems, are important open questions.

The frequency of Jupiter-like planets may also have implications for the frequency of life in the Universe. A Jupiter-like planet shields inner planets from an otherwise much heavier bombardment by planetesimals, comets and asteroids during the first billion years after formation of the central star. Wetherill (1994) has estimated that Jupiter significantly reduced the frequency of sterilizing impacts on the early Earth during the important epoch $`4`$ billion years ago when life originated on Earth. The removal of comet Shoemaker-Levy by Jupiter in 1994, is a more recent example of Jupiter’s protective role.

To date (November, 2001), $`74`$ giant planets ($`M\mathrm{sin}(i)<13M_{\mathrm{Jup}}`$) in close orbits ($`<4AU`$) around 66 nearby stars have been detected by measuring the Doppler reflex of the host star (Marcy et al. 2001, Mayor et al. 2001). Seven stars are host to multiple planets (six doubles, one triple system). Approximately 5% of the Sun-like stars surveyed possess such giant planets (Marcy & Butler 2000). The large masses, small orbits, high eccentricities and high host metallicities of these 74 exoplanets was not anticipated by theories of planet formation that were largely based on the assumption that planetary systems are ubiquitous and our Solar System is typical (Lissauer 1995).

Naef et al. (2001) point out that none of the planetary companions detected so far resembles the giants of the Solar System. This observational fact however, is fully consistent with the idea that our Solar System is a typical planetary system. Fig. 1 shows explicitly that selection effects can easily explain the lack of detections of Jupiter-like planets. Exoplanets detected to date can not resemble the planets of our Solar System because the Doppler technique used to detect exoplanets has not been sensitive enough to detect Jupiter-like planets. If the Sun were a target star in one of the Doppler surveys, no planet would have been detected around it.

This situation is about to change. In the next few years Doppler planet searches will be making detections in the region of parameter space occupied by Jupiter. Thus

it is timely to use the current data to estimate how densely occupied that parameter space will be. The detected exoplanets may well be the observable $`5\%`$ tail of the main concentration of massive planets of which Jupiter is typical. The main goal of this paper is to correct or account for selection effects to the extent possible and then examine what the trends in the mass and period distributions indicate for the region of parameter space near Jupiter. Such an analysis is now possible because a statistically significant sample is starting to emerge from which we can determine meaningful distributions in mass, period as well as in eccentricity and metallicity. Our analysis helps answer the important question: How does our planetary system compare to other planetary systems?

In the next section we present our method for identifying a less biased subsample of exoplanets. In Section 2 we identify and extrapolate the trends in mass and period. In Section 3 we discuss our analysis and compare our results to previous work. In Section 4 we summarize our results.

## 2 Period-Mass Plane

### 2.1 Selection Effects

Doppler surveys are responsible for all $`74`$ exoplanets plotted in Fig. 1. To detect an exoplanet, its host star must be Doppler-monitored regularly for a period $`P_{\mathrm{obs}}`$ greater than or comparable to the orbital period $`P`$ of the planet. Thus, one selection effect on the detection of exoplanets is

$$P_{\mathrm{obs}}P.$$
(1)
The relationship between the observable line-of-sight velocity of the host star, $`K=v_{}\mathrm{sin}(i)`$, the mass of the planet, $`M`$, the mass of the host star, $`M_{}`$, the velocity of the planet, $`v_\mathrm{p}`$, and the semi-major axis of the the planet’s orbit, $`a`$, is obtained by combining $`v_\mathrm{p}=(2\pi /P)\left[a/(1e^{1/2})\right]`$ (where $`e`$ is orbital eccentricity) with momentum conservation, $`M_{}K=M\mathrm{sin}(i)v_\mathrm{p}`$, and Kepler’s third law $`M_{}=\frac{a^3}{P^2}`$ (in the limits that $`M_{}>>M`$, and where $`M_{}`$, $`a`$ and $`P`$ are measured in solar masses, AU and years respectively). Simultaneously solving these equations yields the induced line-of-sight velocity of the host star,

$$K=2\pi \frac{M\mathrm{sin}(i)}{M_{}^{2/3}}P^{1/3}\left[\frac{1}{(1e^2)^{1/2}}\right].$$
(2)
This equation is used to find $`M\mathrm{sin}(i)`$ as a function of the Doppler survey observables $`K,P`$ and $`e`$, with $`M_{}`$ estimated from stellar spectra. To detect an exoplanet, the radial velocity $`K`$ must be greater than the instrumental noise, $`K_\mathrm{s}`$. Thus, the Doppler technique is most sensitive to massive close-orbiting planets. Fig. 1 shows that we are now on the verge of being able to detect planetary systems like ours, i.e., Jupiter-mass planets at $`4`$ AU from nearby host stars. The grey regions of Fig. 1 partition the parameter space and represent the selection effects of the Doppler surveys. We use these partitions to identify a less biased subsample of 44 exoplanets within the rectangular area enclosed by the thick solid line.

The largest observed $`P`$ and the smallest observed $`K`$ of the exoplanets in Fig. 1 are inserted into Equations 1 & 2 to empirically define the boundary between the “Being Detected” and the “Not Detected” regions in Fig. 1. To define the “Detected” region of parameter space in which virtually all planets should have been detected (thus defining a less biased subsample of exoplanets) we consider planets with $`P<3`$ years with $`K>40`$ m/s, that have been observed for more than 3 years with an instrumental noise $`K_\mathrm{s}<20`$ m/s. The rectangle in Fig. 1 is the largest rectanglar area that approximately fits inside the “Detected” region. This method of cutting the data to remove biases is reminiscent of the astronomical practice of constructing a volume-limited sample from a magnitude-limited sample. The area within the rectangle subsumes the ranges $`3<P<1000`$ days and $`0.84<M\mathrm{sin}(i)/M_{\mathrm{Jup}}<13`$ and is subdivided into a minimum number of smaller areas (12 boxes) for histogram binning convenience (Figs. 3 & 4). Trends in $`M\mathrm{sin}(i)`$ and $`P`$ identified within this subsample are less biased than trends based on the full sample of exoplanets.

If Jupiter is a typical giant planet, the region around Jupiter in the $`PM\mathrm{sin}(i)`$ plane of Fig. 1 will be more densely occupied than other regions – the density of planets in the lower right will be larger than in the upper left. Although we are dealing with small number statistics, that trend is the main identifiable trend in Fig. 1; the number of exoplanets in the boxes increases from left to right and top to bottom. In the rest of the paper we quantify and extrapolate these trends into the lower mass bin and longer period bin enclosed by the dotted rectangles in Fig. 1.

### 2.2 Undersampling Corrections

Within the rectangle enclosed by the thick solid line in Fig. 1, two boxes in the lower right lie partially in the “Being Detected” region. Thus they are partially undersampled compared to the other boxes within the rectangle. We correct for this undersampling by making the simple assumption that the detection efficiency is linear in the “Being Detected” region. That is, we assume that the detection efficiency is $`100\%`$ in the “Detected” region and $`0\%`$ in the “Not Detected” region and decreases linearly inbetween. This linear correction produces the “+1” and “+5” corrections to the number of exoplanets observed in these two boxes and produces the dotted corrections to the histograms in Figs. 2, 3 and 4.

Eight new planets were detected while this paper was in preparation (Vogt et al. 2002, Tinney et al. 2002). These are distinguished in Fig. 1 by crosses plotted over the dots. Five of the eight justify our parameter space partitions by falling as expected, in the “Being Detected” region. The other three fall unexpectedly in the “Detected” region. If this region were fully detected newly detected planets would not fall there. However, two of the three (HD 68988 & HD 4203, both with $`M\mathrm{sin}(i)`$ between 1.5 and 2 $`M_{\mathrm{Jup}}`$) had only been observed for 1.5 years and therefore do not qualify for our least biased sample containing only host stars that have been monitored for at least three years. Therefore, these two apparent anomalies do not undermine our parameter space partitions. The third host lying in the “Detected” region lies near the “Being Detected” boundary. It has a two year period and was monitored for four years at the Anglo-Australian Telescope (AAT) (Tinney et al. 2002). Its observed velocity of $`50`$ m/s made it a $`15\sigma `$ signal with the AAT’s $`3`$ m/s sensitivity. Its appearance in the “Detected” region may be ascribable to late reporting or may reflect the need to combine the constraints from Eqs. 1 & 2 into a smooth curve rather than two straight boundaries. Subsequent exoplanets can be similarly used to verify the accuracy of our representation of the Doppler detection selection effects in the $`PM\mathrm{sin}(i)`$ plane.

### 2.3 Mass and Period Histogram Fits

The distribution of the masses of the exoplanets is shown against $`M\mathrm{sin}(i)`$ in Fig. 2 and against log $`M\mathrm{sin}(i)`$ in Fig. 3. The 6 planet correction (Section 2.2) to the $`M\mathrm{sin}(i)1`$ bin in both figures is indicated by the dotted lines. In Fig. 2 the solid curve and the enclosing dashed curves are the best fit and $`68\%`$ confidence levels of the functional form $`(dN/dM\mathrm{sin}i)(M\mathrm{sin}i)^\alpha `$ fit to the histogram of the corrected less-biased subsample (50 = 44 + 6 exoplanets). We find $`\alpha =1.5\pm 0.2`$. This means, for example, that within the same period range there are $`3`$ times as many $`M_{\mathrm{Jup}}`$ as $`2M_{\mathrm{Jup}}`$ exoplanets and similarly $`3`$ times as many $`0.5M_{\mathrm{Jup}}`$ as $`M_{\mathrm{Jup}}`$ exoplanets. This slope is steeper than the $`\alpha 1.0`$ of previous analyses (Section 3.2).

In Fig. 3 the line is the best fit of the functional form $`dN/d(log(M\mathrm{sin}i))=alog(M\mathrm{sin}i)+b`$ to the histogram. The best-fit slope, $`a=24\pm 4`$, is significantly steeper than flat. The extrapolation of this trend into the adjacent lower mass bin ($`0.34<M\mathrm{sin}(i)/M_{\mathrm{Jup}}<0.84`$) indicates that at least $`36\pm 3`$ exoplanets with periods in the range $`31000`$ days are being hosted by the target stars now being monitored. Since 13 have been detected to date in this mass range, we predict that $`23\pm 3`$ more have yet to be detected. Thus we predict that the continued monitoring of the target stars that produced the current set of exoplanets will eventually yield $`23`$ new planets in the parameter range $`3<P<1000`$ days with $`0.34<M\mathrm{sin}(i)/M_{\mathrm{Jup}}<0.84`$ (dotted horizontal rectangle in Fig. 1).

The trend of increasing number of exoplanets per box as one descends in mass does not hold true in the highly undersampled longest period bin ($`1000<P<5000`$). The absence of this trend may be the result of small number statistics or an additional

hint that a smooth curve, rather than our two straight boundaries, more accurately describes the selection effects.

Extrapolation of the linear trend found in Fig. 4 indicates that 22 new planets will be discovered in the first bin to the right of the rectangle in Fig. 1 ($`1000<P<5000`$ days in the mass range $`0.84<M\mathrm{sin}(i)/M_{\mathrm{Jup}}<13`$). Following the trend in $`M\mathrm{sin}(i)`$ identified in Fig. 3, these 22 should be preferencially assigned to the lower masses in this range. Extrapolation of the trend in period into an even longer period bin, which would include Saturn, is more problematic.

## 3 Discussion

### 3.1 Eccentricity

A significant difference between the detected exoplanets and Jupiter, is the high orbital eccentricities of the exoplanets. The eccentricities of the planets of our Solar System were presumably constrained to small values ($`e\stackrel{<}{_{}}0.1`$) by the migration through, and accretion of, essentially zero eccentricity disk material. A simple model that can explain the higher exoplanet eccentricities is that in higher metallicity systems, the higher abundance of refractory material in the protoplanetary disk may lead to the production of more planetary cores in the ice zone producing multiple Jupiters which gravitationally scatter off each other. Occasionnaly one will be scattered in closer to the central star and become Doppler-detectable (Weidenschilling & Marzari 1996). If that is the origin of the hot jupiters, then the detected exoplanets may be the high metallicity tail of a distribution in which our Solar System is typical, and as longer period giant planets are found they will have lower eccentricities, comparable to Jupiter’s and Saturn’s. Thus, if Jupiter is the norm rather than the exception, not only will we find more planets in the $`PM\mathrm{sin}(i)`$ parameter space near Jupiter as reported above, but also the eccentricities of the longer period exoplanets will be lower. The general distribution of the eccentricities of the exoplanets does not seem to reflect this, but exoplanets in planetary systems lend some support to the idea (see Fig. 5 and caption).

### 3.2 Fitting for $`\alpha `$

In this paper we have focused on the position of Jupiter relative to the exoplanets. This relative comparison does not require a conversion of exoplanet $`M\mathrm{sin}(i)`$ values to $`M`$ values (Jorissen et al. 2001, Zucker & Mazeh 2001a, 2001b and Tabachnik & Tremaine 2001). However, for this comparison Jupiter’s position needs to be lowered and spread out a bit. Given a random distribution of orbital inclinations, the probability of $`y=M\mathrm{sin}(i)`$, given $`M`$, is

$$P(y|M)=\frac{y}{M^2\sqrt{1\frac{y^2}{M^2}}}.$$
(3)
With $`M=M_{\mathrm{Jup}}`$, this probability is the curve placed outside the plotting area on the lower right of Fig. 1. It represents the region of $`M\mathrm{sin}(i)`$ that Jupiter-mass planets would fall in when observed at random orientations. The mean of this distribution is $`\pi /40.79`$ while the median is $`0.87`$ (in units of $`M_{\mathrm{Jup}}`$). This lowers and spreads out in $`M\mathrm{sin}(i)`$ the position of Jupiter but does not change the main results of the extrapolations done here.

The functional form $`dN/d(M\mathrm{sin}i)(M\mathrm{sin}i)^\alpha `$ can be fit in various ways to various versions of the $`M\mathrm{sin}(i)`$ histogram of exoplanets. When the histogram of all 74 exoplanets is fit, including the highly undersampled lowest $`M\mathrm{sin}(i)`$ bin, the result is $`\alpha =0.8`$. This is reported in Marcy et al. 2001 and we confirm this result. This value for $`\alpha `$ is close to the $`0.8\pm 0.2`$ found for very low mass stars (Bejar et al. 2001). When the lowest exoplanet $`M\mathrm{sin}(i)`$ bin is ignored because of known incompleteness we obtain $`\alpha =1.1`$. This is very similar to the $`\alpha 1.1`$ found in fits to the derived $`M`$ distribution (Zucker & Mazeh 2001a, Tabachnik & Tremaine 2001). The fit for $`\alpha `$ seems to be more dependent on how the first bin is treated and how the sample for fitting is selected than on whether one fits to $`M\mathrm{sin}(i)`$ or $`M`$.

Fitting to the $`M\mathrm{sin}(i)`$ histogram of the less biased sample of 44 exoplanets, uncorrected for undersampling, yields $`\alpha =1.3`$. After correcting for undersampling as described in Section 2.2 we obtain our final result: $`\alpha =1.5\pm 0.2`$ (Fig. 2). This slope is steeper than the $`\alpha 1.0`$ of previous analyses and indicates that instead of $`M_{\mathrm{Jup}}`$ mass exoplanets being twice as common as $`2M_{\mathrm{Jup}}`$ exoplanets, they are three times as common.

## 4 Summary

Despite the fact that massive planets are easier to detect, the mass distribution of detected planets is strongly peaked toward the lowest detectable masses. And despite the fact that short period planets are easier to detect, the period distribution is strongly peaked toward the longest detectable periods. To quantify these trends as accurately as possible, we have identified a less-biased subsample of exoplanets (Fig. 1). Within this subsample, we have identified trends in $`M\mathrm{sin}(i)`$ and period that are less biased than trends based on the full sample of exoplanets. Straightforward extrapolations of the trends quantified here, into the area of parameter space occupied by Jupiter, indicates that Jupiter lies in a region of parameter space densely occupied by exoplanets.

Our analysis indicates that 45 new planets will be detected in the parameter space discussed in the text. This estimate of 45 is a lower limit in the sense that if a smooth curve, rather than our two straight boundaries, more accurately describes the selection effects in Fig 1, larger corrections to the bin numbers would steepen the slopes in both Fig. 3 & 4.

Despite the importance of the mass distribution and the trends in it, it is the trend in period that, when extrapolated, takes us to Jupiter and the parameter space occupied by Jupiter-like exoplanets (compare Figs. 1 & 4). Long term slopes in the velocity data that have not yet been associated with planets are present in a large fraction of the target stars surveyed with the Doppler technique (Butler, Mayor private communication). However, quantifying the percentage of host stars showing such residual trends is difficult and depends on instrumental noise, phase coverage and the signal to noise threshold used to decide whether there is, or is not, a long term trend.

Figure 6 shows that the Doppler technique has been able to sample a very specific high mass, short-period region of the $`logPlogM\mathrm{sin}(i)`$ plane. Thus far, this sampled region does not overlap with the 10 times larger area of this plane occupied by the nine planets of our Solar System. Thus there is room in the $`95\%`$ of target stars with no Doppler-detected planets, to harbour planetary systems like our Solar System.

The trends in the exoplanets detected thus far do not rule out the hypothesis that our Solar System is typical. They support it. The extrapolations of the trends quantified here put Jupiter in the most densely occupied region of the $`PM\mathrm{sin}(i)`$ parameter space. Our analysis suggests that Jupiter is more typical than indicated by previous analyses – instead of $`M_{\mathrm{Jup}}`$ mass exoplanets being twice as common as $`2M_{\mathrm{Jup}}`$ planets we find they are three times as common. In addition long term trends in velocity, not yet identified with planets, are common. Both of these observations indicate that the detected exoplanets are the observable tail of the main concentration of massive planets of which Jupiter is likely to be a typical member rather than an outlier.

Null results from microlensing searches have been used to constrain the frequency of Jupiter-mass planets (Gaudi et al. 2002). These are plotted in Fig. 6. Less than $`33\%`$ of the lensing objects (presumed to be Galactic bulge M-dwarfs) have planetary companions within the dashed wedge-shaped area (the period scale, but not the AU scale, is applicable to this area). A conversion of the relative frequencies reported here to a fractional abundance in the wedge-shaped area yields the rough estimate that more than $`3`$ percent of Doppler-surveyed Sun-like stars will be found to have companions with masses and periods in the wedge-shaped area. Thus our results are crudely consistent with current microlensing constraints. However, because of the difference in host mass, ($`M_{Sun}`$ for Doppler surveys and $`0.3M_{Sun}`$ for microlensing) it is not clear that such a direct comparison is meaningful. For example, if in the next few years Doppler and microlensing constraints appear to conflict, it may simply be that typical planetary masses scale with the mass of the host star, that is, Jupiter-mass planets at Jupiter-like orbital radii may be more common around $`M_{Sun}`$ stars than around $`0.3M_{Sun}`$ stars.

## 5 Acknowledgements

We thank Penny Sackett, Scott Gaudi, Ross Taylor and an anonymous referee for helpful suggestions. CHL is supported by an Australian Research Council research fellowship.

## 6 References

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# On the thermodynamic stability conditions of Tsallis’ entropy

## Abstract

The thermodynamic stability condition (TSC) of Tsallis’ entropy is revisited. As Ramshaw \[Phys. Lett. A 198 (1995) 119\] has already pointed out, the concavity of Tsallis’ entropy with respect to the internal energy is not sufficient to guarantee thermodynamic stability for all values of $`q`$ due to the non-additivity of Tsallis’ entropy. Taking account of the non-additivity the differential form of the TSC for Tsallis entropy is explicitly derived. It is shown that the resultant TSC for Tsallis’ entropy is equivalent to the positivity of the standard specific heat. These results are consistent with the relation between Tsallis and Rényi entropies.

Since the pioneering work of Tsallis in 1988  there has been growing interest in the nonextensive thermostatistics  based on Tsallis’ entropy defined by

$$S_q^\mathrm{T}=\frac{1_ip_i^q}{q1},$$
(1)
where $`p_i`$ is a probability that a system of interest in state $`i`$, and $`q`$ is a real parameter. For the simplicity the Boltzmann constant sets to unity throughout this paper. The nonextensive thermostatistics is a generalization of the standard Boltzmann-Gibbs (BG) statistical mechanics by the real parameter $`q`$. In the $`q1`$ limit, $`S_q^\mathrm{T}`$ reduces to BG entropy $`S_1^\mathrm{T}=_ip_i\mathrm{ln}p_i`$. One of the most distinct properties of Tsallis’ entropy is the pseudo-additivity:

$$S_q^\mathrm{T}(A,B)=S_q^\mathrm{T}(A)+S_q^\mathrm{T}(B)+(1q)S_q^\mathrm{T}(A)S_q^\mathrm{T}(B),$$
(2)
where $`A`$ and $`B`$ are two subsystems in the sense that the probabilities of the composed system $`A+B`$ factorize into those of $`A`$ and of $`B`$. The entropic index $`q`$ characterizes the degree of non-extensivity of the system through the pseudo-additivity.

It is shown that some important thermodynamical properties, such as the Legendre structure , hold true for the nonextensive thermostatistics. The thermodynamic stability plays an important role in any formalism related to thermodynamics. The conventional thermodynamic stability arguments  are based on the extremum principle and the additivity of entropy, whereas the nonextensive thermostatistics is based on the non-additive entropy $`S_q^\mathrm{T}`$. Therefore the thermodynamic stability in the nonextensive thermostatistics is one of the most important and nontrivial properties. For the earlier versions of the nonextensive thermostatistics , Ramshaw  had first indicated that the concavity of $`S_q^\mathrm{T}`$ is not sufficient to guarantee thermodynamic stability of the nonextensive Tsallis entropy $`S_q^\mathrm{T}`$ for all values of $`q`$. Next Tsallis  had shown that if we use the un-normalized internal energy $`U_{q,\mathrm{un}}_ip_i^qϵ_i`$, instead of standard one $`U_ip_iϵ_i`$, the concavity (or convexity) of $`S_q^\mathrm{T}`$ with respect to $`U_{q,\mathrm{un}}`$, i.e., $`q(^2S_q^\mathrm{T}/U_{q,\mathrm{un}}^2)0`$, is recovered. He thus concluded that the thermodynamic stability for all $`q`$ is rescued if $`U_{q,\mathrm{un}}`$ is used. For the latest version  of nonextensive thermostatistics, in which the normalized internal energy $`U_q_ip_i^qϵ_i/_jp_j^q`$ is used, de Silva et al.  shown that $`C/q`$ is nonnegative for $`q[0,1)`$, where $`C`$ stands for the specific heat defined by $`CU_q/T`$ and $`T`$ is the temperature. Lenzi et al.  have shown the specific heat $`C`$ is positive for all values of $`q`$ when the normalized Tsallis’ entropy  defined by $`S_{q,\mathrm{no}}^\mathrm{T}S_q^\mathrm{T}/_ip_i^q`$, is used instead of $`S_q^\mathrm{T}`$

However, what they have shown are the concavity (or convexity) of Tsallis’ entropy with respect to the appropriate internal energy or the positivity (or negativity) of the specific heat. As Ramshaw has originally pointed out, the concavity of $`S_q^\mathrm{T}`$ with respect to internal energy is not sufficient to guarantee the thermodynamic stability of nonextensive systems described by $`S_q^\mathrm{T}`$, since the conventional thermodynamic stability arguments  are based on the additivity of entropy and since $`S_q^\mathrm{T}`$ is not additive. The essence of thermodynamic stabilities lies in the entropy maximum principle . For an additive entropy $`S(U)`$, e.g., Boltzmann-Gibbs or Rényi one, the relation between the concavity of $`S(U)`$ and thermodynamic stability is straightforward as follows. If we were remove an amount of energy $`\mathrm{\Delta }U`$ from one of two identical subsystems and transfer it to the other subsystem, the total entropy would change from its initial value of $`2S(U)`$ to $`S(U+\mathrm{\Delta }U)+S(U\mathrm{\Delta }U)`$. The entropy maximum principle demands that the resultant entropy is not larger than the initial entropy, i.e.,

$$2S(U)S(U+\mathrm{\Delta }U)+S(U\mathrm{\Delta }U),$$
(3)
which is the TSC for the additive entropy $`S(U)`$. In the limit of $`\mathrm{\Delta }U0`$, Eq. (3) reduces to its differential form

$$\frac{^2S(U)}{U^2}0,$$
(4)
which states the concavity of $`S(U)`$. Thus the TSC and the concavity of $`S(U)`$ with respect to $`U`$ are equivalent each other when $`S(U)`$ is additive. However this is not the case for the non-additive entropy $`S_q^\mathrm{T}`$. In this letter the TSC for the non-additive Tsallis’ entropy $`S_q^\mathrm{T}`$ is reconsidered.

Let us begin by deriving the differential form of the TSC for $`S_q^\mathrm{T}`$. Taking account of the pseudo-additivity of Eq. (2), the TSC for $`S_q^\mathrm{T}`$ can be written by

$`2S_q^\mathrm{T}(E)+(1q)\left[S_q^\mathrm{T}(E)\right]^2`$ $``$ $`S_q^\mathrm{T}(E+\mathrm{\Delta }E)+S_q^\mathrm{T}(E\mathrm{\Delta }E)`$ (5)
$`+(1q)S_q^\mathrm{T}(E+\mathrm{\Delta }E)S_q^\mathrm{T}(E\mathrm{\Delta }E),`$
where $`E`$ stands for an additive internal energy, e.g., $`U`$ or $`U_q`$. The physical meaning of this inequality is same as that of the conventional TSC Eq. (3). If we were remove an amount of energy $`\mathrm{\Delta }E`$ from one of two identical subsystems and transfer it to the other subsystem, the total entropy would change from its initial value of the right-hand-side to the left-hand-side of Eq. (5). The entropy maximum principle demands that the resultant entropy is not larger than the initial entropy. The difference between Eqs. (5) and (3) is the presence of the nonlinear terms proportional to $`1q`$, which originally arise from the pseudo-additivity of $`S_q^\mathrm{T}`$.

For $`\mathrm{\Delta }E0`$, Eq. (5) reduces to its differential form:

$$\frac{^2S_q^\mathrm{T}(E)}{E^2}+(1q)\left\{S_q^\mathrm{T}(E)\frac{^2S_q^\mathrm{T}(E)}{E^2}\left(\frac{S_q^\mathrm{T}(E)}{E}\right)^2\right\}0,$$
(6)
Introducing the generalized temperature $`T_q`$,

$$\frac{1}{T_q}\frac{S_q^\mathrm{T}}{E},$$
(7)
and generalized specific heat $`C_q`$,

$$\frac{1}{C_q}\frac{T_q}{E}=T_q^2\frac{^2S_q^\mathrm{T}}{E^2},$$
(8)
Eq. (6) reduces to

$$\frac{1+(1q)S_q^\mathrm{T}}{C_q}+(1q)0,$$
(9)
or by utilizing the definition Eq. (1) of $`S_q^\mathrm{T}`$ and the relation $`_ip_i^q=Z_q^{1q}`$ , Eq. (9) can be cast into the form,

$$\frac{Z_q^{1q}}{C_q}+(1q)0,$$
(10)
where $`Z_q`$ is the generalized partition function. In this way the positivity of $`C_q`$ only is not sufficient to guarantee the TSC for the nonextensive thermostatistics based on $`S_q^\mathrm{T}`$. For $`1q0`$, however, the positivity of $`C_q`$ guarantees to satisfy the Eq. (10) since $`Z_q^{1q}=_ip_i^q`$ is always positive. Note that the generalized temperature $`T_q`$ is not equivalent to the physical temperature $`T`$, which is an intensive quantity and obeys the thermodynamic zeroth law. They are related by

$$T=\{1+(1q)S_q^\mathrm{T}\}T_q.$$
(11)
By differentiating the both sides of Eq.(11) with respect to $`E`$, we obtain the relation between the specific heat $`CE/T`$ and the generalized specific heat $`C_q`$ as

$$\frac{1}{C}=\frac{1+(1q)S_q^\mathrm{T}}{C_q}+1q.$$
(12)
The TSC condition of Eq. (9) for $`S_q^\mathrm{T}`$ is thus equivalent to the positivity of the specific heat,

$$C0,$$
(13)
which is also equivalent to the conventional TSC.

Similar argument can be applied to the TSC for the normalized Tsallis entropy $`S_{q,\mathrm{no}}^\mathrm{T}S_q^\mathrm{T}/_ip_i^q`$ but one must take account of the fact that $`S_{q,\mathrm{no}}^\mathrm{T}`$ obeys the modified pseudo-additivity,

$$S_{q,\mathrm{no}}^\mathrm{T}(A,B)=S_{q,\mathrm{no}}^\mathrm{T}(A)+S_{q,\mathrm{no}}^\mathrm{T}(B)+(q1)S_{q,\mathrm{no}}^\mathrm{T}(A)S_{q,\mathrm{no}}^\mathrm{T}(B),$$
(14)
instead of the pseudo-additivity Eq. (2).

Now let us investigate the above results from the point of the view of the relation between Tsallis and Rényi entropies. Ramshaw  had obtained the same result of Eq. (5) by utilizing the relation Eq. (16) between the both entropies. Rényi entropy  is defined by,

$$S_q^\mathrm{R}=\frac{\mathrm{ln}_ip_i^q}{1q},$$
(15)
which is additive for statistically independent systems, and a concave functions of the probabilities $`p_i`$ for $`0<q<1`$. Indeed $`S_q^\mathrm{T}`$ and $`S_q^\mathrm{R}`$ are closely related by

$$S_q^\mathrm{R}=\frac{\mathrm{ln}[1+(1q)S_q^\mathrm{T}]}{1q}.$$
(16)
For $`1q>0`$, $`S_q^\mathrm{R}`$ is thus monotonically increasing function of $`S_q^\mathrm{T}`$ and vice versa. The extremization of either entropy subject to the same constraints will produce the same result. By differentiating twice the both sides of Eq. (16) with respect to $`E`$, we see that the concavity of $`S_q^\mathrm{R}(E)`$, which is the TSC for $`S_q^\mathrm{R}(E)`$, is equivalent to Eq. (6).

In order to further study the relation between the TSCs for the both entropies, we focus on the standard internal energy case ($`U`$), since there is no study based on Rényi entropy with the (un-)normalized q-average to the author’s knowledge. Let us review the connection between the concavity (convexity) of an entropy $`𝒮`$ with respect to the probability distributions $`𝐩=(p_1,p_2,\mathrm{})`$ and the concavity (convexity) of $`𝒮`$ with respect to the standard internal energy $`U`$. They are related by $`𝒮(U)=𝒮(𝐩(U))`$, where $`𝐩(U)`$ is the probability distribution obtained by extremizing $`𝒮(𝐩)`$ subject to the constraint $`U_ip_iϵ_i`$, and $`p_i`$ is a probability of state $`i`$ whose energy is $`ϵ_i`$. The result  is that the concavity (convexity) of $`𝒮(𝐩)`$ implies the concavity (convexity) of $`𝒮(U)`$. The essence of the proof lies in the entropy extremum principle and no need to require the additivity of $`𝒮`$. The result thus holds for also non-additive Tsallis’ entropy! Since $`S_q^\mathrm{T}(𝐩)`$ is concave for $`q>0`$ , $`S_q^\mathrm{T}(U)`$ is concave for $`q>0`$. On the other hand Since $`S_q^\mathrm{R}(𝐩)`$ is concave for $`0<q<1`$ , $`S_q^\mathrm{R}(U)`$ is concave for $`0<q<1`$.

Now let us consider what is deduced about the TSC for $`S_q^\mathrm{T}`$ from only the concavity of $`S_q^\mathrm{T}(U)`$, which holds for $`q>0`$. The concavity of $`S_q^\mathrm{T}(U)`$ can be written by,

$$2S_q^\mathrm{T}(\frac{U_a+U_b}{2})S_q^\mathrm{T}(U_a)+S_q^\mathrm{T}(U_b).$$
(17)
With the help of the arithmetic-geometric mean inequality ( $`\frac{a+b}{2}\sqrt{ab}`$ for $`a,b>0`$), we readily obtain

$$\frac{S_q^\mathrm{T}(U_a)+S_q^\mathrm{T}(U_b)}{2}\sqrt{S_q^\mathrm{T}(U_a)S_q^\mathrm{T}(U_b)},$$
(18)
since $`S_q0`$. Combining the Eqs. (17) and (18), we obtain

$$\left[S_q^\mathrm{T}(\frac{U_a+U_b}{2})\right]^2S_q^\mathrm{T}(U_a)S_q^\mathrm{T}(U_b).$$
(19)
Multiplying both sides of Eq. (19) by $`(1q)`$ and adding to both sides of Eq. (17), we obtain

$`2S_q^\mathrm{T}({\displaystyle \frac{U_a+U_b}{2}})`$ $`+`$ $`(1q)\left[S_q^\mathrm{T}({\displaystyle \frac{U_a+U_b}{2}})\right]^2`$ (20)
$``$ $`S_q^\mathrm{T}(U_a)+S_q^\mathrm{T}(U_b)+(1q)S_q^\mathrm{T}(U_a)S_q^\mathrm{T}(U_b),`$
if $`1q0`$, which is consistent with the condition that the functional relation of Eq. (16) guarantees the monotonic increase of $`S_q^\mathrm{R}`$ with $`S_q^\mathrm{T}`$ and vice versa. Since the concavity of $`S_q^\mathrm{T}(U)`$ holds for $`q>0`$, the resulting TSC of Eq. (20) is satisfied for $`0<q1`$. Within the same range of $`q`$ the TSC for $`S_q^\mathrm{R}`$ also holds since $`S_q^\mathrm{R}(U)`$ is concave for $`0<q1`$. The TSCs for the both entropies are therefore satisfied for $`0<q1`$. This is consistent with the equivalence  between $`S_q^\mathrm{R}`$ and $`S_q^\mathrm{T}`$ for $`0<q1`$.

In summary, the explicit differential form Eq. (6) of the TSC for $`S_q^\mathrm{T}`$ is derived by taking account of the pseudo-additivity of $`S_q^\mathrm{T}`$. Unlike the TSC for conventional additive entropy, the concavity of $`S_q^\mathrm{T}(U)`$ is not equivalent to the TSC for $`S_q^\mathrm{T}(U)`$ due to the pseudo-additivity. The TSC for $`S_q^\mathrm{T}(U)`$ is thus not simply related to the positivity of the generalized specific-heat $`C_q`$, which is equivalent to the concavity of $`S_q^\mathrm{T}(U)`$, but related to the positivity of the specific heat $`C`$. These results are consistent with the relation between Tsallis and Rényi entropies for $`0<q1`$. The author acknowledges Prof. S. Abe for useful comments and reading the manuscript.


text:
# Molecular Hydrogen in the Lagoon: H2 line emission from Messier 8

## 1 Introduction

The Lagoon Nebula, Messier 8, is an HII region centred on the stellar cluster NGC 6523. It is embedded within a molecular cloud which extends to the young ($`2\times 10^6`$ years old) star cluster NGC 6530, $`10^{}`$ to its east (Lada et al. 1976). Star formation is presumed to have proceeded from NGC 6530 and is now active in M8. Within M8’s core lies the O7V star Herschel 36 (Woolf 1961), which has created a blister-type HII region, the Hourglass. This visually distinctive nebula is extended $`15^{\prime \prime }`$ EW and $`30^{\prime \prime }`$ NS, and lies $`15^{\prime \prime }`$ E of Herschel 36. The Hourglass is embedded within an extended HII region, $`3^{}`$ in extent, which is ionized by two O stars, HD 165052 and 9 Sgr (Woolf 1961, Lada et al. 1976). Nearby to Herschel 36 are a number of obscured sources, first observed in the near–IR by Allen (1986). Woodward et al. (1990) have designated them KS1 to KS5. Together, they may form a cluster of hot stars, analogous to the Trapezium in the Orion Nebula (M42), where $`\theta _\mathrm{c}^1\mathrm{Ori}`$ is the dominant member. In the mid–IR MSX111see http://irsa.ipac.caltech.edu/ for details. sky survey, this region appears as bright, extended source, with a 21$`\mu `$m continuum flux of 960 Jy. This source is also prominent in sub–mm (Tothill 1999) and mm (Richter, Stecklum & Launhardt 1998) wavelength continuum. Nearby to Herschel 36, narrow band optical imaging with the HST reveals an object reminiscent of the proplyds in the Orion Nebula—a star within a bow-shock arc, whose apex is pointed towards Herschel 36 (Stecklum et al. 1998). It is presumed to be an externally ionized circumstellar disk. These authors also estimate the distance to M8 to be 1.8 kpc, based on the association with NGC 6530.

Of particular interest to this paper are the observations by White et al. (1997) of intense CO line emission from M8. They found the peak CO J=3–2 intensity to be over 100 K, making it the second brightest CO line source known. The CO J=3–2 and 4–3 lines were mapped and found to have a loose, bipolar structure, extending NW–SE from Herschel 36. Taking the broad CO line profiles (extending over 20 km $`\mathrm{s}^1`$), and the presence of a jet-like object extending $`0.5^{\prime \prime }`$ SE of Herschel 36 in HST images (Stecklum et al. 1995), it seems likely that there is a molecular outflow in the core of M8. If so, it would be expected for there to be molecular hydrogen line emission as well, both shocked (from the deceleration of the outflow by the ambient cloud) and fluorescent (excited by far–UV photons from Herschel 36). However, White et al. (1997) also searched for the near–IR H2 v=1–0 S(1) line in M8, but did not detect it. In this paper we report more sensitive observations for H2 emission from M8, and find that there is indeed excited H2 line emission from this source.

## 2 Observations and Data Reduction

The Hourglass region of the Lagoon Nebula, Messier 8, was imaged on 1997, July 22, using the IRIS 1–2.5$`\mu `$m camera, in conjunction with the University of New South Wales Infrared Fabry-Pérot etalon (UNSWIRF, Ryder et al. 1998), on the 3.9-m Anglo Australian Telescope (AAT). The UNSWIRF etalon has a FWHM spectral resolution of $`75\mathrm{km}\mathrm{s}^1`$, a pixel size of $`0.77^{\prime \prime }`$ and a $`100^{\prime \prime }`$ circular field of view. It is scanned through a spectral line of interest in order to obtain an emission line image of a source, with minimal contamination from any continuum radiation present. It also permits limited kinematic information to be obtained, through the emission velocity of the line centre across the field of view.

The H2 1–0 S(1) (2.1218$`\mu `$m) line was observed. Following a rapid scan to determine the plate spacing for the line centre, three on-line plate spacings were used for imaging, spaced by $`39\mathrm{km}\mathrm{s}^1`$, together with an off-line setting, $`840\mathrm{km}\mathrm{s}^1`$ to the blue. Integration times were two minutes per plate spacing, and in addition, a sky frame, $`300^{\prime \prime }`$ N, was obtained immediately after each source frame.

The star BS 6748 (K=4.57 mags.) served as the flux standard, and was imaged at each etalon spacing. The absolute accuracy in flux calibration using a Fabry-Pérot etalon is around 30%. A diffused dome lamp provided a flat field for each etalon spacing. An arc lamp was scanned through a free spectral range in order to wavelength calibrate the etalon response for each pixel of the array.

Data reduction was undertaken using a custom software package using IRAF222Image Reduction and Analysis Facility (see http://www.iraf.noao.edu).. Frames are linearised, flat-fielded using a dome flat at the appropriate plate spacing, cleaned of bad pixels, sky-subtracted, shifted to align stars in each frame, smoothed and the off-line frame subtracted from each on-line frame (having been appropriately scaled to minimise residuals from the subtraction process). Stacking of the three on-line frames produces a data cube, which is fitted, pixel-by-pixel, with the instrumental profile (a Lorentzian), to yield a line image. A coordinate frame was added using the digitised sky survey333see http://stdatu.stsci.edu/dss/. to relate common stars between the visible and 2.1$`\mu `$m.

The line centre at each pixel position is obtained from the plate spacing determined for the peak of the fitted profile. The accuracy of this procedure varies with position on the array, as well as with the S/N the line is measured with. Where this is adequate, the accuracy typically is $`10\mathrm{km}\mathrm{s}^1`$. Absolute line emission velocities were determined with reference to the plate spacing found for the peak of the H2 emission in M17, which is assumed to be at $`+21\mathrm{km}\mathrm{s}^1`$ ($`\mathrm{V}_{\mathrm{LSR}}`$). Note that, as a consequence of the broad wings to the instrumental profile, the line width cannot determined unless it is very much wider than the spectral resolution (which it is not in M8).

## 3 Results

The field surrounding the Hourglass is shown in the 3-colour near–IR image in Fig. 1. The J (1.25$`\mu `$m), H (1.65$`\mu `$m) and K (2.2$`\mu `$m) images were previously obtained by the author and David Allen during the commissioning of IRIS in 1991. They have been combined to produce a 3-colour image which simulates the appearance of the nebula if our eyes were sensitive to the 1–2.5$`\mu `$m wavelength range. Embedded and obscured stars are red or yellow and foreground stars are blue. The HII region of the Hourglass appears blue as its near–IR emission is dominated by Paschen lines of hydrogen in the J–band. The morphology of the Hourglass is the same in the three bands, suggesting that this is its intrinsic shape, rather than being determined by variable extinction in the optical (as suggested by Woodward et al. 1986). In the figure, Herschel 36 and the Hourglass are marked, as well as the four 2$`\mu `$m sources KS1–KS4 (Woodward et al. 1990).

The molecular hydrogen v=1–0 (1) line emission image of M8 is shown in Fig. 2, overlaid with contours of the line flux. The emission is clumped and the morphology broadly bipolar, centred about Hershel 36. Also shown are the line centre velocities for selected locations, obtained from fitting the instrumental profile to the three on-line images. While the accuracy of individual velocities is no better than $`10\mathrm{km}\mathrm{s}^1`$, they do indicate that there is a velocity gradient of $`70\mathrm{km}\mathrm{s}^1`$ across the field, extending from $`25\mathrm{km}\mathrm{s}^1`$ to the east of Herschel 36, to $`+45\mathrm{km}\mathrm{s}^1`$ to its north-west.

The 2.12$`\mu `$m H2 line emission is compared to the 2.2$`\mu `$m K–band continuum emission in Fig. 3. It can be seen that the H2 emission peaks close to the continuum peak, Herschel 36. The Hourglass, however, appears as a cavity in the H2 distribution. H2 line fluxes have been determined for the apertures indicated in this figure, and are listed in Table 1, together with the positions of the emission peaks. The total 1–0 S(1) line emission from the region is $`1.0\times 10^{11}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ and the peak intensity is $`8.2\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$. At an assumed distance of 1.8 kpc for M8, these figures are equivalent to a luminosity in the 1–0 S(1) line of $`1.1\mathrm{L}_{}`$, and to a peak column density in the (v,J) = (1,3) level of the H2 molecule of $`1.4\times 10^{16}\mathrm{cm}^2`$ (without any correction applied for extinction to the emitting region).

An enlarged image of the H2 line emission, overlaid on the K–band continuum, is shown in Fig. 4. It is apparent that the H2 emission does not, in fact, peak at the location of Herschel 36. The H2 emission peaks approximately (1.5”E, 0.5”S) from Herschel 36, roughly half way between it and the proplyd (2.5”E, 1.5”S) of Herschel 36.

## 4 Discussion

### 4.1 H2 Morphology and Kinematics

Given the intensity of the CO line emission measured in M8 by White et al. (1997), it was a considerable surprise when the same authors failed to detect any H2 line emission from the source. M8 is the second most intense CO source detected, and clearly a site of active massive star formation. White et al. imaged M8 through a narrow band (1% width) filter centred on the H2 1–0 S(1) line, and used a broad band 2.2$`\mu `$m image to subtract the continuum from it. They failed to detect any H2 line emission, and placed an upper limit of $`3.4\times 10^4\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{sr}^1`$ on the line flux. This is equivalent to $`8\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$, equal to the peak intensity we actually measured in M8. Thus, the upper limit of White et al. (1997) is consistent with our detection of H2 line emission. It does, however, highlight the difficulty of measuring line emission through narrow band filters in the presence of a strong continuum, and the advantages of using a Fabry-Pérot etalon for such measurements. The $`1\sigma `$ detection limit we achieved, with just 6 minutes on-line integration, is $`3\times 10^{16}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$.

Comparison with the 12CO J=3–2 image obtained by White et al. (1997) (see their Fig. 2a, within the outermost white contour, at a level of $`230\mathrm{K}\mathrm{km}\mathrm{s}^1`$) shows that the morphology is very similar to the H2 1–0 S(1) line, given the difference in resolution of the two images (the CO 3–2 image was obtained through a $`14^{\prime \prime }`$ beam). The line emission is peaked around Herschel 36, and extends in two lobes in a NW–SE, $`45^{\prime \prime }`$ from the centre. The extension to the SW is also seen in both line images. This corresponds to a region of increased extinction seen in optical images.

The CO 3–2 line also displays broad line profiles, extending from +2 to +22 km $`\mathrm{s}^1`$ ($`\mathrm{V}_{\mathrm{LSR}}`$), and peaking at +10 km $`\mathrm{s}^1`$ near Herschel 36. Profiles in the NW lobe tend to extend somewhat further to the red than they do in the SE lobe. Similar behaviour is displayed by the H2 line centre velocities, though the velocity extent is considerably larger than for the CO line. The H2 velocity ranges from $`25`$ km $`\mathrm{s}^1`$ in the SE lobe, to +7 km $`\mathrm{s}^1`$ at the emission peak, to $`+45`$ km $`\mathrm{s}^1`$ in the NW lobe.

### 4.2 Shock Excitation

High spatial resolution imaging in the optical lines of H$`\alpha `$ and \[SII\] with the HST, and with adaptive optics in the K and L band near–IR continuum (Stecklum et al. 1995) shows an ionized, jet-like feature, extending $`0.5^{\prime \prime }`$ from Herschel 36 to the SE (the K and L band emission is presumed to dominated by the 2.16$`\mu `$m Br$`\gamma `$ and 4.05$`\mu `$m Br$`\alpha `$ hydrogen recombination lines). Taken with the morphology and velocity extent of both the CO and H2 line emission, this suggests that the H2 line is shock-excited. It would appear to be the result of an interaction of a wind or jet from Herschel 36 with the ambient molecular cloud. The H2 morphology then represents the location where a loosely collimated bipolar flow from Herschel 36, surrounding an ionized jet, runs into a molecular cloud. The larger velocities seen in H2 than CO represent the shock speeds where the outflow impacts the molecular cloud. The flow then cools and decelerates, and this compressed gas is seen in the lower-velocity CO lines.

Presuming the H2 line emission is dominated by shocks, it is possible to estimate the total H2 line luminosity and the mass of hot, post-shock gas. In molecular shocks, the total H2 line luminosity is typically $`15`$ times the 1–0 S(1) line flux, and the fraction of hot H2 that is in the (v,J)=(1,3) state of the molecule is $`2\%`$ (e.g. see Burton 1992). The total H2 line luminosity from the source is then $`16\mathrm{L}_{}`$, and the peak column density of hot H2 is $`6.1\times 10^{17}\mathrm{cm}^2`$ (i.e. at the emission peak). The total mass of hot H2 in the source is $`9\times 10^4\mathrm{M}_{}`$. These figures should be corrected for an unknown amount of extinction to the emitting region. This cannot be obtained from our data, so we will use the estimates of $`\mathrm{A}_\mathrm{v}5`$ mags. towards Herschel 36 and the proplyd, made by Stecklum et al. (1998). This is equivalent to $`0.5`$ mags. at 2.1$`\mu `$m. If this is representative of the extinction to the H2 emitting region, then the extinction-corrected luminosity, peak column density and mass of hot H2 are $`25\mathrm{L}_{}`$, $`10^{18}\mathrm{cm}^2`$ and $`1.5\times 10^3\mathrm{M}_{}`$, respectively.

These figures can be compared to the total amount of molecular gas and its peak column density, estimated by White et al. (1997) from the CO lines. They determined these to be $`31\mathrm{M}_{}`$ and $`1.3\times 10^{23}\mathrm{cm}^2`$, respectively. These are very much greater than the quantities determined for the hot molecular gas, as expected if the hot material comprises just a thin skin of material in front of cooled, compressed gas. The cooling time for hot H2, $`\tau _{\mathrm{cool}}`$, is $`1`$ year, which therefore suggests that the outflow must have existed for $`10^{45}`$ years.

The mechanical luminosity of the outflow can be estimated as

$$\mathrm{L}_{\mathrm{mech}}0.5\mathrm{M}_{\mathrm{hot}}\mathrm{V}^2/\tau _{\mathrm{cool}},$$
(1)
where $`\mathrm{M}_{\mathrm{hot}}`$ is the mass of hot H2 and V is the average speed of the shock wave. Taking this to be 35 km $`\mathrm{s}^1`$ (half the range in velocity of the H2 line emission) yields $`\mathrm{L}_{\mathrm{mech}}300\mathrm{L}_{}`$ (extinction corrected), an order of magnitude greater than the H2 line luminosity. This is obviously a crude estimate, but it does indicate that the H2 lines are a significant contributor, and possibly the dominant one (given the assumptions made), to the cooling of the gas behind the shock front.

### 4.3 Fluorescence

Despite our conclusion that the H2 line emission is dominated by shocks, there may still be a significant contribution by far–UV fluorescence to parts of it. The Hourglass is an HII region, excited by the UV radiation from Herschel 36. The gap in the H2 emission around the Hourglass suggests a physical connection between the two, for instance the Hourglass may be a cavity embedded within the outflow. The H2 line velocity in the cavity covering the Hourglass is approximately constant, taking the value $`25`$ km $`\mathrm{s}^1`$ ($`\mathrm{V}_{\mathrm{LSR}}`$). A constant velocity would be expected for fluorescent emission from a molecular cloud with small internal motions (e.g. see Burton et al. 1990). The velocity measured then indicates the $`\mathrm{V}_{\mathrm{LSR}}`$ velocity of the surface of the photodissociation region. This velocity, $`25`$ km $`\mathrm{s}^1`$, is at the negative limit of the 50 km $`\mathrm{s}^1`$ range for the ionized gas in the Hourglass, as measured through \[OIII\] 5007Å line emission (Chakraborty & Anandarao 1999). Furthermore, Woodward et al. (1986) have detected 3.28$`\mu `$m PAH emission from the region around the Hourglass. This is excited by the same far–UV photons that can fluorescently excite H2 (e.g. see the PAH emission in NGC 6334; Burton et al. 2000). Therefore, it seems likely that some of the H2 emission, especially in the vicinity of the Hourglass, is fluorescently excited. However, with our data, it is not possible to estimate what fraction this might be.

## 5 Conclusions

Strong near–IR molecular hydrogen line emission is produced from around the Hourglass in the M8 star forming region. The peak H2 brightness is at the detection limit of a previous attempt to measure H2 line emission from the source, thus explaining the reported non-detection. The H2 is emitted from an extended, roughly bipolar region, centred on the powering source for the Hourglass, Herschel 36. It is orientated along a NW–SE direction. The morphology is similar to that of the CO J=3–2 distribution in M8. Taken with the $`70`$ km $`\mathrm{s}^1`$ variation in the H2 line centre across the region, and the 20 km $`\mathrm{s}^1`$ width of the CO profiles, this suggests that the H2 emission is shock-excited, when a bipolar outflow, originating from Herschel 36, impacts the surrounding molecular cloud. The total H2 line luminosity is $`16\mathrm{L}_{}`$ (not corrected for any extinction). The H2 lines provide a significant means of ridding the source of the mechanical energy in the outflow, though we cannot yet determine whether H2 line emission is the dominant coolant in the shocked gas.

To examine the excitation mechanism more closely, in particular to determine whether there may also be fluorescent H2 emission, it would be necessary to measure higher excitation lines of the molecule, from $`\mathrm{v}2`$. This could be done either by long-slit spectroscopy, or through further Fabry-Pérot imaging, with the waveplates tuned to appropriate lines. To improve the determination of the flow energetics it will be necessary to use greater spectral resolution and resolve the line profiles, in order to measure the momentum and kinetic energy distribution of the hot molecular gas across the source.

## Acknowledgements

Several people have provided considerable assistance with the work presented here. I particularly wish to thank Michael Ashley, Lori Allen, Jung-Kyu Lee, Stuart Ryder and John Storey for their help with the observations. Christine Carmody also helped with the reduction of the data. The staff of the Anglo Australian Telescope provided great assistance with the installation and operation of UNSWIRF.

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Woodward, C.E., Pipher, J.L., Helfer, H.L., Sharpless, S., Moneti, A., Kozikowski, A., Oliveri, M., Willner, S.P., Lacasse, M.G. & Herter, T., 1986, AJ, 91, 870.

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text:
# 1 Introduction

## 1 Introduction

In recent years the problem of establishing what happens to the symmetries of classical spacetime when the spacetime is quantized has taken central stage in quantum-gravity research. In particular, the symmetries of classical flat (Minkowski) spacetime are well verified experimentally, so it appears that any deviation from these symmetries that might emerge from quantum-gravity theories would be subject to severe experimental constraints. As a result symmetry tests are a key component of the programme of “Quantum-Gravity Phenomenology” .

In this lecture I focus on the faith of Lorentz invariance at the quantum-spacetime level. A large research effort has been devoted to this subject. Most of these studies focus on the possibility that Lorentz symmetry might be “broken” at the quantum level; however, I have recently shown that Lorentz invariance might be affected by spacetime quantization in a softer manner: there might be no net loss of symmetries but the structure of the Lorentz transformations might be affected by the quantization procedure . My primary objective here will be the one of drawing a clear distinction between the broken-symmetry and the deformed-symmetry scenarios.

## 2 Quantum-Gravity Phenomenology

Quantum-Gravity Phenomenology  is an intentionally vague name for a new approach to research on the possible non-classical (quantum) properties of spacetime. This approach does not adopt any particular belief concerning the structure of spacetime at short distances (e.g., “string theory”, “loop quantum gravity” and “noncommutative geometry” are seen as equally deserving mathematical-physics programmes). It is rather the proposal that quantum-gravity research should proceed just in the familiar old-fashioned way: through small incremental steps starting from what we know and combining mathematical-physics studies with experimental studies to reach deeper and deeper layers of understanding of the short-distance structure of spacetime. Somehow research on quantum gravity has wondered off this traditional strategy: the most popular quantum-gravity approaches, such as string theory and loop quantum gravity, could be described as “top-to-bottom approaches” since they start off with some key assumption about the structure of spacetime at the Planck scale and then they try (with limited, vanishingly small, success) to work their way back to the realm of doable experiments. With Quantum-Gravity Phenomenology I would like to refer to all studies that are somehow related with a “bottom-to-top approach” to the quantum-gravity problem.

Since the problem at hand is really difficult (arguably the most challenging problem ever faced by the physics community) it appears likely that the two complementary approaches might combine in a useful way: for the “bottom-to-top approach” it is important to get some guidance from the (however tentative) indications emerging from the “top-to-bottom approaches”, while for “top-to-bottom approaches” it might be very useful to be alerted by quantum-gravity phenomenologists with respect to the type of new effects that could be most stringently tested experimentally (it is hard for “top-to-bottom approaches” to obtain a complete description of low-energy physics, but perhaps it would be possible to dig out predictions on some specific spacetime features that appear to have special motivation in light of the corresponding experimental sensitivities).

Until very recently the idea of a Quantum-Gravity Phenomenology, and in particular of attempts of identification of experiments with promising sensitivity, was very far from the main interests of quantum-gravity research. One isolated idea had been circulating from the mid 1980s: it had been realized  that the sensitivity of CPT tests using the neutral-kaon system has improved to the point that even small effects of CPT violation originating at the Planck scale222The possibility of Planck-scale-induced violations of the CPT symmetry has been extensively considered in the literature. One simple point in support of this possibility comes from the fact that the CPT theorem, which holds in our present conventional theories, relies on exact locality, whereas in quantum gravity it appears plausible to assume lack of locality at Planckian scales. might in principle be revealed. These pioneering works on CPT tests were for more than a decade the only narrow context in which the implications of quantum gravity were being discussed in relation with experiments, but over the last 3 years several new ideas for tests of Planck-scale physics have appeared at increasingly fast pace, leading me to argue  that the times might be right for a more serious overall effort in Quantum-Gravity Phenomenology. At the present time there are several examples of experimentally accesible contexts in which conjectured quantum-gravity effects are being considered, including studies of in-vacuo dispersion using gamma-ray astrophysics , studies of laser-interferometric limits on quantum-gravity induced distance fluctuations , studies of the role of the Planck length in the determination of the energy-momentum-conservation threshold conditions for certain particle-physics processes , and studies of the role of the Planck length in the determination of particle-decay amplitudes . These experiments might represent the cornerstones of quantum-gravity phenomenology since they are as close as one can get to direct tests of space-time properties, such as space-time symmetries. Other experimental proposals that should be seen as part of the quantum-gravity-phenomenology programme rely on the mediation of some dynamical theory in quantum space-time; comments on these other proposals can be found in Refs. .

The primary challenge of quantum-gravity phenomenology is the one of establishing the properties of space-time at Planckian distance scales. However, there is also recent discussion of the possibility that quantum-spacetime effects might be stronger than usually expected, i.e. with a characteristic energy scale that is much smaller (perhaps just in the TeV range!) than the Planck energy. Examples of mechanisms leading to this possibility are found in string-theory models with large extra dimensions  and in certain noncommutative-geometry models . The study of the phenomenology of these models of course is in the spirit of quantum-gravity phenomenology, although it is of course less challenging than the quantum-gravity-phenomenology efforts that pertain effects genuinely at the Planck scale.

## 3 The faith of Lorentz symmetry in quantum spacetime

If the Planck length, $`L_p`$, only has the role we presently attribute to it, which is basically the role of a coupling constant (an appropriately rescaled version of the coupling $`G`$), no problem arises for FitzGerald-Lorentz contraction, but if we try to promote $`L_p`$ to the status of an intrinsic characteristic of space-time structure (or a characteristic of the kinematic rules that govern particle propagation in space-time) it is natural to find conflicts with FitzGerald-Lorentz contraction.

For example, it is very hard (perhaps even impossible) to construct discretized versions or non-commutative versions of Minkowski space-time which enjoy ordinary Lorentz symmetry. Pedagogical illustrative examples of this observation have been discussed, e.g., in Ref.  for the case of discretization and in Refs.  for the case of non-commutativity. Discretization length scales and/or non-commutativity length scales naturally end up acquiring different values for different inertial observers, just as one would expect in light of the mechanism of FitzGerald-Lorentz contraction.

There are also dynamical mechanisms (of the spontaneous symmetry-breaking type) that can lead to deviations from ordinary Lorentz invariance, it appears for example that this might be possible in string field theory .

Departures from ordinary Lorentz invariance are therefore rather plausible at the quantum-gravity level. Here I want to emphasize that there are at least two possibilities: (i) Lorentz invariance is broken and (ii) Lorentz invariance is deformed.

### 3.1 Deformed Lorentz invariance

In order to be specific about the differences between deformed and broken Lorentz invariance let me focus on the dispersion relation $`E(p)`$ which will naturally be modified in either case. Let me also assume, for the moment, that the deformation be Planck-length induced: $`E^2=m^2+p^2+f(p,m;L_p)`$. If the function $`f`$ is nonvanishing and nontrivial and the energy-momentum transformation rules are ordinary (the ordinary Lorentz transformations) then clearly $`f`$ cannot have the exact same structure for all inertial observers. In this case one would speak of an instance in which Lorentz invariance is broken. If instead $`f`$ does have the exact same structure for all inertial observers, then necessarily the transformations between these observers must be deformed. In this case one would speak of an instance in which the Lorentz transformations are deformed, but Lorentz invariance is preserved (in the deformed sense).

While much work has been devoted to the case in which Lorentz invariance is actually broken, the possibility that Lorentz invariance might be deformed was introduced only very recently by this author . An example in which all details of the deformed Lorentz symmetry have been worked out is the one in which one enforces as an observer-indepedent statement the dispersion relation

$$L_p^2\left(e^{L_pE}+e^{L_pE}2\right)\stackrel{}{p}^2e^{L_pE}=m^2$$
(1)
In leading (low-energy) order this takes the form

$$E^2\stackrel{}{p}^2+L_pE\stackrel{}{p}^2=m^2.$$
(2)
The Lorentz transformations and the energy-momentum conservation rules are accordingly modified .

### 3.2 Broken Lorentz invariance

The case of broken Lorentz invariance requires fewer comments since it is more familiar to the community. In preparation for the analysis reported in the next Section it is useful to emphasize that the same dispersion relation (2), which was shown in Refs.  to be implementable as an observer-independent dispersion relation in a deformed-symmetry scenario, can also be considered  as a characteristic dispersion relation of a broken-symmetry scenario. In this broken symmetry scenario the dispersion relation (2) would still be valid but only for one “preferred” class of inertial observers (e.g. the natural CMBR frame) and it would be valid approximately in all frames not highly boosted with respect to the preferred frame. In highly-boosted frames one might find the same form of the dispersion relation but with different value of the deformation scale (different from $`L_p`$). All this follows from the fact that in the broken-symmetry scenario the laws of transformation between inertial observers are unmodified. Accordingly also energy-momentum conservation rules are unmodified.

Another scenario in which one finds broken Lorentz invariance is the one of canonical noncommutative spacetime, in which the dispersion relation is modified (with different deformation term ), but, again, the energy-momentum Lorentz transformation rules are not modified.

## 4 Illustrative example: photon-pair pion decay

In order to render very explicit the differences between the broken-symmetry and the deformed-symmetry case in this Section I consider photon-pair pion decay adopting in one case deformed energy-momentum conservation , as required by the deformed Lorentz transformations of the deformed-symmetry case, and in another case ordinary energy-momentum conservation, as required by the fact that the Lorentz transformation rules are unmodified in the broken-symmetry case, but for both cases I impose the same dispersion relation (2).

In the broken-symmetry case, combining (2) with ordinary energy-momentum conservation rules, one can establish a relation between the energy $`E_\pi `$ of the incoming pion, the opening angle $`\theta `$ between the outgoing photons and the energy $`E_\gamma `$ of one of the photons (the energy $`E_\gamma ^{}`$ of the second photon is of course not independent; it is given by the difference between the energy of the pion and the energy of the first photon):

$`\mathrm{cos}(\theta )`$ $`=`$ $`{\displaystyle \frac{2E_\gamma E_\gamma ^{}m_\pi ^2+3L_pE_\pi E_\gamma E_\gamma ^{}}{2E_\gamma E_\gamma ^{}+L_pE_\pi E_\gamma E_\gamma ^{}}},`$ (3)
where indeed $`E_\gamma ^{}E_\pi E_\gamma `$. This relation shows that at high energies (starting at energies of order $`(m_\pi ^2/L_p)^{1/3}`$) the phase space available to the decay is anomalously reduced: for given value of $`E_\pi `$ certain values of $`E_\gamma `$ that would normally be accessible to the decay are no longer accessible (they would require $`cos\theta >1`$).

In the deformed-symmetry case one enforces the deformed conservation rules

$`E_\pi =E_\gamma +E_\gamma ^{},\stackrel{}{p}_\pi =\stackrel{}{p}_\gamma +\stackrel{}{p}_\gamma ^{}+L_pE_\gamma \stackrel{}{p}_\gamma ^{},`$ (4)
which, when combined again with (2), give raise to the different relation

$`\mathrm{cos}(\theta )`$ $`=`$ $`{\displaystyle \frac{2E_\gamma E_\gamma ^{}m_\pi ^2+3L_pE_\gamma ^2E_\gamma ^{}+L_pE_\gamma E_\gamma ^2}{2E_\gamma E_\gamma ^{}+3L_pE_\gamma ^2E_\gamma ^{}+L_pE_\gamma E_\gamma ^2}}.`$ (5)
Here it is easy to check that for all physically acceptable values of $`E_\gamma `$ (given the value of $`E_\pi `$) one is never led to consider the paradoxical condition $`cos\theta >1`$: there is no severe implication of the deformed-symmetry case for the amount of phase space available for the decays (certainly not at energies around $`(m_\pi ^2/L_p)^{1/3}`$, possibly at Planckian energies).

## 5 Closing remarks

As shown by the illustrative example of calculation presented in the preceding Section, the differences between the case in which Lorentz invariance is broken and the case in which Lorentz invariance is deformed can be very significant also quantitatively, concerning the nature and the magnitude of the effects predicted, besides being quite clearly significant at the conceptual level.

The calculation in the preceding Section also shows that simple dimensional estimates of the effects induced by deviations from Lorentz invariance are futile. Both in the broken-symmetry case and in the deformed-symmetry case the Planck-scale deformation introduces the same correction terms, respectively in Eqs. (3) and (5), but in the broken-symmetry case I found profound implications for pion decay, whereas in the deformed-symmetry case the correction terms arranged themselves in a less “armful” manner. This observation appears to be particularly significant for the argument recently presented by Brustein, Eichler and Foffa in Ref. : in that paper, by applying dimensional analysis to some aspects of neutrino physics it was suggested that Planck-scale-induced deviations from ordinary Lorentz invariance are unlikely. The fact that the analysis reported in Ref.  relies on the type of dimensional arguments which I have here shown to be inclusive, forces us to assume that the conclusions drawn in Ref.  are equally unreliable. Certainly the observations reported in Ref.  provide strong motivations for future dedicated and rigorously quantitative studies of the relevant aspects of neutrino physics within specific examples of Planck-scale-induced deviations from ordinary Lorentz invariance.

## Acknowledgments

I am grateful for the encouraging feed-back received from several participants to CPT01, and particularly for conversations with Roman Jackiw and Alan Kostelecky.


text:
# 1 An exact uncertainty relation

## 1 An exact uncertainty relation

The well known Heisenberg inequality $`\mathrm{\Delta }X\mathrm{\Delta }P\mathrm{}/2`$ has a fundamental significance for the interpretation of quantum theory - as argued by Heisenberg himself, it provides “that measure of freedom from the limitations of classical concepts which is necessary for a consistent description of atomic processes” . It might be asked whether this “measure of freedom” from classical concepts can be formulated more precisely. The answer is, surprisingly, yes - and, as a consequence, the Heisenberg inequality can be replaced by an exact equality, valid for all pure states.

To obtain this equality, note that for a classical system, the position and momentum observables can be measured simultaneously, to an arbitrary accuracy. For a quantum system we therefore define the classical component of the momentum to be that observable which is closest to the momentum observable, under the constraint of being comeasurable with the position of the system. More formally, for the case that we have maximal knowledge about the system, i.e., we know its wavefunction $`\psi \left(x\right)`$, the classical component $`P_{cl}^\psi `$ of the momentum is defined by the properties

$$[X,P_{cl}^\psi ]=0,\left(PP_{cl}^\psi \right)^2_\psi =\mathrm{minimum}.$$
(1)
The unique solution to (1) is $`P_{cl}^\psi =𝑑x|xx|P_{cl}^\psi \left(x\right)`$, where

$$P_{cl}^\psi \left(x\right)=\frac{\mathrm{}}{2i}\left[\psi ^{}\left(x\right)/\psi \left(x\right)\psi ^{}\left(x\right)/\psi ^{}\left(x\right)\right].$$
(2)
Thus $`P_{cl}^\psi \left(x\right)`$ provides the best possible estimate of momentum for state $`\psi \left(x\right)`$ consistent with position measurement result $`X=x`$. It may also be recognised as the momentum current which appears in the quantum continuity equation for the probability density $`\left|\psi \left(x\right)\right|^2`$, as well as the momentum associated with the system in the de Broglie-Bohm interpretation of quantum mechanics .

Having a classical momentum component, it is natural to define the corresponding nonclassical component of the momentum, $`P_{nc}^\psi `$, via the decomposition

$$P=P_{cl}^\psi +P_{nc}^\psi .$$
(3)
The average of $`P_{nc}^\psi `$ is zero for state $`\psi \left(x\right)`$, and hence $`P`$ may be thought of as comprising a nonclassical fluctuation about a classical average. It is the nonclassical component which is responsible for the commutation relation $`[X,P]=i\mathrm{}`$. One has the related decomposition

$$\left(\mathrm{\Delta }P\right)^2=\left(\mathrm{\Delta }P_{cl}^\psi \right)^2+\left(\mathrm{\Delta }P_{nc}^\psi \right)^2$$
(4)
of the momentum variance into classical and nonclassical components, and there is a similar decomposition of the kinetic energy.

The magnitude of the nonclassical momentum fluctuation, $`\mathrm{\Delta }P_{nc}^\psi `$, provides a natural measure for that “degree of freedom from the limitations of classical concepts” referred to by Heisenberg . Note that this magnitude can be operationally determined from the statistics of $`X`$ and $`P`$, via equations (2) and (4).

It is remarkable that $`\mathrm{\Delta }P_{nc}^\psi `$ satisfies an exact uncertainty relation

$$\delta X\mathrm{\Delta }P_{nc}^\psi \mathrm{}/2,$$
(5)
where $`\delta X`$ denotes a classical measure of position uncertainty, called the “Fisher length”, defined via

$$\left(\delta X\right)^2=_{\mathrm{}}^{\mathrm{}}𝑑xp\left(x\right)\left[\left(d/dx\right)\mathrm{ln}p\left(x\right)\right]^2$$

for probability density $`p\left(x\right)`$. There is thus a precise connection between the statistics of complementary observables.

The exact uncertainty relation (5) is far stronger than the usual Heisenberg inequality (the latter follows immediately via (4) and the Cramer-Rao inequality $`\mathrm{\Delta }X\delta X`$ of classical statistical estimation theory). For example, suppose that at some time the wavefunction $`\psi \left(x\right)`$ is confined to some interval. Then, since $`\mathrm{ln}p\left(x\right)`$ changes from $`\mathrm{}`$ to a finite value in any neighbourhood containing an endpoint of the interval, the Fisher length $`\delta X`$ vanishes. The exact uncertainty relation (5) thus immediately implies that $`\mathrm{\Delta }P_{nc}^\psi `$, and hence $`\mathrm{\Delta }P`$, is unbounded for any such confined wavefunction.

Exact uncertainty relations may be generalised and/or applied to, for example, density operators, higher dimensions, energy bounds, photon number and phase, and entanglement . A conjugate relation, $`\delta P\mathrm{\Delta }X_{nc}^\psi \mathrm{}/2`$, may also be derived. In the following section the very existence of exact uncertainty relations is used as a basis for deriving the Schrödinger equation.

## 2 QM from an exact uncertainty principle

Landau and Lifschitz wrote, referring to the Heisenberg uncertainty principle, that “this principle in itself does not suffice as a basis on which to construct a new mechanics of particles” . However, the existence of exact uncertainty relations for quantum systems raises anew the question of whether the uncertainty principle, at the conceptual core of the standard Copenhagen interpretation of quantum theory, can be put in a form strong enough to provide an axiomatic means for moving from classical to quantum equations of motion. The corresponding exact uncertainty principle would thus be on a par with alternative derivations based on the principle of superposition, $`C^{}`$-algebras, quantum logics, etc.

It has recently been shown that an “exact uncertainty principle” does indeed exist, where the Schrödinger equation may be derived via the postulate that classical systems are subjected to random momentum fluctuations of a strength inversely proportional to uncertainty in position . This new approach is summarised below (though using a different method of proof than in ).

Now, in any axiomatic-type construction of quantum mechanics one must first choose a classical starting point, to be generalised or modified appropriately. The starting point here is a statistical one - the classical motion of an ensemble of particles - and indeed most of the assumptions to be made below will be seen to have a statistical character.

Consider then a classical ensemble of $`n`$-dimensional particles of mass $`m`$ moving under a potential $`V`$. The motion may be described via the Hamilton-Jacobi and continuity equations

$$\frac{s}{t}+\frac{1}{2m}\left|s\right|^2+V=0,\frac{p}{t}+\left[p\frac{s}{m}\right]=0,$$

respectively, for the “momentum potential” $`s`$ and the position probability density $`p`$. These equations follow from the variational principle $`\delta L=0`$ with Lagrangian

$$L=𝑑td^nxp\left[\frac{s}{t}+\frac{1}{2m}\left|s\right|^2+V\right],$$
(6)
under fixed endpoint variation with respect to $`p`$ and $`s`$. This Lagrangian is therefore chosen as our classical starting point.

It is now assumed that the classical Lagrangian (6) must be modified, due to the existence of random momentum fluctations. The nature of these fluctuations is not important to the argument - they may be postulated to model experimental evidence that the momentum variance is sometimes greater than the expected $`𝑑xp\left|ss\right|^2`$; or they may be regarded as a device to make the system irreducibly statistical (since such fluctuations imply the velocity relation $`𝐯=m^1s`$ no longer holds, and hence cannot be integrated to give corresponding trajectories). The assumption is simply that the momentum associated with position $`x`$ is given by

$$𝐏=s+𝐍,$$

where the fluctuation term $`𝐍`$ vanishes on the average at each point $`x`$. The physical meaning of $`s`$ thus changes to being an average momentum potential.

It follows that the average kinetic energy $`\left|s\right|^2/\left(2m\right)`$ appearing in (6) should be replaced by $`\left|s+𝐍\right|^2/\left(2m\right)`$ (where $``$ now denotes the average over fluctuations and position), giving rise to the modified Lagrangian

$$L^{}=L+\left(2m\right)^1𝑑t𝐍𝐍=L+\left(2m\right)^1𝑑t\left(\mathrm{\Delta }N\right)^2,$$
(7)
where $`\mathrm{\Delta }N=𝐍𝐍^{1/2}`$ is a measure of the strength of the fluctuations. Note that the additional term in (7) corresponds to the kinetic energy of the fluctuations, and so is positive.

The additional term is specified uniquely, up to a multiplicative constant, by the following three assumptions:

(1) Action principle: $`L^{}`$ is a scalar Lagrangian with respect to the fields $`p`$ and $`s`$, where the variational principle $`\delta L^{}=0`$ yields causal equations of motion. Thus

$$\left(\mathrm{\Delta }N\right)^2=d^nxpf(p,p,p/t,s,s,s/t,𝐱,t)$$

for some scalar function $`f`$.

(2) Additivity: If the system comprises two independent non-interacting subsystems 1 and 2, with $`p=p_1p_2`$, then the Lagrangian decomposes into additive subsystem contributions. Thus

$$f=f_1+f_2\mathrm{for}p=p_1p_2,$$

where subscripts denote corresponding subsystem quantities. Note this is equivalent to the statistical assumption that the corresponding subsystem fluctuations are linearly uncorrelated, i.e., $`𝐍_\mathrm{𝟏}𝐍_\mathrm{𝟐}=0`$.

(3) Exact uncertainty principle: The strength of the momentum fluctuation at any given time is determined by, and scales inversely with, the uncertainty in position at that time. Thus

$$\mathrm{\Delta }Nk\mathrm{\Delta }N\mathrm{for}𝐱𝐱/k,$$

and moreover, since position uncertainty is entirely characterised by the probability density $`p`$ at a given time, the function $`f`$ cannot depend on $`s`$, nor explicitly on $`t`$, nor on the time-derivative of $`p`$.

We now have the following theorem :

Theorem: The above three assumptions of an action principle, additivity, and an exact uncertainty principle imply that

$$\left(\mathrm{\Delta }N\right)^2=Cd^nxp\left|\mathrm{ln}p\right|^2,$$

where $`C`$ is a positive universal constant.

A (new) proof of the above theorem is outlined below. Here its main consequence is noted. In particular, it follows directly via (7) that the equations of motion for $`p`$ and $`s`$, corresponding to the variational principle $`\delta L^{}=0`$, can be expressed as the single complex equation

$$i\mathrm{}\frac{\psi }{t}=\frac{\mathrm{}^2}{2m}^2\psi +V\psi ,$$

where one defines $`\mathrm{}:=2\sqrt{C}`$ and $`\psi :=\sqrt{p}e^{is/\mathrm{}}`$. Thus the above postulates yield equations of motion equivalent to the Schrödinger equation. It can be shown that the mapping from fields $`p`$ and $`s`$ to the wavefunction $`\psi `$ arises naturally from seeking canonical transformations which map to “normal modes” of the system . It is remarkable that a linear equation results from the assumptions used.

## 3 Proof of theorem

To see how the above theorem follows, note first that the action principle and exact uncertainty principle imply that the scalar function $`f`$ depends only on $`p`$, $`p`$, and $`𝐱`$. It can therefore be written in the form

$$f=g(u,v,w,r^2),$$

where

$$u=\mathrm{ln}p,v=\left(𝐱p\right)/p,w=\left|p\right|^2/p^2,r^2=𝐱𝐱.$$

For $`p=p_1p_2`$ one finds $`u=u_1+u_2`$, $`v=v_1+v_2`$, and $`w=w_1+w_2`$, and hence the additivity assumption implies that

$$g(u_1+u_2,v_1+v_2,w_1+w_2,r_1^2+r_2^2)=g_1(u_1,v_1,w_1,r_1^2)+g_2(u_2,v_2,w_2,r_2^2).$$

Thus $`g`$ must be linear in $`u`$, $`v`$, $`w`$ and $`r^2`$, yielding

$$f=A\mathrm{ln}p+B\frac{𝐱p}{p}+C\frac{\left|p\right|^2}{p^2}+D𝐱𝐱,$$
(8)
where $`A`$, $`B`$, $`C`$ and $`D`$ are universal constants. Note that the first term corresponds to an entropic potential in the Lagrangian $`L^{}`$.

Finally, noting that $`p\left(x\right)k^np\left(kx\right)`$ under the transformation $`𝐱𝐱/k`$, the exact uncertainty principle forces $`A=B=D=0`$, and the theorem is proved (where the positivity of $`C`$ follows from the positivity of $`\left(\mathrm{\Delta }N\right)^2`$).

## 4 Conclusions

It has been shown that the Heisenberg uncertainty relation may be upgraded to an exact uncertainty relation, and that a corresponding exact uncertainty principle may be used as the single nonclassical element necessary for obtaining the Schrödinger equation. Thus the uncertainty principle is able to provide not only a conceptual underpinning of quantum mechanics, but an axiomatic underpinning as well. The above approach immediately generalises to include electromagnetic potentials, and work on generalisations to systems with spin and to quantum fields is in progress.

The form chosen for the exact uncertainty principle, that classical systems are subject to random momentum fluctuations of a strength inversely proportional to uncertainty in position, is of course motivated by the momentum decomposition (3) and exact uncertainty relation (5) holding for quantum systems. Thus, not surprisingly, there are a number of connections between the latter uncertainty relation and the Theorem of section 2. For example, for a 1-dimensional system, the Theorem immediately implies the uncertainty relation

$$\delta X\mathrm{\Delta }N=\sqrt{C}=\mathrm{}/2$$

for the momentum fluctations, which may be compared to (5).

The exact uncertainty principle has a type of “nonlocality” built into it: the form of $`\mathrm{\Delta }N`$ specified by the Theorem implies that a change in the position probability density arising from actions on one subsystem (eg, a position measurement), will typically influence the behaviour of a second subsystem correlated with the first. This nonlocality corresponds to quantum entanglement, and has been analysed to some extent via exact uncertainty relations in .

It is worth noting that the approach here, based on exact uncertainty, is rather different from other approaches which assign physical meaning to fields $`p`$ and $`s`$ related to the wavefunction. For example, in the de Broglie-Bohm approach , there are no momentum fluctuations, and the classical equations of motion for $`p`$ and $`s`$ are instead modified by adding a mass-dependent “quantum potential”, $`Q`$, to the classical potential term in the Hamilton-Jacobi equation. The form of this quantum potential is left unexplained, and is interpreted as arising from the influence of an associated wave acting on the system. In contrast, in the exact uncertainty approach $`s`$ is an average momentum, the form of an additional kinetic energy term arising from random momentum fluctuations is derived, and no associated wave is assumed. The formal connection between the two approaches is the relation

$$\delta \left(L^{}L\right)=𝑑td^nxQ\delta p.$$

Finally, the exact uncertainty approach is also very different from the stochastic mechanics approach . The latter postulates the existence of a classical stochastic process in configuration space, with a drift velocity assumed to be the gradient of some scalar, and defines an associated time-symmetric “mean acceleration” $`𝐚`$ in terms of averages over both the stochastic process and a corresponding time-reversed process, which is postulated to obey Newton’s law $`m𝐚=V`$. In contrast, the exact uncertainty approach does not rely on a classical model of fluctuations, nor on a new definition of acceleration, nor on properties of stochastic processes running backwards in time. The formal connections between the approaches are

$$s=m𝐮,\left(\mathrm{\Delta }N\right)^2=m^2𝐯𝐯,$$

where $`𝐮+𝐯`$ and $`𝐮𝐯`$ are the drift velocities of the forward-in-time and backward-in-time processes respectively. It should be noted that $`𝐮𝐯0`$, and hence one cannot identify $`m𝐯`$ with the random momentum fluctuation $`𝐍`$.