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# On the Origin of the Internal Structure of Haloes

## 1 INTRODUCTION

The dominant dark component of matter in the universe appears to be clustered in bound haloes which form the skeleton of all astronomical objects of cosmological interest, from dwarf galaxies to rich galaxy clusters. All we know about these systems comes from their gravitational effects on the luminous matter they trap or on the light traveling across them. This is so little information that the following fundamental questions have prevailed for a long time. Does the internal structure of haloes depend on their mass? Does it depend on their past history? And on cosmology? How is this structure set?

Gunn & Gott (1972; Gott 1975; Gunn 1977) were the first to address this problem by considering the simplified case of haloes forming through spherical infall, that is, the collapse of a density fluctuation of smooth, isotropically distributed, dissipationless matter in an otherwise homogeneous expanding universe. Under the adiabatic invariant collapse approximation, they derived the density profile arising from some specific initial conditions. The effects of refining the derivation used and of adopting more and more realistic initial conditions have been subsequently addressed in a series of works (Fillmore & Goldreich 1984; Bertschinger 1985; Hoffman & Shaham 1985; Ryden & Gunn 1987; Ryden 1988; Zaroubi & Hoffman 1993; Łokas 2000; Łokas & Hoffman 2000; Del Popolo et al. 2000; 2000; Nusser 2001).

An important result of this research line is that haloes grow inside-out as new material is being incorporated in secondary infall. That is, despite the continuous shell-crossing (and radial relaxation, see below) of the infalling layers with the previously relaxed body, the structure remains at any moment essentially unaltered within the instantaneous radius. As shown below, this sole consideration should permit us to determine the halo density profile provided the infall rate of matter is known. Much progress has been achieved in the last twenty years in the modelling of halo growth. The extended Press-Schechter (PS) model (Press & Schechter 1974; Bower 1991; Bond et al. 1991; Lacey & Cole 1993) makes quite accurate predictions, indeed, on the rate at which haloes increase their mass (Lacey & Cole, 1994) in hierarchical cosmologies like the one describing the real universe. Unfortunately, haloes develop in such cosmologies through continuous mergers rather than through smooth spherical infall.

The effects of mergers depend on the relative mass of the progenitors. Major mergers bring the whole system out of equilibrium making it move in the phase space around some attractor. During this process, particles experience random accelerations owing to the rapidly varying collective potential well which causes the relaxation of the system (Lynden-Bell, 1967) in a similar although more dramatic way than in the case of spherically infalling layers. This violent relaxation erases any imprint of the previous history of the system, the new equilibrium state reached being characterised by a normal distribution of particle velocities similar to that yielded by the common two-body relaxation, although independent of particle mass. Were haloes isolated and, hence, unperturbed after any such dramatic event they would end up as infinite, spherical systems with a uniform, monomass, isotropic velocity dispersion. This is the reason why haloes are often modelled as isotropic, isothermal spheres (e.g., King 1972; Shapiro, Iliev & Raga 1999). But haloes are not isolated systems. During the violent relaxation process, they keep on collecting matter through minor mergers making the boundary conditions to vary in some unknown way. This severely limits the predictive power of the violent relaxation theory (e.g., Saslaw 1987).

To gain a deeper insight on the internal structure of haloes many authors have turned to numerical experiments. Using high-resolution cosmological $`N`$-body simulations Navarro, Frenk & White (1996, 1997) have found that the spherically averaged density profile of haloes of all masses is well fitted by the simple analytical expression

$$\rho (r)=\frac{\rho _\mathrm{c}r_\mathrm{s}^3}{r(r_\mathrm{s}+r)^2}$$
(1)
in any hierarchical cosmology analysed. In equation (1), $`r`$ is the radial distance to the halo centre, and $`r_\mathrm{s}`$ and $`\rho _\mathrm{c}`$ are the halo scale radius and characteristic density, respectively. The latter two parameters are related to each other and to the mass $`M`$ of the halo through the condition that the virial radius $`R`$ of the system encloses, by definition, an average density equal to a fixed factor $`f`$ times some density $`\rho _\mathrm{u}`$ characterising the universe at that moment. The values of $`f`$ found in the literature are in the range , while $`\rho _\mathrm{u}`$ is taken equal to $`\rho _{\mathrm{crit}}`$, the critical density for closure, or $`\overline{\rho }`$, the mean cosmic density. Navarro and collaborators adopted $`f=200`$ and $`\rho _\mathrm{u}=\rho _{\mathrm{crit}}`$.

On the other hand, the spherically averaged, locally isotropised, velocity dispersion profile $`\mathrm{\Sigma }(r)`$ is found to be well fitted by the solution of the Jeans equation for hydrostatic equilibrium and negligible rotation,

$$\mathrm{\Sigma }^2(r)\left(\frac{\mathrm{d}\mathrm{ln}\mathrm{\Sigma }^2}{\mathrm{d}\mathrm{ln}\mathrm{r}}+\frac{\mathrm{d}\mathrm{ln}\rho }{\mathrm{d}\mathrm{ln}\mathrm{r}}\right)=\frac{3GM(r)}{r}$$
(2)
with $`\rho (r)`$ the function given in equation (1) and $`M(r)`$ the corresponding mass within $`r`$, by adopting the boundary condition of null pressure at infinity. Note that, although the hydrostatic condition is natural to hold, the boundary condition at infinity is not obvious owing to the limited extent of haloes.

These empirical results have been confirmed by other authors (Cole & Lacey 1997; Huss, Jain & Steinmetz 1999b; Bullock et al. 2001), there being some controversy only at very small radii (Moore et al. 1998; Jing & Suto 2000; Fukushige & Makino 2001) where they are the most affected by the spatial resolution of the simulations. In any event, the fundamental question about the origin of that empirical halo structure remains. It is not even clear whether this is a general result of gravitational collapse, including smooth spherical infall, or the specific consequence of repeated mergers (Huss, Jain & Steinmetz 1999a; Syer & White 1998; Moore et al. 1999; Łokas & Hoffman 2000).

In the present paper, we use a variant of the extended PS model distinguishing between minor and major mergers (§ 2) to derive the structure of haloes predicted in hierarchical cosmologies and compare it with that found in numerical simulations (§ 3). The result of this comparison supports the idea that the internal structure of haloes is the natural imprint of their hierarchical growth (§ 4).

## 2 MINOR AND MAJOR MERGERS

The scaling of the previous density profile varies with cosmology although the same trend is always found: the characteristic density $`\rho _\mathrm{c}`$ decreases with increasing halo mass. Navarro, Frenk & White (1997) suggested that this universal trend is due to the fact that, in hierarchical cosmologies, more massive haloes form later when the mean density of the universe is lower. Unfortunately, the idea that haloes fix their structural properties at formation is hard to assess because the own concepts of halo formation and destruction are rather fuzzy in hierarchical cosmologies in which haloes grow through continuous mergers.

To properly define these concepts it is convenient to distinguish between minor and major mergers (Manrique & Salvador-Solé 1996; Kitayama & Suto 1996; Salvador-Solé, Solanes & Manrique 1998; Percival, Miller & Peacock 2000; Cohn, Bagla & White 2001). In the Modified Press-Schechter (MPS) model (Salvador-Solé, Solanes & Manrique 1998; Raig, González-Casado & Salvador-Solé 1998; Raig, González-Casado & Salvador-Solé 2001) mergers producing a fractional mass increase above a given threshold $`\mathrm{\Delta }_\mathrm{m}0.5`$ are regarded as major, and minor otherwise. Note that a given merger may be seen as major or minor depending on the viewpoint of the partner halo which is considered. Since haloes are essentially unperturbed in minor mergers while they are completely rearranged in major ones we say that haloes survive in the former case and are destroyed in the latter. The destruction of a halo does not necessarily imply the formation of a new one: the largest partner partaking of the merger can see it as minor and, hence, survive to it being identified to the final system. This kind of mergers therefore correspond to the accretion by the most massive halo of the remaining partners. (The definitions of minor and major mergers given above imply that there is at most one surviving halo in any given merger.) Only those mergers in which all partners are destroyed or, equivalently, no merging halo survives, do mark the formation of new haloes.

The MPS model yields analytical expressions for the mass accretion rate of haloes (see eq.  below), their destruction and formation rates, as well as the distribution probability functions of progenitor masses and of formation and destruction times whose median values define, respectively, the typical mass of progenitors and the typical halo formation and destruction times. All these theoretical quantities are in good agreement with the results of $`N`$-body simulations (Raig, González-Casado & Salvador-Solé, 2001).

In particular, the average rate at which mass is accreted onto a halo with $`M`$ at $`t`$ is, according to the definition of $`\mathrm{\Delta }_\mathrm{m}`$,

$$r_\mathrm{a}(M,t)=_M^{M(1+\mathrm{\Delta }_\mathrm{m})}(M^{}M)r_\mathrm{t}(M,M^{},t)\mathrm{dM}^{},$$
(3)
where

$`r_\mathrm{t}(M,M^{},t)\mathrm{dM}^{}={\displaystyle \frac{\sqrt{2/\pi }}{\sigma ^2(\mathrm{M}^{})}}{\displaystyle \frac{\mathrm{d}\delta _\mathrm{c}}{\mathrm{dt}}}{\displaystyle \frac{\mathrm{d}\sigma (\mathrm{M}^{})}{\mathrm{dM}^{}}}\left[1{\displaystyle \frac{\sigma ^2(\mathrm{M}^{})}{\sigma ^2(\mathrm{M})}}\right]^{3/2}`$
$`\times \mathrm{exp}\left\{{\displaystyle \frac{\delta _\mathrm{c}^2(t)}{2\sigma ^2(M^{})}}\left[1{\displaystyle \frac{\sigma ^2(M^{})}{\sigma ^2(M)}}\right]\right\}\mathrm{dM}^{}`$ (4)
is the instantaneous transition rate at $`t`$ from haloes with $`M`$ to haloes between $`M^{}`$ and $`M^{}+\mathrm{dM}^{}`$ due to mergers of whatever amplitude provided by the original extended PS model (Lacey & Cole, 1993). In equation (2), $`\delta _\mathrm{c}(t)`$ is the linear extrapolation to the present time $`t_0`$ of the critical overdensity of primordial fluctuations collapsing at $`t`$, and $`\sigma (M)\sigma (M,t_0)`$ is the r.m.s. fluctuation of the density field at $`t_0`$ smoothed over spheres of mass $`M`$; both $`\delta _\mathrm{c}(t)`$ and $`\sigma (M)`$ depend on cosmology.

The $`M(t)`$ track followed during accretion by haloes with a given mass $`M_\mathrm{i}`$ at a given time $`t_\mathrm{i}`$ is therefore the solution of the differential equation

$$\frac{\mathrm{dM}}{\mathrm{dt}}=r_\mathrm{a}[M(t),t]$$
(5)
for the initial conditions $`M(t_\mathrm{i})=M_\mathrm{i}`$. Strictly speaking, this solution is the average track followed by those haloes. Real accretion tracks actually diffuse from it owing to the effects of individual random minor mergers, the scatter remaining nonetheless quite limited along the typical lifetime of haloes (see Raig, González-Casado & Salvador-Solé 2001).

As shown by Raig, González-Casado & Salvador-Solé (2001), the formation of haloes corresponds to rare binary mergers between similarly massive progenitors. Hence, they do cause the rearrangement of the corresponding global systems, the resulting violent relaxation yielding a more or less spherical haloes with new density profiles independent of their past history. In contrast, minor mergers are frequent multiple events, particularly in the case of very small captured haloes. The graininess of accreted matter can therefore be neglected in a first approximation, and the resulting configuration (i.e., a central more or less spherical, relaxed object surrounded by a rather smooth distribution of matter falling into it) can be well approximated by the spherical infall model. Consequently, haloes should grow inside-out during the accretion phase.

## 3 Theory vs. simulations

The point of view that haloes grow through long periods of gentle accretion after their violent formation in major mergers is clearly much more accurate than the two extreme points of view so far considered in order to derive analytical density profiles (see § 1), namely, the cases of pure spherical infall or one single isolated major merger. During the accretion phase, the inside-out growth condition holds and, since the average mass accretion rate is well-known (eq. 3), one can readily infer the structure developing around the initial seed. On the other hand, the structure of this latter, fixed at formation, should also be possible to determine since the boundary conditions met by the system during violent relaxation are well-known, too: they are set by the accretion regime starting at that moment.

### 3.1 Density profile

Suppose a spherical halo formed at $`t_\mathrm{f}`$ with mass $`M_\mathrm{f}`$ and radius $`R_\mathrm{f}`$. The typical $`M(t)`$ track followed by the halo during the subsequent accretion phase is therefore the solution of the differential equation (5) with initial condition $`M(t_\mathrm{f})=M_\mathrm{f}`$. According to the spherical infall model, the accreted mass is deposited, at any moment $`t`$, at the instantaneous radius $`R(t)`$ without altering the inner density profile. Consequently, we have

$$M(t)M_\mathrm{f}=_{R_\mathrm{f}}^{R(t)}4\pi r^2\rho (r)\mathrm{dr}$$
(6)
with $`\rho (r)`$ the developing density profile at $`t`$. By differentiating this relation taking into account the abovementioned definition of the instantaneous radius

$$R(t)=\left[\frac{3M(t)}{f4\pi \rho _\mathrm{u}(t)}\right]^{1/3}$$
(7)
and equation (5) we are led to the expression

$$\rho (t)=f\rho _\mathrm{u}\left\{1\frac{M(t)}{r_\mathrm{a}[M(t),t]}\frac{\mathrm{d}\mathrm{ln}\rho _\mathrm{u}}{\mathrm{dt}}\right\}^1$$
(8)
for the density at $`r=R(t)`$. Equations (7) and (8) therefore define, in the parametric form, the wanted density profile at any radius $`rR_\mathrm{f}`$.

But this is not enough to explain the shape of the density profile drawn from simulations. Indeed, a significant fraction of it (of order 50 %) corresponds to the inner region, $`r<R_\mathrm{f}`$, fixed at formation (see the position of $`R_\mathrm{f}`$ in Fig. 2). To derive the density profile in that inner region we shall take into account that the structure emerging from violent relaxation at $`t_\mathrm{f}`$ must satisfy the boundary conditions imposed by accretion starting at that moment. This implies that the inner and outer profiles of any physical quantity must match up at $`R_\mathrm{f}`$. Some discontinuity would only appear in case that these boundary conditions were incompatible with the inner structure. But, violent relaxation takes some time to proceed during which surrounding layers begin to be accreted. Hence, the final steady state, far from being incompatible with those boundary conditions, will perfectly adapt to them.

Both $`M(t)`$ and $`\rho _\mathrm{u}(t)`$ entering in equations (7) and (8) are known functions which can be differentiated to any arbitrary order. Consequently, one can derive the values of $`\rho (r)`$ and any order derivative of it at any radius in the outer region, in particular at the matching radius $`R_\mathrm{f}`$. Then, by taking the Taylor series expansion of $`\rho (r)`$ at $`R_\mathrm{f}`$ one can estimate that function at any radius $`r<R_\mathrm{f}`$ to any arbitrary accuracy. Although this proves the existence of one unique inner solution, a much practical way to derive it is the following one. As mentioned in § 2, all haloes having the same mass at a given time follow the same accretion track along the common time interval since their respective formation times $`t_\mathrm{f}`$, and since the functions $`M(t)`$ and $`\rho _\mathrm{u}(t)`$ coincide for all these haloes in that common time interval, the same is true for the respective outer profiles in the corresponding radial ranges. Moreover, the inner solutions of all these haloes must coincide with the outer solutions of those having undergone the last major merger early enough since the profiles and derivatives of any order of these latter take identical values at the radii $`R_\mathrm{f}`$ of the former and, therefore, have identical Taylor series expansions at such radii. Strictly speaking, this conclusion refers to the average density profile since individual profiles will show some scatter around it coming from the abovementioned scatter in real $`M(t)`$ tracks.

The previous reasoning proves from the mathematical point of view that all haloes with a given mass at a given time have the same (average) density profile regardless of their specific formation time, and that this unique density profile, which naturally appears after the past history of the system has been erased, coincides with the outer solution of haloes formed at an arbitrarily early epoch. From the physical point of view the reason for this apparently surprising result is well understood. As well known, in the case of spherical infall there is only one mass distribution at any moment preserving the steady state of the inner system despite the shell-crossing of the infalling layers; this corresponds to the solution of the spherical infall model for a given accretion rate. In the case of violent relaxation subsequent to a major merger, the resulting steady structure must also adapt to the shell crossing of the infalling layers beginning to be accreted at that moment. This therefore necessarily leads to the same inner mass distribution as in the case of spherical infall at that moment. Note that this explains the result obtained by Huss, Jain & Steinmetz (1999a) that the density profile of haloes closely resembles the NFW profile regardless of whether they form in a hierarchical cosmology or via smooth spherical collapse.

The exact values of $`f`$ and $`\rho _\mathrm{u}`$ used to delimit relaxed haloes in simulations or in the real universe are a mere convention and do not obviously affect their shape. However, from equations (7) and (8) we see that the density profile here predicted depends on the definition of halo radius adopted. There is no contradiction however between these two facts. That definition is crucial, in general, for the ability of the PS model to correctly describe the halo growth process. For instance, the Press-Schechter mass function only fits the empirical mass function provided some specific definition of halo radius as this fixes the mass of objects. Likewise, we cannot pretend to recover the actual density profile of haloes from the PS formalism for any arbitrary definition of halo radius; this must be chosen so to obtain the best agreement between the predictions of the PS model and the results of simulations. Note however that such an “accreting radius” must not necessarily coincide with the arbitrary “delimiting radius” used to compare the resulting theoretical profile with the empirical one obtained by any specific author. In this latter case, we will operate with the theoretical profile previously derived just as if it were the real profile of a simulated (or observed) halo: we shall apply the same delimiting radius which may or may not coincide with the accreting radius previously used. This can be readily done in most cases without any further consideration. Only in the case that the value of $`f`$ used in the derivation of the profile is larger than the one used to delimit it in the final comparison, or that $`\rho _{\mathrm{crit}}`$ is used in the derivation while $`\overline{\rho }`$ is used in the comparison some extension of the theoretical profile towards the future will be required. But this simply reflects the real situation met in dealing with simulated (or observed) haloes: their actual steady region extends well beyond any popular delimiting radius.

The correct behaviour of the extended PS model has only been checked in detail in the case of scale-free cosmologies (Lacey & Cole 1994; Raig, González-Casado & Salvador-Solé 2001 for the MPS version). It is therefore necessary to establish the best value of $`\rho _\mathrm{u}`$ to be used in case that $`\rho _{\mathrm{crit}}`$ and $`\overline{\rho }`$ do not coincide. In Figure 1, we plot the theoretical profiles inferred from $`\rho _\mathrm{u}=\rho _{\mathrm{crit}}`$ and $`\rho _\mathrm{u}=\overline{\rho }`$ in a flat, $`\mathrm{\Omega }_\mathrm{m}=0.25`$ CDM cosmology. As can be seen, $`\rho _\mathrm{u}=\overline{\rho }`$ leads to a decreasing density profile with monotonous varying slope while $`\rho _\mathrm{u}=\rho _{\mathrm{crit}}`$ leads to a density profile which tends to level off at large radii. (The radii where the two solutions deviate from each other correspond to cosmic times at which $`\mathrm{\Lambda }`$ becomes non-negligible.) Since such a behaviour is not observed in simulated (or observed) haloes, we conclude that the best value of $`\rho _\mathrm{u}`$ to use is $`\overline{\rho }`$. Concerning the value of $`f`$ we have checked that the theoretical density profile is always very insensitive to it, any value in the range 178–500 yielding fully indistinguishable results at the resolution of Figure 1. Hereafter, we adopt $`f=200`$.

In Figure 2, we compare the average density profiles predicted for current haloes of four different masses in three distinct cosmologies with the corresponding empirical profiles obtained by Navarro, Frenk & White (1997). As can be seen, there is good agreement between theory and simulations, particularly for moderate and low mass haloes. A similar result is found in any cosmology analysed. We want to stress that, once we have fixed the value of the effective threshold $`\mathrm{\Delta }_\mathrm{m}`$ for major mergers entering in the MPS model, the predicted density profiles of haloes of any mass at any time are completely determined both in shape and normalization. Thus, there is no freedom to play with. As mentioned in Raig, González-Casado & Salvador-Solé (2001), the comparison between theory and simulations in terms of the description of halo growth alone does not allow us to constrain the value of $`\mathrm{\Delta }_\mathrm{m}`$. The only restriction is given a priori by the expected dynamical effects of mergers of different amplitude which points to the plausible range \[0.3, 0.7\]. In Figure 3 we show the effects of adopting any of these two extreme values of $`\mathrm{\Delta }_\mathrm{m}`$. By comparing these results with those obtained from the most reasonable central value of $`0.5`$ shown in Figure 2 we conclude that the value of $`\mathrm{\Delta }_\mathrm{m}`$ is, on the contrary, well-constrained around that central value by the internal structure of haloes.

The observed trend for the agreement between theory and simulations to degrade towards large halo masses cannot be due to a bad modelling of the halo growth by means of the MPS model. As previously mentioned, the correct behaviour of the mass accretion rate has been checked against numerical simulations in scale-free cosmologies (Raig, González-Casado & Salvador-Solé, 2001) such as the one plotted in the right panel of Figure 2 where the departure is the most apparent. To understand the possible origin of this effect we will concentrate on this particular case. In scale-free cosmologies two haloes with different masses, $`M`$ and $`M^{}`$, taken at $`t`$ and $`t^{}`$ satisfying the condition $`\sigma (M,t)=\sigma (M^{},t^{})`$ are indistinguishable. All the density profiles shown in Figure 2 correspond to the present time $`t_0`$, but the inside-out growth condition guarantees that, at any other epoch, haloes have the same profiles though truncated at different radii enclosing the corresponding masses. Thus, by conveniently rescaling the density profiles of haloes of different masses at $`t_0`$, they must perfectly overlap. In Figure 4 we show the result of applying such shifts on both the four theoretical density profiles shown in the right panel of Figure 2 and the corresponding empirical profiles obtained by Navarro, Frenk & White (1997). (Shifted density profiles are only displayed down to the minimum initial radii where simulated data were fit.) As can be seen, the theoretical density profiles satisfy the expected homologous condition while the empirical profiles do not. There are two possible reasons for this latter fact: either the finite resolution of the simulations introduces some artificial scale breaking the theoretical homologous behaviour of density profiles, or haloes significantly deviate, during accretion, from the inside-out growth implied by the adiabatic invariant collapse approximation. In the former case, one should trust on the theoretical profiles derived here, and conversely in the latter. The fact that the deviation of the empirical profiles from the homologous condition only concerns very small radii where the inside-out growth condition during accretion should only play an indirect role and where the density profiles are the most affected by the finite resolution of the simulations strongly suggests that there may be some problem, indeed, with the empirical profiles there. It would therefore be of great interest to check through numerical simulations of scale-free cosmologies whether or not large mass haloes grow inside-out during accretion as expected from the adiabatic invariant collapse approximation.

The previous discussion is extremely relevant in connection with the problem on the actual slopes of density profiles at very small radii ($`r10^2R`$). In general, we find good agreement with the slopes reported by Navarro, Frenk & White (1997) (see Fig. 2). But, for large masses in the scale-free case, we find a much steeper slope (as large as $`2`$ in logarithmic units). We want to remark that this is necessary for those density profiles to satisfy the abovementioned homologous condition since the slope at small radii of haloes of a given mass must match the slope at larger radii of more massive haloes. (Note that the asymptotic slope of $`2`$ in the scale-free case is independent, indeed, of the value of $`\mathrm{\Delta }_\mathrm{m}`$; see Fig. 3.) If the correct behaviour of the theoretical profiles derived here is confirmed we will be led to the conclusion that the density profile of very massive haloes deviates from the form reported by Navarro and collaborators, and that the asymptotic slope at small radii of the halo density profile actually depends on the particular cosmology considered.

### 3.2 Velocity dispersion profile

And what about the velocity dispersion profile $`\mathrm{\Sigma }(r)`$? This profile could be readily derived from the Jeans equation (2) using the previous density profile provided that the value of $`\mathrm{\Sigma }`$ were known at some radius. But it is not. (We are avoiding of course making any unjustified assumption reporting to infinity.) Since, from the dynamical point of view, the unique density profile derived above could perfectly exist side by side with an infinite variety of velocity dispersion profiles the following questions rises. Why does the empirical velocity dispersion profile of haloes show one unique form? What fixes it? As mentioned, in the case that the system has undergone just one unique violent relaxation far in the past and no subsequent accretion of matter we would expect it with a uniform velocity dispersion. But this solution is incompatible with the density profile previously calculated imposed by accretion. This suggests the following natural guess: the velocity dispersion profile emerging from violent relaxation at the formation of a halo should be as close as possible to uniform, the only small deviation being forced by the boundary conditions imposed by accretion at that moment.

To derive such a guessed velocity dispersion profile we will follow an iterative procedure. For the zero-order solution of $`\mathrm{\Sigma }^2`$ at $`rR_\mathrm{f}`$ we take the square value of the uniform velocity dispersion that violent relaxation tends to establish, given by equation (2) with null logarithmic derivative of $`\mathrm{\Sigma }^2`$. Then we compute the zero-order value of $`\mathrm{\Sigma }^2`$ corresponding to a slightly larger or smaller, arbitrarily close radius and from the two values we estimate the zero-order logarithmic derivative of $`\mathrm{\Sigma }^2`$ at $`rR_\mathrm{f}`$. By substituting this derivative into the Jeans equation (2) we obtain the more correct first-order value of $`\mathrm{\Sigma }^2`$ at that radius. Finally, by repeating this procedure, we can obtain an estimate as close as wanted to the true value of $`\mathrm{\Sigma }^2(r)`$ at any radius of the inner region. This iterative procedure leads to one unique profile among the infinite number that satisfy the Jeans equation for the density profile derived above using the mass accretion rate. Since we have started the iteration with the values of $`\mathrm{\Sigma }(r)`$ corresponding to an inner uniform velocity dispersion profile (not satisfying that equation), the final solution is necessarily the closest to the latter uniform profile which is, at the same time, compatible with the boundary conditions imposed by accretion as wanted.

Once the value of $`\mathrm{\Sigma }^2(R_\mathrm{f})`$ is known we can use the Jeans equation (2) with the universal density profile derived above to infer the velocity dispersion profile in the outer region. But we can also apply the previous iterative procedure directly to any radius of the outer region. Indeed, the fact that both solutions satisfy the Jeans equation and that they take the same value at $`R_\mathrm{f}`$ guarantees that the two methods yield identical results. Moreover, since haloes formed at different times with initially relaxed regions overlapping over some radial range have, by construction, identical velocity dispersion profiles in the common radial ranges, we are also led to the conclusion that there is one unique velocity dispersion profile for all haloes having the same mass at a given time regardless of their particular formation time, and that this unique velocity dispersion profile coincides with the inner solution, given by the iterative procedure above, of haloes formed at an arbitrarily late time.

In Figure 5 we compare, for the same cosmologies as in Figures 2, the theoretical velocity dispersion profiles, inferred using the previous iterative procedure in the whole range of radii, with the empirical profiles obtained by Navarro, Frenk & White (1997). As can be seen the predictions are as good as in the case of the density profiles. This confirms our guess on the origin of the universal velocity dispersion profile.

## 4 DISCUSSION

It is generally believed that the PS formalism describes the mass growth of dark-matter haloes in hierarchical cosmologies but does not tell us anything about their internal structure. This is however in contradistinction with the idea that such a structure arises just from gravitation (a scale-free force) and the way that dark-matter haloes grow. In the present paper, we have shown that, when the distinct dynamical effects of minor and major mergers are taken into account, the PS model also makes definite predictions on the internal structure of haloes, the resulting average theoretical profile being in very good agreement with that drawn from high-resolution numerical simulations. Our results therefore prove that the structure of haloes, including their scaling with mass, is the natural consequence of the combined action of minor and major mergers: outside the total radius of the system at formation the structure is fully determined by the rate at which mass is accreted, while, inside that radius, it results from the initial violent relaxation with boundary conditions set by accretion at that moment. The behaviour of the theoretical profiles derived here strongly suggests that the larger the halo mass, the more apparent are the effects on the respective density profiles of the limited resolution of the simulations. The confirmation of this suspicion would imply a different density profile for very massive haloes from that reported by Navarro, Frenk & White (1996, 1997) and, what is more important, the non-universality of halo structure.

The aim of the present paper was not to derive the accurate distribution of matter in real haloes, but to understand the origin of their empirical apparently universal structure. For this reason we have considered the simplified case of pure dark-matter haloes as those dealt with in $`N`$-body experiments. In the real universe, about one tenth of the halo mass is in the dissipative baryonic component, which might have appreciable effects. Likewise, we have assumed spherical symmetry and neglected any rotation of haloes as well as any anisotropy of the velocity tensor while, in hierarchical cosmologies, haloes have a slight angular momentum and, what is more important, they are immersed in large filamentary structures making them accrete matter preferentially along one privileged direction (West, 1994) and feel, in their final steady configuration, the tidal field of such anisotropic structures (Salvador-Solé & Solanes, 1993). On the other hand, even in the case of exact spherical symmetry, some velocity anisotropy would emerge in the outer part of haloes owing to the distinct evolution of the radial and tangential velocity dispersions in accreted layers during infall. All these secondary effects explain the elongation and slight angular momentum and velocity anisotropy observed in real as well as simulated haloes. (Note however that the density profile derived here is independent of the actual degree of anisotropy of the velocity tensor.) Finally, in the present paper, we have focused on the structure of haloes at $`z=0`$, the only redshift for which accurate empirical data for different cosmologies are available (Navarro, Frenk & White 1997). In a forthcoming paper, we will study the predicted dependence on redshift of this structure and compare it with the results of numerical simulations carried out by Bullock et al. (2001) for a $`\mathrm{\Lambda }`$CDM cosmology.

ACKNOWLEDGMENTS

This work was supported by the Spanish DGES grant AYA2000-0951. AM acknowledges the hospitality of the CIDA staff in Mérida (Venezuela) where part of this work was carried out.


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# FUSE observations of the central star of Abell 78

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# Distant Supernovae and the Accelerating Universe

ABSTRACT: The observation of SN 1997ff at redshift 1.7 has been claimed$`^\text{1}`$ to refute alternative models such as grey dust or evolution for the faintness of distant supernovae, leaving only an accelerating Universe as a viable model. However, a very simple one parameter evolution model, with the peak luminosity varying as an exponential function of cosmic time, converts the flux vs. distance law of the critical density matter-dominated model into that of the concordance $`\mathrm{\Omega }=0.3`$ flat vacuum-dominated model with an error no larger than 0.03 mag over the range 0-2 in redshift. A grey dust model that matches this accuracy can easily be contrived but it still fails by overproducing the far-IR background or distorting the CMB. Models that involve oscillation between photons and axions could emulate an exponential function of cosmic time without violating these background constraints. Clearly a better and well-tested understanding of the Type Ia supernova explosion mechanism and the origin of the correlation between the decay rate and luminosity is needed before any effort to reduce statistical errors in the supernova Hubble diagram to very small levels.

The observations of Type Ia SNe are only determining the luminosity distance vs. redshift law, $`D_L(z;P)`$, where $`P`$ is a set of cosmological parameters, typically $`\mathrm{\Omega }_M`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$. Obviously if the intercept of the supernova luminosity vs decay rate relation evolves$`^\text{2}`$ following the relation

$$L(z)=(D_L(z;P^{})/D_L(z;P))^2$$
(1)
then the true cosmological parameters would be $`P^{}`$ even though $`D_L(z;P)`$ fits the data well under the assumption of no evolution. If I evaluate Eqn(1) with $`P^{}=\{\mathrm{\Omega }_M=1,\mathrm{\Omega }_\mathrm{\Lambda }=0\}`$ being the Einstein - de Sitter critical density matter dominated model and $`P=\{\mathrm{\Omega }_M=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7\}`$ being the concordance model, then Figure 1 is obtained.

This required luminosity evolution is monotonic, which contradicts the claim that evolution would have to reverse itself to match the accelerating now but decelerating in the past pattern of the concordance model. Furthermore, if I plot the required evolution on a log-linear plot as a function of cosmic time, I get the very nearly straight solid line on Figure 2. Obviously an exponential function of cosmic time \[the dashed line\] provides a nearly exact match to the required evolution.

Figure 3 shows various models including the exponential function of cosmic time evolution model compared to supernova data$`^{\text{1},\text{3}}`$. Clearly both the concordance model and the exponential evolution model fit the data very well – actually too well – with $`\chi ^2`$ per degree of freedom much less than 1. The best fit $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is $`0.73`$ with $`\chi ^2=1.46`$ for 8 df. The evolution model is a slightly better fit, with $`\chi ^2=1.24`$ for 8 df at $`\alpha =1.28`$. This evolution model is equivalent to the axion model in Eq(2) below with $`\beta =0`$ & $`F=0`$.

Given that the required evolution is monotonic, there is no difficulty in producing this effect using grey dust. One need only make the physical dust density constant to give the appearance of an exponential function of cosmic time evolution model. Then the comoving dust density must vary like $`(1+z)^3`$ which is certainly possible although it has no obvious connection to the evolution of the star formation rate \[the Madau curve\].

Models where light – but not millimeter waves – can oscillate into axions$`^\text{4}`$ and thus lead to fainter distant supernovae, can also fit the data well. But the standard 1 axion asymptote with 2/3 of the light surviving is not enough dimming of the distant supernovae if the true model is an EdS Universe with $`\mathrm{\Omega }_M=1`$. Letting the observed flux vary like

$$\text{Flux}=\frac{L}{4\pi D_L^2}[(1F)\mathrm{exp}(\alpha H_{}_0^z(1+z)^\beta 𝑑t)+F]$$
(2)
one gets a best fit in an EdS Universe of $`\chi ^2=3.99`$ with $`\alpha =7`$ if $`F`$ is fixed4 at 2/3 and $`\beta `$ is fixed at 1. But with $`\alpha `$, $`\beta `$ and $`F`$ all free, the best fit occurs when $`\alpha =2.61`$, $`F=0.60`$ and $`\beta =3.80`$, giving $`\chi ^2=0.85`$ with 6 df. While this modified axion model is the best fit, and the optimum $`F`$ is quite close to the expected 2/3, the model introduces many new parameters and invokes at least one tooth fairy when it claims that $`<0.01\%`$ of the CMB photons convert to axions while converting 40% of the optical photons.

CONCLUSIONS

* The Hubble diagram of distant Type Ia SNe is well fit by either a vacuum-dominated accelerating Universe, or by exponential function of cosmic time evolution model in an $`\mathrm{\Omega }_M=1`$ Universe.
* Both fits are better than would be expected for the quoted errors.
* Both models require that a priori unlikely effects be added to the standard model. The tooth fairy counts are equal.
* One should wait for confirmation of the accelerating Universe by independent means such as CMB data before committing a large amount of resources to measuring the fine details of the SNe Hubble diagram.

REFERENCES

1. Riess, A. et al.. 2001, ApJ, 560, 49-71. “The Farthest Known Supernova: Support for an Accelerating Universe and a Glimpse of the Epoch of Deceleration” quote from abstract: “It is inconsistent with grey dust or simple luminosity evolution…”
2. Regos, E., Tout, C., Wickramasinghe, D., Hurley, J. & Pols, O. 2001, astro-ph/0112355, “Could Edge-Lit Type Ia Supernovae be Standard Candles” quote from abstract: “we find a systematic shift in this relation that would make distant SNe Ia fainter than those nearby”
3. Perlmutter, S. et al. 1999, ApJ, 517, 565-586. “Measurements of Omega and Lambda from 42 High-Redshift Supernovae”
4. Csaki, C., Kaloper, N. & Terning J. 2001 hep-ph/0111311 “Dimming Supernovae without Cosmic Acceleration”


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# Shor-Preskill type security-proof for the quantum key distribution without public announcement of bases

## I introduction

Information processing with quantum systems enables what seems to be impossible with its classical counterpart . In addition to the practical importance, this fact has many theoretical and even philosophical implications .

Quantum key distribution (QKD)  is one of the most important and interesting quantum information processing. QKD will become the first practical quantum information processor . Although the security of the Bennett-Brassard 1984 (BB84) QKD scheme  had been widely conjectured based on the no-cloning theorem , it is quite recently that its unconditional security was shown . In particular, Shor and Preskill  showed the security of BB84 scheme, starting from a modified form of the Lo-Chau protocol , by elegantly using the connections among several basic ideas in quantum information processings, e.g. quantum error correcting codes (QECCs)  and entanglement purification .

In the standard BB84 protocol, however, only half of the data obtained by using expensive quantum communication can be utilized at most. It is clear that it is not efficiency but security that is the most important in the cryptographic tasks. However, it is meaningful enough to improve the efficiency without loss of security. One method for the full efficiency QKD is to delay the measurements in the BB84 scheme using quantum memories. This is indeed the original proposal by Bennett and Brassard . However, the quantum memories would be quite costly with near-future technology. Another method is to assign significantly different probabilities to the different bases . Although unconditional security of the scheme is given , it has a disadvantage that a larger number of key must be generated at once than in the BB84 scheme in order to get the same level of security. However, in a recently proposed QKD without public announcement of basis (PAB) , we can obtain the full efficiency with such problem relaxed.

The QKD without PAB is a simple variation of BB84 scheme. In the BB84 scheme, Alice and Bob use different random bases and then discard the cases where the bases are not matched. In the QKD without PAB, Alice and Bob use bases determined by a prior random key, the basis sequence $`b`$. When the basis sequence $`b`$ is used only once, it is clear that the scheme is as secure as the BB84 scheme. However, in this case it is obviously meaningless because they have to consume secret key that is as long as the generated key. Thus, the problem is that whether the basis sequence $`b`$ can be repeatedly used without loss of security. It was shown that it is the case against the individual attacks  and it was suggested that it could be against the coherent attacks . The purpose of this paper is to give the Shor-Preskill type unconditional security proof to the QKD without PAB. The framework of the proof is the same as the original one . However, we modify the Lo-Chau scheme once more to give the QKD without PAB. We give three schemes: modified Lo-Chau scheme II that reduces to Calderbank-Shor-Steane (CSS) codes scheme II . The CSS codes scheme II then reduces to the QKD without PAB. We argue why we can estimate the error rate in the code bits based on that in the checked bits in the protocol, that is the central point of the proof. This implies that the modified Lo-Chau scheme II is secure, completing the proof. We discuss the problem of imperfect sources and that of large deviation in the error rate distributions. We discuss when the bases sequence must be discarded. Then we give a conclusion.

### A Notation

In this paper, we use mostly the notations in Refs. .

The canonical basis of a qubit consists of $`|0`$ and $`|1`$. We define another basis as follows. $`|\overline{0}=(1/\sqrt{2})(|0+|1)`$ and $`|\overline{1}=(1/\sqrt{2})(|0|1)`$. The Hadamard transform $`H`$ is a single qubit unitary transformation of the form $`H=(1/\sqrt{2})(\begin{array}{cc}1& 1\\ 1& 1\end{array})`$ in the canonical basis. This transformation interchanges the bases $`|0`$, $`|1`$ and $`|\overline{0}`$, $`|\overline{1}`$. $`I=\sigma _0`$ is the identity operator and $`\sigma _x=(\begin{array}{cc}0& 1\\ 1& 0\end{array}),\sigma _y=(\begin{array}{cc}0& i\\ i& 0\end{array}),\sigma _z=(\begin{array}{cc}1& 0\\ 0& 1\end{array})`$ are the Pauli operators. The $`\sigma _{a(i)}`$ denotes the Pauli operator $`\sigma _a`$ acting on the $`i`$-th qubit where $`a=0,x,y,z`$. For a binary vector $`s`$, we let $`\sigma _a^{[r]}=\sigma _{a(1)}^{s_1}\sigma _{a(2)}^{s_2}\mathrm{}\sigma _{a(n)}^{s_n}`$, where $`s_i`$ is the $`i`$-th bit of $`s`$ and $`\sigma _a^0=I`$, $`\sigma _a^1=\sigma _a`$.

The Bell basis states are the four maximally entangled ones, $`|\mathrm{\Psi }^\pm =(1/\sqrt{2})(|01\pm |10)`$ and $`|\mathrm{\Phi }^\pm =(1/\sqrt{2})(|00\pm |11)`$.

Let us consider two classical binary codes, $`C_1`$ and $`C_2`$, such that $`\{0\}C_2C_1F_2^n`$ where $`F_2^n`$ is the binary vector space of the $`n`$ bits. A set of basis for the CSS code can be obtained from vectors $`vC_1`$ as follows, $`v(1/|C_2|^{1/2})_{wC_2}|v+w`$. Note that $`v_1`$ and $`v_2`$ give the same vector if $`v_1v_2C_2`$. $`H_1`$ is the parity check matrix for the code $`C_1`$ and $`H_2`$ is that for $`C_2^{}`$, the dual of $`C_2`$. $`Q_{x,z}`$ is a class of QECCs. For $`vC_1`$, the corresponding code word is $`v(1/|C_2|^{1/2})_{wC_2}(1)^{zw}|x+v+w`$.

## II the QKD without public announcement of basis

It is notable that what we are considering in this section is not security but reductions of the schemes.

Protocol A: Modified Lo-Chau scheme II.
(1) Alice creates $`2n`$ Einstein-Podolsky-Rosen (EPR) pairs in the state $`|\mathrm{\Phi }^+^{2n}`$. (2) Alice and Bob are assumed to be sharing a prior random $`(2n/r)`$-bit string, the basis sequence $`b`$. (2n/r is a positive integer.) Alice performs the Hadamard transform on second half of each EPR pair for which $`b`$ is one. (3) Alice repeats the step 2 $`r`$ times with the same basis sequence $`b`$. (4) Alice sends the second half of each pair to Bob. (5) Bob receives the qubits and publically announces this fact. (6) Bob performs the Hadamard transform on second half of each EPR pair for which $`b`$ is one. (7) Bob repeats the step 6 $`r`$ times with the same basis sequence $`b`$. (8) Alice randomly selects $`n`$ of the $`2n`$ EPR pairs to serve as check bits to test for Eve’s interference. Then she announces it to Bob. (9) Alice and Bob each measure their halves of the $`n`$ check EPR pairs in the $`\{|0,|1\}`$ basis and share the results. If too many of these measurements disagree, they abort the scheme. (10) Alice and Bob make the measurements on their code qubits of $`\sigma _z^{[r]}`$ for each row $`rH_1`$ and $`\sigma _x^{[r]}`$ for each row $`rH_2`$. Alice and Bob share the results, compute the syndromes for bit and phase flips, and then transforms their state so as to obtain $`m`$ (encoded) nearly EPR pairs. (11) Alice and Bob measure the EPR pairs in the (encoded) $`\{|0,|1\}`$ basis to obtain $`m`$-bit final string with near-perfect security. $`\mathrm{}`$

The entanglement purification protocols with one-way classical communcations are equivalent to the QECCs . The modified Lo-Chau protocol reduces to the CSS codes protocol by this equivalence . However, the only difference between the Protocol A and the modified Lo-Chau protocol is the following. In the former they use the basis sequence $`b`$ to determine whether they apply the Hadamard operation or not, while in the latter they do it by their own different random sequences and they use only matched bases. We can see that the protocol $`A`$ reduces to the protocol $`B`$ by the same equivalence.

Protocol B: CSS codes scheme II.
(1) Alice creates $`n`$ random check bits and a random $`m`$-bit key $`k`$. They are assumed to share a prior random $`(2n/r)`$-bit string, the basis sequence $`b`$. (2) Alice chooses $`n`$-bit strings $`x`$ and $`z`$ at random. (3) Alice encodes her key $`|k`$ using the CSS code $`Q_{x,z}`$. (4) Alice chooses $`n`$ positions out of $`2n`$ and puts the check bits in these positions and the code bits in the remaining positions. (6) Alice performs the Hadamard transform on the qubits for which $`b`$ is one. (7) Alice repeats the step 6 $`r`$ times with the same basis sequence $`b`$. (8) Alice sends the resulting state to Bob. Bob acknowledges the receipt of the qubits. (9) Alice announces the positions of check bits, the values of the check bits, $`x`$, and $`z`$. (10) Bob performs the Hadamard transform on the qubits for which the component of $`b`$ is one. (11) Bob repeats the step 10 $`r`$ times with the same basis sequence $`b`$. (12) Bob checks whether too many of the check bits have been corrupted, and aborts the scheme if so. (13) Bob measures the qubits in the (encoded) $`\{|0,|1\}`$ basis to obtain $`m`$-bit final key with near-perfect security. $`\mathrm{}`$

The only difference between the Protocol $`B`$ and the CSS codes protocol  is the following. In the former they use the basis sequence $`b`$ to determine whether they apply the Hadamard operation or not, while in the latter they do it by their own different random sequences and they use only matched cases. We can see that the protocol $`B`$ reduces to the following protocol $`C`$ in the same way as the modified CSS codes protocol reduces to the BB84 protocol.

Protocol C: QKD without public announcement of basis
(1) Alice creates $`2n`$ random bits. Alice and Bob are sharing a prior random $`(2n/r)`$-bit string, the basis sequence $`b`$. (2) Alice encodes each random bit to qubits using the basis sequence $`b`$. That is, when the random bit is $`0`$ ($`1`$) and the corresponding component of the basis sequence $`b`$ is zero, she creates a qubit in the $`|0`$ ($`|1`$) state. When the random bit is $`0`$ ($`1`$) and the corresponding component of the basis sequence $`b`$ is one, she creates a qubit in the $`|\overline{0}`$ ($`|\overline{1}`$) state. (3) Alice repeats the step 2 $`r`$ times with the same basis sequence $`b`$. (4) Alice sends the resulting qubits to Bob. (5) Bob receives the $`2n`$ qubits and performs measurement $`S_z`$ or $`S_x`$ if the corresponding component of the sequence $`b`$ is zero and one, respectively. Here $`S_z`$ ($`S_x`$) is the orthogonal measurements whose eigenvectors are $`|0`$ and $`|1`$ ($`|\overline{0}`$ and $`|\overline{1}`$). (6) Bob repeats the step 5 $`r`$ times with the same basis sequence $`b`$.(7) Alice decides randomly on a set of $`n`$ bits to use for the protocol. Then she announces it. The other $`n`$ qubits are used as check-bits. (8) Alice and Bob announce the values of the their check-bits. If too few of these values agree, they abort the protocol. (9) Alice announces $`u+v`$, where $`v`$ is a string consisting of randomly chosen code-bits, and $`u`$ is a random code word in $`C_1`$. (10) Bob subtracts $`u+v`$ from his code-bits, $`v+ϵ`$, and corrects the result, $`u+ϵ`$, to a codeword in $`C_1`$. (11) Alice and Bob use the coset of each $`u+C_2`$ as the key. In this way, they obtain $`m`$-bit string. $`\mathrm{}`$

## III the security of the QKD without PAB

Since we have shown the reduction of protocols $`ABC`$, it is sufficient for us to show the security of the protocol $`A`$ here. Arguments in the following are for entanglement purifications in the protocol $`A`$, thanks to which we can deal with the coherent attacks.

We briefly remind the classicalization of statistics that is stressed by Lo and Chau . Then we will see that remaining arguements are similar to what we used for the individual attacks .

First, let us review the classicalization of statistics in the Shor and Preskill proof . What we consider is the interaction of qubits $`|\psi `$ of Alice and Bob and quantum probes $`|e`$ of Eve. In general, the state after any interaction by a unitary operator $`U`$ can be decomposed  as

$$U|\psi |e=\underset{\{k\}}{}C_{\{k\}}\sigma _{k_1(1)}\sigma _{k_2(2)}\mathrm{}\sigma _{k_n(n)}|\psi |e_{\{k\}}.$$
(1)
Here $`\{k\}`$ is the abbreviation for the $`k_1,k_2,\mathrm{},k_n`$ with $`k_i=0,1,2,3`$ ($`i=1,2,\mathrm{},n`$), and $`\sigma _0=I`$, $`\sigma _1=\sigma _x`$, $`\sigma _2=\sigma _y`$, $`\sigma _3=\sigma _z`$. The $`C_{\{k\}}`$’s are coefficients. The vectors $`|e_{\{k\}}`$ are nomalized but not mutually orthogonal in general. Since Eq. (1) is just the geneal decomposition of a vector by complete bases, it is clear that the interaction described in Eq. (1) includes the case of the coherent attacks as well as individual attacks. It is notable that Eve can make her quantum probes interact with Alice and Bob’s qubits only when she has access to their qubits. In other words, Eve cannot modifty the interaction after the qubits left her. This is in contrast with the fact that Eve can choose the measurement bases even after the qubits left. Therefore we need not worry about Eve’s later choice if our consideration is for the interaction term Eq. (1). What Eve can do is only to control the coefficients $`C_{\{k\}}`$’s as she likes.

Let us note that the each state $`\sigma _{k_1(1)}\sigma _{k_2(2)}\mathrm{}\sigma _{k_n(n)}|\psi `$ is an eigenstate of the measurements that are performed here. The qubits are initially prepared in the state $`|\mathrm{\Phi }^+`$ that is one of the Bell states. The set of the Bell states are closed for Pauli operations on a qubit. Thus each qubit in the protocol that has undergone a certain Pauli operation is one of the Bell states. On the other hand, the measurements performed in the checking steps is equivalent to the Bell measurements . Therefore, as long as the checking measurements are concerned, the state in a mixed state

$`\rho `$ $`=`$ $`{\displaystyle \underset{\{k\}}{}}|C_{\{k\}}|^2\sigma _{k_1(1)}\sigma _{k_2(2)}\mathrm{}\sigma _{k_n(n)}|\psi \psi |\sigma _{k_1(1)}\sigma _{k_2(2)}`$ (3)
$`\mathrm{}\sigma _{k_n(n)},`$
gives rise to the same results as the pure state in Eq. (1). This is the basis for the classicalization of statistics , as a result of which it is sufficient for us to consider classical distributions given by probabilities $`P_{\{k\}}=|C_{\{k\}}|^2`$ .

Once the classicalization of statistics is obtained, it is not difficult to see that the modified Lo-Chau protocol II is secure. In the case of the BB84 protocol, they estimate the error rate, or the ratio of $`\sigma `$’s that are not identity operator $`I`$ among the $`\sigma _{k_1(1)}\sigma _{k_2(2)}\mathrm{}\sigma _{k_n(n)}`$’s, by doing the checking measurement on some randomly chosen subsets of the qubits. If Eve’s operation on a checked qubit is the identity $`I`$, the probability to give rise to error is zero. If Eve’s operation on a checked qubit is not the identity $`I`$, it will give rise to errors probabilistically: If the basis matches it will induce no error but if the bases do not match it will. (More precisely, the probabilities to give rise to errors is $`1/2`$, $`1/2`$, and $`1`$, respectively, for $`\sigma _z`$, $`\sigma _x`$, $`\sigma _y`$ operations.) What Eve wants to do is to minimize the number of errors in the check bits for a given number of non-identity operations. However, since the checked bits and the bases are randomly chosen by Alice and Bob, Eve knows nothing about them while she has access to the qubits of Alice and Bob. Thus we can assume that the error rate of the checked bits represents that of the code bits, that is a crucial point in the security proof.

Let us now consider the Protocol A. The Protocol A to the first round is obviously stronger than the modified Lo-Chau protocol. Thus it is clear that to the first round the Protocol A is as secure as the modified Lo-Chau protocol. Let us consider the second round. Here one may worry about that Eve can extract some information about the basis sequence $`b`$ after the first round. It is obvious that if Eve knows the basis sequence $`b`$ she can successfully cheat. It is because in this case she can control the probabilities $`P_{\{k\}}`$’s so that more bases are matched or the probability to be detected decreases. However, no matter how many rounds are performed Eve can extract no information on the basis sequence $`b`$ by any quantum operations in the ideal case : The ensemble of qubits with different bases give rise to the same density operators. (We will discuss the non-ideal case in the next section. Also note that all public discussions between Alice and Bob are performed after all qubits have arrived at Bob in the proposed protocol.) So we don’t have to worry about this point. Now what Eve knows is that the same basis sequence $`b`$ is used repeatedly. That is, she knows which and which qubits are in the same basis although she does not know the identity of the basis. Now the problem is that whether Eve can induce statistically smaller number of errors in the checked bits for a given number of non-identity operators in the second round than in the first round. However, we can see that she cannot do so because she does not know which basis it is anyway and thus the probabiltity that the basis are not matched is still 1/2. For example, let us consider the first two qubits in the first and second round. If Eve’s basis and the basis of checked bit is matched (not matched) then the probability that it is to be detected is zero (non-zero). Even if Eve knows that the two qubits are in the same basis, that information is not helpful in decreasing the expected error rate since the probabiltity that the basis are not matched is still 1/2. Eve’s best strategy here is to choose the same operations for the two qubits. Then although the average error rate is not changed, the deviation of the probabilistic distribution will be increased. (We will discuss about the problem of the large deviation in the next section.) We can easily see that the same argument applies to remaining qubits and all qubits in the later $`j`$-th rounds ($`j=3,4,5,\mathrm{},r`$). Therefore we can safely estimate the error rate in the code bits based on that in the checked bits, as we did in the modified Lo-Chau protocol .

## IV discussion and conclusion

Let us consider the problem of the imperfect sources. As noted in the previous section, the following fact is crucial for the QKD without PAB. The two ensemble of states, that is, the equal mixture of the $`|0`$ and $`|1`$ and that of the $`|\overline{0}`$ and $`|\overline{1}`$ are equivalent to each other and thus cannot be distinguished in any case. This is valid when the sources are ideal. However, there must be a certain amount of imperfection in the source. In this case some amount of information on the basis sequence $`b`$ can be leaked to Eve, making the scheme insecure . However, we give a practical method to overcome this problem. It is not difficult to generate pairs of qubits in one of the (imperfect) Bell state, for example, the $`|\mathrm{\Phi }^+`$ state, with current technologies . Alice can generate the qubits to be sent to Bob in the following way. First she prepares pairs of qubits in the (imperfect) $`|\mathrm{\Phi }^+`$ state and she performs either the measurement $`S_z`$ or $`S_x`$ on one qubit of each pair. Here $`S_z`$ ($`S_x`$) is the orthogonal measurements whose eigenvectors are $`|0`$ and $`|1`$ ($`|\overline{0}`$ and $`|\overline{1}`$). She sends the other unmeasured qubits to Bob. Bob’s ensemble of qubits generated by $`S_z`$ ($`S_x`$) is a mixture of imperfect $`|0`$ or $`|1`$ (either $`|\overline{0}`$ or $`|\overline{1}`$). However, these two ensembles cannot be distinguished in principle. It is because Alice’s different choice of measurement cannot change the density operator of Bob’s ensemble. Thus at least the problem of leakage of the information about the basis sequence $`b`$ can be overcome. However, this does not mean that the QKD without PAB with imperfect source is secure. This problem is beyond the scope of this paper. The Shor-Preskill paper  shows the security with perfect sources only. The security with imperfect source has been dealt with recently .

Next, let us compare the efficient QKD  with the QKD without PAB. In the former, they obtain the efficiency $`ϵ^2+(1ϵ)^2`$ for a given $`0<ϵ1/2`$. The number of check bits in the other basis is proportional to $`ϵ^2`$. Thus, when $`ϵ`$ is small, namely when the efficiency is nearly full, the former would have the problem of small number of samples for data analysis. In order to obtain enough security, therefore, they have to distribute a large number of qubits at once. In the latter we have a similar problem in a different way, as we noted in the previous section. That is, if Eve had chosen the same operation for the qubits with the same bases, the deviation in the probabilistic distribution of the error rate of the checked bits would be larger than that of the BB84 protocol, for a given number of total data, $`n`$. However, the random sampling process to estimate the error rate in the first round with $`n/r`$ bits will be at least as good as that of the BB84 protocol with the same $`n/r`$ bits. That is, the error rate deviation of the QKD without PAB with $`r`$ rounds of $`n/r`$ bits will be at least as small as that of the BB84 protocol with $`n/r`$ bits. (We can see that the former is strictly smaller than the latter.) Therefore, provided that the length $`n/r`$ of the basis sequence is long enough we can say that the proposed protocol is secure.

If the error rate in the checked bits is too high because of noise on the communication line or because of Eve, the protocol is aborted. One may worry about that some information about the basis sequence has leaked to Eve in this case. If Alice use again the random bits to be encoded (in step (1) of the Protocol C) with the same basis sequence $`b`$, it amounts to that the qubits in the same state are repeatedly used. Then it is simple for Eve to get information about the basis sequence. However, if the random bits are newly generated everytime, the two ensembles of qubits corresponding to different bases have the same density operator $`I`$ and thus they cannot be distinguished, as we have discussed. Therefore, as long as Alice uses the ramdom bits to be encoded only once, they don’t have to discard the basis sequence $`b`$ even after the protocol had been aborted because of high error rate.

However, it should also be underlined  that the basis sequence has to be discarded after the final key is used for encrypting a message, because a ciphertext gives partial information about the key by which it is encrypted. The information about the key can then used to extract information about the basis sequence $`b`$.

In conclusion, we have given a Shor-Preskill type security-proof to the quantum key distribution scheme without public announcement of basis . We have given the modified Lo-Chau protocol II. This scheme reduces to the CSS codes scheme II that reduces to the QKD without PAB. We have reviewed how the classicality is obtained in the Shor-Preskill type proof. Using the classicality we argued how we can estimate the error rate in the code bits based on that in the checked bits in the modified Lo-Chau protocol II. Since remaining arguments are the same, this completes the proof. We discussed the problem of imperfect source and that of necessity of generation of a large number of data. We discussed when the bases sequence must be discarded.

## ACKNOWLEDGMENTS

We are very grateful to Dr. Yuki Tokunaga in NTT for helpful comments. W.-Y. H., X.-B. W., and K. M. are very grateful to Japan Science Technology Corporation for financial supports. H.-W. L. appreciate the financial support from the Brain Korea 21 Project of Korean Ministry of Education. J.K. was supported by Korea Research Foundation Grant 070-C00029.


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# Stability of Synchronized Chaos in Coupled Dynamical Systems

## I Introduction

Synchronization of coupled chaotic systems has found applications in a variety of fields including communications, optics, neural networks and geophysics. An essential prerequisite for these applications is to know the bounds on the coupling strengths so that the stability of the synchronous state is ensured. Previous attempts aimed at obtaining such conditions have typically looked either at systems of very small size or at very specific coupling schemes (diffusive coupling, global all to all coupling etc. with a single coupling strength). More recently, Pecora and Carroll introduced the notion of a master stability function for general coupling topologies, but this function can only be accessed in a numerical fashion. The contribution of this Letter is a methodology that can lead to analytical bounds on the individual coupling strengths under the mild assumption that the coupling be symmetric. We demonstrate the method in the form of two theorems, one applicable to coupled map lattices and the other to coupled ordinary differential equations (ODEs).

## II Stability Results

The coupled map lattices we consider are in the form

$$𝐱^i(n+1)=𝐟(𝐱^i(n))+\frac{1}{L}\underset{j=1}{\overset{L}{}}a_{ij}\left[𝐟(𝐱^j(n))𝐟(𝐱^i(n))\right],$$
(1)
and we use

$$\dot{𝐱}^i(t)=𝐟(𝐱^i(t))+\underset{j=1}{\overset{L}{}}b_{ij}𝐱^j(t),$$
(2)
for coupled ODEs. Here $`𝐱^i`$ is an $`M`$-dimensional state vector describing the $`i`$th map/ODE and $`𝐟`$ is an $`M`$-dimensional map/vector field. We assume that the coupling is symmetric, $`a_{ij}=a_{ji}`$ and $`b_{ij}=b_{ji}`$, and that, in the absence of coupling, the individual $`M`$-dimensional system is chaotic with the largest Lyapunov exponent $`h_{max}>0`$. With the additional constraint that $`_{j=1}^Lb_{ij}=0`$ it is easy to see that the synchronized state, $`𝐱^1=𝐱^2=\mathrm{}=𝐱^L=𝐱`$, is a solution to our models. We obtain stability conditions by requiring that the “transverse” Lyapunov exponents (which will be defined later) are all negative. We note that the stability obtained here is in the sense of weak stability (or Milnor stability), which ensures the transverse stability of typical orbits, and is a necessary condition for asymptotic stability where all orbits are transversely stable. Our stability results for the synchronized chaotic solution are expressed in the following two theorems.

Theorem 1. For Eq. (1) the synchronized chaotic state is stable if for all $`i,j,ji`$,

$$[1\mathrm{exp}(h_{max})]<a_{ij}<[1+\mathrm{exp}(h_{max})].$$
(3)
Theorem 2. For Eq. (2) the state of synchronized chaos is stable if

$$b_{ij}>h_{max}/L,i,j,ji.$$
(4)
We now sketch the proof of Theorem 1. Linearizing Eq. (1) around the synchronized chaotic state $`𝐱`$ we get :

$$𝐳^i(n+1)=𝐉(𝐱(n))\left[𝐳^i(n)(1\frac{1}{L}\underset{ji}{}a_{ij})+\frac{1}{L}\underset{ji}{}a_{ij}𝐳^j(n)\right],$$
(5)
where $`𝐳^i`$ denotes the $`i`$th map’s deviations from $`𝐱`$ and $`𝐉`$ is the $`M\times M`$ Jacobian matrix. In terms of the $`M\times L`$ state matrix $`𝐒(n)=(𝐳^1(n)𝐳^2(n)\mathrm{}𝐳^L(n))`$ Eq. (5) can be written as the following matrix equation:

$$𝐒(n+1)=𝐉(𝐱(n))𝐒(n)𝐂^T,$$
(6)
where $`𝐂^T`$ is the transpose of the $`L\times L`$ coupling matrix $`𝐂`$ containing the coupling coefficients:

$`[𝐂]_{ii}`$ $`=`$ $`1{\displaystyle \frac{1}{L}}{\displaystyle \underset{ji}{}}a_{ij},i=1,2,\mathrm{},L,`$ (7)
$`[𝐂]_{ij}`$ $`=`$ $`a_{ij}/L,ij`$ (8)
Since the coupling coefficients are assumed to be real and symmetric, $`𝐂`$ is Hermitian. It can be diagonalized and all its eigenvalues are real: $`𝐂=𝐄𝚲𝐄^1`$. Here $`𝐄`$ and $`𝚲`$ are the eigenvector and eigenvalue matrices of $`𝐂`$, respectively. Let $`𝐞`$ be one of the eigenvectors of $`𝐄`$ and $`\lambda `$ its associated eigenvalue. Acting Eq. (6) on $`𝐞`$ we get:

$$𝐒(n+1)𝐞=\lambda 𝐉(𝐱(n))𝐒(n)𝐞.$$
(9)
Let $`𝐮(n)=𝐒(n)𝐞`$. Then

$$𝐮(n+1)=\lambda 𝐉(𝐱(n))𝐮(n).$$
(10)
We now compute the Lyapunov exponents for the above reduced system. We note that $`\lambda =1`$ is always an eigenvalue of $`𝐂`$ and its corresponding eigenvector is $`(\mathrm{1\; 1}\mathrm{}1)^T`$. In this case, the above equation is just the linearization of the individual map which was assumed to be chaotic. Therefore, the eigenvector $`(\mathrm{1\; 1}\mathrm{}1)^T`$ of $`𝐂`$ with eigenvalue $`1`$ corresponds to the synchronized chaotic state. The Lyapunov exponents in this case are nothing but the Lyapunov exponents for the individual system. Hence they are given by $`h_1=h_{max}`$, $`h_2`$, … , $`h_M`$. These describe the dynamics within the synchronization manifold defined by $`𝐱^i=𝐱i`$.

Next we consider the remaining eigenvalues and eigenvectors. Since $`𝐂`$ is a symmetric matrix, the remaining eigenvectors span a $`(L1)`$-dimensional subspace orthogonal to the eigenvector $`(\mathrm{1\; 1}\mathrm{}1)^T`$. Consequently, this subspace is orthogonal to the synchronization manifold. For each $`\lambda 1`$ we calculate the Lyapunov exponents for Eq. (10). Since $`\lambda `$ is a real number ($`𝐂`$ being a symmetric matrix), the Lyapunov exponents are easily calculated. Denoting them by $`\mu _1(\lambda )`$, $`\mu _2(\lambda )`$, …, $`\mu _M(\lambda )`$, we have

$$\mu _i(\lambda )=h_i+\mathrm{ln}|\lambda |,i=1,2,\mathrm{},M.$$
(11)
We refer to these Lyapunov exponents as transversal Lyapunov exponents since they characterize the behavior of infinitesimal vectors transversal to the synchronization manifold. These determine the stability of the synchronized chaotic state. For stability, we require the transversal Lyapunov exponents for each $`\lambda 1`$ to be negative. This is equivalent to the statement

$$\mu _{max}(\lambda )=h_{max}+\mathrm{ln}|\lambda |<0.$$
(12)
In other words, we require $`|\lambda |<\mathrm{exp}(h_{max})`$ for each $`\lambda 1`$. From this equation we see that for the synchronized chaotic state to be stable, $`\lambda =1`$ should be the eigenvalue of $`𝐂`$ with the largest magnitude. Ordering the eigenvalues of $`𝐂`$ as $`\lambda _1=1>\lambda _2\lambda _3\mathrm{}\lambda _L`$, the stability conditions can be rewritten as

$`\lambda _2`$ $`<`$ $`\mathrm{exp}(h_{max}),`$ (13)
$`\lambda _L`$ $`>`$ $`\mathrm{exp}(h_{max}).`$ (14)
Our goal is to obtain bounds on $`a_{ij}`$ such that the above two inequalities are simultaneously satisfied. Consider a Hermitian matrix $`𝐊`$ defined as follows:

$`[𝐊]_{ii}`$ $`=`$ $`1{\displaystyle \frac{(L1)R}{L}},i=1,2,\mathrm{},L,`$ (15)
$`[𝐊]_{ij}`$ $`=`$ $`{\displaystyle \frac{R}{L}},ij,`$ (16)
where $`R`$ is a constant which will be characterized later. Consider the matrix $`𝐏=𝐊𝐂`$. We see that the diagonal elements are given by

$$𝐏_{ii}=\frac{1}{L}\underset{ji}{}a_{ij}\frac{(L1)R}{L},i=1,2,\mathrm{},L.$$
(17)
These are positive if $`a_{ij}>Ri,j,ji`$. Next consider the absolute value of the off-diagonal elements of $`𝐏`$:

$$|𝐏_{ij}|=|\frac{R}{L}\frac{a_{ij}}{L}|,i,j,ji.$$
(18)
If $`a_{ij}>R`$, it can be seen that

$$|𝐏_{ii}|\underset{ji}{}|𝐏_{ij}|,i=1,2,\mathrm{},L.$$
(19)
This implies that $`𝐏`$ is positive semidefinite.

We now introduce the concept of positive semidefinite ordering. Since Hermitian matrices are generalizations of real numbers and positive semidefinite matrices are generalizations of nonnegative real numbers, one can introduce an ordering among Hermitian matrices as follows: Let $`𝐀`$, $`𝐁`$ be $`L\times L`$ Hermitian matrices. We write $`𝐀𝐁`$ if the matrix $`𝐀B`$ is positive semidefinite. Further, if $`𝐀𝐁`$, $`\alpha _1\alpha _2\mathrm{}\alpha _L`$ are the ordered eigenvalues of $`𝐀`$ and $`\beta _1\beta _2\mathrm{}\beta _L`$ are the ordered eigenvalues of $`𝐁`$, then

$$\alpha _i\beta _i,i=1,2,\mathrm{},L.$$
(20)
Earlier, we had already shown that $`𝐏=𝐊𝐂`$ is positive semidefinite if $`a_{ij}>Ri,jji`$. Since $`𝐊`$ and $`𝐂`$ are Hermitian, we have $`𝐊𝐂`$. Now the largest eigenvalues of both $`𝐊`$ and $`𝐂`$ are equal to 1. The second largest eigenvalue of $`𝐊`$ can be easily calculated and is equal to $`1R`$. Therefore $`𝐊𝐂`$ implies that

$$\lambda _2(1R).$$
(21)
Comparing with the inequality given in Eq. (13), we see that this constraint is obeyed if $`(1R)<\mathrm{exp}(h_{max})`$. That is,

$$R>1\mathrm{exp}(h_{max}).$$
(22)
But $`\lambda _21R`$ only if $`a_{ij}>Ri,jji`$. Putting the two inequalities together, we get the first stability condition:

$$a_{ij}>[1\mathrm{exp}(h_{max})],i,j,ji.$$
(23)
Next we need to satisfy the second stability constraint given in Eq. (14). Following a procedure similar to the one above, we get the second stability condition:

$$a_{ij}<[1+\mathrm{exp}(h_{max})],i,j,ji.$$
(24)
Combining the stability conditions given in Eqs. (23) and (24) we get our final result as follows. The synchronized chaotic state of Eq. (1) is stable (in the Milnor sense) if the coupling coefficients $`a_{ij}`$ (which are assumed to be symmetric) obey the stability condition given in Eq. (3). Note that as $`h_{max}0`$, the range of allowed coupling strengths increases reaching a maximum range of $`(0,2)`$. As $`h_{max}\mathrm{}`$, the range decreases to zero. This confirms the intuitive expectation that it should be harder to stabilize a synchronized state which is more chaotic. The above result generalizes earlier results obtained assuming that all coupling coefficients are identical. Further, in some of the earlier papers , it was assumed that the constant (dimensionless) coupling strength is less than 1 and hence the upper bound given here (which is greater than 1) was not explicitly observed in those previous studies.

We now numerically verify the above result by studying a system of 100 Henon maps. The $`f`$ \[cf. Eq. (1)\] for an individual Henon map is given by:

$$f_1(x_1,x_2)=1+x_2ax_1^2;f_2(x_1,x_2)=bx_2.$$
(25)
For the values $`a=1.4`$ and $`b=0.3`$, the maximum Lyapunov exponent $`h_{max}`$ is found to be $`0.43`$. We now couple 100 Henon maps using the scheme given in Eq. (1) where we randomly generate the coupling strengths $`a_{ij}`$’s. From Eq. (3), the synchronized chaotic state is stable if $`0.35<a_{ij}<1.65`$. We have numerically verified this result.

If we have nearest neighbor coupling we can obviously obtain better bounds than given in Eq. (3) since we know more information about the coupling coefficients. In this case, we obtain the following bounds (further details on this and other coupling schemes can be found in our forthcoming paper):

$`{\displaystyle \frac{1\mathrm{exp}(h_{max})}{1\mathrm{cos}(2\pi /L)}}`$ $`<`$ $`a_{ij}<{\displaystyle \frac{1+\mathrm{exp}(h_{max})}{1+\mathrm{cos}(2\pi /L)}},\mathrm{if}L\mathrm{is}\mathrm{odd},`$ (26)
$`{\displaystyle \frac{1\mathrm{exp}(h_{max})}{1\mathrm{cos}(2\pi /L)}}`$ $`<`$ $`a_{ij}<{\displaystyle \frac{1+\mathrm{exp}(h_{max})}{2}},\mathrm{if}L\mathrm{is}\mathrm{even}.`$ (27)
Note that as $`L`$ becomes larger, the above range shrinks to zero. We find a conservative estimate for the critical value $`L_c`$ which makes the range zero to be:

$$L_c=\mathrm{int}\left(\frac{2\pi }{\mathrm{cos}^1\left[\mathrm{exp}(h_{max})/(1+\mathrm{exp}(h_{max}))\right]}\right).$$
(28)
This generalizes the result found in Ref. . The above result implies that for a sufficiently large $`L`$ ($`>L_c`$) nearest neighbor coupled systems can not have a stable synchronized chaotic state.

We now prove Theorem 2. The initial treatment is similar to the one used by Pecora and Carroll in arriving at the master stability function. The structure of coupling that we have assumed includes the commonly used diffusive coupling, nearest neighbor coupling, all-to-all coupling, star coupling etc. Our proof breaks down if only one or few of the components of $`𝐱^i`$ are coupled. In this case, Pecora and Carroll have shown numerically that more complicated stability conditions arise. Note that, unlike the coupled map case, we only have a lower bound in the stability condition. This difference arises from the fact that it is only for maps the stability condition is in terms of the absolute value of the eigenvalue which leads to both lower and upper bounds. This is not so for coupled differential equations.

The proof of this theorem is along the same lines as our proof for coupled maps. Linearizing around the synchronized state we get

$$\dot{𝐳^i}=𝐉(𝐱)𝐳^i+\underset{ji}{}b_{ij}𝐳^j,$$
(29)
where $`𝐳^i`$ denotes deviations from $`𝐱`$ and $`𝐉`$ is the $`M\times M`$ Jacobian matrix. We now introduce the $`M\times L`$ state matrix $`𝐒=(𝐳^1𝐳^2\mathrm{}𝐳^L)`$. Then the linearized equation Eq. (29) can be written as the following matrix equation:

$$\dot{𝐒}=𝐉(𝐱)𝐒+\mathrm{𝐒𝐂}^T,$$
(30)
where $`𝐂^T`$ is the transpose of the $`L\times L`$ coupling matrix $`𝐂`$ containing the coupling coefficients:

$`[𝐂]_{ii}`$ $`=`$ $`{\displaystyle \underset{ji}{}}b_{ij},i=1,2,\mathrm{},L,`$ (31)
$`[𝐂]_{ij}`$ $`=`$ $`b_{ij},ij`$ (32)
Since the coupling is symmetric, $`𝐂`$ is Hermitian. Following the same procedure as before, we obtain

$$\dot{𝐮}=\left[𝐉(𝐱)+\lambda 𝐈\right]𝐞,$$
(33)
where $`𝐈`$ is the $`M\times M`$ identity matrix, $`𝐞`$ is an eigenvector of $`𝐂`$ and $`\lambda `$ its associated eigenvalue. We now compute the Lyapunov exponents for the above reduced system. We note that $`\lambda =0`$ is always an eigenvalue of $`𝐂`$ and its corresponding eigenvector is $`(\mathrm{1\; 1}\mathrm{}1)^T`$. This corresponds to the synchronized chaotic state. The Lyapunov exponents in this case are nothing but the Lyapunov exponents for the individual system. Hence they are given by $`h_1=h_{max}`$, $`h_2`$, … , $`h_M`$.

Next we consider the remaining eigenvalues and eigenvectors. Since $`𝐂`$ is a symmetric matrix, the remaining eigenvectors span a $`(L1)`$-dimensional subspace orthogonal to the synchronization manifold. For each $`\lambda 0`$ we calculate the Lyapunov exponents for Eq. (33). Since $`\lambda I`$ commutes with $`𝐉(𝐱)`$, the Lyapunov exponents are easily calculated. Denoting them by $`\mu _1(\lambda )`$, $`\mu _2(\lambda )`$, …, $`\mu _M(\lambda )`$, we have

$$\mu _i(\lambda )=h_i+\lambda ,i=1,2,\mathrm{},M.$$
(34)
For stability, we require these transversal Lyapunov exponents for each $`\lambda 0`$ to be negative. This is equivalent to the statement

$$\mu _{max}(\lambda )=h_{max}+\lambda <0.$$
(35)
In other words, we require $`\lambda <h_{max}`$ for each $`\lambda 0`$. Ordering the eigenvalues of $`𝐂`$ as $`\lambda _1=0>\lambda _2\lambda _3\mathrm{}\lambda _L`$, the stability conditions can be rewritten as

$$\lambda _2<h_{max}.$$
(36)
As before, we wish to obtain bounds on $`b_{ij}`$ such that the above inequality is satisfied. Consider a Hermitian matrix $`𝐊^{}`$ defined as follows:

$`[𝐊^{}]_{ii}`$ $`=`$ $`(L1)R^{},i=1,2,\mathrm{},L,`$ (37)
$`[𝐊^{}]_{ij}`$ $`=`$ $`R^{},ij,`$ (38)
where $`R^{}`$ is a constant which will be characterized later. Consider the matrix $`𝐏^{}=𝐊^{}𝐂`$. We see that the diagonal elements are given by

$$𝐏_{ii}^{}=\underset{ji}{}b_{ij}(L1)R^{},i=1,2,\mathrm{},L.$$
(39)
These are positive if $`b_{ij}>R^{}i,j,ji`$. Next consider the absolute value of the off-diagonal elements of $`𝐏^{}`$:

$$|𝐏_{ij}^{}|=|R^{}b_{ij}|,i,j,ji.$$
(40)
If $`b_{ij}>R^{}`$, it can be shown that

$$|𝐏_{ii}^{}|\underset{ji}{}|𝐏_{ij}^{}|,i=1,2,\mathrm{},L$$
(41)
and $`𝐏_{ii}^{}>0`$. This implies that $`𝐏^{}`$ is positive semidefinite.

We have shown that $`𝐏^{}=𝐊^{}𝐂`$ is positive semidefinite if $`b_{ij}>R^{}i,jji`$. Since $`𝐊^{}`$ and $`𝐂`$ are Hermitian, we have $`𝐊^{}𝐂`$. Now the largest eigenvalues of both $`𝐊^{}`$ and $`𝐂`$ are equal to 0. The second largest eigenvalue of $`𝐊^{}`$ can be easily calculated and is equal to $`LR^{}`$. Therefore $`𝐊^{}𝐂`$ implies that

$$\lambda _2LR^{}.$$
(42)
Comparing with the inequality given in Eq. (36), we see that this constraint is obeyed if $`LR^{}<h_{max}`$. That is,

$$R^{}>h_{max}/L.$$
(43)
But $`\lambda _2LR^{}`$ only if $`b_{ij}>R^{}i,jji`$. Putting the two inequalities together, we get the required stability condition given in Eq. (4).

## III Conclusions

To conclude, we have derived very simple bounds on the coupling coefficients which ensure the stability of the synchronized chaotic state of $`L`$ symmetrically coupled systems. We also gave specific bounds for the nearest neighbor coupled map system. These results allow for non equal coupling coefficients and generalize earlier results found in the literature which were obtained assuming that all coupling coefficients are constant. It is very easy to apply our criteria to the system being studied and they encompasses a wide class of coupling schemes including most of the popularly used ones in the literature. Further, we expect the introduction of non-equal coupling to lead to interesting new phenomena in coupled systems. Our stability results would enable a systematic exploration of such systems.

Our results were made possible by a sequence of operations. We summarize them below since we feel that this approach is applicable to the stability analysis of a wide variety of coupled systems and not merely the specific problem considered in this letter. First, we converted the linearized system to a matrix equation. This was further simplified by looking at the evolution of eigenmodes of the coupling matrix $`𝐂`$. By realizing that only the largest Lyapunov exponent matters for our analysis, the stability conditions for the synchronized chaotic state were recast as bounds on certain eigenvalues of the coupling matrix. Then we bound the Hermitian matrix $`𝐂`$ in the coupled map system and the coupled oscillator system by carefully constructed constant Hermitian matrices $`𝐊`$ and $`𝐊^{}`$ respectively. This was done in such a manner that that $`𝐊𝐂`$ and $`𝐊^{}𝐂`$ are positive semidefinite when the coupling coefficients satisfy certain inequalities. Using a powerful result from matrix analysis, this automatically implies that the eigenvalues of $`𝐂`$ are bounded above by the eigenvalues of $`𝐊`$ (or $`𝐊^{}`$). By comparing the different bounds that we had derived, we then finally arrived at Eqs. (3) and (4) which ensure the stability of the synchronized chaotic state in the coupled map and coupled oscillator systems respectively.

## Acknowledgements

The work was supported by US ONR Grant N00014-99-1-0062. GR thanks Center for Complex Systems and Brain Sciences, Florida Atlantic University, where this work was performed, for hospitality. He is also associated with the Jawaharlal Nehru Center for Advanced Scientific Research as a honorary faculty member and supported by the Homi Bhabha Fellowship and DRDO and ISRO, India as part of the Nonlinear Studies Group. We thank the referees for their useful comments.


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# References

COMMISSIONS 27 AND 42 OF THE IAU

INFORMATION BULLETIN ON VARIABLE STARS

Number xxxx

Konkoly Observatory Budapest xx January 2002 HU ISSN 0374 – 0676

V893 SCO IS NOT AN ER UMA-TYPE STAR

KATO, TAICHI1, MATSUMOTO, KATSURA2,1, UEMURA, MAKOTO1,

1 Dept. of Astronomy, Kyoto University, Kyoto 606-8502, Japan,
e-mail: (tkato,uemura)@kusastro.kyoto-u.ac.jp

2 Graduate School of Natural Science and Technology, Okayama University, Okayama 700-8530, Japan,
e-mail: katsura@cc.okayama-u.ac.jp

V893 Sco is a recently rediscovered bright dwarf nova (Kato et al., 1998). The star was subsequently found to be an eclipsing dwarf nova below the period gap (Thorstensen (1999); Matsumoto et al. (2000); Bruch et al. (2000)). Most recently, Mason et al. (2001) proposed an idea that V893 Sco is an ER UMa-type dwarf nova. From their analysis of the evolutionary state of V893 Sco, Mason et al. (2001) proposed that all ER UMa stars may be newly formed cataclysmic variables (CVs).

ER UMa stars are a class of SU UMa-type dwarf novae (for a recent review of SU UMa-type dwarf novae, see Warner (1995)). ER UMa stars show extremely short (19–50 d) supercycles. i.e. intervals between successive superoutbursts (e.g. Kato, Kunjaya (1995); Robertson et al. (1995); Nogami et al. (1995); Kato et al. (1996)).

Mason et al. (2001) analyzed the light curve from VSNET (http://www.kusastro.kyoto-u.ac.jp/vsnet), and identified outburst intervals of $``$30 d as being a supercycle. They also identified that normal outbursts with amplitudes of $`<`$1 mag every few days. Here we report an argument against this interpretation.

Firstly, a supercycle of ER UMa-type dwarf novae is largely occupied by a long-lasting superoutburst (Kato et al., 1999). A superoutburst comprises 30–45% of a supercycle (cf. Robertson et al. (1995); Kato (2001)). The outbursts occurring every $``$30 d last only less than a few days (see Fig. 1), amount to a duty cycle of only $``$0.1. Furthermore, no superhumps, which are always seen during ER UMa-type superoutbursts, have yet been observed during these outbursts (S. Kiyota, private communication; the observations on 1999 May 12 and 13 by Matsumoto et al. (2000) were also done during one of these outbursts, and no signature of superhumps was observed). These outbursts bear all characteristics of normal outbursts rather than those of superoutbursts.

Secondly, what were referred to as outbursts with amplitudes of $`<`$1 mag every few days in Mason et al. (2001) is not evident as shown in Figure 2. Both visual and CCD observations show only irregular variations which are frequently met in CVs. Period analysis yielded not significant periodicity. The presence of such strong quiescent variations in V893 Sco was also independently confirmed by Bruch et al. (2000). These variations can to be better understood as an enhanced activity sometimes observed in high-inclination systems (Kato et al., 2001).

From these findings, we conclude that V893 Sco bears no similar characters with ER UMa stars, and that the arguments in Mason et al. (2001) need to be reconsidered.

We are grateful to Rod Stubbings, Berto Monard, and Andrew Pearce, who reported vital observations to VSNET. Part of this work is supported by a Research Fellowship of the Japan Society for the Promotion of Science for Young Scientists (KM, MU). This work is partly supported by a grant-in aid (13640239) from the Japanese Ministry of Education, Culture, Sports, Science and Technology.