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# Plane Waves: To infinity and beyond!

## 1 Introduction

The plane waves of interest here are those particular solutions  to theories incorporating Einstein-Hilbert gravity for which the metric takes the form

$$ds^2=2dx^+dx^{}\mu _{ij}^2x^ix^j(dx^+)^2+dx^idx^i,$$
(1)
where $`\mu _{ij}^2`$ is in general a function of $`x^+`$. For several reasons, these spacetimes have received considerable attention in the context of string theory. Firstly, plane waves are exact backgrounds for string theory, corresponding to exact conformal field theories . Secondly, the superstring action on certain plane wave backgrounds in light cone gauge is purely quadratic , so the theory can be explicitly quantised.

Finally, an old result of Penrose  that the spacetime near any null geodesic is a plane wave has been used to relate string theory on the maximally supersymmetric ten-dimensional plane wave to four-dimensional field theory . A null geodesic in $`AdS_5\times S^5`$ which rotates on the $`S^5`$ is considered. Taking the Penrose limit near this geodesic yields the maximally supersymmetric ten-dimensional plane wave found by Blau, Figueroa-O’Farrill, Hull and Papadopoulos (BFHP) , whose metric is

$$ds^2=2dx^+dx^{}\mu ^2x^ix^i(dx^+)^2+dx^idx^i,$$
(2)
$`i=1,\mathrm{},8`$. In the field theory dual to $`AdS_5\times S^5`$, this limit can be identified as a restriction to a subsector of ‘near-BPS’ operators of large R charge.

As in the usual AdS/CFT correspondence, an important step in understanding the relation between string theory on the plane wave and the field theory is to understand the asymptotic structure of the bulk spacetime. Berenstein and Nastase  studied the asymptotic structure of the BFHP plane wave (2), constructing the Penrose diagram by identifying a conformal transformation that takes this spacetime to a measure one subset of the Einstein static universe (building in part on work of ). They found that the conformal boundary consists of a (one-dimensional) null line which spirals around the Einstein static universe as shown in figure 1. This line acts as both past and future boundary for the plane wave, so one may pass beyond (or around) infinity and return to the original spacetime. In analogy with the usual picture of the CFT dual to an asymptotically AdS space, Berenstein and Nastase suggested that the plane wave possesses a holographic dual description in terms of a quantum mechanics on this boundary.

In this paper, we consider the asymptotic structure of the more general plane wave metric (1). We will be able to treat the case where $`\mu _{ij}^2`$ is constant in full generality. Specific examples of interest in string theory include the maximally supersymmetric eleven-dimensional solution  obtained from the Penrose limit of $`AdS_4\times S^7`$ and $`AdS_7\times S^4`$ , and partially supersymmetric plane waves in ten dimensions —a notable example in the latter category is the Penrose limit of the Pilch-Warner flow . We will also give a discussion of the more general case of non-constant $`\mu _{ij}^2`$, focusing on the plane waves obtained from the Penrose limit of D$`p`$-branes .

Since these metrics are not conformally flat, it is difficult to apply the conformal scaling approach used in  to characterise the asymptotic behaviour. Instead, we will use an approach introduced by Geroch, Kronheimer and Penrose , which characterises points at infinity (dubbed ‘ideal points’) purely in terms of the causal structure of the spacetime. This approach has the advantage of being applicable to a wider class of spacetimes and gives an obvious physical interpretation to the points at infinity.

We begin by reviewing the technique and discussing its application to the BFHP case (2) in section 2. This will allow us to exhibit the close relationship between this method and the conformal boundary method used by Berenstein and Nastase and in addition to see what further insight is gained. The set of ideal points for this spacetime is precisely the conformal boundary of Berenstein and Nastase.

We then go on to study the general case of constant $`\mu _{ij}^2`$ in section 3. So long as $`\mu _{ij}^2`$ has at least one positive eigenvalue, the construction is very similar to the previous case, and we find that the set of ideal points of the spacetime forms a one-dimensional null line. We briefly comment on the rather unphysical case of all negative eigenvalues.

There are also interesting examples with non-constant $`\mu _{ij}^2`$; for instance, the Penrose limits of near D$`p`$-brane spacetimes  which should have dual descriptions based on the gravity/gauge-theory dualities of . It is more difficult to construct the ideal points in these cases, and we have not attempted to do so for arbitrary values of the functions $`\mu _{ij}^2(x^+)`$. In section 4, we discuss the construction for the specific examples considered in . We find that these examples also have one-dimensional null line segments of ideal points. In the case $`p=4`$, the past and future points are identified, but not for $`p=0,1,2`$. We conclude with a brief discussion of the possible physical implications of our results and interesting future directions in section 5.

## 2 The BFHP plane wave

In this section, we will study the asymptotic structure of the BFHP plane wave (2) using the method of Geroch, Kronheimer and Penrose , to set the stage for our later discussion of more general plane waves.

Let us first review the method. Our aim, given a spacetime manifold $`M`$, is to construct a suitable completion $`\overline{M}`$ by adjoining some suitable ideal points to $`M`$. We begin by considering the causal structure of $`M`$, as encoded in the past-sets of $`M`$.333This approach to determining the appropriate completion assumes that the spacetime $`M`$ is strongly causal. We define an IP (indecomposable past-set) to be the causal past $`I^{}[\gamma ]`$ of any timelike curve $`\gamma `$ in the spacetime. Note that $`\gamma `$ need not be complete. Similarly, the causal future $`I^+[\gamma ]`$ is called an IF. An IP such that $`I^{}[\gamma ]=I^{}(p)`$ for some point $`p`$ is called a proper IP, or PIP. In this case, $`p`$ is the future endpoint of $`\gamma `$. If alternatively $`\gamma `$ is future-endless, $`I^{}[\gamma ]`$ is a terminal IP, or TIP. PIFs and TIFs are similarly defined.

The idea is to construct the ideal points from the TIPs and TIFs; that is, we identify the additional points in terms of the spacetime regions they can physically influence or be influenced by. Put another way, we will add endpoints to endless curves, in such a way that two curves go to the same point if they have the same past or future. Of course, it is not sufficient to simply adjoin all the TIPs and all the TIFs to the spacetime: some ideal points (such as the timelike singularity of Reissner-Nordström or the conformal boundary of AdS) naturally have curves approaching them from both the future and the past. We must therefore identify some TIPs and TIFs.

The construction proceeds by considering the set $`\widehat{M}`$ of IPs and the set $`\stackrel{ˇ}{M}`$ of IFs of $`M`$. There are natural maps from $`M`$ to each of these spaces, sending a point $`pM`$ to the PIP (PIF) $`P=I^{}(p)`$ ($`P^{}=I^+(p)`$), so each of these sets gives a partial completion of $`M`$. Next, consider $`M^{\mathrm{}}`$, formed by taking the union $`\widehat{M}\stackrel{ˇ}{M}`$ and identifying all proper IPs $`P`$ with the corresponding proper IFs $`P^{}`$. The proposed completion $`\overline{M}`$ is then defined by giving an appropriate topology to $`M^{\mathrm{}}`$ and taking a quotient by the minimal set of identifications $`R_H`$ necessary to make the space Hausdorff, $`\overline{M}=M^{\mathrm{}}/R_H`$.

Thus, to construct the points at infinity for the plane wave metric, we will need to find the different TIPs and TIFs of the spacetime, the pasts and futures of inextensible timelike curves, and determine which TIPs and TIFs we must identify. The latter part is the more subtle issue; we will not carry out the full topological program444In fact, a modification of the procedure for constructing the identifications given in  is necessary. The details of our preferred method of constructing identifications will be described in a forthcoming work., but will simply argue that if there is a set of points $`p_nM`$ such that the PIPs $`P_n`$ approach some TIP $`T`$ and the PIFs $`P_n^{}`$ approach some TIF $`T^{}`$, then $`T`$ and $`T^{}`$ must represent the same ideal point.

### 2.1 TIPs and TIFs for the BFHP plane wave

We first consider the BFHP plane wave using the Einstein static universe coordinates introduced in . This will make it obvious that the set of ideal points is precisely the one-dimensional conformal boundary of the spacetime. We will then reproduce this result in the original coordinates (2), to enable generalisation to other plane waves.

In , a coordinate transformation was found which brings the metric (2) to the form

$$ds^2=\frac{1}{4|e^{i\psi }\mathrm{cos}\alpha e^{i\beta }|^2}(d\psi ^2+d\alpha ^2+\mathrm{cos}^2\alpha d\beta ^2+\mathrm{sin}^2\alpha d\mathrm{\Omega }_7^2).$$
(3)
The metric in parentheses is the metric of the Einstein static universe (ESU) $`R\times S^9`$. Since the causal structure is invariant under conformal transformations, the IPs & IFs of the plane wave are in one-to-one correspondence with the IPs & IFs of the ESU. In the ESU, all of the IPs are PIPs with the exception of an IP which is the whole spacetime (realised, for example, as the past of the curve $`\alpha =\beta =0`$) which is a TIP, corresponding to an ideal point $`i^+`$ at future timelike infinity. The whole spacetime is also a TIF, corresponding to the ideal point $`i^{}`$.

The conformal factor relating the ESU to the plane wave diverges on the points $`\alpha =0`$, $`\psi =\beta `$. This is a one-dimensional null line, which orbits on a great circle of the $`S^9`$; we call it $``$. The conformal boundary of the plane wave is $``$, together with the points at infinity $`i^\pm `$ in the ESU.

From the point of view of the study of IPs, the effect of this conformal rescaling is that some of the PIPs of the ESU become TIPs in the plane wave. More formally, future-endless timelike curves in the plane wave spacetime can be mapped to curves in the ESU which either have an endpoint on one of the points $`p`$ or extend to $`i^+`$. Thus, the TIPs of the plane wave are identified with the set $``$, together with the point $`i^+`$. Similarly, the set of TIFs is $``$ together with the point $`i^{}`$. Clearly, the TIP $`T`$ and the TIF $`T^{}`$ associated with the same point on $``$ must be identified; to use our general line of argument, note that if a sequence of points $`p_n`$ define PIPs $`P_n`$ which approach $`T`$, the points $`p_n`$ must approach a point on $``$ in the ESU, and hence the PIFs $`P_n^{}`$ will approach $`T^{}`$, forcing the identification. Thus, the set of ideal points is the same as the conformal boundary.

We will now show how this result emerges in the original coordinate system (2). This detailed discussion sets the stage for the next section, but it is also intrinsically useful: it is unusual for a null conformal boundary to have non-trivial regions of the spacetime both to the future and the past, and the discussion will help us to understand how this happens. The possibility of the boundary both influencing and being influenced by the bulk seems important for holography, so we should carefully understand the identifications between the past and future boundaries.

It is still simple to identify the possible TIPs in this coordinate system. Consider any causal curve $`\gamma `$. If $`\gamma `$ reaches arbitrarily large values of $`x^+`$, it will become clear below that its TIP is the entire spacetime. We thus turn to the remaining case where $`\gamma `$ asymptotes in the future to a constant value of $`x^+`$. No other behaviour is allowed as $`x^+`$ must increase along future directed causal curves555This follows from the fact that (2) is the Minkowski metric plus a term that is second order in $`dx^+/d\lambda `$ for any parameter $`\lambda `$.. Now $`x^{}`$ must diverge as a curve asymptotes to a constant value of $`x^+`$. To see this, note first that some coordinate must diverge or the curve would have an endpoint in the spacetime. If this coordinate is not $`x^{}`$, then some $`x^i`$ and thus $`\mathrm{ln}x^i`$ and $`d(\mathrm{ln}x^i)/dx^+`$ must diverge. But this requires $`\frac{dx^i}{dx^+}x^i,`$ and any causal curve which asymptotes to $`x^+`$ with diverging $`x^i`$ satisfies

$$2\frac{dx^{}}{dx^+}\left(\frac{dx}{dx^+}\right)^2\mu ^2x^2\left(\frac{dx}{dx^+}\right)^2.$$
(4)
As a result, $`x^{}`$ must diverge even faster than $`x^i`$.

Let us now write the metric (2) in the form

$$ds^2=ds_0^2+\mathrm{\Delta }ds^2,$$
(5)
with

$`ds_0^2`$ $`=`$ $`2dx^+dx^{}+dx^2,`$ (6)
$`\mathrm{\Delta }ds^2`$ $`=`$ $`\mu ^2x^2(dx^+)^2.`$ (7)
It is then clear that any pair of coordinates $`(x_1^+,x_1^{},x_1),(x_2^+,x_2^{},x_2)`$ which is causally connected in Minkowski space is also causally connected in the BFHP plane wave. In (conformally compactified) Minkowski space, the past of a point with fixed $`x^+`$ and divergent $`x^{}`$ contains all points with $`x^+x_1^+`$. This immediately tells us that any curve which asymptotes to $`x^+=x_1^+`$ contains all points with $`x^+x_1^+`$ in its TIP. But since $`x^+`$ is a non-decreasing function along any (other) causal curve, no point with $`x^+>x_1^+`$ can be in the past of our curve. Thus the TIP of our curve is exactly the set $`\{x^\mu :x^+x_1^+\}`$. The future boundary is thus a one dimensional line parametrised by $`x^+`$. Similarly, the past boundary is again a one dimensional line parametrised by $`x^+`$.

Now we wish to understand the identification between TIPs and TIFs. It is easy to show that the curves

$$x^i=A^i\mathrm{sin}(\mu x^+),x^{}=\frac{1}{2}x^i_+x^i+C(x^+)$$
(8)
are null (in fact, they are null geodesics) when $`C(x^+)`$ is constant and that they are either timelike or null so long as $`C(x^+)`$ is an increasing function of $`x^+`$. In more detail, we may write

$$x^{}=\frac{1}{2}A^2\mu \mathrm{sin}(\mu x^+)\mathrm{cos}(\mu x^+)+C(x^+)=\frac{1}{2}\mu x^2\mathrm{cot}(\mu x^+)+C(x^+).$$
(9)
We thus learn that the future of the origin ($`x=0,y=0,x^+=0,x^{}=0`$) contains all points with

$$x^{}\frac{1}{2}\mu x^2\mathrm{cot}(\mu x^+).$$
(10)
In fact, the curves (8) form the null cone leaving the origin. As a result, any point in the future of the origin satisfies (10) until our family of null curves caustics at $`x^+=\pi /\mu `$. Since (10) is satisfied by any $`x^{},x0`$ for $`x^+=\pi /\mu `$, we see immediately that the origin is in the past of almost every point on the $`x^+=\pi /\mu `$ plane. But the future of an event is a closed set, so the origin must lie in the past of all points with $`x^+\pi /\mu `$. Since we can use the symmetries to translate the origin to an arbitrary point in the surface $`x^+=0`$, it follows that the past of any point with $`x^+\pi /\mu `$ contains the whole region $`x^+<0`$. It is now clear that the TIP of any curve reaching arbitrarily large values of $`x^+`$ is the entire spacetime.

A sequence of points $`p_n`$ with $`x^+(p_n)=\pi /\mu `$ and $`x^{}(p_n)\mathrm{}`$ define PIFs $`P_n^{}=I^+(p_n)`$ which approach the TIF $`T^{}=\{x^\mu :x^+\pi /\mu \}`$. Using the result of the previous paragraph, the PIPs $`P_n=I^{}(p_n)`$ defined by this sequence each contain the TIP $`T=\{x^\mu :x^+0\}`$. Using an appropriately time-translated version of (10), in the limit $`x^{}(p_n)\mathrm{}`$, the past of $`p_n`$ contains only points with $`x^+0`$. Thus, the $`P_n`$ approach $`T`$. Hence, we should identify $`T`$ and $`T^{}`$. By time-translation, every TIF $`\{x^\mu :x^+x_1^++\pi /\mu \}`$ is identified with the TIP $`\{x^\mu :x^+x_1^+\}`$. This completes the demonstration of the identification between TIPs and TIFs. Again we see that it is possible to pass beyond infinity and return to the original spacetime.

We can also use this to show that the line of TIPs is a null line in $`\widehat{M}`$. There is a natural causal relationship between the IPs in $`\widehat{M}`$, under which $`P`$ is to the causal past of $`Q`$ in $`\widehat{M}`$ if $`PQ`$. Under this causal relationship, the TIPs form a causal line; the TIP $`P`$ defined by $`x^+x_P^+`$ is clearly to the past of the TIP $`Q`$ defined by $`x^+x_Q^+`$ iff $`x_P^+x_Q^+`$. Now two causally-separated points $`P`$ and $`Q`$ are null separated if there is a sequence of points $`P_n`$ which approaches $`P`$ but none of the points $`P_n`$ is causally separated from $`Q`$. Consider $`x_Q^+=x_P^++ϵ`$ for some small $`ϵ`$. We have just demonstrated that the sequence of PIPs $`I^{}(p_n)`$ where $`x^+(p_n)=x_P^++\pi /\mu `$ approaches $`P`$, but $`I^{}(p_n)`$ contains points with $`x^+=x_P^++\pi /\mu \delta `$, which are not in $`Q`$. Hence the $`P_n`$ are not causally related to $`Q`$, and $`P`$ and $`Q`$ must be null separated.666Note that points $`P`$ and $`Q`$ with $`x_Q^+>x_P^++\pi /\mu `$ are timelike separated; this expresses the fact that the null boundary is ‘winding around’ in $`\widehat{M}`$, as we saw explicitly in the conformal rescaling construction.

As advertised, we have reconstructed the result that the set of ideal points is the null line $``$ parametrised by $`x^+`$ together with the two points $`i^\pm `$. We will see below that this construction generalises readily to many other cases.

## 3 Homogeneous plane waves

For homogeneous plane waves, where the coefficient functions $`\mu _{ij}^2`$ in (1) are constants, the non-trivial components of the Weyl tensor are

$$C_{+i+j}=\mu _{ij}^2\frac{1}{n}\mu _{kk}^2\delta _{ij},$$
(11)
$`i,j,k=1,\mathrm{},n`$. Thus, the metric is conformally flat iff $`\mu _{ij}^2=\mu ^2\delta _{ij}`$, that is, it is conformally flat only for the maximally symmetric case considered above (and a case with $`\mu ^2`$ negative discussed below). There are many examples of particular interest to string theory which do not fall into this category; and for which it is therefore quite complicated to find an explicit Penrose-style conformal compactification. For instance, the maximally supersymmetric 11d plane wave , the Penrose limit of $`AdS_3\times S^3\times M_4`$ ,777The six-dimensional geometry obtained by the Penrose limit of $`AdS_3\times S^3`$ is conformally flat, but on crossing it with a four-dimensional flat space, we lose this property. and Penrose limits of less supersymmetric ten-dimensional geometries, such as the Pilch-Warner solution , are not conformally flat. (Other examples where different homogeneous plane waves arise as Penrose limits are discussed in ). Nevertheless, one can readily study the infinity of these spacetimes using the methods  just described. In this section, we will find the TIPs and TIFs for all homogeneous plane waves.

For almost all cases, the set of ideal points is identical to that found in the previous section, namely a single null line. This suggests that these more general examples might also have quantum-mechanical dual descriptions. This is the more surprising as the discussion includes cases where some of the eigenvalues of $`\mu _{ij}^2`$ are negative. The presence of such negative eigenvalues is believed to lead to an instability in the string sigma-model, as was discussed in . Nevertheless, from the point of view of the asymptotic structure of spacetime, these examples behave in the same way as cases with all eigenvalues positive.

We consider a spacetime of the form (1). For arbitrary $`\mu _{ij}^2`$, we can make a rotation on the $`x^i`$ to make $`\mu _{ij}^2`$ diagonal. We assume there is at least one positive eigenvalue, and write the metric as

$$ds^2=2dx^+dx^{}(\mu _1^2x_1^2+\mathrm{}+\mu _j^2x_j^2m_1^2y_1^2\mathrm{}m_{nj}^2y_{nj}^2)(dx^+)^2+dx^idx^i+dy^ady^a,$$
(12)
where $`\mu _1\mu _2\mathrm{}\mu _j`$. As in the previous discussion, the first step is to determine the TIPs and TIFs. As before, a future-directed timelike curve $`\gamma `$ must move in the direction of increasing $`x^+`$, so it will either extend to arbitrary values of $`x^+`$ or approach some constant value of $`x^+`$. Again, it will become clear below that a causal curve reaching arbitrarily large values of $`x^+`$ has the entire spacetime as its TIP. All other causal curves asymptote in the future to a constant value of $`x^+`$. Curves that asymptote to distinct values of $`x^+`$ have distinct TIPs, while we again claim that all curves asymptoting to the same value of $`x^+`$ have the same TIP. If $`\mu _{ij}^2`$ has all positive eigenvalues, the proof of this statement is as before: the curve will reach divergent $`x^{}`$, and the past of any point is at least its past in the Minkowski metric. If some of the eigenvalues are negative, the statement is still true, but the proof is slightly more complicated than in the positive definite case and has been placed in appendix A. In particular, this appendix shows that the TIP of any causal curve asymptoting to $`x^+=x_1^+`$ consists exactly of those points with values of $`x^+`$ smaller than the $`x_1^+`$. Thus, the TIPs form a one dimensional line parametrised by $`x^+`$, together with the single point $`i^+`$ (which one may regard as the continuation of the line to $`x^+=+\mathrm{}`$). Similarly, the TIFs form a line parametrised by $`x^+`$, together with $`i^{}`$ (at $`x^+=\mathrm{}`$).

Finally, we need to determine the relation between TIPs and TIFs. The following curves are causal so long as $`C(x^+)`$ is an increasing function and $`A^i,B^i`$ are constants:

$`x^i`$ $`=`$ $`A^i\mathrm{sin}(\mu _ix^+),`$ (13)
$`y^a`$ $`=`$ $`B^a\mathrm{sinh}(m_ax^+),`$ (14)
$`x^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(x^i_+x^i+y^i_+y^i)+C(x^+)`$ (15)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{(A^i)2}{2}}\mu _i\mathrm{sin}(\mu _ix^+)\mathrm{cos}(\mu _ix^+)+{\displaystyle \frac{(B^a)^2}{2}}m_a\mathrm{sinh}(m_ax^+)\mathrm{cosh}(m_ax^+)+C(x^+)`$ (16)
$`=`$ $`{\displaystyle \frac{\mu _1x_1^2}{2}}\mathrm{cot}(\mu _1x^+)+\mathrm{}`$ (17)
Thus, the future of the origin ($`x=0,y=0,x^+=0,x^{}=0`$) is exactly the set with

$$2x^{}\mu _1x_1^2\mathrm{cot}(\mu _1x^+)+\mathrm{}$$
(18)
until our family of null curves encounters the first caustic at $`x^+=\pi /\mu _1`$.

Now, take $`x^+=\pi /\mu _1ϵ.`$ By taking $`ϵ`$ sufficiently small, we can arrange for (18) to be satisfied for any $`x_10`$ (since, from the convention that $`\mu _1`$ is the largest eigenvalue, the terms not written explicitly will remain finite888Except for eigenvalues degenerate with $`\mu _1`$, which contribute in exactly the same way as the term shown. as $`ϵ0`$). Since the future is a closed set, we see that the origin is in the past of every point on the $`x^+=\pi /\mu _1`$ plane. By translation invariance, the past of any point with $`x^+=x_1^+`$ contains all points with $`x^+x_1^+\pi /\mu _1`$. In particular, it is now clear that the TIP of any curve reaching arbitrarily large values of $`x^+`$ is the entire spacetime. The remaining step of identifying future boundary points with past boundary points now follows just as in section 2 by arguing that the sequence of points $`p_n`$ such that $`x^+=x_1^+`$ and $`x^{}\mathrm{}`$ has PIFs $`I^+(p_n)`$ approaching the TIF $`\{x^\mu :x^+x_1^+\}`$ and by (18) has PIPs $`I^{}(p_n)`$ approaching the TIP $`\{x^\mu :x^+x_1^+\pi /\mu _1\}`$. Thus, this TIP and TIF are identified for each $`x_1^+`$. We can show as before that this is a null line.

To summarise, we have shown that for constant $`\mu ^2`$ with at least one positive eigenvalue, the set of ideal points is a single null line parametrised by $`x^+`$, together with the two points $`i^\pm `$.

### 3.1 No positive eigenvalues

For completeness, we now mention the case of the plane wave with no positive eigenvalues. Leaving aside flat space ($`\mu _{ij}^2=0`$), these cases with negative eigenvalues are unphysical, as no such solution can arise in string theory (so long as we keep the symmetry associated with the Killing vector $`_+`$, so the dilaton is constant). The point is that the non-vanishing Ricci tensor component, $`R_{++}`$, is essentially just the sum of the eigenvalues. However, negative $`R_{++}`$ in the Einstein frame violates the weak null energy condition. Hence, these backgrounds are not solutions to any known string theory.

Nevertheless, we will consider this case briefly, because it results in a different structure than the cases with positive eigenvalues. For simplicity, we will consider the special case where the metric is conformally flat, and take $`\mu _{ij}^2=\delta _{ij}`$. The metric is then

$$ds^2=2dx^+dx^{}+y^2(dx^+)^2+dy^2.$$
(19)
We can use the conformal boundary technique; simply apply the change of variables

$`v`$ $`=`$ $`x^{}(y^2/2)\mathrm{tanh}x^+`$ (20)
$`u`$ $`=`$ $`\mathrm{tanh}x^+`$ (21)
$`\stackrel{~}{y}`$ $`=`$ $`y/\mathrm{cosh}x^+,`$ (22)
to obtain the metric

$$ds^2=(1u^2)^1\left(2dudv+d\stackrel{~}{y}^2\right),$$
(23)
with $`1<u<1.`$ This shows explicitly that the spacetime (19) is conformally equivalent to a slice of Minkowski space bounded by two null planes.

As a result, the conformal boundary of (19) consists of null planes at $`u=\pm 1`$ and two null lines which represent the intersection of the region $`1<u<1`$ with the past and future infinity of the Minkowski space described by the conformally rescaled metric $`d\stackrel{~}{s}^2=2dudv+d\stackrel{~}{y}^2.`$ We see that this is qualitatively different from the other homogeneous plane waves.

## 4 General plane waves

We will now discuss the cases where $`\mu _{ij}^2`$ are functions of $`x^+`$. A particularly interesting example of this type is provided by the Penrose limits of near D$`p`$-brane spacetimes obtained in . Since the near D$`p`$-brane geometries for $`p4`$ all have dual field theory descriptions , these cases may also lead to interesting insights into gauge/gravity connections. The resulting plane waves can have eigenvalues which become negative for some range of $`x^+`$.

When $`\mu _{ij}^2`$ is a function of $`x^+`$, there may be limitations on the range of $`x^+`$ (if the functions diverge at some finite $`x^+`$), and this can lead to interesting structures of TIPs associated with timelike curves which approach the maximum value. However, this structure will depend in a complicated way on the particular functions involved, and we are more interested in considering the effects on the one-dimensional line of ideal points parametrised by $`x^+`$ we previously considered. Therefore we will focus on the TIPs associated with causal curves which asymptotically approach some constant value of $`x^+`$ where $`\mu _{ij}^2`$ is not diverging. It is easy to extend the previous arguments to show that the TIP associated with such curves is again a region of the form $`x^+x_1^+`$, so that there is a set of TIPs parametrised by $`x^+`$ (and similarly for TIFs). The details are given in the appendix. To see whether these TIPs and TIFs are identified, we need to consider specific examples, to which we now turn.

### 4.1 Limits of D$`p`$-branes

We want to consider the plane waves obtained from Penrose limits of near D$`p`$-branes for $`p4`$, as in . Null geodesics in the near D$`p`$-brane spacetimes emerge from the brane singularity at a finite affine parameter in the past and return at a finite affine parameter in the future. As a result, the associated plane waves are singular with the eigenvalues of $`\mu ^2`$ diverging at finite values of $`x^+`$, say $`x^+=\pm x_0^+`$. The divergence is of the form $`\mu ^2+\mathrm{}`$ for $`p=4`$ and $`\mu ^2\mathrm{}`$ for $`p=0,1,2.`$

Due to the singularities at $`x^+=\pm x_0^+`$, it is clear that infinity is formed only from the TIPs and TIFs of causal curves that asymptote to null planes with $`|x^+|<x_0^+`$. As a result, the boundary will consist of the singular null planes together with a null line (or perhaps two) at infinity. It remains only to determine any identifications between past and future infinity.

Let us begin with the case $`p=4`$. Here, we see from equation (5.42) of  that the eigenvalues are always positive and diverge as $`(x^+x_0^+)^2`$ at the singularities. Thus, the frequency of the harmonic oscillator diverges as $`(x^+x_0^+)^1`$ and the oscillator oscillates infinitely many times before reaching the singularity. From our earlier discussion of the behaviour of light cones, it follows that each point on future infinity is thus identified with some point on past infinity, and vice versa. This is true even for the points close to the singularities.

Turning now to the cases $`p=0,1,2,`$ recall that the basic feature associated with identifications between past and future infinity is the existence of two values $`x_1^+,x_2^+`$ of $`x^+`$ such that the future of any point on the plane $`x^+=x_1^+`$ contains every point on the plane with $`x^+=x_2^+`$. In particular, it contains points $`(x^{},x^i,x^+=x_2^+)`$ with arbitrarily large and negative values of $`x^{}`$. In section 3, such behaviour was the a result of a harmonic oscillator oscillating though half of a period.

Our strategy here is much the same as in the constant $`\mu ^2`$ cases, though the treatment is necessarily less explicit. The reader may verify that the null cone of a point is again traced out by null geodesics satisfying

$`_+^2x^i`$ $`=`$ $`\mu _{ij}^2x^j,`$ (24)
$`x^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}x^i_+x^i+C,`$ (25)
where $`C`$ is a constant. Points on past and future infinity will be identified only if there is some sequence of points on this null cone for which $`x^{}`$ diverges while $`x^i`$ remains finite. It is clear that this in turn can happen only if the dimensionless ratio $`x^i_+x^i/x^2`$ diverges toward negative infinity. Consulting , we see that for any $`x^+`$ the coordinate called $`\varphi `$ in that reference is always associated with the largest eigenvalue of $`\mu ^2`$, and thus the shortest period. As a result, it is sufficient to consider only this direction and to set the other coordinates to zero.

Because of the complicated dependence on $`x^+`$, the above expressions are difficult to analyse analytically. However, it is straightforward to solve the equations numerically with various initial data $`\varphi (0),_+\varphi (0)`$. Of course, only the ratio $`\frac{_+\varphi (0)}{\varphi (0)}`$ can effect the scale invariant quantity $`x^i_+x^i/x^2=_+\varphi /\varphi `$. If identifications occur, the ratio $`x^i_+x^i/x^2=_+\varphi /\varphi `$ evolves from positive infinity when the light cone is emitted to negative infinity when the identification occurs. In particular this ratio, and thus $`_+\varphi `$, goes through zero in between. If we wish to find identifications, it is to our advantage to choose a light cone which spends as much time as possible near $`x^+=0`$ where the harmonic oscillator frequencies are highest. As a result, it is best to choose the zero of $`_+\varphi `$ to occur at $`x^+=0`$.

Thus, one need only consider the initial data $`\varphi (0)=1,_+\varphi (0)=0.`$ In each case ($`p=0,1,2`$), one finds that the ratio $`_+\varphi /\varphi `$ is in fact bounded below. More specifically, at $`x^+=0`$ we have $`\varphi =1`$, after which $`\varphi `$ decreases to a positive minimum and then turns around and begins to increase. The coordinate $`\varphi `$ is still increasing when the singularity is encountered. We therefore conclude that there are no identifications between past and future infinity in these spacetimes.

## 5 Discussion

We have discussed the asymptotic structure of plane waves using the approach to constructing ideal points based on past-sets as introduced in . We first reconsidered the asymptotic structure of the maximally-supersymmetric ten-dimensional plane wave from this point of view. We showed that we can reproduce the results of , who constructed the Penrose diagram for this case. We believe the current approach offers some useful additional insight into the relation between bulk and boundary in this case; in particular, it emphasises the importance of the identifications between past and future boundaries, which are quite non-trivial in the original coordinate system. As is apparent form the conformal embedding of the BFHP wave into the Einstein static universe, these ideal points can also be reached by spacelike curves. While we have not addressed this explicitly, it is clear from our analysis that any spacelike curve which asymptotes to $`x^+=x_0^+`$ with sufficiently rapidly diverging $`x^{}`$ reaches the same ideal point as do causal curves with the same asymptotics.

The real power of the approach of , however, is that it can easily be extended to more general metrics. We have shown that the general homogeneous plane wave has an identical causal boundary, with a one-dimensional line of ideal points, so long as there is at least one positive eigenvalue of $`\mu _{ij}^2`$. Surprisingly, the asymptotic structure is unchanged when we introduce negative eigenvalues, even though these will produce dramatic changes in the dynamical behaviour of both particles and strings in the spacetime. So long as there is at least one positive eigenvalue, there remains the possibility to pass beyond infinity and return to the original spacetime.

The most interesting direction for future work is to explore the consequences for possible holographic dual descriptions of these spacetimes. As in the previously-studied maximally supersymmetric case , the structure of the asymptotic boundary, and in particular the fact that it is both to the future and the past of regions of spacetime, can be viewed as evidence in favour of the existence of a quantum-mechanical dual description. For cases where a dual field theory description is expected to exist, such as the maximally supersymmetric 11d plane wave which arises in the Penrose limit of $`AdS_4\times S^7`$, this result is satisfying but perhaps unsurprising. However, we find that the relevant behaviour is far more general than this. It would be especially interesting if further evidence could be found for the existence of a holographic dual for the cases with some negative eigenvalues.

In the more general case where $`\mu _{ij}^2`$ are functions of $`x^+`$, the analysis is more complicated, but in many cases at least some of this structure will survive. We have explored in detail the asymptotic structure of the cases arising from Penrose limits of D$`p`$-branes, finding that there is a set of TIPs and TIFs which form a one-dimensional line segment parametrised by $`x^+`$; the TIPs and TIFs are identified for $`p=4`$ but not for $`p=0,1,2`$. It would be interesting to extend this further to investigate more time-dependent examples.

One interesting case occurs when the matrix $`\mu _{ij}^2`$ remains diagonal but vanishes in, say, the asymptotic past. Suppose in particular that no harmonic oscillator oscillates more than some finite number of times in the past. In this case past infinity is essentially that of flat Minkowski space! The details become clear if we suppose that $`\mu _{ij}^2`$ is strictly zero before some $`x^+=x_0^+`$. The region to the past of $`x_0^+`$ is the part of Minkowski space below some null plane $`P`$, whose past boundary is that of Minkowski space except for a half line to the future of the point on past infinity where $`x^+=x_0^+`$ (see figure 3). Thus, whether and how this half line is identified with part of future infinity is determined by the behaviour of the harmonic oscillators to the future of $`x_0^+`$.

Another avenue for future development is to explore the asymptotic structure for pp-waves, where a more general dependence on $`x^i`$ is allowed. These are also exact backgrounds for string theory, at least to all orders of perturbations in $`\alpha ^{}`$. Specific examples have recently been considered in , where string propagation on such backgrounds was considered, and connections to two-dimensional integrable systems were noted. Finally, we plan to address detailed issues of the identifications that were suppressed here in a forthcoming paper.

## Appendix A Appendix: TIPs of the general plane wave

In this appendix we show that the TIP of any causal curve asymptoting in the future to $`x^+=x_1^+`$ is given by $`\{x^\mu :x^+x_1^+\}`$. In particular, all causal curves which asymptote to the same value of $`x^+`$ have the same TIP. We will consider the general metric (1), assuming only that the functions $`\mu _{ij}^2(x^+)`$ are regular in an open neighbourhood of $`x^+=x_1^+`$.

The non-trivial step in showing that the TIP is the region $`\{x^\mu :x^+x_1^+\}`$ is to show that the past of the curve includes all points on the surface $`x^+=x_1^+\delta `$ for arbitrarily small $`\delta `$. The past of this null surface will clearly include all points with smaller $`x^+`$, so if we can show this, it will follow that the TIP contains the open set $`\{x^\mu :x^+<x_1^+\}`$. We also know that the TIP cannot contain any points with $`x^+>x_1^+`$, since no causal curve can move in the direction of decreasing $`x^+`$. Hence, since the TIP is a closed set, it will be precisely $`\{x^\mu :x^+x_1^+\}`$.

We therefore need only consider the behaviour in a small neighbourhood of the surface $`x^+=x_1^+`$, so we may approximate the functions $`\mu _{ij}^2(x^+)`$ by constants $`\mu _{ij}^2(x_1^+)`$ and diagonalise this matrix in the neighbourhood of $`x^+=x_1^+`$ by a rotation on the $`x^i`$. The result is a metric of the form (12). We will also redefine the $`x^+`$ coordinate so that the surface to which the curve asymptotes is at $`x^+=0`$.

Let us now study the causal future of the origin of coordinates in the metric (12). Consider the new set of null curves given by

$$x^i=A_i\mathrm{sinh}(\mu _ix^+),y^a=B_a\mathrm{sin}(m_ax^+),x^{}=(1/2)(\mu _i^2A_i^2+m_a^2B_a^2)x^+.$$
(26)
(Note that these are different from the causal curves considered earlier; in particular, $`\mathrm{sin}`$ and $`\mathrm{sinh}`$ are interchanged.) These show us that all points satisfying

$$x^{}\frac{1}{2}x^+\left(\underset{i}{}\left(\frac{\mu _jx^j}{\mathrm{sinh}(\mu _jx^+)}\right)^2+\underset{b}{}\left(\frac{m_by_b}{\mathrm{sin}(m_bx^+)}\right)^2\right)$$
(27)
are in the causal future of the origin. But for $`x^+<\delta _1`$ and small enough $`\delta _1`$, the Taylor expansions yield

$`x^{}`$ $``$ $`{\displaystyle \frac{x^2+y^2}{2x^+(1ϵ_1)}},\mathrm{or}`$ (28)
$`y^2+x^2`$ $``$ $`2(1ϵ_1)x^{}x^+`$ (29)
for any $`ϵ_1`$. More generally, for $`\mathrm{\Delta }x^+<\delta _1`$ and small enough $`\delta _1`$, the future of the point $`x^i=0,y^i=0,x^{}=0,x^+=x_0^+`$ contains all points satisfying

$$x^2+y^22(1ϵ_1)x^{}\mathrm{\Delta }x^+.$$
(30)
Let us call this region $`R_{x_0^+}`$.

Now consider any causal curve that asymptotes in the future to the surface $`x^+=0`$. We want to show that this enters the future of the point $`x^i=0,y^i=0,x^{}=0,x^+=x_0^+<0`$ for small enough $`|x_0^+|`$. Explicitly, this future region $`R_{x_0^+}`$ is

$$y^2+x^22(1ϵ_1)x^{}|x_0^+|.$$
(31)
Since any point can be brought to $`x^i=0,y^a=0,x^{}=0,x^+=x_0^+`$ by a symmetry transformation that does not act on $`x^+`$, we will have shown that any causal curve which asymptotes to $`x^+=0`$ enters the future of any point having $`x^+<0`$.

Consider then an arbitrary causal curve that asymptotes to $`x^+=0`$. Below, we use dots to denote $`d/dx^+`$. Causality implies

$$2\dot{x}^{}(m_a^2y_a^2\mu _i^2x_i^2)+\dot{y_a}^2+\dot{x_i}^2(\mu _i^2x_i^2)+\dot{y_a}^2+\dot{x_i}^2.$$
(32)
Now, some coordinate (and therefore some velocity) must diverge at $`x^+=0`$. If only $`x^{}`$ diverges while $`x_i,y_a`$ remain bounded, then it is clear that the curve enters $`R_{x_0^+}`$. If $`x_i`$ do not diverge, then some $`y_a`$ and $`\dot{y_a}`$ diverge, and close enough to $`x^+=0`$ we achieve

$$2\dot{x}^{}(1ϵ_2)(\dot{x_i}^2+\dot{y_a}^2).$$
(33)
But if some $`x_i`$ diverge, then $`\mathrm{ln}x_i`$ and $`_+\mathrm{ln}x_i`$ diverge, so that we have $`\dot{x}_ix_i`$ and again we achieve $`2\dot{x}^{}(1ϵ_2)(\dot{x_i}^2+\dot{y_a}^2).`$ We will use this relation below, and also the corollary that $`x^{}`$ must diverge at $`x^+=0`$.

For the final step, let us introduce a new (fiducial and completely non-physical) metric

$$ds_{\mathrm{fid}}^2=2dx^+dx^{}+(1ϵ_2)(dx^2+dy^2),$$
(34)
and note that sufficiently close to $`x^+=0`$ our curve is also causal with respect to this fiducial metric. So, if we choose any point $`x_1^i,y_1^a,x_1^{},x^+=ϵ_3`$ close to $`x^+=0`$ on our causal curve, the curve remains in the fiducial future light cone of this point. That is, the curve satisfies

$$y^2+x^2\frac{2}{1ϵ_2}(x^{}x_1^{})ϵ_3.$$
(35)
This controls the rate at which $`x_i`$ and $`y_a`$ can diverge with $`x^{}`$. For $`2ϵ_3(1ϵ_2)(1ϵ_1)|x_0^+|`$, we see that our causal curve cannot run to large $`x^{}`$ without entering the region

$$y^2+x^22(1ϵ_1)x^{}|x_0^+|,$$
(36)
and thus the future of $`x_i=0,y_a=0,x^{}=0,x^+=x_0^+`$. Hence any casual curve $`\gamma `$ asymptoting to $`x^+=0`$ has this point, and thus any point with $`x^+<0`$, in its causal past. This completes the proof that the TIP $`I^{}[\gamma ]`$ is $`\{x^\mu :x^+0\}`$.

###### Acknowledgments.

DM would like to thank Eric Gimon, Veronika Hubeny, Finn Larsen, and Leo Pando-Zayas for conversations that inspired this project. DM was supported in part by NSF grant PHY00-98747 and by funds from Syracuse University. SFR was supported by an EPSRC Advanced Fellowship.


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# 1 Log-log plot of the number of persistent people, 𝑃(𝑡)-𝑃(∞), versus time, for one, 10³, 10³, 10⁴ simple cubic lattices of size 𝐿×𝐿×𝐿 with 𝐿=53, 26, 13, 7. Only the intermediate times before the plateau and final decay to zero are used to estimate the exponent 𝜃≃0.7, indicated here by the straight line.

Simulation of never changed opinions in Sznajd

consensus model using multi-spin coding

Dietrich Stauffer1 and Paulo Murilo C. de Oliveira2

Laboratoire PMMH, Ecole Supérieure de Physique et Chimie Industrielle, 10 rue Vauquelin, F-75231 Paris, Euroland

1 Visiting from Institute for Theoretical Physics, Cologne University, D-50923 Köln, Euroland; stauffer@thp.uni-koeln.de

2 Visiting from Instituto de Física, Universidade Federal Fluminense; Av. Litorânea s/n, Boa Viagem, Niterói 24210-340, RJ, Brazil; pmco@if.uff.br

Abstract: The density of never changed opinions during the Sznajd consensus-finding process decays with time $`t`$ as $`1/t^\theta `$. We find $`\theta 3/8`$ for a chain, compatible with the exact Ising result of Derrida et al. In higher dimensions, however, the exponent differs from the Ising $`\theta `$. With simultaneous updating of sublattices instead of the usual random sequential updating, the number of persistent opinions decays roughly exponentially. Some of the simulations used multi-spin coding.

Keywords: Persistence exponent, single-bit handling, dimensionality dependence.

PACS: 05.50 +q, 89.65 -s

In the Ising and Potts models, the persistent spins  are those which from the beginning of a (zero-temperature) Monte Carlo simulation have never been flipped. In the thermodynamic limit, their number decreases with time $`t`$ asymptotically as $`1/t^\theta `$ with $`\theta =3/8`$ exactly on the Ising chain , while higher dimensions were investigated numerically  giving $`\theta 0.2`$ on the square lattice. Also the more general Potts model was investigated . Now we simulate the analogous number in a $`d`$-dimensional Sznajd model of consensus-finding  with up to 49 million sites and $`1d4`$, for the case of just two possible opinions, the equivalent of spin 1/2 Ising sites.

In this Sznajd model (see  for a review) two opposing opinions are initially distributed randomly with equal probability over the $`L^d`$ “people” of a hypercubic lattice. Then, each randomly selected pair of nearest neighbours convinces its $`4d2`$ nearest neighbours of the pair opinion if the pair shares the same opinion; otherwise, the neighbour opinions are not affected. One time step means that on average every lattice site is selected once as the first member of the pair. (We will mention below the different results if this random sequential updating is replaced by simultaneous updating.) The Sznajd model is one of several recent consensus-finding models  and follows a long tradition of social studies using computer simulation and/or statistical physics . If we wait sufficiently long for large systems, always a consensus is found: Everybody has the same opinion and the whole system has reached a fixed point.

Alternatively, independently of social interpretations, this model can be understood as a variant of the traditional kinetic Ising model: instead of a central site being influenced by its neighbourhood, the neighbourhood itself is updated according to the states of the central spins.

We check for the number $`P(t)`$ of “persistent” sites who have not yet changed their spins in this Sznajd consensus process. (All our sites are equivalent, in contrast to Schneider’s modification  where some sites are initially selected as permanent opponents.) We find that usually a consensus is found before everybody had changed opinion; i.e. $`P(\mathrm{})>0`$. Thus the exponent $`\theta `$ has to be determined from intermediate times where $`P(0)P(t)P(\mathrm{}),`$ or from $`P(t)P(\mathrm{})`$. Fig.1 shows that this latter quantity has a complicated behaviour, and again only intermediate times are used to find $`\theta `$. In one dimension, $`P(\mathrm{})`$ is relatively small and the resulting systematic deviations disturb less.

Figs.2 to 4 show for $`d=`$ 1, 2 and 3 the effective exponents $`\theta `$ analyzed by least square fits over five suitable time intervals $`t_n<t<t_{n+1}`$ with $`t_{n+1}=2t_n`$. For $`d>1`$, only the times until the first of the (typically 1000) samples reached a consensus were used and averaged over. We conclude that $`\theta `$ 3/8 in one dimension, 0.5 in two, and the same or somewhat higher in three dimensions. Fig.5 shows that four dimensions is difficult to analyze though maybe $`\theta 0.9`$. Our one-dimensional estimate is compatible with the Ising value 3/8, but for higher dimensions our $`\theta (d)`$ goes up while the Ising $`\theta (d)`$ went down for increasing $`d`$.

We also speeded up the simulations by storing 32 or 64 sites (belonging to 32 or 64 different samples) in each computer word, using single-bit handling  known for Ising models as multi-spin coding. The random selection of neighbour pairs was the same for all 32 or 64 samples. The C program is available from PMCO, the Fortran program from DS.

If during one time step all sites are updated simultaneously, with frustrated sites not changing their opinion, then no consensus is found . (Frustrated are those sites which simultaneously are convinced to different opinions by different neighbour pairs.) This frustration can be avoided by dividing the lattice into sublattices, such that no sites within one sublattice can influence each other directly; we divided our lattices such that the distances between sites belonging to the same sublattice are at least five lattice constants. (For nearest-neighbour Ising models, the two sublattices of a chessboard suffice on the square lattice, while we used 25 interpenetrating sublattices for the square Sznajd model.) With this simultaneous updating of sublattices, frustration is avoided, a consensus is always found, but $`P(t)`$ no longer decays as a power law, Fig.6: criticality seems lost. Also, this version no longer shows the phase transition of the usual square Sznajd model, when the ratio of the fractions of the two initial opinions is varied away from unity. Thus, the simultaneous updating is not merely a possible acceleration of the dynamic process. Also the correlations between spins behave differently, being affected by the simultaneous updating of spins far apart from each other.

In summary, the Sznajd model is Ising-like in one dimension but not in higher dimensions for the persistence exponent $`\theta `$.

We thank B. Derrida for a discussion, and the Jülich supercomputer center for time on their Cray-T3E.

 B. Derrida, A.J. Bray, C. Godreche, J. Phys. A 27, 357 (1994).

 B.Derrida, V. Hakim, and V. Pasquier, Phys. Rev. Lett. 75, 751 (1995).

 D. Stauffer, J. Phys. A 27, 5029 (1994); B. Derrida, P.M.C. de Oliveira and D. Stauffer, Physica A 224, 604 (1996).

 K. Sznajd-Weron and J. Sznajd, Int. J. Mod. Phys. C 11, 1157 (2000).

 D. Stauffer, Journal of Artificial Societies and Social Simulation, vol. 5, issue 1, paper 4 (Feb. 2002), available at jasss.soc.surrey.ac.uk

 G. Deffuant, D. Neau, F. Amblard and G. Weisbuch, Adv. Complex Syst. 3, 87 (2000); G. Weisbuch, G. Deffuant, F. Amblard, and J.-P. Nadal, Complexity 7, 55 (2002) (cond-mat/0111494); R. Hegselmann and M. Krause, Journal of Artificial Societies and Social Simulation 5, issue 3, paper 2 (2002) (jasss.soc.surrey.ac.uk); see also J.C. Dittner, Nonlinear Analysis 47, 4615 (2001).

 T.C. Schelling, J. Mathematical Sociology 1, 143 6(1971); E. Callen and D. Shapero, Phys. Today July 1974, p. 23; W. Weidlich, Sociodynamics; A Systematic Approach to Mathematical Modelling in the Social Sciences. Harwood Academic Publishers, 2000; S. Galam, Y. Gefen and Y. Shapir, J. Mathematical Sociology 9, 13 (1982); F. Schweitzer, (ed.) Self-Organization of Complex Structures: From Individual to Collective Dynamics, Gordon and Breach, Amsterdam 1997; J.A. Hołyst, K. Kacperski and F. Schweitzer, in Annual Reviews of Computational Physics IX, p.275, World Scientific, Singapore 2001; F. Schweitzer and K.G. Treutzsch (eds.), SocioPhysics, conference abstracts, Bielefeld (Germany), June 2002, ais.gmd.de/ frank/sociophysics; S.Moss de Oliveira, P.M.C. de Oliveira and D. Stauffer, Evolution, Money, War and Computers, chapter 5, Teubner, Leipzig Stuttgart ISBN 3-0519-00279-5 (1999).

 J. Schneider, poster at Bielefeld conference .

 G. Bhanot et al., J. Stat. Phys. 44, 985 (1986); P.M.C. de Oliveira, Computing Boolean Statistical Models, World Scientific, Singapore London New York, ISBN 981-02-238-5 (1991);

 D. Stauffer, submitted to J. Mathematical Sociology.


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# Solar Supergranulation Waves Detected in Surface Doppler Shift

## 1 Introduction

Solar supergranulation, which was first described more than 40 years ago by Leighton, Noyes, and Simon (1961), has remained difficult to explain. While it appears to be similar to the granulation, several observations, such as the anomalous flows obtained using correlation tracking or similar methods (e.g. Beck and Schou (2000), in the following BS), challenge the interpretation as a simple convective phenomenon. An alternative explanation is that the supergranulation has a wave-like component and observational evidence for this was recently reported by Gizon, Duvall, and Schou (2002) (GDS in the following).

It has been the cause of some concern that the wave like character has not been observed previously, given the many measurements of the rotation rate of the supergranulation and attempts to determine why it appears to be anomalous. A likely explanation is that it was obscured by the limitations of the surface Doppler shift data.

Supergranular motions are predominantly horizontal near the photosphere. Let $`V_\varphi `$ be the velocity in the longitudinal ($`\varphi `$) direction and $`V_\theta `$ the velocity in the latitude ($`\theta `$) direction. The observed Doppler velocity $`V`$ is then given by

$$V=V_\varphi \mathrm{sin}\varphi +V_\theta \mathrm{cos}\varphi \mathrm{sin}\theta $$
(1)
under the assumption that the observations are made in the equatorial plane (i.e. that B0 = 0) at a large distance from the Sun. For the $`V_\varphi `$ component, in particular, the projection leads to a large modulation of the signal as the Sun rotates and to a significant spreading of the power in the frequency domain.

## 2 Data Analysis and Results

The data used here are the same as those used in BS, which provides further details. They consist of a 60 day sequence of 10242 full disk Doppler velocity images obtained by the MDI instrument (Scherrer, et al., 1995) on the SOHO spacecraft, covering the time period 1996 May 24 to 1996 July 22. These images were derotated and averaged to a 60 minute cadence, remapped to a uniform grid in longitude and latitude and binned down to have a resolution of 1200 points covering 360 of longitude and 600 points in latitude between $`\pm 90^{}`$. A temporal average was removed as part of this process.

Strips in longitude were extracted, multiplied by a weighting function, tracked at a latitude dependent rate, zero padded to 360 by 12 and passed through a 3 dimensional Fourier transform. The weighting function is a product of a function of $`\theta `$ and a function of $`\varphi `$. The function of $`\theta `$ is 1 for $`|\delta \theta |4.5^{}`$, 0 for $`|\delta \theta |5.5^{}`$ and falls off as a cosine bell for $`4.5^{}|\delta \theta |5.5^{}`$, where $`\delta \theta `$ is the distance from the target latitude. Two weighting functions in $`\varphi `$ were applied. One is optimized for recovering $`V_\varphi `$, the other for recovering $`V_\theta `$. The first weighting function is given by $`W_\varphi =A_\varphi \mathrm{sign}\varphi /\sqrt{\mathrm{sin}^2\varphi +0.01}`$, where $`A_\varphi `$ is an apodization function which is 0 for $`|\varphi |=0^{}`$ and for $`|\varphi |>80^{}`$, 1 for $`10^{}<|\varphi |<70^{}`$ and cosine bell apodized for $`0^{}<|\varphi |<10^{}`$ and $`70^{}<|\varphi |<80^{}`$. The second weighting function is given by $`W_\theta =A_\theta /\sqrt{\mathrm{cos}^2\varphi +0.01}`$, where $`A_\theta `$ is only apodized between $`70^{}`$ and $`80^{}`$. The small bias of 0.01 was added to avoid singularities.

Figure 1 shows the power as a function of direction of propagation. Note that there is significantly more power in the prograde than in the retrograde direction, consistent with the findings of GDS. Also there is little power in the N-S direction where GDS did observe significant power. Since the method used by GDS is sensitive to both components of the velocity this indicates that the displacement, at least at the surface, is almost entirely in the direction of propagation.

Given the above waves in the $`\varphi `$ direction should show modulation given by $`A_\varphi `$ when using the $`W_\varphi `$ weighting and waves in the $`\theta `$ direction should be modulated by $`A_\theta `$ when using $`W_\theta `$. For other directions the modulation is more complex and only waves propagating near the longitude and latitude directions are studied here. The velocity projection also means that waves traveling in latitude are essentially unobservable at the equator. At high latitudes the foreshortening becomes a problem.

Figure 2 shows examples of the resulting power spectra. Note the different power level in prograde waves (lower right) and retrograde waves (upper right) in the left panel. In the right panel there is excess power in the southbound waves (upper right) relative to the northbound waves (lower right).

The advection of a wave pattern will, at a given azimuth, lead to two peaks in the power spectra at frequencies $`\omega _\pm =\pm \omega _0(k)+kv`$, where $`\omega _0(k)`$ is the mode frequency, $`k`$ is the wavenumber (given here in terms of the equivalent degree $`l=kR_{}`$, where $`R_{}`$ is the solar radius) and $`v`$ is the component of the velocity in the direction of propagation.

To quantify the properties of the waves, power spectra at selected $`k`$ were extracted and a model consisting of two Lorentzians and a background

$$M(\omega )=\frac{A_{}}{1+\left(\frac{\omega \omega _{}}{w}\right)^2}+\frac{A_+}{1+\left(\frac{\omega \omega _+}{w}\right)^2}+B,$$
(2)
was fitted to them using a maximum likelihood algorithm. Here $`A_\pm `$ are the amplitudes, $`w`$ is the the (common) width of the modes and $`B`$ is a constant background, The dispersion relation may be derived as $`\omega _0=(\omega _+\omega _{})/2`$ and the flow velocity from $`v=(\omega _++\omega _{})/2k`$. To account for the projection factor and the finite observation time, the model is convolved with an estimate of the appropriate window function.

The power spectra are binned by a factor of 5 in $`k_x`$, rebinned to a uniform grid in $`k`$ and azimuth and directions within $`\pm 15^{}`$ of the desired direction are averaged before being fitted. This averaging ensures that the log of the resulting power spectra is close to normally distributed with a uniform variance, allowing for a simple maximum likelihood algorithm and stable fits. The inaccuracy in the parameters caused by the averaging over azimuth is negligible.

Figure 3 shows the dispersion relation for the waves traveling in longitude at the equator. The solid line shows the fit of a power law over the interval $`50l200`$, which gives an exponent of 0.56. Points below $`l30`$ have proven difficult to fit and may be unreliable.

Figure 3 also shows the rotation rate at the equator, which is almost independent of $`l`$, allowing the results to be averaged over $`l`$, as done in Figure 4, which also shows the meridional flows.

Finally Figures 5 and 6 shows the amplitude, linewidth and anisotropy.

## 3 Discussion

Possibly the main result is to confirm the results of GDS. Given the differing analysis techniques this represents a significant confirmation and lays to rest the concerns based on the fact that the phenomenon had not been observed previously in surface Doppler shift data.

While not physically motivated it is interesting that the frequencies appear to follow a square root quite well. As can be seen from Figure 3 the dispersion relation at $`40^{}`$ is quite similar to that at the equator in both directions.

The small variation of the rotation rate with $`l`$ is consistent with a simple depth independent flow. This is in stark contrast to the numbers derived from the same data in BS, which varied by 10nHz between $`l`$=50 and $`l`$=200, and which were difficult to explain. The rotation rate derived here is remarkably close to the magnetic tracer rate of Komm, Howard, and Harvey (1993). The similarity may be related to the fact that the advection of the small magnetic elements appear to be influenced by the supergranulation. This similarity is quite unlike the results in BS, in which the rotation rate, at least at low $`l`$, exceeded that of the plasma at any depth. This lends further credence to the idea that the flows inferred here represent physical advection rates.

The meridional flow results appear to be reliable to at least $`\pm 70^{}`$ latitude with a clear turnover between $`20^{}`$ and $`30^{}`$ and no sign of a second cell. Note that the meridional flow is not perfectly antisymmetric across the equator. As shown this is largely explained by a P angle error caused by the misalignment of the MDI instrument on the SOHO spacecraft (Toner, 2000) and by the difference between the Carrington elements and the true rotation axis of the Sun (Giles, 1999). An error in the rotation axis causes part of the rotation velocity to be misidentified as meridional flow.

Figure 5 shows that the power peaks around $`l=100`$, as previously seen. The linewidth appears to be an increasing function of $`l`$, possibly indicating that smaller scale features damp more quickly. The increase for $`l50`$ is likely an artifact of the difficulty in fitting low degree features.

As in GDS Figure 6 shows that the power is highly anisotropic at all latitudes and that the anisotropy is in the prograde direction and increasingly towards the equator at higher latitudes.

The physical nature of these waves, if that is indeed what they are, is still unknown. However, with the results presented here, it may be possible to further constrain the models.

Further progress may be possible by extending these results over time or by probing the depth structure using time-distance helioseismology.


text:
# Which blazars are neutrino loud?

## I Introduction

Neutrino telescopes which already operate or under construction will presumably be able to detect point sources of neutrinos with energies up to $`10^{17}`$eV by looking for the showers and/or tracks from charged leptons produced by charged current reactions of neutrinos in ice, in the case of AMANDA amanda ; amanda\_limit  and its next generation version ICECUBE icecube , in water, in the case of BAIKAL baikal ; baikal\_limit , ANTARES antares , and NESTOR nestor  (for recent reviews of neutrino telescopes see Ref. nu\_tele ).

From the other side future Ultra-High Energy Cosmic Ray (UHECR) experiments like the Pierre Auger Observatory auger ; auger\_nu  will be able to detect neutrinos with energies above $`10^{17}`$eV. At the highest energies above $`10^{19}`$eV the telescope array ta ; ta\_nu  or space based observatories such as EUSO euso  and OWL owl ; owl\_nu  will also measure the neutrino flux. The flux from point-like sources at those energies can be a combination of the direct flux from a source and the secondary neutrino flux produced by Ultra-High Energy (UHE) protons emitted by the source in interactions with cosmic microwave background radiation (CMBR) photons. If neutrino flux at high energies $`E>10^{17}`$ eV is large enough to give more then 1-3 events per km2 per year, future km2 neutrino telescopes like ICECUBE will be able to detect those neutrinos coming from above halzen-alvarez .

At the intermediate energies between $`10^{15}`$eV and $`10^{19}`$eV there are plans to construct telescopes to detect fluorescence and Čerenkov light from near-horizontal showers produced in mountain targets by neutrinos fargion ; mount . The alternative of detecting neutrinos by triggering onto the radio pulses from neutrino-induced air showers is also currently investigated radhep . Two implementations of this technique, RICE, a small array of radio antennas in the South pole ice rice , and the Goldstone Lunar Ultra-high energy neutrino Experiment (GLUE) glue , have so far produced neutrino flux upper limits. Acoustic detection of neutrino induced interactions is also being considered acoustic .

The simplest way to produce neutrinos in astrophysical objects is to accelerate protons and then collide them with soft photon background with energy above photo-pion production threshold. The produced pions will decay in photons, electrons, positrons and neutrinos. If protons are captured within the source, the estimate on neutrino flux from a given source can be obtained from the detected $`\gamma `$-ray flux, since the energy deposit in neutrinos in pion decays is of the same order as the energy in photons. If the sources are transparent for the primary protons than a limit on diffuse neutrino flux from all the possible sources can be obtained from the detected high-energy proton flux. This idea was first suggested in halzen . For a particular case of $`E^2`$ proton spectrum coming from AGN’s the calculation was done in wb . The same calculation for $`E^1`$ proton flux was made in mpr . In diffuse  the dependence of neutrino flux from proton spectrum, cosmological parameters and distribution of sources was investigated in details. In particular it was shown that in many cases neutrino flux can exceed value calculated in wb  or even value of mpr  and only bound on diffuse neutrino flux come from EGRET measurement.

The Universe is not transparent for photons with energies above 100 GeV. The highest energy photons from astrophysical objects (nearby TeV blazars) seen so far had energies $`E10^{13}`$ eV. No direct information about emission of $`E>10^{13}`$ eV particles is available now. At the same time it is well established that photon emission from blazars (active galactic nuclei (AGN), which we see almost face on) in the MeV-TeV energy range is highly anisotropic. Typical estimates of the $`\gamma `$ factors of the emitting plasma, $`\gamma 10`$, imply that in the $`10^{613}`$ eV band almost all $`\gamma `$-ray flux is radiated in a cone with the opening angle $`\theta 1/\gamma 5^{}`$. Particles (photons, neutrinos) in the higher energy range $`E>10^{13}`$ eV can be emitted in an even narrower cone. This fact favors blazars as promising neutrino sources.

Recent X-ray observations of large-scale jets in AGN can shed some light on the issue of particle acceleration to the energies much above TeV in the AGN cores. Indeed, in order to explain X-ray synchrotron emission on very large scales of order of 100 kpc away from the AGN core one needs to suppose that multi-TeV electrons are continuously produced over the whole jet length. A model which naturally explains this continuous production of multi-TeV electrons was recently proposed in gamma\_jet  (see Fig. 1 and 2). The idea is that $`\gamma `$-rays with energies $`10^{1416}`$ eV emitted from the AGN core produce $`e^+e^{}`$ pairs in interactions with the CMBR photons at the distance scale 10-100 kpc away from the core. Thus, within this model the fact that jets with the lengths about 10-100 kpc are commonly observed in AGNs enables to conclude that (1) particles with energies $`E10^{1416}`$ eV are produced in the AGN cores and (2) these particles are normally emitted in a cone with opening angle $`\theta 1^{}`$. The diffuse neutrino flux in this model was calculated in diffuse . In this paper we discuss which blazars will be the most promising neutrino sources if neutrinos are produced in the AGN cores, as in the model gamma\_jet . AGN which can be significant point sources of neutrinos were analyzed in eichler ; stecker ; atoyan ; halzen . In particular, high neutrino fluxes were conjectured to come from brightest quasars like 3C 273 eichler ; stecker  or TeV blazars, like Mkn 421 halzen . Enhancement of neutrino flux during the flaring activity in 3C 279 was considered in atoyan . Predictions of the model gamma\_jet  are quite different. In particular, none of the three above cited blazars enters our list of most probable neutrino sources.

In Section II we will discuss a mechanism of neutrino production and derive a bound on the magnitude and redshift of blazars which can be neutrino-loud. In the third section we discuss the neutrino flux from TeV gamma-ray sources. In Section IV we will derive the neutrino fluxes from 15 blazars which are the most promising neutrino sources. In Section V we will discuss the secondary neutrino fluxes from UHECR sources.

## II Production of neutrinos in blazars.

If an AGN is expected to be a bright neutrino source, physical conditions inside the AGN core must be favorable for intense production of neutrinos in photo-pion process. This means that the density of soft photons in the core must be high enough for protons to interact at least once with the background photons while they traverse the core. Of course, the soft photon density in the core is expected to be highly anisotropic and the mean free path of protons depends essentially on the direction of propagation. The main contribution to the soft photon background in the direct vicinity of the central black hole is usually assumed to come from the optical/UV (or ”blue bump”) photons produced by the inner part of accretion disk.

As an example, the neutrino production mechanism in model gamma\_jet  is presented schematically in Fig. 1. A beam of high-energy protons accelerated in a strong electromagnetic field in the direct vicinity of the black hole horizon is converted in the core into a beam of secondary particles such as $`\gamma `$-quanta, neutrinos, electrons and positrons. The beam of high-energy $`\gamma `$-quanta feeds the bright 100-kpc scale jet with high-energy electrons, while the beam of neutrinos just escapes the source. Typical particle spectra of GeV-loud blazar in this model are shown in Fig. 2. The spectra are calculated using the code developed in code .

For AGNs which are not seen in TeV range, no direct estimate of optical depth for protons in a given direction is possible because $`\gamma `$-rays with energies below 100 GeV do not interact with the ”blue bump” photons in the AGN core. In this case one can roughly estimate the conditions inside the AGN core assuming that the optical/UV background is isotropic and is produced inside the region of the size of order of $`R_{\mathrm{core}}10^{16}`$ cm as it is indicated by typical optical/UV variability of AGNs opt\_var . If the flux from the source is $`\nu F_\nu `$, the luminosity is $`L=4\pi D_L^2(\nu F_\nu )`$ where $`D_L`$ is the luminosity distance. The number density of photons inside the core is

$$n_{\mathrm{soft}}=\frac{L}{4\pi R_{\mathrm{core}}^2cϵ}=\frac{D_L^2(\nu F_\nu )}{R_{\mathrm{core}}^2cϵ},$$
(1)
where $`ϵ=ϵ_V\times 2.26`$ eV is the typical energy of soft photons in the V-band. The mean free path of the proton is given by

$$R_p=\frac{1}{\sigma _{p\gamma }n_{\mathrm{soft}}}=\frac{cR_{\mathrm{core}}^2ϵ}{\sigma ^{p\gamma }(\nu F_\nu )D_L^2}.$$
(2)
The requirement that the proton mean free path is much smaller than $`R_{\mathrm{core}}`$ imposes the restriction on the flux in the V band from blazars at a given redshift,

$$\frac{D_{L,100}^2(\nu F_\nu )_{\mathrm{V},13}\sigma _{28}^{p\gamma }}{ϵ_VR_{16}}1,$$
(3)
where $`D_{L,100}`$ is the luminosity distance in units of 100 Mpc, size of the core $`R_{16}=R/(10^{16}\mathrm{cm})`$, normalized cross section $`\sigma _{28}^{p\gamma }=\sigma ^{p\gamma }/10^{28}\mathrm{cm}^2`$ and the flux normalized on magnitude $`m_V=13`$ is $`(\nu F_\nu )_\mathrm{V}=1.26\times 10^{13}(\nu F_\nu )_{\mathrm{V},13}\mathrm{W}/\mathrm{m}^2`$. Here $`(\nu F_\nu )_{\mathrm{V},13}=10^{0.4(m_V13)}`$.

The luminosity distance depends on the cosmological model. For our calculations we choose the best motivated at present cosmological model. Namely, a flat Universe, filled with matter $`\mathrm{\Omega }_M=\rho _M/\rho _c`$ and vacuum energy densities $`\mathrm{\Omega }_V=\rho _V/\rho _c`$ whose sum equals the critical energy density, $`\mathrm{\Omega }_V+\mathrm{\Omega }_M=1`$. The critical energy density $`\rho _c=3H_0^2/(8\pi G_N)`$ is defined through the Hubble parameter $`H_0`$. The luminosity distance in this model has the following form:

$$D_L=\frac{1+z}{H_0\sqrt{\mathrm{\Omega }_M}}_1^{1+z}\frac{dx}{\sqrt{\frac{\mathrm{\Omega }_V}{\mathrm{\Omega }_M}+x^3}}.$$
(4)
In our calculations we used the values $`H_0=70\mathrm{k}\mathrm{m}/\mathrm{s}/\mathrm{Mpc}`$, $`\mathrm{\Omega }_V=0.7`$ and $`\mathrm{\Omega }_M=0.3`$.

The bound Eq. (3) imposes a restriction on the blazar redshift and magnitude which is shown on Fig. 3 (the solid line corresponds to the case when the left hand side of Eq. (3) equals 5. Such a choice is motivated by the fact that in one photo-pion interaction a proton looses only a fraction (typically 20%) of its energy.

An estimate (but not an upper limit, see below Section IV) of the neutrino flux from sources which satisfy the constraint Eq. (3) can be obtained from the detected $`\gamma `$-ray flux. The GeV $`\gamma `$-rays can be produced in the AGN core through a variety of mechanisms: inverse Compton scattering of soft background photons like in synchrotron-self Compton model ssc , synchrotron radiation of very-high energy protons in extreme proton synchrotron model aharonian2000 , development of electromagnetic cascade initiated by photo-pion production in proton blazar models pic . Neutrinos can be produced only in the last case. In the following we will suppose that photo-pion production gives a significant contribution to the observed GeV photon flux, allowing us to estimate the resulting neutrino flux.

## III Can TeV-loud blazars be neutrino sources?

Since the high energy neutrinos are produced together with the high energy photons in photo-pion reaction, the presence of high energy photons in the spectrum of a given source can serve as an indicator for a possible neutrino flux from this source. However, produced high energy photons still can interact with the background photons both in the source and on the way to the Earth, cascading down to the energies below the pair production threshold. The typical energy of the “blue-bump” photons in the source (1-10 eV) is similar to the energy of infrared background photons. Thus, the high energy photon spectrum should end in the 10 GeV - TeV region, depending on the source properties and the distance to the Earth. Thus, promising neutrino sources should be GeV or TeV loud.

For our analysis we have taken the catalog of blazars which are detected by EGRET blazars  (51 objects), singled out the ones which are listed as GeV sources GeVEGRET  (21 sources) and added all known TeV gamma-ray sources (8 sources) presented in the Table 1. TeV gamma-rays from the first three sources in this table are confirmed by several experiments with high significance, while the last 5 sources have been seen only by one experiment and require confirmation in the future. Two of the sources, Mkn 421 and 3C 66A, were also seen by EGRET with significant flux in GeV region. Thus, the total number of sources in our analysis is 27. We used NED NED  and Simbad Simbad  databases to find V-magnitudes and redshifts of the objects.

Blazars loud in the TeV energy range are often named as good candidate sources of neutrinos, because the existence of TeV gamma-rays favors the possibility of proton acceleration up to high energies. However, in order to produce neutrinos the acceleration of protons to energies above the pion production threshold is required, but not enough. A second important condition is the large optical depth for protons, Eq. (3). Blazars from the Table 1 are shown by stars (confirmed TeV sources) and by squares (possible TeV sources) in Fig. 3. All of them are marked with the same numbers 1-8, as in Table 1. One can see, that sources 1-6 do not obey the restriction Eq. (3) and thus their neutrino flux is suppressed as compared to the photon flux.

Of course, the bound Eq. (3) is only an order of magnitude argument. In order to estimate correctly the neutrino flux from a given source one needs to present a detailed model for this source, explaining all experimental data. However, we can significantly improve the bound on the neutrino flux, if we take into account the fact that the source emits TeV gamma-rays. Let us make a simplest estimate of the optical depth in the direction from the center of the core toward the Earth for TeV-blazars. The fact that TeV $`\gamma `$-rays produced in the vicinity of the central black hole are able to escape from the core and reach the Earth means that the mean free path of TeV photons with respect to pair production on background photons,

$$R_\gamma =\frac{1}{\sigma _{\gamma \gamma }n_{\mathrm{soft}}},$$
(5)
($`\sigma _{\gamma \gamma }\sigma _T=6.6\times 10^{25}`$ cm2 is the cross-section of pair production for center-of-mass energies close to the pair production threshold; $`n_{\mathrm{soft}}`$ is the angle-dependent number density of the soft photons) is larger than the core size in the direction toward the Earth

$$R_\gamma >R_{\mathrm{core}}.$$
(6)
The cross-section $`\sigma _{p\gamma }10^{28}`$ cm2 of interactions of protons with the same soft photons is more then on three orders of magnitude smaller than $`\sigma _{\gamma \gamma }`$. Thus, the mean free path for protons must be at least

$$R_p10^3R_{\mathrm{core}},$$
(7)
which means that just a negligible fraction of protons propagating in the direction of the interest interacts with the soft photons in the core. Thus, AGNs which are the sources of TeV $`\gamma `$-rays, like Mkn421, Mkn 501 or 1ES1426+428, can not be strong neutrino sources, since the proton energy can not be effectively converted into the energy of neutrinos. This, of course, does not mean that protons can not be accelerated in TeV blazars to ultra-high energies. Observed TeV gamma-ray can be a result of synchrotron radiation from ultra-high energy protons aharonian2000 .

Of course, one can try to construct a model in which ”hidden luminosity” in protons exceeds the observed TeV flux by three orders of magnitude. This would cause a problem of explaining the enormous energy balance of the source.

Among the possible TeV sources 4-8 in Table 1 only the first three do not obey the restriction Eq. (3) and thus are similar to the confirmed TeV sources. However, PKS 2155-304 and 3C 66A obey the bound Eq. (3) and can be sources of neutrinos (if they are not real TeV sources). Let us also note, that the HBL Lac W Comae (1219+285) marked by number 9 in Fig. 3 neither can be a neutrino source according to Eq. 3. It is interesting to note that this source was recently suggested as a possible candidate for future TeV detection after the detailed analysis both in the synchrotron-self-Compton model and in the proton blazar model WComae .

## IV Most favorite neutrino sources.

If the photon emission in the $`10^{1416}`$ eV range is highly beamed, one would expect that the neutrino emission in the same energy range is also highly beamed since both photons and neutrinos are presumably produced through the photo-pion process by the protons accelerated in the AGN core. The assumption about an anisotropic character of the neutrino emission can change dramatically predictions about possible detection of neutrino point sources in neutrino telescopes. For example, some $`\gamma `$-ray loud blazars, like 3C 273 or 3C 279 which were conjectured to be strong neutrino emitters 3C273  would not be detected by neutrino telescopes because their jets are not oriented along the line of sight (the jet in 3C273 has projected size about 39 kpc, while the one in 3C279 is 14 kpc long jets ). Moreover, blazar 3C 273 was not even included in our list of sources, because its $`\gamma `$-ray flux in the GeV energy range is small.

The above argumentation enables one to work out simple selection criteria for possible neutrino sources:

* 1 AGN is $`\gamma `$-ray loud in GeV range.
* 2 The AGN luminosity satisfies the bound Eq. (3).
* 3 A large scale jet is either not observed or its length is less than 1 kpc.

(The last condition roughly insures that the AGN is seen at a viewing angle $`\theta 1^{}`$ if we suppose that the typical length of the the large scale jet is 100 kpc.)

From our list of sources (27 objects), which obey the condition 1, we exclude 9 which do not obey the bound Eq. (3). Then we have separated 3 objects in which the large scale (with length more than 1 kpc) jets are detected using the catalog of extragalactic jets jets . Those objects are listed in Table 2 and presented in Fig. 3 with the numbers 10-12. The 15 sources left after the selection procedure are listed in the Table 3.

Assuming that the GeV $`\gamma `$-ray flux from these sources comes mostly from the cascaded photons produced in the photo-pion process we can estimate the neutrino flux from each source, using the fact that the energy deposit in photons is of the same order as the energy deposit in neutrinos in photo-pion production process.

However, it is important to note that the $`\gamma `$-ray flux from a given source can be even lower than the neutrino flux due to a variety of reasons. First of all, if the proton optical depth is not too high, say $`\tau _p10`$, VHE $`\gamma `$-rays with energies $`E_\gamma >10^{17}`$ eV partially escape from the AGN core and dissipate their energy in the large scale jet. Thus, the power carried by the photon beam is transmitted to the 100 kpc-scale jet gamma\_jet . Next, if there is a strong (disordered) magnetic field inside the core, pairs produced by VHE photons can lose their energy mostly on synchrotron radiation rather than on inverse Compton scattering of ambient photons. In this case the power contained in the photon beam will mostly go into synchrotron photons with the energies below MeV rather than to GeV-TeV ranges. Finally, several sources which have jets seen face-on can be very bright neutrino sources with the neutrino flux much larger then the observed GeV flux. Indeed, in the photo-pion process the total energy emitted in $`10^{1417}`$ eV photons and neutrinos are of the same order. But the neutrino flux remains collimated within $`1^{}`$ all over the propagation distance to the Earth, while the $`\gamma `$-ray flux looses its collimation during the development of electromagnetic cascades on the soft radiation background in the AGN core and in the intergalactic medium. The cascade ends in the GeV energy range and the GeV $`\gamma `$-ray flux from a blazar is emitted into a cone with larger opening angle, as it is shown in Fig. 1.

In Fig. 4 we presented neutrino flux from GeV-loud blazar in two cases: when the neutrino flux is similar to photon flux, and when neutrino flux is collimated in small angle (1 degree instead of 5 degree for GeV photons). In first case only ICECUBE and Piere Auger Observatory will be able to detect neutrino fluxes from point-like sources. In the last case many other experiments will be able to see the neutrino flux from the sources in the Table 3. However, the smaller opening angle for neutrino flux will reduce the number of neutrino sources.

## V Ultra-high energy neutrinos from blazars.

In the previous Section we have considered the case when protons are accelerated up to the energies $`10^{18}10^{19}`$ eV. However, UHECR with energies up to $`3\times 10^{20}`$eV Fly  were observed. This means that in principle the sources of UHECR can accelerate protons at least up to energies $`E10^{21}`$ eV. Let us note here, that the recent disagreement in results between AGASA AGASA  and HiRes HiRes  experiments does not raise the question of the existence or non-existence of events with energy $`E>10^{20}`$eV. Both experiments detect events at those energies and there is disagreement only in the number of such events.

It is interesting to note that the bound Eq. (3) on the magnitude-redshift of blazars which can be neutrino-loud can be converted into a bound on UHECR-loud sources, if we just turn $``$ into $``$. Indeed, if we suppose that ultra-high energy protons and photons are able to leave the core of AGN the optical depth for them must be extremally low. In this respect we note that the set of EGRET blazars presented in Table 3 is ”anti-correlated” with the selection of EGRET blazars whose positions coincide with the arrival directions of UHECR presented in tkachev2002 .

However, blazars with large optical depth for protons still could be significant sources of UHE neutrinos if we assume that protons are accelerated in the source up to energies $`10^{20}10^{21}`$ eV. The resulting neutrino spectrum will be very different from the one discussed in the previous Section. We presented both spectra in Fig. 5. The neutrino flux from blazars accelerating protons up to the highest energies will be peaked in the region $`10^{19}`$ eV or above and will be seen by future UHECR experiments, while neutrino flux from ”moderate accelerators” of protons will be peaked at the energies $`10^{16}10^{17}`$ eV and can be detected by future neutrino telescopes. Let us note, that constraints on neutrino sources, discussed recently in nu\_source , are not applicable to blazars, which produce neutrinos in the AGN cores.

As it is argued at the end of Section IV, the detected $`\gamma `$-ray flux from a given blazar can serve only as a ”hint”, not as the upper limit on the neutrino flux. By the same arguments this is also true for the case of flux of UHE neutrinos. Blazars in which the neutrino flux is peaked at high energies as in Fig. 5 and is collimated in smaller opening angle as compared to the photon flux can serve as ”pure neutrino sources”, which are required for the so-called Z-burst model. In the Z-burst scenario the UHECRs are produced by Z-bosons decaying within the distance relevant for the Greisen-Zatsepin-Kuzmin (GZK) effect gzk . These Z-bosons are in turn produced by UHE neutrinos interacting with the relic neutrino background zburst1  (for recent detailed numerical simulations see kkss ; ringwald ). The flux of photons from astrophysical sources in this model should be significantly suppressed in comparison to the neutrino flux, otherwise the Z-burst model would be ruled out, as demonstrated in Ref. kkss . The spectrum presented in Fig. 5 can serve as a prototype for the spectrum from a ”pure neutrino source”. However, in Z-burst model the protons should be accelerated even to higher energies $`E>10^{23}`$ eV and the UHECRs with highest energies $`E>10^{20}`$ eV should come from few strong neutrino sources. The last condition is required to overcome bound on diffuse neutrino flux diffuse , which come from diffuse gamma-ray flux, measured by EGRETegret .

## VI Conclusions

In this work we have considered conditions under which $`\gamma `$-ray loud blazars can be significant neutrino sources. High energy neutrinos are produced in the photo-pion interactions of protons accelerated in the AGN cores with soft photon background. We have derived the bound Eq. (3) on the redshift and V-magnitude of the candidate neutrino-loud blazars. From 27 GeV-TeV $`\gamma `$-ray loud blazars we selected 15 most favorite candidates which satisfy the criteria 1-3 listed in Section IV.

An estimate of the neutrino flux from a given object can be obtained from the observed $`\gamma `$-ray flux if we assume that the main contribution to the GeV-TeV luminosity of a blazar comes from the electromagnetic cascade initiated by $`10^{1416}`$ eV photons which are produced together with neutrinos in photo-pion reactions. It is important to note that the neutrino flux from a given source can be much higher than the $`\gamma `$-ray flux detected by EGRET or other $`\gamma `$-ray telescopes due to the variety of reasons listed in Section IV.

Because the optical depth for TeV photons in the AGN core is three orders of magnitude smaller than the optical depth for protons in the same photon background we conclude that confirmed TeV-loud blazars can not be sources of significant neutrino flux. (At the same time, this argument does not exclude the possibility that these objects can be neutrino sources from UHECR protons which produce neutrinos in interactions with CMBR photons.)

We have considered the model in which the neutrino flux is highly beamed in the directions of the large scale jets emitted by the AGN. This model has several experimentally testable predictions. First, GeV-loud sources in which the large scale jets are not seen face on (like 3C 279) can not be neutrino sources. Next, the neutrino flux from a given source can be much larger than the observed gamma-ray flux due to a smaller opening angle for neutrinos as compared to GeV gamma-rays.

We have also found that if the optical depth for protons is large enough and protons are accelerated up to the highest energies, $`10^{20}10^{21}`$ eV, the same sources from Table 3 can be seen both by future UHECR detectors and by neutrino telescopes, see Fig. 5.

We conclude that the next generation of neutrino telescopes and UHECR detectors will have a good chance to see point-like neutrino sources.

## Acknowledgments

We would like to thank Felix Aharonian, Michael Kachelriess, Guenter Sigl and Igor Tkachev for fruitful discussions and comments.