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# X-RAY SYNCHROTRON EMITTING FE-RICH EJECTA IN SNR RCW 86

## 1 NONTHERMAL X-RAYS AND RCW 86

While most shell supernova remnants (SNRs) show thermal X-ray spectra dominated by emission lines of highly ionized species of C, N, O, Ne, Mg, Si, S, and Fe, a few show featureless spectra which can be well understood as synchrotron emission: SN 1006 (Koyama et al., 1995; Dyer et al., 2001); G347.3-05 (Koyama et al., 1997; Slane et al., 1999), G266.2-1.2 (Slane et al., 2001), and G28.6-0.1 (Bamba et al., 2001). The absence of lines means that a synchrotron interpretation is almost unavoidable; impossibly low abundances and/or peculiar physical conditions would be required to suppress lines completely in a thermal plasma (e. g., Hamilton, Sarazin, & Szymkowiak, 1986; Laming, 1998), while nonthermal bremsstrahlung implies the presence of electrons that should excite lines as well, and inverse-Compton scattering of any photon population would result in far too hard a spectrum. If synchrotron emission can dominate the spatially-integrated X-ray spectrum of a few remnants, it is likely to play some role in many more, e. g., by totally dominating thermal emission in selected locations within them, or by overwhelming thermal continua (but not lines) in thermally-emitting regions. The signature of an X-ray spectrum with both thermal and synchrotron radiation would be unusually weak lines, diluted by the synchrotron continuum. We interpreted weak X-ray lines in the remnant RCW 86 by such combination of thermal and synchrotron emission, based on ASCA observations (Borkowski et al., 2001, hereafter BRRD). A very similar interpretation of RCW 86 spectra was also proposed by Bamba, Koyama, & Tomida (2000), based on the ASCA Performance Verification data.

RCW 86 (G315.4–2.3) is a large (42′ in diameter) shell-like SNR with a moderate blast wave speed in the range of 400–900 km s-1, determined from observations of Balmer-dominated shocks which almost completely encircle the remnant (Long & Blair, 1990; Smith, 1997; Ghavamian et al., 2001). At a kinematic distance of 3 kpc, its large size and the moderate blast wave speed imply a mature ($`10^4`$ yr old) remnant (Rosado et al., 1996). The bright complex of optical emission filaments at its SW corner, to which the optical designation “RCW86” actually refers, has been generally interpreted as a region where the blast wave impacted a dense ($`10`$ cm-3) interstellar cloud. This is also where X-ray and radio emission are the brightest. Radio observations by the MOST telescope at 843 MHz (Whiteoak & Green, 1996), with an angular resolution of about $`45^{\prime \prime }`$, and by the Australia Telescope Compact Array (ATCA) at 1.3 GHz (Dickel et al., 2001), with $`8^{\prime \prime }`$ resolution, show a complete shell of varying brightness. The radio morphology in the SW region of the remnant is somewhat unusual, consisting of a bright ridge of emission mostly interior to optical and soft X-ray filaments which mark the location of the blast wave. ASCA Performance Verification X-ray spectra showed strikingly weak X-ray lines, much weaker than expected from a normal (solar) abundance plasma, with the exception of the Fe K$`\alpha `$ line at 6.4 keV (Vink et al., 1997). These results were confirmed by deeper ASCA observations (BRRD) and by more recent BeppoSax observations (Bocchino et al., 2000). A substantial Fe K$`\alpha `$ equivalent width in the SW suggests enhanced Fe abundance with respect to solar, irrespective of the origin of the underlying high-energy continuum, which led Bocchino et al. (2000) to consider a possibility that we are observing metal-enriched supernova (SN) ejecta.

In our earlier work (BRRD), we used long ASCA observations to deduce the presence of three spectral components: a soft thermal component ($`kT0.8`$ keV), with a relatively long ionization timescale ($`\tau n_et2\times 10^{11}`$ s cm-3) and with approximately solar abundances, modeled as a plane shock (XSPEC model pshock); a synchrotron component, modeled as the high-energy tail of the radio spectrum with XSPEC model srcut; and a hot thermal component ($`kT5`$ keV, $`\tau 5\times 10^8`$ s cm-3) required to account for Fe K$`\alpha `$ emission. These components varied in relative strength in three regions in the southwest corner of RCW 86. The srcut model is just the synchrotron emissivity of a power-law electron distribution with an exponential cutoff, calculated numerically (Reynolds & Keohane, 1999); it is characterized by a single free parameter, the peak frequency $`\nu _{\mathrm{rolloff}}`$ radiated by electrons with the $`e`$-folding energy of the exponential cutoff. The fitted values of $`\nu _{\mathrm{rolloff}}`$ varied from 1 to $`4\times 10^{16}`$ Hz, implying (for $`B10\mu `$G) maximum electron energies of order 20 TeV. The synchrotron fitting used as inputs the radio fluxes for each region measured from the MOST image (Whiteoak & Green, 1996), and an assumed constant spectral index of 0.6.

This analysis explained the ASCA data reasonably well, but with ASCA’s spatial resolution of several arcminutes, we were unable to perform several more rigorous tests of the hypothesis of synchrotron X-ray emission. Our spectral fits suggested that the soft thermal emission is due to nonradiative shocks as identified by H$`\alpha `$ emission, while the synchrotron X-rays should show a spatial distribution similar to radio emission. In an attempt to verify these predictions, we observed RCW 86 with the Chandra X-ray Observatory in February 2001. We report here on these observations, which not only confirm our predictions, but allow us to associate synchrotron X-ray emission with Fe-rich SN ejecta seen through Fe K$`\alpha `$ line emission, and identify all high-energy continuum as synchrotron emission.

## 2 CHANDRA OBSERVATIONS

RCW 86 was observed for 92 ks February 1-2, 2001 (observation id 500170) by the Chandra X-ray Observatory (Weisskopf, O’Dell, & van Speybroeck, 1996) Advanced CCD Imaging Spectrometer (ACIS: Garmire et al., 1992). Chips I2, I3, S0, S1, S2 and S3 were used, with the pointing center on S3. The focal-plane temperature was $`120^{}`$ C. The observations were corrected for radiation damage (referred to as charge transfer inefficiency, CTI) that took place early in Chandra’s mission, following the procedure in Townsley et al. (2000) which corrects simultaneously for both position-dependent gain shifts and event grade changes. The data were extracted and processed using the Chandra Interactive Analysis of Observations software package (CIAO) version 2.1.1. The images were corrected with exposure and instrumental efficiency maps to address chip gaps and mirror vignetting. Instrumental efficiency maps for each chip were created for each energy band (0.5 – 1.0, 1.0 – 2.0, and 2.0 – 8.0 keV), for a single energy in the midrange of each band. The exposure map has been correctly weighted for each chip. The Chandra images shown here are binned by a factor of 4 to a resolution of 2″/pixel.

We analyzed extracted spectra with XSPEC 11.1.0 (for introduction to XSPEC, see Arnaud 1996111Or visit the web site at http://heasarc.gsfc.nasa.gov). The spectra were grouped by a minimum of 15 counts per bin. We have experimented with the source spectra and background, comparing CTI-corrected spectra, using Pennsylvania State University software tools (Townsley et al. 2000222 Available online at http://www.astro.psu.edu/users/townsley/cti/), and non-CTI-corrected spectra, using standard CXC CIAO tools. The CTI-corrected spectra give more accurate centroids of lines such as Mg and Si, resulting in a particularly significant improvement for the front-illuminated chips. The differences are less than 40 eV for the back-illuminated chip, and although this is less than the ACIS back-illuminated spectral resolution of 100 – 150 eV, the CTI correction provides a significant improvement even for this chip.

The issue of background was not straightforward for this observation since the southeast corner of the supernova remnant nearly fills the S3 chip. Using background from an off-source area and from blank-sky files did not change the fit results (see Table 1) within the errors. This is partially due to the small contribution (less than 0.5%) of the background to the source counts for RCW 86. Since standard blank sky background is not compatible with the CTI-corrected spectra, we have chosen to take background spectra from off-source areas on the same chip. For the front-illuminated I3 chip with more substantial CTI effects, varying CTI corrections for different regions of the chip constrained us to choose for background a part of the same CTI region as used for the signal, rows 641-768. While these regions likely contain source as well as background photons, since they are from the same chip and have been processed identically with the source regions they should not introduce large errors into the source spectra. Residual instrumental background features such as a faint Si K$`\alpha `$ line are present in at least one of our background-subtracted spectra, but since they are very weak they do not pose any problems for spectral fitting.

## 3 RESULTS

### 3.1 Images

Figure 1 shows the image from the I2, I3, and S0–S3 chips of the SW corner of RCW 86, binned to a resolution of 2″ and including the full energy range. The extensive filamentary structure is quite striking and persists down to the scale of the resolution. Most of this structure is parallel to the presumed edge of the remnant. However, some filaments can be seen that are almost radial in orientation, and some emission is considerably more diffuse. Compared to the ROSAT HRI image (Bocchino et al., 2000; Dickel et al., 2001), Figure 1 shows emission extending considerably further ahead of the bright X-ray filaments in the S and SW. Some of that emission is bounded by a sharp-edged filament, but some (in the extreme SW corner, for instance), is not.

Figure 2 contrasts the X-rays in soft (0.5 – 1 keV; red) medium (1 – 2 keV, green), and hard (2 – 8 keV, blue) energy bands. (The soft and hard band images are shown separately in Figures 3 and 4, respectively.) The brightest emission is clearly relatively soft with some even softer emission further from the remnant center. The network of soft filaments is remarkably similar to the H$`\alpha `$ image (Fig. 5, Smith, 1997). The hard X-rays have a dramatically different morphology, with completely orthogonal filaments in some locations on S3 and more diffuse emission in I3. The brightest region in the hard X-ray band is the somewhat localized knot near the center of the I3 chip. These morphological differences strongly suggest a different origin for the hard X-rays than for the soft and medium bands, a conclusion confirmed by spectral analysis (see below).

Radio and X-ray morphologies are compared in Figure 6, where X-rays below 2 keV are indicated with green, above 2 keV with blue, as in Figure 2, and radio (the Australia Telescope image: Dickel et al. 2001) in red. While neither X-ray band shows a structure closely resembling radio, there are clear correlations between the hard X-rays and radio: hard X-rays often appear at the edges of radio-emitting regions, most strikingly in a N-S filament of hard X-rays with radio extending beyond to the east, in the center of the S3 chip. We have extracted radio and X-ray profiles from the three rectangular regions shown in Fig. 7, where we have averaged over the narrow dimensions of the rectangles. The profiles are compared in Fig. 8. All three regions show that thin X-ray filaments are associated with rises (or drops) in radio emission, including the hard knot in the center of I3. We interpret these as examples of shocks seen mostly edge-on, with the downstream direction the one in which radio emission rises. We shall argue below that these coincidences support a synchrotron origin for the hard X-ray emission.

### 3.2 Spectra

Figure 7 shows extraction regions for the nonradiative Balmer filament, for the entire hard region on the S3 chip, for the synchrotron filaments alone, and for one region on the I3 chip. The spectrum of the nonradiative shock, visible in optical as a bright Balmer filament, is soft (Figure 9), without any measurable emission above 4 keV. In particular, there is no Fe K$`\alpha `$ line emission associated with this shock. We modeled its spectrum with plane shock models pshock and vpshock which are available in XSPEC (these models, described by Borkowski, Lyerly, & Reynolds 2001, are based on updated thermal plasma code of Hamilton & Sarazin 1984a). Because of calibration problems for the ACIS S3 detector at photon energies below 0.5 keV, we ignored data below this photon energy threshold in all our fits.

We also excluded channels with energies from 1.17 keV to 1.31 keV in our fits to the X-ray spectrum of the soft region. This is the spectral region with “missing” Fe-L shell lines (Brickhouse et al., 2000). Modeling of the Fe L-shell complex in the equilibrium-ionization MEKAL and all non-equilibrium ionization (NEI) models in XSPEC is based on calculations by Liedahl et al. (1995), which did not include electron excitations to levels higher than $`n=5`$. Brickhouse et al. (2000) found that Fe L-shell lines originating at these highly excited levels cannot be neglected in the ASCA spectrum of Capella. In Capella these lines are produced by $`6\times 10^6`$ K (0.5 keV) plasma in collisional ionization equilibrium, and they cluster near 1.2 keV. Because plasma temperatures are similar in Capella and in our soft regions associated with Balmer filaments, we excluded channels near this energy where we expect Fe L-shell lines originating at $`n>5`$ which are missing in the NEI spectral code.

Results of plane shock fits to the soft spectrum are tabulated in Table 1. In the first fit with wabs $`+`$ pshock models, relative abundances of heavy elements are fixed at solar values, but their absolute abundance with respect to H and He is allowed to vary. In the second fit with wabs $`+`$ vpshock models, abundances of individual elements are allowed to vary independently with the following exceptions: the C abundance is tied to the N abundance, and Ca and Ni are tied to Fe. The second fit reproduces the data reasonably well (reduced $`\chi ^2=2.7`$, see Figure 9). Both models underpredict emission at energies below 0.5 keV by up to a factor of 2, which may be either caused by calibration/instrumental problems or by the presence of additional gas with much lower temperatures in the spectral extraction region. Electron temperatures are relatively low, 0.41 – 0.43 keV, shock ionization ages are relatively short, $`(35)\times 10^{10}`$ cm-3 s, and elemental abundances are close to solar. The largest departures from solar abundances occur for Fe and Mg, whose apparent subsolar abundances might be caused by moderate depletion onto dust grains and by overlapping Fe L-shell lines from high $`n`$ levels, which are adjacent to the Mg K$`\alpha `$ line. An apparent excess of emission near 3 keV hints at the presence of the Ar K$`\alpha `$ line (Ar is not included in the NEI code).

There is no evidence for the presence of excess emission at high energies, suggesting that thermal plane shock models with constant electron temperature and approximately solar abundances provide a satisfactory description of the soft spectrum. This finding fully confirms our previous inferences (BRRD) about the thermal nature of the soft X-ray emitting filaments which are associated with the blast wave propagating into the ambient ISM.

We realize that our very simple single plane-shock model for the soft emission is quite unrealistic. In the multiband X-ray image (Figure 2), it is clear that the bright thermal filaments have spectral differences on spatial scales much smaller than the size of our spectral extraction regions, and extending down nearly to the Chandra spatial resolution limit. The small values of ionization timescale $`\tau `$ we find may be artifacts of using constant-temperature shock models to fit regions with clearly varying temperatures. The focus of the present investigation is understanding the harder emission, and for that purpose we simply require an adequate description, if not a full explanation, of the soft emission. We defer to a later work a more extensive exploration of the nature of the soft emission and possible explanations for the short ionization timescale.

Spectra of hard regions are shown in Figure 10 (the entire synchrotron-emitting region in the NE corner of the S3 chip) and Figure 11 (synchrotron filaments on S3 and I3 chips). (See Figure 7 for the locations of these regions.) Results of fits with the srcut \+ low-temperature vpshock models are shown in these Figures and tabulated in Table 1. The Fe K$`\alpha `$ line is modeled by an additional pure Fe vpshock model (see § 4.2 for further details). Ideally, one uses the srcut model with radio information as input: the 1 GHz radio flux of the region and the spectral index. The integrated spectral index of the entire RCW 86 remnant is about 0.6, based on single-dish observations (typical errors are $`\pm 0.05`$), but accurate fluxes cannot be determined because the only available radio images are interferometer images, in which the absence of very short antenna baselines means that very smoothly distributed flux is resolved out. In fact, the MOST image at 843 MHz (Whiteoak & Green, 1996) contains less than 40% of the single-dish flux at that frequency, while the ATCA image (Dickel et al., 2001) contains about 70% of the 1.3 GHz single-dish flux. In local regions, the total flux can be in error by even larger factors. As a result, we cannot use the measured radio fluxes to constrain the X-ray modeling. Instead, we have fixed the radio spectral index at 0.6 and actually fit for the radio flux. The values we obtain are quite reasonable and within factors of 2 of the fluxes measured from the radio maps (which differ between themselves by a comparable factor).

Nonthermal X-ray emission from RCW 86 was reported from Rossi X-ray Timing Explorer (RXTE) observations by Allen et al. (1999). The spatial resolution of RXTE is only about one degree, so it cannot resolve RCW 86. Allen et al. (1999) report that its spectrum observed with the PCA instrument is well described by a power-law with energy index $`\mathrm{\Gamma }=3.3\pm 0.2`$ between 10 and 24 keV. Our srcut model, with parameters fit to the hard region as described above, is slightly curved in that interval, with a mean slope between 10 and 20 keV of $`\mathrm{\Gamma }=3.5`$. It predicts a flux at 10 keV smaller than that quoted by Allen et al. (1999) by a factor of 12.5, and gives a 1 GHz radio flux of 2.59 Jy. If we simply scale up our X-ray model to the flux level reported by Allen et al. (1999) by that factor, the predicted radio flux at 1 GHz is 32 Jy. Green (2001333Available online at http://www.mrao.cam.ac.uk/surveys/snrs/) reports the observed 1 GHz flux of RCW 86 to be 49 Jy. We regard this crude agreement, to within 50% after an extrapolation of nine orders of magnitude in photon frequency, as evidence of broad consistency between the whole-remnant spectrum seen by RXTE and the local spectra we fit in individual synchrotron filaments, consistency which represents strong support for the idea of a substantial synchrotron component in the spectrum of RCW 86.

For the soft thermal regions, we also attempted to bound any nonthermal emission. We obtained a quantitative upper limit on the presence of a synchrotron component by adding to the fit an srcut component, with a 1 GHz flux determined from the Australia Telescope observations (Dickel et al., 2001) and assuming a spectral index of 0.6, allowing $`\nu _{\mathrm{rolloff}}`$ to vary. The fits rejected values of $`\nu _{\mathrm{rolloff}}`$ larger than about $`2\times 10^{16}`$ Hz.

Attempts to fit the hard continuum and the Fe K$`\alpha `$ line with pure thermal models are discussed below; we find that the resulting extremely short ionization timescales are inconsistent with the known age of the remnant, which should be the shock age if the Fe K$`\alpha `$ line is due to solar abundance Fe from the ISM.

## 4 DISCUSSION

### 4.1 Morphological Evidence for Synchrotron Emission

We believe that the striking difference in morphology of hard and soft X-rays is strong evidence in favor of the synchrotron interpretation of the bulk of the harder X-ray continuum (above 2 keV). The spectrum of regions bright in X-rays below 2 keV is well described by thermal plane-shock models. The hard X-rays show a dramatically different structure, often occurring on the edges of regions of radio emission. It is sometimes claimed that a nonthermal interpretation of X-rays requires that the X-ray and radio morphologies be identical. This is only true to the extent that synchrotron losses on electrons can be neglected, rarely the case except for very young remnants such as the historical Galactic remnants. In a magnetic field of 10 $`\mu `$Gauss, electrons radiating the peak of their synchrotron emission at $`h\nu =4`$ keV lose half their energy in 900 years, far less than the presumed age of order $`10^4`$ yr, while electrons radiating chiefly at 1 GHz will last for over $`10^7`$ yr. Thus we should expect synchrotron X-rays to be seen near the shocks where the electrons are presumably accelerated, while radio emission can be seen there as well as far downstream.

In the complex inhomogeneous environment of RCW 86, shock structures can be found in various locations inside the outermost X-ray and radio emission. Some may be parts of the reverse shock or secondary shocks driven into denser clouds, and projection effects further complicate the interpretation. However, a particularly clear example of what appears to be an internal shock seen edge on is indicated in the central (“hard-filament”) extraction region on chip S3 in Figure 7, and profiles along the indicated direction are shown in Figure 8. Here, both radio and X-ray emission appear fairly abruptly; the X-ray emitting region is only a few tens of arcseconds wide, while radio emission persists much further, just as expected if this is an outward facing shock at which electrons are newly accelerated. At a distance of 3 kpc, $`1^{\prime \prime }`$ corresponds to $`0.015`$ pc or $`4.5\times 10^{16}`$ cm. Shock velocities from optical or X-ray analysis are of order 600–900 km s-1, so that one might expect post-shock flow velocities in the plane of the sky to be of the same order, but somewhat smaller. In 900 years, a flow at 500 km s-1 travels a distance $`l=0.46`$ pc corresponding to an angular distance of $`32^{\prime \prime }`$. This compares reasonably well with the thickness of the overall X-ray emitting peaks in the profiles of Figure 8, allowing for projection effects and effects of magnetic-field geometry, which can account for the irregular shapes of the profiles. In general, we should expect synchrotron-emitting regions to have thicknesses of order a few tens of arcseconds, though if a shock is seen close to face-on, one will obtain more diffuse, fainter extended emission. These properties do appear to characterize the structure of the hard X-ray emission as well as can be expected.

We do not see clear evidence for hard X-ray emission from the extreme outer edge of the X-ray emission seen in the lower part of the S3 chip, where at least one part of the blast wave is presumably encountering undisturbed upstream material. However, the overall faintness of the emission (presumably mostly thermal) is such that a faint nonthermal component might be hard to discern. Unfortunately, the emission there is too faint for useful spectral analysis with these data. Interior shocks could be portions of the outer blast wave encountering denser material and seen in projection, or portions of a reverse shock moving back into the interior from such an encounter. It seems that such interior shocks are where most hard X-rays originate, though not at the H$`\alpha `$-bright nonradiative shocks which are probably the blast wave moving into partially neutral material. This is an extremely interesting result, as it suggests that electrons may be accelerated at reverse shocks as well as at forward shocks – perhaps preferentially at reverse shocks in RCW 86. In the prototype synchrotron-X-ray-dominated remnant, SN 1006, no obvious reverse-shock structure is seen, and the hardest emission appears to come from closest to the outer remnant edge. While a reverse shock is almost certainly present in SN 1006, one can explain its absence in radio or X-ray nonthermal emission if the magnetic field threading the ejecta is very weak, as one might expect if it is just the magnetic field of the progenitor, enormously diluted by expansion with flux freezing. The situation appears to be different in RCW 86.

### 4.2 Spectroscopic Evidence for Fe-rich SN ejecta

The Fe K$`\alpha `$ line at 6.4 keV in RCW 86 has been puzzling since Vink et al. (1997) reliably determined its energy, because such a low energy implies the presence of only very low ionization stages of Fe in the X-ray emitting plasma. Vink et al. (1997) suggested strong deviations from a Maxwellian electron distribution in order to account for both the presence of the Fe line and the weakness of other emission lines at low energies. Subsequent studies (BRRD; Bamba, Koyama, & Tomida, 2000; Bocchino et al., 2000) have generally postulated its origin in a hot ($`5`$ keV) plasma in the remnant’s interior. A substantial Fe K$`\alpha `$ strength suggests that Fe is overabundant by a factor of several with respect to cosmic (solar) abundances, but this finding is somewhat uncertain in view of the poor photon statistics and uncertainties in atomic data. Although our Chandra observations of RCW86 also suffer from poor photon statistics at high energies, the high spatial resolution of Chandra allows us to spatially separate the synchrotron-emitting regions and the soft thermally-emitting X-ray filaments. We find that Fe K$`\alpha `$ is associated with the synchrotron-emitting regions, and not with the thermal filaments. Apparently, fast electrons capable of exciting Fe K$`\alpha `$ are present in synchrotron emitting regions, and absent in soft X-ray filaments.

It seems natural to assume that the Fe K$`\alpha `$ line is produced in a hot thermal plasma with an approximately cosmic composition, where most free electrons are provided by the ionization of H and He. In this hypothesis the observed high-energy continuum must be thermal, because a substantial contribution from synchrotron emission would demand a high derived Fe abundance for the line to rise above the continuum, and this would be obviously in conflict with the assumed solar composition. This interpretation unexpectedly encounters a timescale problem which makes it untenable, as we now demonstrate. We use the fitted ionization timescale $`n_et`$, and derive $`n_e`$ from the observed X-ray flux in the model to obtain a characteristic age of the shocked plasma under this assumption.

For a plasma consisting mostly of H and He, we can set a lower limit to the electron density in the synchrotron-emitting region by fitting a thermal NEI model to the high-energy Chandra spectrum. But because the Chandra spectrum is rather noisy in the vicinity of the Fe K$`\alpha `$ line, we shall obtain the temperature, Fe abundance, and ionization timescale from high-quality ASCA GIS spectra presented by us previously (BRRD). (The analysis of the Fe K$`\alpha `$ line in BRRD was influenced by an error in all NEI models in XSPEC v10, which resulted in a missing Fe K$`\alpha `$ fluorescence line at extremely low ionization timescales relevant for RCW86. This error is not present in the NEI models in XSPEC v11.) The corrected values for the vnei model fit to GIS spectra above 5.5 keV are: plasma temperature of 5.0 keV (with a 90% confidence interval of 3.5–7.6 keV), a very low ionization timescale $`\tau `$ of $`2.8\times 10^8`$ cm-3 s (less than $`6.6\times 10^9`$ cm-3 s with 90% confidence), and an Fe abundance of 1.6 solar (with 90% confidence interval 1.1–2.5). By using these best-fit values, we find that this model must be normalized to 0.0048 (in XSPEC units for thermal models: normalization = $`(10^{14}/4\pi D^2)n^2𝑑V`$, where $`D`$ is the distance to the source in cm and $`n`$ is the electron density). This value is required to account for the high energy emission seen in Figure 10, implying an emission measure $`EM=n_en_H𝑑V`$ of $`5.2\times 10^{56}d_3^2`$ cm-3 (where $`d_3`$ is the remnant’s distance in units of 3 kpc). The extraction region is approximately $`2\stackrel{}{\mathrm{.}}4\times 5\stackrel{}{\mathrm{.}}0`$ in size, spanning the entire width of the synchrotron-emitting region. This translates into a surface area of $`2.1\times 4.2`$ pc2 at 3 kpc distance. Assuming 4.2 pc depth, we estimate the volume of the X-ray emitting region to be $`37d_3^3`$ pc3. For H and He dominated plasma, we then arrive at an electron density $`n_e`$ of $`0.76f^{1/2}d_3^{1/2}`$ cm-3, where $`f`$ is the volume filling fraction of the hot gas. The plasma characteristic “age” is then $`\tau /n_e=12f^{1/2}d_3^{1/2}`$ yr, which is far too short compared with the age of the remnant.

The upper limit on $`\tau `$ from fits to ASCA GIS data is of course much larger than the best-fit value of $`2.8\times 10^8`$ cm-3 s used in these estimates, but we can establish a more stringent upper limit on $`\tau `$ which applies for plasmas with approximately cosmic composition. We noted previously an extreme sensitivity of NEI models to ionization timescale (Figure 8 in BRRD). At extremely low ionization timescales, most abundant elements such as O have not been stripped of their L-shell electrons, resulting in weak X-ray lines in the Chandra ACIS spectral range and low X-ray fluxes at low energies. As the ionization timescale increases, electrons are stripped from their L shells, and the soft X-ray flux increases dramatically. By varying the ionization timescale, we find that the vnei model with the temperature and Fe abundance quoted above and $`N_H=4.2\times 10^{21}`$ cm-2 (from model B in Table 1) produces strong O lines at low energies which are inconsistent with Chandra spectra for $`\tau >1\times 10^9`$ cm-3 s. (We obtained this conservative upper limit by requiring that the calculated spectrum not exceed the observed count rate at the location of O lines. But in contrast to observations, O lines are very prominent in strongly-underionized models, so based on consideration of the spectral shape one can probably reject models with $`\tau `$ as short as $`5\times 10^8`$ cm-3 s.) This constraint on ionization timescale gives an age of less than 40 yr. By assuming a much higher plasma temperature we can perhaps push this limit to $`100`$ yr, which is still much less than expected for a relatively old remnant such as RCW 86. This timescale problem is not an entirely new finding, as an inspection of previous results obtained with various satellites demonstrates it clearly, but new constraints from Chandra are particularly severe. The Fe K$`\alpha `$ line and continuum at high energies cannot be easily produced by a thermal plasma with approximately solar abundances.

A consideration of Coulomb interactions between ions and electrons (see the Appendix) leads us to a conclusion that the observed continuum in regions of the remnant with hard spectra cannot be produced by nonthermal bremsstrahlung in cosmic abundance plasmas. This leaves synchrotron radiation as the preferred explanation for the observed continuum in the whole Chandra spectral range, including high energies. But the Fe K$`\alpha `$ line must be produced by collisional excitations and ionizations by much less energetic thermal electrons. Because the Fe K$`\alpha `$ line strength relative to the high energy continuum already implies above solar abundances, it is likely that we are observing highly-enriched SN ejecta. SN ejecta were already considered in some detail by Bocchino et al. (2000), but now we have indirect evidence for the presence of very Fe-rich ejecta. For simplicity, we considered pure Fe-rich ejecta and modeled them by the vpshock model with temperature 5 keV and ionization timescale $`10^9`$ cm-3 s. These plasma parameters are just rough guesses: at much lower temperatures most thermal electrons are not capable of exciting the Fe K$`\alpha `$ line, while at ionization ages above a few $`\times 10^9`$ cm-3 s, Fe L shell emission becomes very prominent (in conflict with Chandra observations). In addition to the pure Fe vpshock model which accounts for the Fe K$`\alpha `$ line, we used the srcut model for modeling synchrotron emission. The blast wave seen in projection against synchrotron-dominated regions is modeled by a low-temperature vpshock model, either with solar abundances, or with abundances determined from our fit to the spectrum of the Balmer-dominated nonradiative shock. Results are tabulated in Table 1.

The Fe K$`\alpha `$ line is unambiguously detected only in the spectrum of the entire synchrotron-emitting region on the NE corner of the S3 chip (see Figure 7). The emission measure $`EM_{Fe}=n_en_{Fe}𝑑V`$ of pure Fe-rich ejecta is $`3.1\times 10^{52}d_3^2`$ cm-3, based on the normalization of model B in Table 1. With the estimated X-ray emitting volume $`V`$ of $`37d_3^3`$ pc3, we arrive at $`n_e=0.017(n_e/10n_{Fe})^{1/2}f^{1/2}d_3^{1/2}`$ cm-3. The factor $`(n_e/10n_{Fe})^{1/2}`$ is of the order of unity for a pure Fe plasma with $`\tau =10^9`$ cm-3 s, but it is somewhat uncertain because of the poorly known electron distribution function and a possible contribution to $`n_e`$ from other heavy elements which might be present in the ejecta. The electron distribution function may well be non-Maxwellian in such a low-density and high-temperature plasma because of the long Coulomb collision timescale. In particular, the distribution may be bi-modal, with free preshock electrons heated to high temperatures at the collisionless shock, and with much colder electrons released in the process of collisional ionization in the postshock region (Hamilton & Sarazin, 1984b). The electron density $`n_e`$ just quoted refers to the hot component, and not to cold electrons with energies much below the Fe K-shell ionization threshold. For a pure Fe plasma with electron density 0.017 cm-3 and $`\tau =10^9`$ cm-3 s, the plasma age is about 2000 yr, which is consistent with the relatively large age of RCW 86.

The presence of low-density Fe-rich ejecta in RCW 86 is consistent with the large observed equivalent widths of the Fe K$`\alpha `$ line, which already led Bocchino et al. (2000) to suggest the possible presence of SN ejecta in this remnant. The morphology of synchrotron-emitting filaments apparently associated with the ejecta is also suggestive. The X-ray and radio synchrotron-emitting filaments are located mostly interior to the bright nonradiative and radiative shocks in the “knee” region of the remnant. These filaments form a ridge which extends much further to the east, and which is clearly located well within the blast wave outlined by nonradiative Balmer-emitting shocks (Smith, 1997). The brightest part of this ridge is in the region of highest pressures where the most intense interaction of supernova ejecta with the ambient ISM is occurring, as judged by the presence of bright radiative and nonradiative shocks. This morphology is consistent with identification of this ridge with the reverse shock. In addition to solving the short timescale puzzle, the presence of low-density Fe-rich SN ejecta also removes a need for a mixed thermal-nonthermal continuum postulated by us previously for the synchrotron emission region (BRRD; see also Bamba, Koyama, & Tomida, 2000). This required a coincidental match in intensities of synchrotron and thermal continuum emission in the 1–10 keV range. This is no longer necessary, since the observed continuum is mostly synchrotron emission, and the thermal contribution to the continuum may be as much as 2 or 3 orders of magnitude fainter.

### 4.3 X-Ray Synchrotron Spectra

No synchrotron component was required to obtain a reasonable fit for the soft region (Fig. 9); an upper limit to the rolloff frequency of about $`2\times 10^{16}`$ Hz was obtained as described in the previous section. We find values of $`\nu _{\mathrm{rolloff}}`$ of $`(710)\times 10^{16}`$ Hz from the fits to hard regions, with remarkably little dispersion. These values are two to three times higher than those we reported in BRRD, for two reasons. First, the enormously improved spatial resolution of Chandra allows us to select spectral regions for extraction that are localized to the very hardest X-ray emission, whereas the fits based on ASCA data are necessarily averages over much larger regions, lowering the mean value of $`\nu _{\mathrm{rolloff}}`$. Second, as described above, we now believe the entire hard continuum, rather than just part of it, to be due to synchrotron X-rays.

The values of $`\nu _{\mathrm{rolloff}}`$ can be understood in the framework of simple estimates of particle shock-acceleration times (see, for example, Reynolds 1998). If the maximum energy that electrons can reach is limited by radiative losses, the energy at which energy gains by acceleration equal losses due to radiation is about

$$E_m50\left(\eta R_J\right)^{1/2}\left(B_1/3\mu \mathrm{G}\right)^{1/2}u_8\mathrm{ergs},$$

where $`\eta `$ is the ratio of electron mean free path to gyroradius (and is assumed constant), $`B_1`$ is the upstream magnetic-field strength, and $`u_8`$ is the shock speed in units of $`10^8`$ cm s-1. We have assumed a shock compression $`r`$ of 4. The factor $`R_J`$ is Jokipii’s (1987) expression for the obliquity-dependence of the particle acceleration rate; where the shock is nearly perpendicular (i. e., the shock normal nearly perpendicular to the upstream magnetic field direction),

$$R_J\left(\frac{2}{1+r}\right)\left(1+\eta ^2\right)^1$$

so that for $`\eta `$ substantially greater than 1, $`\eta R_J\eta ^1`$ and $`E_m\eta ^{+1/2}`$. Electrons of this energy radiating in the downstream field $`B_2`$ produce their peak power at a frequency

$$\nu _c5\times 10^{16}\left(\eta R_J\right)^1\left(B_2/4B_1\right)u_{8}^{}{}_{}{}^{2}.$$

If reverse shock velocities are comparable to the blast-wave velocities of 400 – 900 km s-1, then, we can reach the observed values of $`\nu _{\mathrm{rolloff}}`$ for compression ratios substantially larger than 4, and/or values of $`\eta `$ substantially greater than 1. (Notice that the characteristic frequency radiated by electrons whose maximum energy is set by radiative losses is independent of the magnetic-field strength.) It should not be surprising that the hard emission is so restricted in spatial distribution, then; many of the shocks present in RCW 86 will not be fast enough to produce synchrotron X-ray-emitting electrons. Only in a few regions where the conditions are right will we expect such electrons to be accelerated.

We should add that the model we use to describe the synchrotron emission, srcut, is highly oversimplified: it is just the synchrotron emissivity of a power-law distribution of electrons with an exponential cutoff (the fastest plausible cutoff for shock-accelerated particles; see references in Reynolds & Keohane 1999), radiating in a uniform magnetic field. Much more elaborate models of spherical remnants in which radiative losses limit electron acceleration were described in Reynolds (1998); those models, not available in XSPEC, produced synchrotron spectra with a somewhat different shape than srcut. While the curvature within the Chandra bandpass is not enough to distinguish the difference, the inferred values of $`\nu _{\mathrm{rolloff}}`$ would probably be slightly different for a true loss-limited model. In fact, since any spatial inhomogeneities will broaden the cutoff, srcut represents the steepest possible cutoff of emission, and will give the highest rolloff frequency compatible with the observed data. Any more realistic model should produce a somewhat lower value.

Our fits to the synchrotron component could be substantially better constrained if radio fluxes were known more accurately. The most straightforward way to accomplish this would be to map RCW 86 with a large single dish, such as the Parkes telescope, and combine those data with the ATCA interferometer image. This would allow considerably firmer determinations of $`\nu _{\mathrm{rolloff}}.`$

We have argued that the hard continuum and Fe K$`\alpha `$ line tend to be found together, strongly suggesting that it is the reverse shock that is responsible for accelerating particles to the highest energies. This conclusion is important to confirm, since it seems not to be obviously the case in other remnants with synchrotron X-ray emission. There is no obvious reason that reverse shocks should not be as effective as the blast wave at accelerating particles, for the same values of physical parameters such as shock speed and $`\eta .`$ In RCW 86, blast-wave emission, while detectable, is so faint that synchrotron X-rays would be below the level of background, so we cannot rule out electron acceleration to comparably high energies at the blast wave.

Observing particle acceleration at the reverse shock may also have interesting consequences for the acceleration of cosmic rays. The direct acceleration of enriched material in supernova remnants might play a role in models of Galactic cosmic-ray acceleration and of chemical enrichment of the light elements Li, Be, B in the early Galaxy, when the carbon and oxygen from which these elements are spalled were less abundant in the general interstellar medium.

Even more intriguing is the possibility that the reason RCW 86 shows particular evidence for particle acceleration at the reverse shock is that the radiating particles are not electrons but positrons produced by decay of radioactive 56Ni synthesized in the explosion. A longstanding theoretical difficulty in electron acceleration has been the “injection problem”: thermal electrons have such small gyroradii that they see the shock as a smooth transition and not the discontinuity in flow speeds required for standard diffusive shock acceleration (see, e. g., Levinson 1992, 1994 for extensive discussion). Various suggestions have been made about how Nature evidently overcomes this difficulty. However, it has been noted (Ramaty & Lingenfelter, 1979; Ellison, Jones, & Ramaty, 1989) that positrons released by radioactive decay of 56Ni and 56Co have typical energies of order 1 MeV, where they should see the shock as a discontinuity and be accelerated as efficiently as protons of similar energies. A reverse shock moving into Fe-rich ejecta should encounter a population of “pre-injected” energetic positrons which can be immediately accelerated efficiently. While this is a possibility difficult to rule out, we note that the decay lifetimes of 56Ni and 56Co are both less than a year; such positrons were almost entirely produced about $`10^4`$ years ago, just after the supernova. Any X-ray-synchrotron-emitting positrons cannot have been accelerated soon after that, because the radiative lifetime is less than 1000 yr. However, 1 MeV positrons will lose energy primarily by adiabatic expansion losses, which could reduce them to no better than thermal electrons after $`10^4`$ yr. This fascinating possibility must remain a speculation at this time.

## 5 CONCLUSIONS

The major conclusion of our paper is that the detailed morphology of soft and hard X-rays in RCW 86 strikingly supports the hypothesis of different origins. Our spectral analysis confirms that the hard X-rays are best described as a synchrotron continuum with Fe K$`\alpha `$ emission that must come from a thermal component with a substantial overabundance of iron with respect to solar. This result implies that some of the original supernova ejecta are still unmixed after $`10^4`$ yr, and that the reverse shock into those ejecta can also accelerate electrons to X-ray synchrotron-emitting energies of order 50 TeV.

Both these conclusions substantially complicate the task of understanding the X-ray spectra of middle-aged supernova remnants. Apparently even after ages of order $`10^4`$ years, remnants are not in the simple Sedov phase, and the possibility of synchrotron X-ray emission confusing the analysis of thermal emission cannot be neglected. The only ultimate solution to this problem requires X-ray spectroscopy with much higher energy resolution. (Grating resolution is adequate, but grating observations of large extended sources with Chandra or XMM-Newton are virtually uninterpretable.) The Astro-E2 microcalorimeters hold out the possibility of spatially resolved spectroscopy with enough resolution to allow the inference of temperatures from line complexes alone without requiring any assumptions about the continuum. In that case, one can immediately determine the extent of synchrotron contributions to the continuum.

With Chandra’s spatial resolution, we can for the first time discern discrete shock features and minimize projection effects, which should aid substantially in the detailed thermal modeling that will be the next step in understanding RCW 86. The hard X-ray emission appears to delineate particular shocks, where both radio and X-ray emitting electrons are accelerated. The greater extent of radio emission behind such features is expected from preferential energy losses on the much more energetic X-ray emitting electrons. The width of the X-ray emission is quite consistent with this interpretation, for expected post-shock velocities of hundreds of km s-1 and magnetic field strengths of order 10 $`\mu `$Gauss.

The observed rolloff frequencies in areas containing synchrotron continua can be understood in terms of radiative-loss-limited shock acceleration, but simple estimates require favorable conditions to reach the inferred electron energies. In particular, nearly perpendicular shocks reach higher energies more readily, and this may be one factor that distinguishes shocks that produce synchrotron X-ray continua from those which do not. We repeat, however, that the srcut model is highly simplified, and fits with more elaborate models might produce somewhat different values for $`\nu _{\mathrm{rolloff}}`$.

Progress in understanding RCW 86, and the general problems it raises for the understanding of supernova remnants, requires further observations in various bands. XMM-Newton observations can obtain significantly higher signal-to-noise ratios at high energies, allowing testing in other regions of our claim of an association of Fe K$`\alpha `$ emission with regions of hard continuum. Optical and infrared observations in principle should be able to detect synchrotron continuum at a level exactly predictable from our fits, but distinguishing it from the confusing emission might prove extremely challenging. Since our fitted values of $`\nu _{\mathrm{rolloff}}`$ are far above optical frequencies, we expect that there should be little difference between the optical or IR morphology of synchrotron emission and the radio morphology. A strategy to search for extremely faint diffuse emission then might center on sharp features in the radio image, such as the edge coincident with a hard X-ray filament in the middle of chip S3.

Support for this work was provided by NASA through Chandra grant G01-2077A and G01-2077B. J. R. acknowledge the support of California Institute of Technology, the Jet Propulsion Laboratory, which is operated under contract with NASA. Kristy Dyer would like to acknowlege work supported by the National Science Foundation under Grant No. 0103879. We thank Sara Gallagher and Leisa Townsley for help with CTI correction of Chandra RCW 86 data, John Dickel for making Australia Telescope radio data available to us, and Chris Smith for his RCW 86 H$`\alpha `$ image. We acknowledge discussions with Don Ellison about particle acceleration in reverse shocks, including acceleration of positrons produced in radioactive decays.

## Appendix A Appendix

Here we demonstrate that nonthermal bremsstrahlung is unlikely to be important in the regions we have analyzed in RCW 86. First, we shall show that such an explanation for the lower-energy continuum would require a huge unseen cold-electron population of which the observed $`2`$ keV electrons are the tail. The short timescale for Coulomb equilibration of these $`2`$ keV electrons with the cold population would require that the cold population have an enormous density; it would itself cool rapidly and produce copious unseen optical emission, and the energy required to maintain the warmer population would be exorbitant. We then show that even the $`5`$ keV continuum near the Fe K$`\alpha `$ line is unlikely to be nonthermal bremsstrahlung. Again, the energetics of maintaining the hot population against energy transfer into the cold population would require that a significant portion of the blast energy go into electrons with energies of order 5 keV, which seems unreasonable.

We showed in §4.2 that the Fe K$`\alpha `$ line cannot be produced in a thermal plasma with approximately solar abundances. Is it possible to account for the observed Fe K$`\alpha `$ emission by postulating deviations from a Maxwellian electron distribution in such plasma, as suggested by Vink et al. (1997, 2002)? First we consider whether the featureless spectrum at lower energies ($`2`$ keV), which we interpret as nonthermal synchrotron emission, could be attributed to nonthermal bremsstrahlung produced by suprathermal electrons accelerated in the shock wave. The following arguments based on order-of-magnitude estimates demonstrate that this is not possible. For the nonthermal bremsstrahlung hypothesis, one needs a large thermal pool of cold electrons with temperature $`T_c`$, and much less numerous suprathermal electrons forming a power-law tail at high electron energies. The description of these fast electrons in terms of a power law is a crude approximation because of Coulomb losses to the cold electrons, and because the particle acceleration process at the shock may produce a curved (concave) spectrum instead of a power law (Ellison & Reynolds, 1991; Reynolds & Ellison, 1992). In view of these complexities, we do not attempt to model the electron distribution function, but assume instead a Maxwellian distribution of hot electrons. Such a two-component (cold+hot) thermal model is sufficient for our present purpose of estimating the number density of fast electrons which would be required to account for the observed strength of the featureless X-ray continuum. The bulk plasma temperature $`T_c`$ must be low enough that the ionization state of the gas is so low that practically no X-ray lines are produced in the Chandra energy range, to be consistent with the observed featureless spectra. The observed X-ray continuum would then be free-free emission produced by fast electrons in collisions with protons and $`\alpha `$ particles. In order to estimate the required density of fast electrons, we fit a standard free-free emission model to the spectrum shown in Figure 10. We obtain a hot electron temperature $`T_h`$ of 1.45 keV, and corresponding emission measure $`EM_h=n_{eh}n_H𝑑V`$ of $`2.6\times 10^{57}d_3^2`$ cm-3 (where $`n_{eh}`$ is the number density of hot electrons, which must be much smaller than the hydrogen density $`n_H`$). For the X-ray emitting volume of $`37d_3^3`$ pc3 estimated in §4.2, $`n_{eh}=2.4/f_hn_Hd_3`$ cm-3, where $`f_h`$ is the unknown volume filling fraction of fast electrons.

The hot electron temperature of 1.45 keV implies an average energy $`E`$ for fast electrons of 2.2 keV. Electrons with such a low energy lose it rapidly in Coulomb collisions with cold electrons in the thermal pool. The Coulomb energy loss timescale $`t_E`$ is equal to $`32E^{3/2}/G((E/T_c)^{1/2})n_e\mathrm{ln}\mathrm{\Lambda }`$ yr (Spitzer, 1962), where $`n_e=1.2n_H`$ is the density of cold electrons, $`\mathrm{ln}\mathrm{\Lambda }`$ is the Coulomb logarithm, and the function $`G`$ is tabulated by Spitzer (1962). Because expected electron densities are high ($`n_e1`$ cm-3), this is a short time scale. For example, for $`E=2.2`$ keV and $`T_c=0.1`$ keV, we find $`\mathrm{ln}\mathrm{\Lambda }=30`$, $`(E/T_c)^{1/2}=4.7`$, $`G(4.7)=0.024`$, and $`t_E=140n_e^1`$ yr. This short Coulomb energy exchange time $`t_E`$ implies that 2 keV electrons are strongly coupled to the low-temperature thermal plasma through Coulomb collisions. This strong thermal coupling demands that the thermal energy in fast electrons be much smaller than in the cold thermal pool, otherwise the energy so quickly transferred to the cold electrons would raise their temperature enough to produce strong X-ray lines, contrary to observations.

Let $`R(n_e+n_H)T_c/n_{eh}T_h`$ denote the cold/hot energy ratio, which we demand to be much larger than unity. Using our estimates for $`n_{eh}`$ obtained above from the strength of the X-ray continuum, $`R=0.62f_hn_e^2d_3T_c/T_h`$. Because of the strong coupling through Coulomb collisions, the volume filling fraction $`f_h`$ is expected to be low for shock-accelerated fast electrons, on the order of $`t_E/t_s`$ or less, where $`t_s`$ is the shock age. The expected shock age $`t_s`$ should be a sizeable fraction of the remnant’s age, which is $`10^4d_3`$ yr (Rosado et al., 1996). Denoting $`t_{s,4}=t_s/10^4`$ yr and using the expression for $`t_E`$ obtained above, we arrive at $`R=0.002E^{1/2}T_cn_e/t_{s,4}G((E/T_c)^{1/2})\mathrm{ln}\mathrm{\Lambda }`$. By equating $`R`$ to 1, we obtain a conservative lower limit to the cold electron density $`n_e`$ of $`500t_{s,4}G((E/T_c)^{1/2})\mathrm{ln}\mathrm{\Lambda }E^{1/2}T_c^1`$ cm-3. This is a very large electron density, e. g., even for a relatively recent ($`t_{s,4}=0.2`$) shock with $`E=2.2`$ keV, and $`T_c`$ in the range of 0.05–0.1 keV, we arrive at $`n_e500`$ cm-3. Even if $`T_c<0.1`$ keV, the density of this cold plasma is large enough to produce a significant amount of very soft X-ray emission which would be easily seen in X-ray spectra. In addition, such plasma is located close to the peak of the cooling function, and it would itself cool and recombine on timescales much smaller than the age of the remnant even in the presence of magnetic pressure support. Such a cooling and recombining plasma should produce strong optical emission. There is no evidence for optical emission at the location of the hard X-ray emitting filaments in the optical images presented by Smith (1997). Another problem is the high ($`6.5\times 10^8`$ dynes cm-2) pressure of hot electrons, which exceeds the estimated ram pressure of the blast wave by an order of magnitude or more. This problem becomes more acute if the filling fraction $`f_h`$ is not small. In this case one must assume that an additional energy source exists throughout the X-ray emitting plasma, which could heat hot electrons and balance their Coulomb losses. The power required to achieve this balance far outstrips the amount of kinetic energy in the blast wave. We conclude that the observed X-ray continuum emission at low energies cannot be produced by nonthermal bremsstrahlung.

While the low-energy continuum is almost certainly synchrotron radiation, the high-energy continuum in the vicinity of the Fe $`K\alpha `$ line could in principle be produced by nonthermal bremsstrahlung by high energy suprathermal electrons. Because of the high ($`510`$ keV) electron energies required to produce this continuum, such electrons will be less strongly coupled to the cold electrons through Coulomb collisions than the $`2`$ keV electrons considered above. The high energy continuum is nevertheless quite strong, implying a high density $`n_{eh}`$ for these fast electrons and nonnegligible thermal coupling between cold and fast electrons. We can repeat our previous arguments where now the subscript $`h`$ refers to the $`510`$ keV electrons. Using our thermal fit to the high energy continuum and our estimates of the X-ray emitting volume (see §4.2), we arrive at $`n_{eh}=0.48/f_hn_Hd_3`$ cm-3. Next, we estimate the energy transfer rate from hot to cold electrons, again approximating their electron distribution functions by Maxwellians with low ($`T_c`$) and high ($`T_h`$) temperatures. This rate (per unit volume) is equal to $`\frac{3}{2}n_{eh}kdT_h/dt=\frac{3}{2}n_{eh}k(T_hT_c)/t_{eq}`$, where $`t_{eq}`$ is the equipartition time between two Maxwellian electron distributions given by Spitzer (1962). With our estimate for $`n_{eh}`$, and assuming that $`T_cT_h`$, we arrive at the energy transfer rate of $`0.86kT_h/n_et_{eq}f_hd_3`$. Note that because $`t_{eq}n_e^1`$, this energy transfer rate is independent of the density of cold electrons. For $`kT_h=5`$ keV, $`f_h=1`$, we arrive at a conservative lower limit to the energy transfer rate of $`3.4\times 10^{18}d_3^1`$ ergs cm-3 s-1. If we now neglect fast electron energy losses, i. e., if we assume that $`T_h`$ is constant so that the fast electrons coexist with the cold electrons throughout the whole X-ray emitting plasma, we find that in 1,000 yr the total amount of transferred energy is equal to $`1.1\times 10^7`$ ergs cm-3. This would result in a thermal pressure of the cold plasma of $`7.1\times 10^8`$ dynes cm-3, more than the ram pressure of the blast wave, where velocities range up to 900 km s-1 and preshock densities may be as high as $`1`$ cm-3 (Ghavamian et al., 2001). While there are some uncertainties in estimates of the preshock density because of the unknown preshock ionization fraction, this finding suggests that $`510`$ keV electrons would play a major role in the energy balance of the plasma. This is not expected in standard particle acceleration models where most of the shock kinetic energy is transfered to cosmic-ray particles, and would rule out the simultaneous production of $`100`$ times as much energy in accelerated ions, as observed in cosmic rays at Earth.

This problem remains if we relax our assumption of constant $`T_h`$ by allowing for Coulomb energy losses. We assume that fast electrons are injected at the shock front with energy $`E`$ and then lose their energy on a timescale $`t_E=5.3\times 10^3n_e^1`$ yr ($`t_E`$ was estimated here in the limit of $`T_c=0`$). For expected electron densities $`n_e`$ far in excess of 1 cm-3, Coulomb energy losses are important. The volume filling fraction $`f_h`$ for plasma containing fast electrons is then small, less than $`t_E/t_s=0.53t_{s,4}^1n_e^1`$. With this volume fraction, we arrive at $`n_{eh}=1.6t_{s,4}`$ cm-3, and with $`T_h=5`$ keV the pressure of fast electrons is equal to $`2.6\times 10^9`$ dynes cm-2 even for a relatively young ($`t_{s,4}=0.2`$) shock. This pressure is substantial when compared with the estimated ram pressure, again implying a major role in the plasma energetics for $`510`$ keV electrons. It is hard to explain this in the framework of our current understanding of collisionless plasmas and the particle acceleration process. While we cannot completely rule out nonthermal bremsstrahlung as the explanation for the high-energy continuum on an observational basis alone, we do not favor it because of excessive energy requirements.

Fig. 7

Fig. 8


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# Unified Cloudy Models of L and T Dwarfs – Physical Basis of the Spectral Classification in the Substellar Regime

## 1. Introduction

The new spectral type L is characterized by the red color possibly due to the dust extinction while type T by the volatile molecules such as methane and water. Initially, we considered a fully dusty model (model B) and a dust-segregated model (model C) for the L and T type dwarfs, respectively. However, it was difficult to explain why such different cases are realized in different types of cool dwarfs. Also, increasing observations on cool dwarfs could not be explained even by the use of these different kinds of models. We then showed that all these difficulties can be resolved by models with a warm dust cloud deep in the photosphere (Tsuji 2001), and we extended this idea to a grid of unified cloudy models (UCMs)(Tsuji 2002). In this contribution, we reexamine some observed data with our UCMs being updated with the use of the new solar carbon and oxygen abundances by Allende Prieto, Lambert, & Asplund (2001, 2002).

## 2. Unified Cloudy Models

In the photospheres of L and T dwarfs, dust forms at its condensation temperature ($`T_{\mathrm{cond}}`$) but grows too large to be sustained in the photosphere at the critical temperature ($`T_{\mathrm{cr}}`$). For this reason, only small dust grains survive in the temperature range of $`T_{\mathrm{cr}}<T<T_{\mathrm{cond}}`$. This means a formation of a dust cloud whose temperature is fixed at rather high (note that $`T_{\mathrm{cond}}2000`$ K) independently of $`T_{\mathrm{eff}}`$. Since $`TT_{\mathrm{eff}}`$ at $`\tau _{\mathrm{Ross}}1`$, the dust cloud appears at the optically thin region ($`\tau _{\mathrm{Ross}}<1`$) in L dwarfs whose $`T_{\mathrm{eff}}`$’s are relatively high and at the optically thick region ($`\tau _{\mathrm{Ross}}>1`$) in T dwarfs whose $`T_{\mathrm{eff}}`$’s are lower. Then the dust will give direct observable effect in L dwarfs, which in fact appear to be dusty, but the dust cloud is situated too deep to give significant observable effect in T dwarfs. We then generated a grid of non-grey model photospheres in radiative-convective equilibrium under the presence of the dust cloud.

## 3. Observational Tests of the Unified Cloudy Models

We first analyze infrared colors based on our models. As an example, observed values of $`JK`$ (Leggett et al. 2002) plotted against spectral types (Geballe et al. 2002) and the predicted ones based on our cloudy models (UCMs) plotted against $`T_{\mathrm{eff}}`$ values are compared in Fig. 1a. The basic feature of the observed color, which is redder in the later spectral types at first but turns to blueward at about L5, can be well accounted for by our UCMs, but not at all by the fully dusty models B nor by the dust segregated models C. Further, the maximum value of $`JK`$ at about L5 can be explained by our UCMs with $`T_{\mathrm{cr}}1800`$ K, and thus the critical temperature, $`T_{\mathrm{cr}}`$, can be well constrained empirically.

Next, effective temperatures can be estimated so that the best fit can be obtained between the observed and predicted colors, and Fig. 1a already shows the result of such a fit. The resulting $`T_{\mathrm{eff}}`$ \- Sp. Type relationship is shown in Fig. 1b by the solid line (also Table 2 in Tsuji 2002). For comparison, empirical $`T_{\mathrm{eff}}`$ values based on the measured bolometric fluxes and parallaxes (assuming a fixed radius) by Burgasser (2002) are shown by the filled circles in Fig. 1b. The agreement is not so good especially in the early L dwarfs and further works should be needed before we could have a convincing $`T_{\mathrm{eff}}`$ scale.

Once the infrared colors can be accounted for by our UCMs, the infrared spectra may in principle be accounted for as well. However, some details of the molecular spectra depend on the chemical composition besides $`T_{\mathrm{eff}}`$, and no satisfactory interpretation was possible with the use of the solar abundances by Anders & Grevesse (1989) (see Fig.12 in Tsuji 2002). Thanks to the recent revisions not only of O but also of C abundances by Allende Prieto et al.(2001, 2002), however, the observed spectrum of the L dwarf prototype GD165B (Jones et al. 1994) can be reasonably fitted at last with the predicted one based on our UCM ($`T_{\mathrm{cr}}=1800`$ K) of $`T_{\mathrm{eff}}=1800`$ K (from Fig. 1b for this L3$`\pm `$1 dwarf), but never be fitted with those based on the models B and C, as shown in Fig. 2.

## 4. Spectral Classification of L and T Dwarfs

A unified spectral classification of L and T dwarfs by Geballe et al.(2002) is based on the H2O and CH4 indices derived from the near IR spectra. We compare one of them (H2O 1.2 $`\mu `$m index) with the predicted ones from our model spectra in Fig. 3a. Also, observed EWs of K I 1.2432 $`\mu `$m (Burgasser 2002) are compared with the predicted ones in Fig. 3b. The rather modest increase of H2O index in the L dwarf regime is due to the compensation of the increasing H2O abundance and the increasing dust extinction towards the later L dwarfs, in which the dust cloud is still in the optically thin photosphere. K I EWs show the minimum at about L5 because the dust column density of the cloud in the optically thin region is the largest at about L5 (or $`T_{\mathrm{eff}}1500`$ K). After the dust cloud penetrates into the optically thick region at $`T_{\mathrm{eff}}<1500`$ K, the region above the cloud is dominated by the increasing amount of volatile molecules and mildly volatile atoms (e.g. K) towards the later T dwarfs. This explains the rapid increase of the H2O indices as well as the upturn of K I EWs in the T dwarf regime.

Thus, our UCMs will provide the physical basis for the spectral classification of L and T dwarfs. It is to be noted, however, that what matters in the L – T classification is the formation of the dust cloud at different optical depths $`\tau _{\mathrm{Ross}}`$ (though at nearly fixed temperature near $`T_{\mathrm{cond}}`$) rather than the amount of dust predicted by the thermochemical theory. This shows a marked contrast to the classical spectral types O – M, which are directly related to the amount of ions, atoms, and molecules predicted by the ionization and dissociation theory.

## 5.  Concluding Remarks

We showed that the observed spectra and colors of L and T dwarfs can be accounted for consistently with our UCMs. On the other hand, our previous models such as the fully dusty models B and the fully dust-depleted models C (and, by implication, more or less similar models by other authors) are far too short to explain the observed colors (Fig.1a), spectra (Fig.2) and spectral indices (Fig.3) of cool dwarfs, especially from middle L to early T. Thus the presence of the dust cloud deep in the photosphere should be an essential feature of L and T dwarfs, as also noted by Marley et al.(2002) from a different approach based on the planetary theory. We followed stellar approach throughout and pursued a simple model as far as possible, but it is clear that this is only an initial step towards understanding the complicated phenomena in ultracool dwarfs.

## References

Allende Prieto, C., Lambert, D. L. & Asplund, M. 2001, ApJ, 556, L63

Allende Prieto, C., Lambert, D. L. & Asplund, M. 2002, ApJ, 573, L137

Anders, E., & Grevesse, N. 1989, Geochim. Cosmochim. Acta, 53, 197

Burgasser, A. J. 2002, Ph. D. thesis, California Institute of Technology

Geballe, T., et al. 2002, ApJ, 564,466

Jones, H. R. A., Longmore, A. J., Jameson, R. F., & Mountain, C. M. 1994, MNRAS, 267, 413

Leggett, S. K., et al. 2002, ApJ, 564, 452

Marley, M. S., et al. 2002, ApJ, 568, 335

Tsuji, T. 2001, in Ultracool Dwarfs - New Spectral Types L and T, ed. H. R. A. Jones & I. A. Steele (Berlin: Springer-Verlag), 9

Tsuji, T. 2002, ApJ, 575, 264


text:
# 1 Introduction

## 1 Introduction

“Charming penguins” started back in 1997, coming out of a study aimed to evaluate hadronic effects in non-leptonic two-body $`B`$ decays. During the years, several episodes added to the saga:

1. The penguin menace . A lattice-inspired Wick-contraction parametrization of hadronic amplitudes was introduced and the observation was put forward that non-factorizable penguin contractions of current-current operators containing two $`c`$ quarks (the charming penguins) could give large contributions in some $`B`$ decay channels, notably $`BK\pi `$ (a similar idea was already present in ref. ).
2. The neat hack of the clones . The original Wick-contraction parametrization was modified by Buras and Silvestrini. The hadronic matrix elements were expressed in terms of new renormalization-group invariant parameters given by suitable combinations of the old ones. Many $`B`$ decay channels were classified according to the new parametrization. Charming penguins became a more complex object, containing further contractions (annihilations, penguin contractions of penguin operators) in addition to the original one.
3. A new hope . The one-loop proof that factorization of hadronic matrix elements holds in the limit $`m_b\mathrm{}`$ puts phenomenological approaches based on factorization on a firmer theoretical ground (other theoretical approaches to factorization in the infinite mass limit were already developed, although not at the same level of accuracy ). In this limit, non-factorizable corrections were shown to be computable using perturbation theory. Perturbative penguins turned out to give in general small contributions. Charming penguins seemed at loss.
4. Charming penguins strike back . Using $`BK\pi `$ data, it was shown that the parameter accounting for charming penguins has the expected size of a $`\mathrm{\Lambda }_{QCD}/m_b`$ correction. Therefore, a sizable non-perturbative effect of charming penguins is not in disagreement with the results on factorization obtained in the infinite mass limit. In addition, it is preferred by the data.
5. The return of factorization . While everybody agrees that power-suppressed terms are in general non-perturbative and non-factorizable, it was argued that still the bulk of the $`\mathrm{\Lambda }_{QCD}/m_b`$ corrections can be either factorized or, failing that, accounted for by few parameters (this framework is called improved QCD factorization). In addition, these parameters, once properly defined, are claimed to have negligible effects on $`BK\pi `$ branching ratios. Under these assumptions, which were shown to be compatible with the present data, these branching ratios can be used to extract the CKM angle $`\gamma `$.

Is the saga arrived to its end? Theoretically, it is not clear whether a non-perturbative contribution such as charming penguins is large or small. A recent calculation using renormalons found no sign of it , while, on the contrary, it is present and effective in other approaches . The $`BK\pi `$ data certainly call for power-suppressed terms and charming penguins are able to provide what is needed. Other approaches, such as the popular improved QCD factorization, are also compatible with the data, but none is able to make predictions based only on the theory, due to the presence of phenomenological parameters. Indeed, the presence of these parameters makes us very skeptical about the possibility of extracting the CKM angle $`\gamma `$ from the measurement of the $`BK\pi `$ branching ratios.

## 2 Charming penguins at work

In this section we collect the main formulae for the amplitudes of $`BK\pi ,\pi \pi `$, introducing the parametrization used in the analysis. We refer the reader to the literature for any detail on the origin and the properties of these parameters . From ref. , one reads

$`A(B_dK^+\pi ^{})`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}\left(\lambda _t^sP_1\lambda _u^s(E_1P_1^{GIM})\right)`$
$`A(B^+K^+\pi ^0)`$ $`=`$ $`{\displaystyle \frac{G_F}{2}}\left(\lambda _t^sP_1\lambda _u^s(E_1+E_2P_1^{GIM}+A_1)\right)+\mathrm{\Delta }A`$
$`A(B^+K^0\pi ^+)`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}\left(\lambda _t^sP_1+\lambda _u^s(A_1P_1^{GIM})\right)+\mathrm{\Delta }A`$
$`A(B_dK^0\pi ^0)`$ $`=`$ $`{\displaystyle \frac{G_F}{2}}\left(\lambda _t^sP_1\lambda _u^s(E_2+P_1^{GIM})\right)+\mathrm{\Delta }A`$ (1)
$`A(B_d\pi ^+\pi ^{})`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}\left(\lambda _t^d(P_1+P_3)\lambda _u^d(E_1+A_2P_1^{GIM})P_3^{GIM}\right)`$
$`A(B_d\pi ^+\pi ^0)`$ $`=`$ $`{\displaystyle \frac{G_F}{2}}\left(\lambda _u^d(E_1+E_2)\right)+\mathrm{\Delta }A`$
$`A(B_d\pi ^0\pi ^0)`$ $`=`$ $`{\displaystyle \frac{G_F}{2}}\left(\lambda _t^s(P_1+P_3)\lambda _u^s(E_2+P_1^{GIM}+P_3^{GIM}A_2)\right)+\mathrm{\Delta }A,`$
where $`\lambda _q^{}^q=V_{q^{}q}V_{q^{}b}^{}`$. Neglecting the $`A_i`$, these parameters can be rewritten as

$`E_1=a_1^cA_{\pi K},E_2=a_2^cA_{K\pi },A_1=A_2=0,`$
$`P_1=a_4^cA_{\pi K}+\stackrel{~}{P}_1,P_1^{GIM}=(a_4^ca_4^u)A_{\pi K}+\stackrel{~}{P}_1^{GIM}.`$ (2)
The terms proportional to $`a_i^q`$ gives the parameters computed in the limit $`m_b\mathrm{}`$ using QCD factorization. Their definition, together with those of $`A_{\pi K}`$, $`A_{K\pi }`$, etc., can be found for instance in ref. , although power-suppressed terms included there, proportional to the chiral factors $`r_{K,\pi }^\chi `$, should be discarded in eqs. (2). In our case, in fact, terms of $`O(\mathrm{\Lambda }_{QCD}/m_b)`$ are accounted for by two phenomenological parameters: the charming-penguin parameter $`\stackrel{~}{P}_1`$ and the GIM-penguin parameter $`\stackrel{~}{P}_1^{GIM}`$ . In $`BK\pi `$ there are no other contributions, once flavour $`SU(2)`$ symmetry is used and few other doubly Cabibbo-suppressed terms, including corrections to emission parametes $`E_1`$ and $`E_2`$, some annihilations ($`A_1`$) and the Zweig-suppressed contactions ($`\mathrm{\Delta }A`$), are neglected . On the contrary, further power-suppressed terms ($`A_2`$, $`P_3`$, $`P_3^{GIM}`$) enter the $`B\pi \pi `$ amplitudes, all with the same power of the Cabibbo angle. Therefore, these modes are subject to a larger uncertainty than the $`BK\pi `$ ones.

Using the inputs collected in Table 1, we fit the value of the complex parameter $`\stackrel{~}{P}_1=(0.13\pm 0.02)e^{\pm i(114\pm 35)^o}`$ in units of $`f_\pi F_\pi (M_\pi )`$. Notice that the sign of the phase is practically not constrained by the data. This result is almost independent of the inputs used for the CKM parameters $`\rho `$ and $`\eta `$, namely whether these parameters are taken from the usual unitarity triangle analysis (UTA)  or only the constraint from $`|V_{ub}/V_{cb}|`$ is used.

For the sake of simplicity, we also neglect here the contribution of $`\stackrel{~}{P}_1^{GIM}`$. The $`BK\pi `$ data do not constrain this parameter very effectively, since its contribution is doubly Cabibbo suppressed with respect to $`\stackrel{~}{P}_1`$. The remaining $`\pi ^+\pi ^{}`$ mode alone is not sufficient to fully determine the complex parameter $`\stackrel{~}{P}_1^{GIM}`$. It is interesting, however, to notice that the GIM-penguin contribution is potentially able to enhance the $`(B\pi ^0\pi ^0)`$ up to few $`\times 10^6`$ .

Table 2 shows the predicted values of the CP-averaged branching ratios $``$ and the absolute value of the CP-asymmetries $`|𝒜_{CP}|`$ for the $`BK\pi `$ and $`B\pi \pi `$ modes, since the data are not able to fix the sign of asymmetries. Charming penguins are able to reproduce the $`K\pi `$ data and are also consistent with the only $`\pi \pi `$ mode measured so far. It is interesting to notice that the latest measurements improve the consistency, for a comparison see refs. .

## 3 Remarks on the different approaches

Since the different approaches aiming at evaluating power-suppressed terms contain phenomenological parameters, it is natural to ask whether, after all, they are equivalent or not, even if the physical mechanism invoked to introduce the parameters is not the same. To answer this question, it is useful to compute the parameters $`\stackrel{~}{P}_1`$ and $`\stackrel{~}{P}_1^{GIM}`$ within improved QCD factorization. They read

$$\stackrel{~}{P}_1=r_K^\chi a_6^cA_{\pi K}+b_3B_{\pi K},\stackrel{~}{P}_1^{GIM}=r_K^\chi (a_6^ca_6^u)A_{\pi K},$$
(3)
where the functions $`a_i^q`$ ($`b_i`$) contain the complex parameter $`\rho _H`$ ($`\rho _A`$), see ref.  for the definitions. These two parameters account for chirally-enhanced terms, originating from hard-spectator interactions and annihilations respectively, which are not computable within the improved QCD factorization.

The functional dependence of the amplitudes on the phenomenological parameters in the two approaches is different. For instance, the GIM-penguin parameter is a pure short-distance correction in the improved QCD factorization, since the $`\rho _H`$ dependence cancels out in the difference $`a_6^ca_6^u`$. In practice, however, the main contribution of the phenomenological parameters to the $`BK\pi `$ amplitudes comes from the annihilation term $`b_3`$, i.e. from $`\rho _A`$ . This term behaves effectively as the charming-penguin parameter, enhancing the Cabibbo-favored amplitude.

Notice that a vanishing $`\rho _A`$ (and $`\rho _H`$), which turns out to be compatible with the data, does not mean that the phenomenological contribution is negligible. In fact, the parameters are defined so that the phenomenological terms are functions of $`X_{A(H)}=(1+\rho _{A(H)})\mathrm{log}(m_B/\mu _h)`$, where the scale $`\mu _h`$ is assumed to be 0.5 GeV .

## 4 Non-leptonic $`𝑩`$ decays and the extraction of $`𝜸`$

The presence of complex phenomenological parameters in the amplitudes makes the extraction of $`\gamma `$ very problematic. We checked using the $`|V_{ub}/V_{cb}|`$-constrained fit that almost any value of $`\gamma `$ is allowed, given the uncertainty on $`\stackrel{~}{P}_1`$. This seems a general problem which make us doubt recent claims proposing non-leptonic $`B`$ decays as an effective tool for the CKM matrix determination. Even more, we think that the combination of the contraint from $`BK\pi `$ decays on $`\gamma `$ with the others can even be misleading. The reason is very simple: $`\gamma `$ is looked for through the effect of interefence terms in the branching ratios. The presence of a competing amplitude with a new phase, i.e. the one containing the phenomenological parameter, makes the extraction of $`\gamma `$ much more complicated. Although weak and strong phases can be disentangled in principle, in practice we checked that not only the task is very difficult now, but the situation improves slowly as data become more accurate, even when the CP asymmetries will be measured.

Concerning various analyses based on the improved QCD factorization claiming to find a “large” value of $`\gamma 90^o`$, we just notice that, as far as we know, they all assume the bound $`|\rho _A|<1`$, suggested in ref.  as a theoretical prejudice and supported by the observation that even $`|\rho _A|=0`$ produces a good fit to $`(BK\pi )`$. A better fit, however, can be obtained letting $`|\rho _A|`$ take values up to about $`3`$. As shown in ref. , by doing so, the contribution of the constraint from non-leptonic $`B`$ decays to a global fit of $`\gamma `$ becomes totally negligible. In other words, for $`|\rho _A|3`$, the annihilation amplitude containing $`\rho _A`$ becomes competitive with the others, improving the fit to the $``$s on the one hand and weakening the predictivity on $`\gamma `$ on the other.


text:
# EXPLICIT INVERSION FOR TWO BROWNIAN–TYPE MATRICES

## 1 Introduction

Brownian matrices are frequently involved in problems concerning “digital signal processing”. In particular, Brownian motion is one of the most common linear models used for representing nonstationary signals. The covariance matrix of a discrete–time Brownian motion has, in turn, a very characteristic structure, the so-called “Brownian matrix”.

In  (Eq. (2)) the explicit inverse of a class of matrices $`G_n=[\beta _{ij}]`$ with elements

$$\beta _{ij}=\{\begin{array}{cc}b_j,\hfill & ij,\hfill \\ a_j,\hfill & i>j.\hfill \end{array}$$
(1)
is given. On the other hand, the analytic expressions of the inverses of two symmetric matrices $`K=[\kappa _{ij}]`$ and $`N=[\nu _{ij}]`$, where

$$\kappa _{ij}=k_i\text{and}\nu _{ij}=k_j,ij,$$
(2)
respectively, are presented in  (first equation in p. 113, and Eq. (1), respectively). The matrix $`K`$ is a special case of Brownian matrix and $`G_n`$ is a lower Brownian matrix, as they have been defined in  (Eq. (2.1)). Earlier, in  (paragraph following Eq. (3.3)) the term “pure Brownian matrix” for the type of the matrix $`K`$ has introduced. Furthermore, in  (discussion concerning Eqs. (28)–(30)) the so-called “diagonal innovation matrices” (DIM) have been treated, special cases of which are the matrices $`K`$ and $`N`$.

In the present paper, we consider two matrices $`A_1`$ and $`A_2`$ defined by

$$A_1=KG_n\text{and}A_2=NG_n,$$
(3)
where the symbol $``$ denotes the Hadamard product. Hence, the matrices have the forms

$$A_1=\left[\begin{array}{cccccc}k_1b_1& k_1b_2& k_1b_3& \mathrm{}& k_1b_{n1}& k_1b_n\\ k_1a_1& k_2b_2& k_2b_3& \mathrm{}& k_2b_{n1}& k_2b_n\\ k_1a_1& k_2a_2& k_3b_3& \mathrm{}& k_3b_{n1}& k_3b_n\\ \mathrm{}& & & & & \\ k_1a_1& k_2a_2& k_3a_3& \mathrm{}& k_{n1}b_{n1}& k_{n1}b_n\\ k_1a_1& k_2a_2& k_3a_3& \mathrm{}& k_{n1}a_{n1}& k_nb_n\end{array}\right]$$
(4)
and

$$A_2=\left[\begin{array}{cccccc}k_1b_1& k_2b_2& k_3b_3& \mathrm{}& k_{n1}b_{n1}& k_nb_n\\ k_2a_1& k_2b_2& k_3b_3& \mathrm{}& k_{n1}b_{n1}& k_nb_n\\ k_3a_1& k_3a_2& k_3b_3& \mathrm{}& k_{n1}b_{n1}& k_nb_n\\ \mathrm{}& & & & & \\ k_{n1}a_1& k_{n1}a_2& k_{n1}a_3& \mathrm{}& k_{n1}b_{n1}& k_nb_n\\ k_na_1& k_na_2& k_na_3& \mathrm{}& k_na_{n1}& k_nb_n\end{array}\right].$$
(5)
Let us now define for a matrix $`B=[b_{ij}]`$ the terms “pure upper Brownian matrix” and “pure lower Brownian matrix”, for the elements of which the following relations are respectively valid

$$b_{i,j+1}=b_{ij},ij,\mathrm{and}b_{i+1,j}=b_{ij},ij.$$
(6)
The matrix $`A_1`$ (Eq. (4)) is a lower Brownian matrix. Furthermore, the matrix $`PNP`$, where $`P=[p_{ij}]`$ is the permutation matrix with elements

$$p_{ij}=\{\begin{array}{cc}1,\hfill & i+j=n+1,\hfill \\ 0,\hfill & \mathrm{otherwise},\hfill \end{array}$$
(7)
is a pure Brownian matrix and $`PG_nP`$ a pure lower Brownian matrix. Hence, their Hadamard product $`(PNP)(PG_nP)`$ gives a pure lower Brownian matrix, that is, the matrix $`PA_2P`$.

In the following sections, we deduce in analytic form the inverses and determinants of the matrices $`A_1`$ and $`A_2`$; and we study the numerical complexity on evaluating $`A_1^1`$ and $`A_2^1`$.

## 2 The Inverse and Determinant of $`A_1`$

The inverse of $`A_1`$ is a lower Hessenberg matrix expressed analytically by the $`3n1`$ parameters defining $`A_1`$. In particular, the inverse $`A_1^1=[\alpha _{ij}]`$ has elements given by the relations

$$\alpha _{ij}=\{\begin{array}{cc}\frac{k_{i+1}b_{i1}k_{i1}a_{i1}}{c_{i1}c_i},\hfill & i=j1,n,\hfill \\ & \\ \frac{k_2}{k_1c_1},\hfill & i=j=1,\hfill \\ & \\ \frac{b_{n1}}{c_{n1}c_n},\hfill & i=j=n,\hfill \\ & \\ (1)^{i+j}\frac{d_{j1}g_i{\displaystyle \underset{\nu =j+1}{\overset{i1}{}}}k_\nu f_\nu }{{\displaystyle \underset{\nu =j1}{\overset{i}{}}}c_\nu },\hfill & ij1,\hfill \\ & \\ \frac{1}{c_i},\hfill & ji=1,\hfill \\ & \\ 0,\hfill & ji>1,\hfill \end{array}$$
(8)
where

$$\{\begin{array}{cccc}c_i=k_{i+1}b_ik_ia_i,\hfill & i=1,2,\mathrm{},n1,\hfill & c_0=1,\hfill & c_n=b_n,\hfill \\ d_i=k_{i+1}a_{i+1}b_ik_ia_ib_{i+1},\hfill & i=1,2,\mathrm{},n2,\hfill & d_0=a_1,\hfill & \\ f_i=a_ib_i,\hfill & i=2,3,\mathrm{},n1,\hfill & & \\ g_i=k_{i+1}k_i,\hfill & i=2,3,\mathrm{},n1,\hfill & g_n=1,\hfill & \end{array}$$
(9)
with

$$\underset{\nu =j+1}{\overset{i1}{}}k_\nu f_\nu =1\text{if}i=j+1,$$
(10)
and with the obvious assumptions

$$k_10\text{and}c_i0,i=1,2,\mathrm{},n.$$
(11)
To prove that the relations (8)–(10) give the inverse matrix $`A_1^1`$, we reduce $`A_1`$ to the identity matrix $`I`$ by applying a number of elementary row transformations. Then the product of the corresponding elementary matrices gives the inverse matrix of $`A_1`$. These transformations are defined by the following sequence of row operations.

Operation 1 (applied on $`A_1`$ and on the identity matrix $`I`$):

$$\text{row}i\frac{k_i}{k_{i+1}}\times \text{row}(i+1),i=1,2,\mathrm{},n1,$$

which transforms $`A_1`$ into the lower triangular matrix $`C_1`$ given by

$$\left[\begin{array}{cccccc}\frac{k_1\left(k_2b_1k_1a_1\right)}{k_2}\hfill & 0\hfill & 0\hfill & \mathrm{}\hfill & 0\hfill & 0\hfill \\ & & & & & \\ \frac{k_1a_1\left(k_3k_2\right)}{k_3}\hfill & \frac{k_2\left(k_3b_2k_2a_2\right)}{k_3}\hfill & 0\hfill & \mathrm{}\hfill & 0\hfill & 0\hfill \\ & & & & & \\ \frac{k_1a_1\left(k_4k_3\right)}{k_4}\hfill & \frac{k_2a_2\left(k_4k_3\right)}{k_4}\hfill & \frac{k_3\left(k_4b_3k_3a_3\right)}{k_4}\hfill & \mathrm{}\hfill & 0\hfill & 0\hfill \\ \mathrm{}\hfill & & & & & \\ \frac{k_1a_1\left(k_nk_{n1}\right)}{k_n}\hfill & \frac{k_2a_2\left(k_nk_{n1}\right)}{k_n}\hfill & \frac{k_3a_3\left(k_nk_{n1}\right)}{k_n}\hfill & \mathrm{}\hfill & \frac{k_{n1}\left(k_nb_{n1}k_{n1}a_{n1}\right)}{k_n}\hfill & 0\hfill \\ & & & & & \\ k_1a_1\hfill & k_2a_2\hfill & k_3a_3\hfill & \mathrm{}\hfill & k_{n1}a_{n1}\hfill & k_nb_n\hfill \end{array}\right],$$

and the identity matrix $`I`$ into the upper bidiagonal matrix $`F_1`$ with main diagonal

$$(1,1,\mathrm{},1)$$

and upper first diagonal

$$(\frac{k_1}{k_2},\frac{k_2}{k_3},\mathrm{},\frac{k_{n1}}{k_n}).$$

Operation 2 (applied on $`C_1`$ and $`F_1`$):

$$\text{row}i\frac{k_ig_i}{k_{i+1}g_{i1}}\times \text{row}(i1),i=n,n1,\mathrm{},3,k_{n+1}=1,$$

which derives a lower bidiagonal matrix $`C_2`$ with main diagonal

$$(\frac{k_1c_1}{k_2},\frac{k_2c_2}{k_3},\mathrm{},\frac{k_{n1}c_{n1}}{k_n},k_nc_n)$$

and lower first diagonal

$$(\frac{k_1a_1g_2}{k_3},\frac{k_2k_3g_3f_2}{k_4g_2},\mathrm{},\frac{k_{n2}k_{n1}g_{n1}f_{n2}}{k_ng_{n2}},\frac{k_{n1}k_nf_{n1}}{g_{n1}});$$

while the matrix $`F_1`$ is transformed into the tridiagonal matrix $`F_2`$ given by

$$\left[\begin{array}{cccccc}1& \frac{k_1}{k_2}& 0& \mathrm{}& 0& 0\\ 0& 1& \frac{k_2}{k_3}& \mathrm{}& 0& 0\\ 0& \frac{k_3g_3}{k_4g_2}& 1+\frac{k_2g_3}{k_4g_2}& \mathrm{}& 0& 0\\ \mathrm{}& & & & & \\ 0& 0& 0& \mathrm{}& 1+\frac{k_{n2}g_{n1}}{k_ng_{n2}}& \frac{k_{n1}}{k_n}\\ 0& 0& 0& \mathrm{}& \frac{k_n}{g_{n1}}& 1+\frac{k_{n1}}{g_{n1}}\end{array}\right].$$

Operation 3 (applied on $`C_2`$ and $`F_2`$):

$$\text{row}2\frac{k_2a_1g_2}{k_3c_1}\times \text{row}1\text{and}\text{row}ik_i\frac{k_ig_if_{i1}}{k_{i+1}g_{i1}c_{i1}}\times \text{row}(i1),i=3,4,\mathrm{},n,$$

which derives the diagonal matrix

$$C_3=\frac{k_1c_1}{k_2}\frac{k_2c_2}{k_3}\mathrm{}\frac{k_{n1}c_{n1}}{k_n}k_nc_n,$$

and, respectively, the lower Hessenberg matrix $`F_3`$ given by

$$\left[\begin{array}{ccccc}1& \frac{k_1}{k_2}& \mathrm{}& 0& 0\\ & & & & \\ \frac{k_2a_1g_2}{k_3c_0c_1}& \frac{k_2\left(k_3b_1k_1a_1\right)}{k_3c_1}& \mathrm{}& 0& 0\\ & & & & \\ \frac{k_3a_1g_3k_2f_2}{k_4c_0c_1c_2}& \frac{k_3d_1g_3}{k_4c_1c_2}& \mathrm{}& 0& 0\\ \mathrm{}& & & & \\ \frac{sk_{n1}a_1g_{n1}k_2f_2\mathrm{}k_{n2}f_{n2}}{k_nc_0c_1\mathrm{}c_{n2}}& \frac{sk_{n1}d_1g_{n1}k_3f_3\mathrm{}k_{n2}f_{n2}}{k_nc_1c_2\mathrm{}c_{n2}}& \mathrm{}& \frac{k_{n1}\left(k_nb_{n2}k_{n2}a_{n2}\right)}{k_nc_{n2}}& \frac{k_{n1}}{k_n}\\ & & & & \\ \frac{sk_na_1g_nk_2f_2\mathrm{}k_{n1}f_{n1}}{c_0c_1\mathrm{}c_{n1}}& \frac{sk_nd_1g_nk_3f_3\mathrm{}k_{n1}f_{n1}}{c_1c_2\mathrm{}c_{n1}}& \mathrm{}& \frac{k_nd_{n2}}{c_{n2}c_{n1}}& \frac{k_nb_{n1}}{c_{n1}}\end{array}\right],$$

with the symbol $`s`$ standing for the quantity $`(1)^{i+j}`$.

Operation 4 (applied on $`C_3`$ and $`F_3`$):

$$\frac{k_{i+1}}{k_ic_i}\times \text{row}i,i=1,2,\mathrm{},n,$$

which transforms $`C_3`$ into the identity matrix $`I`$ and the matrix $`F_3`$ into the inverse $`A_1^1`$.

The determinant of $`A_1`$ takes the form

$$\text{det}\left(A_1\right)=k_1b_n\left(k_2b_1k_1a_1\right)\left(k_3b_2k_2a_2\right)\mathrm{}\left(k_nb_{n1}k_{n1}a_{n1}\right).$$
(12)
Evidently, $`A_1`$ is singular if $`k_1=0`$ or, considering the relations (9), if $`c_i=0`$ for some $`i\{1,2,\mathrm{},n\}`$.

## 3 The Inverse and Determinant of $`A_2`$

In the case of $`A_2`$, its inverse $`A_2^1=[\alpha _{ij}]`$ is a lower Hessenberg matrix with elements given by the relations

$$\alpha _{ij}=\{\begin{array}{cc}\frac{k_{i1}b_{i1}k_{i+1}a_{i1}}{c_{i1}c_i},\hfill & i=j1,n,\hfill \\ & \\ \frac{1}{c_1},\hfill & i=j=1,\hfill \\ & \\ \frac{k_{n1}b_{n1}}{k_nc_{n1}c_n},\hfill & i=j=n,\hfill \\ & \\ (1)^{i+j}\frac{d_{j1}g_i{\displaystyle \underset{\nu =j+1}{\overset{i1}{}}}k_\nu f_\nu }{{\displaystyle \underset{\nu =j1}{\overset{i}{}}}c_\nu },\hfill & ij1,\hfill \\ & \\ \frac{1}{c_i},\hfill & ji=1,\hfill \\ & \\ 0,\hfill & ji>1,\hfill \end{array}$$
(13)
where

$$\{\begin{array}{cccc}c_i=k_ib_ik_{i+1}a_i,\hfill & i=1,2,\mathrm{},n1,\hfill & c_0=1,\hfill & c_n=b_n,\hfill \\ d_i=k_ia_{i+1}b_ik_{i+1}a_ib_{i+1},\hfill & i=1,2,\mathrm{},n2,\hfill & d_0=a_1,\hfill & \\ f_i=a_ib_i,\hfill & i=2,3,\mathrm{},n1,\hfill & & \\ g_i=k_ik_{i+1},\hfill & i=2,3,\mathrm{},n1,\hfill & g_n=1,\hfill & \end{array}$$
(14)
with

$$\underset{\nu =j+1}{\overset{i1}{}}k_\nu f_\nu =1\text{if}i=j+1,$$
(15)
and with the obvious assumptions

$$k_n0\text{and}c_i0,i=1,2,\mathrm{},n.$$
(16)
In order to prove that the relations (13)–(15) give the inverse matrix $`A_2^1`$, we follow a similar manner to that of Sec. 2.

Operation 1 (applied on $`A_2`$ and on the identity matrix $`I`$):

$$\text{row}i\text{row}(i+1),i=1,2,\mathrm{},n1,$$

which transforms $`A_2`$ into the lower triangular matrix $`D_1`$ equal to

$$\left[\begin{array}{ccccc}k_1b_1k_2a_1& 0& \mathrm{}& 0& 0\\ a_1\left(k_2k_3\right)& k_2b_2k_3a_2& \mathrm{}& 0& 0\\ \mathrm{}& & & & \\ a_1\left(k_{n1}k_n\right)& a_2\left(k_{n1}k_n\right)& \mathrm{}& k_{n1}b_{n1}k_na_{n1}& 0\\ k_na_1& k_na_2& \mathrm{}& k_na_{n1}& k_nb_n\end{array}\right],$$

and the identity matrix $`I`$ into the bidiagonal matrix $`L_1`$ with main diagonal

$$(1,1,\mathrm{},1,1)$$

and upper first diagonal

$$(1,1,\mathrm{},1,1).$$

Operation 2 (applied on $`D_1`$ and $`L_1`$):

$$\text{row}n\frac{k_n}{g_{n1}}\times \text{row}(n1)\text{and}\text{row}i\frac{g_i}{g_{i1}}\times \text{row}(i1),i=n1,n2,\mathrm{},3,$$

which derives the lower bidiagonal matrix $`D_2`$ with main diagonal

$$(c_1,c_2,\mathrm{},c_{n1},k_nc_n)$$

and lower first diagonal

$$(a_1g_2,\frac{g_3k_2f_2}{g_2},\mathrm{},\frac{g_{n1}k_{n2}f_{n2}}{g_{n2}},\frac{k_nk_{n1}f_{n1}}{g_{n1}});$$

while the matrix $`L_1`$ is transformed into the tridiagonal matrix $`L_2`$ with main diagonal

$$(1,1,1+\frac{g_3}{g_2},\mathrm{},1+\frac{g_{n1}}{g_{n2}},1+\frac{k_n}{g_{n1}}),$$

upper first diagonal

$$(1,1,\mathrm{},1,1)$$

and lower first diagonal

$$(0,\frac{g_3}{g_2},\mathrm{},\frac{g_{n1}}{g_{n2}},\frac{k_n}{g_{n1}}).$$

Operation 3 (applied on $`D_2`$ and $`L_2`$):

$$\text{row}2\frac{a_1g_2}{c_1}\text{row}1,\text{row}i\frac{g_ik_{i1}f_{i1}}{g_{i1}c_{i1}}\text{row}(i1),\mathrm{},\text{row}n\frac{k_nk_{n1}f_{n1}}{g_{n1}c_{n1}}\text{row}(n1),$$

with $`i=3,4,\mathrm{},n1`$, which yields the diagonal matrix $`D_3`$,

$$D_3=c_1c_2\mathrm{}c_{n1}k_nc_n,$$

and the lower Hessenberg matrix $`L_3`$ equal to

$$\left[\begin{array}{ccccc}1& 1& \mathrm{}& 0& 0\\ & & & & \\ \frac{a_1g_2}{c_0c_1}& \frac{k_1b_1k_3a_1}{c_1}& \mathrm{}& 0& 0\\ & & & & \\ \frac{a_1g_3k_2f_2}{c_0c_1c_2}& \frac{d_1g_3}{c_1c_2}& \mathrm{}& 0& 0\\ \mathrm{}& & & & \\ \frac{sa_1g_{n1}k_2f_2\mathrm{}k_{n2}f_{n2}}{c_0c_1\mathrm{}c_{n2}}& \frac{sd_1g_{n1}k_3f_3\mathrm{}k_{n2}f_{n2}}{c_1\mathrm{}c_{n2}}& \mathrm{}& \frac{k_{n2}b_{n2}k_na_{n2}}{c_{n2}}& 1\\ & & & & \\ \frac{sk_na_1g_nk_2f_2\mathrm{}k_{n1}f_{n1}}{c_0c_1c_2\mathrm{}c_{n1}}& \frac{sk_nd_1g_nk_3f_3\mathrm{}k_{n1}f_{n1}}{c_1c_2\mathrm{}c_{n1}}& \mathrm{}& \frac{k_nd_{n2}g_n}{c_{n2}c_{n1}}& \frac{k_{n1}b_{n1}}{c_{n1}}\end{array}\right],$$

where the symbol $`s`$ stands for $`(1)^{i+j}`$.

Operation 4 (applied on $`D_3`$ and $`L_3`$):

$$\frac{1}{c_i}\times \text{row}i,i=1,2,\mathrm{},n1,\text{and}\frac{1}{k_nc_n}\times \text{row}n,$$

which transforms $`D_3`$ into the identity matrix $`I`$ and $`L_3`$ into the inverse $`A_2^1`$.

The determinant of $`A_2`$ has the form

$$\text{det}(A_2)=k_nb_n\left(k_1b_1k_2a_1\right)\left(k_2b_2k_3a_2\right)\mathrm{}\left(k_{n1}b_{n1}k_na_{n1}\right),$$
(17)
which shows in turn that the matrix $`A_2`$ is singular if $`k_n=0`$, or, adopting the conventions (14), if $`c_i=0`$ for some $`i\{1,2,\mathrm{},n\}`$.

## 4 Numerical Complexity

The relations (8) and (13) lead to recurrence formulae, by which the inverses $`A_1^1`$ and $`A_2^1`$, respectively, are computed in $`O(n^2)`$ multiplications/divisions and $`O(n)`$ additions/substractions. In fact, the recursive algorithm

$$\alpha _{i,i+1}=1/c_i,i=1,2,\mathrm{},n1,$$
(18)
$$\alpha _{ii}=\alpha _{i,i+1}+\frac{b_{i1}g_i}{c_{i1}c_i},i=2,3,\mathrm{},n1,\alpha _{11}=\frac{k_2}{k_1c_1},\alpha _{nn}=\frac{b_{n1}}{c_{n1}c_n},$$
(19)
$$\alpha _{i,i1}=\frac{d_{i2}g_i}{c_{i2}c_{i1}c_i},i=2,3,\mathrm{},n,$$
(20)
$$\alpha _{i,is1}=\frac{d_{is2}k_{is}f_{is}}{d_{is1}c_{is2}}\alpha _{i,is},i=3,4,\mathrm{},n,s=1,2,\mathrm{},i2,$$
(21)
where $`c_i`$, $`d_i`$, $`f_i`$, and $`g_i`$ are given by the relations (9), computes $`A_1^1`$ in $`5n^2/2+5n/26`$ mult/div (since the coefficients of $`\alpha _{i,is}`$ depends only on the second subscript) and $`5n9`$ add/sub.

In terms of $`j`$, the above algorithm takes the form

$$\alpha _{j1,j}=1/c_{j1},j=2,3,\mathrm{},n,$$

$$\alpha _{jj}=\alpha _{j,j+1}+\frac{b_{j1}g_j}{c_{j1}c_j},j=2,3,\mathrm{},n1,\alpha _{11}=\frac{k_2}{k_1c_1},\alpha _{nn}=\frac{b_{n1}}{c_{n1}c_n},$$

$$\alpha _{j+1,j}=\frac{d_{j1}g_{j+1}}{c_{j1}c_jc_{j+1}},j=1,2,\mathrm{},n1,$$

$$\alpha _{j+s+1,j}=\frac{g_{j+s+1}k_{j+s}f_{j+s}}{g_{j+s}c_{j+s+1}}\alpha _{j+s,j},j=1,2,\mathrm{},n2,s=1,2,\mathrm{},nj1.$$

For the computation of $`A_2^1`$ the algorithm (18)–(21) changes only in the estimation of the diagonal elements, for which we have

$$\alpha _{ii}=\alpha _{i,i+1}+\frac{a_{i1}g_i}{c_{i1}c_i},i=2,3,\mathrm{},n1,\alpha _{11}=\alpha _{12},\alpha _{nn}=\frac{k_{n1}b_{n1}}{k_nc_{n1}c_n},$$

where $`c_i`$, $`d_i`$, $`f_i`$, and $`g_i`$ are given by the relations (14). Therefore, considering the relations (9) and (14), it is clear that the number of mult/div and add/sub in computing $`A_2^1`$ is the same with that of $`A_1^1`$.

## 5 Concluding Remarks

The matrices $`A_1`$ and $`A_2`$ represent generalizations of known classes of test matrices. For instance, the test matrices given in  (Eqs. (2.1), (2.2)) and in  (Eq. (2)) belong to the categories presented. Furthermore, by restricting the $`a`$’s and $`b`$’s to unity, $`A_1`$ and $`A_2`$ reduce to the matrices given in . Also, the matrices in  (pp. 41, 42, 49) are special cases of $`A_1`$ and $`A_2`$. On the other hand, concerning the recursive algorithms given in Sec. 4, we have performed numerical experiments by assigning random values to the parameters of $`A_1`$, and with a variety of order $`n`$ from $`256`$ to $`1024`$. We have found that computing $`A_1^1`$ by the recursive algorithm (18)–(21) is $`100`$ times faster than using the LU decomposition when $`n=256`$ and increases gradually to $`1000`$ times faster when $`n=1024`$.