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# A New Sample of Distant Compact Groups From DPOSS

## 1 Introduction

A large fraction of all galaxies in the universe is found in groups (Nolthenious & White 1987). Groups probe intermediate scales between isolated galaxies and rich clusters, and are therefore important from a cosmological standpoint, providing constraints on the density parameter, $`\mathrm{\Omega }_0`$, and on the spectrum of primordial density fluctuations (e.g. West, Oemler & Dekel 1989). The study of groups is also important for investigating the relevant processes in the course of galaxy formation and evolution.

Despite their importance and frequency of occurrence, galaxy groups are much less studied than clusters of galaxies. Identification of structures with small numbers of galaxies is a difficult task because of contamination by the field, motivating the search for high density contrast systems. This special class of groups, called compact groups, was first observed by Stephan (1877) and Seyfert (1948). Later, extensive searches were conducted using the first Palomar Observatory Sky Survey (POSS-I, covering the sky north of $`\delta `$ = -27), allowing a more systematic study of these small galaxy systems (Vorontsov-Velyaminov 1959, 1977; Arp 1966). Vorontsov-Velyaminov (1959), by visually inspecting POSS-I plates, produced a list of 355 peculiar and interacting galaxy systems. Taking advantage of the light-gathering power of the 200-inch telescope on Palomar, Arp (1966) re-examined these peculiar systems and found other unusual types, producing an atlas of peculiar galaxies with 338 objects. These two works have shown the importance of compiling a more complete list of interacting systems, which could ultimately be used for studying environmental effects on galactic properties. Not as popular, but equally important, is the work of Shakhbasian (1973), who also visually inspected 200 POSS-I plates, covering 18% of the northern sky, and cataloged 376 small galaxy groups. Unfortunately, the search criteria used in these works relied on subjective values of critical selection parameters, and used visual inspection to establish object magnitudes and isolation from nearby structures. Motivated by the need for a homogeneous and well-quantified sample of compact groups, several authors produced objectively defined catalogs which are suitable for statistical analysis. Rose (1977) was the first to establish a quantitative method to search for compact groups, covering 7.5% of the sky and finding 205 systems, including triplets, quartets, and quintets. Although Rose’s work pioneered the systematic study of small galaxy systems, the best studied sample is that of Hickson (1982), which covers 67% of the northern sky and lists exactly 100 groups, with a median redshift of 0.03. This is the only sample for which redshift information is available for every group. More recently, new samples were defined based on digitized catalogs, avoiding most of the subjectivity of the previous compilations. Examples include the catalogs of Prandoni, Iovino & MacGillivray (1994), and Iovino (2002), which lists 121 compact groups in the southern sky over an area of $``$5000 square degrees. Other studies have been done utilizing redshifts for group identification. This alternative, which obvously alleviates most of the problems with interlopers that purely photometric searches encounter, is still limited by the availability of deep, large area redshift surveys, which are only recently becoming available (e.g. Barton et al. 1996, Barton, de Carvalho & Geller 1998; Allam & Tucker 2000, Focardi & Kelm 2002).

The level of AGN and starburst activity among compact group members was recently measured systematically, and an important relation established between morphology, density and activity (Coziol et al. 1998a,b). A subsample of 17 compact groups in the southern sky shows an excess of AGNs in the central regions, with the surrounding areas dominated by starburst activity. This relation has been confirmed by Coziol, Iovino, and de Carvalho (2000) using a larger sample, and may represent an important diagnostic measure of the degree of dynamical evolution in a group. The selection of a statistically significant sample of groups, not only in the nearby Universe, but also at higher redshifts, is of paramount importance to further test and extend such relations.

Iovino (2002) examined the main pitfalls of the Hickson sample and presented a new automated algorithm to search for groups. This new algorithm is especially suited to reach fainter magnitudes and can be properly adapted to extend the search for groups to higher redshifts. We have made use of this algorithm to define a sample of small, extremely dense groups of galaxies from the new digitized DPOSS survey catalog. This catalog has star/galaxy separation reliability of 90% at $`r=19.5^m`$ (Gunn-Thuan system). Moreover, it provides color information $`(gr)`$ which can be valuable in understanding the properties of the sample selected. Within an area of $`2000`$ square degrees around the north galactic pole, we selected a sample of 84 small, extremely compact groups, singled out by their high surface density of member galaxies, high density contrast with respect to the neighboring galaxy distribution, and narrow spread in magnitude among the member galaxies. These criteria provide an efficient way to minimize contamination by background/foreground galaxies, a main concern when going to fainter magnitudes.

In a hierarchical cosmological scenario, larger mass objects form from the non-linear interactions between smaller mass units (Press & Schechter 1974). Group progenitors would be formed during the early clustering of galaxies (or galaxy progenitors) and so one possibility to identify them and study their dynamical evolution is to extend current samples to higher redshifts. As the DPOSS catalog is released, we intend to build an objective sample of small, dense groups of galaxies covering the entire northern hemisphere out to $`z0.2`$. This sample will help investigate how interactions and mergers, likely to occur in such extreme environments, influence galaxy evolution.

This paper is organized as follows: §2 presents a brief description of the data used for the group search, methods employed in the group definition, and the group catalog. In §3 we discuss the statistical significance of this new catalog, and in §4 we summarize the main points presented in the paper, as well as the prospects for future studies of small galactic systems in the slightly larger redshift domain we probe here.

## 2 Data and Algorithm Used

Our search for Compact Groups is based on the DPOSS catalogs, which contain information for stars and galaxies in 3 colors (photographic $`JFN`$ bands, calibrated using CCDs to Thuan-Gunn $`gri`$, and corrected for Galactic extinction), down to a limiting magnitude of $`r21^m`$. The star-galaxy classification is accurate to $`>90\%`$ at $`r19.5^m`$ (Odewahn et al. 2002). For more details on how the catalogs were defined and their photometric quality we refer the reader to Gal et al. (2002). The details of the star-galaxy separation procedures are found in Odewahn et al. (2002).

We conducted our search using DPOSS catalogs covering a modest area of $`2000`$ square degrees around the north galactic pole. Our input catalog contains only galaxies in the magnitude range $`16.0^mr20.0^m`$, and we restrict our search to groups whose brightest galaxy has $`16.0^mr17.0^m`$.

The main goal of our algorithm is to keep the contamination by background/foreground galaxies down to reasonable levels, a difficult task in the magnitude range considered. The increase in surface density of galaxies seriously hampers the search, and the algorithm should maximize the probability of selecting groups which are real physical configurations.

As the algorithm will be run on a catalog of galaxies, we use a very simple tool to judge the amount of contamination in our group catalog by chance projection effects. We can apply the algorithm to select candidate groups from random galaxy catalogs, generated by shuffling, plate by plate, the coordinates of galaxies (ra,dec) in our original catalog, while preserving the magnitude and color information for each galaxy (see Prandoni, Iovino, & MacGillivray 1994). This way, any inherent correlation between color and magnitude of the catalogue galaxies is preserved. The plate by plate approach was chosen in order to preserve differences, sometimes on the order of 30%, in galaxy surface density among different plates.

The shuffled and the original galaxy catalogs will have the same distribution of galaxy apparent magnitudes and colors, while the spatial correlation is lost through the shuffling. The shuffled database is thus the parent sample in luminosity and colors for the compact groups and represents a good mixture of field and cluster galaxies. The candidate compact groups that are obtained applying our algorithm to such a shuffled catalog can be viewed as chance projection groups, as they are detected because of projection effects in a catalog where the spatial distribution of galaxies is randomized. We repeated the generation of shuffled galaxy catalogues twenty times, and used the mean value of the number of chance projection groups detected, $`N_{\mathrm{𝑟𝑎𝑛𝑑𝑜𝑚}}`$. In the extreme case of the presence of high density contrast structures in the galaxy distribution within single plates, we could be over-estimating the number of expected groups, as the structure in question will be only partially washed out by the shuffling of the coordinates. On the other hand, we note that shuffling was done on the full plate catalogue down to magnitude 20m, and at such faint magnitudes large, high density contrast structures are rare.

The ratio of the number of chance projection groups selected from the shuffled galaxy catalog to the number of compact group candidates selected from the original database, is a good estimate of the contamination rate (defined as $`N_{\mathrm{𝑟𝑎𝑛𝑑𝑜𝑚}}/N_{\mathrm{𝑟𝑒𝑎𝑙}}`$) of our final catalog.

According to the criteria originally devised by Hickson, an aggregation of galaxies is defined as a compact group if it contains four or more galaxies in a compact configuration and is isolated from the surrounding field (H82). The criteria are expressed by the following formulae:

* richness: $`n\mathrm{\hspace{0.33em}4}`$ , where $`n`$ is the number of galaxies within 3 magnitudes of the brightest group member ($`m_{brightest}`$).
* isolation: $`R_{isol}\mathrm{\hspace{0.33em}3}R_{gr}`$, where $`R_{gr}`$ is the radius of the smallest circle containing the centers of the group members and $`R_{isol}`$ is the distance from the center of the circle to the nearest non–member galaxy within 3 magnitudes of the brightest group member.
* compactness: $`\mu _{gr}<\mu _{limit}`$, where $`\mu _{gr}`$ is the mean surface brightness (magnitudes arcsec-2) within the circle of radius $`R_{gr}`$.

All magnitudes refer to the red E band of POSS-I, with which Hickson performed his visual search. In this photometric band $`\mu _{limit}=26.0`$ magnitudes arcsec-2.

At fainter magnitudes, the surface density of the sample of galaxies considered for the search increases. Background galaxies can, by chance, be superimposed on the isolation ring of a foreground group, causing it to be rejected by the isolation criterion. The reverse can also happen: a faint galaxy can be projected onto an existing triplet, causing it to be accepted by the richness criterion.

At brighter magnitudes, the surface density of the faintest galaxies entering the sample is so low that these two problems do not greatly affect the search. Furthermore, in a visual search there are other (implicit) criteria used to select the sample, which can help alleviate these problems. As shown in Prandoni Iovino, & MacGillivray (1994), the sample selected visually at bright magnitudes by Hickson satisfies tighter constraints than those stated explicitly. However, in an automated search targeting fainter magnitudes, these two problems can become a major source of both incompleteness and contamination. We investigate, with the help of randomized catalogs, how modifying the H82 criteria can minimize the contamination by chance projections.

We begin by exploring how changing $`\mu _{limit}`$ (the surface brightness limit imposed by the compactness criterion) to brighter values, while keeping the other parameters as in H82, affects contamination rates. Following the approach described above, we estimate the contamination rate as a function of $`\mu _{limit}`$ by running our search algorithm with different values of $`\mu _{limit}`$, both on multiple random galaxy catalogs and on the original catalog. We estimate, for different values of $`\mu _{limit}`$, the number $`N_{\mathrm{𝑟𝑎𝑛𝑑𝑜𝑚}}`$ of groups expected to be found purely due to chance projection effects, and compare it to the number $`N_{\mathrm{𝑟𝑒𝑎𝑙}}`$ of groups found in the original catalog.

The ratio $`N_{\mathrm{𝑟𝑎𝑛𝑑𝑜𝑚}}/N_{\mathrm{𝑟𝑒𝑎𝑙}}`$ is $`27`$% when restricting the search to groups with $`\mu _{limit}`$ $`24`$. Using fainter surface brightness limits, the contamination rate increases dramatically, reaching $`50`$% for $`\mu _{limit}`$ $`25`$, and $`80`$% for $`\mu _{limit}`$ $`26`$. We therefore set the surface brightness limit to $`\mu _{limit}`$ = 24 mag arcsec-2, in order to reduce the contamination rate of our sample to reasonable values. The strong dependence of contamination rates on the value of $`\mu _{limit}`$ is due to the high surface density of galaxies in the fainter magnitude ranges explored in our search. Only the highest density contrast configurations are truly improbable at these limits, and we restrict our search to these configurations only.

We proceed, maintaining $`\mu _{limit}`$ = 24 mag arcsec-2, to investigate how narrowing the magnitude range among group member galaxies affects the contamination rate. We run our algorithm on real and randomized catalogs and, similar to the approach taken for $`\mu _{limit}`$, test how the ratio $`N_{\mathrm{𝑟𝑎𝑛𝑑𝑜𝑚}}/N_{\mathrm{𝑟𝑒𝑎𝑙}}`$ varies as a function of $`\mathrm{\Delta }mag_{comp}`$, the magnitude range allowed between the brightest and the faintest member galaxies. Adopting $`\mathrm{\Delta }mag_{comp}2.5^m`$, the contamination rate drops to $`16`$%, as compared to $`27`$% with $`\mathrm{\Delta }mag_{comp}3^m`$, as in H82. A further narrowing of the range to $`\mathrm{\Delta }mag_{comp}2^m`$ reduces the contamination rate to $`10`$%. We thus adopt this final value for the richness criterion.

Tightening the interval of magnitude considered for richness, and choosing a bright surface brightness limit, reduces the contamination rates at fainter magnitudes. In other words, selecting extreme configurations, both in terms of local density and magnitude concordance among members, is a good strategy to avoid being overwhelmed by projection effects at fainter magnitudes. We note that tightening the compactness criterion is merely an acknowledgement of what is already known to be true also for the H82 sample - the galaxies in the groups present in his catalogue are actually within a tighter magnitude range than that stated explicitely (his catalogue is incomplete when the magnitude range among member galaxies is $`>2`$; see Prandoni, Iovino, & MacGillivray (1994).

For the isolation criterion, we follow a strategy similar to that described in Iovino (2002). Adopting an absolute isolation criterion in our search would result in the rejection of a large fraction of group candidates, which are apparently not isolated because of projection effects. We adopt a flexible isolation criterion, such that no galaxy of magnitude brighter than $`m_{faintest}`$+0.5m is within the isolation radius, where $`m_{faintest}`$ is the magnitude of the faintest group member. Relaxing the isolation criterion in this way alleviates the incompleteness problem due to the high surface density of fainter galaxies, while still rejecting cases of subcondensations within larger structures. The usefulness of the strict isolation criterion adopted by H82 has already been questioned in the literature. A detailed redshift study of 17 groups from H82 shows that most of them are part of larger structures, and only a few cases can be defined as truly isolated (de Carvalho et al. 1997, Ribeiro et al. 1998). Only a dedicated redshift survey of the surrounding fainter field population can truly assess the actual degree of isolation of the groups selected.

Thus, our final criteria for the compact group selection algorithm are:

* richness: $`n\mathrm{\hspace{0.33em}4}`$ in the magnitude interval $`\mathrm{\Delta }mag_{comp}=m_{faintest}m_{brightest}`$, with the constraint $`\mathrm{\Delta }mag_{comp}2^m`$. Group members are those defined by this criterion.
* isolation: $`R_{isol}\mathrm{\hspace{0.33em}3}R_{gr}`$, where $`R_{isol}`$ is the distance from the center of the circle to the nearest non–member galaxy within 0.5 magnitudes of the faintest group member.
* compactness: $`\mu _{gr}<\mu _{limit}`$, where $`\mu _{gr}`$ is the mean surface brightness (magnitudes arcsec-2) within the circle of radius $`R_{gr}`$, and $`\mu _{limit}=24.0`$ in $`r`$ band.

Each candidate group is therefore characterized by 5 quantities: (1) the magnitude of its brightest galaxy $`m_{brightest}`$ ; (2) the number of its members, $`n_{memb}`$; (3) the magnitude interval between its brightest and faintest member $`\mathrm{\Delta }mag_{comp}`$; (4) the magnitude interval for which the group is isolated, $`\mathrm{\Delta }mag_{isol}`$; and (5), its surface brightness, $`\mu `$. It should be noted that with our choice for richness and isolation we avoid using the magnitude bin $`19.5^mr20.0^m`$, where star–galaxy separation accuracy drops from 90% to 85%. For each group, only galaxies in the range $`m_{brightest}<m<m_{faintest}+0.5`$ are considered for selection purposes.

The choice of extreme values for the selection criteria, while considerably reducing the effects of contamination, does not result in a paucity of local analogues of such systems. Out of the one-hundred groups selected in H82 sample, thirty have $`\mu `$ brighter than our limit, a high percentage which confirms the incompleteness of H82 at fainter surface brightness limits. Interestingly, only one of these is due to projection effects, while six are triplets and the rest higher multiplicity systems. Twelve H82 groups that further satisfy the criterion $`\mathrm{\Delta }mag_{comp}2^m`$ are all quartets except for one triplet. The future availability of the Sloan database, with good star-galaxy separation even in the bright magnitude regime, will allow us to select a reliable, local comparison sample, following the same algorithm adopted here.

### 2.1 Contamination rate tests

Considering the importance of establishing a reliable contamination rate measure, we performed two specific tests in order to gain some insight into this issue. Therefore, we considered: (a) a purely random distribution; and (b) a Rayleigh-Levy (RL) distribution.

An uniform random distribution was generated by choosing a random pair of (ra,dec), within the limits of a plate, and associating a pair of magnitude and color (selected from the original galaxy catalog) to it. This was done plate by plate to preserve the correct galaxy surface density. The results obtained for the purely random catalog are consistent with those using the shuffling scheme. In the truly random case we find 7.1$`\pm `$3.9 expected groups, while in the shuffled case we find 8.2$`\pm `$2.8 expected groups. In both cases the procedure was repeated fifteen times, and the rms quoted results from the scatter among different simulations. It should be noted, however, that this procedure only estimates a lower limit to the true contamination rate in our sample, as it considers only truly random projections of galaxies in a uniform Universe, missing other instances of “fake” tight groupings on the sky. These include projections of galaxies within larger structures (e.g., within loose groups, see Mamon 1986, Mamon 1987 and Diaferio et al. 1994; or along walls, or filaments, see Hernquist, Katz, & Weinberg 1995), and real pairs or triplets with additional unassociated galaxies projected onto them.

To address some of these issues, we generated and RL distribution (see Peebles 1993) which reproduces the observed two-point correlation function of galaxies, and our group search was performed on this new galaxy database. The number of groups obtained in this case is only slightly higher than in the case of the purely random distribution, totalling nine in the simulation we performed. This result confirms that neglecting clustering in the real data does not result in a large error in our ”chance projection groups” estimate.

A more realistic way of measuring the contamination rate would be to consider a large cosmological simulation which implicitly assumes that we “know” what the correct model Universe is, but such a simulation is outside the scope of this paper. Our contamination rate estimate should be taken as an indicative value. Our main goal is not to establish an absolute contamination rate but rather to explore how the relative contamination rate changes as a function of the different parameters adopted for our search, and how properties of these “fake” groups differ from those of the real candidate groups.

We also experimented with searching for triplets applying the same criteria stated above (with the obvious change to $`n\mathrm{\hspace{0.33em}3}`$ of the richness parameter). The contamination rate for systems with three members only turned out to be exceedingly high (of the order of 60% in the magnitude range of our search), suggesting that, unfortunately, the search for these interesting systems is highly inefficient when no redshift information is available.

### 2.2 The compact group catalog

Running the algorithm described in the previous section on our galaxy database, we obtain a list of 84 compact group candidates (hereafter called PCG groups). We verified each candidate by eye, to ensure that no obvious plate defect was classified as a group member. As incompleteness of the galaxy database used could also be a concern, we also check each group candidate for the possible presence of a galaxy (missing in the database) in the isolation ring.

Table 1 lists the main parameters for each PCG group. Column headings are as follows:

1. Group name.
2. Right Ascension (J2000), the coordinates of the center of the smallest circle containing all member galaxies.
3. Declination (J2000).
4. Group radius ($`R_{gr}`$) in arcminutes, the radius of the smallest circle containing the member galaxies.
5. $`r`$ magnitude of the brightest group galaxy, $`m_{brightest}`$.
6. Mean surface brightness $`\mu _{gr}`$ of the group ($`r`$ mags arcsec-2), measured as the total magnitude of the member galaxies averaged over the area defining the group. The compactness constraint imposes $`\mu _{gr}<24.0`$.
7. Magnitude interval between the brightest and the faintest group member ($`\mathrm{\Delta }mag_{comp}`$). The richness constraint imposes $`\mathrm{\Delta }mag_{comp}2.0`$.
8. Magnitude interval between the brightest group member and the brightest interloper in the isolation ring ($`\mathrm{\Delta }mag_{isol}`$). The isolation constraint imposes $`\mathrm{\Delta }mag_{isol}\mathrm{\Delta }mag_{comp}+0.5^m`$. This quantity is set to 99 when no interloper is found within the isolation ring.
9. Number of group members, $`n`$. The richness constraint imposes $`n4`$ within an upper limit of 2 magnitudes from the brightest group member ($`m_{brightest}`$).

Table 2 provides information on the member galaxies of each PCG group. Column headings are as follows:

1. Galaxy name, as shown in Figure 2. All member galaxies are labeled in alphabetical order starting from the brightest and going to fainter members.
2. Galaxy right ascension (J2000).
3. Galaxy declination (J2000).
4. $`r`$ magnitude.
5. $`gr`$ color.
6. Position angle.
7. Ellipticity.

## 3 Statistical Significance of the New Sample

Extensive random simulations have been performed, as described in the previous section, applying the same selection criteria to different random realizations of the DPOSS database. These simulations have shown that with the criteria chosen we expect 10% contamination due to projection effects. In Figure 1, we compare various properties of our sample with those of “fake” groups, selected by the same algorithm, but using the randomized DPOSS database. All histograms have been normalized to one, to emphasize the difference in shape. Panel (a) shows hints of a depletion of fainter member galaxies in real groups with respect to the “fake” ones, an effect that could be related to the dense environment (e.g. cannibalism, secular evolution). Panel (b) shows the surface brightness distribution in our sample compared to that in “fake” groups. The real groups have higher surface brightnesses with respect to the “fake” groups. In our automated search we are not biased to be incomplete as a function of magnitude interval between member galaxies, nor of surface brightness, and therefore these differences probably point to real evolutionary effects. Finally, panel (c) shows the spread of $`gr`$ colors within our sample and within “fake” groups, demonstrating a color concordance within each group. This can be interpreted as a further check of the physical reality of the groups in our sample: we expect that real group member galaxies will share the same redshift and same environmental influences, resulting in similar colors among member galaxies.

In Figure 2, we present the DPOSS $`F`$ (red) images of our entire sample. In each finding chart the circle drawn has radius $`R_{group}`$, while the horizontal bar to the lower left corresponds to a length of one arcminute. All member galaxies are labeled in alphabetical order starting from brightest to faintest. Some of the images shown are reminiscent of the chain galaxies seen at higher redshifts (Cowie, Hu & Songaila 1995), and could be useful local analogues which can be studied in greater detail. Our catalog can be used to assess the density of such objects in the relatively nearby universe.

Figure 3 shows two groups from H82 which are confirmed to be at redshifts 0.14 and 0.07, respectively. The two images were extracted from the same plate material used to produce Figure 2 (and the same that, once cataloged, was the database for our search) and the resemblance to the groups of our sample is impressive. Interestingly, these two Hickson groups would both have been selected by our new, more stringent, criteria. As noted earlier, the few groups from H82 which are found in the magnitude range of our search satisfy much tighter constraints than those stated explicitly by Hickson.

## 4 Summary

We have used the DPOSS catalog of galaxies in an area of $`2000`$ square degrees around the north galactic pole to search for small groups out to $`z=0.2`$. Our sample consists of 84 groups with an expected contamination rate of 10%, based on the simulations described earlier.

We will enlarge our sample to eventually cover the full northern sky available to DPOSS (over 10000 square degrees), where we expect a total of $`400`$ candidates. We can estimate the space density of the groups in our catalog by assuming that the median redshift of our sample is $`z0.1`$, based on the magnitude distribution of the brightest group galaxies. This yields a space density of $`1.9\times 10^5h^3Mpc^3`$ groups (for $`\mathrm{\Omega }_M=1`$ and $`\mathrm{\Omega }_\lambda =0`$). This is in good agreement with the results of Mendes de Oliveira & Hickson (1991), who quote a space density of $`3.9\times 10^5h^3Mpc^3`$ for the H82 sample, especially since we use more stringent selection criteria in our search. Obviously, this order of magnitude estimate needs to be assessed more firmly once redshift information becomes available. Spectroscopic follow-up of our catalog will allow confirmation of these systems as soon-to-merge structures, as well as enable the study of galaxy merger rates, complementing the picture emerging from studies of close galaxy pairs by including physical systems of higher multiplicity. The objective criteria by which our sample is defined will ease the comparison with N-body simulations and samples at different redshift ranges.

As shown in Figures 2 and 3, our group candidates closely resemble the compact groups defined by Hickson in his pioneering paper. Our candidates represent more distant counterparts of the highest density systems in H82, and their detailed study will allow us to study the evolutionary history of such structures. Signs of galaxy evolution have already been reported for clusters and groups above redshift $`0.1`$ (the Butcher-Oemler effect, see Carlberg et al. 2001). Detecting evolutionary effects for our high density groups would provide further observational constraints for theories and models of the processes that drive galaxy evolution at low and intermediate redshifts.

We thank the Norris Foundation and other private donors for their generous support of the DPOSS project. We also thank the Palomar Telescope Allocation Commettee and Directors for generous time allocations for the DPOSS calibration effort. We would like to thank Jack Sulentic for several useful discussions throughout this project, and the referee, who, through several important comments, helped to improve the presentation of this paper considerably. This work was made possible in part through the NPACI sponsored Digital Sky project and a generous equipment grant from SUN Microsystems. Access to the POSS-II image data stored on the HPSS, located at the California Institute of Technology, was provided by the Center for Advanced Computing Research.


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# A pulsed source of continuous variable polarization entanglement

## 1 Introduction

The emerging field of quantum information processing relies on certain quantum mechanical state properties. Particularly entanglement of two or more sub states cannot be described classically and is crucial for quantum information and communcation protocols such as teleportation and cryptography. The first experimental realizations of entangled states used two two-level systems (qubits) . In recent years, not only these discrete systems were improved, but also a new type emerged: continuous variable systems . These use continuous quantum observables such as amplitude and phase quadratures of the electromagnetic field for the entanglement in analogy to position and momentum of the original EPR gedankenexperiment .
In the case of intense light fields the polarization can be described by a set of continuous variables which can be entangled. The advantage of polarization over quadrature entanglement is the ease of detection, which does not require a phase reference such as a local oscillator. All relevant polarization parameters can be determined by passive setups using direct detection .
The first experiments on polarization squeezing used continuous wave light and parametric processes . In silica fibres quadrature squeezing  and polarization squeezing  have been shown experimentally. Entanglement can be generated from squeezing using passive elements such as beam splitters. Entanglement of quadratures has also been achieved . Polarization entanglement of continuous wave light was recently shown by Bowen et al.  by transformation of quadrature entanglement. In this paper we present a source for pulsed polarization entanglement which is compact and stable.

## 2 Polarization entanglement

To describe the quantum polarization state of an intense light field, one can use the quantum Stokes operators , which are derived from the classical Stokes parameters . If $`\widehat{a}_{x/y}`$ and $`\widehat{a}_{x/y}^{}`$ denote the photon annihilation and creation operators of two orthogonal polarization modes x and y, and $`\widehat{n}_x`$ and $`\widehat{n}_y`$ are the photon number operators of these modes, the quantum Stokes operators read as follows:

$`\widehat{S}_0`$ $`=`$ $`\widehat{a}_x^{}\widehat{a}_x+\widehat{a}_y^{}\widehat{a}_y=\widehat{n}_x+\widehat{n}_y,`$
$`\widehat{S}_1`$ $`=`$ $`\widehat{a}_x^{}\widehat{a}_x\widehat{a}_y^{}\widehat{a}_y=\widehat{n}_x\widehat{n}_y,`$
$`\widehat{S}_2`$ $`=`$ $`\widehat{a}_x^{}\widehat{a}_y+\widehat{a}_y^{}\widehat{a}_x,`$
$`\widehat{S}_3`$ $`=`$ $`i(\widehat{a}_y^{}\widehat{a}_x\widehat{a}_x^{}\widehat{a}_y).`$ (1)
The operators $`\widehat{S}_1`$, $`\widehat{S}_2`$, and $`\widehat{S}_3`$ follow the operator valued commutation relation of a SU(2) Lie algebra:

$$[\widehat{S}_k,\widehat{S}_l]=2i\epsilon _{klm}\widehat{S}_m.$$
(2)
This gives rise to a set of three Heisenberg-type uncertainty relations:

$`V_1V_2|\widehat{S}_3|^2,V_3V_1|\widehat{S}_2|^2,V_2V_3|\widehat{S}_1|^2.`$ (3)
Thus, for a light beam with non–zero $`\widehat{S}_2`$, as in our experiment, the values of $`\widehat{S}_1`$ and $`\widehat{S}_3`$ cannot be determined with arbitrary accuracy. The variance $`V_j=\widehat{S}_j^2\widehat{S}_j^2`$ of $`\widehat{S}_j`$ cannot vanish for $`j=1`$ and $`j=3`$ simultaneously. A state which obeys

$$V_k<|\widehat{S}_l|<V_m,klm$$
(4)
is a polarization squeezed state ( and references therein).
Polarization entanglement of two intense light fields can be characterized in two ways, both derived from the characterization of quadrature entanglement. One possibility is to check if one can infer the value of a noncommuting observable of one subsystem from a measurement on the other subsystem of the pair to a precision better than given by the Heisenberg uncertainty relation . This is called EPR entanglement. The measure of the precision of such inference is the conditional variance $`V_{cond}`$ for the subsystems A and B

$$V_{cond}\left(\widehat{S}_{k,A}|\widehat{S}_{k,B}\right)=\left(\delta \widehat{S}_{k,A}\right)^2\frac{|\delta \widehat{S}_{k,A}\delta \widehat{S}_{k,B}|^2}{(\delta \widehat{S}_{k,B})^2},$$
(5)
where we defined

$$\widehat{S}_k=\widehat{S}_k+\delta \widehat{S}_k.$$
(6)
A state is then EPR entangled if :

$$V_{cond}(\widehat{S}_{1,A}|\widehat{S}_{1,B})V_{cond}(\widehat{S}_{3,A}|\widehat{S}_{3,B})<|\widehat{S}_{2,B}|^2.$$
(7)
The other entanglement criterion was derived by Duan  and Simon  as an extension of the Peres-Horodecki non–separability criterion for continuous variables. A state with nonvanishing $`\widehat{S}_2`$ is called polarization entangled if

$$V\left(\widehat{S}_{1,A}\widehat{S}_{1,B}\right)+V\left(\widehat{S}_{3,A}+\widehat{S}_{3,B}\right)<2|\widehat{S}_{2,A}|+2|\widehat{S}_{2,B}|.$$
(8)
A state which is non–separable according to equation (8) can be generated by the interference of a polarization squeezed light field with a vacuum field on a 50:50 beam splitter (see figure 3). If the polarization squeezed beam is composed of two such orthogonally polarized amplitude squeezed beams the resulting beam is polarized along the $`S_2`$ direction. These beams exhibit quantum correlations in $`\widehat{S}_1`$ and $`\widehat{S}_3`$. As the input vacuum has an uncertainty identical to that of a coherent state (i.e. it is not squeezed), the variance $`V\left(\widehat{S}_{3,A}+\widehat{S}_{3,B}\right)`$ corresponds to the shot noise of a coherent beam. However the variance $`V\left(\widehat{S}_{1,A}\widehat{S}_{1,B}\right)`$ drops below this shot noise level. If we were to feed an intense coherent field or a polarization squeezed light field intstead of a vacuum into the second input port of the beam splitter, then $`V\left(\widehat{S}_{3,A}+\widehat{S}_{3,B}\right)`$ would also show non–classical correlations. The advantage of using a vacuum input is experimental ease, since using an bright beam implies the necessity of a further phase lock but also produces improved correlations.

## 3 Experimental setup

In the experiment a Cr:YAG laser with a wavelength 1495 nm was used. It produced soliton shaped pulses (163 MHz) with a duration of 150 fs by passive modelocking through a semiconductor saturable absorber . Those pulses are coherent and thus shot noise limited. To produce polarization squeezing two amplitude squeezed beams are required. These are generated in an asymmetric fibre Sagnac interferometer , which consist of a 93:7 beam splitter and 14.2 meters of fibre (3M-FS-PM-7811). The use of a polarization maintaining fibre allows the generation of two independent amplitude squeezed light fields of orthogonal polarization . However, due to the fibre birefringence the emerging pulses are temporally separated. Thus a polarization dependent delay (birefringence compensator) was inserted before the interferometer. As the two beams emerge from the same fibre, an excellent spatial overlap is achieved. The temporal coincidence is actively controlled by measuring the reflected light at the interferometer input and correspondingly adjusting the birefringence compensator. If the phase of the two emerging beams is synchronized, a polarization squeezed beam with polarization in $`S_2`$ direction is produced  (see figure 1).

This polarization squeezed beam is mixed with vacuum on a 50:50 beam splitter. The two resulting intense beams are directed into independent Stokes measurement setups labelled A and B (see figure 3). Each consists of two identical detectors, a polarization beam splitter and two optional retardation elements ($`\frac{\lambda }{2},\frac{\lambda }{4}`$) to measure the fluctuations of $`\widehat{S}_1`$ or $`\widehat{S}_3`$ respectively  (see figure 2).

The detected AC photocurrents are passively added or subtracted and monitored on two spectrum analyzers (HP 8590E, measurement frequency 17.5 MHz, 300 kHz resolution bandwidth, 30 Hz video bandwidth). To determine the degree of polarization squeezing the 50:50 beam splitter was removed.

## 4 Results

Polarization squeezing of -3.4 dB in the $`\widehat{S}_1`$ parameter was observed, while its canonic conjugate, the $`\widehat{S}_3`$ parameter, is anti–squeezed by +23.5 dB (see figure 4). The noise traces to characterize polarization squeezing as well as those for the polarization entanglement were corrected for electronic noise which was -86.9 dBm.
Polarization entanglement was generated using the scheme described above. As the specific polarization squeezed state from our setup has a nonzero $`\widehat{S}_2`$ mean value, equation (8) can be used to check for non–separability. The non–classical correlations in the conjugate Stokes parameters were observed by measuring the respective Stokes parameters at the two output ports of the beam splitter and taking the variance of the sum and the difference signals. In figure 5 the variance of $`\widehat{S}_{1,A}\widehat{S}_{1,B}`$ is plotted as well as the variances of the Stokes parameters of the individual modes at the output ports A and B and the corresponding shot noise level. The difference signal is 2.9 dB below the shot noise level. Each individual mode is already squeezed in $`\widehat{S}_1`$, but only by -1.3 dB due to the contribution of the vacuum fluctuations. Non–classical correlations in the $`\widehat{S}_1`$ parameter are observed and we found $`V(\widehat{S}_{1,A}\widehat{S}_{1,B})=0.52`$. Note that the noise traces of the polarization squeezing and the polarization entanglement experiments can not be compared directly, as additional electronic rf–splitters/combiners, which attenuate the detected photocurrents, are necessary in the polarization entanglement setup.

The noise traces of the $`\widehat{S}_3`$ parameter are rather different. Each individual signal at the two output ports has a high degree of noise, as the initial beam was anti–squeezed in the $`\widehat{S}_3`$ parameter. Nevertheless, the variance of the sum signal $`\widehat{S}_{3,A}+\widehat{S}_{3,B}`$ coincides with the shot noise level. Thus, the squeezing variance $`V(\widehat{S}_{3,A}+\widehat{S}_{3,B})=1`$.

The applicaton of the non–separability criterion of equation (8),

$$\frac{V(\widehat{S}_{1,A}\widehat{S}_{1,B})+V(\widehat{S}_{3,A}+\widehat{S}_{3,B})}{\widehat{S}_{2,A}+\widehat{S}_{2,B}}=0.52+1<2,$$
(9)
proves that a highly correlated non–separable quantum state in the Stokes variables has been generated.

## 5 Conclusions and outlook

We have shown that the source described above produces two intense light fields which are entangled in their polarization variables. Thus the entanglement was detected and manipulated without the need of a stable phase reference as it is the case for quadrature entanglement. All relevant parameters were checked in direct detection. In contrast to sources using, e.g. optical parametric amplifiers, only one phase has to be locked, to achieve good stability. Only one nonlinear device (a polarization maintaining fibre) is needed to produce the entanglement, making the source compact.
The degree of entanglement can be further improved in two ways. To generate sub shot noise quantum correlations in both conjugate variables one needs to combine the polarization squeezed beam with a bright coherent beam instead of the vacuum. Both variances in equation (9) would then drop below 1 as it is desireable for many applications of polarization entanglement in quantum communication protocols. The complexity of the experiment would increase only moderately, as one additional phase would be locked. To increase the degree of polarization entanglement even further, the interference of two polarization squeezed beams at the 50:50 beam splitter is necessary. This would result in a polarization entanglement equal to the degree of the amplitude squeezing invested, in our case more than 3 dB. The price one has to pay is the need for another birefringent compensator and fibre Sagnac interferometer.
The source is especially suited for future quantum communication experiments as it produces entangled states deterministically and at a high repetition rate limited only by the laser repetition rate. A further fibre integration of the source would simplify its introduction into existing communication networks. Thus its use in further quantum information and communication experiments for teleportation and quantum cryptography is very promising.

This work was supported by the Schwerpunkt Programm 1078 of the Deutsche Forschungsgemeinschaft and by the EU grant under QIPC, project IST-1999-13071 (QUICOV). We thank T. Gaber for extensive experimental help with the polarization squeezing setup and Ch. Marquardt for technical assistance.

## References


text:
# Beyond the standard accretion disc model: coupled magnetic disc–corona solutions with a physically motivated viscosity law

## 1 Introduction

The so-called standard model for accretion discs \[Shakura & Sunyaev 1973\] describes an optically thick, geometrically thin solution to the accretion equations in which all our ignorance about the mechanisms of angular momentum transport and turbulent viscosity is side-stepped by making the (physically reasonable) Ansatz that the turbulent stress tensor scales with the local pressure, with a constant of proportionality that we will denote here $`\alpha _{\mathrm{SS}}`$. Such an approach proved enormously productive, and despite the great development of numerical models in the last decade, standard disc modeling still remains at the very heart of accretion disc phenomenology and the basic link between theory and observations.

The recent evolution of numerical studies, instead, has proved itself fundamental to shed light on the very nature of the $`\alpha _{\mathrm{SS}}`$ prescription, by elucidating the crucial role of MHD turbulence for the enhanced transport properties of accretion discs \[Balbus & Hawley 1998\]. In particular, non-radiative flows are ideal objects of study by means of global three dimensional simulations (see Balbus & Hawley 2002 and reference therein).

On the other hand, the observed spectrum of thin accretion discs around many compact objects suggests that a corona is also present \[Nandra & Pounds 1994\]. Such coronae are most likely a by-product of the internal disc dynamics (as in the model originally proposed by Galeev, Rosner & Vaiana 1979) and local 3-D MHD simulations of stratified discs \[Miller & Stome 2000\], although adopting a thermodynamics which is most likely inappropriate for the problem at hand, may support this idea.

The main aim of the present work is to incorporate, in the simplest possible way, our current knowledge on the properties of turbulent MHD flows in the standard accretion disc theory. This will allow us, on the one hand, to extend the predictive power of the standard model by self-consistently including in the theory the magnetic properties of the flow and the generation of a magnetic corona by means of vertical Poynting flux; and on the other hand, to consider MHD turbulent discs in a regime where global, 3-D numerical simulations are currently unable to make predictions, i.e. for highly luminous, radiatively efficient thin discs.

Thus, we assume the accretion proceeds through a geometrically thin disc, à la Shakura & Sunyaev (1973), and we employ vertically integrated equations. Furthermore, we assume that magneto-rotational instability (MRI; see Balbus & Hawley 1998, and reference therein) is the primary source of the turbulent viscosity and, consequently, that the turbulent magnetic stresses responsible for the angular momentum transport in the disc scale with magnetic pressure. Then, the accretion disc structure is fully described once the relationship between magnetic and disc pressure (given either by gas or radiation) is established.

The issue of the viscous scaling can be translated into the uncertainty about the mechanisms by, and the level at, which the disc magnetic field saturates. In the following, we make the working assumption (in a sense justified a priori by the need of explaining the observed presence of strong coronae in many accretion powered systems) that magnetic field is disposed of mainly by vertical buoyancy \[Stella & Rosner 1984, Sakimoto & Coroniti 1989\], and verify a posteriori its validity. Then we will show how under this condition, and taking into account the property that MRI grows less rapidly in radiation dominated discs, the scaling of magnetic pressure can be determined. This in turn specifies the closure relation that fully describes a coupled accretion disc–corona system.

Furthermore, we will show that by solving the structure equations a new solution is found, which has no analog in the standard Shakura-Sunyaev theory, and is relevant for highly viscous (and highly magnetized) flows accreting at a rate of the order of (or above) the Eddington one.

## 2 Basic equations

Numerical simulations of MHD turbulent discs clearly show that the non-linear outcome of the MRI is a fully three dimensional, anisotropic turbulence, that exhibits strongly correlated fluctuations in the azimuthal and radial components of velocity (Reynolds stresses) and magnetic field (Maxwell stress). In accordance with those results, and for the sake of simplicity, we will assume that the vertically averaged anomalous stress is dominated by Maxwell stresses, and therefore

$$\tau _{R\varphi }k_0P_{\mathrm{mag}},$$
(1)
where $`P_{\mathrm{mag}}=\frac{B^2}{8\pi }`$ is the magnetic pressure, $`k_0`$ is a factor of order unity that depends on the relative intensity of radial and azimuthal field components111It is worth stressing that such an expression for the anomalous stress can be recovered exactly from the full MHD equations of a turbulent (thin) disc after a careful averaging procedure is carried on \[Balbus, Gammie & Hawley 1994, Balbus & Papaloizou 1999, Blaes 2002\]..

This in turn implies that the local heating rate in a thin Keplerian disc is given by

$$Q_+=\frac{3}{2}c_\mathrm{s}\tau _{R\varphi }\frac{3}{2}k_0c_\mathrm{s}P_{\mathrm{mag}},$$
(2)
where $`\mathrm{\Omega }_\mathrm{K}`$ Keplerian angular velocity, $`c_\mathrm{s}=\sqrt{P_{\mathrm{tot}}/\rho }`$ is the isothermal sound speed.

The growth rate of MRI is influenced by the ratio of the gas to magnetic pressure, as demonstrated both by analytical studies of the linear regime of the instability \[Blaes & Socrates 2001\] and by numerical MHD simulations of radiation pressure dominated discs \[Turner, Stone & Sano 2002\]: both found that, due to the substantial compressibility of MHD turbulence in radiation pressure dominated discs,

$$\sigma \mathrm{\Omega }_\mathrm{K}\frac{c_\mathrm{g}}{v_\mathrm{A}},$$
(3)
where $`c_\mathrm{g}=\sqrt{P_{\mathrm{gas}}/\rho }`$ is the gas sound speed. The magnetic field, with initial (highly subthermal) amplitude $`B_0`$, rapidly grows to $`BB_0e^{\sigma t_\mathrm{b}}`$, where $`H`$ is the total disc scaleheight and

$$t_\mathrm{b}H/2v_\mathrm{D}$$
(4)
is the mean buoyant rise-time. In order to estimate the saturation field, an estimate for the upward drift velocity $`v_\mathrm{D}`$ caused by buoyancy of magnetic field is needed. In the case of uniform discs permeated by a net mean field, where the magnetic field can be modeled as a collection of flux tubes that retain their individuality over time scales much longer than dynamical time, it has been shown \[Stella & Rosner 1984\] that $`v_\mathrm{D}v_\mathrm{A}(c_\mathrm{g}/c_\mathrm{s})(\pi /2C_\mathrm{D})^{1/2}(a/H)^{1/2}`$. Here $`v_\mathrm{A}=|𝐁|(4\pi \rho )^{1/2}`$ is the Alfvén speed, $`a`$ is a flux tube cross section and $`C_\mathrm{D}`$ a drag coefficient, whose numerical value can be estimated to be $`1`$$`10`$. If the tube cross section $`a`$ were independent on the ratio of gas to radiation pressure, such an expression for the upward drift velocity would lead to a final scaling of magnetic pressure with the gas pressure only, as already argued in Stella & Rosner (1984). However, the applicability of a flux tube analysis to the case of MRI turbulent flows is not justified. The work of Stone et al. (1996) clearly demonstrates that magnetic concentrations, although always present, do not persist as coherent structures. Moreover, as already mentioned, the turbulence in radiation pressure dominated discs is compressible. Then, in the vertical fluid momentum equation any vertical gradient of the magnetic pressure will not be balanced by either radiation (because radiation is diffusive) nor gas pressure (because azimuthal field energy density may exceed the true gas pressure, see below). Vertical motions are excited, with approximately (see e.g. Eq. 4.19 in Blaes 2002)

$$\rho \frac{v_\mathrm{D}}{t_\mathrm{b}}\frac{B_\varphi ^2}{4\pi H},$$
(5)
which would imply (for a mainly azimuthal field) a direct proportionality between the vertical drift velocity and the Alfvèn speed. We therefore assume

$$v_\mathrm{D}=bv_\mathrm{A},$$
(6)
with $`b`$ constant of the order of unity.

If we then put together Eqs. (3), (4) and (6), we have that $`P_{\mathrm{mag}}\mathrm{ln}(B/B_0)\sqrt{P_{\mathrm{tot}}P_{\mathrm{gas}}}`$, where $`P_{\mathrm{tot}}=P_{\mathrm{gas}}+P_{\mathrm{rad}}`$ is the sum of gas plus radiation pressure. Neglecting the logarithmic dependence on the initial field, this in turn suggests that, in MRI dominated turbulent flows, the field will saturate at an amplitude such that \[Taam & Lin 1984, Burm 1985, Szuszkiewicz 1990, Merloni & Fabian 2002a\]:

$$P_{\mathrm{mag}}=\alpha _0\sqrt{P_{\mathrm{gas}}P_{\mathrm{tot}}},$$
(7)
where we have introduced the constant

$$\alpha _0=\frac{1}{\beta }\left(\frac{P_{\mathrm{tot}}}{P_{\mathrm{gas}}}\right)^{1/2},$$
(8)
where $`\beta =P_{\mathrm{tot}}/P_{\mathrm{mag}}`$ is the usual plasma parameter.

It is worth noting here the relationship between the constant $`\alpha _0`$ and the Shakura-Sunyaev coefficient $`\alpha _{\mathrm{SS}}P_{\mathrm{mag}}/P_{\mathrm{tot}}`$ (which is not constant in our theory). We have

$$\alpha _0=\alpha _{\mathrm{SS}}\sqrt{\frac{P_{\mathrm{tot}}}{P_{\mathrm{gas}}}}.$$
(9)
The condition that the turbulence be subsonic ($`v_\mathrm{A}c_\mathrm{s}`$) implies $`\alpha _{\mathrm{SS}}1/2`$ (or, equivalently, $`\beta 2`$), and from (9) we see that $`\alpha _0`$ can still be larger than unity, when radiation pressure dominates in the disc.

The magnetic flux escaping in the vertical direction may dissipate a substantial fraction of the gravitational binding energy of the accreting gas outside the optically thick disc, with obvious deep implications for the spectrum of the emerging radiation \[Haardt & Maraschi 1991\]. How much of this flux really escapes into the low-density environment above and below the disc (in the so-called corona), depends on the details of vertical transport of magnetic flux tubes and vertical stratification of the disc, which is ignored in our model. Nonetheless, we can safely assume that the fraction of power dissipated in the corona is determined by the ratio $`f`$ of the vertical Poynting flux to the local heating rate $`Q_+`$ \[Svensson & Zdziarski 1994\]. The simplest way to estimate the vertical Poynting flux is to just assume that

$$F_\mathrm{P}v_\mathrm{D}P_{\mathrm{mag}}.$$
(10)
This translates into (see Eq. 2)

$$f=\frac{v_\mathrm{A}}{k_1c_\mathrm{s}}=\sqrt{\frac{2}{k_1^2\beta }}\sqrt{2\alpha _0/k_1}\left(1+\frac{P_{\mathrm{rad}}(R)}{P_{\mathrm{gas}}(R)}\right)^{1/4}.$$
(11)
In the following, we will assume that the numerical factor (of the order of unity) $`k_1=3k_0/2b=1`$. Differences in its exact value will affect the numerical value of the critical viscosity parameter $`\alpha _0`$ (see below), but won’t affect the nature of the solutions we find.

Thanks to the closure relation (11), we are now able to build a self-consistent accretion disc–corona solution. In order to do so, exactly as in the case of the standard Shakura-Sunyaev solution, we have to solve simultaneously four conservation equations (conservation of vertical momentum, mass, angular momentum and energy) and supplement them with the equations of state for the pressure and opacity as functions of density and temperature. The only modification with respect to the standard derivation is the reduction of the locally dissipated energy by the factor $`(1f)`$ \[Svensson & Zdziarski 1994\], with $`f`$ given by Eq. (11), and the adoption of the viscosity law (7).

For simplicity, we present here the solutions in Newtonian approximation, as in Shakura & Sunyaev (1973), with an efficiency $`ϵ_0=0.082`$ appropriate for non-rotating black holes (a full general relativistic analog of the equations below can be found in the appendix of Merloni & Fabian 2002b). We concentrate only on the innermost regions of the disc, where opacity is dominated by electron scattering ($`\kappa _{\mathrm{es}}=0.4`$ cm2 g-1). Introducing dimensionless units for the central mass ($`mM/M_{}`$), accretion rate ($`\dot{m}ϵ_0\dot{M}c^2/L_{\mathrm{Edd}}`$) and distance from the center ($`rR/R_\mathrm{S}=Rc^2/2GM`$), we obtain, for the radiation pressure dominated solution, the following expressions for disc scaleheight, pressure (in dyne), density (in g cm -3), both calculated at the disc mid-plane, and temperature (in K):

$`h`$ $`=`$ $`{\displaystyle \frac{H}{R_\mathrm{S}}}11\dot{m}J(r)(1f)`$
$`P`$ $``$ $`4.6\times 10^{18}(\alpha _0m)^{8/9}r^{8/3}(\dot{m}J(r))^{8/9}(1f)^{4/5}`$
$`\rho `$ $``$ $`1.9\times 10^4(\alpha _0m)^{8/9}r^{3/9}(\dot{m}J(r))^{10/9}(1f)^2`$
$`T`$ $``$ $`2.1\times 10^8(\alpha _0m)^{2/9}r^{2/3}(\dot{m}J(r))^{2/9}`$ (12)
supplemented with the closure equation for $`f`$:

$$\frac{4\alpha _0^2f^4}{f^4(1f)^2}=7.3\times 10^5(\alpha _0m)^{2/9}r^{7/3}(\dot{m}J(r))^{16/9}.$$
(13)
Analogously, in the gas pressure dominated part of the disc, we have:

$`h`$ $``$ $`2.3\times 10^2(\alpha _0m)^{1/10}r^{21/20}(\dot{m}J(r))^{1/5}(1f)^{1/10}`$
$`P`$ $``$ $`2.7\times 10^{18}(\alpha _0m)^{9/10}r^{51/20}(\dot{m}J(r))^{4/5}(1f)^{1/10}`$
$`\rho `$ $``$ $`19(\alpha _0m)^{7/10}r^{33/20}(\dot{m}J(r))^{2/5}(1f)^{3/10}`$
$`T`$ $``$ $`8.0\times 10^8(\alpha _0m)^{1/5}r^{9/10}(\dot{m}J(r))^{2/5}(1f)^{1/5}`$ (14)
together with

$$\frac{4\alpha _0^2f^4}{f^4(1f)^{9/10}}=4.7\times 10^2(\alpha _0m)^{1/10}r^{21/20}(\dot{m}J(r))^{4/5}.$$
(15)
In the above formulae, the function $`J(r)=1\sqrt{r_{\mathrm{in}}/r}`$, with $`r_{\mathrm{in}}=3`$ corresponding to the innermost stable circular orbit of a free particle around a non-rotating black hole, describe the no-torque at the inner boundary condition.

## 3 Study of the solutions

To find all the family of possible solutions, we proceed in the following way: for each set of the parameters ($`m`$, $`\dot{m}`$, $`r`$ and $`\alpha _0`$) we find the roots of both Eq. (13) and (15) in the interval $`0<f<1`$. We then substitute the obtained values of $`f`$ into the appropriate expressions for the gas and radiation pressure and finally discard all the non-consistent solution (i.e. those found with the formula for gas pressure dominated discs that gives $`P_{\mathrm{rad}}>P_{\mathrm{gas}}`$ and vice versa).

The value of the viscosity parameter $`\alpha _0=k_1/2=0.5`$ is a critical point for the set of equations describing the coupled disc–corona system, in that it separates two qualitatively different regimes. In the next two sections we will examine these two regimes, beginning with the low viscosity case.

### 3.1 $`\alpha _0<1/2`$: an almost standard solution

It turns out that for $`\alpha _0<1/2`$ each set of parameters define a unique solution. Its properties have already been discussed \[Merloni & Fabian 2002a\], but we present them here in a more general framework. The fraction of disc power dissipated in the corona, $`f`$, tends to its maximum value, $`\sqrt{2\alpha _0}`$, when gas pressure dominates (low accretion rates), and decreases as the accretion rate increases and radiation pressure becomes more and more important. This is shown in Fig. 1, where, for $`m=10`$ and $`\alpha _0=0.25`$, we plot the radial dependence of the coronal fraction for different values of the accretion rate.

As in the standard case, radiation pressure dominated part of the disc are thermally and viscously unstable, although the combined effects of the modified viscosity law (7) and the stabilizing effect of the corona, reduce the extent of the unstable region of the parameter space \[Szuszkiewicz 1990\].

### 3.2 $`\alpha _0>1/2`$: a new stable solution at high accretion rates

The nature of the solutions changes qualitatively if $`\alpha _0>1/2`$. Because in gas pressure dominated parts of the disc $`f\sqrt{2\alpha _0}`$, there can be no solutions there with $`f<1`$. That is to say that the condition $`\alpha _0<1/2`$ should hold in gas pressure dominated discs, and these high viscosity solutions can only exist if radiation pressure dominates.

For each value of $`\alpha _0>1/2`$ the accretion rate $`\dot{m}(r,f)`$ (Eq. 13) has a minimum for $`f(0,1)`$. Thus, solutions exists only for accretion rates larger that a critical value, $`\dot{m}_{\mathrm{cr}}(r)=\mathrm{min}_{f(0,1)}[\dot{m}(f,r)]\dot{m}(r,f_{\mathrm{cr}})`$. This corresponds to a critical value, $`f_{\mathrm{cr}}`$, of the fraction of power vertically transported by Poynting flux. For $`\dot{m}(r)>\dot{m}_{\mathrm{cr}}(r)`$ two radiation pressure dominated solutions are found for each set of parameters, one with $`f<f_{\mathrm{cr}}`$ and the other with $`f>f_{\mathrm{cr}}`$ (see Fig. 2). The first is a “standard” (unstable) one, characterized by a low value of the fraction of power transported vertically by Poynting flux, and is just the continuation of the radiation pressure dominated branch discussed in the previous section at high values of $`\alpha _0`$. The second one, which is discussed here for the first time, appears due to the feedback effect of the closure relation (11). It is a (mildly) radiation pressure dominated solution endowed with a powerful corona, in that $`f1`$ as the accretion rate increases.

The values of $`\dot{m}_{\mathrm{cr}}(r)`$ and $`f_{\mathrm{cr}}`$ can be found by solving $`\dot{m}(r,f)/f=0`$, or, equivalently, the equation $`f^512\alpha _0^2f+8\alpha _0^2=0`$. For every $`r`$, re obtain $`f_{\mathrm{cr}}0.7417`$ for $`\alpha _0=0.5`$, quickly converging towards $`f_{\mathrm{cr}}=2/3`$ for increasing $`\alpha _0`$. The critical accretion rate, though, depends on $`r`$. The lowest possible value of the critical accretion rate, that can be simply denoted $`\dot{m}_{\mathrm{cr}}`$, appears at $`r4.64`$ (which is the radius where the function $`J(r)^{16/9}r^{7/3}`$ has a minimum). We have numerically computed $`\dot{m}_{\mathrm{cr}}`$ as a function of $`\alpha _0`$. The relation can be approximated by the analytic expression

$$\dot{m}_{\mathrm{cr}}=0.34\alpha _0m^{1/8},$$
(16)
which is accurate to better than 3% for $`\alpha _0>1`$ and to better than 10% for $`\alpha _0>0.6`$. The above formula also makes manifest the main differences that would be found if we chose supermassive black holes instead that stellar mass ones. Namely, the critical accretion rate separating gas from radiation pressure dominated solutions and that determining the existence of our new high viscosity, high-$`f`$ solution would be reduced by a factor $`m^{1/8}`$. The qualitative properties of the solutions would be left unchanged.

Fig. 2 shows, for $`m=10`$ and $`\alpha _0=0.75`$, the radial dependence of the coronal fraction for different values of the accretion rate. The two solutions appear for $`\dot{m}0.19`$ and show an opposite trend as the accretion rate increases: while in the first case $`f`$ decreases and the disc becomes less dense and more radiation pressure dominated, in the second case $`f`$ increases, the disc becomes denser and less radiation pressure dominated.

It is worth studying the stability property of this newly discovered solution. Thermal stability requires \[Piran 1978\]

$$\left(\frac{\mathrm{ln}Q_+}{\mathrm{ln}T}\right)_\tau <\left(\frac{\mathrm{ln}Q_{}}{\mathrm{ln}T}\right)_\tau .$$
(17)
We have $`(\mathrm{ln}Q_{}/\mathrm{ln}T)=4`$ and, from (2), $`Q_+\dot{m}(1f)T^{9/2}(1f)`$. Therefore, the stability criterion becomes:

$`\left({\displaystyle \frac{\mathrm{ln}Q_+}{\mathrm{ln}T}}\right)_\tau `$ $``$ $`\left({\displaystyle \frac{\mathrm{ln}Q_{}}{\mathrm{ln}T}}\right)_\tau ={\displaystyle \frac{9}{2}}\left(1+{\displaystyle \frac{(1f)}{\dot{m}}}\right)4`$ (18)
$`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{4f(4\alpha _0^2f^4)}{(f^512f\alpha _0^2+8\alpha _0^2)}}<0.`$
Because the numerator of the second term is always positive for $`\alpha _0>1/2`$, we have that for $`f>f_{\mathrm{cr}}`$ (which is a pole for the second term in the above equation) indeed the criterion is satisfied, while the opposite is true for $`f<f_{\mathrm{cr}}`$. On the other hand, viscous stability requires that $`(\dot{M}/\mathrm{\Sigma })>0`$. We have $`\mathrm{\Sigma }\rho H\dot{m}^{1/9}(1f)^1`$, and the stability condition can be written as

$$\frac{2}{9}\left(\frac{1}{2}+\frac{4f(4\alpha _0^2f^4)}{f^512f\alpha _0^2+8\alpha _0^2}\right)<0,$$
(19)
which is satisfied when thermal stability condition is also satisfied.

The very important fact that our new discovered high-$`f`$ solutions are both viscously and thermally stable may be an indication that, whenever allowed to do so, the system will chose those solutions over the low-$`f`$ ones. The real physical state of a high viscosity disc at high accretion rates, though, is likely more complicated and inherently time dependent. Indeed, the very fact that for $`\alpha _0>0.5`$ no gas pressure dominated solutions exist, make us believe that in the outer part of the disc magnetic turbulence will self-regulate to keep the viscosity parameter below its critical value. Thus, the value of the viscosity parameter may not be constant throughout the disc, but more likely increases inwards, as also suggested by high-resolution numerical MHD simulations of the inner parts of non radiative discs \[Reynolds & Armitage 2001, Krolik & Hawley 2002\]. For any given radial profile of the viscosity parameter $`\alpha _0`$, the radius at which it reaches its critical value will therefore play an important role in determining the physical properties of the disc. We may speculate that in a full time dependent solution both the viscosity parameter and the local accretion rate will adjust in order to avoid discontinuities in the flow there, but the exact nature of the final disc structure is impossible to predict from our stationary solutions.

## 4 Discussion

Beside the thin disc approximation, which is straightforward to verify a posteriori for all our solutions but the low-$`f`$, high-$`\dot{m}`$ ones (as in the standard SS case), our results are rooted in two further assumptions. The first is that the growth rate of MRI is given by (3) in radiation pressure dominated discs, the second is that buoyancy is the main mechanism of field saturation in turbulent magnetized discs. Let us examine these two issues one at a time.

As discussed in Blaes & Socrates (2001), the applicability of Eq. (3) depends on the capability of radiative diffusion to destroy radiation sound waves on the length scale of the MRI, and requires that the azimuthal magnetic field component dominates the vertical one, as should be the case in thin discs with Keplerian velocity profiles (see also the numerical simulations of initially random fields in Hawley, Gammie & Balbus 1996). Let us define the Alfvén speed associated to the vertical field component, $`v_{\mathrm{A}z}=B_z(4\pi \rho )^{1/2}`$, and the (small) parameter $`\delta v_{\mathrm{A}z}/v_\mathrm{A}`$. The diffusion wavenumber for Keplerian discs is \[Blaes & Socrates 2001\]:

$$k_{\mathrm{diff}}\left(\frac{3\mathrm{\Omega }_\mathrm{K}\kappa _{\mathrm{es}}\rho }{c}\right)^{1/2}.$$
(20)
Then, Eq. (3) should be valid if the characteristic wavenumber of the instability, $`\mathrm{\Omega }_\mathrm{K}/v_{\mathrm{A}z}`$ is of the order of (or larger than) the diffusion wavenumber $`k_{\mathrm{diff}}`$. By using the expression (2) for the density, (11), and the definition of $`v_{\mathrm{A}z}`$, we obtain the following condition for the validity of our assumption:

$$k_{\mathrm{diff}}fH\delta 65fm^{1/18}\left(\frac{\dot{m}J(r)}{\alpha _0}\right)^{4/9}r^{21/36}\delta 1.$$
(21)
Noting that $`\mathrm{max}[J(r)^{4/9}r^{21/36}]0.2`$, this translates into222We adopt here the notation $`A=10^xA_x`$.

$$1.5fm_1^{1/18}\left(\frac{\dot{m}}{\alpha _0}\right)^{4/9}\delta _11,$$
(22)
which is always satisfied for the low-$`f`$ radiation pressure dominated solutions, while, for the $`f1`$ solutions, it breaks down for very high accretion rates $`\dot{m}0.55\alpha _0m^{1/8}\delta _1^{9/4}1.6\dot{m}_{\mathrm{cr}}\delta _1^{9/4}`$. It is clear that in order for our viscosity scaling (7) to be applicable to the high-$`f`$ solutions at super-Eddington rates, higher azimuthal field strengths (and low $`\delta `$) are required. However, if $`\dot{m}`$ grows too large, and Eq. (22) is not satisfied, then the magnetic stresses, and the magnetic pressure, will be proportional to the total pressure. The condition of subsonic turbulence would then imply again $`\alpha _0<1/2`$. The fraction of power transported vertically by Poynting flux, $`f`$ will tend again to its maximum value $`\sqrt{2\alpha _0}`$, as in the gas-pressure dominated solutions. Therefore, it seems plausible to envisage that the high-$`f`$ solutions could extend to arbitrarily large accretion rates, regardless to the viscosity law and the detailed properties of the MRI field, as long as $`\alpha _0`$ is sufficiently high in these regimes.

The second main assumption that was used in the derivation of our solutions was to consider buoyancy the main mechanism by which the disc gets rid of the magnetic field. In fact, two other competing mechanisms should be considered: turbulent diffusion and dissipation.

Let us first compare the typical buoyancy timescale ($`t_bH/2bv_\mathrm{A}`$) with the turbulent diffusion one ($`t_\mathrm{d}H^2/\nu `$). The kinematic viscosity coefficient $`\nu `$ can be recovered from the standard viscous form of the stress to obtain $`\nu =2\tau _{R\varphi }/(3\rho \mathrm{\Omega }_\mathrm{K})`$. We then have

$$\frac{t_\mathrm{b}}{t_\mathrm{d}}=\frac{k_0v_\mathrm{A}}{6bc_\mathrm{s}}=\frac{k_1^2f}{6},$$
(23)
Therefore, for any physical self-consistent, $`f<1`$ solution, buoyancy is always a more efficient mechanism of field escape than field diffusion, unless $`k_1=3k_0/2b`$ is substantially larger than unity..

On the other hand, the field may dissipate by cascading down the subsonic turbulence and leave its energy inside the disc. The typical timescale for this process is set by the coherence time of the turbulent flow, that we have assumed to be $`\tau _\mathrm{t}1/\sigma v_\mathrm{A}/(c_\mathrm{g}\mathrm{\Omega }_\mathrm{K})`$. This would give

$$\frac{t_\mathrm{b}}{\tau _\mathrm{t}}=\frac{1}{4b\alpha _0},$$
(24)
which implies that our working assumption is justified only for large viscosity solutions. In practice, if $`\alpha _0`$ is small, the actual maximal fraction of power dissipated into the corona will be further reduced by a factor $`1+0.25/b\alpha _0`$. However, the high viscosity, high-$`f`$ solutions discussed in section 3.2 will be little affected by dissipational losses of energy inside the disc.

## 5 Conclusions

We have presented a full analysis of thin accretion disc solutions under the assumptions that the magnetic field generated and amplified by MRI (which is at the origin of MHD turbulent stress in the disc) saturates mainly due to buoyant transport in the vertical direction. From these assumptions, a viscosity prescription is derived, in which magnetic pressure, and therefore turbulent stresses, scale proportionally to the geometric mean of gas and total (gas plus radiation) pressure. This prescription, in turn, allows us to uniquely determine, for every set of the parameters ($`m`$, $`\dot{m}`$, $`r`$ and $`\alpha _0`$) the fraction of the accretion power $`f`$ which is transported vertically by Poynting flux. For low values of the viscosity parameter the solution is unique, with $`f`$ tending to its maximum value, $`\sqrt{2\alpha _0}`$, when gas pressure dominates (low accretion rates), and decreasing as the accretion rate increases and radiation pressure becomes more and more important. For $`2\alpha _0>1`$ there are no solutions for gas pressure dominated regions, while in the radiation dominated part of the flow two solutions are possible for every value of the accretion rate. The first is a “standard” (unstable) one, with $`f1`$, while the second has $`f1`$ (corona dominated) as the accretion rate increases and is thermally and viscously stable.

Two main results from the present study are important for the interpretation of observed spectral energy distributions of accretion-powered systems. The first is the property of low-$`\alpha _0`$ solutions to be more corona-dominated (i.e. to have the largest possible value of $`f`$) at low accretion rates. This has been discussed in Merloni & Fabian (2002a) in the context of low-luminosity black hole. It is indeed an observational fact that the relative strength of the hard, optically thin, power-law-like component in their X-ray spectra increases with respect to the optically thick, quasi-thermal one as $`\dot{m}`$ decreases. The second is the existence of a new high-$`f`$ solution at high accretion rates for high values of the viscosity parameter.

As in the case of corona-dominated solutions at low $`\dot{m}`$, it is plausible to speculate that the large Poynting fluxes in the vertical direction that characterize these solutions are to be associated with the generation of powerful coronae and, possibly, powerful outflows/jets, too \[Merloni & Fabian 2002a\]. Indeed, there are observational hints that black holes believed to accrete at Eddington or super-Eddington rates bear many similarities with their low-rate counterparts. This class of objects may include galactic black holes in the Very High state (see Done 2002, and references therein), whose X-ray spectra show a power-law component, likely of non-thermal origin \[Poutanen & Coppi 1998, Gierliński et al. 1999\], often as strong as the quasi-thermal one; broad line radio galaxies, where the weakness of X-ray reflection features has been interpreted as evidence for highly ionized discs surrounded by powerful coronae at high accretion rates \[Ballantyne, Ross & Fabian 2002\]; powerful blazars, where it has been shown \[Ghisellini & Celotti 2002\] how the relativistic jet in these sources may dominate the total output power at very high (inferred) $`\dot{m}`$. Furthermore, some Ultra Luminous X-ray sources (ULX; Makishima et al. 2000) have shown power-law like spectra, analogous to those of black hole candidates in their very high state, at inferred accretion rates of a few times the Eddington rate for a 30$`M_{}`$ black hole \[Kubota, Done & Makishima 2002\].

In order to assess the relevance of our new solution in all the above cases, vertically integrated models should be abandoned, and the complicated problem of determining the disc structure in the vertical direction, together with the disc–corona boundary, tackled. This would allow us to establish the relationships between the (vertically integrated) parameter $`f`$, and the observationally determined fraction of power dissipated in the corona. In particular, it is only by carefully studying the disc–corona transition region that will be possible to assess how super-Eddington (if at all) our new high $`\alpha _0`$ solutions can be. In principle, if a high fraction of accretion power could be dissipated in the corona without disrupting the optically thick disc, there would be no limitation to the total luminosity that the source could emit, because the radiation is shining on the disc from outside. Such a possibility to obtain super-Eddington luminosities is physically different from the one recently proposed by Begelman (2001; 2002), although both depend on the existence of magnetized radiation pressure dominated thin discs. In fact, the non-linear analysis of Gammie (1998) and Blaes & Socrates’ (2001) photon bubble instability carried on in Begelman (2001) is applicable to the low-$`f`$ radiation dominated solutions we have presented here, which is much more strongly radiation pressure dominated than the high-$`f`$ ones, while the thinner discs of the high-$`f`$ solutions have almost equal radiation and gas pressures, and therefore should not be too strongly inhomogenous.

Finally, we point out that the existence of multiple solutions for the same set of parameters (high $`\alpha _0`$ case), may give rise to interesting hysteresis effects during spectral transition caused by long term variation of the accretion rate \[Maccarone & Coppi 2003\]. A full time-dependent analysis of our solution is needed in order to make definite predictions in this sense.

## Acknowledgments

I thank Tiziana Di Matteo, Andy Fabian and Rashid Sunyaev for their valuable suggestions and the anonymous referee for carefully reading the manuscript and for his useful comments.


text:
# From multiplicative noise to directed percolation in wetting transitions

## Abstract

A simple one-dimensional microscopic model of the depinning transition of an interface from an attractive hard wall is introduced and investigated. Upon varying a control parameter, the critical behaviour observed along the transition line changes from a directed-percolation to a multiplicative-noise type. Numerical simulations allow for a quantitative study of the multicritical point separating the two regions, Mean–field arguments and the mapping on a yet simpler model provide some further insight on the overall scenario.

preprint:

A variety of interesting physical phenomena corresponds to the unbinding transition of an interface from a flat surface. This is the case of wetting processes (WP) taking place in the thin liquid film which forms on a substrate exposed to a gas. By varying external parameters such as temperature or pressure, the liquid layer $`h(x,t)`$ may either grow and become macroscopically thick or remain confined to the close vicinity of the substrate Diet ; HH . Wetting phenomena can also take place under non-equilibrium conditions. Here one is interested, for example, in a growth process of a film over a substrate. Depending on the dynamical rates controlling the growth process one can observe similar pinned or unpinned phases.

A question of general interest concerns the universality of the unbinding transition. While the equilibrium scenario is well established Diet , an overall understanding of non-equilibrium wetting phenomena is still lacking. Numerical studies of non-equilibrium systems have revealed a composite picture that still needs to be fully disentangled. Here one considers the dynamical equations of a moving interface interacting with a hard wall. In the simplest case, the unbinding transition is signalled by the change of sign of the average velocity of the free interface. A pinned phase is obtained when the free interface moves towards the substrate and an unpinned phase is found when it moves away. This scenario is sometimes referred to as the multiplicative noise (MN) and is well described by a Kardar-Parisi-Zhang (KPZ) equation KPZ  with a hard-wall MN ; MN2 ; MuHwa ; Munoz . On the other hand, a study of some discrete growth models has shown that for particular values of the growth rates the unbinding transition is of different nature, belonging to the directed percolation universality class Alon .

More interesting is the scenario when the surface exerts, in addition, a short range attractive force that may prevent $`h`$ from growing even when the ”free” interface would otherwise have a positive velocity. In WP such an effective interaction is obtained when the growth rate on the bare substrate is lower than the growth rate on the film itself. Some microscopic models, introduced to study this out–of–equilibrium depinning transition SOS1 ; SOS2 , indicate that for a sufficiently strong attractive force, the unbinding transition may become discontinuous.

This scenario is by no means restricted to WP. Similar features have been, e.g., observed in the onset of complete synchronization in chains of coupled oscillatorsBaroni ; Ahlers ; Ginelli . In this context, two replicas of the chain are either subject to the same stochastic forcing, or locally coupled: the absolute difference $`\mathrm{\Delta }(i,t)`$ between the state variables in the $`i`$th site may either go exponentially to zero, in which case synchronization eventually occurs, or stay finite. Upon formally introducing $`\gamma (i,t)=\mathrm{log}\mathrm{\Delta }(i,t)`$, it is easily recognized that $`\gamma (i,t)`$ plays the same role as $`h(x,t)`$: synchronization corresponds to the unpinned phase, while the unsynchronized regime corresponds to the bounded phase. In this context, a strong nonlinearity may play the role of the attractive force in WP, preventing small but finite perturbations from vanishing. However, at variance with WP, in complete synchronization, the effect of a sufficiently strong “attractive force” is to bring the MN transition into the directed percolation (DP) universality class Baroni ; Ahlers  rather than making it first order.

In the absence of a sufficiently general field-theoretic approach able to reconcile all the various observed scenarios into a common framework, the study of minimal models is very helpful for the identification of the basic mechanisms. This is the main motivation for introducing hereafter a simple microscopic model. By numerically reconstructing its phase diagram, we shall be able to clearly recognize that both the MN and DP universality classes can be found and to quantitatively investigate the “multicritical” point separating the two scenarios. Moreover, an accurate reconstruction of the critical line will be proposed based part on mean-field arguments and exploiting the exact mapping (in a limit case) onto a genuine DP-model.

Specifically, we consider a simple growth model, which, for reasons that will become clear in a while, is called Single–Step–plus–Wall (SSW) model. The starting point is the Single–Step (SS) model originally introduced to study the roughening of 1d interfaces MRSB ; KS . It is well known that the SS model can be exactly mapped onto the 1d KPZ equationMRSB . The interface is described by a set of integer heights $`h_i`$ on the sites $`i`$ of a one-dimensional lattice of length $`L`$, satisfying the “continuity” constraint $`|h_ih_{i+1}|=1`$. At each time step, $`dt=1/L`$ a site $`i`$ is randomly selected and its height increased, $`h_ih_i+2`$, provided that a local minimum exists at site $`i`$. In the thermodynamic limit, since the dynamics does not introduce any spatial correlation, a generic interface with mean slope $`s`$ moves with a mean velocity $`v(s)=(1s^2)/2`$. The exact knowledge of $`v(s)`$ will be crucial in the following, since it allows for an exact determination of the critical line in the MN regime.

The second ingredient of the SSW model is an upward–moving wall located at some integer height $`h_w(t)`$ below the SS interface. It moves with velocity $`v_w`$ and both “pushes” and attracts the interface. Altogether, the SSW dynamics amounts to the following evolution algorithm: at each time step, a site $`i`$ is randomly chosen and, if it is a local minimum, $`h_i`$ is increased by two units with probability $`1`$, or $`(1q)`$, depending whether $`h_i>h_w`$, or $`h_i=h_w`$ (see Fig. 1a). After $`n_w=L/v_w`$ steps, the wall is moved upwards by one unit and, simultaneously, the height of the interfacial sites overtaken by the wall, is increased by two units (see Fig. 1b).

Physically, the SSW describes a roughening and moving interface, attracted by a short-range force to a hard wall. Its dynamics is determined by two parameters: (i) the relative velocity of the wall with respect to the free-interface, that we control by modifying $`v_w`$,note ; and (ii) the stickiness of the wall, quantified by $`q`$. Since we are interested in characterizing the phase diagram of SSW by locating the depinning transition from the wall, the natural order parameter is the density of sites pinned at the wall

$$\rho (t)=\frac{2}{L}\underset{i=1}{\overset{L}{}}s_i(t),s_i(t)=\{\begin{array}{cc}1\hfill & \mathrm{if}h_i(t)=h_w\hfill \\ 0\hfill & \mathrm{if}h_i(t)>h_w\hfill \end{array}$$
(1)
where $``$ denotes an ensemble average over different realizations of the stochastic process.

A necessary condition for interface depinning to occur is $`v_w<1/2`$, because $`1/2`$ is the velocity of a free and flat interface. For $`q`$ small enough, this is also a sufficient condition, since the attractive force is overcompensated by the faster velocity of an almost straight interface. This can be seen by a simple mean field argument: an interface completely attached to the wall has a higher density of minima (1/2) than a rough one (1/4), so that its average velocity $`v=(1q)`$ is larger than 1/2 as long as $`q<q^{}=1/2`$. Accordingly, below $`q^{}`$, a pinned interface detaches as soon as $`v_w<1/2`$. Numerical simulations confirm that the transition indeed occurs at $`v_w=1/2`$, with the only slight difference that $`q^{}=0.4445(5)`$. Above $`q^{}`$ the interface may remain pinned even when its velocity is larger than $`v_w`$ (see Fig. 2). In other words there is a sort of bistable region, where an initially pinned interface remains attached while a depinned one moves away from the wall. The transition line, located at the lower border of the bistable region, is continuous and turns out to belong to the DP universality class. This is at variance with the discontinuous transition observed, e.g., in the solid-on-solid model of SOS2 . Before commenting on the possible reason of such a difference, it is necessary to explore in more quantitative way the critical behavior both above and below $`q^{}`$.

Continuous non-equilibrium phase transitions are characterized by three independent critical exponents. At criticality ($`v_w=v_w^c`$), the density $`\rho (t)`$ of pinned sites scales with time as $`\rho t^\delta `$, while its stationary value depends on the the distance from criticality as,

$$\underset{t\mathrm{}}{lim}\rho (t)(v_wv_w^c)^\beta ,$$
(2)
Very accurate numerical estimates of the DP critical exponents give $`\beta _{DP}=0.276486\pm 610^6`$ and $`\delta _{DP}=0.159464\pm 610^6`$ Jensen . Less accurate estimates are available for the MN scenario, namely $`\beta _{MN}=1.7\pm 0.1`$ and $`\delta _{MN}=1.1\pm 0.1`$ MN2 . The third exponent, $`z`$, can be defined with reference to the scaling relation $`\rho (t,L)=L^{\delta z}g\left(tL^z\right)`$ HH , where $`g`$ is a proper scaling function. It takes very similar values in DP and MN, namely, $`z_{DP}=1.580745\pm 10^6`$ while $`z_{MN}=1.53\pm 0.07`$.

We have performed numerical simulations of the SSW model for different $`q`$ values starting from an initially pinned ($`\rho (0)=1`$) interface. The exponents $`\beta `$ and $`\delta `$ have been measured by studying large system sizes (from $`L=2^{17}`$ to $`L=2^{20}`$) in order to minimize finite-size corrections, and by averaging over a small number of different realizations ($`10`$) to further decrease statistical fluctuations. Conversely, it is sufficient to consider much smaller sizes ($`2^5<L<2^{10}`$) for a reliable estimate of $`z`$ that has been determined by looking for the optimal collapse of the various $`\rho (t,L)`$ curves (in this case, however, it has been necessary to average over a much larger ensemble of realizations ($`>10^410^5`$).

A complete summary of the resulting values of the critical exponents is reported in Table 1. Altogether, we find that for $`q<q^{}`$, the attracting force not only does leave the transition point unaffected, but also the universality class of the critical behaviour remains of MN type foot1 . For $`q>q^{}`$, the transition line veers down, while the critical exponents signal a transition of DP type.

The DP critical line can be best understood by analyzing the SSW model in the vicinity of the point $`q=1`$ and $`v_w=0`$. Here, the dynamics is dominated by two slow mechanisms: (i) detachment of pinned sites during the asynchronous part of the rule; (ii) shrinking of the unpinned islands at the wall move. In comparison, the dynamics of detached regions between consecutive wall moves rapidly leads them to assume a perfectly triangular shape with a maximal slope equal to $`\pm 1`$. Therefore, such islands correspond to the dead phase in DP, since their shape prevents the occurrence of any pinning in their interior. It is now convenient to divide between attached ($`h_i=h_w`$) and detached ($`h_i>h_w`$) sites, denoting them with $`A`$ and $`D`$, respectively. Correspondingly, the dynamics reduces to a simple probabilistic cellular automaton: $`L/v_w`$ sites are first randomly selected, transforming each $`A`$ into a $`D`$ with probability $`1q`$; next, the wall move amounts to transforming all $`A`$’s into $`D`$’s and all $`D`$’s neighbouring an $`A`$ into a $`D`$ (see Fig. 3). Apart from the peculiar presence of both an asynchronous and a synchronous part, this rule clearly belongs to the class of contact processes with an absorbing state ($`D`$) and, as such, it is expected to exhibit a DP transitionGras ; janssen . The only relevant parameter is the ratio between the rate $`(1q)`$ and the wall velocity $`v_w`$, which corresponds to the slope of the critical line at $`q=1`$. In fact, numerical simulations of the automaton yield a “critical ratio” $`a_c=lim_{q0}v_w^c/(1q)=2.866\mathrm{}`$, in very good agreement with the slope determined from direct simulations of the SSW model.

At a finite distance from $`q=1`$, the automaton does no longer describe exactly the SSW dynamics, since fluctuations of the interface within an unpinned island can both induce a faster shrinking of the island and the generation of pinned sites in its interior. The first effect amounts to increasing by some factor $`\alpha `$ the average number of $`D`$’s turned into $`A`$’s at the island borders, so that the critical point would be determined by the equation

$$\frac{\alpha v_w^c}{1q}=a_c.$$
(3)
In the configuration plotted in Fig. 1, the island border identified by the letter $`C`$ shifts by three units thus implying $`\alpha =3`$. The average value of $`\alpha `$ can be determined by noticing that, at criticality, in the SSW model, the typical slope $`s`$ of the interface inside an island must be such that its velocity coincides with the wall velocity $`v_w^c`$. If we then assume that the profile is a biased random walk with probabilities $`p_u`$ and $`1p_u`$ of up and down moves, respectively, one finds, using simple combinatorial considerations, $`\alpha =1+2(1p_u)/p_u`$. Since $`p_u`$ is simply related to the slope, $`s`$, by $`p_u=(s+1)/2`$ one finally obtains $`\alpha =1+2(1s)/(1+s)`$. Inserting this expression into (3) and eliminating $`s`$ with the help of the relation $`v_w^c=(1s^2)/2`$, one obtains $`v_w^c(q)=2\sqrt{1+2a_c(1q)}a_c(1q)2`$. Although approximate, this formula reproduces very accurately the DP critical line not only in the vicinity of $`q1`$ but also up to the multicritical point, where it touches the MN critical line (see Fig. 2), providing a good approximation for its position as well ($`q_{\mathrm{max}}=13/(2a_c)=0.477\mathrm{}`$). Evidently, the quality of the theoretical formula implies that even close to the multicritical point, the sudden appearance of pinned sites inside unpinned islands does not significantly modify the transition point. A deeper understanding of this point is left to future investigations.

The correspondence with MN and DP critical phenomena unveiled for small and large $`q`$ values, respectively, is not sufficient to make predictions about the scaling behaviour in the vicinity of the multicritical pointfoot2 . There, in the absence of a convincing field-theoretic approach, a chance for understanding how the two out-of-equilibrium critical phenomena may be connected to one another is offered by numerical investigation. However, even this is not a straightforward task, since three levels of criticality mix together: criticality of the free rough interface, criticality of the depinning transition and, finally, that one connected with the MN-DP transition. While approaching $`q^{}`$ from the left along the critical line $`v_w^c=1/2`$, the power–law decay of the density of pinned sites $`\rho (t)`$ turns out to be first governed by the exponent $`\delta ^{}1/2`$, which crosses over to $`\delta _{MN}`$. As the crossover time appears to diverge when $`qq^{}`$, it can be safely stated that $`\delta ^{}`$ characterizes the critical behaviour at $`q^{}`$. The same scaling is expected for $`q`$ approaching $`q^{}`$ from the right along the critical line, with a crossover from $`\delta ^{}`$ to $`\delta _{DP}`$. However, the difficulty of locating the critical line with a sufficient accuracy prevents an effective numerical verification. The other two critical exponents are $`\beta ^{}3/4`$ and $`z^{}3/2`$ at $`q^{}`$, so that both the $`\beta ^{}`$ and the $`\delta ^{}`$ values are intermediate between the corresponding $`MN`$ and $`DP`$ critical exponents, while $`z^{}`$ is compatible with both $`z_{MN}`$ and $`z_{DP}`$.

In conclusion, with reference to a simple microscopic model, we have shown that MN and DP can be different facets of the same wetting process. The connection between these two different universality classes strongly hints at the possibility that both out-of-equilibrium transitions may be described within a single field–theoretic approach. Some progress has been recently made in this direction in Munoz2 , where the authors have found DP behavior in a KPZ equation with attractive wall.

###### Acknowledgements.

We are particularly to P. Grassberger for his contributions in the early stages of this work. A. Giacometti and L. Giada are acknowledged for useful discussions. CINECA in Bologna provided us access to the parallel Cray T3 computer under the INFM-grant “Iniziativa Calcolo Parallelo”. This work has been partially funded by the FIRB-contract n. RBNE01CW3M\_001 and the Israeli Science Foundation.