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# New neighbours: V. 35 DENIS late-M dwarfs between 10 and 30 parsecs

## 1 Introduction

The stellar content of the solar neighbourhood is once again a very active research field, revived in large part by the vast amounts of new data from the near-Infrared surveys DENIS (Epchtein epchtein97 (1997)) and 2MASS (Skrutskie et al. skru97 (1997)) and the optical Sloan Digital Sky Survey (York et al. york00 (2000), Hawley et al. hawley (2002)). These surveys have identified much fainter and cooler objects, and required the extension of the spectral classification system by two new spectral classes, the L and T dwarfs (Martín et al. martin97 (1997); Kirkpatrick et al. kirkpatrick99 (1999)). As expected, the surveys also detect large numbers of less extreme late-M dwarfs. As shown by Gliese et al. (gliese86 (1986)) the census of the solar neighbourhood is rather incomplete for late M dwarfs, and their actual number density is not very well established.

In Paper I (Phan-Bao et al. phan-bao (2001)), we presented 30 nearby ($`d_{\mathrm{phot}}<30`$ pc) late-M dwarfs ($`2.0IJ3.0`$, M6-M8) with high proper motions: 26, a few of which were previously known from other sources, were photometrically selected from 2100 square degrees of DENIS data, and 4 were identified by cross-identifying the LHS (Luyten luytena (1979)) and DENIS catalogues over a larger sky area. Here we repeat the analysis of Paper I with an improved ($`IJ`$, $`M_\mathrm{I}`$) relation, calibrated specifically for the DENIS filter set, and extend the colour selection to a further 3600 square degrees. We also use an improved dwarf/giant discrimination criterion, based on the reduced proper motion rather than the simple proper motion cutoff which is commonly used for that purpose (e.g. Scholz et al. scholz (2001), and Paper I). This allows us to dig down to significantly lower proper motions, and thus to identify additional dwarf candidates. Finally, we systematically search the DENIS database for southern NLTT stars (Luyten luytenb (1980)) that have colours in the same ($`2IJ3.0`$) range.

Sect. 2 presents the DENIS colour-magnitude relation, and Sect. 3 reviews the sample selection. Section 4 discusses the proper motion measurements and the calibration of the B and R photographic photometry. Sect. 5 presents the giant/dwarf discrimination from Reduced Proper Motion plots, and Sect. 7 a rough estimation of effective temperatures. We discuss the completeness of the sample in Sect. 6 and indicate future directions in Sect. 8.

## 2 DENIS colour-magnitude relation

The DEep Near Infrared Survey (DENIS) (Epchtein epchtein97 (1997)) systematically surveyed the southern sky in two near-infrared ($`J`$ and $`K_\mathrm{S}`$) and one optical ($`I`$) band. Its extensive sky coverage, broad wavelength baseline, and moderately deep exposures ($`I`$=18.5, $`J`$=16, $`K_\mathrm{S}`$=13.5) make it a very efficient tool at identifying faint and cool nearby stars.

In Paper I, we estimated distances to potential DENIS red dwarfs using the Cousins-CIT ($`I_\mathrm{C}J_{\mathrm{CIT}}`$, $`M_\mathrm{I}`$) relation for M dwarfs of Delfosse (1997b ). We also noted that for red stars the DENIS photometric system and the standard Cousins-CIT system differ by $``$ 0.1 mag for the $`K`$ band, but by less than 0.05 mag for the $`I`$ and $`J`$ bands (Delfosse 1997b ). The Delfosse (1997b ) $`IJ`$ relation therefore applies reasonably well to DENIS photometry, but with progress in the DENIS data reduction it has now become possible, and preferable, to directly calibrate a DENIS colour-magnitude relation. Of the three colours that can be formed from DENIS photometry, $`JK`$ is a very poor spectral type diagnostic for M dwarfs, while $`IJ`$ and $`IK`$ are both excellent. From a practical point of view, DENIS is significantly more sensitive to M dwarfs at $`J`$ than at $`K`$. We therefore chose to calibrate the ($`IJ`$, $`M_\mathrm{I}`$) relation.

We searched the following trigonometric parallax catalogues for reference M dwarfs with a DENIS counterpart fainter than the $`I`$ saturation limit of $`I=9`$ and with $`IJ>1.0`$:

* the Hipparcos catalogue (ESA esa (1997)) for 63 relatively bright stars. As the limiting magnitude of the HIP catalogue is V$`12.0`$, it contains few very red dwarfs.
* the GCTP catalogue (van Altena et al. vanaltena (1995)) for 29 mostly fainter stars.
* 6 faint stars from Tinney et al. (tinney95 (1995)), Tinney (tinney96 (1996)); one from Henry et al. (henry97 (1997)) and one late M dwarf from Deacon & Hambly (deacon (2001)).

We excluded known doubles as well as large amplitude variables, but had to accept a number of low amplitude flare stars, with peak visible light amplitude of 0.1 to 0.3 mag.

We did not correct the resulting absolute magnitudes for the Lutz-Kelker bias, since the complex selection pedigree of our sample makes a quantitative analysis of that bias almost impossible. Arenou & Luri (arenou (1999)) conclude that it is preferable to apply no correction in such cases. The errors on the parallaxes are fortunately small, so that neglecting that correction does not appreciably contribute to the overall errors.

Fig. 1 shows the resulting ($`IJ`$, $`M_\mathrm{I}`$) plot, and the corresponding $`4^{th}`$ order polynomial fit:

$`M_\mathrm{I}`$ $`=`$ $`a_0+a_1(IJ)+a_2(IJ)^2+a_3(IJ)^3`$ (1)
$`+a_4(IJ)^4`$
where $`a_0=11.370`$, $`a_1=19.175`$, $`a_2=21.587`$, $`a_3=7.877`$, $`a_4=0.9710`$, valid for $`0.9IJ3.1`$.

Reid & Cruz (reid (2002)) established a similar relation for the Cousins/CIT colours, which only differ slightly from the DENIS colours. That relation is illustrated on Fig. 1, together with the theoretical prediction of Baraffe (baraffe (1998)). In the $`[1.7,3.1]`$ range we could collect 22 data points, significantly more than the 14 objects that we count on Fig. 11 of Reid & Cruz (reid (2002)).

In the $`[1.0,1.4]`$ interval the three curves are very close, but they then disagree over the intermediate $`[1.4,1.8]`$ region where the colour-luminosity relation steepens considerably. Reid & Cruz (reid (2002)) choose to describe this difficult region by discontinuities at $`IJ=1.45`$ and $`IJ=1.65`$, with a constant value with large error bars ($`M_\mathrm{I}`$=10.2$`\pm `$0.7) used in-between. The discontinuities clearly are non-physical, but our polynomial fit, just as clearly, runs the risk of smoothing out a steeper intrinsic slope which could reflect a real physical change or transition in the stellar structure.

Which of the two description is preferable largely rests on a small group of stars in this colour range: LHS 1855 (Gl 238), LP 794-30, LHS 3093 (Gl 592), G 70-22, and to a lesser extend, LHS 3850 (GJ 4294). If those stars are single, the polynomial fit is clearly preferable to the Reid & Cruz prescription, but an alternative hypothesis is that they are photometric binaries. Of the five, two have been examined for companions (LHS 1855, Scholz et al. scholz00 (2000); LHS 3093, Skrutskie et al. skrutskie (1989)) and found single, but only with seeing-limited resolution. LP 794-30 has a known companion, but at 85′′, outside any photometric diaphragm. We observed both G 70-22 and LHS 3850 with adaptive optics at CFHT, and found the former resolved with $`\mathrm{\Delta }`$(K)=1.5 at a separation of 0.8”. For now we lack objective reasons to excise the other 4 stars from the list and have thus left them in, but we did add them to the observing lists of our adaptive optics and radial velocity programs (Delfosse et al. delfosse99b (1999)).

In the $`IJ`$ range of primary interest here (\[2.0,3.0\]) all three relations again agree well with the data, as seen in Fig. 2 which plots the residuals of the observed data points from the three fits. Over the $`[1.9,3.1]`$ range the rms dispersion of the data around our fit is 0.26, corresponding to a 12% error on distances; it is respectively 0.30 and 0.31 for the Baraffe et al. (baraffe (1998)) and Reid & Cruz (reid (2002)) relations. Over the $`[2.0,3.0]`$ range the Eq. (1) polynomial is therefore a small but significant improvement, and we use it for the reminder of this paper.

## 3  Sample selection

### 3.1 Star selection from the DENIS survey

We systematically search the DENIS database (available at the Paris Data Analysis Center, PDAC) for potential members of the solar neighbourhood, with simple and well defined criteria. Specifically, we start by selecting all high galactic latitude DENIS sources ($`|b_{II}|30\mathrm{°}`$) that are redder than $`IJ=1.0`$ (approximately the colour of an M0 dwarf, Leggett leggett (1992)). We then compute photometric distances to retain stars with $`D_{\mathrm{phot}}<30`$ pc. We used the Paper I colour-magnitude relation for this selection since the colour-relation presented above was not yet available when we queried the DENIS database, but later recomputed all distances with the new relation.

When the search program was last run in mid-2001, 5700 square degrees (slightly over half of the southern high galactic latitude sky) were available in the database (Delfosse & Forveille delfossed (2001)). 2100 of those 5700 square degrees had been considered in Paper I and are reanalysed here with slightly improved tools, and 3600 square degrees are new. The number of potential early-M dwarfs (M0 to M6, $`1.0IJ2.0`$) with photometric distances within 30 pc is significantly larger ($``$5000) than the total population expected for the sampled volume ($``$1400, Henry et al. henry02 (2002)), and therefore must be dominated by contamination from distant M-giants with similar colours. Its analysis will require considerable follow-up, which is beyond the scope of the present work. Very late-M and L dwarfs ($`IJ3.0`$) will be considered in a forthcoming paper (Delfosse et al., in preparation). As in Paper I, we thus restrict the present analysis to stars in the $`2.0IJ3.0`$ colour interval, or approximately to spectral types M6 to M8.

At that stage in the selection, the candidate sample contains approximately equal numbers of nearby dwarfs and distant giants. A cut in the $`IJ`$/$`JK`$ colour-colour diagram (Fig. 3) rejects a sizeable fraction of the giants, but the DENIS photometry is not sufficiently accurate to eliminate all of them without losing some dwarfs. That step needs proper motion information, and is discussed in Sec. 5.

### 3.2 Searching in the NLTT catalogue

To extend our search to lower galactic latitudes, we turned to known high proper motion stars, and looked for faint NLTT (Luyten luytenb (1980)) stars with DENIS colours and magnitudes compatible with a nearby late M-dwarf. As the brighter NLTT stars have usually been better characterised, we restricted that search to NLTT stars fainter than $`R_{\mathrm{Luyten}}=14.0`$ and redder than $`(BR)_{\mathrm{Luyten}}=1.5`$ (approximately later than M1, Leggett leggett (1992)). The resulting 7424 stars were searched for in the 14,000 square degrees of DENIS data that are presently processed and available on-line at PDAC. This cross-identification is made somewhat difficult by the interplay of crowded fields at low galactic latitudes with the often poor coordinates of the southern stars in the NLTT catalogue. We therefore expect to have missed some significant fraction of the true matches. These NLTT stars were then handled as those extracted directly from DENIS, except that they obviously were ignored during the statistical analysis of the DENIS sample. We present here 15 candidates matching our previous criteria ($`2.0IJ3.0`$; and photometric distance within 30 pc).

## 4 Proper motions and B, R magnitudes

We searched for plates containing the dwarf candidates in the collection of the Centre d’Analyse des Images (CAI, http://www.cai-mama.obspm.fr/): POSS I ($`30\mathrm{°}<\delta <0\mathrm{°}`$), SRC-J ($`90\mathrm{°}<\delta <0\mathrm{°}`$), SRC-R($`17\mathrm{°}<\delta <0\mathrm{°}`$) and ESO-R ( $`\delta <17\mathrm{°}`$), depending on the declination. We then used the MAMA microdensitometer (Berger et al. berger (1991)) at CAI to digitize the survey plates, and analysed the resulting images with SExtractor (Bertin & Arnouts bertin (1996)). We calibrated these measurements using the ACT (Urban et al. urban (1998)) and GSPC-2 (Postman et al. postman (1997), Bucciarelli et al. bucciarelli (2001)) catalogues, as respectively astrometric and photometric references.

A least-square fit to the positions at the 3 to 4 available epochs (including the DENIS survey epoch), determines absolute proper motion. The time baseline spans 13 to 49 years, and results in proper motion standard errors of 29 to 7 mas/year. The photometric standard errors are $`\pm 0.3`$ mag for $`B`$ and $`\pm 0.2`$ mag for $`R`$. Tables 2a & 2c respectively list the proper motion determinations for 24 high proper motions (high-PM, $`\mu >0.1\mathrm{}`$yr-1) in the 3600 square degrees and 11 lower proper motions (low-PM, $`\mu <0.1\mathrm{}`$yr-1) in the full 5700 square degrees. Table 2b lists the proper motions for 15 high-PM candidates initially selected from the NLTT catalog.

For some bright low-PM objects, we used $`B`$ and $`R`$ magnitudes available in the USNO-A2.0 catalogue (Monet at al. monet (1998)), as well as more accurate proper motions from the UCAC1 (Zacharias et al. zacharias (2000)) & Tycho-2 (Høg et al. hog (2000)) catalogues.

## 5 Reduced proper motions

In Paper I probable giants were rejected on a proper motion cutoff, by requiring $`\mu 0.1\mathrm{}`$yr-1. This criterion, while effective, is not optimal, in that it completely ignores the photometric information: an apparently fainter star, everything else being equal, is farther away than a brighter one, and is thus on average expected to have a smaller proper motion. The combination of kinematic and photometric information embodying that simple idea is the Reduced Proper Motion (RPM), extensively used by Luyten and initially coined by Hertzsprung. The RPM is defined in terms of the observable parameters as:

$`H`$ $`=`$ $`m+5+5\mathrm{log}\mu `$ (2)
where $`m`$ is the apparent magnitude in a given photometric band and $`\mu `$ is the total proper motion in arc-sec yr-1. Its usefulness becomes more apparent after it is rephrased in terms of intrinsic stellar parameters, to:

$`H`$ $`=`$ $`M+5\mathrm{log}(V_\mathrm{t}/4.74)`$ (3)
where $`M`$ is the absolute magnitude in the same photometric band and $`V_\mathrm{t}`$ is the tangential velocity (km/s). Under this form it is clear that, unless it serendipitously has a very unusually low tangential velocity, a dwarf will have a much larger RPM than any giant. Subdwarfs have even larger RPMs than normal dwarfs, through a combination of fainter magnitudes (at a given colour) and a larger velocity dispersion. RPM vs colour plots are therefore extremely effective at statistically separating giants, dwarfs, subdwarfs, and white dwarfs.

The largest possible $`V_\mathrm{t}`$ for a star bound to the Galaxy is that of a retrograde star orbiting at the escape velocity, and located in the direction of either the galactic center or anticenter:

$`V_{\mathrm{max}}`$ $`=`$ $`V_\mathrm{e}+V_{\mathrm{LSR}}+V_{}`$ (4)
where:

$$\begin{array}{cc}V_\mathrm{e}\hfill & \text{500}\pm \text{40 km/s is the escape velocity in the solar neighbourhood (Leonard \& Tremaine }\text{leonard (1990)}\text{, Meillon }\text{meillon (1999)}\text{)}\\ V_{\mathrm{LSR}}\hfill & \text{220 km/s (Kerr \& Lynden-Bell }\text{kerr (1986)}\text{) is the rotation velocity of the Local Standard of Rest}\\ V_{}\hfill & \text{5 km/s (Dehnen \& Binney }\text{dehnen (1998)}\text{) is the solar velocity relative to the LSR.}\end{array}$$

Taking safe margins on all components, $`V_{\mathrm{max}}`$ is thus at most $`800km/s`$. For a given stellar luminosity, and in the $`I`$ photometric band, this translates into a maximum RPM of:

$`H_\mathrm{I}^{\mathrm{max}}`$ $`=`$ $`M_\mathrm{V}(VI)+5\mathrm{log}(V_{\mathrm{max}}/4.74)`$ (5)
To estimate the maximum RPM for giants at a given colour, we fitted polynomial functions to the $`VI`$ and $`IJ`$ colours data from Thé et al. (the (1990)), Bessell & Brett (bessell88 (1988)), and used Equation (5) to obtain:

$`H_\mathrm{I}^{\mathrm{max}}`$ $`=`$ $`18.829.97(VI)+2.83(VI)^2`$ (6)
$`0.25(VI)^3`$
for $`VI`$ $``$ \[1.5,5.0\]

$`H_\mathrm{I}^{\mathrm{max}}`$ $`=`$ $`18.9717.04(IJ)+8.08(IJ)^2`$ (7)
$`1.22(IJ)^3`$
for $`IJ`$ $``$ \[1.0,3.0\]

Fig. 4 shows the resulting $`H_\mathrm{I}^{\mathrm{max}}`$ vs. ($`VI`$) and vs. ($`IJ`$) curves, and our candidates.

To produce the ($`H_\mathrm{I}`$, $`VI`$) diagram, we interpolated a very approximate $`V`$-magnitude from the the $`B`$ and $`R`$ photographic magnitudes. This is obviously very crude, but nonetheless proves adequate: the $`H_\mathrm{I}^{\mathrm{max}}`$ vs $`VI`$ curve for giants is fairly flat, so that even large errors on $`VI`$ do not significantly affect the position relative to the curve. As an illustration of the very effective giant/dwarf separation in RPM plots, the diagram also displays 28000 single Hipparcos giants with adequate colour information, which all do lay well below the giants curve.

We divide the photometric candidates into 3 categories, plotted in Fig. 4, according to their position relative to the $`H_\mathrm{I}^{\mathrm{max}}`$ curve:

* Stars with $`\mu >0.1\mathrm{}`$yr-1 are listed in Tables 2a and 3a (24 objects). As expected from the conservative limits used in Paper I, they are well above the giants curve, and have standard errors on $`H_\mathrm{I}`$ of $`0.1`$. Fig. 5 gives finding charts for the 9 completely new objects.
* Stars with $`\mu <0.1\mathrm{}`$yr-1, but with $`H_\mathrm{I}H_\mathrm{I}^{\mathrm{max}}>1\sigma `$, with $`\sigma `$ the uncertainty on $`H_\mathrm{I}`$ (11 objects, Table 3c). Their proper motions (Table 2c) have large relative uncertainties, and, because of the logarithmic $`\mu `$ dependency, their RPM measurements are thus quite noisy. A few of the noisiest and/or closest to the giants curve might possibly be giants, but the vast majority are dwarfs. One, DENIS-P J2206227$``$204706, detected in Paper I and ignored there because of its small proper motion, was in fact independently recognized as a late-M dwarf by Gizis et al. (gizis (2000)).
* Stars with $`H_\mathrm{I}H_\mathrm{I}^{\mathrm{max}}<1\sigma `$ (Table 4), are overwhelmingly giants, with a minor admixture of very low tangential velocity dwarfs. The well known K5 dwarf Gl 710, for instance, lies outside our spatial and colour coverage, but with $`H_\mathrm{I}`$ = 0.23 it otherwise lays firmly within the “giants” region of the RPM diagram. This list (52 objects) includes a number of bright stars referenced as giants in the SIMBAD database. Our measured proper motions for those stars are usually not significant. This results in error bars on $`H_\mathrm{I}`$ that are occasionally so large (up to 5 magnitudes) that some objects could not be included in Fig. 4 without obliterating the diagram. Whenever possible (i.e. for the brightest objects), we therefore replaced our own measurements by the much better proper motions available in the UCAC1 (Zacharias et al. zacharias (2000)) and Tycho-2 (Høg et al. hog (2000)) catalogues.

The 114 star sample identified by the photometric criteria ($`2IJ3`$, $`d_{\mathrm{phot}}<30`$ pc) within the 5700 square degrees search area can therefore be divided into:

* 50 new nearby late-M dwarfs, consisting of:

+ 18 stars already found in high-PM catalogues (NLTT, WT,…) but without previous distance estimate.
    + 32 completely new discoveries (13 in Paper I; 19 in this paper).
* 12 previously known nearby stars (2 in Paper I; 10 in this one).
* 52 probable giants, or dwarfs with very small PM.

The 50 new nearby late-M dwarfs represent a very significant addition to the known sample of 12 in this part of the sky. Our setting of the limiting distance to 30 pc rather than 25 pc (to avoid losing true $`d<25`$ pc to distance errors) accounts for some but not most of this increase.

The 15 high-PM red dwarfs initially selected from NLTT are also listed in Tables 2b & 3b.

Tables 5a and 5b summarize the available physical parameters of the red dwarfs candidates listed in Table 3a and 3b (DENIS origin) and 3c (NLTT origin): absolute magnitude $`M_\mathrm{I}`$, distance, tangential velocity, and the approximate effective temperature derived from $`IJ`$ (Section 7). Two new late-M dwarfs have distance estimates within 10 pc in this paper: DENIS-PJ1552237$``$033520 and LP 860-41 (DENIS-P J1552446$``$262313). Five additional new stars are closer than 15 pc: DENIS-P J0306115$``$364753; LP 851-346 (DENIS-P J1155429$``$222458); DENIS-P J1250526$``$212113; LP 788-1 (DENIS-P J0931223$``$171742) and LP 911-56 (DENIS-P J1346460$``$314925).

Table 6 compares our distance determinations with litterature values for the 10 stars with a previous measurement or estimate. The agreement is generally good, except for a slight systematic discrepancy with Cruz & Reid cruz (2002): for the 5 stars in common the Cruz & Reid distances are significantly larger. For the one star with three determinations, LP 655-48, our estimate and that of McCaughrean et al. mccaughrean (2002) agree and are both smaller than the Cruz & Reid distance.

## 6 Sample completeness, and the local late-M dwarf density

Since the stars which were initially fetched from proper motion catalogues have a very different (and poorly controlled) selection function, we restrict the discussion in this section to the colour-selected dwarf candidates in the full 5700 square degrees (this paper and Paper I). We also ignore the 52 probable giants of Table 4, which are of a different physical nature, and therefore use a sample of 62 late-M dwarfs in the density calculation:

* 26 colour-selected high-PM stars from the 2100 square degrees explored in Paper I ( Table 2, excluding 4 stars fetched from the LHS outside this area).
* 25 colour-selected high-PM stars from the additional 3600 square degrees explored here ( Table 3a). This includes the colour-selection of LHS 5165, identified in Paper I from the LHS catalog and which happens to lay within the additional sky coverage.
* 11 colour-selected lower proper motion probable dwarfs, found over the full 5700 square degrees ( Table 3c).

The differential photometric distance distribution of that sample (Fig. 6) is well fitted by a $`d^2`$ distribution, as expected for a constant-density population, out to $``$ 22-25 pc. The difference from the initial 30 pc selection cutoff reflects the slightly different colour-magnitude relations used in the selection and in the final photometric distance estimate. We conservatively adopt 22 pc as the completeness limit of our sample, and use the 45 stars within that distance to determine the local density of late-M dwarfs. Using the Reid & Cruz (reid (2002)) ($`IJ`$$`M_I`$) relation would give slightly larger distances and change the completeness distance to 25 pc.

A sample limited by photometric distance is effectively a magnitude-limited sample, with a colour-dependent magnitude limit. As such, and since the colour-luminosity relation has significant dispersion, it is subject to the well-know Malmquist bias (Malmquist malm36 (1936)), through two separate but interrelated effects (e.g. Stobie et al. stobie89 (1989) and Kroupa kroupa98 (1998)):

* The average luminosity at a given colour is brighter for a magnitude-limited sample than for a volume-limited sample, since the brighter stars are included to larger distances, hence in larger numbers, than the fainter ones. This is the classical Malmquist bias;
* A magnitude-limited sample includes more stars at a given colour than the equivalent volume-limited sample for the average colour-luminosity relation: since the volume grows as $`d^3`$, the additional volume from which brighter stars get included is larger that the missing volume from which fainter stars are lost.

Here we are only interested in the colour-integrated stellar density over $`2.0IJ3.0`$ (or $`11.9M_\mathrm{I}14.0`$). The first component of the Malmquist bias is therefore irrelevant, since a) we do not look for any significant luminosity resolution, and b) the luminosity function is sufficiently flat over the M6-M8 spectral range (Delfosse & Forveille delfor00 (2000)) that a small shift in the average luminosity will not measurably affect the resulting density. The second component of the bias, on the other hand, is significant. For a gaussian dispersion of the colour-luminosity relation it can be computed analytically (Stobie et al. stobie89 (1989)):

$`{\displaystyle \frac{\mathrm{\Delta }\mathrm{\Phi }}{\mathrm{\Phi }}}={\displaystyle \frac{1}{2}}\sigma ^2(0.6\mathrm{ln}10)^2`$ (8)
where $`\mathrm{\Phi }`$ is the luminosity function and $`\sigma `$ is the intrinsic rms scatter in the colour-luminosity relation. The scatter in the $`M_I`$ vs $`IJ`$ relation is $`\sigma 0.2`$ mag (Fig. 1), which corresponds to a 4% overestimate of the stellar density.

The mean surface density of our sample, $`0.66\pm 0.11`$ objects per 100 square degrees out to 22 pc, corresponds to an uncorrected luminosity function of $`\overline{\mathrm{\Phi }}_\mathrm{I}=(2.3\pm 0.4).10^3`$ stars.$`M_\mathrm{I}^1`$.pc-3. After correcting for the Malmquist bias, this becomes $`\overline{\mathrm{\Phi }}_{\mathrm{I}\mathrm{cor}}=(2.2\pm 0.4).10^3`$ stars.$`M_\mathrm{I}^1`$.pc-3, averaged over $`11.9M_\mathrm{I}14.0`$. Using relations from Leggett (leggett (1992)) and Dahn et al. (dahn02 (2002)) to translate to $`M_\mathrm{V}`$, this gives $`\overline{\mathrm{\Phi }}_{\mathrm{V}\mathrm{cor}}=(1.7\pm 0.3).10^3`$ stars.$`M_\mathrm{V}^1`$.pc-3, averaged over $`15.4M_\mathrm{V}18.7`$.

Stellar luminosity functions for the solar neighborhood come in two kinds: photometric luminosity functions, with somewhat uncertain distances and luminosities estimated from colour-luminosity relations, and nearby star luminosity functions, with distances (mostly) from trigonometric parallaxes but with typically smaller samples and sometimes an uncertain completeness. Fig 7 compares the above stellar density measurement with the photometric luminosity functions of Kroupa (1995a ) and Zheng et al. (zheng01 (2001)), as well as with the nearby star luminosity functions of Kroupa (1995a ) and Reid, Gizis & Hawley (reid02 (2002)). We measure the stellar density from a nearby sample, as the nearby luminosity functions do, but with the distance method from photometric luminosity functions. Our measurement is thus of interest to the long-standing discrepancy between the two measurement techniques. Our value of $`\overline{\mathrm{\Phi }}_{\mathrm{V}\mathrm{cor}}=(1.7\pm 0.3).10^3`$stars.$`M_\mathrm{V}^1`$.pc-3 turns out to be in excellent agreement with all recent measurements of the photometric luminosity function (e.g. Fig 7 and caption). The nearby star luminosity function is, by contrast, over an order of magnitude larger. This clearly excludes that a local faint star overdensity can explain the discrepancy, as sometimes suggested in spite of serious kinematic difficulties. The true explanation most likely will have to be found in a bias of the photometric luminosity function methodology, such as the neglecting of unresolved binary systems (Kroupa 1995b ), or potentially the use of an incorrect colour-luminosity relation (Reid & Gizis reid97 (1997); Delfosse & Forveille, in preparation). For a constant-density population, a systematic error in the stars luminosity function of $`\mathrm{\Delta }m`$ results in a luminosity function that is incorrect by:

$`{\displaystyle \frac{\mathrm{\Delta }\mathrm{\Phi }}{\mathrm{\Phi }}}=0.6\mathrm{ln}10\mathrm{\Delta }m1.38\mathrm{\Delta }m`$ (9)
In the $`(IJ)`$ range of interest here, Fig. 1 shows that the dispersion of the calibration stars around our adopted relation is 0.25 magnitude. Similarly, the rms difference between our relation and that of Reid & Cruz (reid (2002)) is only 0.13 magnitude, and the maximum difference is below 0.2 magnitude. A 0.2 magnitude error on the color-luminosity relation is thus a conservative upper bound. This would affect the luminosity function at the 25-30% level at most, well below the difference between photometric and nearby stars luminosity functions. We obtain a more realistic estimate of the probable star density error stemming from colour-luminosity uncertainties by using the Reid & Cruz (reid (2002)) calibration (Fig. 1) instead of our own. The completeness limit is then 25 pc, with 51 stars within that distance, for a luminosity function of $`\overline{\mathrm{\Phi }}_{\mathrm{V}\mathrm{cor}}=(1.55\pm 0.3).10^3`$stars.$`M_\mathrm{V}^1`$.pc-3. This is just $``$ 10% smaller than our best estimate, and actually well below its Poisson probable error.

Since parallaxes out to 30 pc can be measured very accurately (Dahn et al. dahn02 (2002); Henry et al. henry97 (1997)), though certainly with significant efforts, true distances could be measured for the present well understood sample, and would certainly help clarifying the source of this discrepancy.

## 7 Effective temperature

The effective temperature $`T_{\mathrm{eff}}`$ of a star is one of its basic physical parameters, and we felt that a convenient rough estimate would be useful. We compiled the data from Leggett et al. (leggett96 (1996), leggett00 (2000), leggett01 (2001)); Basri et al. (basri (2000)); Tinney et al. (tinneya (1993)), Bessell (bessell (1991)), transformed when necessary to the CIT system with the relations from Leggett (leggett (1992)) and Casali & Hawarden casali (1992)), and adjusted the following cubic relation (Fig. 8):

$`T_{\mathrm{eff}}`$ $`=`$ $`b_0+b_1(IJ)+b_2(IJ)^2+b_3(IJ)^3`$ (10)
where $`b_0=5297.3`$, $`b_1=1926.3`$, $`b_2=400.0`$, $`b_3=33.3`$ valid for $`1.0IJ4.1`$

It strictly speaking is only valid for CIT photometry, but Fig. 1 shows that the DENIS and CIT systems are sufficiently close that it provides an acceptable determination of $`T_{\mathrm{eff}}`$ from DENIS photometry.

Tables 5a & 5b lists the effective temperatures derived from the DENIS $`IJ`$ colour index with this formula.

## 8 Future prospects

Compared with the cruder proper motion cutoff, selection on reduced proper motion contributes 11 additional probable dwarfs in a sample of 62. This 18% fraction, which may be a lower limit if a few additional dwarfs hide amongst the probable giants, is much larger than the 6% loss estimated in Paper I.

It is therefore important to obtain spectroscopy to make sure that all 11 low-PM dwarf candidates are really dwarfs, and to determine which, if any, of the 52 probable giants are actually very low tangential velocity dwarfs. We additionally plan to extend the systematic search to the rest of the DENIS data, as they become available, as well as to the much more numerous early M-dwarfs candidates ($`1IJ<2`$, M0-M6). A larger fraction of those is probably already known however.

###### Acknowledgements.

We are grateful to René Chesnel for scanning and pre-reducing the photographic plates. The long-term loan of POSS I plates by the Leiden Observatory to Observatoire de Paris is gratefully acknowledged. This research has made an intensive use of the Simbad and Vizier databases, operated at CDS, Strasbourg, France. We thank the referee for many valuable comments and suggestions.


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# Scars on quantum networks ignore the Lyapunov exponent

## Abstract

We show that enhanced wavefunction localization due to the presence of short unstable orbits and strong scarring can rely on completely different mechanisms. Specifically we find that in quantum networks the shortest and most stable orbits do not support visible scars, although they are responsible for enhanced localization in the majority of the eigenstates. Scarring orbits are selected by a criterion which does not involve the classical Lyapunov exponent. We obtain predictions for the energies of visible scars and the distributions of scarring strengths and inverse participation ratios.

One of the most striking ways in which the underlying classical dynamics of a chaotic system manifests itself in the corresponding quantum behavior is the scar phenomenon Hel84 ; KH98 ; Bog88 ; AF94 ; Kap01 ; Sri91 ; W+96 ; BAF01 ; KAG01 ; G+02 . A scar is a quantum eigenfunction with excess density near an unstable classical periodic orbit (PO). Such states are not expected within Random-Matrix Theory (RMT), which predicts that wavefunctions must be evenly distributed over phase space, up to quantum fluctuations Mehta . Experimental evidence and applications of scars come from systems as diverse as microwave resonators Sri91 , quantum wells in a magnetic field W+96 , Faraday waves in confined geometries KAG01 , open quantum dots BAF01  and semiconductor diode lasers G+02 .

Quantum networks (graphs) are established models in the field of mesoscopic physics, from which most of the above examples are drawn, as well as in many other areas including molecular and mathematical physics and quantum computation (see Kuc02 ; ACMProc ; KS97 ; KS99  and Refs. therein). In recent years they have become one of the most prominent tools in quantum chaos because they allow to study with simple means the applicability of RMT and its limitations due to system-specific properties KS97 ; KS99 ; BBK01 . For example, it was shown recently Kap01  that statistics of the bulk of graph eigenfunctions (including, e. g. the left eigenstate in Fig. 1a) conform with the existing theories describing the effect of short unstable periodic orbits on the localization properties of wavefunctions.

Therefore it is surprising that the same does not apply to the small but important group of strongly scarred eigenstates (Fig. 1a, right), which we study in this letter. We show that, contrary to common intuition and accepted theories Hel84 ; KH98 ; Bog88 ; AF94 ; Kap01 , the shortest and least unstable orbits of the system produce almost no visible scars, although they are responsible for enhanced localization within the bulk of states. We derive a condition, Eq. (7) below, selecting orbits relevant for strong scarring from topological information only and without any reference to the classical Lyapunov exponent. Based on this insight we are able to give a criterion for the energies at which strong scars are to be expected, Eq. (9), and describe their statistical distribution, Eq. (12). In view of the numerous and diverse applications of quantum networks Kuc02 ; ACMProc ; KS97 ; KS99 ; BBK01 , these main results should be of broad interest in their own right. On top of this, some important conclusions generalize beyond graphs. In particular, our results provide clear evidence for the fact that enhanced wavefunction localization due to the presence of short unstable orbits and strong scarring can in principle rely on completely unrelated mechanisms and can also leave distinct traces in statistical measures such as the distribution of inverse participation ratios (IPR).

Following the quantization outlined in KS97  we consider graphs which consist of $`V`$ vertices connected by a set of $`B`$ bonds. The number of bonds emanating from a vertex $`j`$ is its valency $`v_j`$. A basis state on the network is specified by a directed bond $`d=[ij]`$, i. e. an ordered pair of connected vertices $`i`$, $`j`$. Hence a quantum wavefunction is just a set of $`2B`$ complex amplitudes $`a_d`$, normalized according to $`_d|a_d|^2=1`$. The standard localization measure is the IPR

$$=\underset{d=1}{\overset{2B}{}}|a_d|^4.$$
(1)
Ergodic states which occupy each directed bond with the same probability have $`=1/2B`$ and up to a constant factor depending on the presence of symmetries this is also the RMT prediction. In the other extreme $`=1`$ indicates a state which is restricted to a single bond only, i. e. the greatest possible degree of localization.

Fig. 1b shows the distribution of $``$ for fully connected graphs. Some features of this distribution are explained by the original scar theory of Heller Hel84  and extensions of it KH98 ; Kap01 . The main idea is to connect localization properties of eigenfunctions to the dynamics of the system. For example, the identity $`=lim_T\mathrm{}\frac{1}{T}_0^TdtP(t)`$ expresses the mean IPR in terms of the quantum return probability (RP) $`P(t)`$, averaged over time and initial states. It is then argued that the short-time dynamics, approximated semiclassically with some short PO’s, provides sufficient information for estimating $``$. Within this approach it is clear that the orbits with the lowest Lyapunov exponent (LE) have the largest influence on eigenfunction localization because classical trajectories can cycle in their vicinity for a relatively long time and increase the RP beyond the ergodic average. For the graphs studied in this letter, some PO’s $`p`$ and their LE $`\mathrm{\Lambda }_p`$ are listed in Table 1. The shortest PO’s have period $`2`$ and bounce back and forth between two vertices. For large graphs $`v\mathrm{}`$ these are by far the least unstable ones, as their LE approaches 0 while all others become increasingly unstable $`\mathrm{\Lambda }_p\mathrm{ln}v`$. Indeed the period $`2`$ orbits totally dominate the classical and quantum RP at short times (see Fig. 1d). Including the contribution of these orbits only, Kaplan obtained a mean IPR which is by a factor $`v`$ larger than the RMT expectation, in agreement with numerics Kap01 . Moreover, following the same line of argumentation as in KH98  we get that the bulk of the IPR distribution scales as

$$\stackrel{~}{P}(/)=P()$$
(2)
indicating that the whole bulk of $`𝒫()`$ is effectively determined by the least unstable orbits (Fig. 1c).

With all this evidence for their prominent role in wavefunction localization, one clearly expects to see strong scarring on the period 2 orbits 111Apparently this expectation is also supported by other scar theories which up to now have not been applied to graphs. For example, Agam and Fishman AF94  predicted the positions of visible scars by a PO sum in which the orbits are weighed according to their stability.. Such states would essentially be concentrated on two directed bonds and give rise to $`1/2`$. However, in this region $`𝒫()`$ is negligible. The shortest and least unstable orbits of our system produce no visible scars. Note that the same applies also to the value $`=1/4`$ expected from the V-shaped orbits of Table 1. In fact $`𝒫()`$ has an appreciable value only for $`1/6`$ (Fig. 1b). The position of this cutoff precisely coincides with the IPR expected for states which are scarred by triangular orbits. They occupy six directed bonds since, due to time-reversal symmetry, scarring on a PO and its reversed must coincide. Indeed a closer inspection shows that the vast majority of states at $`1/6`$ look like the example shown in Fig. 1a (right). Of course the step at $`=1/6`$, which is present for any graph size $`V`$, is incompatible with the scaling of $`P()`$ mentioned above and indeed this relation breaks down in the tails at the expected points (inset of Fig. 1c). We conclude that visible scars on short unstable orbits can strongly modify the tails of the IPR distribution even beyond the known predictions for the influence of short PO’s on wavefunction localization.

In the rest of the paper we will formulate a theory which explains the above observations. To this end we must be more explicit concerning the dynamics on the graph. We consider particles with fixed wavenumber $`k`$, propagating on the bonds and scattering at the vertices. During the free propagation on a directed bond the wavefunction accumulates a phase $`kL_{ij}`$, where $`L_{ij}=L_{ji}`$ denotes the length of the corresponding bond. At the vertices current conservation and continuity of the wave function are required. These boundary conditions can be translated into vertex scattering matrices, which describe a unitary transformation from $`v_i`$ incoming to $`v_i`$ outgoing waves at each vertex. Without loss of generality we restrict the presentation to the simplest case of Neumann boundary conditions KS97 , where the scattering matrix of vertex $`i`$ is

$$\sigma _{j,j^{}}^{(i)}=2/v_i\delta _{jj^{}}.$$
(3)
We can now combine the free propagation and the vertex scattering into a $`2B\times 2B`$ operator, the bond-scattering matrix $`S`$ KS97 , which acts on the amplitudes $`a_d`$ associated with the directed bonds. The matrix element

$$S_{mn,ij}=\delta _{mj}(2/v_j\delta _{in})\mathrm{e}^{\mathrm{i}kL_{ij}}$$
(4)
describes a transition from the directed bond $`d=[ij]`$ to $`d^{}=[mn]`$. We interpret $`S`$ as quantum time-evolution operator on the graph. $`(S^t)_{d^{}d}`$ is the complex probability amplitude to be after $`t=0,1,\mathrm{}`$ time steps on the directed bond $`d^{}`$ if the initial state was on $`d`$. In particular, $`|(S^t)_{dd}|^2`$ is the quantum RP shown in Fig. 1b. $`(S^t)_{dd}=_pA_p\mathrm{e}^{\mathrm{i}kL_p}`$ is expanded as a sum over all PO’s of period $`t`$ starting at $`d`$. Here $`L_p`$ is the total length of orbit $`p`$. Assuming for simplicity $`v_jv`$ throughout the graph, we express the amplitude $`A_p`$ by the number $`r_p`$ of reflections along $`p`$, $`A_p=(2/v)^{tr_p}(2/v1)^{r_p}`$ (cf Table 1). The classical RP is obtained by summing, instead of the amplitudes, the probabilities $`M_p=|A_p|^2`$. As $`M_p<1`$, the probability to follow the PO decreases exponentially with time and the orbit is unstable. Hence one defines the Lyapunov exponent of a PO $`p`$ on a graph by

$$\mathrm{\Lambda }_p=t_p^1\mathrm{ln}M_p.$$
(5)
Let us now come back to the problem of scarring and investigate the conditions under which we can construct perfect scars on the graph, i. e. eigenstates $`S|a=\mathrm{e}^{\mathrm{i}\lambda }|a`$ which have the property that they have non-zero amplitude only on a PO $`p`$ and vanish on all other bonds. Consider an arbitrary vertex $`j`$ on $`p`$ and let $`D_{j,p}^{(\pm )}`$ be the set of directed bonds which are leaving/approaching $`j`$ and belong to $`p`$. Similarly let $`\widehat{D}_{j,p}^{(\pm )}`$ be the set of bonds not belonging to $`p`$. By construction, the amplitude of $`|a`$ on these latter bonds vanishes, i. e. all waves arriving on the bonds $`D_{j,p}^{()}`$ and transmitted across the vertex to a bond in $`\widehat{D}_{j,p}^{(+)}`$ cancel each other

$$0=\underset{d^{}}{}S_{dd^{}}a_d^{}=\frac{2}{v_j}\underset{d^{}D_{j,p}^{()}}{}\mathrm{e}^{\mathrm{i}kL_d^{}}a_d^{}(d\widehat{D}_{j,p}^{(+)}).$$
(6)
This equation has an important consequence: a perfect scar cannot live on a single bond attached to $`j`$ because there would be no way to cancel the transmitted wave. An exception are only vertices with valency $`v_j=1`$, for which $`\widehat{D}_{j,p}^{(\pm )}`$ is empty. Formally a necessary condition for scarring orbits $`p`$ is

$$v_{j,p}2\delta _{v_j,1}(jp)$$
(7)
where $`v_{j,p}`$ denotes the number of bonds attached to $`j`$ and belonging to $`p`$. Eq. (7) excludes, in particular, perfect scars on the period-two orbits. Applying the same reasoning that lead to Eq. (6) now to the bonds $`D_{j,p}^{(+)}`$ and making use of Eq. (3) we get

$`\mathrm{e}^{\mathrm{i}\lambda }a_d=\mathrm{e}^{\mathrm{i}kL_d}a_{\widehat{d}}(dD_{j,p}^{(+)}),`$ (8)
which relates the amplitude on a directed bond $`dp`$ to the amplitude on the reversed bond $`\widehat{d}\widehat{p}`$. This means that the same states are scarred on $`p`$ and $`\widehat{p}`$, as expected from time-reversal symmetry. Substituting $`d\widehat{d}`$ we get $`\mathrm{e}^{\mathrm{i}\lambda }a_{\widehat{d}}=\mathrm{e}^{\mathrm{i}kL_d}a_d`$ which together with Eq. (8) implies

$$(kL_d\lambda )\text{mod}\pi =0dp$$
(9)
with arbitrary $`\lambda `$ 222For $`\lambda =0`$ the scarred states satisfy the secular equation for graphs KS97 . We have checked that our results remain valid in this special case.. Eq. (9) is a necessary and sufficient condition for the energies of perfect scars. It is reminiscent of a simple Bohr-Sommerfeld quantization condition $`kL_p=2n\pi +\lambda `$, as it applies, e. g., to strong scars in billiards. However, there is an important difference: not only does Eq. (9) require quantization of the total action $`kL_p`$ of the scarred orbit, it also implies action quantization on all the visited bonds $`d`$. This stronger condition can only be met if the lengths of all bonds on $`p`$ are rationally related. As in general the bond lengths are incommensurate there are no perfect scars for generic graphs.

Nevertheless, for incommensurate bond lengths Eq. (9) can be approximated with any given precision and then visible scars are expected. A natural measure for the quality of a scarred state $`|a`$ is the total probability $`\delta _p=_{dp}|a_d|^2`$ to find this state away from the scarring orbit ($`\delta _p=0`$ corresponds to a perfect scar). We will derive the probability density of strong visible scars $`𝒫(\delta _p0)`$. We represent the bond-scattering matrix $`S`$ as perturbation of a matrix $`S_0`$ which has a perfect scar on $`p`$, i.e.

$$S=\mathrm{e}^{+\mathrm{i}\epsilon \mathrm{\Phi }}S_0(1+\mathrm{i}\epsilon \mathrm{\Phi })S_0.$$
(10)
The deviations from exact quantization for the individual bonds $`dp`$ have been combined into a diagonal matrix $`\mathrm{\Phi }`$ with $`\epsilon \mathrm{\Phi }_{dd}=(kL_d\lambda )\text{mod}\pi `$ for $`dp,\widehat{p}`$ and $`\mathrm{\Phi }_{dd}=0`$ otherwise. The strength of the perturbation is given by $`\epsilon _p=\mathrm{min}_\lambda \mathrm{max}_{dp}|(kL_d\lambda )\text{mod}\pi |`$. For a PO covering $`N`$ undirected bonds of the graph $`N`$ bond phases $`kL_d\text{mod}\pi `$ must approximately coincide. Upon variation of $`k`$, they are independent and uniformly distributed random numbers in $`[\pi ,+\pi ]`$. Therefore the probability density of a small perturbation is $`p(\epsilon 0)\epsilon ^{N2}`$. From first order perturbation theory we have

$$\delta =\epsilon ^2\underset{dp}{}\left|\underset{mn}{}\frac{a_m^{(0)}|\widehat{\mathrm{\Phi }}|a_n^{(0)}d|a_m^{(0)}}{1\mathrm{e}^{\mathrm{i}(\lambda _m^{(0)}\lambda _n^{(0)})}}\right|^2,$$
(11)
where $`\lambda _m^{(0)}`$, $`|a_m^{(0)}`$ are eigenphases and eigenvectors of $`S_0`$, including the perfect scar $`|a_n^{(0)}`$. The quantity $`x=\delta /\epsilon ^2`$ is distributed with some probability density $`\stackrel{~}{p}(x)`$ that is independent on $`\epsilon `$. Consequently we have $`p(\delta |\epsilon )=\epsilon ^2\stackrel{~}{p}(\delta /\epsilon ^2)`$. We can now use $`𝒫(\delta )=d\epsilon p(\delta |\epsilon )p(\epsilon )`$ together with $`p(\epsilon 0)\epsilon ^{N2}`$ to deduce

$$𝒫^{(N)}(\delta )=C\delta ^{(N3)/2}(\delta 0).$$
(12)
Here $`C=dxx^{(N1)/2}\stackrel{~}{p}(x)`$ is a constant which depends on the size and topology of the graph. Note that, according to Eq. (11), $`x`$ is a sum of $`BN`$ independent non-negative terms $`x=_{dp}|x_d|^2`$. Hence, $`\stackrel{~}{p}(x)`$ vanishes as $`x^{BN}`$ for $`x0`$ and as a consequence the above integral $`C`$ exists.

For fully connected graphs, triangles are the shortest orbits compatible with Eq. (7) and we have $`𝒫^{(3)}(\delta 0)=C`$, i. e. the probability of scarring does not depend on the required quality of the scar. This is in excellent agreement with numerical results (Fig. 1e) and compatible with the step-like cutoff in $`𝒫()`$ 333Strictly speaking, $`\delta `$ gives only a lower bound for $``$, $`1/6\delta /3`$, such that the step at $`=1/6`$ is slightly smoothed. This is beyond the resolution of Fig. 1b).. In a similar way we can describe the statistics of scars on other orbits. For example, according to Eq. (7), the square-shaped orbits of Table 1 can support scars and we did observe such states. However, Eq. (12) gives $`𝒫^{(4)}(\delta 0)\delta ^{1/2}`$, i. e. the probability of strong square scars is much smaller than for triangles and consequently they leave no distinct trace in $`𝒫()`$.

In contrast to fully connected graphs, Eq. (7) allows in star graphs scarring on the $`V`$-shaped orbits of Table 1, because the outer vertices have valency 1. Applying Eq. (12) in this case we get $`𝒫(\delta 0)\delta ^{1/2}`$, i. e. scarring is strongly enhanced. As a consequence $`𝒫()`$ is here totally dominated by scars, showing a strong maximum at $`=0.25`$ (Fig. 2). It would be very interesting to relate this fact to spectral statistics, which for star graphs corresponds to pseudo-integrable instead of chaotic classical dynamics BBK01 .

###### Acknowledgements.

Discussions with E. J. Heller, S. Fishman and U. Smilansky are gratefully acknowledged. T. K. acknowledges support by a Grant from the GIF, the German-Israeli Foundation for Scientific Research and Development.


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# Optical Spectroscopy of GX 339-4 - Paper I: Orbital Modulation

## 1 Introduction

GX 339-4 was discovered by $`OSO7`$ in 1973 (Markert et al., 1973). The secondary star has a magnitude B $`>`$ 21 (Hutchings Cowley & Crampton, 1981; Ilovaisky & Chevalier, 1981). Consequently the secondary has never been directly observed and its spectral type never identified.

An orbital period of 14.86 hours (0.61916$`\pm `$0.0027 days) was derived by Callanan et al. (1992, hereafter CCHT92) from $`R`$\- and $`I`$-band photometry taken during an X-ray off state. Two sets of spectra obtained in the high state by Cowley Crampton & Hutchings (1987) were folded on this period by CCHT92. The first data set did not show any modulation but the second set did, giving a semi-amplitude $`K_1`$ = 78 $`\pm `$ 13 km s-1 and systemic velocity $`\gamma `$ = -62 $`\pm `$ km s-1. The mass of the compact object was estimated to be $`M_1`$ 1 M based on these measurements and assuming the binary inclination $`i70^o`$. This estimate of $`M_1`$ is well below the theoretical maximum mass of a neutron star ($``$ 3.2 M, Chitre & Hartle, 1976; Friedman & Ipser, 1987). GX 339-4 has been classified as a black hole X-ray binary based purely on X-ray characteristics and behaviour which are very similar to another black-hole candidate Cyg X-1. If GX 339-4 is not black hole then this places the method of black-hole classification using X-ray data into serious question.

CCHT92 proposed that the optical modulation is due to eclipses of an X-ray heated companion and/or accretion disk as it was seen in both the off and high state data. This would require $`i`$ 60o which has not been supported by other optical or X-ray observations.

The orbital period has not been confirmed by either optical spectroscopy or photometry since the CCHT92 study. This means that the orbital period is wrong, that the orbital period is only detectable under certain physical conditions in the binary or that the data quality of subsequent studies has not been sufficient.

The main aim of this study was to determine the orbital period of GX 339-4 from emission lines in optical spectra. This method is notoriously difficult. As the emission lines originate from the accretion disk information such as the radial velocities are more difficult to extract since their amplitudes are much smaller and they may be contaminated by other flux sources. Since we have no spectral signature of the secondary star we are left with no other choice but to use disk emission lines to derive the orbital period.

In this paper we present the results of analysis conducted on the emission lines in GX 339-4. We discuss the spectral changes seen over the epochs and how these changes relate to the X-ray behaviour over the same period. In addition we present results of analysis aimed at detecting the orbital period from disk emission line variations.

## 2 Observations and Data Reduction

A total of 51 low dispersion and 59 high dispersion spectra were obtained between 1998 May and 1999 May. An observation log is given in Table 1. Observations were performed using the Double-Beam Spectrograph (red and blue arms) on the Australian National University 2.3m telescope and the Royal Greenwich Observatory spectrograph on the Anglo-Australian Telescope.

Figure 1 shows the epochs of observations with respect to the soft (1.5-12 keV) and hard (20-100 keV) X-ray observations. Our observations of GX 339-4 were obtained during high and low X-ray states.

Data reduction was performed using IRAF. Each spectrum was corrected for electronic bias and pixel-to-pixel variations. The background was fitted using a low-order polynomial. Wavelength calibration was performed via FeAr (blue) and NeAr (red) arc spectra from which line positions were fitted with a fourth-order polynomial. The largest rms error on the wavelength calibration for blue spectra was 0.01 Å ($``$ 1 km s-1) in high resolution spectra and 0.8 Å ($``$ 50 km s-1) in low resolution spectra. In red spectra the largest rms error was 0.01 Å ($``$ 0.5 km s-1) in high resolution spectra and 0.4 Å ($``$ 18 km s-1) in low resolution spectra. Telluric lines were removed using a smooth-spectrum standard star applying the method outlined in Bessell (1999). For nights which had clear observing conditions spectra were flux calibrated using the standard stars Feige 110, LTT 7379, HD 49798 and HD 127493.

## 3 Spectra in High and Low X-ray States

Figure 2 shows combined, normalised blue and red spectra from the high and low X-ray states. Only low dispersion spectra are shown here to present full wavelength coverage. Spectra were combined with weighting on individual spectra according to their signal-to-noise ratio (SNR).

Many emission lines are present in the high state. The strongest lines are H$`\alpha `$ and HeII $`\lambda `$4686. Other emission lines visible include the H$`\gamma `$, H$`\beta `$, the Bowen blend ($`\lambda `$4640 Å), HeII $`\lambda `$5411, HeI $`\lambda \lambda `$4922, 5875 (blended with NaD), 6678 and 7281 and the Paschen series.

In the low state most of the lines are still visible. The most dramatic flux decrease from the high state to the low state is seen in H$`\delta `$, the Bowen blend, HeII $`\lambda `$4686 and the lower members of the Paschen series.

The absorption lines present are CaII-K ($`\lambda `$3934), the NaD $`\lambda \lambda `$5889, 5895 lines and the diffuse lines $`\lambda \lambda `$4430 and 6283. These are of interstellar origin.

Figure 3 shows an expanded view of the dominant emission lines in combined spectra over the high and low states. The combined spectra in this case include both high and low resolution data with weighting on the SNR of individual spectra.

An increase in line width is most obvious in H$`\alpha `$ but less so in other lines. The red wing of HeII $`\lambda `$4686 and H$`\beta `$ have slightly increased. The Balmer and HeI lines are asymmetric on the blue side in the high state. They become more symmetrical in the low state.

The H$`\beta `$ emission line shows a redshifted absorption dip in both the high and low state data. Further discussion on this feature is given in §4.5.

The similarities in flux behaviour between the Bowen blend and HeII $`\lambda `$4686 suggest that both emission lines arise from the Bowen Flourescence Mechanism (BFM, McClintock Canizares & Tarter, 1975). Other emission lines expected from the BFM are OIII $`\lambda \lambda `$3133 and 3444. Spectra are too noisy in this region to ascertain whether these lines are present. Weaker emission from NIII $`\lambda `$4097-4103 is also expected but would be blended with H$`\delta `$. This could explain why H$`\delta `$ shows the most flux decrease of the Balmer lines.

The decrease in HeII $`\lambda `$4686 and Bowen blend emission is most likely due to fewer soft X-rays available for photoionisation. There must be enough, however, to sufficiently excite the lower ionisation lines of HeI and the Balmer series. Parts of the disk which were heated in the high state may be allowed to cool sufficiently in the low state for Balmer and HeI emission to occur closer to the compact object. This would explain the increase in line widths (see also §4.4).

In the next sections we will present quantitatively how the emission lines vary on long (days to months) and short (hours) timescales.

The analysis of the spectra has been divided into two parts. The first deals with combined spectra from which the distance, extinction, magnitudes and colours are measured. Consideration is also given as to how the equivalent width (EW) and full-width half maximum (FWHM) of the emission lines vary in comparison to the soft X-ray behaviour between 1998 and 1999.

The second part of the analysis is concerned with individual spectra. The analysis aims to determine any orbital modulation which may be present in the properties of the emission lines.

In a companion paper (Paper II) we will explore further the line profile behaviour and how the variations may be related to various sources in the binary.

## 4 Analysis of Combined Spectra

### 4.1 Distance and Extinction

Previous measurements of the distance $`D`$ and extinction $`E(BV)`$ to GX 339-4 are summarised in Table 2.

Spectra were combined for nights when the NaD and CaII-K lines were included in the spectral range. Four or five measurements of the EWs of NaD and CaII-K were made from the combined spectra for each night. Measurements were obtained by fitting single-peaked Gaussians to the line profiles using splot in IRAF, varying the placement of the continuum. They are listed in Table 3. Errors were derived from the scatter in the measurements.

The grand average EW of the NaD lines is 4.2 $`\pm `$ 1.0 Å and for CaII-K 1.6 $`\pm `$ 0.3 Å. The former result agrees with Soria et al. (1999) but is higher than Corbet et al. (1987) and Grindlay (1979). The latter agrees well with Cowley et al. (1987).

Using the method described in Allen (1973) we find that $`D`$ 4 $`\pm `$ 1 kpc. For CaII-K we used the empirical relationship from Beals & Oke (1953) giving $`D`$ 4 $`\pm `$ 1 kpc. This agrees with the result from the NaD lines. Beals & Oke also provide a relationship for the NaD lines. In this case $`D`$ 7 $`\pm `$ 2 kpc which is larger than the other results but just consistent within the errors. Since the first two results agree well with one another and with previous studies we have adopted $`D=4\pm 1`$ kpc. The other measurement should not be ignored, however, and indeed highlights the inconsistency which various methods of distance determination via interstellar lines may give.

$`E(BV)`$ was calculated using the empirical relationship of Barbon et al. (1990) and was found to be $``$ 1.1 $`\pm `$ 0.2. This is consistent with Grindlay (1979). Using the interstellar extinction relationship of Savage & Mathis (1979), $`A_V`$ = 3.1$`E(BV)=3.3\pm 0.7`$.

### 4.2 Continuum Variations

Combined, flux-calibrated spectra are shown in Figure 4. Individual spectra were averaged with weighting according to their SNR. The spectra were dereddened using $`A_V=3.3\pm 0.7`$4.1).

The continuum is blue which is typical of XRBs during outburst. The continuum flux decreased steadily over the year of observations. The continuum reddened as the binary went from the high state to low state (see also §4.3). This is due to less optical flux originating from the accretion disk as fewer X-ray photons are available to be reprocessed by the outer disk. From night to night, however, the slope varied dramatically as seen with spectra from 1999 March 25 and 26. On these nights the slit width was 2 arcseconds and seeing conditions were noted as being 1.5 - 2 arcseconds. Hence most of the flux from the system would have been recorded and changes in the continuum are probably real.

### 4.3 Optical Magnitudes and Colours

$`B`$, $`V`$, $`R`$ and $`I`$ magnitudes and ($`BV`$), ($`VR`$) and ($`VI`$) colours were derived from the combined flux-calibrated, dereddened spectra using sbands in IRAF. The results are shown in Tables 4 and 5. Errors in the magnitudes were determined by finding the scatter between the sensitivity functions of the standard stars used in the flux calibration. The errors in the colours were derived by measuring the difference in slopes between the sensitivity functions.

The trend from 1998 to 1999 suggests that the magnitudes have decreased. The errors, however, are larger than the greatest difference between the magnitudes. Hence we cannot say whether this trend is real.

All three colour indices increased from 1998 May to 1999 May (see Figure 5). In this case the errors are smaller than the greatest difference between 1998 and 1999 suggesting that this trend is real. There is, however, large changes between 1999 March 25 and 26. Therefore we cannot determine exactly how much the colours change between 1998 and 1999.

### 4.4 Emission Line Variations over Epochs

Spectra from each epoch were combined and normalised to the continuum. Low and high resolution data were separated and remain so for the rest of this analysis.

The EW and FWHM of the strongest emission lines were measured by fitting single-Gaussian profiles using splot in IRAF. For each spectrum three or four measurements were made of each line varying the placement of the continuum. The average EW and FWHM were calculated from these measurements and the errors determined from their scatter.

#### 4.4.1 Equivalent Width

The EW of H$`\alpha `$, H$`\beta `$, HeII $`\lambda `$4686 and the Bowen blend for each epoch are listed in Table 6 and are plotted in Figure 6 together with the soft X-ray flux.

The 1998 May data show a decrease of EW in H$`\alpha `$, H$`\beta `$ and HeII $`\lambda `$4686 from low resolution to high resolution data by $``$ 0.7, 0.2 and 0.6 Å, respectively. There is an increase in the Bowen blend EW but the errors are quite large.

The EW of H$`\alpha `$ increased in 1998 August by $``$ 1.8 Å while that of HeII $`\lambda `$4686 and the Bowen blend decreased by 0.8 and 0.6 Å, respectively.

In the low state one clearly sees a decreasing trend of EW in H$`\alpha `$, H$`\beta `$ and HeII $`\lambda `$4686 and an increase in the Bowen blend, although the Bowen blend again has large errors.

We have seen that changes in the continuum slope are possible (see Figure 4). If the slope of the continuum becomes more negative (that is, bluer) then the continuum flux may decrease the equivalent width of HeII $`\lambda `$4686 and increase that of H$`\alpha `$. Hence the continuum may vary sufficiently to account for some of the changes seen here.

The decrease in EW during the low state suggests that the line flux must be decreasing faster than the continuum.

Without simultaneous photometry it cannot be said which of the continuum or line flux variations are the major causes to the EW changes over the year. Analysis of future spectroscopic observations will benefit greatly if obtained simultaneously with photometry so that we may discern the cause of the EW changes.

#### 4.4.2 Full-Width Half Maximum

The FWHM of the strongest emission lines are given in Table 7 and plotted in Figure 7 with the soft X-ray flux.

The FWHM decreases between the low and high resolution data of 1998 May in H$`\alpha `$, H$`\beta `$ and HeII $`\lambda `$4686 by $``$ 100, 140 and 45 km s-1, respectively. In all lines the FWHM decreased from 1998 May to 1998 August then increased in 1999 by as much as $``$ 190 km s-1 for H$`\alpha `$.

The increase in FWHM from the high state to the low state is most noticeable in the line wings (Figure 3). This suggests that the line emitting regions are moving closer to the compact object from the high state to low state. As stated above (§3), the disk may be cooling in the inner disk regions during the low state as there are fewer soft X-rays available to heat the disk. Therefore regions closer to the compact object may emit Balmer lines during this time.

It is worth noting that Soria et al. (1999) and Wu et al. (2001) saw no change in the line width of H$`\alpha `$ between the high and low X-ray states but that of HeII $`\lambda `$4686 increased with X-ray hardness. In these observations a change in FWHM is detected in all of the prominent emission lines, including H$`\alpha `$, from the high to low state. It would seem, in this case at least, that all the strongest emission lines are correlated with X-ray hardness.

The Bowen blend FWHM is substantially larger than HeII $`\lambda `$4686. This would imply that the Bowen blend emission originates closer to the compact object. The BFM, however, requires that HeII $`\lambda `$4686 and the Bowen blend emission originate from the same place since some of the HeII L$`\alpha `$ photons are absorbed and remitted by OIII and NIII. Since it is a blend of several lines, the FWHM of the Bowen blend may be ’artificially’ increased.

### 4.5 H$`\beta `$ Absorption Feature

An interesting feature in the combined blue spectra is the redshifted absorption dip at H$`\beta `$ which is seen at all epochs. No other emission lines exhibit such absorption. Figure 2 shows combined low-dispersion spectra. As can be seen, H$`\alpha `$ has a redshifted absorption during the low state. When low and high dispersion spectra are combined (Figure 3) the absorption dip is not evident. Hence the absorption feature near H$`\alpha `$ could be an artifact of combining low dispersion spectra only whereas the redshifted absorption component is present near H$`\beta `$ in all spectra.

Figure 8 shows the combined spectra from all epochs expanded around H$`\beta `$. Several Gaussian fits were made to the H$`\beta `$ emission and absorption lines. An example fit is also shown in Figure 8. The Gaussian fits have the following properties: H$`\beta `$ Gaussian: FWHM = 780 $`\pm `$ 200 km s-1, EW = 2.67 $`\pm `$ 1.0 Å, $`\lambda _c`$ = 4861.94 $`\pm `$ 0.03 Å; absorption Gaussian: FWHM = 1200 $`\pm `$ 280 km s-1, EW = 0.90 $`\pm `$ 0.03 Å, $`\lambda _c`$ = 4880.49 $`\pm `$ 0.14 Å. The errors shown were derived from the scatter in the measurements.

The same feature has been observed in V404 Cyg by Casares et al. (1993) who attribute it to a metallic blend of CrI, NiI and FeI at $`\lambda `$4889. Casares et al. found the spectral type of the secondary in V404 Cyg to be G9$`\pm `$1 V to K0$`\pm `$4 III derived by comparison of CaI and FeI lines in the range $`\lambda \lambda `$ 6350-6530 to template star spectra. No absorption lines were seen in this spectral range for GX 339-4. Thus it seems unlikely that the observed absorption near H$`\beta `$ originates from the secondary star.

If the absorption line is an inverted P-Cygni profile then we would expect to also see it in H$`\alpha `$. As H$`\alpha `$ does not convincingly show a redshifted absorption feature in all spectra this explanation is also doubtful.

Future observations should endeavour to see if this feature is still present near H$`\beta `$ and whether H$`\alpha `$ exhibits the same or otherwise. Obtaining higher SNR ratio data may enable us to ascertain the source of this absorption.

## 5 Analysis of Individual Spectra

An example of low and high resolution individual spectra are plotted in Figures 9 and 10. Inspection of the spectra by eye show that the line profiles vary on a timescale of hours. One can see in particular the peak flux in HeII $`\lambda `$4686 vary on the blue side on May 29. The HeII $`\lambda `$4686 profile on May 28 looks more symmetrical and the double-peaks are not as clear. In H$`\alpha `$ it is difficult to discern two well-discerned peaks at any time although one may argue that they are present in the first few spectra on May 29 and perhaps May 31. H$`\alpha `$ is more round-topped and symmetric on May 28 then becomes asymmetric on the blue side on May 29. The spectra repeat this profile behaviour the following two nights (Figure 10). Since the profile characteristics repeat themselves this strongly suggests that the profile variations are related to the orbital period.

The following analysis attempted to extract quantitative information on the changes in the line profiles to see if they indeed corresponded to an orbital period and whether this agreed with the published orbital period of CCHT92.

At this point we note that the profile shape changes from 1998 to 1999 when we begin to see red-sided asymmetry. This is studied in more detail in Paper II. Plots of individual spectra from other epochs can be found in Buxton (2002).

The analysis was conducted in three ways.

First a single Gaussian profile was fitted to the most prominent emission lines using splot in IRAF. Several measurements were taken of each line in each spectrum varying the placement of the continuum. The average of the EW, FWHM and line centres (leading to radial velocities) were calculated from these measurements. Single-Gaussian profiles do not perfectly fit the line profiles, particularly in the central regions of the emission line. As the profiles fitted the line wings well we were satisfied that the FWHM and line centres were measured accurately. To test how well the EW was measured, we used the “e” option in splot within IRAF and found that there were virtually no differences between the two methods.

The second method of analysis used double-Gaussians to fit profiles in cases where the two peaks were well discerned. Several measurements were made varying the continuum and Gaussian centre placements. The average EW, FWHM and radial velocities of both Gaussian components were calculated.

Another way of quantifying the line profile variations is by taking the ratio of fluxes from the blue (or violet) and red sides of the emission line, also known as the V/R ratio. The advantage of this method is that no assumptions are made on the shape of the line profile. The V/R ratio was calculated for H$`\alpha `$ and HeII $`\lambda `$4686. The dividing line between the blue and red fluxes was taken to be the rest wavelength, that is 6562.80 Å for H$`\alpha `$ and 4685.68 Å for HeII $`\lambda `$4686.

A period search was conducted on the EW, FWHM, radial velocities and V/R ratios. The search was performed over a restricted range of frequencies to eliminate possible aliases. The frequencies searched over ranged from three times the exposure of the individual spectra to one third of the epoch coverage.

Due to the size of the dataset it is not possible to show every single result of the analysis. Hence, we will first discuss briefly the datasets for which the results are not presented here.

In only a few cases, epochs did not have sufficient temporal coverage such that the published orbital period was not sampled in the periodogram. This was always true for the low resolution 1998 May dataset.

The SNR of individual spectra at many epochs was quite low. The SNR of high resolution spectra in 1998 May was 50-60 compared to 10-20 for high resolution spectra in 1998 August. The errors in EW, FWHM and radial velocities were too large to give any meaningful results in the low SNR cases.

Analysis of the double-gaussian fits did not show any modulation in the radial velocities, EW, FWHM or V/R ratios.

Most epochs which had a SNR of $``$ 40 did not have a sufficient number of spectra to cover all orbital phases.

Hence, the discussion of results in the following sections concentrate on those from the high resolution data of 1998 May 28-31. This dataset provided the best temporal coverage, had the highest SNR and had the most number of spectra.

For results on analysis of other epochs the reader is referred to Buxton (2002).

### 5.1 Radial Velocities

Periodograms created from the H$`\alpha `$, HeII $`\lambda `$4686 and the Bowen blend radial velocities measured via single-Gaussian profiles are shown in Figures 11 to 13. The 68% and 99% confidence levels shown were calculated using the method outlined in Lampton Margon & Bowyer (1976) for the two-parameter model case.

There is a strong peak in all periodograms at the 99% confidence level. The peak for H$`\alpha `$ falls at the published orbital period. The periodogram of HeII $`\lambda `$4686, however, has a broad double-peak around the published orbital period. The Bowen blend shows a strong peak at the published orbital period. There are, however, peaks at other periods which are as significant.

Before folding the radial velocities on the orbital period it was first necessary to calculate a new ephemeris. The ephemeris given by CCHT92 is Porb = 0.61916$`\pm `$0.0027 days and $`T_o`$ (JD, minimum light) = 2447000.539 $`\pm `$ 0.015. The error on the period is large enough to render the ephemeris useless after $``$ 140 days and, therefore, could not be used to correctly phase this dataset.

A new ephemeris was determined from the radial velocities of H$`\alpha `$ which were measured from single-peaked Gaussians. To obtain the phase shift a period search was conducted on the data with the period restricted to the published period of 0.61916 days. The amount of time corresponding to this phase shift was subtracted from the time of the first observation, giving a new $`T_o`$ (JD) = 2450961.8773 $`\pm `$ 0.0078. The error in $`T_o`$ was calculated by conducting the period search again on the period with the error subtracted and added and finding $`T_o`$ in both cases. The error given is the larger of the two.

The orbital period could not be refined as the errors on the radial velocities over the various epochs were too large.

Phase 0.0 corresponds to the time when the radial velocities cross from the blue to the red. Since the majority of the emission line flux originates from the accretion disk as indicated by the double-peaked profiles (Huang, 1972; Smak, 1969) the radial velocity variations most likely relate to the disk. Therefore, phase 0.0 corresponds to the inferior conjunction of the primary. One must use caution, however, as line asymmetries caused by, say, a hotspot may shift the line centroid and give a false indication of the time of maximum and minimum of the radial velocities. This would require more detailed analysis involving line profile modelling which is pursued in Paper II. For now we take phase 0.0 to be the point at which the accretion disk is between the observer and the secondary star.

The radial velocities of H$`\alpha `$, HeII $`\lambda `$4686 and the Bowen blend were folded on the published orbital period using the new $`T_o`$. The results are also shown in Figures 11 to 13. Points were binned by 0.10 in phase. The binned data were subjected to a least-squares sine fit. The solid curves in the figures show the best-fit sinusoid. Their parameters are listed in Table 8. The errors on the semi-amplitudes and systemic velocities were obtained from the fit. The errorbars on the radial velocities are the standard deviations obtained from the best-fit sinusoids.

The H$`\alpha `$ radial velocity curve shows clear modulation on the published orbital period of 14.86 hours. The maximum is at phase 0.25 and the minimum at phase 0.75.

The radial velocity curve of HeII $`\lambda `$4686 is not as well defined as H$`\alpha `$ and is obviously why the periodogram did not show an isolated peak at the published orbital period. Consequently the best-fit sine curve does not describe the data well.

The Bowen blend shows a much cleaner radial velocity curve than HeII $`\lambda `$4686. The maximum, however, is at phase 0.5 and minimum at phase 0.0. This is 0.25 out of phase with respect to the H$`\alpha `$ radial velocities. In addition, the velocity amplitude is much larger than H$`\alpha `$ and HeII $`\lambda `$4686. Since the Bowen blend is a blend of several lines which may vary in strength with time it is not a reliable velocity tracer.

Previous studies which use emission lines to determine $`\gamma `$ show that it is sensitive to distortions in the line profile and cannot be relied upon (Orosz, Bailyn, Remillard, McClintock & Foltz, 1994; Garcia, Callanan, McClintock & Zhao, 1996). Since the lines are obviously asymmetric the $`\gamma `$ derived here will not be discussed further but have been shown in Table 8 for completeness.

CCHT92 derived $`K_1`$ = 78 $`\pm `$ 13 km s-1 from the H$`\alpha `$ radial velocity data obtained by Cowley et al. (1987). This value is much higher than that obtained here. A lower radial velocity amplitude decreases the mass function and increases the upper limit to the compact object mass. Using $`K_1`$ = 14 km s-1 from H$`\alpha `$, and $`P_{orb}`$ = 14.86 hours, the mass function is $`f(M)`$ = 2 x $`10^4`$ M. Assuming $`M_2`$ = 0.7 M (K5 V star) and $`i70^o`$, $`M_140`$ M. If $`i=15^o`$ (Wu et al., 2001) then $`M_1=5`$ M. This would imply that the compact object in GX 339-4 is a black hole. One must use caution, however, as previous studies have shown that using emission lines to measure $`K_1`$ may not be accurate (Wade, 1985). In addition, the binary inclination is not well constrained although it is likely to be low.

### 5.2 Equivalent Width

Periodograms of the EW for H$`\alpha `$ and HeII $`\lambda `$4686 are shown in Figures 14 and 15. Both cases show peaks at the 99% confidence level at the published orbital period. The Bowen blend periodogram did not show any significant peaks (see Buxton, 2002).

The EW of H$`\alpha `$ and HeII $`\lambda `$4686 were folded on the orbital period using $`T_o`$ calculated in §5.1. Points were binned by 0.10 in phase. Figures 14 and 15 convincingly show a modulation of the EWs on the orbital period for both lines. The sinusoid curves shown in the figures are the best fit to the data found from a least-squares sine fit. Their parameters and errors are given in Table 9. The errors on the EW are the standard deviations calculated from the least-squares sine fit.

In both cases the EW modulation has a maximum at phase 0.0 and minimum at phase 0.5. This is 0.25 out of phase with respect to the H$`\alpha `$ radial velocity curve. In other words, the H$`\alpha `$ and HeII $`\lambda `$4686 EWs peak when the accretion disk is between the observer and the secondary star.

Garcia, Callanan, McClintock & Zhao (1996) observed an H$`\alpha `$ EW modulation in GRO J0422+32 with a broad minimum at phase 0.5. It peaked when H$`\alpha `$ emission line radial velocities crossed from the blue to the red side and when the secondary star velocities crossed from red to blue. Garcia et al. attributed the EW changes to an asymmetrically emitting disk which may also be asymmetric geometrically. The observations were obtained during X-ray outburst and decline.

From comparison to Garcia et al.’s study of GRO J0422+32 we see the same behaviour in GX 339-4. Hence, the EW variations in GX 339-4 may also be due to an asymmetric accretion disk. Investigation of the line profile shape over the orbit may help in determining the source of the EW variations. This is pursued in Paper II.

### 5.3 Full-Width Half Maximum

The periodograms of the FWHM measured from single-Gaussian fits to H$`\alpha `$, HeII $`\lambda `$4686, H$`\beta `$ and the Bowen blend showed no significant peaks (see Buxton, 2002). Hence, the FWHM were not considered any further.

### 5.4 V/R Ratios

The periodogram of H$`\alpha `$ V/R ratios (Figure 16) shows a clear peak at the published orbital period above the 99% confidence level.

The V/R ratios were folded on the orbital period using $`T_o`$ found in §5.1 and binned by 0.10 in phase. The results are shown in Figure 16. There is an obvious modulation in the ratios.

Sinusoid curves were fitted to the V/R modulation to obtain the semi-amplitude and mean value and their errors. The errors on the binned ratios were taken from the standard deviation calculated from the least-squares sine fit.

The minimum H$`\alpha `$ V/R ratio is at orbital phase 0.25 and the maximum at phase 0.75. This is consistent with the majority of flux variation originating from the accretion disk. The semi-amplitude is 0.11 $`\pm `$ 0.04 and the ratios vary around a mean of 1.18 $`\pm `$ 0.03.

V/R ratios were also measured for HeII $`\lambda `$4686 and the resulting periodogram is shown in Figure 17. Although there is a single peak at the 99% confidence level it does not correspond to published orbital period but rather $``$ 11.2 hours. The V/R ratios of HeII $`\lambda `$4686 were folded on this period and is presented in Figure 17. Besides one discrepant data point at phase 0.05, the data follow a well-defined sinusoid curve. The sold curve is the best-fit sinusoid with a semi-amplitude of 0.37 $`\pm `$ 0.09 and mean 0.89 $`\pm `$ 0.06. The maximum falls at phase $``$ 0.4 and minimum at phase $``$ 0.9.

## 6 Discussion

There is no doubt that measuring the orbital period of GX 339-4 via disk emission lines will always be difficult. This is due to the low velocity amplitudes expected from a low-inclination (Wu et al., 2001). This in itself demands good quality data, that is, data with high SNR and enough spectra to sample the orbital phases well. It was clear in the analysis of spectra with low ($`<`$ 40) SNR and datasets with a low number of spectra that one could not obtain satisfactory periodograms. This is why the results presented here have focussed on the dataset of 1998 May 28-31 as it had the best data quality.

In the case of H$`\alpha `$ the periodograms of the radial velocities, EWs and V/R ratios clearly show an isolated peak at the published orbital period at the 99% confidence level.

For HeII $`\lambda `$4686 the radial velocity periodogram did not show a single peak but rather a broad double-peak around the published orbital period. When one folds the radial velocities on 14.86 hours anyway one can see a clear deviation from an otherwise sinusoid curve at phases 0.75-0.95. Whether this is due to some data defect or to a real physical source in the binary cannot be discerned at this point but it would be interesting to see if it is present in future observations. What is clear is that the EW of HeII $`\lambda `$4686 is modulated on the published orbital period and the minimum and maximum occur at the same phase as the H$`\alpha `$ EW. Since we expect H$`\alpha `$ to originate from the outer disk regions and HeII $`\lambda `$4686 further in, the source of the EW modulation must be the entire disk or at least a large part of it. We leave this point here but return to this issue in Paper II when we study further the sources of the line profile variations. The V/R ratios of HeII $`\lambda `$4686 produced a periodogram with a single, isolated peak but not at the published orbital period, rather at 11.2 hours. It is not obvious why the HeII $`\lambda `$4686 V/R ratios would modulate on a different period than H$`\alpha `$. A clue as to why this may be the case is in the asymmetry of the line profiles. H$`\alpha `$ shows more asymmetry on the blue side than HeII $`\lambda `$4686. The larger degree of asymmetry in H$`\alpha `$ would translate into larger amplitudes of V/R ratios perhaps making it easier to discern an orbital modulation. The V/R modulation of HeII $`\lambda `$4686 is fairly clear, however.

By comparing the phases of minima and maxima of the radial velocity, EW and V/R ratio modulations it seems that the variations arise from the accretion disk. In Paper II we attempt to answer whether these variations are due solely to a hotspot, to a disk which is asymmetric geometrically and/or in its emitting regions, or both.

## 7 Summary and Conclusions

Optical spectra of GX 339-4 was obtained when the system was in a high (1998) and low (1999) X-ray state.

Using interstellar absorption lines from the spectra a distance of 4 $`\pm `$ 1 kpc was determined. $`E(BV)`$ was measured to be 1.1 $`\pm `$ 0.2. These are consistent with previous studies.

Optical colours reddened from 1998 to 1999. This is consistent with the accretion disk contributing less blue flux to the system due to the decrease in soft X-rays available to be reprocessed in the disk.

As the soft X-rays decreased in the low state the EW of H$`\alpha `$, H$`\beta `$ and HeII $`\lambda `$4686 also decreased. Without simultaneous photometry it is impossible to say whether this is mainly due to the continuum or line flux variations although the line flux must be declining faster than the continuum during the low state.

The FWHM of the H$`\alpha `$, H$`\beta `$, HeII $`\lambda `$4686 and the Bowen blend emission lines increased from 1998 to 1999. This suggests that the line emitting regions moved closer to the compact object in 1999. The inner regions of the accretion disk may have started to cool sufficiently for Balmer emission to occur there in the low state. The higher ionisation lines of HeII $`\lambda `$4686 and the Bowen blend may only obtain sufficient photoionising X-rays closer to the compact object.

The H$`\beta `$ emission line exhibited redshifted absorption at $`\lambda `$4880 Å during both the high and low X-ray states. The origin of this absorption feature is not known.

Emission line profiles vary on the timescales of hours. Analysis of the 1998 May high resolution data show that the radial velocities, EWs and V/R ratios of H$`\alpha `$ modulated on the published orbital period. This is the first time that the published orbital period has been confirmed by spectroscopic data since the study of CCHT92. The EW of HeII $`\lambda `$4686 also varied on the orbital period but the radial velocities and V/R ratios were inconclusive. The radial velocities of the Bowen blend modulated on the orbital period but peaked 0.25 out of phase with respect to H$`\alpha `$. This result may not be reliable due to other significant peaks in the periodogram.

The amplitude of the radial velocity modulation for H$`\alpha `$ was 14 $`\pm `$ 3 km s-1 which is much less than that found by Callanan et al. (1992). This, in turn, decreases the mass function. Taking $`P_{orb}`$ = 14.86 hours, $`M_2`$ = 0.7 M and $`i70^o`$ we find that $`M_140`$ M. If $`i=15^o`$ (Wu et al., 2001) then $`M_1=5`$ M which places the compact object in GX 339-4 into the black-hole category. Determining the semi-amplitude velocity from emission lines may not be an accurate measurement of $`K_1`$ as has been well established from CV studies (Wade, 1985). In order to establish whether our measurement of $`K_1`$ is reasonable future optical spectroscopic studies of GX 339-4 should endeavour to measure the semi-amplitude velocities of the emission lines using data of high resolution and SNR. The semi-amplitude velocities of the same species (e.g. Balmer series) should be measured to see if they agree. If not then we need to investigate the physical processes which cause such a disagreement which may lead to better methods of measuring an accurate $`K_1`$ from emission lines. Until such time, the black-hole categorisation of GX 339-4 needs to be taken with caution.

We may estimate the Roche lobe size ($`R_L`$) of the secondary star for $`P_{orb}`$ = 14.86 hours. First, let us assume that the secondary is a K dwarf with mass $`M_2`$ = 0.7 M. This is a reasonable assumption since the secondary stars in other low-mass X-ray binaries with similar periods are of this spectral type (e.g. A0620-00, Murdin et al., 1980). If $`M_1`$ = 5 M then $`R_L`$ = 1.3 R. If the secondary star in GX 339-4 is a K dwarf then it must be slightly evolved to fill its Roche lobe. If $`M_1`$ = 1.4 M then $`R_L`$ = 1.7 R. Again, if the secondary is a K dwarf, it must be somewhat evolved.

Future optical spectroscopic observations of GX 339-4 should endeavor to obtain simultaneous optical photometry to ascertain the cause of the EW modulation. The absorption trough observed near H$`\beta `$ should be investigated further and it should be resolved whether H$`\alpha `$ does or does not exhibit such a feature. Most importantly, we must obtain as many spectra as possible with high SNR and good temporal coverage during various X-ray phases and at as many epochs as possible. This would also enable us to ascertain whether the orbital modulation is observable only if certain physical conditions exist in the binary, for example, soft X-ray irradiation of a vertically extended hotspot.

GX 339-4 is a difficult object to decipher due to the lack of information about the optical star and the complex behaviour of data. We should, however, continue in our efforts to study GX 339-4. This object transitions into all X-ray states more often than most and, therefore, provides many opportunities to learn about the outburst mechanisms and the structure of accretion disks.

## Acknowledgments

The authors would like to thank Prof. Phil Charles and the referee for their useful comments.


text:
# Entropy change at the martensitic transformation in ferromagnetic shape memory alloys 𝐍𝐢_{2+𝑥}𝐌𝐧_{1-𝑥}𝐆𝐚

## I Introduction

For shape memory alloys, the change of entropy $`\mathrm{\Delta }S`$ between high-temperature austenitic and low-temperature martensitic phase can be obtained either from calorimetry 1-planes ; 2-obrado ; 3-pelegrina  or from results of stress-strain measurements at different temperatures above the martensitic start temperature $`M_s`$ (Ref. 4). Owing to the diffusionless character of martensitic transformations, configuration contributions to the entropy change are absent, which considerably simplify the evaluation of the relative phase stability. In the case of thermoelastic martensitic transformations, which are characterized by a small temperature hysteresis and complete transformation to the austenitic (martensitic) state, the change of entropy $`\mathrm{\Delta }S`$ can be determined experimentally with a good precision.

Ni2MnGa, a representative of the family of Heusler alloys, undergoes a thermoelastic martensitic transformation on cooling below $`T_m200`$ K. Since ferromagnetic ordering in this compound sets at a considerably higher temperature, $`T_C=376`$ K, the martensitic transformation occurs in the ferromagnetic state. Both $`T_m`$ and $`T_C`$ are sensitive to stoichiometry. For instance, a partial substitution of Mn for Ni in Ni2+xMn1-xGa alloys results in increase of $`T_m`$ and decrease of $`T_C`$ until they couple in a composition range $`x=0.180.20`$ (Ref. 5). Results of x-ray and electron diffraction studies of Ni-Mn-Ga alloys indicate that the crystal structure of the martensitic phase depends on composition. The martensitic phase of the alloys with a low temperature of martensitic transformation ($`T_m<270`$ K) has a five-layered modulation whereas the martensitic phase with a moderate temperature of martensitic transformation ($`T_m>270`$ K) has a seven-layered modulation. 6-pons  For Cu-based shape memory alloys, which transform to various martensitic structures upon cooling, it has been shown that the entropy change depends on the particular structure of the low-temperature martensitic phase. 2-obrado  Hence, similar behavior could be expected in the Ni-Mn-Ga alloys. Contrary to the Cu-based shape memory alloys, which are nonmagnetic, Ni-Mn-Ga alloys possess a long-range ferromagnetic ordering at temperatures below $`T_C`$. Such distinct magnetic properties could result in peculiar behavior of the entropy change in Ni-Mn-Ga as compared to nonmagnetic shape memory alloys. The purpose of this work is to perform a preliminary calorimetric analysis of the entropy change $`\mathrm{\Delta }S`$ between the high-temperature cubic phase and low-temperature tetragonally based martensitic phases of Ni2+xMn1-xGa ($`x=00.20`$) alloys.

## II Experimental details

Polycrystalline ingots of Ni2+xMn1-xGa ($`x=00.20`$) alloys were prepared by an arc-melting method. The ingots were annealed in evacuated quartz ampoules at 1050 K for 9 days. Sample for calorimetric measurements were spark cut from the middle part of the ingots. The calorimetric measurements were performed using a Perkin-Elmer differential scanning calorimeter with a heating/cooling rate of 5 K/min. In the experiments we have also used samples with the same thermal treatment from our previous work. 7-kvv

## III Experimental results and discussion

An example of the calorimetric measurements of Ni2+xMn1-xGa alloys is presented in Fig. 1. The direct and reverse martensitic transformations are accompanied by well-defined calorimetric peaks. From these data, it is easy to determine characteristic temperatures of the direct (martensite start, $`M_s`$ and martensite finish, $`M_f`$) and the reverse (austenite start, $`A_s`$ and austenite finish, $`A_f`$) martensitic transformation. Results for the alloys studied, together with composition of the samples and the equilibrium temperature $`T_0=(M_s+A_f)/2`$, are given in Table I. It is worth noting that transformation temperatures slightly differ for different samples of the same composition and the values of the temperatures presented in Table I are averaged over several specimens.

The mean values of the heat exchanged upon the reverse ($`Q^{LH}`$) and direct ($`Q^{HL}`$) transformation are shown in Table II. The average of the absolute values of ($`Q^{LH}`$) and ($`Q^{HL}`$) was taken as the change of enthalpy $`\mathrm{\Delta }H`$. When the Gibbs free energies of martensite and austenite are equal, which takes place at temperature $`T_0`$, the entropy change $`\mathrm{\Delta }S`$ can be evaluated as $`\mathrm{\Delta }S=\mathrm{\Delta }H/T_0`$. Determined in such a way, the entropy change is also shown in Table II.

Figure 2 shows the entropy change $`\mathrm{\Delta }S`$ as a function of Ni excess $`x`$ in the Ni2+xMn1-xGa alloys. It is evident that $`\mathrm{\Delta }S`$ increases with deviation from the stoichiometry. It can also be inferred that the entropy change has different composition dependencies in concentration intervals $`0x0.13`$ and $`0.16x0.20`$.

Since configuration contributions to the entropy change are absent in the case of martensitic transformations, it is customary to consider that $`\mathrm{\Delta }S`$ has three main contributions:

$$\mathrm{\Delta }S=\mathrm{\Delta }S_{vib}+\mathrm{\Delta }S_{el}+\mathrm{\Delta }S_{mag},$$

where $`\mathrm{\Delta }S_{vib}`$ is the vibrational contribution, $`\mathrm{\Delta }S_{el}`$ is the contribution of the conduction electrons, and $`\mathrm{\Delta }S_{mag}`$ is the contribution from magnetic subsystem. Although specific heat measurements of Ni-Mn-Ga alloys at a low temperature have not been performed, it can be expected, nevertheless, that the electronic contribution $`\mathrm{\Delta }S_{el}`$ to the entropy change in Ni2+xMn1-xGa alloys is small. This assumption is supported by the measurements of specific heat at low temperatures for several ferromagnetic X2MnSn (X = Co, Ni, Pd, and Cu) Heusler alloys. 8-fraga  Thus, the increase in $`\mathrm{\Delta }S`$ with the deviation from the stoichiometry in Ni2+xMn1-xGa is likely due to the $`\mathrm{\Delta }S_{vib}`$ and $`\mathrm{\Delta }S_{mag}`$ terms.

An analysis of $`\mathrm{\Delta }S_{vib}`$ contribution to the entropy change of Cu-based shape memory alloys showed that the vibration contribution depends on the elastic anisotropy at the transformation temperature. 1-planes  The authors found that for a given crystal structure of the martensitic phase, the elastic anisotropy constant $`A`$ at $`M_s`$ does not depend on composition, which means that vibration contribution to $`\mathrm{\Delta }S`$ remains constant for all of the composition studied. In the case of Ni2+xMn1-xGa alloys, data on elastic anisotropy are absent. The observed increase of $`\mathrm{\Delta }S`$ in Ni2+xMn1-xGa can indicate that elastic anisotropy depends on composition. However, since Debye temperature did not change significantly with composition, 9-matsumoto  it is more likely, that composition dependence of $`\mathrm{\Delta }S`$ is accounted for by the magnetic contribution $`\mathrm{\Delta }S_{mag}`$.

The fact that entropy change in Ni-Mn-Ga alloys depends on composition has already been mentioned in Ref. 10, where Ni-Mn-Ga alloys were divided into three groups according to their transformation behavior. The authors found that alloys with a low martensitic transformation temperature $`M_s`$ have low values of $`\mathrm{\Delta }S`$, whereas alloys with a high $`M_s`$ are characterized by higher values of the entropy change. Their observations agree with the results of our study.

Since the crystal structure of the martensitic phase of Ni-Mn-Ga depends on composition, 6-pons  an analysis of $`\mathrm{\Delta }S`$ as a function of Ni excess $`x`$ is worth performing. From the data shown in Fig. 2, it is difficult to draw an unambiguous conclusion because the composition dependence of $`\mathrm{\Delta }S`$ can be approximated in the whole studied interval of $`x`$ as shown by the dashed line. However, we suggest that the entropy change has different composition dependencies in concentration intervals $`0x0.13`$ and $`0.16x0.20`$ as shown in Fig. 2 by the solid lines. The alloys with $`x0.16`$ ($`M_s>300`$ K) are expected to have seven-layered martensitic structure, as evident from their high martensitic transformation temperatures and unusual behavior of resistivity, 5-vas ; 11-kvv  whereas the $`0x<0.16`$ alloys undergo structural transformation to the five-layered martensitic structure. Since different martensitic phases have different densities of vibrational states, this should lead to discontinuity of the composition dependence of $`\mathrm{\Delta }S`$ as the martensite of the Ni2+xMn1-xGa alloys changes its modulation. If this is the case, the alloys with seven-layered modulation of the martensitic phase are characterized by a higher $`\mathrm{\Delta }S`$ as compared to the alloys with five-layered modulation (Fig. 2).

In this article we have studied the entropy change at the martensitic transformation in Ni2+xMn1-xGa ($`x=00.20`$) alloys. The lowest value of the entropy change, $`\mathrm{\Delta }S=6.8`$ mJ/gK, was found for the stoichiometric Ni2MnGa. Upon substitution of Mn for Ni, $`\mathrm{\Delta }S`$ significantly increases up to $`26`$ mJ/gK in alloys with $`x>0.16`$. The increase in $`\mathrm{\Delta }S`$ is presumably due to the magnetic contribution. It is suggested that the change in modulation of the martensitic phase results in discontinuity of the composition dependence of $`\mathrm{\Delta }S`$. This assumption, however, requires further systematic studies of thermodynamic properties of Ni-Mn-Ga alloys.

## Acknowledgments

This work was partially supported by a Grant-in-Aid from Izumi Science and Technology Foundation. One of the authors (V.V.K.) gratefully acknowledges the Japan Society for the Promotion of Science (JSPS) for a Fellowship Award.