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# Differential equations and conformal field theories

## 1 Introduction

Two-dimensional conformal field theories form a particular class of nontopological quantum field theories which have now been formulated and studied rigorously using various methods from different branches of mathematics. In physics, these theories describe perturbative string theory and also critical phenomena in condensed matter physics. They are also used to describe such phenomena as disorder in condensed matter physics and to construct nonperturbative objects such as $`D`$-branes in string theory. In mathematics, they are closely related to infinite-dimensional Lie algebras, infinite-dimensional integrable systems, the Monster (the largest finite sporadic simple group), modular functions and modular forms, Riemann surfaces and algebraic curves, knot and three-manifold invariants, Calabi-Yau manifolds and mirror symmetry, and many other branches of mathematics. We also expect that many mathematical problems can be solved by constructing and studying the corresponding conformal field theories. Moreover, the study of such theories might provide hints to possible deep connections among these different branches of mathematics and will probably shed light on the construction and study of higher-dimensional nontopological quantum field theories.

Mathematically, a geometric formulation of conformal field theory was first given around 1987 by Segal \[S1\] \[S2\] \[S3\] and Kontsevich. In \[S2\] and \[S3\], Segal further introduced the important notions of modular functor and weakly conformal field theory which describe mathematically the subtle and deep chiral structures in conformal field theories. One urgent problem is to give a construction of (chiral) conformal field theories in this sense.

To construct conformal field theories in this sense and to study these conformal field theories, it is necessary to construct and study chiral correlation functions on Riemann surfaces. For chiral correlation functions on genus-zero Riemann surfaces (or simply called chiral genus-zero correlation functions) associated to lowest weight vectors in minimal models \[BPZ\] and in Wess-Zumino-Novikov-Witten models \[W\], Belavin-Polyakov-Zamolodchikov and Knizhnik-Zamolodchikov found in their seminal works \[BPZ\] and \[KZ\], respectively, that these functions actually satisfy certain systems of differential equations of regular singular points (now called the BPZ equations and the KZ equations, respectively). In the case of Wess-Zumino-Novikov-Witten models, it is also known from the works of Tsuchiya-Ueno-Yamada \[TUY\] and Bernard \[B1\] \[B2\] that chiral correlation functions on higher-genus Riemann surfaces (or simply called chiral higher-genus correlation functions) satisfy systems of differential equations of KZ type. These equations play fundamental roles in the construction and study of the minimal models and Wess-Zumino-Novikov-Witten models.

A natural question is whether for general conformal field theories satisfying natural conditions, there exist systems of differential equations of regular singular points satisfied by chiral genus-zero correlation functions. More generally, we are interested in whether there exist systems of differential equations for chiral higher-genus correlation functions. The existence of such equations will allow us to study chiral correlation functions using the theory of differential equations and to construct chiral conformal field theories using these correlation functions.

Recently, in \[H8\] and \[H10\], the author established the existence of such differential equations in the genus-zero and genus-one cases under suitable natural conditions and applied these equations to the construction of genus-zero and genus-one chiral theories. In the present paper, after a brief discussion of the notion of conformal field theories in the sense of Segal and Kontsevich, we give an overview of these differential equations. For details, see \[H8\] and \[H10\]. For a recent exposition on conformal field theories in the sense of Segal and Kontsevich and the author’s program of constructing such theories from representations of vertex operator algebras, see \[H9\].

In the next section, we recall roughly what a conformal field theory is in the sense of Segal \[S1\] \[S2\] \[S3\] and Kontsevich and what a weakly conformal field theory is in the sense of Segal \[S2\] \[S3\]. We discuss systems of differential equations for chiral genus-zero and genus-one correlation functions in Sections 3 and 4, respectively.

### Acknowledgment

This research is supported in part by NSF grant DMS-0070800. I am grateful to Sen Hu and Jing Song He for their hospitality during the conference.

## 2 Conformal field theories

Consider the following geometric category: The objects are ordered finite sets of copies of $`S^1`$. The morphisms are conformal equivalence classes of Riemann surfaces whose boundary components are analytically parametrized by the copies of $`S^1`$ in their domains and codomains. The compositions of morphisms are given using the boundary parametrizations in the obvious way. This category has a symmetric monoidal category structure for which the monoidal structure is defined by disjoint unions of objects and morphisms.

Roughly speaking, a conformal field theory is a projective linear representation of this category, that is, a locally convex topological vector space $`H`$ (called the state space) with a nondegenerate bilinear form and a projective functor from this category to the symmetric monoidal category with traces generated by $`H`$ (that is, the category whose objects are tensor powers of $`H`$ and morphisms are trace-class maps), satisfying some natural conditions.

Conformal field theories in general have holomorphic (or chiral) and antiholomorphic (or antichiral) parts. Both parts also satisfy an axiom system which defines weakly conformal field theories. Roughly speaking, weakly conformal field theories are representations of geometric categories obtained from holomorphic vector bundles over the moduli space of Riemann surfaces with parametrized boundaries.

Our strategy is to construct chiral or antichiral genus-zero and genus-one parts of conformal field theories first and then using these to construct the full conformal field theories. In the remaining part of this paper, we shall discuss only chiral genus-zero and genus-one theories.

## 3 Differential equations and chiral genus-zero correlation functions

We first explain the main ingredients of chiral or antichiral genus-zero theories. The chiral or antichiral parts of genus-zero theories have been shown to be essentially equivalent to algebras of intertwining operators among modules for suitable vertex operator algebras (see \[H2\]\[H5\] and \[H7\]). So here we briefly describe vertex operator algebras, modules and intertwining operators.

A vertex operator algebra is a $``$-graded vector space $`V=_nV_{(n)}`$ equipped with a vertex operator map $`Y:VVV[[z,z^1]]`$, a vacuum $`\mathrm{𝟏}V`$ and a conformal element $`\omega V`$, satisfying a number of axioms. One version of the main axiom is the following: For $`u_1,u_2,vV`$, $`v^{}V^{}=_nV_{(n)}^{}`$, the series

$`v^{},Y(u_1,z_1)Y(u_2,z_2)v`$
$`v^{},Y(u_2,z_2)Y(u_1,z_1)v`$
$`v^{},Y(Y(u_1,z_1z_2)u_2,z_2)v`$
are absolutely convergent in the regions $`|z_1|>|z_2|>0`$, $`|z_2|>|z_1|>0`$ and $`|z_2|>|z_1z_2|>0`$, respectively, to a common rational function in $`z_1`$ and $`z_2`$ with the only possible poles at $`z_1,z_2=0`$ and $`z_1=z_2`$. Other axioms are:

$$dimV_{(n)}<\mathrm{},$$

$$V_{(n)}=0$$

when $`n`$ is sufficiently negative (these are called the grading-restriction conditions); for $`u,vV`$, $`Y(u,z)v`$ contain only finitely many negative power terms; for $`uV`$,

$$Y(\mathrm{𝟏},z)=1,\underset{z0}{lim}Y(u,z)\mathrm{𝟏}=u;$$

let $`L(n):VV`$ be defined by $`Y(\omega ,z)=_nL(n)z^{n2}`$, then

$$[L(m),L(n)]=(mn)L(m+n)+\frac{c}{12}(m^3m)\delta _{m+b,0}$$

($`c`$ is called the central charge of $`V`$),

$$\frac{d}{dz}Y(u,z)=Y(L(1)u,z)\text{for}uV$$

and

$$L(0)u=nu\text{for}uV_{(n)}$$

($`n`$ is called the weight of $`u`$ and is denoted $`\text{wt}u`$). For $`uV`$, we write $`Y(u,z)=_nu_nz^{n1}`$ where $`u_n\text{End}V`$.

A $`V`$-module is an $``$-graded vector space $`W=_nW_{(n)}`$ equipped with a vertex operator map $`Y_W:VWW[[z,z^1]]`$ satisfying all those axioms for $`V`$ which still make sense. Let $`W_1`$, $`W_2`$ and $`W_3`$ be $`V`$-modules. An intertwining operators of type $`\left(\genfrac{}{}{0pt}{}{W_3}{W_1W_2}\right)`$ is a linear map $`𝒴:W_1W_2W_3\{z\}`$, where $`W_3\{z\}`$ is the space of all series in complex powers of $`z`$ with coefficients in $`W_3`$, satisfying all those axioms for $`V`$ which still make sense. That is, for $`w_1W_1`$ and $`w_2W_2`$, the real parts of the powers of $`z`$ in nonzero terms in the series $`𝒴(w_1,z_2)w_2`$ have a lower bound; for $`uV`$, $`w_1W_1`$, $`w_2W_2`$ and $`w_3^{}W_3^{}=_n(W_3)_{(n)}^{}`$,

$`w_3^{},Y_{W_3}(u,z_1)𝒴(w_1,z_2)w_2`$
$`w_3^{},𝒴(w_1,z_2)Y_{W_2}(u,z_1)w_2`$
$`w_3^{},𝒴(Y_{W_1}(u,z_1z_2)w_1,z_2)w_2`$
are absolutely convergent in the regions $`|z_1|>|z_2|>0`$, $`|z_2|>|z_1|>0`$ and $`|z_2|>|z_1z_2|>0`$, respectively, to a common (multivalued) analytic function in $`z_1`$ and $`z_2`$ with the only possible singularities (branch points) at $`z_1,z_2=0`$ and $`z_1=z_2`$; also

$$\frac{d}{dz}𝒴(w_1,z)=Y(L(1)w_1,z).$$

For more details on basic notions and properties in the theory of vertex operator algebras, see \[FLM\] and \[FHL\].

We need the following notions to state the result on differential equations in the genus-zero case: Let $`V`$ be a vertex operator algebra and $`W`$ a $`V`$-module. Let $`C_1(W)`$ be the subspace of $`W`$ spanned by elements of the form $`u_1w`$ for $`uV_+=_{n>0}V_{(n)}`$ and $`wW`$. If $`dimW/C_1(W)<\mathrm{}`$, we say that $`W`$ is $`C_1`$-cofinite or $`W`$ satisfies the $`C_1`$-cofiniteness condition.

For chiral genus-zero theories, the main objects we want to construct and study are chiral genus-zero correlation functions. Let $`W_i`$ for $`i=0,\mathrm{},n+1`$ and $`\stackrel{~}{W}_i`$ for $`i=1,\mathrm{},n1`$ be $`V`$-modules and let $`𝒴_1,𝒴_2,\mathrm{},𝒴_{n1},𝒴_n`$ be intertwining operators of types $`\left(\genfrac{}{}{0pt}{}{W_0^{}}{W_1\stackrel{~}{W}_1}\right)`$, $`\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_1}{W_2\stackrel{~}{W}_2}\right),\mathrm{},\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_{n2}}{W_{n1}\stackrel{~}{W}_{n1}}\right)`$, $`\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_{n1}}{W_nW_{n+1}}\right)`$, respectively. Let $`w_iW_i`$ for $`i=0,\mathrm{},n+1`$. Formally, chiral genus-zero correlation functions are given by series of the form

$$w_0,𝒴_1(w_1,z_1)\mathrm{}𝒴_n(w_n,z_n)w_{n+1}.$$
(3.1)
###### Theorem 3.1

Let $`W_i`$ for $`i=0,\mathrm{},n+1`$ be $`V`$-modules satisfying the $`C_1`$-cofiniteness condition. Then for any $`w_iW_i`$ for $`i=0,\mathrm{},n+1`$, there exist

$$a_{k,l}(z_1,\mathrm{},z_n)[z_1^{\pm 1},\mathrm{},z_n^{\pm 1},(z_1z_2)^1,(z_1z_3)^1,\mathrm{},(z_{n1}z_n)^1],$$

for $`k=1,\mathrm{},m`$ and $`l=1,\mathrm{},n,`$ such that for any $`V`$-modules $`\stackrel{~}{W}_i`$ for $`i=1,\mathrm{},n1`$, any intertwining operators $`𝒴_1,𝒴_2,\mathrm{},𝒴_{n1},𝒴_n`$, of types $`\left(\genfrac{}{}{0pt}{}{W_0^{}}{W_1\stackrel{~}{W}_1}\right)`$, $`\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_1}{W_2\stackrel{~}{W}_2}\right),\mathrm{},\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_{n2}}{W_{n1}\stackrel{~}{W}_{n1}}\right)`$, $`\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_{n1}}{W_nW_{n+1}}\right)`$, respectively, the series (3.1) satisfy the expansions of the system of differential equations

$$\frac{^m\phi }{z_l^m}+\underset{k=1}{\overset{m}{}}a_{k,l}(z_1,\mathrm{},z_n)\frac{^{mk}\phi }{z_l^{mk}}=0,l=1,\mathrm{},n$$

in the region $`|z_1|>\mathrm{}|z_n|>0`$. Moreover, there exist $`a_{k,l}(z_1,\mathrm{},z_n)`$ for $`k=1,\mathrm{},m`$ and $`l=1,\mathrm{},n`$ such that the singular points of the corresponding system are regular.

Similar systems of differential equations have also been obtained by Nagatomo and Tsuchiya in \[NT\].

Using these equations and other results on vertex operator algebras, modules and intertwining operators, chiral genus-zero weakly conformal field theories in the sense of Segal have been constructed. In particular, the direct sum of a complete set of inequivalent irreducible modules for a suitable vertex operator algebra has a natural structure of an intertwining operator algebra. Thus for such a vertex operator algebra, (3.1) is absolutely convergent in the region $`|z_1|>\mathrm{}|z_n|>0`$ and associativity and commutativity for intertwining operators hold. For more details on intertwining operator algebras and chiral genus-zero weakly conformal field theories, see \[H1\]\[H9\].

## 4 Differential equations and chiral genus-one correlation functions

The second logical step is to construct chiral genus-one theories, that is, to construct maps associated to genus-one surfaces and prove the axioms which make sense for genus-one surfaces. Assume we have a weakly conformal field theory in the sense of Segal. Then for given elements in the state space of the theory, these maps give certain functions on the moduli space of genus-one surfaces with punctures (the space of conformal equivalence classes of such surfaces). They can be viewed as (multivalued) functions of $`z_1,\mathrm{},z_n`$ and $`\tau `$ (the upper half plane). Here as usual, $`\tau `$ corresponds to a torus given by the parallelogram with vertices $`0,1,\tau `$ and $`1+\tau `$ and $`z_1,\mathrm{},z_n`$ correspond to points on the torus.

But functions of $`z_1,\mathrm{},z_n`$ and $`\tau `$ are in general only functions on the Teichmüller space, not functions on the moduli space. To construct genus-one theories, we do need to construct mathematical objects (vector bundles and holomorphic sections) on the moduli space, not the Teichmüller space. The moduli space is the quotient of the Teichmüller space $``$ by the modular group $`SL(2,)`$. So we have to construct $`SL(2,)`$-invariant spaces of functions of the form above. These functions in the $`SL(2,)`$-invariant spaces are called chiral genus-one correlation functions.

The first result in this step was obtained by Zhu \[Z\]. He constructed chiral genus-one correlation functions associated to elements of a suitable vertex operator algebra $`V`$. Using his method, Miyamoto \[M\] constructed chiral genus-one correlation functions associated to elements of $`V`$-modules among which at most one is not isomorphic to $`V`$. But Zhu’s method cannot be generalized to construct chiral genus-one correlation functions associated to elements of $`V`$-modules among which at least two are not isomorphic to $`V`$, because he used a recurrence formula which cannot be generalized to this general case.

In \[H10\], the author solved completely the problem of constructing chiral genus-one correlation functions from chiral genus-zero correlation functions. As in the genus-zero case, one of the main tools is systems of differential equations.

To construct these functions from representaions of a vertex operator algebra, we need some conditions on the vertex operator algebra and its modules. We first need some concepts: Let $`V`$ be a vertex operator algebra and $`W`$ a $`V`$-module. Let $`C_2(W)`$ be the subspace of $`W`$ spanned by elements of the form $`u_2w`$ for $`u,wW`$. Then we say that $`W`$ is $`C_2`$-cofinite or satisfies the $`C_2`$-cofiniteness condition if $`dimW/C_2(W)<\mathrm{}`$. It is easy to see that if $`V_{(n)}=0`$ when $`n<0`$ and $`V_{(0)}=\mathrm{𝟏}`$, a $`V`$-module $`W`$ is $`C_2`$-cofinite implies $`W`$ is $`C_1`$-cofinite.

We now assume that the vertex operator algebra $`V`$ satisfies the condition that (3.1) is absolutely convergent in the region $`|z_1|>\mathrm{}|z_n|>0`$ and associativity and commutativity for intertwining operators hold. We shall use the notation $`q_z=e^{2\pi iz}`$ for $`z`$. Let $`W_i`$, $`\stackrel{~}{W}_i`$ be $`V`$-modules, and $`w_iW_i`$ for $`i=1,\mathrm{},n`$. For any intertwining operators $`𝒴_i`$, $`i=1,\mathrm{},n`$, of types $`\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_{i1}}{W_i\stackrel{~}{W}_i}\right)`$, respectively, let

$`F_{𝒴_1,\mathrm{},𝒴_n}(w_1,\mathrm{},w_n;z_1,\mathrm{},z_n;\tau )`$ (4.1)
$`=\text{Tr}_{\stackrel{~}{W}_n}𝒴_1(𝒰(q_{z_1})w_1,q_{z_1})\mathrm{}𝒴_n(𝒰(q_{z_n})w_n,q_{z_n})q_\tau ^{L(0)\frac{c}{24}},`$
where $`c`$ is the central charge of $`V`$ and for $`z\{0\}`$,

$$U(q_z)=e^{(\mathrm{log}|q_z|+i\mathrm{arg}q_z)L(0)}e^{L^+(A)},\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\mathrm{arg}q_z<2\pi ,$$

$`L^+(A)=_{j1}A_jL(j)`$ and $`A_j`$ for $`j1`$ are determined by

$`{\displaystyle \frac{1}{2\pi i}}\mathrm{log}(1+2\pi iw)=\left(\mathrm{exp}\left({\displaystyle \underset{j_+}{}}A_jw^{j+1}{\displaystyle \frac{}{w}}\right)\right)w`$
Let

$`\mathrm{}_1(z;\tau )`$ $`=`$ $`{\displaystyle \frac{1}{z}}+{\displaystyle \underset{(k,l)(0,0)}{}}\left({\displaystyle \frac{1}{z(k\tau +l)}}+{\displaystyle \frac{1}{k\tau +l}}+{\displaystyle \frac{z}{(k\tau +l)^2}}\right),`$
$`\mathrm{}_2(z;\tau )`$ $`=`$ $`{\displaystyle \frac{1}{z^2}}+{\displaystyle \underset{(k,l)(0,0)}{}}\left({\displaystyle \frac{1}{(z(k\tau +l))^2}}{\displaystyle \frac{1}{(k\tau +l)^2}}\right)={\displaystyle \frac{}{z}}\mathrm{}_1(z;\tau )`$
be the Weierstrass zeta function and the Weierstrass $`\mathrm{}`$-function, respectively, and let $`\mathrm{}_m(z;\tau )`$ for $`m>2`$ be the elliptic functions defined recursively by

$$\mathrm{}_{m+1}(z,\tau )=\frac{1}{m}\frac{}{z}\mathrm{}_m(z;\tau ).$$

We also need the Eisenstein series

$`G_2(\tau )`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{3}}+{\displaystyle \underset{m\{0\}}{}}{\displaystyle \underset{l}{}}{\displaystyle \frac{1}{(m\tau +l)^2}},`$
$`G_{2k+2}(\tau )`$ $`=`$ $`{\displaystyle \underset{(m,l)(0,0)}{}}{\displaystyle \frac{1}{(m\tau +l)^{2k+2}}},k1.`$
See, for example, \[K\] and \[L\], for detailed discussions on these elliptic functions and the Eisenstein series. Let

$$R=[G_4(\tau ),G_6(\tau ),\mathrm{}_2(z_iz_j;\tau ),\mathrm{}_3(z_iz_j;\tau )]_{i,j=1,\mathrm{},n,i<j},$$

that is, the commutative associative algebra over $``$ generated by the series $`G_4(\tau )`$, $`G_6(\tau )`$, $`\mathrm{}_2(z_iz_j;\tau )`$ and $`\mathrm{}_3(z_iz_j;\tau )`$ for $`i,j=1,\mathrm{},n`$ satisfying $`i<j`$. For $`m0`$, let $`R_m`$ be the subspace of $`R`$ spanned by elements of the form

$$G_4^{k_1}(\tau )G_6^{k_2}(\tau )\mathrm{}_2^{k_3}(z_iz_j;\tau )\mathrm{}_3^{k_4}(z_iz_j;\tau )$$

for $`k_1,k_2,k_3,k_40`$ satisfying $`4k_1+6k_2+2k_3+3k_4=m`$.

We introduce, for any $`\alpha `$, the notation

$$𝒪_j(\alpha )=2\pi i\frac{}{\tau }+G_2(\tau )\alpha +G_2(\tau )\underset{i=1}{\overset{n}{}}z_i\frac{}{z_i}\underset{ij}{}\mathrm{}_1(z_iz_j;\tau )\frac{}{z_i}$$

for $`j=1,\mathrm{},n`$. We shall also use the notation $`_{j=1}^m𝒪(\alpha _j)`$ to denote the ordered product $`𝒪(\alpha _1)\mathrm{}𝒪(\alpha _m)`$.

Then we have the following result:

###### Theorem 4.1

Let $`V`$ be a vertex operator algebra satisfying the conditions stated above and let $`W_i`$ for $`i=1,\mathrm{},n`$ be $`V`$-modules satisfying the $`C_2`$-cofiniteness condition. Then for any homogeneous $`w_iW_i`$ ($`i=1,\mathrm{},n`$), there exist

$$a_{p,i}(z_1,\mathrm{},z_n;\tau )R_p,b_{p,i}(z_1,\mathrm{},z_n;\tau )R_{2p}$$

for $`p=1,\mathrm{},m`$ and $`i=1,\mathrm{},n`$ such that for any $`V`$-modules $`\stackrel{~}{W}_i`$ ($`i=1,\mathrm{},n`$) and intertwining operators $`𝒴_i`$ of types $`\left(\genfrac{}{}{0pt}{}{\stackrel{~}{W}_{i1}}{W_i\stackrel{~}{W}_i}\right)`$ ($`i=1,\mathrm{},n`$, $`\stackrel{~}{W}_0=\stackrel{~}{W}_n`$), respectively, the series (4.1) satisfies the expansion of the system of differential equations

$`{\displaystyle \frac{^m\phi }{z_i^m}}+{\displaystyle \underset{p=1}{\overset{m}{}}}a_{p,i}(z_1,\mathrm{},z_n;\tau ){\displaystyle \frac{^{mp}\phi }{z_i^{mp}}}=0,`$ (4.2)
$`{\displaystyle \underset{k=1}{\overset{m}{}}}𝒪_i\left({\displaystyle \underset{i=1}{\overset{n}{}}}\text{wt}w_i+2(mk)\right)\phi `$
$`+{\displaystyle \underset{p=1}{\overset{m}{}}}b_{p,i}(z_1,\mathrm{},z_n;\tau ){\displaystyle \underset{k=1}{\overset{mp}{}}}𝒪_i\left({\displaystyle \underset{i=1}{\overset{n}{}}}\text{wt}w_i+2(mpk)\right)\phi =0,`$ (4.3)
$`i=1,\mathrm{},n`$, in the regions $`1>|q_{z_1}|>\mathrm{}>|q_{z_n}|>|q_\tau |>0`$. Moreover, for fixed $`\tau `$, the singular points of the (reduced) system (4.2) are regular.

The elliptic functions and the Eisenstein series discussed above have the following modular transformation formulas (see, for example, \[K\]): For any

$$\left(\begin{array}{cc}\alpha & \beta \\ \gamma & \delta \end{array}\right)SL(2,),$$

$`G_2\left({\displaystyle \frac{\alpha \tau +\beta }{\gamma \tau +\delta }}\right)`$ $`=`$ $`(\gamma \tau +\delta )^2G_2(\tau )2\pi i\gamma (\gamma \tau +\delta ),`$
$`G_{2k}\left({\displaystyle \frac{\alpha \tau +\beta }{\gamma \tau +\delta }}\right)`$ $`=`$ $`(\gamma \tau +\delta )^{2k}G_{2k}(\tau ),`$
$`\mathrm{}_m({\displaystyle \frac{z}{\gamma \tau +\delta }};{\displaystyle \frac{\alpha \tau +\beta }{\gamma \tau +\delta }})`$ $`=`$ $`(\gamma \tau +\delta )^m\mathrm{}_m(z,\tau ),`$
for $`k2`$ and $`m1`$. Using these formulas, it is straightforward to verify the following modular invariance of the system (4.2)–(4.3):

###### Proposition 4.2

Let $`\phi (z_1,\mathrm{},z_n;\tau )`$ be a solution of the system (4.2)–(4.3). Then for any

$$\left(\begin{array}{cc}\alpha & \beta \\ \gamma & \delta \end{array}\right)SL(2,),$$

$$\left(\frac{1}{\gamma \tau +\delta }\right)^{\text{wt}w_1+\mathrm{}\text{wt}w_n}\phi (\frac{z_1}{c\tau +d},\mathrm{},\frac{z_n}{c\tau +d};\frac{\alpha \tau +\beta }{\gamma \tau +\delta })$$

is also a solution of the system (4.2)–(4.3).

Using these systems of differential equations, chiral genus-one correlation functions have been constructed as the analytic extensions of sums of series of the form (4.1) in the region $`1>|q_{z_1}|>\mathrm{}>|q_{z_n}|>|q_\tau |>0`$. Together with other results in the representation theory of vertex operator algebras, it has been proved that for suitable vertex operator algebras, the vector space of these chiral genus-one correlation functions are invariant under a suitable action of the modular group $`SL(2,)`$. See \[H10\] for details.

Department of Mathematics, Rutgers University, 110 Frelinghuysen Rd., Piscataway, NJ 08854-8019

E-mail address: yzhuang@math.rutgers.edu


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# Finite Coherence Length of Thermal Noise in Percolating Systems

## Abstract

Noise has been measured in two types of coductor-insulator mixtures as a function of bias and composition. It was marked by a huge increase in magnitude as the resistance increased only slightly due to Joule heating. The noise (resistance) current scale $`I_s`$($`I_r`$) for nonlinearity were found to scale with the linear resistance $`R_o`$ as $`I_s(I_r)R_{o}^{}{}_{}{}^{x_s(x_r)}`$ where the exponent $`x_s`$ is equal to 0.80 and 0.68 in carbon-wax and carbon-polyethylene respectively and $`x_r0.5`$. It is shown that the large increase of noise in nonohmic regime as well as the differences between the noise and resistance exponents are due to the finite-sized inequilibrium thermal fluctuations whose coherence length is same as the correlation length of the underlying percolating systems. A expression for $`x_s`$ is derived.

The low frequency resistance noise, also known as $`1/f`$-noise, is a very common phenomenonkogan  in normal conductors and is increasingly being used as a tool for studying, particularly, disordered systemsweiss2 . While its origin remains controversial, some of its features are well-established. In particular, the correlation length of resistance fluctuations ($`\xi _s`$) is commonly assumed to be of the order of microscopic lengthskogan . This implies that the noise power should be inversely proportional to the number of fluctuators or the system volume $`L^d`$, $`d`$ being the system dimensionality. But there are cases where relatively large increases in the noise levels under certain experimental conditions have been explained in terms of coarsening of the coherent volume with correlation lengths increasing to macroscopic scale. This, other things remaining same, amounts to an increase in the noise level by a factor of $`[L/(L/\xi _s)]^d=\xi _s^d`$ with $`\xi _sL`$. For example, the large increase in the noise at the onset of charge density wave motion in certain conductors upon application of an electric field has been ascribed to the finite coherence length of a charge density wave domainsabya . Analogous phenomena are the well-know critical opalescence in various systemsmunster  where the static correlation length diverges as a critical point is approached. Interestingly, in systems in nonequilibrium states but not necessarily near any critical point, the correlation length of fluctuations at equal time is also of macroscopic orderschmitz .

Earliermbh , the resistance behaviour of various composite samples (random mixtures of conductors and insulators) exhibiting substantial Joule heating was invesigated as a function of biasing currents. At low currents, the resistance $`R=V/I`$ had a bias-independent value $`R_o`$ but increased at high currents. It was found that the current $`I_r`$ at which the sample resistance starts increasing scaled with $`R_o`$ as $`I_rR_o^{x_r}`$ where $`x_r0.5`$ is the onset exponent for resistance. In this letter, we report on systematic measurements of low frequency resistance noise as a function of currents in two composites systems of carbon-wax (C-W) and carbon-polymer (C-HDPE). Samples under fixed currents were in nonequilibrium steady states (below breakdown) with temperature gradients. It was found that (i) the relative noise $`𝒮`$ (see below) behaved in a similar fashion as the resistance such that the current scale $`I_s`$ for onset of nonlinearity in noiserem3  and the associated onset exponent $`x_s`$ could be defined as before: $`I_sR_o^{x_s}`$. $`x_s`$ was found to be larger than $`x_r`$:

$`x_s=\{\begin{array}{cc}0.80\pm 0.03(\mathrm{C}\mathrm{W})\hfill & \\ 0.68\pm 0.04(\mathrm{C}\mathrm{HDPE})\hfill & \end{array}`$ (3)
(ii) The noise $`𝒮`$ of a sample as a function of resistance increased tremendously compared to that caused by varying static disorder (i.e. composition). It is argued that such increase in noise reslults from additional resistance fluctuations induced by thermal fluctuations which are coherent over a length of the correlation length $`\xi `$ of the underlying percolation structure i.e. $`\xi _s\xi `$. It is shown that this assumption leads to an expression for $`x_s`$:

$$x_s=x_r+d\nu /4tw_J/4$$
(4)
where $`\nu `$ and $`t`$ are percolation correlation and conductivity exponents respectivelystauffer  and $`w_J`$ is the noise exponentmbh . Using $`d=3`$, $`\nu =0.9`$stauffer  and experimental values of $`x_r`$, $`t`$ and $`w_J`$ in (4) yields $`x_s=0.83\pm 0.10`$ and $`0.67\pm 0.05`$ for C-W and C-HDPE respectively. These values agree well with the experimental ones in (3).

Noise have been studied extensively in many percolating systems like composites both experimentally and theoretically but mostly in ohmic regimestremblay . Recently, the bias-dependent behaviour of noise near the percolation threshold has been measured nmb . A composite sample is primarily characterised by its conductor fraction $`p`$. Above a particular value $`p_c`$, called percolation threshold, a continuous path is formed from one end of the sample to another, enabling current to flow through the system. A sample possesses a natural length scale which is the two-particle correlation length $`\xi `$ given by $`\xi (pp_c)^\nu `$. The noise (in the ohmic regime) tends to divergecc  as the conducting fraction $`(p)`$ is reduced from large values above $`p_c`$. However, this divergence has been explained to originate entirely from the static geometrical disorderrammal . $`\xi _s`$ remains of the order of microscopic scales and independent of $`\xi (p)`$. Electrical conductivity of a composite sample is characterised by the exponent $`t`$, defined by $`R_o(pp_c)^t`$stauffer . The resistance $`R_o`$ decreases with increasing $`p`$. The noise exponent $`w_J`$ is defined by $`𝒮(I0)R_o^{w_J}`$.

The carbon-wax system is the same one as used earlier for noise measurements in the range $`pp_c`$nmb  but samples used in this work were in the Joule range $`p>p_J`$. The fraction $`p_J>p_c`$ is such that the resistance of a sample in response of an applied field increases if $`p>p_J`$. That the increase in resistance in this range of $`p`$ is indeed due to the Joule heating has been confirmed by a number of observationsrem4  like the sensitivity of measured values of resistances to the presence of a cooling fan near samples. For this system, $`p_c=0.76\%`$ by volume, $`p_J<3\%`$ and $`t=2.05\pm 0.15`$cbb . C-W samples were all disk-shaped, 10 mm in diameter and 6 mm high. Connections to electrodes were such that current flowed parallel to the thickness of the disc. The preparation and characterisation of C-HDPE samples have been described in ref. heaney . $`t`$ has the value of $`2.9\pm 0.1`$ in this system. These samples had dimensions $`10\times 4\times 1`$ mm3. In this case, currents flowed parallel to the longest side. All measurements were done at room temperature at constant currents. For any constant current, sufficient time (more than 40 min) was allowed for the sample resistance to attain a steady value. Furthur details of noise measurements can be found in ref. nmb, .

Let $`S_V`$ denote the spectral power of voltage fluctuations at a constant current. Fig. 1 shows plots of $`S_V(0.5Hz)`$ vs. $`I`$ for five C-W samples with $`p`$ as indicated. At low currents (ohmic regime), $`S_V`$ varied as $`I^2`$ (solid straight lines). At high currents, $`S_V`$ varied faster than $`I^2`$ in the similar manner as $`VI`$ curves become nonlinear. Such concurrent nonlinear behaviour of noiserem3  and resistance becomes more evident in Fig. 2 where the normalised relative noise $`𝒮`$, defined by $`𝒮=S_V/V^2`$, (squares) and conductance $`\sigma =1/R`$ (circles) are shown as functions of the current for the two C-W samples with $`p=`$3.5 (closed symbols) and 10$`\%`$ (open symbols). The conductance rather than resistance was used to avoid overlapping of data. The relative noise and the resistance of a sample have similar qualitative behaviour in that both remain close to their respective zero-bias values at small currents but appear to deviate from those values as the latter is increased. The currents, $`I_s`$ and $`I_r`$, at which onset of nonlinearity took place were determined by two independent methods. In the first method, they were determined by adopting the criteria that corresponded to the increase in noise by 100$`\%`$ and the decrease in conductance by 5$`\%`$. These levels of changes are indicated by the dotted lines in Fig. 2. The criterion of 100$`\%`$ change of noise level was adopted to increase the accuracy of the determination of $`I_s`$ as the noise increased steeply by several orders of magnitude while the conductance decreased only by an order of unity. As $`p(R_o)`$ increases (decreases), both $`I_s`$ and $`I_r`$ increase. Log-log plots of both $`I_r`$ (circles) and $`I_s`$ (squares) vs. $`R_o`$ in the two systems are shown in Fig. 3. Straight lines indicate power-law fits with the slopes as indicated. In the second method, the currents for each sample was scaled with respect to $`I_s`$ determined by trial and error such that the curves $`𝒮(I)/𝒮(0)`$ vs. $`I/I_s`$ of all samples of each system collapsed on a single curverem4 . Similar procedures were followed with resistance data for $`I_r`$ (see Fig. 3 of ref. mbh, ). This method yielded $`x_r=0.53\pm 0.02`$ and $`0.45\pm 0.02`$ and $`x_s=0.81\pm 0.03`$ and $`0.68\pm 0.04`$ in C-W and C-HDPE respectively. Averages of $`x_s`$ from the two methods are shown in (3) and averages of $`x_r`$ were used in (4). $`w_J`$ was obtained from the relative noise in ohmic regimes, $`𝒮_o`$. Its value in C-HDPE was found to be $`0.13\pm 0.06`$mbh . But, the data of C-W had large scatter. As a consequence, a power-law fit yielded $`w_J=0.11\pm 0.21`$rem4 . These values in Joule samples, significantly smaller than those near $`p_c`$, were used in (4) to obtain finally the predicted values as mentioned above.

The most significant feature of the nonlinear noise in the Joule regime is, of course, the huge increase in magnitude compared to the small change in sample resistance. This is furthur emphasised by plotting (curve b) the relative noise in a Joule sample (C-W, $`p=10\%`$) against the bias-dependent resistance $`R`$ in Fig. 4 which also shows the variation (curve a) of relative noise in C-W with static disorder characterised by the linear resistance $`RR_o(p)`$. Let’s note that all measurements in this work were carried out in the steady and reversible states $`below`$ breakdownmbh  and hence, no change in the topology of percolating networks is expected. It is then clear that small changes in resistances of the network elements alone can not account for the large increase of the noise level. Indeed we show below that temperature fluctuations which modulate resistances are responsible for this phenomenon. The local rise in temperature results in a change in the local resistance $`r`$ determined by the temperature coefficient of resistivity, $`\beta =(1/r)dr/dT`$. The final state under a constant current condition and a positive $`\beta `$ is determined by the balance between the heat generated and the loss of heat to the environment per unit time.

The electrical response to Joule heating in percolating networks has been treated in detail by several authorsmbh ; yagil ; dubson . In such a network, the changed resistance due to Joule heating, in the first approximation, is given bydubson

$$R=R_o+a\beta hR_o^2𝒮_oI^2$$
(5)
Here $`a`$ is a simple constant. $`h`$ is the heat transfer coefficient, defined as the ratio between temperature rise and power generated in a conducting element. $`𝒮_o=𝒮(0)`$ is the relative noise power in the ohmic regime (Figs. 1 and 2). Each solid line through conductance data in Fig. 2 is a fit to the expression $`1a_rI^2`$ according to Eq. 5. Here, $`a_r=a\beta hR_o𝒮_o`$. The current scale $`I_r`$ for the onset of nonlinearity in resistance is given by $`I_r(a\beta hR_o𝒮_o)^{1/2}=a_{r}^{}{}_{}{}^{1/2}`$ mbh . It may be noted that the quantity $`h`$, as defined above, strives to provide, in the spirit of mean-field approach, a reasonable description of heat conduction in inhomogeneous media, which otherwise poses a formidable problem. Ultimately, it governs the process of exchange of heat between the sample and the environmentyagil  and hence, is quite susceptible to fluctuations.

Eq. 5 formed the basis for obtaining the $`linear`$ noise by the so called third harmonic measurementsyagil . It will now be used to calculate the noise in the $`nonlinear`$ regime. A small variation $`\delta R`$ is given by $`\delta R/R=(1+a_rI^22a_{r}^{}{}_{}{}^{2}I^4)\delta R_o/R_o+a_rI^2(1a_rI^2)\delta h/h`$ after neglecting variation of $`𝒮_o`$. Using this and assuming that fluctuations in the ohmic regime $`R_o`$ are uncorrelated with those in $`h`$ (or thermal fluctuations), i.e. $`<\delta h\delta R_o>=0`$, it could be easily verified that $`𝒮=<\delta R^2>/R^2`$ is given by

$$𝒮/𝒮_o1+2a_rI^2+(<\delta h^2>/h^2𝒮_o3)a_{r}^{}{}_{}{}^{2}I^4$$
(6)
after keeping terms up to the order of $`I^4`$. According to (5), $`a_rI^2`$ is equal to the fractional change of a sample resistance at current $`I`$ which is of the order of 1 (see refs. mbh,  and nmb3,  for its maximum possible values). Since the relative noise, in contrast, increases in the same range of currents by several orders of magnitude (see Fig. 2) we must have $`<\delta h^2>/h^2𝒮_o`$ so that Eq. (6) reduces to

$$𝒮/𝒮_o1+(<\delta h^2>/h^2𝒮_o)a_{r}^{}{}_{}{}^{2}I^4$$
(7)
Fits to the noise data according to (7) with $`a_s=(<\delta h^2>/h^2𝒮_o)a_{r}^{}{}_{}{}^{2}`$ are shown in Fig. 2. The values of $`a_s`$ and $`a_r`$ given in Fig. 2 yield $`<\delta h^2>/h^2𝒮_o10^4\mathrm{to}10^2`$ in the range of 3.5-10$`\%`$ of $`p`$, much greater than 1. Goodness of fittings proves the earlier assertion that it is the secondary (i.e. thermal) source of noise that is responsible for a huge increase in noise level in the nonlinear regimes in Joule samples. The primary source is, of course, the one responsible for $`𝒮_o`$. Let us now consider the possible origin of such large magnitude of the thermal noise.

The inhomogeneous nature of percolating networks give rise to randomly occuring ’hot spots’ which are the regions carrying high current densities and get heated most. Consequently, thermal gradients result in steady heat flows away from those spots, thus setting up nonequilibrium steady states. Now, a percolating system according to the ’Node-Link-Blob’ picturestauffer  could be viewed as a homogeneous system on the scale of the correlation length $`\xi (p)`$. Links i.e. singly connected bonds in this picture are the hot spots. With such multiple sources within the length $`\xi (p)`$ and the fact that the fluctuation correlation length at equal times in nonequilibrium states increases to macroscopic sizeschmitz  it is assumed that a volume of $`\xi ^d`$ will fluctuate thermally in a coherent manner i.e. thermal $`\xi _s`$ will simply snap onto $`\xi `$. This means that $`<\delta h^2>/h^2\xi ^d`$. Such coarsening of coherent length in inhomogeneous systems explains the large increase in the thermal noise. It is quite instructive to compare thermal fluctuation $`<\delta T^2>/T^2`$ in the Joule regime with that in equilibrium. The latter at room temperature is roughly inversely proportional to the number of particles in a sample i.e. $`10^{20}`$ whereas the former is approximately equal to $`<\delta h^2>/h^210^8\mathrm{to}10^{10}`$ with $`𝒮_o10^{12}`$ at 0.5Hz. Note that in a homogeneous sample under a thermal gradient, $`\xi _s`$ can still be of microscopic sizekogan . From (7), the current scale for nonlinear noise is given by $`I_s^1(<\delta h^2>/h^2𝒮_o)^{1/4}a_{r}^{}{}_{}{}^{1/2}`$ which, upon using $`\xi R_o^{\nu /t}`$ and $`a_r=I_r^2`$, yields the relation (4). Note that the latter predicts $`x_sx_r`$ to have theoretical values of 0.34 and 0.5 in 3D and 2D respectively ignoring $`w_J`$ and hence, the exponents to be more divergent in two dimension.

In conclusion, we presented an experimental study involving two distinct noise sources with different coherence lengths. In the present case, the secondary thermal noise was induced by the Joule heating and became dominant in the nonohmic regime due to amplification by coarsening of the coherence length. This points to possible furthur use of noise study as a tool in systems such as manganitestokura  which exhibit multiple phases having very likely different fluctuation properties.

###### Acknowledgements.

We are grateful to M. B. Heaney for the carbon-polyethylene samples. We acknowledge the assistance of Arindam Chakrabarti in the preparation of C-W samples.


text:
# Theorem 1.

## 1 Statement

Let $`𝑨`$ be a ring, $`𝑿`$ a finite set and $`𝒆_{\mathbf{}}\mathbf{=}\mathbf{(}𝒆_𝒙\mathbf{)}_{𝒙\mathbf{}𝑿}`$ a family of idempotents of $`𝑨`$ satisfying $`\mathbf{}_{𝒙\mathbf{}𝑿}𝒆_𝒙\mathbf{=}\mathrm{𝟏}`$ and $`𝒆_𝒙𝒆_𝒚\mathbf{=}𝜹_{𝒙𝒚}𝒆_𝒙`$ (Kronecker delta) for all $`𝒙\mathbf{,}𝒚\mathbf{}𝑿`$.

The support of an $`𝑨`$-module $`𝑽`$ is the set $`\mathbf{\{}𝒙\mathbf{}𝑿\mathbf{|}𝒆_𝒙𝑽\mathbf{}\mathrm{𝟎}\mathbf{\}}`$. Let $`\mathbf{}`$ be a partial ordering on $`𝑿`$, and for any initial segment $`𝒀`$ put

$$𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{:=}𝑨\mathbf{/}\underset{𝒙\mathbf{}𝒀}{\mathbf{}}𝑨𝒆_𝒙𝑨\mathbf{,}$$

so that $`𝑨\mathbf{(}𝒀\mathbf{)}`$-mod is the full subcategory of $`𝑨`$-mod whose objects are supported on $`𝒀`$. (Here and in the sequel, for any ring $`𝑩`$, we denote by $`𝑩`$-mod the category of $`𝑩`$-modules.) The image of $`𝒆_𝒚`$ in $`𝑨\mathbf{(}𝒀\mathbf{)}`$ will be still denoted by $`𝒆_𝒚`$.

Assume that, for any pair $`\mathbf{(}𝒀\mathbf{,}𝒚\mathbf{)}`$ where $`𝒀`$ is an initial segment and $`𝒚`$ a maximal element of $`𝒀`$, the module $`𝑴_𝒚\mathbf{:=}𝑨\mathbf{(}𝒀\mathbf{)}𝒆_𝒚`$ does not depend on $`𝒀`$, but only on $`𝒚`$. This is equivalent to the requirement that $`𝑨\mathbf{(}𝒀\mathbf{)}𝒆_𝒚`$ be supported on

$$\mathbf{\{}𝒙\mathbf{}𝑿\mathbf{|}𝒙\mathbf{}𝒚\mathbf{\}}\mathbf{.}$$

If $`\mathbf{(}𝑽_𝜸\mathbf{)}_{𝜸\mathbf{}𝚪}`$ a family of $`𝑨`$-modules, let $`\mathbf{}𝑽_𝜸\mathbf{}_{𝜸\mathbf{}𝚪}`$ denote the class of those $`𝑨`$-modules which admit a finite filtration whose associated graded object is isomorphic to a product of members of the family.

Assume that, for any $`𝒙\mathbf{}𝑿`$, the module $`𝑨𝒆_𝒙`$ belongs to $`\mathbf{}𝑴_𝒚\mathbf{}_{𝒚\mathbf{}𝑿}`$.

###### Theorem 2.

Let $`𝒀\mathbf{}𝑿`$ be an initial segment and $`𝒊_{\mathbf{}}\mathbf{:}𝐃^𝒃\mathbf{(}𝑨\mathbf{(}𝒀\mathbf{)}\text{-}\text{mod}\mathbf{)}\mathbf{}𝐃^𝒃\mathbf{(}𝑨\text{-}\text{mod}\mathbf{)}`$ the induced functor. Then $`𝒊^\mathbf{!}\mathbf{:=}𝐑𝐇𝐨𝐦_𝑨\mathbf{(}𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{,}\mathbf{?}\mathbf{)}`$ is a right adjoint to the functor $`𝒊_{\mathbf{}}`$ from $`𝐃^𝒃\mathbf{(}𝑨\mathbf{(}𝒀\mathbf{)}\text{-}\text{mod}\mathbf{)}`$ to $`𝐃^𝒃\mathbf{(}𝑨\text{-}\text{mod}\mathbf{)}`$ and we have $`𝒊^\mathbf{!}𝒊_{\mathbf{}}\mathbf{}𝐈𝐝_{𝐃^𝒃\mathbf{(}𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{}𝐦𝐨𝐝\mathbf{)}}`$. In particular $`𝒊_{\mathbf{}}`$ is a full embedding. If the right flat dimension of $`𝑨\mathbf{(}𝒀\mathbf{)}`$ over $`𝑨`$ is finite, then $`𝒊^{\mathbf{}}\mathbf{:=}𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{}_𝑨^𝐋\mathbf{?}`$ is a left adjoint to $`𝒊_{\mathbf{}}`$ satisfying $`𝒊^{\mathbf{}}𝒊_{\mathbf{}}\mathbf{}𝐈𝐝_{𝐃^𝒃\mathbf{(}𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{}𝐦𝐨𝐝\mathbf{)}}`$.

## 2 Proof

Proof that Theorem 2 implies Theorem 1. In view of BGG  it suffices to check that the Verma module $`𝑴_𝒙`$, with $`𝒙\mathbf{}𝓦`$, is projective into $`𝓞\mathbf{(}𝓦_\mathbf{}𝒙\mathbf{)}`$ (obvious notation). Let $`𝑽`$ be in $`𝓞\mathbf{(}𝓦_\mathbf{}𝒙\mathbf{)}`$ and, for any $`𝝀\mathbf{}𝖍^{\mathbf{}}`$, let $`𝑽^𝝀`$ be the corresponding weight subspace of $`𝑽`$. Letting $`𝝆`$ be the half sum of the positive roots and putting $`𝝀\mathbf{:=}\mathbf{}𝒙𝝆\mathbf{}𝝆`$ we have

$$𝐇𝐨𝐦_𝖌\mathbf{(}𝑴_𝒙\mathbf{,}𝑽\mathbf{)}\mathbf{}𝑯^\mathrm{𝟎}\mathbf{(}𝖓\mathbf{,}𝑽^𝝀\mathbf{)}\mathbf{}𝑽^𝝀\mathbf{.}$$

It suffices to show that this inclusion is an equality. Otherwise there would be a weight $`𝝁`$ satisfying

$$𝝁\mathbf{>}𝝀\mathbf{,}𝑽^𝝁\mathbf{}\mathrm{𝟎}\mathbf{,}𝖓𝑽^𝝁\mathbf{=}\mathrm{𝟎}\mathbf{.}$$

Letting $`𝑳_𝒚`$ be a simple quotient of $`𝑼\mathbf{(}𝖌\mathbf{)}𝑽^𝝁`$, we would have

$$\mathbf{}𝒚𝝆\mathbf{}𝝆\mathbf{=}𝝁\mathbf{>}𝝀\mathbf{=}\mathbf{}𝒙𝝆\mathbf{}𝝆$$

and thus (see for instance Lemma 7.7.2 in Dixmier ) $`𝒚\mathbf{>}𝒙`$, which is impossible. $`\mathbf{}`$

###### Lemma 3.

Let $`𝑨`$ be a ring, $`𝑰`$ a left projective idempotent twosided ideal and $`𝑩`$ the quotient ring $`𝑨\mathbf{/}𝑰`$. Then $`𝒊^\mathbf{!}\mathbf{:=}𝐑𝐇𝐨𝐦_𝑨\mathbf{(}𝑩\mathbf{,}\mathbf{?}\mathbf{)}`$ is a right adjoint to the functor $`𝒊_{\mathbf{}}`$ from $`𝐃^𝒃\mathbf{(}𝑩\text{-}\text{mod}\mathbf{)}`$ to $`𝐃^𝒃\mathbf{(}𝑨\text{-}\text{mod}\mathbf{)}`$ and we have $`𝒊^\mathbf{!}𝒊_{\mathbf{}}\mathbf{}𝐈𝐝_{𝐃^𝒃\mathbf{(}𝑩\mathbf{}𝐦𝐨𝐝\mathbf{)}}\mathbf{.}`$ In particular $`𝒊_{\mathbf{}}`$ is a full embedding. If the right flat dimension of $`𝑩`$ over $`𝑨`$ is finite, then $`𝒊^{\mathbf{}}\mathbf{:=}𝑩\mathbf{}_𝑨^𝐋\mathbf{?}`$ is a left adjoint to $`𝒊_{\mathbf{}}`$ satisfying $`𝒊^{\mathbf{}}𝒊_{\mathbf{}}\mathbf{}𝐈𝐝_{𝐃^𝒃\mathbf{(}𝑩\mathbf{}𝐦𝐨𝐝\mathbf{)}}`$.

Proof. The Lemma follows from Theorem 3.1 and Proposition 3.6 of Cline, Parshall and Scott in . $`\mathbf{}`$

Let us go back to the setting of Theorem 2.

###### Lemma 4.

For any $`𝒙\mathbf{,}𝒚\mathbf{}𝑿`$ with $`𝒙`$ maximal there is a nonnegative integer $`𝒏`$ and an exact sequence $`\mathbf{(}𝑨𝒆_𝒙\mathbf{)}^𝒏\mathbf{}𝑨𝒆_𝒚\mathbf{}𝑽`$ such that $`𝑽\mathbf{}\mathbf{}𝑴_𝒛\mathbf{}_{𝒛\mathbf{<}𝒙}`$. In particular $`𝒆_𝒙𝑽\mathbf{=}\mathrm{𝟎}`$.

Proof. This follows from the projectivity of $`𝑴_𝒙\mathbf{=}𝑨𝒆_𝒙`$. $`\mathbf{}`$

Proof of Theorem 2. Assume $`𝒀\mathbf{=}𝑿\mathbf{\backslash }\mathbf{\{}𝒙\mathbf{\}}`$ where $`𝒙`$ is maximal. Put $`𝒆\mathbf{:=}𝒆_𝒙`$, $`𝑰\mathbf{:=}𝑨𝒆𝑨`$ and $`𝑩\mathbf{:=}𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{=}𝑨\mathbf{/}𝑰`$. By the previous Lemma there is a nonnegative integer $`𝒏`$ and an exact sequence $`\mathbf{(}𝑨𝒆\mathbf{)}^𝒏\mathbf{}𝑨\mathbf{}𝑽`$ with $`𝑰𝑽\mathbf{=}\mathrm{𝟎}`$. Letting $`𝑱\mathbf{}𝑨`$ be the image of $`\mathbf{(}𝑨𝒆\mathbf{)}^𝒏\mathbf{}𝑨`$, we have $`𝑱\mathbf{=}𝑰𝑱\mathbf{}𝑰\mathbf{}𝑱`$, and thus $`𝑰\mathbf{=}𝑱`$. Lemma 3 applies, proving the Theorem for the particular initial segment $`𝒀`$. Lemma 4 shows that $`\mathbf{(}𝑩\mathbf{,}𝒀\mathbf{,}\mathbf{(}𝒆_𝒚\mathbf{)}_{𝒚\mathbf{}𝒀}\mathbf{)}`$ satisfies the assumptions of Theorem 2 ; and an obvious induction shows the existence of some right adjoint $`𝒊^\mathbf{!}`$ to $`𝒊_{\mathbf{}}`$, which is a full embedding satisfying $`𝒊^\mathbf{!}𝒊_{\mathbf{}}\mathbf{}𝐈𝐝_{𝐃^𝒃\mathbf{(}𝑨\mathbf{(}𝒀\mathbf{)}\mathbf{}𝐦𝐨𝐝\mathbf{)}}`$. Then the Theorem follows from Theorem 3.1 of . $`\mathbf{}`$

## 3 Harish-Chandra modules

Let $`𝑮`$ be a connected semisimple Lie group with finite center, let $`𝑲`$ be a maximal compact subgroup, let $`𝒁`$ be the center of the complexified enveloping algebra, let $`𝑰`$ be the annihilator of the trivial module $``$ in $`𝒁`$, let $`\widehat{𝒁}`$ and $`\widehat{𝑰}`$ be the respective $`𝑰`$-adic completions of $`𝒁`$ and $`𝑰`$, and let $`𝓗_\mathrm{𝟎}`$ be the $`\widehat{𝒁}`$-category of those Harish-Chandra modules having the generalized infinitesimal character of $``$.

###### Theorem 5.

There is a (uniquely determined up to isomorphism) $`\widehat{𝒁}`$-algebra $`𝑨`$ and a finite set $`𝑿`$ satisfying

* $`𝓗_\mathrm{𝟎}`$ is equivalent, as $`\widehat{𝒁}`$-category, to the category $`𝑨`$-fd of finite dimensional $`𝑨`$-modules,
* $`𝑨`$ is finitely generated over $`\widehat{𝒁}`$,
* $`𝑨\mathbf{/}𝐫𝐚𝐝\mathbf{(}𝑨\mathbf{)}`$ is isomorphic to the algebra of $``$-valued functions on $`𝑿`$,
* $`𝑨`$ is selfopposite,
* the global dimension of $`𝑨`$ is $`𝐝𝐢𝐦𝑮\mathbf{/}𝑲`$,
* the inclusion of $`𝑨`$-fd into $`𝑨`$-mod is compatible with $`𝐄𝐱𝐭`$-calculus.

Proof. Let $`𝒏`$ be a positive integer and $`𝓗_𝒏`$ the full subcategory of $`𝓗_\mathrm{𝟎}`$ whose objects are killed by $`\widehat{𝑰}^𝒏`$. This category comes with a selfduality and is equivalent to $`𝑨_𝒏`$-fd where $`𝑨_𝒏`$ is a finite dimensional $`\mathbf{(}\widehat{𝒁}\mathbf{/}\widehat{𝑰}^𝒏\mathbf{)}`$-algebra that is equipped with an anti-involution and $`𝑨_𝒏\mathbf{/}𝐫𝐚𝐝\mathbf{(}𝑨_𝒏\mathbf{)}`$ is isomorphic to the algebra of $``$-valued functions on $`𝑿`$. We have $`𝑨_{𝒏\mathbf{+}\mathrm{𝟏}}\mathbf{/}\widehat{𝑰}^𝒏𝑨_{𝒏\mathbf{+}\mathrm{𝟏}}`$ $`\mathbf{=}`$ $`𝑨_𝒏`$ and $`𝑨_{𝒏\mathbf{+}\mathrm{𝟏}}\mathbf{/}\widehat{𝑰}𝑨_{𝒏\mathbf{+}\mathrm{𝟏}}`$ $`\mathbf{=}`$ $`𝑨_\mathrm{𝟏}`$ ; moreover the projections $`𝑨_{𝒏\mathbf{+}\mathrm{𝟏}}`$ $`\mathbf{}`$ $`𝑨_𝒏`$ commute with the anti-involutions. Let $`𝑨`$ be the limit of the $`𝑨_𝒏`$. Since $`𝒁`$ is a symmetric algebra over a finite dimensional vector space, it is noetherian, and so is $`\widehat{𝒁}`$ by Proposition III.3.4.8 of Bourbaki in , implying that $`𝑨`$, being finitely generated over $`\widehat{𝒁}`$, is itself noetherian. Section I.5.5 of Borel-Wallach  entails that the global dimension of $`𝑨`$-fd is $`𝐝𝐢𝐦𝑮\mathbf{/}𝑲`$ and that the inclusion of $`𝑨`$-fd into $`𝑨`$-mod is compatible with $`𝐄𝐱𝐭`$-calculus. The claim about the global dimension of $`𝑨`$ now follows from statements 12 and 14 of Eilenberg in . $`\mathbf{}`$

I hope there is always a partial ordering on $`𝑿`$ which satisfies the assumptions of Theorem 2.

## 4 Example

Let $`𝕂`$ be a commutative ring, let $`𝒛`$ be an element of $`𝕂`$, let $`𝑨`$ be the $`𝕂`$-algebra of the quiver

modulo the relations

$$\mathrm{𝟎}\mathbf{=}𝒂𝒃\mathbf{=}𝒃𝒄\mathbf{=}𝒂𝒄\mathbf{}𝒛𝒇\mathbf{=}𝒃^\mathrm{𝟐}\mathbf{+}𝒄𝒂\mathbf{}𝒛𝒆\mathbf{.}$$

If $`𝕂\mathbf{:=}\mathbf{[}\mathbf{[}𝒛\mathbf{]}\mathbf{]}`$, where $`𝒛`$ is an indeterminate, and $`𝓗_\mathrm{𝟎}`$ is the category of those Harish-Chandra modules over $`𝑺𝑳\mathbf{(}\mathrm{𝟐}\mathbf{,}\mathbf{)}`$ which have the generalized infinitesimal character of the trivial module, then $`𝓗_\mathrm{𝟎}`$ is equivalent to $`𝑨`$-fd (see Gelfand-Ponomarev ).

Put $`𝑿\mathbf{:=}\mathbf{\{}𝒆\mathbf{,}𝒇\mathbf{\}}`$ with the ordering $`𝒆\mathbf{<}𝒇`$. By Bergman’s Diamond Lemma  the set $`\mathbf{\{}𝒆\mathbf{,}𝒇\mathbf{,}𝒂\mathbf{,}𝒃\mathbf{,}𝒄\mathbf{,}𝒃^\mathrm{𝟐}\mathbf{\}}`$ is a $`𝕂`$-basis of $`𝑨`$, and we have

$$𝒆𝑨𝒆\mathbf{=}𝕂𝒆\mathbf{}𝕂𝒃\mathbf{}𝕂𝒃^\mathrm{𝟐}\mathbf{,}𝒆𝑨𝒇\mathbf{=}𝕂𝒄\mathbf{,}𝒇𝑨𝒆\mathbf{=}𝕂𝒂\mathbf{,}𝒇𝑨𝒇\mathbf{=}𝕂𝒇\mathbf{,}$$

$$𝑴_𝒆\mathbf{=}𝑨𝒆\mathbf{/}𝑨𝒇𝑨𝒆\mathbf{=}𝑨𝒆\mathbf{/}𝑨𝒂\mathbf{=}𝑨𝒆\mathbf{/}\mathbf{(}𝕂𝒂\mathbf{}𝕂𝒃^\mathrm{𝟐}\mathbf{)}\mathbf{,}𝑴_𝒇\mathbf{=}𝑨𝒇\mathbf{.}$$

The sequence $`𝑴_𝒇\mathbf{}𝑨𝒆\mathbf{}𝑴_𝒆`$, where the first arrow is right multiplication by $`𝒂`$, being exact, $`𝑨𝒆`$ belongs to $`\mathbf{}𝑴_𝒙\mathbf{}_{𝒙\mathbf{}𝑿}`$, and $`𝑨`$ satisfies the assumptions of Theorem 2.

Denoting by $`𝐝𝐢𝐦𝑹`$ the global dimension of a ring $`𝑹`$ and setting $`𝑩\mathbf{:=}𝑨\mathbf{/}𝑨𝒇𝑨`$, we have $`\mathrm{𝟏}\mathbf{+}𝐝𝐢𝐦𝕂\mathbf{}𝐝𝐢𝐦𝑨\mathbf{}\mathrm{𝟐}\mathbf{+}𝐝𝐢𝐦𝕂`$. Indeed the isomorphism $`𝑩\mathbf{}𝕂\mathbf{[}𝒕\mathbf{]}`$, where $`𝒕`$ is an indeterminate, implies $`𝐝𝐢𝐦𝑩\mathbf{=}\mathrm{𝟏}\mathbf{+}𝐝𝐢𝐦𝕂`$ (see for instance Theorem 4.3.7 in ), and the claim follows from the proof of Lemma 3 and the spectral sequence

$$𝐄𝐱𝐭_𝑩^𝒑\mathbf{(}𝑽\mathbf{,}𝐄𝐱𝐭_𝑨^𝒒\mathbf{(}𝑩\mathbf{,}𝑾\mathbf{)}\mathbf{)}\mathbf{}𝐄𝐱𝐭_𝑨^{𝒑\mathbf{+}𝒒}\mathbf{(}𝑽\mathbf{,}𝑾\mathbf{)}\mathbf{.}$$

In particular the functor $`𝒊^{\mathbf{}}`$ of Theorem 2 exists if $`𝐝𝐢𝐦𝕂\mathbf{<}\mathbf{}`$.


text:
# Gamma-Ray Bursts from Neutron Star Kicks

## 1 Introduction

Gamma-ray bursts (GRBs), first detected serendipitously in 1967 (Klebesadel, Strong & Olson 1973), are intense $`\gamma `$-ray flashes lasting for tens of seconds that occur randomly in the deep sky. The great debate on the distances of GRBs once lasted for about 30 years. The problem was finally resolved in 1997, when X-ray, optical, and radio afterglows from some GRBs began to be discovered due to the successful operation of the Italian-Dutch BeppoSAX satellite (van Paradijs et al. 1997; Costa et al. 1997). Observations on GRB afterglows in the past six years have definitely shown that at least most long GRBs are of cosmological origin. Under isotropic assumption, GRBs will be the most powerful explosions in the Universe since the Big Bang (Kulkarni et al. 1999; Andersen et al. 1999). The famous fireball model, which incorporates internal shocks to account for the main bursts, and external shocks to account for afterglows, becomes the most popular model (Piran 1999; van Paradijs, Kouveliotou & Wijers 2000; Mészáros 2002). However, the nature of GRB “central engines” is still far from clear and is still one of the greatest mysteries in modern astrophysics.

Currently, one popular class of “engines” involves the core collapses of very massive stars (heavier than $`40M_{}`$), often referred to as hypernovae or collapsars (Paczyński 1998; Fryer, Woosley & Hartmann 1999). However, the core collapse is a very complicated process. Without further careful simulations, it is still largely unclear whether hypernovae and collapsars can successfully generate the required ultra-relativistic ejecta as expected. Another major class of candidates involves the merger of two compact stars, such as neutron star binaries or neutron star-black hole binaries(e.g., Goodman, Dar & Nussinov 1987; Eichler et al. 1989; Narayan, Paczyński & Piran, 1992; Bloom, Sigurdsson & Pols 1999). But these mergers are usually outside of star forming regions, and additionally they have difficulties in accounting for the long durations of most GRBs.

In 1999, Dar & Plaga (1999; also see Dar 1999) discussed the possibility that GRBs might come from neutron star kicks. They suggested that the natal kick of a neutron star is due to the emission of a relativistic jet from the compact object. Momentum conservation then indicates that the kinetic energy enclosed in the jet is $`4\times 10^{51}`$ ergs (Dar & Plaga 1999; Dar 1999), enough to account for typical GRBs. Largely based on this assumption, they have proposed the cannonball model of GRBs (see Dado, Dar & De Rújula 2002a and references therein).

In this research, we study the energy mechanism suggested by Dar et al. in more detail. We show that the model can naturally meet many of the requirements imposed by GRB observations. We specially point out that the neutron star in this model should be a high speed one ($`>1000`$ km/s), which probably receives the large kick velocity through the electromagnetic rocket effect.

## 2 Momentum Conservation

Observations of GRBs and their afterglows have provided useful clues on the nature of GRB central engines. In the currently popular models of GRBs the central engine must satisfy the following requirements: (i) The central engine should release an isotropic-equivalent energy of $`10^{51}`$$`10^{53}`$ ergs. (ii) The energy release should usually be highly collimated, with typical half opening angle of $`\theta 0.1`$ radian (e.g., Frail et al. 2001). (iii) There should be very few baryons in the beamed ejecta, so that it can move ultra-relativistically with a bulk Lorentz factor of $`\gamma 100`$ — 1000 (Lithwick & Sari 2001). (iv) The progenitors should be embedded in star forming galaxies and should follow the cosmic star formation rate (Wijers et al. 1998; Fruchter et al. 1999). In fact, there is accumulating evidence that long duration GRBs are associated with supernovae of Type Ic (Kulkarni et al. 1998; Galama et al. 1998; Bloom et al. 1999; Reeves et al. 2002). Recent good proofs for this GRB-supernova connection come from the observations of afterglows from GRBs 020405 and 030329 (Price et al. 2003; Masetti et al. 2003; Stanek et al. 2003). (v) The event rate should be $`10^5`$$`10^4`$ per typical galaxy per year, taking into account the beaming effects. The rate is estimated as $`10^7`$$`10^6`$ per typical galaxy per year under isotropic assumption. (vi) The life time of the central engines should be $`10`$ — 100 s, during which the energy release should be highly variable (Sari & Piran 1997; Kobayashi, Piran & Sari 1997).

On the other hand, radio pulsars are observed to have a mean three-dimensional velocity of 200 — 500 km/s, with a significant population having velocities greater than 1000 km/s (Frail, Goss & Whiteoak 1994; Cordes & Chernoff 1998). Since the average space velocity of normal stars in the Milky Way is only about 30 km/s, it is generally believed that pulsars must receive a substantial “kick” at birth (van Den Heuvel & van Paradijs 1997; Spruit & Phinney 1998; Lai, Chernoff & Cordes 2001). Neutron star kick is surely a catastrophic and violent process in the Universe. While the result of the process (i.e., large proper motions of neutron stars) has been definitely observed, it seems that we still do not detect any phenomena that are directly connected to the kick process itself. Note that supernovae are still not the specific phenomena that we are talking about, since we can never predict whether a high speed neutron star has been produced or not just from the supernova observations. Here we suggest that the mysterious GRBs are just the interesting phenomena that we are seeking for, i.e., the emergence of a GRB may indicate the birth of a high speed neutron star.

The possible intrinsic connection between GRBs and neutron star kicks was first realized by Dar & Plaga (1999; also see Dar 1999). They assumed that a relativistic jet is responsible for the large kick velocity of pulsars. The jet then potentially has the ability to account for a GRB. Denoting the mass of the high speed neutron star as $`M_{\mathrm{NS}}`$ and its kick velocity as $`V_{\mathrm{NS}}`$, the total energy ($`E_{\mathrm{flow}}`$) enclosed in the recoiling outflow can be easily calculated from momentum conservation (Dar & Plaga 1999; Dar 1999),

$$E_{\mathrm{flow}}=M_{\mathrm{NS}}V_{\mathrm{NS}}c=8.3\times 10^{51}\mathrm{ergs}\left(\frac{M_{\mathrm{NS}}}{1.4M_{}}\right)\left(\frac{V_{\mathrm{NS}}}{1000\mathrm{km}/\mathrm{s}}\right),$$
(1)
where $`c`$ is the speed of light. However, usually not all of this energy can be used to power a GRB. Assuming that a portion $`ϵ`$ of $`E_{\mathrm{flow}}`$ is deposited into electron-positron pairs, and that they are beamed into a cone with a small half opening angle of $`\theta `$, then an on-axis observer will detect an intense GRB with an isotropic equivalent energy of

$$E_{\mathrm{iso}}=\frac{2ϵE_{\mathrm{flow}}}{1\mathrm{cos}\theta }4ϵM_{\mathrm{NS}}V_{\mathrm{NS}}c\theta ^2=3.3\times 10^{53}\mathrm{ergs}\left(\frac{ϵ}{0.1}\right)\left(\frac{\theta }{0.1}\right)^2\left(\frac{M_{\mathrm{NS}}}{1.4M_{}}\right)\left(\frac{V_{\mathrm{NS}}}{1000\mathrm{km}/\mathrm{s}}\right).$$
(2)
For $`ϵ`$ values as high as 0.3 and $`\theta `$ values as low as 0.05, $`E_{\mathrm{iso}}`$ can reach $`4.0\times 10^{54}`$ ergs, enough to account for all the GRBs localized so far. We thus see that GRBs basically can be due to the birth of high speed neutron stars ($`V_{\mathrm{NS}}1000`$ km/s).

## 3 Kick Mechanism

To evaluate $`ϵ`$ and $`\theta `$ more rationally, and to examine whether this mechanism can meet other observational requirements listed at the beginning of this section, we must resort to the detailed kick mechanism, which itself, however, is still a bit uncertain. According to the characteristics of the recoiling outflows, current kick models can be divided into three main categories, i.e., hydrodynamically driven kicks, neutrino driven kicks and electromagnetic radiation driven kicks (Lai, Chernoff & Cordes 2001). We discuss them one by one below.

In hydrodynamically driven kick mechanisms, asymmetric matter ejection and/or asymmetric neutrino emission due to global asymmetric perturbations of pre-supernova cores is involved (Janka & Müller 1994; Burrows & Hayes 1996). The timescale of the kick process has been estimated as $`\tau _{\mathrm{kick}}0.1`$ s (Lai, Chernoff & Cordes 2001). However, it turns out to be very unlikely that these mechanisms are able to account for the observed pulsar velocities in excess of about 500 km/s (Janka & Müller 1994). They should be irrelevant to the high speed neutron stars that interest us here.

In neutrino driven kick mechanisms, asymmetric neutrino emission induced by strong magnetic fields acts as the working medium of the rocket effect. There are mainly two kinds of detailed mechanisms. In the first mechanism, since the cross section for $`\nu _\mathrm{e}`$ ($`\overline{\nu }_\mathrm{e}`$) absorption on neutrons (protons) depends on the local magnetic field strength, asymmetric neutrino emission can be produced if the field strengths at the two opposite poles of the neutron star are different. To generate a recoil velocity of $`V_{\mathrm{NS}}300`$ km/s would require that the difference in the field strengths at the two opposite stellar poles be at least $`10^{16}`$ G (Lai, Chernoff & Cordes 2001; Lai & Qian 1998). The second mechanism relies on the effect of parity violation, which indicates that the neutrino opacities and emissivities in a strongly magnetized nuclear medium depend asymmetrically on the directions of neutrino momenta with respect to the magnetic field (Lai, Chernoff & Cordes 2001; Arras & Lai 1999). The resulting kick velocity is $`V_{\mathrm{NS}}50(B/10^{15}\mathrm{G})`$ km/s. To generate a recoil velocity of 1000 km/s, the magnetic field should be $`B2\times 10^{16}`$ G. Although evidence for the existence of magnetars with superstrong magnetic field approaching $`10^{15}`$ G has been revealed in soft gamma repeaters (SGRs) and anomalous X-ray pulsars (AXPs) (Thompson & Duncan 1995; Kouveliotou et al. 1998; Hurley et al. 1999; Ibrahim, Swank & Parke 2003), a field strength of $`B2\times 10^{16}`$ G at the neutron star surface is still unimaginably too large. The birth of high speed neutron stars should not be due to these mechanisms.

Now we come to discuss the third class of kick mechanisms, electromagnetic radiation driven kicks. It has been shown that electromagnetic radiation from a rotating off-centered magnetic dipole imparts a kick to the neutron star (Harrison & Tademaru 1975; Lai, Chernoff & Cordes 2001). The kick comes at the expense of the spin kinetic energy. Under “optima” conditions, the maximum kick velocity can be (Lai, Chernoff & Cordes 2001)

$$V_{\mathrm{NS}}1400(R/10\mathrm{km})^2(P/1\mathrm{ms})^2\mathrm{km}/\mathrm{s},$$
(3)
where $`R`$ and $`P`$ are the radius and period of the neutron star respectively. Note that the rotational kinetic energy of a neutron star with a moment of inertia of $`I`$ is (Usov 1992),

$$E_{\mathrm{spin}}=\frac{1}{2}I\left(\frac{2\pi }{P}\right)^22\times 10^{52}\left(\frac{I}{10^{45}\mathrm{g}\mathrm{cm}^2}\right)\left(\frac{P}{1\mathrm{ms}}\right)^2\mathrm{ergs},$$
(4)
enough to meet the requirement of Eq. (1). This electromagnetic rocket effect is usually considered as a “postnatal” kick, since for typical neutron stars with $`B10^{12}`$ G, the kick is attained on the initial spin-down timescale of $`\tau _{\mathrm{kick}}10^9`$ s. However, if the pulsar is a magnetar with a superstrong magnetic field, then the life time of the kick can be tens of seconds, i.e. (Usov 1992; Lai, Chernoff & Cordes 2001),

$$\tau _{\mathrm{kick}}50\left(\frac{B}{3\times 10^{15}\mathrm{G}}\right)^2\left(\frac{P}{1\mathrm{ms}}\right)^2\mathrm{s}.$$
(5)
Since the existence of magnetars with superstrong magnetic field approaching $`10^{15}`$ G has been creditably proved from the studies of SGRs and AXPs (Thompson & Duncan 1995; Kouveliotou et al. 1998; Hurley et al. 1999; Ibrahim, Swank & Parke 2003), we believe that electromagnetic radiation driven kick is the most viable mechanism responsible for the birth of high speed neutron stars. We will continue our analysis on the connection between GRBs and neutron star kicks in this frame work.

## 4 GRBs from Neutron Star Kicks

Particle generation and acceleration at the surface of a millisecond magnetar have been studied in great detail by Usov (1992). Although the magnetic dipole involved here is off-centered, the process should largely be similar. As demonstrated by Usov, the component of electric field along magnetic field in the magnetosphere of a millisecond magnetar is extremely high. Plenty of electron-positron pairs are created directly due to the vacuum discharge (E $``$ e+ \+ e- \+ E) (Usov 1992). Additionally, pair creation through photon splitting ($`\gamma `$ \+ B $``$ e+ \+ e- \+ B) and photon-photon collision ($`\gamma `$ \+ $`\gamma `$ $``$ e+ \+ e-) may also play an important role in the process. Usov estimated that the fraction of the total spin-down energy that finally goes into electron-positron pairs, i.e., $`ϵ`$ in our Eq. (2), is a few times 0.1.

Usov assumed that these energetic particles are emitted isotropically. This may deviate from the reality. According to pulsar theories (Ruderman & Sutherland 1975; Cheng, Ho & Ruderman 1986), particle generation and acceleration occur most likely at the polar cap or in a small region slightly above it. The emission of high energy particles thus should mainly be along the magnetic axis. In fact, the duty cycle (i.e., pulse width divided by period and then times 360o) of radio pulsars is typically found to be $`W_{\mathrm{pulse}}10^\mathrm{o}`$, with a few exceptions where $`W_{\mathrm{pulse}}`$ can be as small as $`3^\mathrm{o}`$ or as large as tens of degrees (Manchester & Taylor 1977). It is reasonable that the half opening angle of the primary electron-positron outflow should be less than $`W_{\mathrm{pulse}}/2`$. So, the $`\theta `$ parameter in our Eq. (2) can typically be evaluated as $`\theta 0.1`$ radian, with the possibility that it can be as small as $`\theta 0.03`$ radian in some cases.

From the above analysis, we were convinced that GRBs can really be due to the kicks of high speed neutron stars. This model can naturally meet the direct observational requirements listed in Sect. 2, for example: (i) The deposited energy is enough for GRBs. The isotropic equivalent energy can easily exceed $`5\times 10^{54}`$ ergs. (ii) The collimation is safely guaranteed, with a typical beaming angle $`\theta 0.1`$ . (iii) The ultra-relativistic motion (with Lorentz factor $`\gamma 100`$ — 1000) is reasonably expected, since the original outflows here are mainly composed of electrons and positrons. (iv) The model naturally explains the observed connection between GRBs and supernovae (for details, see Dado, Dar & De Rújula 2002b, 2003), and the association of GRBs with star forming regions. (v) In this model, the durations of GRBs are obviously determined by the timescale of the kick process, which has been given in Eq.( 5). It is in good agreement with observations. (vi) The model can also meet the requirement of GRB event rate. Let us have a look at this problem in some detail. The supernova rate in our Galaxy is $``$ 1/50 – 1/30 per year (Tammann, Löffler & Schröder 1994; van Den Bergh & McClure 1994). Then the birth rate of neutron stars in a typical galaxy can be estimated as $`10^2`$ per year. The percentage of high speed neutron stars is still a bit uncertain, but should be some value between 1% and 10% (Frail, Goss & Whiteoak 1994; Cordes & Chernoff 1998). So, the birth rate of high speed neutron stars is $`10^4`$$`10^3`$ per galaxy per year. However, GRB emission from these objects is typically beamed into a small cone with a half opening angle $`\theta 0.1`$ . After making compensation for the beaming effect, the predicted detectable GRB event rate should be $`10^7`$$`10^6`$ per galaxy per year, just consistent with observations.

The model also has the potential advantage of satisfying many other requirements inferred indirectly from GRB observations. For example, the fast variability in GRB light curves indicates that internal shocks are preferable during the main GRB phase (Kobayashi, Piran & Sari 1997). In our model, the possibility of generating internal shocks is greatly increased thanks to the recently discovered apparent alignment of the spin axes and proper motion directions of the Crab and Vela pulsars (Caraveo & Mignani 1999; Pavlov et al. 2000). This alignment indicates that the timescale of the kick should generally be much larger than the spin period of the neutron star, and that the velocity of the kicked material could make a non-zero angle $`\mathrm{\Theta }`$ to the spin axis (Lai, Chernoff & Cordes 2001). In other words, the GRB might come from a precessing jet (Fargion & Salis 1995; Hartmann & Woosley 1995; Blackman, Yi & Field 1996; MacFadyen & Woosley 1999; Fargion 1999). In this case, Eqs. (1) and (2) will become,

$$E_{\mathrm{flow}}=M_{\mathrm{NS}}V_{\mathrm{NS}}c/\mathrm{cos}\mathrm{\Theta },$$
(6)
$$E_{\mathrm{iso}}\frac{2ϵM_{\mathrm{NS}}V_{\mathrm{NS}}c}{\theta \mathrm{sin}2\mathrm{\Theta }}=\frac{1.7\times 10^{52}\mathrm{ergs}}{\mathrm{sin}2\mathrm{\Theta }}\frac{ϵ}{0.1}\left(\frac{\theta }{0.1}\right)^1\left(\frac{M_{\mathrm{NS}}}{1.4M_{}}\right)\left(\frac{V_{\mathrm{NS}}}{1000\mathrm{km}/\mathrm{s}}\right),$$
(7)
for $`\theta \mathrm{\Theta }`$ and $`\theta 1`$. Eq. (7) means the GRB appears less powerful now, but the possibility that it can be detected increases by a factor of $`4\mathrm{sin}\mathrm{\Theta }/\theta `$. The precession of the jet may help to explain the rapid variability observed in GRB light curves (Roland, Frossati & Teyssier 1994; Portegies-Zwart, Lee & Lee 1999). We also notice that the space velocities of the Vela and Crab pulsars are not too large, i.e., $`70`$ — 141 km/s and $`171`$ km/s respectively (Lai, Chernoff & Cordes 2001). For high speed neutron stars, we can imagine that the $`\mathrm{\Theta }`$ values should be very small so that Eq. (2) is still approximately applicable.

Frail et al. suggested that the $`\gamma `$-ray energy release in GRBs, corrected for geometry, is narrowly clustered around $`5\times 10^{50}`$ ergs (Frail et al. 2001). It is interesting that our model strongly supports their conclusion. From Eq. (1) we see that the total energy enclosed in the recoiling outflow is $`E_{\mathrm{flow}}8\times 10^{51}`$ ergs, the energy in the electron-positron plasma is then $`ϵE_{\mathrm{flow}}8\times 10^{50}`$ ergs. The relatively wide variation in fluence and luminosity of GRBs observed so far should mainly be due to a distribution of the opening angle $`\theta `$ appearing in Eq. (2).

It has long been recognized that GRB durations are distributed bimodally, with short bursts clustered around $`0.2`$ s and long events clustered around $`20`$ s (Mazets et al. 1981; Mao, Narayan & Piran 1994). Currently, afterglows have been observed only from long GRBs, so that the distances and the nature of short GRBs are completely uncertain. It is very interesting that our model also provides a natural explanation for the existence of these short bursts, since the progenitors here are millisecond magnetars. The advantage of millisecond magnetars to explain the bimodal duration distribution of GRBs has been discussed by Usov (1992) and Yi & Blackman (1998). The key point is that there exists a critical rotating period ($`P_{\mathrm{cr}}`$) for pulsars. The critical period $`P_{\mathrm{cr}}`$ depends on neutron star mass and is $`0.5`$ — 1.6 ms (Friedman 1983; Usov 1992). If a pulsar rotates with a period smaller than $`P_{\mathrm{cr}}`$, instability arises inside the compact star so that gravitational radiation plays the major in braking the fast rotator. In this case, the spin-down timescale becomes (Usov 1992)

$$\tau _{\mathrm{GW}}0.12\left(\frac{\epsilon }{0.1}\right)^2\left(\frac{P}{0.5\mathrm{ms}}\right)^4\mathrm{s},\mathrm{with}P<P_{\mathrm{cr}},$$
(8)
where $`\epsilon `$ is the equatorial ellipticity of the neutron star and is typically a few times 0.1 . Abundant high energy particles emitted during this quick deceleration phase can generate the observed short GRBs (Usov 1992; Yi & Blackman 1998). A reasonable inference of this model is that short GRBs might also be highly collimated. The testing of such collimation should be an interesting goal in future observations of short GRBs. Furthermore, the observed number of short GRBs relative to that of long GRBs might give us some hints on the distribution of the initial periods of magnetars at birth.

## 5 Conclusion and Discussion

The connection between GRBs and neutron star kicks is a natural deduction from momentum conservation (Dar & Plaga 1999; Dar 1999). Here we suggest that the neutron star in this mechanism should be a high speed one, with velocity larger than $`1000`$ km/s. We have shown that the model can naturally satisfy many of the observational constraints on the central engine of GRBs. For example, it well explains the energetics, the collimation, the event rate, the ultra-relativistic motion, the light curve variability in $`\gamma `$-rays, the bimodal distribution of durations, the narrowly clustered intrinsic energy, and the association of GRBs with supernovae and star forming regions. We also discuss the implications of this model on the neutron star kick mechanism, and suggest that the high kick speed is most likely acquired due to the electromagnetic rocket effect of a millisecond magnetar with an off-centered magnetic dipole.

In all our discussion in the previous sections, we have assummed that a single recoiling outflow is responsible for the kick of the pulsar. However, Dar et al. (Dar & Plaga 1999; Dar 1999) have pointed out that in realistic case two antiparallel jets might be ejected by the neutron star. Then it is the momentum imbalance in these two jets that is responsible for the large kick velocity. In this case, the energy in our Eq. (1) is only a lower limit of the dominant jet. An interesting consequence of this picture is that in some cases it might be the weaker jet, not the dominant one, that is pointing toward us. Since the energy is much less now, it is very likely that we would observe a failed gamma-ray burst (FGRB), i.e., a relativistic outflow with the Lorentz factor $`1\gamma 100`$ — 1000 (Huang, Dai & Lu 2002). Huang, Dai & Lu (2002) have suggested that such FGRBs might give birth to the so called X-ray flashes, a kind of GRB-like X-ray transients that were identified very recently (Strohmayer et al. 1998; Frontera et al. 2000; Kippen et al. 2001; Barraud et al. 2003). Totani (2003) further pointed out clearly that FGRBs might usually be associated with supernovae.

We thank the anonymous referee for valuable suggestions. YFH thanks A. De Rújula, A. Dar, and S. Dado for helpful communication. This research was supported by the Special Funds for Major State Basic Research Projects, the National Natural Science Foundation of China, the Foundation for the Author of National Excellent Doctoral Dissertation of P. R. China (Project No: 200125), the National 973 Project (NKBRSF G19990754), and a RGC grant of Hong Kong SAR.


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# Untitled Document

hep-th/0303138
“Chiral rings, mirror symmetry and the fate of localized tachyons.” By Sang-Jin Sin (SLAC & Hanyang U.). SLAC-PUB-9665, Mar 2003. 53pp. is withdrawn by the author.

Parts of the contents are expanded into papers;

hep-th/0308015
hep-th/0308028
hep-th/0308029


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# Periodic Flux Variability of Stars due to the Reflex Doppler Effect Induced by Planetary Companions

## 1. Introduction

Planets outside the solar system orbiting main-sequence stars were first discovered in the mid-1990s (Mayor & Queloz 1995; Marcy & Butler 1996) through the small periodic reflex motion they imprint on the radial velocity of their primary stars. The planetary systems discovered by the radial velocity surveys to date are qualitatively different from the Solar System in important ways that were unexpected by earlier theoretical models of planet formation.

Although radial velocity studies have been highly effective at identifying more than a hundred extrasolar planetary systems111See http://cfa-www.harvard.edu/planets/catalog, for a list of planets and discovery references., the method is inherently limited in several ways. First, it can generally only be used to find planets orbiting old, late-type stars. Second, it is not sensitive to planets with mass $`M_pM_{}`$. Finally, one can only infer the semi-major axis $`a`$, eccentricity, and a lower-limit to the planet mass. It is therefore important to seek new, complementary techniques that will allow better characterization of the physical properties of the known planets, and extend the current sample to different types of stars and lower-mass planets.

The power of combining the radial velocity method with other techniques was best illustrated in the case of the planetary companion to HD209458. Originally discovered using radial velocity surveys, this planet was subsequently found to transit its parent star. Combination of the radial velocity data with the original ground-based transit data allowed the measurement of the mass (without an inclination angle ambiguity), radius and density of this planet (Charbonneau et al. 2000; Henry et al. 2000). Further ultra-high precision HST/STIS observations of several transits allowed the exquisite measurement of these planetary properties, as well as the detection of sodium lines in its atmosphere (Brown et al. 2001; Charbonneau et al. 2002). Perhaps the most exciting aspect of the HST measurements was the demonstration of the ability to achieve photometric precision at the level of $`10^4`$ with space-based observations.

In the future, several space-based photometric satellite missions are expected to reach a precision better than that demonstrated for HD209458, down to the micro-magnitude ($`\mu \mathrm{mag}`$) level. These include Microvariability and Oscillations of STars (MOST)222http://www.astro.ubc.ca/MOST/, COnvection, ROtation and planetary Transits (COROT)333http://smsc.cnes.fr/COROT/, Kepler444http://www.kepler.arc.nasa.gov/, and Eddington555http://sci.esa.int/home/eddington/index.cfm. Scheduled for launch in June 2003, MOST is a targeted mission, and among its primary targets are five stars with known extrasolar planetary companions. COROT, Kepler, and Eddington, will monitor thousands of stars in one or several fields and search for very low-amplitude variability, as produced by stellar oscillations and planetary transits.

At the $`\mu \mathrm{mag}`$ levels of variability probed by these satellites, many otherwise undetectable effects associated with planetary companions become significant. For transiting planets, the effects of the quadrupole moment of the parent star and more distant companions (Miralda-Escudé 2002), the oblateness of the planet (Hui & Seager 2000, Seager & Hui 2002), and the presence of moons and rings associated with the planet (Sartoretti & Schneider 1999, Brown et al. 2001), are all potentially detectable. For both transiting and non-transiting companions, flux variations arising from tidal distortion of the parent star due to the planet (von Zeipel 1924, Drake 2003), back-heating of the star from the planet (Green et al. 2003), and reflected and scattered light from the planet’s atmosphere (Seager, Whitney, & Sasselov 2000; Sudarsky, Burrows, & Hubeny 2003; Green et al. 2003), may all be significant.

Here we examine another potential source of periodic flux variability, namely the photometric flux variation of the primary star due to the Doppler effect. The reflex motion of the star induced by its planetary companion, causes slight Doppler variations in its photometric flux. In §2 we derive the amplitude of this effect. In §3 we compare the Doppler effect with other sources of stellar flux variability in the presence of planetary companions. In §4 we demonstrate that the Doppler variability should be detectable with the upcoming MOST and Kepler missions. Finally, we discuss the systematic errors and intrinsic variability in §5, and summarize our conclusions in §6.

## 2. Doppler Flux Variations

A star moving at a radial non-relativistic velocity $`v_r`$ relative to the observer, obtains a Doppler shift to its bolometric flux by an amount \[see Eq. (4.97b) in Rybicki & Lightman 1979\],

$$F=F_0\left(1+4\frac{v_r}{c}\right),$$
(1)
where $`c`$ is the speed of light and the subscript $`0`$ denotes observed quantities in the absence of the source motion. If the emitted flux per unit frequency scales as a power-law in frequency, $`F_{\nu 0}\nu ^\alpha `$, then the Doppler shift in the observed frequency $`\nu =\nu _0(1+v_r/c)`$ implies that the observer detects,

$$F_\nu =F_{\nu 0}\left[1+(3\alpha )\frac{v_r}{c}\right].$$
(2)
The Doppler effect vanishes for $`\alpha =3`$ because $`F_\nu /\nu ^3`$ is a relativistic invariant (corresponding to the phase space density of photons). Therefore, $`F_\nu =F_{\nu 0}`$ for $`\alpha =3`$ irrespective of the source motion. Any other value of $`\alpha `$ leads to a net Doppler effect due to the change in the photon number flux.

For a general source spectrum one may substitute $`\alpha (d\mathrm{ln}F_{\nu 0}/d\mathrm{ln}\nu _0)`$, where the derivative is averaged over the observed band of frequencies. Assuming a blackbody source spectrum with a temperature $`T_{\mathrm{eff}}`$,

$$\alpha (\nu )\frac{e^x(3x)3}{e^x1},$$
(3)
where $`xh\nu /kT_{\mathrm{eff}}`$. In the Rayleigh-Jeans part of the spectrum ($`x1`$), $`\alpha =2`$, whereas in the Wien tail ($`x1`$), $`\alpha =3x`$. For solar-type stars ($`T_{\mathrm{eff}}5700\mathrm{K}`$), and observations in the optical band ($`\lambda 600\mathrm{nm}`$ or $`\nu 5\times 10^{14}\mathrm{Hz}`$), we get $`\alpha 1.3`$. Given that the amplitude of the Doppler signal and the amount of flux received are both functions of frequency, the signal-to-noise ratio will also depend on the observed frequency. For Poisson errors, the noise variance will be proportional to the square-root of the flux. We find that the signal-to-noise ratio for $`T_{\mathrm{eff}}5700\mathrm{K}`$ and fixed logarithmic frequency interval peaks in the $`V`$-band, at $`\lambda 500\mathrm{nm}`$ or $`\nu 6\times 10^{14}\mathrm{Hz}`$.

## 3. Application to Planetary Companions

The reflex motion of the star due to a planetary companion should produce periodic variations in its observed

spectral flux. For circular orbits, the radial velocity of the star relative to the observer is simply $`v_r=K\mathrm{sin}2\pi \varphi `$, where $`\varphi `$ is the phase of the orbit, and $`K`$ is the velocity semi-amplitude,

$$K=28.4\mathrm{m}\mathrm{s}^1\left(\frac{P}{1\mathrm{yr}}\right)^{1/3}\left(\frac{M_p\mathrm{sin}i}{M_J}\right)\left(\frac{M_{}}{M_{}}\right)^{2/3}.$$
(4)
Here $`M_p`$ is the mass of the planet, $`M_J`$ is the mass of Jupiter, $`i`$ is the inclination of the orbit, $`M_{}`$ is the mass of the star, and we have assumed that $`M_pM_{}`$. Thus, the flux variability signal has a period $`P`$ and fractional amplitude $`\mathrm{\Delta }F/F_0=(3\alpha )K/c`$. For orbits with an eccentricity $`e`$, the right-hand-side of equation (4) should be multiplied by a factor $`(1e^2)^{1/2}`$, which is typically very close to unity.

Since $`K`$ is a direct observable for companions detected spectroscopically via radial velocity variations, we can predict the amplitude of the the flux variations for known planetary companions with essentially no ambiguity. Figure 1 shows the expected flux variation amplitude as a function of the orbital period for all the known radial-velocity planets that have been detected so far, including the new transiting planet OGLE-TR-56 (Udalski et al. 2002, Konacki et al. 2003). We have estimated $`T_{\mathrm{eff}}`$ values from the known spectral types of the host stars, and assumed observations in the $`V`$-band. Also shown are the expected signals as a function of period for fixed planet masses, assuming circular orbits, inclination of 90, solar-type primaries, and observations in the $`V`$-band.

The reflected light amplitude for a planet of radius $`R_p`$ is

$$\frac{\mathrm{\Delta }F}{F_0}=p\left(\frac{R_p}{a}\right)^2.$$
(5)
Here $`p`$ and $`R_p`$ are the geometric albedo and the radius of the planet, and $`a`$ is the semi-major axis of its orbit. The dashed line shows $`\mathrm{\Delta }F/F_0`$ for Lambert sphere scattering ($`p=2/3`$), and planets at full phase. Averaged over all phase angles, Lambert sphere scattering represents the upper limit to the amount of reflected light for a wide range of reasonable models, although larger scattered light signals are possible near zero phase angle (when the planet is at superior conjunction) due to, e.g. strong back-scattering (Seager et al. 2000).

For short-period ($`P0.2\mathrm{yr}`$), massive ($`M_p\mathrm{sin}iM_J`$) planets, the Doppler variability is expected to be a significant contaminant to the reflected light signal. For known radial-velocity companions, the Doppler effect is completely predictable and its subtraction is straightforward. When searching for planets via reflected light, the magnitude of the Doppler effect will not be known a priori. However, since the reflected light signal will generally be largest when the planet is at superior conjunction, it will be $`90^{}`$ out of phase with the Doppler signal, and it should be possible to cleanly disentangle the two signals. The Doppler signal is expected to dominate for long periods of $`P0.2\mathrm{yr}`$, since the reflected light signal falls off more rapidly with increasing orbital radius ($`a^2`$) than the Doppler signal ($`a^{1/2}`$).

There will also exist ellipsoidal light variations due to tidal effects on the star from the planet. We estimate the amplitude of these variations as,

$$\frac{\mathrm{\Delta }F}{F_0}\beta \frac{M_p}{M_{}}\left(\frac{R_{}}{a}\right)^3.$$
(6)
where $`R_{}`$ is the radius of the primary, and $`\beta 0.45`$ is the ‘gravity-darkening’ exponent for solar-type stars. The amplitude of the expected ellipsoidal variations as a function of period is shown in Figure 1 as the dot-dashed line for $`M_p=M_J`$, $`M_{}=M_{}`$, and $`R_{}=R_{}`$. This effect should be subdominant for all but the shortest periods. Green et al. (2003) predict that back-heating of the star by the planet should be an even smaller effect, $`𝒪(10^7)`$.

## 4. Detectability

For observations over a net duration $`T`$, the expected signal-to-noise ratio can be estimated as,

$$\frac{S}{N}=\frac{(3\alpha )}{\sqrt{2}}\frac{K}{c}\sqrt{\mathrm{\Gamma }\times T\times 10^{0.4V}},$$
(7)
where $`\mathrm{\Gamma }`$ is the number of photons per unit time collected by the instrument for a star of magnitude $`V=0`$, and we have assumed $`PT`$. Note that the $`\sqrt{2}`$ factor is just the root-mean-square of the sinusoidal signal (for a planet in a circular orbit) in units of the amplitude. One can improve the signal-to-noise ratio by $`\sqrt{2}`$ if the period and phase of the signal are known in advance by making observations when the signal is at maximum.

The MOST satellite will collect $`\mathrm{\Gamma }1.6\times 10^8`$ photons per second for a $`V=0`$ star (Green et al. 2003). In Figure 2, we show $`M_p\mathrm{sin}i`$ versus period of the known extrasolar planets. Taking into account the $`V`$-magnitudes of the parent stars, we have calculated the expected signal-to-noise ratio $`(S/N)`$ for a total of 100 hours of integration with MOST. Since MOST is a targeted mission, we have assumed that the observations can be spaced over many periods and made at phases when the signal is largest. Thus we assume a signal-to-noise ratio that is a factor of $`\sqrt{2}`$ larger than given in equation (7). We have highlighted those stars for which $`S/N3`$. Of these, one is currently included in the MOST target list: $`\tau `$ Boo, for which $`S/N6`$ is expected.

The Kepler satellite will look at a single field continuously for $`T=4`$ years, and will collect $`\mathrm{\Gamma }1.4\times 10^{10}`$ photons per second for a $`V=0`$ star. The detection limits for primaries of spectral type B-K are shown in Figure 2, assuming a total integration time of $`T=4`$ years, $`V=12`$, circular, edge-on orbits, and $`S/N5`$ for detection. There are $`10^4`$ such main-sequence stars in Kepler’s field-of-view. If the frequency of massive ($`M5M_J`$), short-period ($`P0.1\mathrm{yr}`$) planets is 0.1%, Kepler should detect $`10`$ such companions.

Both MOST and Kepler will have broad wavelength filters in order to gather as many photons as possible. MOST’s bandpass will cover $`350`$$`700\mathrm{nm}`$, whereas Kepler’s bandpass will cover $`400`$$`850\mathrm{nm}`$. The spectra of the sources will vary considerably over these wavelength ranges, and our assumption of a fixed spectral slope appropriate to the center of the $`V`$-band will break down. We have estimated the magnitude of this effect by integrating the blackbody spectrum over a uniform bandpass from $`400`$$`800\mathrm{nm}`$. We find that the expected signal-to-noise ratio is smaller by $`5\%`$ than we have estimated before. The source spectra will deviate from the blackbody shape due to the presence of, for example, spectral lines. To determine the effects of such deviations, we have calculated the signal-to-noise ratio using a high-resolution Solar spectrum of Kurucz et al. (1984), kindly provided to us by E. Turner. Again, we find that the difference from the naive calculation is small, $`6\%`$.

## 5. Systematic Errors and Intrinsic Variability

The amplitudes of the Doppler effects we have considered are extremely small, even for the extremely precise upcoming space-based photometric missions. We therefore briefly consider both systematic errors and intrinsic variability.

The photometric stability requirements for the detection of the signals we consider are considerably more stringent than the requirements for the detection of the signals these satellites are designed to measure. To achieve the photon limit during the duration of the transit of an Earth-like planet, the photometry must be stable to roughly 1 part in $`10^5`$ over the $`10\mathrm{hour}`$ duration of the transit. In contrast, we require that the photometry be stable to roughly 1 part in $`10^6`$ at least over the $`3\mathrm{day}`$ periods of the smallest planetary orbits. Reflected light signals also require stability over similar time scales, but in the cases where these signals are several times larger, the stability requirements are less severe.

Not much is known about intrinsic variability at the levels we are considering for any stars except for the Sun. The intrinsic variability of the Sun is $`10^5`$ on time scales of a few days or less (Batalha et al. 2001). This is of order the expected integrated Poisson error over these time scales, and thus should not significantly affect our signal-to-noise ratio estimates. However, the Sun does show significant, of order a few parts in $`10^4`$, variability on 30-day periods or longer (Batalha et al. 2001). This variability is a consequence of magnetic activity and sunspots. Depending on the coherence of its periodicity, this variability may complicate the detection of planets with longer periods via the Doppler variability. If measurements in two frequency bands are available, it may be possible to isolate the Doppler effect through its unique dependence on $`\alpha `$ (see Eq. 2).

## 6. Conclusions

Equation (2) provides the amplitude of the Doppler flux variability induced by the reflex motion of stars due to close-in planetary companions. For many of the known close-in planetary systems, the Doppler variability will be similar or larger than the variability due to reflected light from the planetary companion (see Fig. 1).

We have found that future space-based photometry missions should reach the required photon-noise sensitivity for the detection of this Doppler effect. In particular, MOST should detect this effect due to the known companion of $`\tau `$ Boo at a signal-to-noise ratio of $`6`$ in 100 hours of integration. Kepler should detect all planetary companions with masses $`5M_J`$ and periods $`0.1\mathrm{yr}`$ to the $`10^4`$ main-sequence stars with $`V<12`$ in its field-of-view (see Fig. 2). This may uncover planets around massive primaries that are inaccessible to radial velocity surveys and too distant from their primary stars to be detected via reflected light.

We thank Andy Gould, Jon Jenkins, Sara Seager, Ed Turner, Josh Winn, and the referee, Ron Gilliland, for useful discussions and comments. A.L. acknowledges support from the Institute for Advanced Study at Princeton and the John Simon Guggenheim Memorial Fellowship. This work was also supported in part by NSF grants AST-0071019, AST-0204514 and NASA grant ATP02-0004-0093 (for A.L.), and in part by NASA through a Hubble Fellowship grant from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555 (for S.G.). The NSO/Kitt Peak FTS data used here were produced by NSF/NOAO.