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# Optical and near-infrared observations of the microquasar V4641 Sgr during the 1999 September outburst Based on observations collected at the European Southern Observatory, La Silla, Chile, under proposal numbers ESO N∘ 63.H-0493 and 64.H-0382

## 1 Introduction

The variable V4641 Sgr attracted considerable attention after the detection of a giant optical outburst on 1999 September 15.7 UT, from V $`14.0`$ to 8.8 (Stubbings, 1999). Located in the direction of the galactic bulge (galactic coordinates $`l,b`$ = $`6.77^{},4.79^{}`$), V4641 Sgr was initially confused with GM Sgr, and most of the references to this X-ray source are reported under that name. After this confusion was clarified by Williams (1999) and Samus et al. (1999), the source was then designated V4641 Sgr (Kazarovets et al., 2000). The X-ray source XTE J1819-254 flared, from 1.6 to 12.2 Crab on 1999 September 14, as observed by RXTE in the 2-12 keV band, through a brief but dramatic eruption (at its peak it was the brightest X-ray source in the sky), its position being coincident with the optical transient (Smith et al., 1999). Less than 10 hours later, the source was fainter than 50 mCrab. It was also identified with the previously detected faint X-ray transient, SAX J1819.3-2525, discovered by Beppo-SAX on 1999 Feb. 20 (flux $`0.0120.3`$ Crab, in’t Zand et al. 1999), and independently detected by RXTE (designated XTE J1819-254) two days earlier (Markwardt et al., 1999), with a flux between $`3`$ and $`80`$ mCrab in the 2-10 keV energy band.

Three other flares followed, each lasting less than two hours in X-rays, some of the fastest events ever seen. The observations by RXTE (Wijnands & van der Klis, 2000) allowed the observation of some strong flaring activity: fluctuations by factors of 4 and 500 on timescales of seconds and minutes respectively. The spectrum was harder when the count rate was decreasing. During quiescent intervals, the X-ray spectrum was much softer. No QPO was detected, but some red noise at $`<`$ 30 Hz was present. The observations by Beppo-SAX (in’t Zand et al., 2000) revealed a strong Fe-K emission line at $`6.85\pm 0.02\text{ keV}`$, interpreted as fluorescence from a highly photo-ionized plasma. A later analysis of the same data by Miller et al. (2002) derived an inclination of $`i=43^{}\pm 15^{}`$. No sign of eclipse or periodic signal due to binary orbit was detected during 19 hours, which was consistent with the 2.5 day period found later. The best fit for the column density was $`N_\mathrm{H}=0.05\pm 0.02\times 10^{22}\text{ cm}^2`$ (in’t Zand et al., 2000).

The VLA radio telescope detected on Sept. 16.02 UT a strong radio source (0.4 Jy) at 4.9 GHz, at the position of the variable star ($`\alpha `$ = $`18^h19^m21\text{.}^s636`$, $`\delta `$ = $`25^{}24^{}25\text{.}^{\prime \prime }6`$ J2000; Hjellming et al. 1999a). The flux rapidly decreased on a timescale of hours, with an e-fold decay time of 0.6 days. The source was resolved, with the presence of an elongation extending $`0.25^{\prime \prime }`$ between 0.6-1.2 days after the huge X-ray flare. On Sept. 17.93, 22.00 and 24.1 UT, the elongation was at the same position (Hjellming et al., 1999b), implying a proper motion of $`0.5^{\prime \prime }`$ / day, but this is strongly dependent upon the time of the ejection. This allowed the source to be classified as a new microquasar (for a review on jet sources see Mirabel & Rodríguez 1999). An HI absorption measurement towards the source implied a distance $`d>0.4\text{ kpc}`$ (Hjellming et al., 2000), and these authors proposed a likely distance of $`0.5\text{ kpc}`$.

Goranskij (1978, 1990) reported a single short outburst of V4641 Sgr in 1978, recorded on Moscow photographic plates, reaching B = 12.4. He also suggested the possible presence of a periodicity of 0.7365 days from analysis of the quiescent data. Another optical outburst occured in 1999 August (Watanabe, 1999), followed by a period of apparently increasing activity. Kato et al. (1999) reported unusual optical activity 6 days prior to the 1999 Sept. giant optical and X-ray outburst, through a $`1`$ mag increase combined with a modulation of 2.5 days, which they claimed to correspond to the orbital period. More recently, during 2002 May, V4641 Sgr was active again, exhibiting in the optical chaotic 0.5 magnitude variations on a timescale of a few seconds. In the radio domain, the source was also flaring on timescales of minutes to hours (M. Rupen, VSNET communication). Details of this outburst are reported in http://vsnet.kusastro.kyoto-u.ac.jp/vsnet/Xray/v4641sgr02.html.

Orosz et al. (2001) derived from ESO spectroscopic optical observations of the source in quiescence a mass function of $`2.74\pm 0.12\text{ }M_{}`$, which, combined with their information on the inclination ($`60i70^{}`$, Orosz et al. 2001), makes V4641 Sgr a black hole system with a mass of the compact object in the range $`8.73M_111.70\text{ }M_{}`$. They also found a spectroscopic period of $`2.81678\pm 0.00056`$ days, and assuming an extinction $`E(BV)=0.32\pm 0.10`$, quoted a distance between $`7.40`$ and $`12.31\text{ kpc}`$ (note that this is larger than previously derived by Orosz et al. 2000).

Through our on-going ESO Target of Opportunity (ToO) programme aimed at observing new X-ray flaring sources, we quickly obtained near-infrared (NIR) and optical imaging and spectroscopic observations of this new microquasar during the 1999 outburst and we followed it during its decline from 1999 September to 2000 June. We report the observations, including the first near-infrared observations of this source yet published, in Section 2, and the results and a discussion are given in Section 3.

## 2 Observations

All the observations took place at European Southern Observatory (ESO), La Silla, Chile, except the NIR spectroscopy of 1999 September 17, performed at UKIRT, Hawaii, and the optical imaging of 2000 June 24, performed at the 1.23 m telescope of the Centro Astronómico Hispano Alemán at Calar Alto, with the CCD optical camera and exposure times between 30 and 60s (more details on these observations are reported in Martí et al. 2001). The log of the optical and NIR imaging and spectroscopic observations is reported respectively in Tables 1 and 2.

The optical observations were performed with the 3.58m New Technology Telescope (NTT) equipped with the spectrograph and imaging camera EMMI RILD. We imaged the source in V, R and I filters, and took spectra with grism #1 which gave a resolving power $`R270`$. The exposure times were $`5`$ min with each filter for the imaging and 15 min for the spectroscopy. The ESO NIR observations were performed with the NTT, equipped with the infrared spectrograph and imaging camera Son of ISAAC (SOFI). The imaging was taken through J, H and Ks filters, in combination with the Large Field, giving a 4.9 x 4.9-arcmin2 field of view, with a plate scale of 0.292 arc-seconds pixel-1. The spectra were taken with the Grism Red (GR) and $`1^{\prime \prime }`$ slit. The exposure times were chosen as 9 min for the NIR imaging (10 alternate images of 60s exposure time each offset from the center by nearly $`30^{\prime \prime }`$ to the East, North, West, South, following the standard procedure) and 15 min for the NIR spectroscopy. The combined magnitudes are the result of these 10 co-added and median filtered 60s exposures, with random offsets and direction between each exposure. The conditions were photometric for most of the observations, the seeing being typically 0.8 arcsec, and the airmass was always between 1.006 and 1.2.

The images were processed using IRAF reduction software. Each of the images were corrected by a normalized dome-flat field, and the NIR images were sky-subtracted by a sky image created from combining with a median filter a total of 10 consecutive images. The data were then analysed using the IRAF reduction task “apphot”, taking different apertures depending on the photometric conditions of the night.

Absolute photometry was performed using 2 standard stars from the new system of faint near-infrared standard stars (Persson et al. 1998): No 9164 (HST P565-C) and 9178 (HST S808-C). Each exposure of these standard stars is the average of 7x1.2s integration time frames, and this is repeated 5 times by offseting the images of 1 arcmin to the North-West, North-East, South-East and South-West from the central position, and the final image is the co-add and median filter of those individual frames.

The optical and NIR photometry is plotted in Figure 1. An enlargement during the outburst interval (Sept. 19-24) and also the V-I and J-Ks colours are shown in Figure 2. The flux calibrated optical spectra are shown in Figure 3, and again in normalized form in Figure 4. The flux calibrated NIR spectrum is shown in Figure 5. The strengths of the spectral features are given in Table 3.

## 3 Results and discussion

After the big outburst (from V=14 to 8.8), there was still some flaring activity in V, R and I with variations of $`0.5`$ mag but no significant change in the colours. In the NIR there was also some flaring activity with variation of $`1`$ mag in J and Ks, and a significant change in J-Ks during the post-outburst interval (between 5 and 8 days after the giant burst, see Fig. 2). This change is due to a decrease in J band much faster than in Ks, and during more than 3 days, the source emits mainly in Ks. This can be explained either by the emission of a jet, of the appearance of heated dust, or even by the interaction with the interstellar medium, as we will discuss later. We had observed the same phenomenon in GRS 1915+105, which we had interpreted as evidence for an extended cocoon of dust around the source (Mirabel et al., 1996). Later observations by Chandra (Lee et al., 2002) and ISO (Fuchs et al., 2001) confirmed this presence of dust.

The first striking fact is that on a timescale of one day, the optical lines were changing from emission to absorption. All the H lines from the Balmer series from H$`\alpha `$ to H$`\kappa `$ are detected. The H$`\alpha `$ emission line is extraordinarily strong and broad: one day after the outburst, its equivalent width was $`100\mathrm{\AA }`$, corresponding to a FWZI (Full Width at Zero Intensity) of $`4560\text{ km\hspace{0.17em}s}^1`$ with a blue wing. This broad H$`\alpha `$ emission line suggests the presence of a high velocity outflow component. The single peaked H$`\alpha `$ profile suggests a low inclination angle.

There was also a weak He I $`5876\mathrm{\AA }`$ line. The Na-D absorption line equivalent width of $`0.45\mathrm{\AA }`$ gives E(B-V) = 0.25 (following Munari & Zwitter 1997) implying $`N_\mathrm{H}=0.14\times 10^{22}\text{ cm}^2`$ (following Bohlin et al. 1978). This value of E(B-V) is consistent with that derived by Wagner (1999). The second interesting fact is that there is a strong variability of the lines, as already pointed out by Garcia et al. (1999), particularly in H$`\alpha `$, H$`\beta `$ and also He I. The He II $`4680\mathrm{\AA }`$ line was claimed to be prominent in emission closer to the outburst time by Ayani et al. (1999). Since we could not detect it, this line was also very variable. We can also note the blue continuum, visible on the flux calibrated spectra, suggesting a contribution from an accretion disk, or from a corona.

In the NIR, the He I ($`2.06\text{ }\mu \text{m}`$) and Br$`\gamma `$ ($`2.17\text{ }\mu \text{m}`$) lines were observed as broad emission lines by Charles et al. (1999), in a K-band (1.9-2.5-micron) low-resolution (2.5-nm) UKIRT (+ CGS4) spectrum taken on 1999 Sept. 17.22 UT and shown in Figure 5. He I exhibited an equivalent width of $`2.1`$ nm, and Br $`\gamma `$ of 1.4 nm, characteristic of LMXBs and with widths of $`\text{FWZI}=5900\text{ km\hspace{0.17em}s}^1`$. The Br-$`\gamma `$ profile shows a clearly extended blue wing, again suggesting a high velocity outflow component. The continuum of our NIR spectrum taken on 1999 Sept. 19 was also blue. However, our NIR spectrum shows only very faint HeI (equivalent width $`6\mathrm{\AA }`$), He II and Br$`\gamma `$ (equivalent width $`1\mathrm{\AA }`$) lines, which therefore appear to be also strongly variable.

The broad, strong emission lines and their variability suggest the presence of a high-velocity outflow component ($`6000\text{ km\hspace{0.17em}s}^1`$) blown off from the accretion of matter onto the compact object (see for example Schulz & Brandt 2002). It is likely that this outflow component forms thereafter an expanding plasma shell or even a cocoon which could have produced the change we observed in the J-Ks colour.

### 3.1 Nature of the system: the companion star

We plot on a colour-magnitude diagram (CMD, Figure 6) the optical and NIR absolute magnitudes when the source was faint. In this figure the absolute magnitudes are computed with three different values of absorption and ten different values of distance from $`110\text{ kpc}`$. The values of the absorption cover the range $`N_\mathrm{H}=0.05`$ to $`0.15\times 10^{22}\text{ cm}^2`$, derived by combining our observations and Beppo-SAX results (in’t Zand et al., 2000). If we constrain the companion to be a main sequence star, its location on the CMD, taking into account the uncertainty in the absorption, suggests that the distance is constrained to $`3<d<8\text{ kpc}`$. Its spectral type is in this case consistent with an early type B3 - A2 V main sequence star.

However, it is interesting to note that the companion star could be crossing the Hertzsprung gap, given the similarities of the system with GRO J1655-40 (Chaty et al. 2002; Kolb et al. 1997 and U. Kolb, private communication), although the mass of the companion star in the case of V4641 Sgr is larger than for GRO J1655-40. In this view, the location on the CMD would be above the main sequence, the distance of the object could then be larger than $`3<d<8\text{ kpc}`$, this range becoming its minimum distance, and the spectral type would be B3 - A2 IV. In both possibilities the mass is constrained between 2 $`<`$ M $`<`$ 10 $`\text{ }M_{}`$, suggesting that it is an IMXB or a HMXB. This is consistent with the A2 V type at $`6.1\text{ kpc}`$ derived by Orosz et al. (2001).

### 3.2 Interaction with surroundings

If the elongation seen in the radio was a moving component, the proper motion was between $`224<\mu <788`$ mas/d depending on the exact time of the ejection. For the sake of discussion, we will take the lower limit, assuming that the approaching (brighter) condensation exhibits $`\mu _a=224`$ mas/d. Since from our results $`D3\text{ kpc}`$, we conclude that the apparent velocity in the plane of the sky would be strongly superluminal, with $`v_a`$ greater than $`4c`$. However, no movement of this elongation was detected between Sept. 16.02 and 24.1. This suggests an interaction between matter ejected before the X-ray outburst and its surroundings at $`0.25^{\prime \prime }`$ $`1.5\times 10^3`$ AU from the source at the distance of 6 kpc. This is possible if the ejections began to take place at least 10 days before the radio detection e.g. on September 8, and we can see from Figure 2 that the source was already showing some activity in the optical at this date. This interaction with the surroundings is supported by the increase in J-Ks between 5 and 8 days after the outburst.

It then seems that the source activity was not as sporadic as it appears at first glance. Indeed, a previous optical outburst occured in 1999 August (Watanabe, 1999), and RXTE detected this source $`270`$ days before the giant outburst (in’t Zand et al., 2000). Furthermore, at least 5 days before the giant outburst, V4641 Sgr was, in the optical band, continuously 2 magnitudes brighter than immediately after, showing a modulation at the orbital period, and with no X-ray emission (typical upper limit of 12 mCrab, in’t Zand et al. 2000). All these facts, combined with the high X-ray variability, show that, even if the Orosz et al. (2001) results suggest that the accretion in the system is of Roche-lobe overflow type, there is also the possibility that mass transfer in this source is occuring through irregular wind accretion from the companion star. This would not be too surprising in the case of an IMXRB/HMXRB system.

At a distance of $`6\text{ kpc}`$, the maximum luminosity of the source is $`4\times 10^{38}\text{ erg\hspace{0.17em}s}^1`$, which is close to the Eddington limit of a $`10\text{ }M_{}`$ object ($`1.3\times 10^{39}\text{ erg\hspace{0.17em}s}^1`$). If the mass transfer rate is highly super-Eddington such a wind could arise. This wind could be the reason why surrounding matter was present, allowing the interaction between further ejections and surrounding matter to take place. In this case, the companion star is more likely to be a main sequence star (U. Kolb, private communication).

Finally, it is interesting to note that Martí et al. (2001) observed V4641 Sgr in order to look for minute to hour variability, discovering 0.05 mag variability on a timescale of hours. Among the different interpretations considered, they suggested that this variability could originate in an extended corona surrounding the jets, by analogy with SS 433 (Zwitter et al., 1991). We mention the possibility that the dust forming this corona could have its origin directly in the jets of X-ray binaries, as in supernova ejecta. If this interaction between the ejections and the surrounding medium is confirmed, this source could therefore be added to the short list of microquasars where such an interaction has been detected (see e.g. Chaty et al. 2001 and Mirabel & Rodríguez 1999).

### 3.3 A “microblazar”?

However, V4641 Sgr seems different with respect to other microquasars, since in the latter the outbursts normally fade more slowly, often lasting for weeks. The only similar outburst was that from CI Cam, with an e-fold decay time of $`0.5`$ days (Belloni et al., 1999), its companion star being a symbiotic B star with an irregular wind. Therefore V4641 Sgr resembles several sources in behaviour, but differs from them in other aspects: one possibility to explain this is that it might be a “microblazar”, i.e. a microquasar whose jet is pointing towards the observer (see e.g. Mirabel & Rodríguez 1999). Orosz et al. (2001) already mentioned this possibility, based on the new determination of the distance of V4641 Sgr. Indeed, assuming that the radio component was moving (Hjellming et al., 2000) implies that the jets would then exhibit apparent velocities of $`10`$ c. These large apparent velocities are consistent with the rapid variability in radio reported during the 2002’s outburst (M. Rupen, VSNET communication), implying either extremely large Lorentz factors or a jet coming from a microblazar. If V4641 Sgr were a microblazar, we also point out that we would not expect to see any Doppler shifted emission lines from the ejecta, which is consistent with our spectra (Fig. 4), as these lines would have a much larger blue/redshift than high-inclination systems. For instance, assuming a plausible jet velocity of $`0.95c`$ with $`10^{}`$ angle to the line of sight (as expected in a microblazar), the Doppler shifted wavelengths of $`H\alpha `$ would appear in the UV ($`1000\mathrm{\AA }`$) and NIR ($`4\text{ }\mu \text{m}`$) for the approaching and receding jet, respectively.

## 4 Conclusions

We have observed the source V4641 Sgr during its 1999 September outburst at optical and NIR wavelengths, deriving E(B-V) = 0.25 and $`N_\mathrm{H}=0.14\times 10^{22}\text{ cm}^2`$. By plotting our optical and NIR colours we have constrained the distance to $`3<D<8\text{ kpc}`$, and the companion star would then be a main sequence star of spectral type B3 - A2 V. If the source is crossing the Hertzsprung gap, this determination of the distance would become its minimum distance, and the spectral type of the companion star would be B3 - A2 IV. The system is therefore an IMXB or a HMXB. From the NIR colours, and the optical spectra, there is a strong suggestion of interaction of the ejecta of the source with its surroundings. This surrounding matter could have originated from an outflow created by fluctuations around the central object, and in this case the companion star would more certainly be a main sequence star. Further observations would be useful to confirm the existence of surrounding matter. The bright X-ray outburst of V4641 Sgr in 1999 could have remained unnoticed, because of its very short duration, if the optical detection had not occured, and if the source was not located so close. This means that there must be many similar (BH?) objects in our Galaxy, most of them unnoticed when in outburst, because of their short duration and faintest flares. This type of sources will be targets of prime importance for present and future high-energy missions, as for example the INTEGRAL telescope.

## 5 acknowledgements

SC thanks Rob Hynes for pointing out this new flaring source on September 1999, Bob Hjellming for all the spontaneous communications he gave on the radio observations of this source, and Ulrich Kolb for many stimulating discussions. SC is very grateful to the ESO staff and particularly to the NTT team (Leonardo Vanzi, Olivier Hainaut, Stéphane Brillant and Vanessa Doublier), for their availability and skills to perform service observations for Target of Opportunity programs (63.H-0493 and 64.H-0382, PI S. Chaty). PAC and TS thank Tom Geballe for his assistance in obtaining the UKIRT CGS4 spectrum. The United Kingdom Infrared Telescope is operated by the Joint Astronomy Centre on behalf of the U.K. Particle Physics and Astronomy Research Council. We thank VSNET for all their alerts on V4641 Sgr and their optical data used in Figures 1 and 2. SC and PAC gratefully acknowledge support from grant F/00–180/A from the Leverhulme Trust. JM acknowledges partial support by DGICYT (AYA2001-3092) and by Junta de Andalucía (Spain), he has also been aided in this work by an Henri Chrétien International Research Grant administered by the American Astronomical Society. IFM acknowledges support from grant PIP 0049/98 and Fundacion Antorchas.


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# Optical Resonances in Reflectivity near Crystal Modes with Spatial Dispersion

## Abstract

We study the effect of spatial dispersion of crystal modes on optical properties such as the reflectivity $`R`$. As an example for isotropic media, we investigate the simplest model for phonons in ionic crystals and compare with previous results for highly anisotropic plasmons, which are now understood from a more general point of view. As a consequence of the wave vector dependence of the dielectric function small changes in the lineshape are predicted. Beyond that, if the frequency of minimal $`R`$ is near a pole of the dispersionless dielectric function, the relative amplitude of dips in $`R`$ with normal and anomalous dispersion differ significantly, if dissipation and disorder are low.

Usually, in crystal optics the dependence of the dielectric function on the wave vector $`𝐤`$ is neglected because the wave length $`\lambda `$ is much larger than interatomic length scales $`s`$ and effects of spatial dispersion are expected to be of the order of $`s/\lambda 1`$, see Refs. Gin, ; Hen,  and references therein. Recently, it was shown for the reflectivity near the Josephson plasma resonance (JPR) in highly anisotropic superconductors Hel02a ; Hel02c , which is an interlayer charge oscillation of Cooper pairs, that spatial dispersion provides a novel way to stop light and can have effects of order unity on the relative amplitude of plasma modes with different dispersion. This system is exceptional with respect to the symmetry (high anisotropy), the fact that light is screened away from the JPR, and the type of the excitation (plasmon). Here we discuss the possibility that such effects appear under more general conditions. As a generic example of a spatially dispersive resonance we choose the simplest model of one optical phonon band in an ionic crystal Mar  (also describing certain excitons Gin ) and study the optical properties of the isotropic phonon-polariton, which is the lattice vibration coupled to light. Thereby, we determine under what circumstances similar effects can be expected in a large class of systems and clarify the origin of previous results for the highly anisotropic plasmon obtained in Ref. Hel02a, . We show that the effect of spatial dispersion is of order unity, if the resonance in reflectivity is in a frequency region of size $`\mathrm{\Delta }\omega /\omega _0=s/\lambda `$ near the pole $`\omega _0`$ of the dispersionless dielectric function $`ϵ(\omega )`$; the amplitudes in reflectivity of phonon bands with normal and anomalous dispersion then differ significantly.

Weak disorder and small dissipation turn out to be essential for the observation of significant effects due to spatial dispersion, which is the case in the plasmon system of the JPR below the superconducting gap. In insulators, e.g. in ionic crystals with perfect lattice symmetry and weak disorder, such favorable conditions might be realized as well, while in metals similar effects would be strongly overdamped.

In the following, we mainly consider an electromagnetic wave of frequency $`\omega `$ in normal incidence, with a wave vector $`𝐤=(0,0,k_z)`$ at the surface $`z=0`$ of a semi-infinite dielectric medium. The macroscopic Maxwell equations describing the electromagnetic fields inside the medium expressed in Fourier components take the form

$$k_zE_x=(\omega /c)B_y,k_zB_y=(\omega /c)ϵ(\omega ,𝐤)E_x,$$
(1)
where $`E_x`$ and $`B_y`$ are the components of the electric and the magnetic fields, respectively. For an isotropic medium the normal modes are determined by

$$\frac{k^2}{ϵ(\omega ,𝐤)}=\frac{\omega ^2}{c^2}.$$
(2)
For definiteness, we consider the spatially dispersive dielectric constant $`ϵ(\omega ,q)`$, $`q=sk_z`$, $`q[0,2\pi ]`$ ($`s`$ lattice constant), of an ionic crystal, which can be obtained by solving the microscopic equation of motion for the ions Gin  (using the force constants of the bulk),

$$ϵ(\omega ,q)=ϵ_{\mathrm{}}+\frac{S\omega _q^2}{\omega _q^2\omega ^2i\rho \omega },$$
(3)
where $`ϵ_{\mathrm{}}`$ is the background dielectric constant, $`S=S_0(1+\alpha q^2)`$, $`\alpha 10^3`$, $`S_01`$, is the oscillator strength, $`\omega _q^2=\omega _0^2(1+dq^2)`$, $`\omega _0/(2\pi )1`$ THz, $`d0.1`$, is the dispersion of the crystal mode, and $`\rho `$ is the damping due to disorder ($`\rho /\omega _010^2`$ for NaCl, see Ref. BruI, ). Since $`\alpha /d1`$, the wave vector dependence of the oscillator strength can be neglected. The sign of $`d`$ determines the shape of the dispersion and both $`d>0`$ (normal dispersion) and $`d<0`$ (anomalous dispersion) naturally appear in ionic crystals due to the backfolding of the modes into the first Brillouin zone (e.g. realized in fcc structured NaCl for the directions $`𝐤[100]`$ and $`𝐤[111]`$, see Ref. Mar, ). The dielectric function in Eq. (3) is also a model for certain excitons where the damping $`\rho /\omega _010^4`$ is much smaller, see Ref. Gin, .

The formula analogous to Eq. (2) for an anisotropic plasmon such as the JPR reads

$$\frac{k_x^2}{ϵ_c(\omega ,k_z)}+\frac{k_z^2}{ϵ_a(\omega )}=\frac{\omega ^2}{c^2},$$
(4)
where the spatially dispersive dielectric function $`ϵ_c(\omega ,q)=ϵ_{c0}(1\omega _c^2(q)/\omega ^2)`$, $`q=sk_z`$, $`\omega _c^2(q)=\omega _{c0}^2(1+dq^2)`$, accounts for the $`c`$ axis plasmon (excitation parallel to the $`z`$ axis). This mode is only excited for light in oblique incidence $`𝐤=(k_x,0,k_z)`$, where $`k_x=\omega \mathrm{sin}\theta /c`$ is conserved due to translational invariance parallel to the surface ($`\theta `$ is the angle of incidence). The dielectric constant parallel to the surface $`ϵ_a(\omega )=ϵ_{a0}(1\omega _a^2/\omega ^2)`$ is non-dispersive. The resonance frequency $`\omega _a`$ for the oscillation parallel to the surface is far above the $`c`$ axis plasmon frequency, $`\omega _a\omega _{c0}`$, and for frequencies near $`\omega _{c0}`$ it follows that $`ϵ_a(\omega )\omega _a^2/\omega ^21`$.

Focusing on the phonon case first, the dispersion relation $`\omega (q)`$ (see Fig. 1) follows from Eq. (2) with $`ϵ(q,\omega )`$ from Eq. (3) and shows that at a given frequency $`\omega `$ two modes with (generally complex) refraction indices $`n_p=cq_p/s\omega `$, $`p=1,2`$, can be excited due to spatial dispersion. This corresponds to the regularization (cf. Fig. 2) of the pole in $`k^2(\omega )ϵ(\omega )`$, cf. Eq. (2), which exists in the dispersionless dielectric function $`ϵ(\omega )`$ at the phonon resonance $`\omega _0`$ in the absence of damping ($`\rho =0`$). Thereby the appearance of an extremal frequency $`\omega _e`$, where the group velocity $`v_{gz}=\omega /k_z`$ for propagation in the $`z`$ direction vanishes, is characteristic for the mixing of the normal dispersive light mode and an anomalous crystal mode in Fig. 2$`(a)`$ (cf. Fig. 1), while for equal dispersion of light and crystal modes a special frequency $`\omega _i`$ appears, where $`q_1^2(\omega _i)=q_2^2(\omega _i)`$, see Fig. 2$`(b)`$. Near $`\omega _{e,i}`$ the amplitude and lineshape in the reflectivity can be sensitive to the type of dispersion, see below.

In a semi-infinite crystal, the causality principle requires that $`v_{gz}`$ is positive, thus only two of the four solutions of Eq. (2) for $`n_p`$ are physical, e.g., for an anomalous dispersion the real part of $`n_p`$ is negative. When $`|n_1||n_2|`$, only the small-$`q`$ mode $`n_1`$ is light like and expected to affect optical properties, while for $`|n_1||n_2|`$ both modes have to be considered. Note that for two real modes near $`\omega _e`$, where $`v_{gz}=0`$ (Fig. 1), causality demands $`n_1=n_2`$.

The excitation of multiple modes poses the problem that the usual Maxwell boundary conditions, requiring continuity of the electric and magnetic fields parallel to the surface, are insufficient to calculate the relative amplitudes of these modes. In the past, this problem was addressed in a phenomenological way by introducing so called additional boundary conditions (ABC) for the macroscopic polarization $`𝐏`$. We use the general ABC Gin

$$𝐏(z)+l\left(𝐏/z\right)=0(z0),$$
(5)
where $`l`$ is a phenomenological decay length and $`𝐏=\chi (\omega ,𝐤)𝐄`$, with $`\chi (\omega ,𝐤)=\left(ϵ(\omega ,𝐤)ϵ_{\mathrm{}}\right)/4\pi `$ for the isotropic medium. These ABC have been justified for the anisotropic plasmon in a microscopic model by subtracting the true equation of motion for the surface layer from the hypothetical bulk equation for this layer, see Ref. Hel02a, . The analogous analysis for the phonon allows to identify the parameter $`l`$ in Eq. (5) with the nearest neighbor separation $`s/2`$ in fcc cubic crystals (e.g. NaCl).

Given the boundary conditions on $`𝐄`$ and $`𝐁`$, we determine the reflectivity $`R`$ at the boundary $`z=0`$ to the vacuum, which is the ratio of the reflected and the incident energy flux density,

$$R=|r|^2,r=\frac{1\kappa }{1+\kappa },\kappa =\frac{E_x(z=0)}{\mathrm{cos}\theta B_y(z=0)}.$$
(6)
In the dispersionless case the reflectivity $`R`$ shows a dip with a minimal value $`R_{\mathrm{min}}=0`$ at $`ϵ(\omega )=\kappa ^2=1`$, while the frequency range of total reflection, $`R=1`$, between the pole and the zero of $`ϵ`$ is bounded by sharp edges in $`R(\omega )`$, see Fig. 3. In the following we will show how spatial dispersion can reduce the amplitude $`1R_{\mathrm{min}}`$ of the dip in $`R`$ near $`\kappa =1`$, and modify the lineshape of $`R`$ close to the region of total reflection (cf. Fig. 3).

For a spatially dispersive medium in the simplest case of normal incident light, where two transverse modes $`𝐪_p=(0,0,q_p)`$, $`p=1,2`$, are excited, we expand the electric field $`E_x=_{p=1}^2E_x(q_p)e^{iq_pz/s}`$ and the polarization field $`P_x=_{p=1}^2E_x(q_p)\chi (\omega ,𝐪_p)e^{iq_pz/s}`$. Using Eqs. (1), (5), and (6) we derive

$$\kappa _{\mathrm{iso}}=\frac{n_1n_2}{n_1+n_2i\xi n_1n_2},$$
(7)
in the isotropic system near the extremal frequencies $`\omega _{e,i}`$ (ABC for $`P_x`$) with the parameter $`\xi =l\omega /c=s/2\lambda 10^5`$. Similarly, for the anisotropic plasmon with the incident field $`𝐄`$ in the $`xz`$-plane Hel02a  (ABC for $`P_z`$), we get

$$\kappa _{\mathrm{aniso}}=\frac{1}{ϵ_a\mathrm{cos}\theta }\frac{n_1n_2}{n_1+n_2i\xi n_1n_2}.$$
(8)
The above expressions for $`\kappa `$ enter the reflectivity $`R`$, see Eq. (6). The difference in Eqs. (7), (8) arises from the anisotropy $`ϵ_aϵ_c`$ in the plasmon system, which can suppress the value of $`\kappa `$ for a strong anisotropy $`|ϵ_a|1`$. Away from $`\omega _{e,i}`$, where $`|n_1||n_2|`$, Eq. (7) reduces to $`\kappa _{\mathrm{iso}}=n_1`$ and Eq. (8) to $`\kappa _{\mathrm{aniso}}=n_1/(ϵ_a\mathrm{cos}\theta )`$, i.e. the usual Fresnel theory is recovered and the smaller (light like) refraction index determines the optical properties.

For $`d<0`$, in a frequency interval $`\mathrm{\Delta }\omega /\omega _0\sqrt{|d|}s/\lambda \xi `$ below $`\omega _e`$, where $`n_1n_2`$ and the group velocity $`v_{gz}`$ vanishes, the standard Fresnel theory is invalid and small length scales, which enter the reflectivity $`R`$ via the parameter $`\xi `$, are relevant. Note that at $`\omega _e`$, where the (positive) solutions $`q_p^2`$ of Eq. (2) merge (cf. Fig. 1) and $`n_1=n_2`$ due to causality, $`\kappa _{\mathrm{iso}}`$ in Eq. (7) is purely imaginary and thus $`R=1`$, see Eq. (6). Slightly away from $`\omega _e`$, the amplitudes $`1R_{\mathrm{min}}`$ of the dip for isotropic phonons and anisotropic plasmons equal to $`(1+\xi ^2)^11`$ and $`2/\left((1+ϵ_a^2\xi ^2\mathrm{cos}^2\theta )^{1/2}+1\right)<1`$, respectively. As $`ϵ_a\xi O(1)`$, $`1R_{\mathrm{min}}`$ is significantly suppressed in the anisotropic system, while $`\xi 1`$ is negligible for the isotropic one. In addition, the band edge near $`\omega _e`$ is slightly shifted to lower frequencies in comparison with the dispersionless theory, $`(\omega _0\omega _e)/\omega _0\xi `$ (Figs. 3, 4).

For $`d>0`$ near $`\omega _i`$ and above $`\omega _0`$, one solution $`k^2`$ of Eq. (2) is positive, Fig. 3$`(a)`$, and thus creates a tail, where $`R<1`$ instead of $`R=1`$, see Fig. 4. The difference in reflectivity between normal and anomalous phonon dispersion for damping $`\rho /\omega _0\xi `$ is $`1\%`$ near the band edge $`\omega _0`$, see Fig. 3(a).

These effects on the phonon lineshape in the reflectivity $`R`$ are small and, in particular, the amplitude $`1R_{\mathrm{min}}`$ of the dip above $`\omega _0`$ is hardly affected, see Fig. 3(c). In comparison with the anisotropic plasmon, where a strong dependence of the dip amplitude on spatial dispersion was reported Hel02a , we seek to identify the crucial difference to the present system and under what circumstances such an effect might appear in the phonon system.

Firstly, we conclude from Eq. (4) that in an anisotropic system ($`ϵ_aϵ_c`$) a pole in $`q^2n^2=ϵ_a(ϵ_a/ϵ_c)\mathrm{sin}^2\theta `$ like in Fig. 2 is created in oblique incidence ($`\theta 0`$) at the zero of $`ϵ_c`$ in a similar way as it appears in the isotropic case at the pole of $`ϵ(\omega )`$. More importantly, the strong anisotropy $`|ϵ_a|1`$ ($`10^4`$ for JPR) of the order $`1/\xi `$ suppresses the value of $`\kappa _{\mathrm{aniso}}`$ in Eq. (8), such that the dip in $`R`$ near $`\kappa =1`$ is close to the bandedge and thus in the frequency range $`\mathrm{\Delta }\omega /\omega _0\xi `$ near the special points $`\omega _{e,i}`$ (Fig. 2), where spatial dispersion is relevant (Fig. 5).

Guided by this observation, we find significant effects on the dip amplitude $`1R_{\mathrm{min}}`$ for the isotropic phonon, if the minimum in $`R`$ is within the frequency interval $`\mathrm{\Delta }\omega /\omega _0s/\lambda `$ near the pole of $`ϵ(\omega )`$. This can be achieved (a) by a second background dispersionless phonon, $`ϵ_{\mathrm{}}ϵ_{\mathrm{pole}}(\omega )=ϵ_{\mathrm{}}+S_b^{}\omega _b^2/(\omega ^2\omega _b^2i\rho _b\omega )`$, which is sufficiently close to $`\omega _0`$, $`(\omega _0\omega _b)/\omega _0s/\lambda \xi `$, i.e. $`|ϵ_{\mathrm{pole}}(\omega _0)|1/\xi 1`$ and creates an additional dip in $`R`$, see Fig. 6, or similarly (b) in extreme oblique incidence ($`\theta \pi /2\xi ^{1/2}`$), where the dispersionless $`\kappa =n/ϵ\mathrm{cos}\theta =(ϵ\mathrm{sin}^2\theta )^{(1/2)}/ϵ\mathrm{cos}\theta `$ is $`1`$ at $`\omega _0+O(\xi )`$. This results in significant differences in $`R_{\mathrm{min}}`$ for normal and anomalous dispersive phonon bands, if the dissipation is small, see Fig. 7. Physically the larger suppression of $`1R_{\mathrm{min}}`$ for dispersion $`d>1`$ is related to the fact that near $`\omega _i`$ only a single propagating mode is excited, while the other one decays into the crystal. This effect is of order unity and the dip of width $`\mathrm{\Delta }\omega /\omega _0\xi `$ in $`R`$ can be resolved in optical phonon spectra Leo .

In conclusion, for isotropic phonons small effects for the lineshape in reflectivity due to spatial dispersion are predicted (Fig. 4). For low dissipation the dip amplitude can depend significantly on the sign of the dispersion, if the frequency of minimal reflection is in a small distance $`\mathrm{\Delta }\omega /\omega _0s/\lambda `$ to the dispersive resonance (Fig. 7). This can be realized in strongly anisotropic systems such as the JPR Hel02a  or in the isotropic case due to a second almost degenerate resonance or for nearly parallel incidence.

We thank I. Biaggio, L. N. Bulaevskii, L. Degiorgi and G. Montemezzani for useful discussions, and the Swiss NSF in the NCCR ”MaNEP” for financial support.


text:
# Higher Twists in the Pion Structure Function

## Abstract

We calculate the QCD moments of the pion structure function using Drell-Yan data on the quark distributions in the pion and a phenomenological model for the resonance region. The extracted higher twist corrections are found to be larger than those for the nucleon, contributing around 50% of the lowest moment at $`Q^2=1`$ GeV2.

preprint:  JLAB-THY-03-01

Understanding the structure of the pion represents a fundamental challenge in QCD. As the lightest $`q\overline{q}`$ bound state, the pion presents itself as somewhat of a dichotomy: on the one hand, its anomalously small mass suggests that it should be identified with the pseudo-Goldstone mode of dynamical breaking of chiral symmetry in QCD, essential for describing the long-range structure and interactions of hadrons; on the other, high energy scattering experiments reveal a rich substructure which can be efficiently described in terms of current quarks and gluons.

The duality between quark and hadron degrees of freedom reveals itself in most spectacular fashion through the phenomenon of Bloom-Gilman duality in inclusive deep-inelastic scattering. Here the inclusive $`F_2`$ structure function measured at low hadron final state mass $`W`$, in the region dominated by low-lying resonances, has been found in the case of the proton  to follow a global scaling curve which describes high $`W`$ data, to which the resonance structure function averages. Furthermore, the equivalence of the averaged resonance and scaling structure functions for each prominent resonance region separately suggests that the resonance–scaling duality also exists to some extent locally.

Within QCD, the appearance of Bloom-Gilman duality for the moments of structure functions can be related through the operator product expansion to the size of high twist corrections to the scaling structure function . The apparent early onset of duality for the proton structure function indicates the dominance of single-quark (leading twist) scattering even at low momentum transfers. It is not a priori clear, however, whether this is due to an overall suppression of coherent effects in inclusive scattering, or because of fortuitous cancellations of possibly large corrections. Indeed, there are some indications from models of QCD that the workings of duality may be rather different in the neutron than in the proton , or for spin-independent and spin-dependent structure functions. Given that Bloom-Gilman duality is empirically established only for baryons (specifically, the proton), while the application of theoretical models is generally more straightforward in the meson sector, a natural question to consider is whether, and to what extent, duality manifests itself phenomenologically for the simplest $`q\overline{q}`$ system in QCD — the pion.

In this note we report the first analysis of the role of resonances in the QCD moments of the pion structure function, and obtain a first estimate of the size of higher twist corrections to the scaling contribution. Similar analyses for the nucleon have been made in Refs. . According to the operator product expansion in QCD, at large $`Q^2`$ the moments of the pion $`F_2^\pi `$ structure function,

$`M_n(Q^2)`$ $`=`$ $`{\displaystyle _0^1}𝑑xx^{n2}F_2^\pi (x,Q^2),`$ (1)
can be expanded as a power series in $`1/Q^2`$, with coefficients given by matrix elements of local operators of a given twist $`\tau `$,

$`M_n(Q^2)`$ $`=`$ $`{\displaystyle \underset{\tau =2}{\overset{\mathrm{}}{}}}𝒜_{\tau 2}^n(\alpha _s(Q^2))\left({\displaystyle \frac{1}{Q^2}}\right)^{\tau 2}.`$ (2)
Here the leading twist $`\tau =2`$ term $`𝒜_0^n`$ corresponds to free quark scattering, and is responsible for the scaling of the structure functions (modulo perturbative $`\alpha _s(Q^2)`$ corrections). The higher twist terms $`𝒜_{\tau >2}^n`$ represent matrix elements of operators involving both quark and gluon fields, and are suppressed by powers of $`1/Q^2`$. The higher twist contributions reflect the strength of nonperturbative QCD effects, such as multi-parton correlations, associated with confinement.

Note that the definition of $`M_n(Q^2)`$ includes the elastic contribution at $`W=m_\pi `$, corresponding to $`x=Q^2/(W^2m_\pi ^2+Q^2)=1`$, which is given by the square of the elastic pion form factor, $`F_\pi (Q^2)`$,

$`F_2^{\pi (\mathrm{el})}(x=1,Q^2)`$ $`=`$ $`2m_\pi \nu \left(F_\pi (Q^2)\right)^2\delta (W^2m_\pi ^2).`$ (3)
Although negligible at high $`Q^2`$, the elastic contribution has been found to be important numerically at intermediate $`Q^2`$ for moments of the nucleon structure function . In Eq. (1) we use the Cornwall-Norton moments rather than the Nachtmann moments, which are expressed in terms of the Nachtmann scaling variable, $`\xi =2x/(1+\sqrt{1+4x^2m_\pi ^2/Q^2})`$, and include effects of the target mass. Because of the small value of $`m_\pi `$, the difference between the variables $`x`$ and $`\xi `$, and therefore between the $`x`$\- and $`\xi `$-moments, is negligible for the pion.

The pioneering analysis of De Rujula et al.  (see also Ref. ) showed that the size of the higher twist matrix elements directly governs the onset of quark-hadron duality. Namely, there is a region of $`n`$ and $`Q^2`$ in which the moments of the structure function are dominated by low mass resonances, where the higher twist contributions are neither overwhelming nor negligible. For example, even though there are large contributions from the resonance region ($`W2`$ GeV) to the $`n=2`$ moment of the proton $`F_2`$ structure function ($`70\%`$ at $`Q^2=1`$ GeV2), the higher twist effects are only of the order 10–20% at the same $`Q^2`$ . The question we address here is whether there is an analogous region for the pion, where the resonance contributions are important, but higher twist effects are small enough for duality to be approximately valid.

Of course, strictly speaking the distinction between the resonance region and the deep inelastic continuum (DIS) is somewhat arbitrary, as can be illustrated in the large $`N_c`$ limit of QCD. There the final state in deep inelastic scattering from the pion is populated by infinitely narrow resonances, even in the Bjorken limit, while the structure function calculated at the parton level produces a smooth, scaling function . Phenomenologically the spectrum of the excited states of the pion is expected to be rather smooth sufficiently above the $`\rho `$ mass, for $`W1`$ GeV. Contributions from the excitation of heavier mesons are not expected to be easily discernible from the DIS continuum — the $`a_1`$ meson, for instance, appears at a mass $`W1.3`$ GeV, and has a rather broad width ($`350`$–500 MeV).

The pion structure function has been measured in the $`\pi N`$ Drell-Yan process  over a large range of $`x`$, $`0.2x1`$, and for $`Q^2`$ typically $`20`$ GeV2. It has also been studied at HERA in semi-inclusive DIS at very low $`x`$ and high $`W`$ . No data exist on $`F_2^\pi `$ at low $`W`$, however, in the region where mesonic resonances would dominate the cross section. The spectrum could in principle be reconstructed by observing low $`t`$ neutrons at low $`W`$ produced in the semi-inclusive charge-exchange reaction, $`epenX`$, where $`t`$ is the momentum transfer squared between the proton and neutron. In the absence of such data, to obtain a quantitative estimate of the importance of the resonance region, we model the pion spectrum at low $`W`$ in terms of the elastic and $`\rho `$ pole contributions, on top of the DIS continuum which is evaluated by evolving the leading twist structure function to lower $`Q^2`$. The latter can be reconstructed from parameterizations  of leading twist quark distributions in the pion obtained from global analyses of the pion Drell-Yan data. In this work we use the low $`Q^2`$ fit from Ref. , which gives the leading twist parton distributions in the pion for $`Q^2>0.25`$ GeV2, although our conclusions do not change with the use of other parameterizations . For the elastic contribution we use a parameterization of the world’s data  which interpolates smoothly between the perturbative QCD and photoproduction limits .

The $`\rho `$ contribution is described by the $`\pi \rho `$ transition form factor, $`F_{\pi \rho }(Q^2)`$, and is expected to fall as $`1/Q^4`$ at large $`Q^2`$ (compared with $`1/Q^2`$ for $`F_\pi (Q^2)`$). Since there is no empirical information on $`F_{\pi \rho }(Q^2)`$, we consider several models in the literature, based on a relativistic Bethe-Salpeter vertex function , a covariant Dyson-Schwinger approach , and light-cone QCD sum rules . These represent a range of $`100\%`$ in the magnitude of $`F_{\pi \rho }(Q^2)`$ over the region of $`Q^2`$ covered in this analysis. The calculation of Ref.  gives a somewhat smaller result than in Refs. , which give a similar magnitude for $`F_{\pi \rho }`$. The difference between these can be viewed as an estimate of the uncertainty in this contribution.

In Fig. 1 we plot the contributions to the moments of the pion structure function from the “resonance region”, $`M_n^{\mathrm{res}}(Q^2)`$, as a ratio to the total moment, for $`n=2,\mathrm{},10`$. The resonance region here is defined by $`W<W_{\mathrm{res}}1`$ GeV, corresponding to restricting the integral in Eq. (1) to the range $`x_{\mathrm{res}}=Q^2/(W_{\mathrm{res}}^2m_\pi ^2+Q^2)`$ to the elastic point at $`x=1`$. For the $`n=2`$ moment the low $`W`$ region contributes as much as 50% at $`Q^2=2`$ GeV2, decreasing to $`1\%`$ for $`Q^210`$ GeV2. Higher moments, which are more sensitive to the large $`x`$ region, subsequently receive larger contributions from low $`W`$. The $`n=10`$ moment, for example, is virtually saturated by the resonance region at $`Q^2=2`$ GeV2, and still has some 40% of its strength coming from $`W<1`$ GeV even at $`Q^2=10`$ GeV2.

The large size of the resonance contributions suggests that, at a given scale $`Q^2`$, higher twist effects play a more important role in the moments of the pion structure function than in the case of the nucleon. The lowest ($`n=2`$) moment of $`F_2^\pi `$ is displayed in Fig. 2, including the leading twist and elastic contributions to $`M_2(Q^2)`$. The leading twist component,

$`M_n^{\mathrm{LT}}(Q^2)`$ $`=`$ $`{\displaystyle \underset{q}{}}e_q^2{\displaystyle _0^1}𝑑xx^{n1}q^\pi (x,Q^2),`$ (4)
is expressed (at leading order in $`\alpha _s(Q^2)`$) in terms of the twist-2 quark distributions in the pion, $`q^\pi (x,Q^2)`$. The leading twist contribution is dominant at $`Q^2>5`$ GeV2, while the deviation of the total moment from the leading twist at lower $`Q^2`$ indicates the increasingly important role played by higher twists there. In particular, while negligible beyond $`Q^24`$ GeV2, the elastic contribution is as large as the leading twist already at $`Q^21`$ GeV2. The contribution from the $`\pi \rho `$ transition is more uncertain, and the band in Fig. 2 represents the total moment calculated using different models  of $`F_{\pi \rho }(Q^2)`$. However, while the current uncertainty in this contribution is conservatively taken to be $`100\%`$, doubling this would lead to a modest increase of the band in Fig. 2. Uncertainty arising from poor knowledge of the leading twist distributions at small $`x`$  is not expected to be large.

The higher twist part of the moments can be defined as the difference between the total moment $`M_n(Q^2)`$ and the leading twist contribution in Eq. (4), which includes a term arising from target mass corrections,

$`M_n^{\mathrm{HT}}(Q^2)`$ $`=`$ $`M_n(Q^2)M_n^{\mathrm{LT}}(Q^2)M_n^{\mathrm{TM}}(Q^2).`$ (5)
Although nonperturbative effects can in principle mix higher twist with higher order effects in $`\alpha _s`$, rendering the formal separation of the two ambiguous  (the perturbative expansion itself may not even be convergent), by restricting ourselves to the region of $`Q^2`$ in which the $`1/Q^2`$ term is significantly larger than the next order correction in $`\alpha _s`$, the ambiguity in defining the higher twist terms can be neglected . Because the target mass correction, $`M_n^{\mathrm{TM}}(Q^2)`$, which is formally of leading twist, is proportional to $`m_\pi ^2/Q^2`$, its contribution will only be felt when $`Q^2m_\pi ^2`$, which is far from the region where the twist expansion is expected to be valid. The higher twist contribution to the $`n=2`$ moment is plotted in Fig. 3 as a ratio to the total moment, as a function of $`Q^2`$. The band represents an estimate of the uncertainty in the $`\pi \rho `$ transition form factor, as in Fig. 2. The higher twist contribution is as large as the leading twist at $`Q^2=1`$ GeV2, is around 1/3 at $`Q^2=2`$ GeV2, and vanishes rapidly for $`Q^25`$ GeV2.

The higher twist contribution at $`Q^21`$ GeV2 appears larger than that found in similar analyses of the proton $`F_2`$  and $`g_1`$  structure functions. This can be qualitatively understood in terms of the intrinsic transverse momentum of quarks in the hadron, $`k_T^2`$, which typically sets the scale of the higher twist effects . By analyzing the $`x1`$ dependence of the measured $`\mu ^+\mu ^{}`$ pairs produced in $`\pi N`$ collisions, and the angular distribution at large $`x`$, the E615 Collaboration  indeed finds the value $`k_T^2=0.8\pm 0.3`$ GeV2 within the higher twist model of Ref. , which is larger than the typical quark transverse momentum in the nucleon ($`𝒪`$(500 MeV)). The implication is that duality would therefore be expected to set in at larger $`Q^2`$ for the pion than for the nucleon.

In summary, we have evaluated moments of the pion structure function, and studied in particular the role of the resonance region. Making the reasonable assumption that the low $`W`$ resonant spectrum is dominated by the elastic and $`\pi \rho `$ transitions, we have presented a first quantitative estimate of the size of higher twist contributions. For the lowest moment of $`F_2^\pi `$ we find that the resonance region ($`W1`$ GeV) contributes $`50\%`$ of the strength at $`Q^22`$ GeV2, dropping to below 10% for $`Q^25`$ GeV2. The elastic component, while insignificant for $`Q^23`$ GeV2, is as large as the leading twist contribution at $`Q^21`$ GeV2. The higher twist corrections to the $`n=2`$ moment amount to $`50\%`$ at $`Q^2=1`$ GeV2, $`30\%`$ at $`Q^2=2`$ GeV2, and become negligible beyond $`Q^26`$ GeV2.

Uncertainties in these estimates are mainly due to the poor knowledge of the inclusive pion spectrum at low $`W`$, which limits the extent to which duality in the pion can be tested quantitatively. Only the elastic form factor has been accurately measured to $`Q^22`$ GeV2, although at larger $`Q^2`$ it is poorly constrained. The inclusive pion spectrum can be extracted from data from the semi-inclusive charge-exchange reaction, $`epenX`$, at low $`t`$, for instance with CLAS at Jefferson Lab. This could also allow one to determine the individual exclusive channels at low $`W`$. In addition, a Rosenbluth separation would allow the transverse and longitudinal structure functions of the pion to be extracted.

###### Acknowledgements.

This work was supported by the U.S. DOE contract DE-AC05-84ER40150, under which the Southeastern Universities Research Association (SURA) operates the Thomas Jefferson National Accelerator Facility (Jefferson Lab).


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# Two-dimensional electron system in high magnetic fields: Wigner crystal vs. composite-fermion liquid

## Abstract

The two dimensional system of electrons in a high magnetic field offers an opportunity to investigate a phase transition from a quantum liquid into a Wigner solid. Recent experiments have revealed an incipient composite fermion liquid in a parameter range where theory and many experiments had previously suggested the Wigner crystal phase, thus calling into question our current understanding. This Letter shows how very small quantitative corrections ($`<1`$%) in the energy due to the weak interaction between composite fermions can cause a fundamental change in the nature of the ground state, thus providing insight into the puzzling experimental results.

When electrons confined in two dimensions are exposed to a strong magnetic field, they fall into the lowest quantum of their kinetic energy (Landau level), and the physics is governed by the interaction alone. With the kinetic energy thus quenched, one might have expected electrons immediately to form a lattice, known as the Wigner crystal , but experiments discovered the fractional quantum Hall effect  instead, which is understood in terms of a correlated liquid of composite fermions . The phase transition from this exotic quantum liquid into the electron solid anticipated at yet higher magnetic fields has been a subject of intense investigation.

In a range of filling factor $`\nu `$, defined as the ratio of the number of particles to the Landau level (LL) degeneracy, interacting electrons in the lowest LL capture an even number of quantized vortices to transform into composite fermions (CFs), because that is how they avoid one another most effectively. There are many types of composite fermions distinguished by their vorticity $`2p`$, denoted by 2pCFs. The effective filling factor of 2pCFs, $`\nu ^{}`$, is given by the relation $`\nu =\nu ^{}/(2p\nu ^{}\pm 1)`$. (The CFs are often thought of as electrons carrying an even number of magnetic flux quanta; see Fig. 1). It is often a good first approximation to treat the composite fermions as noninteracting. The experimental observation of fractional quantum Hall effect (FQHE) at $`\nu =n/(2pn\pm 1)`$ is well explained as the $`\nu ^{}=n`$ integral quantum Hall effect  of 2pCFs, and extensive studies  have shown that the model of noninteracting composite fermions is also quite accurate quantitatively. In particular, Laughlin’s trial wave function  at $`\nu =1/m`$, where $`m=2p+1`$ is an odd integer, is interpreted as the ground state of noninteracting 2pCFs at $`\nu ^{}=1`$. Variational studies comparing its energy with the energy of the Wigner crystal have found  that the liquid wins for $`\nu =1/3`$ and 1/5, but the WC has lower energy at $`\nu =1/7`$ and smaller filling factors. Although the WC has so far eluded a direct observation, the insulating state observed in the region $`\nu <1/5`$ has been interpreted as a Wigner crystal pinned by disorder . However, transport  and photoluminescence  experiments reported evidence for FQHE-like structure in the neighborhood of $`\nu =1/7`$ and $`\nu =1/9`$ more than a decade ago. The recent observation , in exceptionally high quality samples, of a series of resistance minima at filling factors $`\nu =1/7`$, 2/11, 2/13, 3/17, 3/19, 1/9, 2/15 and 2/17 has given a particularly compelling indication for the existence of an incipient liquid of 6CFs and 8CFs in the range $`1/5>\nu 1/9`$.

While the approximation of neglecting the weak residual interaction between the composite fermions is accurate, it is not exact. Because even small quantitative discrepancies can have substantial qualitative consequences near a phase boundary, we proceed below to calculate corrections due to the inter-CF interaction to determine how it modifies the previous results.

The calculations will be performed in the spherical geometry, where $`N`$ electrons are confined to the two-dimensional surface of a sphere, moving under the influence of a radial magnetic field produced by a magnetic monopole of strength $`Q`$ at the center. According to Dirac’s quantization condition, $`Q`$ can be either an integer or a half integer, and produces a total flux of $`2Q\varphi _0`$, where $`\varphi _0=hc/e`$ is called the flux quantum. Interacting electrons at $`Q`$ map into weakly interacting 2pCFs at $`Q^{}=Qp(N1)`$. We will investigate the $`n=1`$ state of 6CFs, 8CFs, and 10CFs, corresponding to FQHE at $`\nu =1/7`$, 1/9, and 1/11, respectively.

The system of noninteracting composite fermions is defined by analogy to noninteracting electrons at $`\nu ^{}`$. In particular, the ground state of noninteracting composite fermions at $`\nu ^{}=n`$ is obtained from the ground state of noninteracting electrons at $`\nu ^{}=n`$, namely the state with $`n`$ filled Landau levels, $`\mathrm{\Phi }_n`$, as

$$\mathrm{\Psi }^{(0)}=P_{LLL}\mathrm{\Phi }_1^{2p}\mathrm{\Phi }_n$$
(1)
where $`\mathrm{\Phi }_1`$ is the wave function of the lowest fully occupied Landau level and $`P_{LLL}`$ is the lowest LL projection operator. The factor $`\mathrm{\Phi }_1^{2p}`$ attaches $`2p`$ vortices to each electron to convert it into a composite fermion, so the wave function on the right hand side may be viewed as $`n`$ filled levels of composite fermions. For $`n=1`$, the above wave function, shown pictorially in Fig. 1a, reduces to Laughlin’s wave function. The residual interaction between composite fermions modifies $`\mathrm{\Psi }^{(0)}`$ through hybridization with higher CF levels. We consider

$$\mathrm{\Psi }_\alpha ^{(j)}=P_{LLL}\mathrm{\Phi }_1^{2p}\mathrm{\Phi }_\alpha ^{(j)}$$
(2)
where $`\mathrm{\Phi }_\alpha ^{(j)}`$ denote states obtained from $`\mathrm{\Phi }_n`$ by exciting $`j`$ electrons from the topmost occupied LL to the lowest unoccupied LL, with $`\alpha `$ labeling distinct particle-hole configurations. $`\mathrm{\Psi }_\alpha ^{(j)}`$ thus contain $`j`$ particle-hole pairs of composite fermions (Fig. 1). An improved representation for the ground state, $`\chi ^{(J)}`$, which involves the effect of CF level mixing caused by the inter-CF interaction, is obtained by diagonalizing the Coulomb Hamiltonian in the basis given by $`[\mathrm{\Psi }^{(0)},\{\mathrm{\Psi }_\alpha ^{(1)}\},\{\mathrm{\Psi }_\beta ^{(2)}\},\mathrm{}\{\mathrm{\Psi }_\gamma ^{(J)}\}]`$. The corresponding energy per particle, $`E^{(J)}`$, gives a strict variational upper bound for the true ground state energy. Successively higher values of $`J`$ produce lower energies, and convergence is achieved when $`E^{(J)}`$ becomes more or less independent of $`J`$.

With explicit wave functions in hand, the computation is conceptually straightforward, but technically challenging due to the complex form of wave functions. Several complications are handled as follows. The lowest LL projection is evaluated as discussed in the literature , by replacing the single particle eigenstates in $`\mathrm{\Phi }_\alpha ^{(j)}`$ by appropriate wave functions for composite fermions. In the spherical geometry, the liquid state, which possesses rotational symmetry, has total orbital angular momentum $`L=0`$, as appropriate for a filled angular momentum shell. The Coulomb interaction does not mix states with different $`L`$, so it is convenient to work within the $`L=0`$ sector. We generate the many body states $`\mathrm{\Phi }_\alpha ^{(j)}`$ in this sector by diagonalizing the Coulomb interaction at $`\nu ^{}=n`$ in the subspace containing $`j`$ particle-hole pairs. The resulting eigenstates are a linear superposition of Slater determinant basis states, from which basis functions at $`\nu `$ are obtained according to Eq. (2).

The angular momentum of each successive LL increases by one unit in the spherical geometry. For the states with a single particle hole pair, the angular momenta of the particle and the hole differ by one unit, and as a result fail to produce a state with total angular momentum $`L=0`$. It is therefore necessary to consider $`J2`$. We consider in this work up to three particle hole pairs ($`J=3`$); for still higher values of $`J`$, the basis becomes too large to produce numerically stable energies. Our inability to go beyond $`J=3`$ imposes a limitation on the system size for which we can obtain reliable results.

Another major obstacle is that the basis functions at $`Q`$ generated from the wave functions at $`Q^{}`$ are not orthogonal. The standard Gram-Schmidt procedure will be employed to construct an orthogonal basis. The inner products needed for this purpose, as well as the matrix elements of the Coulomb Hamiltonian needed for diagonalization are computed by Monte Carlo. Approximately 10 Monte Carlo runs were performed for each energy, with 0.5-1.0 $`\times 10^6`$ iterations in each run. The calculation was performed on a PC cluster, and took the equivalent of $`>`$ 100 days of CPU time on a single node (dual 1 GHz Intel PIII). The statistical uncertainty in each matrix element translates into an uncertainty in the energy, which we estimate by calculating it in $``$ 10 different runs. Satisfactory accuracy is obtained with the number of iterations performed. More details on the method can be found elsewhere . All energies quoted below include interaction with a uniform, positively charged background, and have been multiplied by a factor $`\sqrt{2Q\nu /N}`$ to correct for the finite size deviation in the density. A strictly two dimensional system is assumed and a mixing between the LLs of electrons is neglected.

There are substantial fluctuations in energy for $`N6`$, which we believe arise from commensurability effects. For $`N=4`$ and 6, polyhedral arrangements are possible on the sphere (tetrahedran and octahedran) producing anomalously low energies. For $`N=3`$ there is only a single $`L=0`$ state at $`\nu =1/m`$, indicating that the system is too small to be meaningful. In the following, we only consider $`N7`$, where we have found that the ground state energy behaves more or less smoothly with $`1/N`$. (Polyhedra are possible also for certain larger values of $`N`$, but there the quantitative effect is small.)

We begin by testing the accuracy of the method. Table 1 shows $`E^{(0)}`$ and $`E^{(2)}`$ for several $`N`$ at $`\nu =1/5`$, along with exact energies obtained by numerical diagonalization. $`E^{(2)}`$ has a remarkable accuracy of 0.01% or better, which is a significant improvement over $`E^{(0)}`$, which is off by up to 0.2%. Fig. (2) shows the energies $`E^{(0)}`$, $`E^{(2)}`$, and $`E^{(3)}`$ as a function of $`N^1`$ for $`\nu =1/7`$, 1/9, and 1/11. For $`N=7`$, 8, and 9, convergence is manifest. For $`N=10`$, $`E^{(J)}`$ is not yet $`J`$ independent, but we expect $`E^{(3)}`$ to be reasonably accurate. Larger values of $`J`$ must be considered with increasing $`N`$ in order to obtain meaningful estimates; for a fixed $`J`$, the difference between the energies (per particle) $`E^{(0)}`$ and $`E^{(J)}`$ is O($`N^1`$), which vanishes in the thermodynamic limit. With $`J3`$, we are able to obtain reliable estimates for the energy for only up to $`N=10`$. (It is noted that the dimension of the full Fock space for 10 particles at $`\nu =1/11`$ is $`1.6\times 10^{13}`$, rendering exact diagonalization impracticable.)

We use a linear extrapolation in $`N^1`$ to obtain the thermodynamic limit (solid line), as appropriate for a compact geometry without boundaries (boundaries would contribute a term $`N^{1/2}`$ in the finite size correction for the energy per particle). To get a feel for the accuracy of such an extrapolation with four points, we note that for $`E^{(0)}`$, which serves as a useful benchmark, the linear extrapolation using the first four points (dotted line) differs from the more accurate extrapolation (dashed line) by approximately 0.04%, 0.1%, and 0.15% for $`\nu =`$ 1/7, 1/9, and 1/11, respectively.

$`E^{(0)}`$, the energy of Laughlin’s wave function, exceeds the WC energy for $`\nu =1/7`$, 1/9, and 1/11, as noted in earlier studies . However, the best variational estimate, $`E^{(3)}`$, is $``$ 0.8% lower than $`E^{(0)}`$ for the filling factors considered, which is not a large reduction in absolute terms, but enough to make a qualitative change in the outcome. The principal conclusion of this work is that, for the model considered, the ground state is a liquid at $`\nu =1/7`$ and very likely also at $`\nu =1/9`$. At $`\nu =1/11`$ the relatively large uncertainties in various energies prevent us from making a definite statement, but a liquid ground state is a distinct possibility even here. It is striking that composite fermions with vorticity as high as eight or perhaps even ten can occur in nature.

The relatively small overlaps between $`\mathrm{\Psi }^{(0)}`$ and $`\chi ^{(3)}`$ (Fig. 2) are indicative of a substantial amount of mixing between CF levels. Nevertheless, there is little doubt that the true ground state can be obtained from the noninteracting state $`\mathrm{\Psi }^{(0)}`$ without crossing a phase boundary (or without gap closure), and hence the physics of the true liquid state can qualitatively be described in terms of noninteracting composite fermions. Only detailed and accurate quantitative calculations can tell, however, whether the liquid or the solid is the ground state.

The local resistance minima observed at fractions of the form $`\nu =n/(6n\pm 1)`$ and $`\nu =n/(8n\pm 1)`$ ride a background that rises rapidly with decreasing temperature . Pan et al.  suggested that the CF liquid is obtained at temperatures exceeding the WC melting temperature. Our calculations put forth the alternative possibility that the true ground state at these fractions, in the absence of disorder, is the CF liquid. The insulating behavior would then be the result of an absence of percolation of the liquid, due to domains of Wigner crystal induced by disorder . A future observation of a well developed, dissipationless FQHE state at these fractions would confirm this scenario. (It may be recalled that the FQHE at $`\nu =1/5`$ was also initially observed on a rising background.) Interesting questions also arise regarding the nature of the state away from these special filling factors. It is possible that there is a series of zero-temperature quantum phase transitions between the CF liquid and the WC as a function of $`\nu `$, as is believed to be the case  in the vicinity of $`\nu =1/5`$.

To summarize, the interaction between composite fermions is weak, causing only a small change in the energy ($`<1`$%), but it can be of crucial importance in stabilizing the CF liquid in parts of the phase diagram earlier thought to belong to the Wigner crystal. We thank Vito Scarola for help and useful discussions. This work was supported in part by the National Science Foundation under grants no. DGE-9987589 (IGERT) and DMR-0240458. We are grateful to the High Performance Computing (HPC) Group led by V. Agarwala, J. Holmes, and J. Nucciarone, at the Penn State University ASET (Academic Services and Emerging Technologies) for assistance and computing time with the LION-XE cluster.


text:
# 1 Cosmology and the Second String Revolution

## 1 Cosmology and the Second String Revolution

The first string revolution began place in 1984 after John H. Schwarz and Michael Green demonstrated anomaly cancellation in the Type I superstring (Green 1984). Similar anomaly cancellation was soon shown, thereafter, for the four other superstring theories, Type IIA, Type IIB, Heterotic $`SO(32)`$ and Heterotic $`E_8\times E_8`$. Superstring theory was quickly recognized as the leading candidate for a “Theory of Everything.” String theory unified the four known forces and explained all particles as different modes of a fundamental “string”. However, it also drastically transformed our understanding of the universe, revealing that it more complex than had ever been imagined prior. For no longer was our universe $`(3+1)`$-dimensional, instead it became (9+1)-dimensional. The six new dimensions were claimed to necessarily be compactified with Planck-scale length to explain the matter and non-gravitational force content of our universe.

The problem with string theory was that it wasn’t a single theory, but actually five. For the next decade one of the primary directions in string research was investigation of the parameter space of each of these five theories and of connections between the theories. While each theory contained only one solution with ten large non-compact dimensions, each time another dimension was compactified the number of solutions grew ever more enormous.

Soon after the first revolution, equivalences were being recognized between different models. The simplest involved models with only one compactified dimension: replacing a compactification radius $`R_1`$ in one model with with radius $`R_2=\alpha ^{^{}}/R_1`$, where $`\alpha ^{^{}}\frac{1}{2\pi T}`$ is the string slope (with T the string tension) produces another physically equivalent model. In the watershed year of 1995, Ed Witten, Joe Polchinski, Petr Horova and colleagues demonstrated equivalences between models of different string theories (Horava 1996, Polchinski 1996) and even related 10-dimensional string theory to an eleven dimensional supergravity theory. Thus was born the second string revolution. It was soon understood that all five 10-dimensional string theories and 11 dimension supergravity where all part of one more encompassing theory. Each of the old theories were different regions in the parameter space of a single 11-dimensional theory, now known as $`M`$-theory. In string language, the size of the eleventh dimension was found to corresponded to the string coupling strength. Relatedly, the eleventh dimension also gave strings thickness, thus transforming them into membranes. In models with weak coupling the 11th-dimension is of Planck size or smaller, while in strong coupled string models it is larger than the Planck scale. Thus, the eleventh dimension of spacetime becomes apparent in a ten-dimensional string theory as the string coupling strength becomes strong.

The idea of the $`11^{\mathrm{th}}`$ dimension growing large led several groups to consider allowing varying numbers of the other six compactified dimensions to also grow large. Two of the first groups were Arkani-Dimopoulos-Dvali (ADD) and Randall-Sundrum (RS) The former group developed models where only gravity propagates in the large extra dimensions (Arkani-Hamed 1998, Antoniadis 1998). In contrast, the latter group allowed varying combinations of matter and vector boson fields to propagate in all dimensions (Randall 1999). The ADD model allows many dimensions to be much larger than the Planck scale, while the RS model allows only the 11th dimension to grow large.

When gravity propagates in the large extra dimensions the classical gravitational force law goes as $`\frac{1}{r^{2+n}}`$ (derived from Gauss’ Law in $`3+n`$ dimensions), where $`3+n`$ is the number of non-compact and compact dimensions of size significantly greater than $`r`$. If these $`n`$ extra dimensions are of the ADD class, then the standard model forces and gravity unify at an energy scale $`M^{}`$ if the size of these dimensions are all of the scale, $`R^{}\frac{\mathrm{}c}{M^{}c^2}\left(\frac{M_P}{M^{}}\right)^{(2/n)}`$. In this manner, unification of all forces is possible at a scale as low as a few TeV. This would imply, though, that at least one dimension is of sub-millimeter length. Unification occurs because the gravitational coupling strength grows larger at higher energy scales, increasingly faster as $`n`$ increases. Although $`n=1`$ has been ruled out by astrophysical constraints, $`n=2`$ yields $`R^{}.1`$ mm.

String/M-theory considerations can modify the inverse $`r^{2+n}`$ form of the force law to a more general expression with potential $`V(r)=G\frac{m_1m_2}{r}(1+\alpha \mathrm{e}^{r/\lambda })`$. Two large extra dimensions yields $`\lambda =R^{}`$ and $`\alpha =3`$ $`(4)`$ for compactification on a 2-sphere (2-torus). Dilaton and moduli exchange correspond to $`\alpha `$ as large as $`10^5`$ and $`\lambda 0.1`$ mm.

While the unification of forces via dimensions of sub-millimeter scale eliminates the hierarchy between the weak and the Planck distance scales, it creates another: that between the weak scale and the much larger compactification scale $`R^{}`$. In their model Randall-Sundrum sought to avoid introducing this new hierarchy, so they allowed only the eleventh dimension to grow beyond Planck scale and only by a factor of $`M_{\mathrm{Plank}}/M_{\mathrm{GUT}}`$. Near the Planck scale, spacetime appears 5-dimensional, but it’s metric is “warped”: $`ds^2=\mathrm{e}^{2kr_c\varphi }\eta _{\mu \nu }dx^\mu dx^\nu +r_c^2d\varphi ^2`$, where $`k`$ is of Planck scale order, $`x^\mu `$ are coordinate for our four dimensions, and $`0\varphi \pi `$ is the coordinate of the $`11^{\mathrm{th}}`$ dimension, for which $`r_c`$ is the size scale. This metric was shown to be a solution to Einstein’s equations with two 3-branes (tensored with six compactified dimensions) separated along the direction of $`\varphi `$. In this model the large hierarchy between the Planck and weak scales does not require $`r_c`$ to be extremely large compared to the Planck scale, but only larger by a factor of around 50. The hierarchy is generated by the exponential term that decreases in values as $`\varphi `$ increases. This corresponds to movement away from one 3-brane (a hidden universe) towards the other 3-brane (our universe).

### 1.1 Varying Physical Constants

In string/M-theory the traditional physical constants in nature, such as the speed of light, are not fundamental constants. Their values depend upon the geometry of the extra spatial dimensions, specifically their size and arrangement. Thus, these physical “constants” may be dynamical during different phases of an evolving string universe. The sizes of the compactified dimensions correspond to scalar (moduli) fields of the theory.

Recent astronomical evidence suggests that at least one of the extra spatial dimensions, in particular the $`11^{\mathrm{th}}`$, in string theory might indeed be very large. The first piece of evidence originates in magnesium and iron atom absorption lines in the light emitted by quasars billions of light years away. The absorption lines are created as the emitted light passes through interstellar gas. The positions of the lines are functions of the fine-structure constant. Based on their analysis of light from over 30 distant quasars that contain these absorption lines, Jack Webb et al. have concluded that the fine-structure constant, $`\alpha _{em}`$, has been varying significantly only a few billion years ago (Webb 1999, 2000). When the wavelengths for specific quasar absorption lines was compared to those in absorption lines produced in a laboratory, a consistent shift in the quasar lines from four independent sets of data was found suggesting that a few billion years ago $`\alpha _{em}\frac{e^2}{\mathrm{}c}`$ was about smaller than it is now. Comparison of the lab value of $`\alpha `$ to the value of $`\alpha `$ from quasars within the red shift domain $`z0.6`$ to 2 indicated a $`4\sigma `$ deviation, $`\delta \alpha /\alpha =(0.72\pm 0.18)\times 10^5`$. This implies $`e`$ has increased and/or $`c`$ has decreased over the last few billion years. Changes in $`c`$ in particular suggest a low energy M-theory scale and a related long time before some compactified dimensions stabilized.

P.C.W. Davies et al. have recently argued that black hole thermodynamics suggests that only $`c`$ changed (Davies 2002). Otherwise, they claim that an increase in $`e`$ would have decreased the entropy of black holes, violating the generalized second law of thermodynamics. However, S. Carlip and S. Vaidya have contested this claim, arguing that when the full thermal environment of a black hole is considered, thermodynamics is consistent with a decrease in $`c`$, an increase in $`e`$, or both (Carlip 2002). Further, for a certain class of charged dilaton black holes related to string theory, M. Fairbairn and M. Tytgat have shown that the entropy does not change under adiabatic variations of $`\alpha `$ and one might expect it to increase for non-adiabatic changes (Fairbairn 2002).

M. Duff has also argued that, while the possible time variation of dimensionless fundamental constants of nature, such as the fine structure constant $`\alpha `$, is a legitimate subject of physical enquiry, the time variation of dimensional constants, such as $`\mathrm{}`$, $`c`$, $`G`$, $`e`$, $`k`$…, has no operational meaning, since the latter are merely human constructs whose number and values differ from one choice of units to the next (Duff 2002).

P. Brax et al. have investigated under what conditions masses or gravitational constant or any of the three Standard Model coupling constants, including $`\alpha `$, might vary (Brax 2002). They determined that in the brane world scenario, an evolution of masses or of the gravitational constant (which one depends on the frame) is generally predicted when the moduli fields are not stabilized, whereas an evolution of a coupling constant is predicted only under more special circumstances (Brax 2002). Only if vector bosons are directly coupled to the bulk scalar field in a string/M-theory model, which is often the case, would the corresponding coupling constants vary. Thus, a time-variation of coupling constants is a prediction of string/M-theory (Brax 2002).

### 1.2 The GZK Paradox

A current astrophysical paradox is the detection on earth of ultra high energy cosmic rays with energies beyond the Greisen-Zatsepin-Kuzmin (GZK) cutoff (Greisen 1966, Zatsepin 1966). There are no known astrophysical sources in the local region of our galaxy that can account for these streams of particles, which appear to be hadrons, rather than photons or neutrinos, based on the signatures of shower events as these high energy particles interact with our atmosphere. However, if the particles are truly hadronic in nature, then their propagation over astrophysical distances is strongly influenced by the cosmic background radiation. These interactions result in the GZK cutoff on the maximum energy of cosmic ray hadrons, with $`E_{\mathrm{MAX}}10^{20}`$ eV. Further, if the particles were photonic, rather than hadronic, then they would be expected to have a mean free path of less than 10 Mpc due to scatter with the cosmic background radiation and radio photons (Coriano 2002). Therefore, unless the cosmic ray particles are neutrinos, their origin must be nearby. However, neutrinos would interact very weakly in our atmosphere, not producing the signatures seen.

String/M-theory offers at least two distinct solutions to the GZK paradox. The first proposal is that the ultra high energy cosmic rays originate from the decay of long-lived super-heavy matter states with mass of order $`10^{1215}`$ GeV, which simultaneously are good candidates for cold dark matter (Coriano 2001, 2002). Then these cosmic rays could have their origin in decays within our galactic halo and escape GZK bounds (Coriano 2002). Matter with the basic properties required to produce such cosmic rays are inherent to a class of (semi)-realistic models derived from the heterotic string and originate from Wilson line breaking of GUT symmetries. More specifically, though, the super-heavy states must have a lifetime of order $`10^{17}`$ seconds to $`10^{28}`$ seconds and their abundance should satisfy the relation, $`(\mathrm{\Omega }_X/\mathrm{\Omega }_O)(t_0/\tau _X)5\times 10^{11}`$ to account for the observed flux of cosmic rays through the earth’s atmosphere. $`t_0`$ is the age of the universe, $`\tau _X`$ is the lifetime of the meta-stable state, $`\mathrm{\Omega }_0`$ is the critical mass density, and $`\mathrm{\Omega }_X`$ is the relic mass density of the meta-stable state (Coriano 2002). Whether or not these latter properties are specifically satisfied is very string model dependent. Potential ultra high energy ray producing candidates include “cryptons” in the flipped $`SU(5)`$ model (Antoniadis, Lopez), which are condensates of $`\mathrm{𝟒}`$ and $`\overline{\mathrm{𝟒}}`$ reps of the hidden sector $`SU(4)_H`$, “unitons”, which are exotic standard model quarks and carry a fractional $`U(1)_Z^{}`$ charge, and “singletons”, which is a standard model singlets but carry a fractional $`U(1)_Z^{}`$ charge (Coriano 2001).

An alternate or complimentary explanation for the GZK paradox is based upon M-theory space-time foam effects studied by Ellis et al. They model spacetime foam using a non-critical Liouville-string model for the quantum fluctuations of $`D`$-branes with recoil. Ellis et al. argue that particle momentum could be conserved exactly during propagation but only on the average during interactions with a $`D`$-brane, while energy is conserved only on the average during interactions and, in general, is not conserved during interactions with a brane because of changes in the background metric. Ellis et al. conclude that $`D`$-brane recoil effects provide another means by which the GZK cut-off can be avoided (Ellis 2001).

## 2 Constraints on Sizes of Extra Dimensions

The scale below which deviation from $`1/r^2`$ begins corresponds to the size of the largest compactified string or M-theory dimension. Hoyle et al. at the University of Washington have verified from a Cavendish torsion-type experiment that gravity keeps its $`1/r^2`$ form down to 0.218 mm. This translates into a 95$`\%`$ confidence upper limit of .150 mm. on the size of two compact dimensions and a 95$`\%`$ confidence that the largest compact dimension of any number is less than .2 mm. (Hoyle 2000, Adelberger 2002).

Even stronger constraints have been imposed from neutrino flux measurements of the SN 1987a supernova. Hanhart et al. have developed self-consistent simulations of the early, neutrino-emitting phase of a proto-neutron star which include energy losses due to the coupling of Kaluza-Klein modes of a graviton which arise with ADD compactified dimensions. They compared the neutrino signals from their simulations to that from SN 1987a and from a probabilistic analysis determined the upper bound for two compact extra dimensions to be 0.66 $`\mu `$m at the $`95\%`$ confidence level and, similarly, an upper bound of 0.8 nm. for three extra dimensions (Hanhart 2001).

Milton has placed not upper, but lower limits on large compactified dimensions. Since quantum fields in extra compact dimensions should give rise to a quantum vacuum or Casimir energy and supernova and cosmic microwave background data indicate that the cosmological constant is of the same order as the critical mass density of the universe, Milton argues a lower bound of around 10 $`\mu `$m. to the size of large compact dimensions (Milton 2000). Otherwise he claims the Casimir energy would produce too large of a cosmological constant.

## 3 MSSM and String Scales Consistency

Strong coupling effects of $`M`$-theory can lower (Witten) heterotic string scale $`\mathrm{\Lambda }_H`$ down to $`\mathrm{\Lambda }_U`$. However, when a weak string coupling is assumed, that is, $`R_{11}\stackrel{<}{}10^{33}`$ cm., an enduring issue has been the discrepancy between the $`SU(3)_C\times SU(2)_L\times U(1)_Y`$ () gauge coupling unification scale, $`\mathrm{\Lambda }_U2.5\times 10^{16}`$ GeV (Ellis 1990, Amaldi 1991, Langacker 1991), for the the MSSM with intermediate scale desert and the string scale, $`\mathrm{\Lambda }_H5\times 10^{17}`$ GeV (Kaplunovsky 1988), for the weakly coupled heterotic string.

Two weak coupling solutions have been proposed to resolve this factor of 20 disagreement (Dienes 1995a, 1995b, 1997). One proposal is a grand unified theory between $`\mathrm{\Lambda }_U`$ and $`\mathrm{\Lambda }_H`$. Here the MSSM couplings merge at $`\mathrm{\Lambda }_U`$ and then run together within a GUT to $`\mathrm{\Lambda }_H`$. However, with the exception of flipped $`SU(5)`$ (Antoniadis 1989, Lopez 1993) (or partial GUTs such as the Pati-Salam $`SU(4)_C\times SU(2)_L\times SU(2)_R`$ (Pati 1975, Chang 1984) string GUT models based on level-one Kač-Moody algebras encounter a difficulty: they lack the required adjoint higgs (and higher representations). Alternately, intermediate scale exotics could shift the MSSM unification scale upward to the string scale (Chang 1997).

The near ubiquitous appearance of MSSM-charged exotics in heterotic string models adds weight to this third proposal. If MSSM exotics exist with intermediate scale masses of order $`\mathrm{\Lambda }_I`$, then the actual  running couplings are altered above $`\mathrm{\Lambda }_I`$. It is then, perhaps, puzzling that the illusion of MSSM unification should still be maintained when the intermediate scale MSSM exotics are ignored (Giedt 2002). Maintaining this illusion likely requires very fine tuning of $`\mathrm{\Lambda }_I`$ for a generic exotic particle set and $`\mathrm{\Lambda }_H`$. Slight shifting of $`\mathrm{\Lambda }_I`$ would, with high probability, destroy appearances. Thus, in some sense, the apparent MSSM unification below the string scale might be viewed as accidental (Ghilencea 1999, Giedt 2002).

A mechanism whereby the appearance of a $`\mathrm{\Lambda }_U`$ is not accidental would be very appealing. Just such a mechanism, entitled “optical unification,” has recently been discussed by J. Giedt (Giedt 2002). Optical unification results in $`\mathrm{\Lambda }_U`$ not disappearing under shifts of $`\mathrm{\Lambda }_I`$. Instead, $`\mathrm{\Lambda }_U`$ likewise shifts in value. This effect is parallel to a virtual image always appearing between a diverging lens and a real object, independent of the position of the lens or real object. Hence, Giedt’s choice of appellation for this mechanism.

Successful optical unification requires three things (Giedt 2002). First, the effective level of the hypercharge generator must be the standard $`k_Y=\frac{5}{3}`$. This is a strong constraint on string-derived $`[321]`$ models, for the vast majority have non-standard hypercharge levels. Only select classes of models, such as the NAHE-based free fermionic class, can yield $`k_Y=\frac{5}{3}`$. Second, optical unification imposes the relationship $`\delta b_2=\frac{7}{12}\delta b_3+\frac{1}{4}\delta b_Y`$, between the exotic particle contributions $`\delta b_3`$, $`\delta b_2`$, and $`\delta b_1`$ to the  beta function coefficients. Each $`SU(3)_C`$ exotic triplet or anti-triplet contributes $`\frac{1}{2}`$ to $`\delta b_3`$; each $`SU(2)_C`$ doublet contributes $`\frac{1}{2}`$ to $`\delta b_2`$. With the hypercharge of a MSSM quark doublet normalized to $`\frac{1}{6}`$, the contribution to $`\delta b_Y`$ from an individual particle with hypercharge $`Q_Y`$ is $`Q_Y^2`$. $`\delta b_3>\delta b_2`$ is required to keep the virtual unification scale below the string scale. Combining this with the second constraint imposes $`\delta b_3>\delta b_2\frac{7}{12}\delta b_3`$, since $`\delta b_Y0`$.

To acquire intermediate scale mass, the exotic triplets and anti-triplets must be equal in number. Similarly, the exotic doublets must be even in number. Hence, $`\delta b_3`$ and $`\delta b_2`$ must be integer (Giedt 2002). As Giedt pointed out, the simplest solution to optical unification three exotic triplet/anti-triplet pairs and two pairs of doublets. One pair of doublets can carry $`Q_Y=\pm \frac{1}{2}`$, while the remaining exotics carry no hypercharge. Alternately, if the doublets carry too little hypercharge, some exotic $`SU(3)_C\times SU(2)_L`$ singlets could make up the hypercharge deficit. The next simplest solution requires four triplet/anti-triplet pairs and three pairs of doublets that yield $`\delta b_Y=2\frac{2}{3}`$ either as a set, or with the assistance of additional non-Abelian singlets. Cleaver et al. presents a standard-like model that has the potential to realize the latter optical unification solution, with the required hypercharge carried by the (anti)-triplets and one additional pair of singlets (Cleaver 2002). Detailed analysis of this model is underway.

## 4 Concluding Comments

The second string revolution answered many of the fundamental questions of string theory, in particular, the relation between the five former string theories. But M-theory has also raised more questions than it has answered. What M-theory truly is, is not known. String theory, even with ten-dimensions, presented a much less complicated picture of the universe than $`M`$-theory does. The drastically different string cosmologies that the ADD and RS theories present give a hint to the vast array of possibilities allowed perturbatively by $`M`$-theory. For now we can only wonder about the form of the true $`M`$-theory universe.

## ACKNOWLEDGEMENTS

In this talk I have only scratched the surface of recent developments in string/$`M`$-theory research and related cosmological implications. The work of many, many other people should be mentioned in a more complete review of recent progress in string/$`M`$ cosmology. I thank Michel Tytgat for bringing some manuscripts to my attention.

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