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# 𝑆𝐿(2)-solution of the pentagon equation and invariants of three-dimensional manifolds

## 1 Introduction

Recently, acyclic complexes of a new kind were invented which can be put in correspondence to triangulations of three- and four-dimensional manifolds . Euclidean metric values (such as edge lengths, dihedral angles and Euclidean coordinates of vertices) were ascribed to the elements of these triangulations. The linear spaces entering in the complex were constructed out of infinitesimal variations of such values. The result was the construction of invariants of piecewise-linear manifolds which were expressed in terms of the torsion of the complex together with volumes of simplices of different dimensions entering in the triangulation.

The basis for constructing these new acyclic complexes consisted in algebraic relations corresponding in a natural sense to elementary rebuildings of a manifold triangulation — Pachner moves, namely the move $`23`$ (two tetrahedra having a common face are replaced by three tetrahedra having a common edge; we call such relation pentagon equation) in the three-dimensional case, and the move $`33`$ in the four-dimensional case. Then, the complex was built in such way as to ensure the construction of the invariant of all Pachner moves.

In the three-dimensional case, the invariant passes successfully a standard test of distinguishing the lens spaces . The more complicated four-dimensional case requires further investigations.

In the present paper, we are dealing again with three-manifolds but, instead of using the solution to pentagon equation related to Euclidean values, we are using the $`SL(2)`$-solution found in paper . We continue to use this name for it, although a bigger group arises, too, in our constructions — the group of area-preserving affine motions of a plane.

Two representations of the manifold $`M`$ fundamental group $`\pi _1(M)`$ enter in a natural way in the construction of acyclic complex. To explain this, consider once again the Euclidean case. In paper , we put the vertices of a triangulation of manifold $`M`$ in a three-dimensional Euclidean space, while in paper  we put there the vertices of the triangulation of universal cover of manifold $`M`$. One can say that every vertex of $`M`$’s triangulation was multiplied to $`card\left(\pi _1(M)\right)`$ its copies, and the transition from one copy to another was determined by the image of an element of $`\pi _1(M)`$ in the group $`E_3`$ of Euclidean motions of the three-dimensional space with respect to some representation $`f:\pi _1(M)E_3`$. In addition to representation $`f`$, one can consider other representations of group $`\pi _1(M)`$, namely in the linear spaces of differentials of which our complex (corresponding to the universal cover) is built. Here the work with nontrivial representations was initiated in short note .

Two similar kinds of representations can be considered in the $`SL(2)`$-case as well. The experience of studying the Euclidean case shows that it is exactly the use of nontrivial representations that leads to the most interesting manifold invariants. Still, we will confine ourselves in this paper to the simplest case where both representations are trivial. We hope to study the invariants corresponding to nontrivial representations in subsequent papers.

The contents of the remaining sections of this paper is as follows: in section 2 we write out the solution to pentagon equation from  together with some new ideas. In section 3 we construct an algebraic complex on this basis. In section 4 we study the behavior of the torsion of the complex (assuming its acyclicity) under the Pachner moves $`23`$ and $`14`$, and propose a formula for the manifold invariant based on this study. In section 5 the invariant for sphere $`S^3`$ and projective space $`P^3`$ is computed (the complexes turning out indeed acyclic). In the final section 6 we discuss the results and plans for future research.

## 2 $`SL(2)`$-solution of pentagon equation

The Pachner move $`23`$ is pictured in Figure 1:

adjacent tetrahedra $`EABC`$ and $`ABCD`$ which belong to a triangulation of a three-dimensional oriented manifold are replaced with three tetrahedra $`ABED`$, $`BCED`$ and $`CAED`$. We put in correspondence to every oriented edge a real number, for instance, number $`\lambda _{AB}`$ to edge $`AB`$, and assume that for all edges

$$\lambda _{BA}=\lambda _{AB}.$$
(1)
If necessary, we can extend the field to which numbers $`\lambda `$ and related values belong to the field $``$ of complex numbers. On the other hand, we are not considering at this moment an interesting question of what we will get if $`\lambda `$’s belong to a field of a finite characteristic.

For every oriented two-dimensional face, we construct a value $`S`$ which is the circulation of values $`\lambda `$; e.g., for face $`ABC`$, by definition,

$$S_{ABC}=\lambda _{AB}+\lambda _{BC}+\lambda _{CA}.$$
(2)
Now we ascribe numerical values to dihedral angles at the edges of a tetrahedron. Consider an oriented tetrahedron $`BCED`$ and its oriented edge $`ED`$. We say that the “value of the dihedral angle” at $`ED`$ is, by definition,

$$\alpha =\frac{1}{2}\frac{S_{BDC}+S_{BEC}}{S_{BDE}S_{CDE}}.$$
(3)
Thus, $`\alpha `$ changes its sign both when we change the orientation of the tetrahedron (without changing the orientation of edge $`ED`$) and when we change the orientation of edge $`ED`$ (without changing the orientation of the tetrahedron).

Introduce similar values for tetrahedra $`CAED`$ and $`ABED`$:

$$\beta =\frac{1}{2}\frac{S_{CDA}+S_{CEA}}{S_{CDE}S_{ADE}},$$
(4)
$$\gamma =\frac{1}{2}\frac{S_{ADB}+S_{AEB}}{S_{ADE}S_{BDE}}.$$
(5)
We assume from now on that (if the contrary is not stated explicitly) we always choose the positive orientation for all tetrahedra belonging to the manifold triangulation, i.e., the orientation determined by the order of tetrahedron vertices coincides with the fixed orientation of the whole manifold. We set by definition

$$\omega _{ED}=\omega _{DE}=\alpha +\beta +\gamma .$$
(6)
Under the agreement of the previous paragraph, this value is uniquely determined by the oriented edge $`ED`$. Moreover, its definition generalizes in the obvious way for the case where edge $`ED`$ is common for more than three tetrahedra. Due to the reasons which will soon be clear, we will call $`\omega _{ED}`$ the curvature around edge $`ED`$.

Return now to Figure 1. The following formula takes place:

$$S_{ABC}=S_{ADE}S_{BDE}S_{CDE}\frac{\omega _{ED}}{\lambda _{ED}},$$
(7)
where all values are calculated at such $`\lambda _{ED}`$ for which $`\omega _{ED}=0`$. The relation (7) is exactly the solution of pentagon equation that lies in the foundation of our subsequent constructions. In its left-hand side, there is the value $`S_{ABC}`$ corresponding exactly to the face which is present in the left diagram of Figure 1 but absent from the right diagram, and a similar statement is true for the right-hand side of (7) as well.

The validity of relation (7) can be verified directly. The ideas that can lead to it can be found in paper  (cf. formula (15) of that paper).

The condition $`\omega _{ED}=0`$ is equivalent to the bilinear relation

$$S_{ADB}S_{CDE}+S_{BDC}S_{ADE}+S_{CDA}S_{BDE}=0,$$
(8)
and (8) is transformed into itself under any transposition of letters $`A,\mathrm{},E`$. On the other hand, the relation (8) holds if we assume that $`A,\mathrm{},E`$ are points in the usual plane $`^2`$, while $`S_{\mathrm{}}`$ are the oriented areas of triangles. Besides the bilinear relations, the areas obey, of course, linear relations of type $`S_{ABC}+S_{ACD}=S_{ABD}+S_{BCD}`$, which is in accordance with such formulas as (2).

This motivates the following constructions. Let $`A`$, $`B`$, $`D`$ and $`E`$ be points in the plane $`^2`$. We remark at once that we don’t need to calculate, e.g., distances between points or angles (in the Euclidean sense) within this plane, but only areas of figures. Let all areas of triangles with vertices in these points be given. Then one can find that

$$\stackrel{}{EB}=\frac{S_{EBA}\stackrel{}{ED}+S_{EDB}\stackrel{}{EA}}{S_{EDA}},$$
(9)
where $`S_{EBA}`$ is the oriented area of triangle $`EBA`$ and so on.

Let us add one more point, $`C`$, to our four points. Replacing in (9) the pair $`A,B`$ first with $`B,C`$ and then with $`C,A`$, we get two more relations:

$$\stackrel{}{EC}=\frac{S_{ECB}\stackrel{}{ED}+S_{EDC}\stackrel{}{EB}}{S_{EDB}},$$
(10)
$$\stackrel{}{EA}=\frac{S_{EAC}\stackrel{}{ED}+S_{EDA}\stackrel{}{EC}}{S_{EDC}}.$$
(11)
Now we look at formulas (9), (10) and (11) from a different point of view. We forget for a while that $`A,\mathrm{},E`$ are points from $`^2`$ and regard these letters simply as subscripts numbering some values $`\lambda `$ on which only the antisymmetry condition (1) is imposed and from which values $`S\mathrm{}`$ are constructed according to formulas of type (2). So, we consider formulas (9), (10) and (11) simply as linear relations imposed on some nonzero vectors $`\stackrel{}{EA}`$, $`\stackrel{}{EB}`$, $`\stackrel{}{EC}`$ and $`\stackrel{}{ED}`$ lying in $`^2`$.

If (8) holds, then these relation agree with each other. We will not, however, require the validity of (8), but instead of this we change $`\stackrel{}{EA}`$ to $`\stackrel{}{EA}_{\text{new}}`$ in the l.h.s. of (11), and express $`\stackrel{}{EA}_{\text{new}}`$ in terms of $`\stackrel{}{ED}`$ and $`\stackrel{}{EA}`$, substituting expressions (10) and (9) for $`\stackrel{}{EC}`$ and $`\stackrel{}{EB}`$. We get, after some calculation:

$$\stackrel{}{EA}_{\text{new}}=\stackrel{}{EA}+\omega _{ED}S_{EDA}\stackrel{}{ED}.$$

From the viewpoint of Figure 1, the relation (9) deals with tetrahedron $`ABED`$, (10) — with tetrahedron $`BCED`$ and (11) — with $`CAED`$. Their successive use corresponds, one can say, to going around the edge $`ED`$. Namely, we see that the element of $`SL(2)`$ which corresponds to this going around is determined by the following transformation of (unnormed) bases in the plane $`^2`$:

$$(\stackrel{}{ED},\stackrel{}{EA})(\stackrel{}{ED},\stackrel{}{EA}+\omega _{ED}S_{EDA}\stackrel{}{ED}).$$
(12)
If we return to considering $`E`$, $`D`$ and $`A`$ in formula (12) as points in the plane $`^2`$, $`\stackrel{}{ED}`$ and $`\stackrel{}{EA}`$ — as vectors with corresponding origins and ends, and $`S_{EDA}`$ — as the area of triangle $`EDA`$, then the transformation (12) depends only on the vector $`\stackrel{}{ED}`$ and number $`\omega _{ED}`$, and not on the vector $`\stackrel{}{EA}`$.

## 3 Construction of the algebraic complex

The algebraic complex that we are going to build in this Section has the following form:

$$0^6\stackrel{f_1}{}^{3\mathrm{\#}\text{vertices}}\stackrel{f_2}{}^{\mathrm{\#}\text{edges}}\stackrel{f_3}{}^{\mathrm{\#}\text{edges}}\stackrel{f_4}{}^{3\mathrm{\#}\text{vertices}}\stackrel{f_5}{}^60.$$
(13)
Here $`\mathrm{\#}`$vertices is, of course, the number of vertices in the simplicial complex, while $`\mathrm{\#}`$edges — the number of edges. The bases are fixed in all spaces, so the mappings are identified with matrices. We now pass on to defining the mappings $`f_i`$ in the sequence (13).

We put all the vertices of the complex in the two-dimensional coordinate space $`^2`$, i.e. we ascribe to every vertex $`A`$ real numbers $`x_A`$ and $`y_A`$. We assume that values $`x_A`$ and $`y_A`$ can take infinitesimal variations $`dx_A`$ and $`dy_A`$. Besides, we put in correspondence to every vertex $`A`$ one more real number $`\varkappa _A`$ which, too, can take a variation $`d\varkappa _A`$. We understand the second left nonzero space $`^{3\mathrm{\#}\text{vertices}}`$ in the sequence (13) as consisting of columns of differentials $`(dx_A,dy_A,d\varkappa _A,dx_B,dy_B,d\varkappa _B,\mathrm{})^\mathrm{T}`$ (the superscript $`\mathrm{T}`$ means matrix transposing).

The leftmost nonzero space $`^6`$ is the five-dimensional Lie algebra of infinitesimal affine area-preserving transformations of the plane $`^2`$ plus (direct sum) the one-dimensional space of differentials $`d\varkappa `$. A vector in this space is represented by a column

$$(dt_1,dt_2,dt_3,dx,dy,d\varkappa )^\mathrm{T},$$
(14)
which corresponds to the element $`\left(\begin{array}{cc}dt_3& dt_1\\ dt_2& dt_3\end{array}\right)`$ of Lie algebra $`𝔰𝔩(2)`$, the translation by vector $`\left(\begin{array}{c}dx\\ dy\end{array}\right)`$ in $`^2`$ and the translation of parameter $`\varkappa `$ by $`d\varkappa `$. The mapping $`f_1`$ in sequence (13) is as follows: to a vector (14) there correspond, in every vertex $`A`$, the vector

$$\left(\begin{array}{c}dx_A\\ dy_A\end{array}\right)=\left(\begin{array}{cc}dt_3& dt_1\\ dt_2& dt_3\end{array}\right)\left(\begin{array}{c}x_A\\ y_A\end{array}\right)+\left(\begin{array}{c}dx\\ dy\end{array}\right)$$
(15)
and

$$d\varkappa _A=d\varkappa +\frac{x_Adyy_Adx}{2}.$$
(16)
The meaning of formulas (15) and (16) will become clear when we start proving that the sequence (13) is a complex.

Now we ascribe to every edge $`AB`$ the value

$$\lambda _{AB}=S_{OAB}+\varkappa _B\varkappa _A,$$
(17)
where $`S_{OAB}`$ is the (oriented) area of triangle $`OAB`$, $`O`$ is the origin of coordinates. The left one of the two spaces $`^{\mathrm{\#}\text{edges}}`$ in (13) consists of columns of differentials $`d\lambda _{AB}`$ for all edges. The mapping $`f_2`$, by definition, is obtained by differentiating the equality (17), i.e. the value $`d\lambda _{AB}`$ which is obtained from given $`dx_{\mathrm{}},dy_{\mathrm{}}`$ and $`d\varkappa _{\mathrm{}}`$ by means of $`f_2`$ is

$$d\lambda _{AB}=\frac{y_B}{2}dx_A\frac{x_B}{2}dy_A\frac{y_A}{2}dx_B+\frac{x_A}{2}dy_B+d\varkappa _Bd\varkappa _A.$$
(18)
As the discussion in Section 2 shows, the curvatures $`\omega _{AB}`$ around all edges are zero if all $`\lambda _{AB}`$ are obtained from vertex coordinates by formulas (17) (the adding of values $`\varkappa _{\mathrm{}}`$ obviously does not interfere with the vanishing of the curvatures). Now we introduce into consideration the differentials of all curvatures. They will form the right one of the two spaces $`^{\mathrm{\#}\text{edges}}`$ in sequence (13). The matrix of mapping $`f_3`$ is, by definition, $`(\omega _a/\lambda _b)`$, where $`a`$ numbers the edges of the complex and at the same time the rows of this matrix, while $`b`$ — the edges and the columns. The partial derivatives are calculated on the basis of relation (6) or its generalization to greater number of tetrahedra, the “angles” $`\alpha `$, $`\beta `$, $`\gamma ,\mathrm{}`$ being calculated according to formulas of type (3), (4), (5), where, of course, values $`\lambda _{\mathrm{}}`$ are substituted according to formulas (2) and (1).

The right one of the two spaces $`^{3\mathrm{\#}\text{vertices}}`$ in sequence (13) will be the direct sum of Lie algebras $`𝔰𝔩(2)`$, one copy of the algebra for every vertex in the complex. The mapping $`f_4`$ is constructed in the following way. Consider, for instance, a vertex $`E`$. The element $`d\gamma _E𝔰𝔩(2)`$ in which $`f_4`$ transforms a given configuration of values $`d\omega `$ on the edges of complex equals, by definition, the sum over all edges beginning in $`E`$ of the elements of this Lie algebra corresponding to infinitesimal basis transformations of type (12).

Assume we are considering an edge $`ED`$ whose coordinates are

$$\left(\begin{array}{c}x_{ED}\\ y_{ED}\end{array}\right)=\left(\begin{array}{c}x_Dx_E\\ y_Dy_E\end{array}\right).$$
(19)
After some calculation, we find from formula (12), where we replace $`\omega _{ED}`$ with $`d\omega _{ED}`$ and consider, instead of the transformation from the group $`SL(2)`$, its differential (i.e., subtract the identity matrix), the following element of algebra $`𝔰𝔩(2)`$:

$$\frac{1}{2}d\omega _{ED}\left(\begin{array}{cc}x_{ED}y_{ED}& x_{ED}^2\\ y_{ED}^2& x_{ED}y_{ED}\end{array}\right).$$
(20)
To construct the algebraic complex, we need only the structure of vector space, thus, we will identify the expression (20) with the column vector

$$d\gamma _{ED}=\frac{d\omega _{ED}}{2}\left(\begin{array}{c}x_{ED}^2\\ x_{ED}y_{ED}\\ y_{ED}^2\end{array}\right).$$
(21)
Summing over all vertices $`D`$ joined with $`E`$ by the edges, we get the three components of vector $`d\gamma ^{3\mathrm{\#}\text{vertices}}`$ corresponding to vertex $`E`$:

$$(d\gamma _E)_1=\underset{D}{}x_{ED}^2\frac{d\omega _{ED}}{2},$$
(22)
$$(d\gamma _E)_2=\underset{D}{}x_{ED}y_{ED}\frac{d\omega _{ED}}{2},$$
(23)
$$(d\gamma _E)_3=\underset{D}{}y_{ED}^2\frac{d\omega _{ED}}{2}.$$
(24)
It remains to construct the right space $`^6`$ and mapping $`f_5`$. The space will consist of column vectors with components $`d\beta _1,\mathrm{},d\beta _6`$. By definition, values $`d\beta `$ obtained by means of $`f_5`$ from given $`d\gamma `$ are (the sums are taken over all vertices $`A`$ in the complex):

$$d\beta _1=\underset{A}{}(d\gamma _A)_1,d\beta _2=\underset{A}{}(d\gamma _A)_2,d\beta _3=\underset{A}{}(d\gamma _A)_3,$$
(25)
$$d\beta _4=\underset{A}{}\left(y_A(d\gamma _A)_1x_A(d\gamma _A)_2\right),$$
(26)
$$d\beta _5=\underset{A}{}\left(y_A(d\gamma _A)_2x_A(d\gamma _A)_3\right),$$
(27)
$$d\beta _6=\underset{A}{}\left(y_A^2(d\gamma _A)_12x_Ay_A(d\gamma _A)_2+x_A^2(d\gamma _A)_3\right).$$
(28)
The sequence (13) is constructed. We will also use for the linear spaces entering in it somewhat looser but convenient notations in the style of papers  and , and write it the following way:

$$0\left(𝔰𝔩(2)\text{ and translations}\right)\stackrel{f_1}{}\left(\begin{array}{c}dx_A\\ dy_A\\ d\varkappa _A\end{array}\right)\stackrel{f_2}{}(d\lambda _{AB})\stackrel{f_3}{}(d\omega _{AB})\stackrel{f_4}{}(d\gamma _A)\stackrel{f_5}{}(d\beta )0.$$
(29)
Here the word “translations” in the leftmost nonzero space means “global translations” $`dx`$, $`dy`$ and $`d\varkappa `$ acting according to formulas (15) and (16); the next space consists of differentials $`dx_A`$, $`dy_A`$, $`d\varkappa _A`$ for every vertex $`A`$ and so on.

Now we prove that the sequence (29) is indeed a complex, that is the composition of any two successive mappings is zero. We start with the composition $`f_2f_1`$. Substitute in (18) expressions (15) and (16) for $`dx_A`$, $`dy_A`$ and $`d\varkappa _A`$, as well as similar expressions for $`dx_B`$, $`dy_B`$ and $`d\varkappa _B`$. The result of a direct calculation is then $`d\lambda _{AB}=0`$. We see that the terms added to $`d\varkappa `$ in the right-hand side of (16) are chosen so as to compensate the change of the area of triangle $`OAB`$ arising when its vertices $`A`$ and $`B`$ are shifted by the vector $`\left(\begin{array}{c}dx\\ dy\end{array}\right)`$ while the origin of coordinates $`O`$ remains in its place.

The fact that $`f_3f_2=0`$ is evident from geometric considerations: if the areas of all triangles are determined by their coordinates (in other words, all the triangles can be placed in $`^2`$), then all the curvatures are zero.

The fact that $`f_4f_3=0`$ is also evident from geometric considerations. Imagine a vertex $`E`$ and edges going out of it. A transformation of the basis in the plane $`^2`$ can be put in correspondence to any closed path that does not intersect edges. Indeed, as formulas (9) and (10) show, the system of coordinates in $`^2`$ is uniquely extended from a given tetrahedron to an adjacent one (having a common face with the first one), but if the curvatures are nonzero we can get a new system of coordinates on returning to the initial tetrahedron (which is demonstrated by formula (12)). If, however, the path can be contracted into a point in such way that it does not intersect edges at any moment, we must, of course, arrive at the system of coordinates identical to the initial one. For the case of infinitesimal curvatures $`d\omega `$, this means that the sum of algebra $`𝔰𝔩(2)`$ elements of the form (20) over all vertices $`D`$ joined by an edge with $`E`$ will be zero for any $`d\lambda `$. Thus, the right-hand sides of expressions (22), (23) and (24) will be zero, as desired.

It remains to check that $`f_5f_4=0`$. We substitute the expressions (22)–(24) in formulas (25)–(28), take into account the relations of type (19) and get zero. This is quite evident for the expressions (25): the curvature at each edge gives, in view of $`d\omega _{AB}=d\omega _{BA}`$, the mutually opposite contributions at its two ends; on summing according to (25), one gets zero. The explanation is a bit harder for (26), (27) and (28); we have to say simply that these expressions were specially invented in such way as to get zeros.

## 4 The behavior of the torsion under moves $`23`$ and $`14`$ and the formula for the invariant

There are reasons to believe (see the next section of the present paper) that at least in many interesting cases the complex (29) is acyclic, i.e. the images of mappings coincide exactly with the kernels of the next mappings. If this is true then one can define the torsion $`\tau `$ of the complex (29) as the product of some minors in matrices of mappings $`f_1,\mathrm{},f_5`$ taken in the alternating powers $`+1`$ and $`1`$. Recall that the bases in all spaces are fixed. Some of the basis vectors in each space correspond to the rows of the minor belonging to the left (from this space) mapping, while the rest of them — to the columns of the minor belonging to the right mapping.

We choose the exponents $`+1`$ for the mappings with odd numbers and $`1`$ for those with even numbers:

$$\tau =\frac{minorf_1minorf_3minorf_5}{minorf_2minorf_4}.$$
(30)
Now we consider the local rebuilding of type $`23`$ of the simplicial complex, pictured in Figure 1. The new edge $`DE`$ adds one new basis vector in both spaces $`(d\lambda _{AB})`$ and $`(d\omega _{AB})`$. We include the corresponding column and row in $`minorf_3`$ (thus, the remaining minors in (30) rest intact). Considerations using the triangular form of the matrices and similar to those given in section 3 of paper , show that this makes $`minorf_3`$ to be multiplied by $`\omega _{ED}/\lambda _{ED}`$. Taking into account formula (7), this shows that the value

$$\tau \underset{\begin{array}{c}\text{over all}\\ \text{two-dimensional faces}\end{array}}{}S$$
(31)
does not change under the move $`23`$.

Note that we define both the torsion and our future invariant to within a sign. This allows us not to care about the orientation of the two-dimensional faces in the complex.

Consider now the rebuilding of type $`14`$: we add the new vertex $`E`$ inside the tetrahedron $`ABCD`$. In the same way as for the move $`23`$, we add to the minor of mapping $`f_3`$ a row and a column corresponding to edge $`ED`$. We then add to the minor of mapping $`f_2`$ rows corresponding to the three remaining edges, $`EA`$, $`EB`$ and $`EC`$, and columns corresponding to $`dx_E`$, $`dy_E`$ and $`d\varkappa _E`$. Similarly, we add to the minor of mapping $`f_4`$ columns corresponding to $`EA`$, $`EB`$ and $`EC`$ and three rows corresponding to the three components of $`d\gamma _E`$. Again, considerations using the triangular form of matrices show that $`minorf_2`$ and $`minorf_4`$ are simply multiplied by $`3\times 3`$ minors corresponding to the new rows and columns. The first of these $`3\times 3`$ minors is calculated using formula (18) and turns out to equal $`\frac{1}{2}S_{ABC}`$, while the second one is calculated using formulas (22), (23) and (24) and turns out to equal $`S_{EAB}S_{EBC}S_{ECA}`$ (both — to within their signs), which makes the whole torsion (where we must take into account also the minor of $`f_3`$ which behaves the same way as under a move $`23`$) to be multiplied by $`2{\displaystyle \underset{\begin{array}{c}\text{over new}\\ \text{faces}\end{array}}{}}S^1.`$

This all shows that the following value is invariant under all Pachner moves and can be thus attributed to the manifold $`M`$ itself:

$$I_{SL(2)}(M)=\tau \underset{\begin{array}{c}\text{over all}\\ \text{faces}\end{array}}{}S2^{\mathrm{\#}\text{vertices}1}.$$
(32)
Minus one is added to the exponent of number 2 in order that the invariant be equal to 1 for the sphere $`S^3`$, see below Subsection 5.1.

## 5 Examples

### 5.1 Sphere $`S^3`$

We take the triangulation of the sphere consisting of two tetrahedra, each of which has vertices $`A`$, $`B`$, $`C`$ and $`D`$. We must ascribe to these vertices some coordinates in the plane $`^2`$ (on which, of course, our determinant will not depend); for instance, we can take: $`A(0,0)`$, $`B(x_B,0)`$, $`C(0,y_C)`$ and $`D(x_D,y_D)`$.

In the same way as in the Euclidean case (see Section 6 of paper ), the mapping $`f_3:(d\lambda )(d\omega )`$ is the identical zero, because the curvature $`\omega `$ around any of the six edges is made up of two mutually opposite summands. Thus, $`minorf_3=1`$ (as the determinant of a $`0\times 0`$ matrix). To calculate the minors of $`f_1`$ and $`f_2`$, we must choose six basis differentials in the space of values $`\left(\begin{array}{c}dx_A\\ dy_A\\ d\varkappa _A\end{array}\right)`$ for the rows of minor $`f_1`$ (the calculations go very easily if we choose $`dx_A`$, $`dy_A`$, $`d\varkappa _A`$, $`dx_B`$, $`dy_B`$ and $`dx_C`$), and use the remaining six basis differentials for columns of minor $`f_2`$. The result is:

$$\frac{minorf_1}{minorf_2}=\pm 8.$$
(33)
The calculations in the right side of the sequence are similar although slightly harder. Their result is:

$$\frac{minorf_5}{minorf_4}=\pm \frac{4}{S_{ABC}S_{ABD}S_{ACD}S_{BCD}}.$$
(34)
Substituting the right-hand sides of relations (33) and (34) in formula (30) and then in formula (32), we get the announced result:

$$I_{SL(2)}(S^3)=1$$

(here we omit the $`\pm `$ sign).

### 5.2 Projective space $`P^3`$

We take the same triangulation as in section 6 of paper , where we considered the Euclidean case. Namely, there are again 4 vertices $`A`$, $`B`$, $`C`$ and $`D`$, but now 12 edges, 16 two-dimensional faces and 8 tetrahedra, see Figure 2.

Here we have, for example, two edges $`b`$ and $`b^{}`$ instead of the single edge $`AB`$ in Subsection 5.1 of the present work, and so on. Note that any two edges bearing identical notations in Figure 2, for instance, the two copies of edge $`f`$, are identified, but $`f`$ and $`f^{}`$ are different edges.

Despite all these differences, formulas (33) and (34) remain valid for $`P^3`$ as well. We must only specify that we employ the six “primed” differentials $`d\lambda `$ for the rows of minor $`f_2`$, that is, $`d\lambda _b^{},\mathrm{},d\lambda _f^{}`$ in place of $`d\lambda _{AB},\mathrm{},d\lambda _{CD}`$ from Subsection 5.1. Similarly, we use the “primed” differentials $`d\omega `$ for constructing the columns of minor $`f_4`$.

“Unprimed” $`d\lambda `$ and $`d\omega `$ remain for constructing the minor of mapping $`f_3`$ consisting of the partial derivatives of the six values $`\omega _b`$, $`\omega _c`$, $`\omega _d`$, $`\omega _h`$, $`\omega _g`$ and $`\omega _f`$ with respect to the variables $`\lambda _b`$, $`\lambda _c`$, $`\lambda _d`$, $`\lambda _h`$, $`\lambda _g`$, $`\lambda _f`$. This $`6\times 6`$ minor is equal to the product of its six elements, namely,

$$\frac{\omega _b}{\lambda _f},\frac{\omega _f}{\lambda _b},\frac{\omega _c}{\lambda _g},\frac{\omega _g}{\lambda _c},\frac{\omega _d}{\lambda _h}\text{ and }\frac{\omega _h}{\lambda _d},$$
(35)
while the rest of its elements are zero. The reason for this is that these remaining elements are made up of pairs of mutually opposite summands corresponding to tetrahedra having opposite orientations (we are, essentially, repeating the argumentation from section 6 of paper ). As for the derivatives (35), each of them is a sum of two identical terms, corresponding to two tetrahedra with the same orientation. A derivative of such sort for one tetrahedron is given in paper , formula (10). Changing the notations of that formula to those of the present paper, multiplying by 2 and ignoring the possible minus sign, we get, for example, the formula

$$\frac{\omega _b}{\lambda _f}=\frac{2}{S_{ABC}S_{ABD}}$$

(it is also not very difficult to deduce this from formulas of type (3), (4), (5)).

For the whole minor, we get

$$minorf_3=\frac{64}{S_{ABC}^3S_{ABD}^3S_{ACD}^3S_{BCD}^3}.$$

Hence,

$$I_{SL(2)}(P^3)=64.$$
(36)
## 6 Discussion

Our result (36) confirms the hypothesis stated in the end of paper : in the case of trivial representations of the fundamental group, the Euclidean and $`SL(2)`$ invariants yield the same result (the Euclidean invariant for $`P^3`$, as calculated in , was equal to $`1/8`$, but this was simply because we defined it there in a slightly different way, analogous to our present definition in the power $`(1/2)`$).

In the terminology of paper , we have globalized the “local” pentagon equation in the present paper, i.e., we have shown how it can be used for studying not only a local rebuilding $`23`$ but the whole manifold. This globalization turned out to be harder than we expected when writing the paper . Recall that, in the Euclidean case, the algebraic complex analogous to (29) was symmetric with respect to its middle in the following sense: the matrices of mappings equidistant from the ends of the complex could be obtained from each other by means of transposing (see the sections of papers  and  devoted to the three-dimensional case). For the complex (29), not only this property is no longer valid, but even its analogue of any kind could not be found as yet. In general, the feeling is that the geometric and algebraic sense of sequence (29) has not yet been discovered in full.

It seems that the exactness of sequence (29) in some of its terms can be shown for arbitrary manifolds using ideas parallel to those of section 2 in paper . There is also another idea: to consider the simplicial complex corresponding to the universal cover of the manifold, construct for it the algebraic complex of type (29), and then consider the subcomplexes of the algebraic complex. They must correspond to different representations of the fundamental group (which we have discussed in the Introduction). It looks plausible that this may help both to prove the acyclicity and construct new manifold invariants. In the Euclidean case, such activity was initiated in paper .

Finally, there is a very intriguing question about possible existence of some quantum relations from which our solution to pentagon equation can be obtained as a semiclassical limit. This question is motivated by the fact that, in the Euclidean case, our solution to pentagon equation  can be obtained by a limiting procedure from the quantum $`6j`$-symbols. Note, however, that even in the Euclidean case the similar question remains open for manifolds of dimensionality more than three .

Acknowledgements. The work has been performed with the partial financial support from Russian Foundation for Basic Research, Grant no. 01-01-00059.


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# Reasoning From Fossils: Learning From the Local Black Hole Population About the Evolution of Quasars

## 1 Introduction

The discovery of remarkable correlations between the masses of supermassive BHs hosted at the centers of galaxies and the global properties of the parent galaxies themselves (see, e.g., Magorrian et al. 1998; Ferrarese & Merritt 2000; Gebhardt et al. 2000; Graham et al. 2001) begs for interpretation. Several groups have noted the natural link between the cosmological evolution of QSOs and the formation history of galaxies (see, e.g. Monaco et al. 2000; Kauffmann & Haehnelt 2001; Granato et al. 2001; Ciotti & van Albada 2001, Cavaliere & Vittorini 2002; Menci et al. 2003, and references therein). The investigation of these interesting correlations looks promising not only to yield a better understanding of how and when galaxies formed, but also to obtain information about the QSO population itself (Ciotti, Haiman, & Ostriker 2001; Yu & Tremaine 2002). For example, it may help us understand the well known but puzzling fact that the characteristic QSO luminosity (obtained from the QSO luminosity function, see, e.g., Pei 1995; Madau, Haardt & Rees 1999, Wyithe & Loeb 2002) drops from $`z2.5`$ to $`z0`$ by a factor of $`35\pm 15`$. On the face of it, this result is surprising, since BHs can only grow, due to accretion or to mergers, and more massive BHs are expected to be more luminous on average, provided a sufficient amount of fuel is available.

Here we focus on a few specific points raised by the general remarks above: (1) What drives the evolution of the steep decline with cosmic time of the quasar luminosity density, and of the characteristic quasar luminosity? (2) What is the expected relation between the cosmological evolution of the total emissivity in star–forming galaxies and that of the total emissivity of the quasar population? (3) How can one use scaling relations between the BH mass (hereafter $`M_{\mathrm{BH}}`$) and the host galaxy properties to determine the QSO duty cycle at redshift $`z0`$?

The rest of this paper is organized as follows. In § 2, we state our hypotheses and we list the observational inputs required by our approach. In § 3, we illustrate the technique adopted, and we explore quantitatively its consequences by linking the star formation history to the QSO evolution and applying it to explain the decrease of QSO mean luminosity with decreasing redshift. Then, in § 4, we present robust estimates of the QSO duty cycle and derive the mean accretion efficiency. Finally, in § 5, we conclude by summarizing the main results and the implications of this work.

Throughout this paper, we adopt the background cosmological model as determined by the Wilkinson Microwave Anisotropy Probe (WMAP; Bennett et al. 2003) experiment. This model has zero spatial curvature, and is dominated by cold dark matter (CDM) and a cosmological constant ($`\mathrm{\Lambda }`$), with $`\mathrm{\Omega }_m=0.29`$, $`\mathrm{\Omega }_b=0.047`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.71`$, a Hubble constant $`H_0=72\mathrm{km}\mathrm{s}^1`$, an $`rms`$ mass fluctuation within a sphere of radius $`8h^1`$ Mpc of $`\sigma _8=0.9`$, and power–law index $`n=0.99`$ for the power spectrum of density fluctuations (Spergel et al. 2003). These values are consistent with their determinations by most other methods (Bridle et al. 2003; Bahcall et al. 1999).

## 2 Basic Assumptions and Model Ingredients

A widely accepted consequence of the so–called Magorrian relation, i.e., the (present–day) approximately linear relation between $`M_{\mathrm{BH}}`$ and $`M_\mathrm{S}`$, the host spheroid stellar mass, is that the bulk of BH fueling in AGNs must be associated with star formation in the spheroidal components of their host galaxies (Monaco et al. 2000; Page et al. 2001; Granato et al. 2001; 2002; Cavaliere & Vittorini 2002). In this paper, we examine the simplest possible form of this association, namely the hypothesis that spheroid star formation and BH fueling are – at any time and in any system – proportional to one another with the proportionality constant independent of time and system.

Since most of the mass of BHs appears to have assembled within a narrow redshift interval $`\mathrm{\Delta }z1`$ around $`z2`$ (Boyle et al. 2000; Stoughton et al. 2002), in practice this hypothesis needs to hold only during this redshift interval, in order explain the local linear relation between BH and spheroid mass. One could argue that the energetic output from the forming central BH is the driving physical process that at the end will establish the galaxy mass (with the required proportionality). Alternatively, stars would form first, and then the BH is formed from reprocessed gas. In this case, a source of fuel for the BH growth with the required proportionality (namely mass losses from the newly formed stars), is available in a natural way. One can imagine that both of the above scenarios lead to a linear BH vs. spheroid mass relation at $`z=0`$, but the strict proportionality in mass accretion rates into BHs and spheroids may not hold at all redshifts. Nevertheless, it is interesting to ask whether the simple hypothesis above is consistent with other observational data at both lower and higher redshifts, where some mass is still being added to both BHs ad spheroids, since this test can reveal information about the physical process of the BH and spheroid mass assembly.

Since BH fueling should inevitably lead to some form of QSO activity, we make a second simple hypothesis, namely that the BH accretion luminosity always stays near the Eddington limit when the QSO is in the luminous, or “on” phase”. This is apparently different from other proposals in the literature that are variants of the “feast or famine” model (Small & Blandford 1992), and which posit that QSO activity declines towards redshift $`z=0`$ owing, at least in part, to a significant decrease in the fueling rate (Cavaliere et al. 2000; Haiman & Menou 2000; Kauffmann & Haehnelt 2000). In fact overall “activity”, i.e. the luminosity density evolution of QSOs, is the product of their characteristic number density $`N_\mathrm{Q}(z)`$ and their characteristic luminosity $`L_\mathrm{Q}(z)`$. The product $`N_\mathrm{Q}L_\mathrm{Q}`$ may decline due to a decline in fueling that shuts off AGN activity and primarily leads to a decline in $`N_\mathrm{Q}`$. But it is a separate question to ask what causes the surprising, but well observed decline with increasing time (Pei 1995; Boyle et al. 2000; Stoughton et al. 2002) in the characteristic luminosity $`L_\mathrm{Q}(z)`$.

Coupled with the Magorrian relation, the above two hypotheses allow us to make several simple predictions, that will be described in detail in the following sections. Before we present our results, we list in detail the observational inputs required by our approach.

The first observational input of our analysis is the present–day luminosity function (hereafter LF) of spheroids, where the number of spheroids per unit volume with luminosities in the interval $`(L_\mathrm{S},L_\mathrm{S}+dL_\mathrm{S})`$ is defined to be given by $`\mathrm{\Phi }_\mathrm{S}(L_\mathrm{S})dL_\mathrm{S}`$. A composite LF was presented recently by Salucci et al. (1999), who considered the LF of four different types (E, S0, Sa/Sab, and Sbc/Scd) of galaxies separately, and inferred the total spheroid LF by assuming that on average, the spheroid components contribute 90%, 65%, 40%, and 10% of the light of the above galaxies, respectively. The composite spheroid LF is therefore represented by the sum of four different “Schechter-law” distributions

$$\mathrm{\Phi }_\mathrm{S}(L_\mathrm{S})=\underset{i=1}{\overset{4}{}}\frac{\mathrm{\Phi }_{\mathrm{S}i}}{L_{\mathrm{S}i}}\times \left(\frac{L_\mathrm{S}}{L_{\mathrm{S}i}}\right)^{\alpha _i}\mathrm{exp}\left(\frac{L_\mathrm{S}}{L_{\mathrm{S}i}}\right),$$
(1)
where $`\mathrm{log}(\mathrm{\Phi }_{\mathrm{S}i}/\mathrm{Gpc}^3)=5.89,5.95,6.03,6.45`$, $`\mathrm{log}(L_{\mathrm{S}i}/\mathrm{L}_{})=10.18,10.02,10.10,9.90`$, and $`\alpha _i=0.95,0.95,1.0,1.3`$, for E and the bulges of S0, Sa/Sab, Sbc/Scd galaxies, respectively. Benson, Frenk, & Sharples (2002) have recently derived the spheroid luminosity function for a small sample of 90 bright field galaxies by decomposing the bulge and disk components, while Bernardi et al. (2002) and Sheth (2003) have computed (see also Yu & Tremaine 2002) the velocity function of early–type galaxies in the SDSS. While neither of these can serve as a substitute for the full spheroid luminosity function to replace equation (1) above, this should undoubtedly be possible in the near future by decomposing a large sample of fainter late–type SDSS galaxies into their bulge and disk components.

The second ingredient is the quasar LF and its evolution with redshift,

$$\mathrm{\Phi }_\mathrm{Q}(L_\mathrm{Q},z)=\frac{\mathrm{\Phi }_\mathrm{Q}/L_\mathrm{Q}(z)}{[L_\mathrm{Q}/L_\mathrm{Q}(z)]^{\beta _l}+[L_\mathrm{Q}/L_\mathrm{Q}(z)]^{\beta _h}}:$$
(2)
the optical data in the rest–frame B band can be well fitted by pure luminosity evolution, with the characteristic luminosity $`L_Q`$ evolving with redshift as

$$L_Q(z)=L_Q(0)(1+z)^{\alpha _\mathrm{Q}1}\frac{e^{\zeta z}(1+e^{\xi z_{}})}{e^{\xi z}+e^{\xi z_{}}}.$$
(3)
We adopt the fitting parameters given by Madau, Haardt & Rees (1999), $`\beta _l=1.64`$, $`\beta _h=3.52`$, $`z_{}=1.9`$, $`\zeta =2.58`$, $`\xi =3.16`$ and $`\alpha _\mathrm{Q}=0.5`$. The characteristic space density and luminosity are provided by Pei (1995) in a standard CDM cosmology with $`H_0=50\mathrm{km}\mathrm{s}^1`$ as $`\mathrm{log}(\mathrm{\Phi }_Q/\mathrm{Gpc}^3)=2.95`$ and $`\mathrm{log}[L_Q(0)/L_{}]=13.03`$: we adopt these values with appropriate redshift–dependent re–scalings to our $`\mathrm{\Lambda }`$CDM cosmology.

Finally, the third ingredient is the Faber-Jackson relation (1976)

$$\frac{L_\mathrm{S}}{10^{11}L_{}}0.62\left(\frac{\sigma }{300\mathrm{k}\mathrm{m}\mathrm{s}^1}\right)^{4.2},$$
(4)
in the relatively more recent version of Davies et al. (1983), coupled with the $`M_{\mathrm{BH}}\sigma `$ relation (Ferrarese & Merritt 2000, Gebhardt et al. 2000, Tremaine and Yu 2002),

$$\frac{M_{\mathrm{BH}}}{10^9\mathrm{M}_{}}\left(\frac{\sigma }{300\mathrm{k}\mathrm{m}\mathrm{s}^1}\right)^4.$$
(5)
Equation (4) is only approximately true, and the slope turns shallower for galaxies with velocity dispersions below111For example, a fit to galaxies in Virgo cluster by Dressler et al. (1987) gives a mean exponent of $`3.5`$, while Bernardi et al. (2003) found instead a value of $`4`$ for the exponent. $`\sigma 170\mathrm{km}\mathrm{s}^1`$. Likewise, the exponent in equation (5) is currently under debate (Ferrarese & Merritt 2000; Gebhardt et al. 2000); here we refrain from a critical assessment of the different values found in the literature, and accept the slope $`4`$ as approximately the true value for both relations. Thus, to a good (but not necessarily perfect) accuracy, both the $`M_{\mathrm{BH}}\sigma `$ and the Faber-Jackson relations indicate a proportionality to the fourth power of the central velocity dispersion, implying the following linear relation:

$$\frac{M_{\mathrm{BH}}}{M_{}}0.016\frac{L_\mathrm{S}}{L_{}}.$$
(6)
When expressing equation (6) above in term of galaxy mass instead of luminosity, it is found that the implied median BH mass fraction to stellar mass is 0.13% of the mass of the bulge (Kormendy & Gebhardt 2001).

## 3 Linking the Star Formation History and the Evolution of Quasars

As emphasized above, it is widely believed that the bulk of BH fueling in AGNs must be associated with star formation in the spheroidal components of their host galaxies. In this section, we examine the hypothesis stated in § 2 above, namely that spheroid star formation and BH fueling are – at any time and in any system – proportional to one another with the proportionality constant independent of time and system. Under the assumption that quasars radiate a fixed fraction $`ϵ`$ of their accreted mass, an obvious consequence is that the redshift evolution of the QSO emissivity and of the star formation history in spheroids should be roughly parallel to each another. As we shall see, we find this result to be broadly consistent with our knowledge of the evolution of both the global star formation rate, and of the evolution of the QSO emissivity, but we identify interesting discrepancies at both low and high redshifts, to which we offer tentative solutions.

The evolution of the total UV luminosity density in stars at 1500Å (galaxy rest frame) with redshift is given (in a standard CDM cosmology with $`H_0=50\mathrm{km}\mathrm{s}^1`$; Madau & Pozzetti 2000) by

$$\dot{\rho }_{\mathrm{S},\mathrm{UV}}=7\times 10^{26}\frac{\mathrm{exp}(3.5z)}{\mathrm{exp}(3.75z)+20}\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1\mathrm{Mpc}^3.$$
(7)
This is related to the total star formation rate density as

$$\dot{\rho }_\mathrm{S}=\frac{\dot{\rho }_{\mathrm{S},\mathrm{UV}}}{8\times 10^{27}}\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3$$
(8)
for a Salpeter IMF (Madau et al. 1998). Figure 1 shows (dashed curve) this star formation rate density (SFRD), with and appropriate redshift–dependent re–scaling to our adopted $`\mathrm{\Lambda }`$CDM cosmology. This SFRD is close to that derived more directly in the recent work by Porciani & Madau (2001).

The evolution of the total rest–frame B–band luminosity density in quasars can be obtained from equations (2) and (3) as

$$j_{\mathrm{Q},\mathrm{B}}=_0^{\mathrm{}}𝑑LL\mathrm{\Phi }_\mathrm{Q}(L,t).$$
(9)
Under the assumption that quasars radiate a fixed fraction $`ϵ`$ of their accreted mass (see discussion below), this is related to the total BH accretion rate density ($`\dot{\rho }_{\mathrm{Q},\mathrm{B}}`$, hereafter BARD) as

$$j_\mathrm{Q}=\frac{A_{\mathrm{bol}}ϵc^2}{1ϵ}\left(\frac{\dot{\rho }_{\mathrm{Q},\mathrm{B}}}{\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3}\right),$$
(10)
where $`A_{\mathrm{bol}}=11.2`$ is the bolometric correction, and $`ϵ=0.071`$ is the radiative efficiency, derived in the next section. Figure 1 shows (solid curve; displaced upward by a constant factor of 770 for clarity) the BH mass accretion rate density, re–scaled to our adopted $`\mathrm{\Lambda }`$CDM cosmology.

As is well known, both the SFRD and the BARD exhibit a steep rise from $`z=0`$ to $`z=12`$, a peak at $`z12`$, and a decline towards still higher redshifts. This is broadly consistent with their expected parallel evolution under our simple set of assumptions. Both the SFRD and the BARD still have significant observational uncertainties. While the steep decline at low redshift is relatively secure, the current SFRD and the BARD determinations could both turn out to be underestimates at high redshifts, due to yet–undetected populations of galaxies or AGNs (e.g. due to dust obscuration). A critical review of the uncertainties is beyond the scope of this paper; we here simply take the current determinations at face value, and examine discrepancies at both low and high redshifts from our simple model.

### 3.1 Low Redshifts ($`z2`$)

#### 3.1.1 Why Does the Characteristic QSO Luminosity Evolve?

We start by demonstrating that the bulk of BH formation, and consequently the bulk of QSO activity, must have occurred in galactic systems dominated by massive, luminous bulges. In fact, the spheroid light distribution is known to approximately satisfy a Schechter–like distribution (see, e.g., eq. 1)

$$f(L_\mathrm{S})\left(\frac{L_\mathrm{S}}{L_\mathrm{S}}\right)^\alpha \mathrm{exp}\left(\frac{L_\mathrm{S}}{L_\mathrm{S}}\right)$$
(11)
with $`\alpha 1.2\pm 0.1`$ (Salucci et al. 1999; Benson et al. 2002; Bernardi et al. 2003). Then, from $`M_{\mathrm{BH}}L_\mathrm{S}`$, it follows that one half of the mass in BHs is in systems with luminosity $`L_\mathrm{S}/L_\mathrm{S}\mathrm{}_{1/2}`$, where $`\mathrm{}_{1/2}`$ is defined by

$$_0^{\mathrm{}_{1/2}}\mathrm{}^{\alpha +1}\mathrm{exp}(\mathrm{})𝑑\mathrm{}=\frac{\mathrm{\Gamma }(2\alpha )}{2},$$
(12)
and for $`\alpha =1.2`$, this yields $`\mathrm{}_{1/2}0.5`$. In a more detailed computation, using the composite spheroid luminosity function given in equation (1), we find that the luminosity above which half of the integrated light is emitted corresponds to a spheroid with luminosity $`M_B20.5`$, only a factor of $`2.5`$ fainter than the luminosity of the well–known giant elliptical M87 ($`M_B=21.42`$). Thus the bulk of the mass density of BHs reside in giant ellipticals, and, if the current situation is not anomalous, the bulk of the growth of SMBHs must also have occurred there (or in progenitor systems). We also know that the bulk of star formation in spheroidal systems took place as early as redshift $`z>2`$, as indicated, for example, by the mean stellar ages in ellipticals (Hogg et al. 2002; Bernardi et al. 2003), and of bulge populations (e.g. Proctor et al. 2000; Ellis et al. 2001), and the Butcher–Oemler or Gunn–Dressler effects (Margoniner et al. 2001).

At present, the disks of spiral galaxies dominate the global star formation rate (Fukugita et al. 1998; Benson et al. 2002; Hogg et al. 2002), and the mean age of stars in spiral systems is perhaps a factor of two younger than that in spheroidal systems. It follows, given our hypothesis, that BH growth in the local universe is dominated by relatively small bulges that live in galaxies denominated as spirals. Fortunately, the hypothesized relation between nuclear activity and star formation can be directly tested at low redshift. For example, Percival et al. (2001) obtained morphological information for the host galaxies of nine bright, ($`M_V<25.5`$) QSOs, classifying six of them as “disks”, and the remaining three as “spheroids”. The bulk of the local population of identified QSOs live in disk dominated systems. The sample studied by Percival et al. was approximately three magnitudes brighter than the characteristic luminosity of the local population of QSOs (Pei 1995), and almost all low luminosity AGNs are known to reside in spiral systems. Our conclusion would therefore likely be strengthened by a survey going to magnitudes fainter than studied in the Percival et al. work, closer to $`L_\mathrm{Q}`$.

It is natural to ask what the consequences would be of the hypothesis that BH fueling, when it does happen, stays near the Eddington limit. This assumption is not unrealistic: in fact, for a handful of nearby AGNs, the BH masses can be directly estimated by reverberation mapping (or by a cruder “photoionization method”; see Wandel et al. 1999), and for these sources, the Eddington ratio can be directly inferred. From the 19 nearby AGNs listed in Table 3 and in Figure 5 of Wandel, Peterson, & Malkan (1999), one derives $`L=(0.010.3)L_{\mathrm{Edd}}`$ for the Seyfert 1 objects, while the two QSOs have $`L/L_{\mathrm{Edd}}=0.2`$ and 0.3. The bolometric correction for very hard and IR/submillimeter radiation, using the mean quasar spectrum as given by Elvis et al. (1994), is about a factor of $`3`$, which would bring the luminosities of the two QSOs in the Wandel et al. sample close to Eddington limit.

The assumption of always maintaining the Eddington luminosity, if applied to an individual BH, predicts an increasing QSO luminosity $`L_\mathrm{Q}`$ (in the “on” state), due to the trivial fact that for every BH the mass is monotonically increasing. However, this is not necessarily in conflict with observations that describe the evolution of the characteristic luminosity for a population of quasars. Clearly, if all galaxies remained equally active, then the mean luminosity inferred from the observed QSO luminosity function would increase, but if the typical member of the population changes with time the naive expectations may be incorrect.

Let us simply assume as an empirically verified fact that at the present day, star formation is active primarily in disk dominated systems. A decrease of a factor 20–50 in the characteristic quasar luminosity $`L_\mathrm{Q}`$ would then be naturally obtained by combining the Faber–Jackson ($`L\sigma ^4`$) and Magorrian ($`M_{\mathrm{BH}}\sigma ^4`$) relations with a reduction in the characteristic central velocity dispersion ($`\sigma `$) in the hosts of QSOs by a factor in the range 2.1–2.7. A decrease of this amount is quite natural, when one considers the mean (luminosity weighted) central velocity dispersion associated with the ellipticals at redshift $`z=2`$ ($`\sigma 400\mathrm{km}\mathrm{s}^1`$), and that associated with spiral bulges at redshift $`z=0`$ ($`\sigma 200\mathrm{km}\mathrm{s}^1`$), as derived by the Faber-Jackson relation. This argument thus provides a straightforward interpretation of why the typical QSO luminosity decreases from $`z=2`$ to $`z=0`$. Furthermore, there is explicit observational evidence (Thomas et al. 2002) that large ellipticals are older than small bulges of spirals, supporting the decrease in $`\sigma `$ towards $`z=0`$ as the reason behind the decrease in the characteristic quasar luminosity.

A slightly less steep drop in the central velocity dispersion could be acceptable, by simultaneously allowing for quasar luminosities to decrease to somewhat sub-Eddington values towards low redshifts. The latter scenario is consistent with the Eddington ratios of the two quasars in the Wandel et al. sample. Applying the reverberation mapping technique to an extended quasar sample (e.g. selected from the Sloan Digital Sky Survey, SDSS) would distinguish directly among these two options.

#### 3.1.2 Why Does the Total Quasar Emissivity Evolve?

We next consider whether the observed steep evolution of the total quasar emissivity (or BARD) is consistent with the star formation rate density (SFRD). Figure 1 shows the BARD and SFRD. However, the SFRD includes contributions from both disk stars and spheroid stars: here we discuss corrections to this diagram to obtain the SFRD in spheroids alone.

Corrections for disk star formation are likely to become large at low redshifts. The fraction of the total stellar luminosity density at $`z=0`$ contributed by stars in disks vs. stars in spheroids (the latter including both the bulges of spirals and ellipticals) has been estimated by several authors. Fukugita et al. (1998) and Hogg et al. (2002) find that spheroids contribute $`40\%`$ of the luminosity density (but Benson et al. 2002 find spheroids to contribute significantly less than this fraction). Furthermore, it is well–known that the stellar populations in present–day spheroids are old, and most models place their formation epochs at $`z>2`$. Nevertheless, we are interested in the amount of ongoing starformation in these spheroids at $`z=0`$. The lower limits on the ages of the spheroid stellar populations come from various methods; one of these is the colors. $`BV`$ and $`VI`$ magnitudes can be determined to an accuracy of $`0.1`$ mag (e.g. Ellis et al. 2001), and these colors typically change by $`1`$ mag in a Gyr of evolution (Leitherer et al. 1999). It follows that $`<10\%`$ of the present–day luminosity in these systems can arise from young stars. In turn, this implies that less than $`5\%`$ of the total SFRD at $`z=0`$ is occuring in spheroid systems (i.e. in the bulges of spirals). On the other hand, at redshifts of $`z=24`$, the Lyman break galaxies are believed to be large bulge systems in the process of formation, and the fraction of the starformation seen at these redshifts associated with bulges essentially unity.

The Butcher-Oemler (also known as Dressler-Gunn) effect can also be used to derive the contribution of spheroids to the total SFR as a function of redshift in galaxy clusters. The BO effect then gives the rate of expected decline in the emission from SMBHs, since these tend to be in high mass ellipticals which are well represented in the BO clusters. Observational work on the BO effect has shown that the number fraction of blue galaxies in clusters, $`f_b`$, increases with $`z`$ in a linear relation (see, e.g., Newberry et al. 1988, Andreon & Ettori 1999, Metveier et al 2000). For example, in one of the most detailed works, based on the analysis of 295 POSS-II clusters with redshift $`0<z<0.4`$ (Margoniner et al. 2001), the authors found

$$f_b1.3^{\pm 0.5}z+c,$$
(13)
where $`c`$ is a small additive constant, of the order of $`0.02\pm 0.01`$ There are important caveats in using the BO effect for the spheroid correction. First, there are large variations in $`f_b`$ from cluster to cluster (e.g. the $`z=0.83`$ cluster studied by Van Dokkum et al. (2000) has an estimated $`f_b=0.22\pm 0.09`$). It is also not clear at the present time where the star formation responsible for this blue light is occurring. While this blue light may represent ongoing star formation in spheroids, Abraham et al. (1996) argue that the blue light arises in the disks that flare up as spirals fall into the cluster potential. However, interpreting the blue fraction $`f_b`$ as the fraction of ellipticals undergoing starformation, the BO effect would support the general conclusion that spheroids contribute only a few percent of the total starformation rate in the present–day universe, while this fraction rises steeply towards higher redshifts.

There are other promising methods to estimate the spheroid contribution to the total SFRD. For example, one could measure local starburst activity in the dense obscured centers of galaxies in the infrared bands, and identify this with the local star formation rate in bulges. It should also be possible to measure an accurate age distribution of stellar populations in the bulges of spirals, as well as in elliptical galaxies, in large samples of SDSS galaxies, and hence to directly infer the time dependence of the star formation rate in spheroids as a function of redshift. An accurate measurement of the age distribution has already been achieved for a red subsample of SDSS galaxies (Jimenez et al. 2003).

In summary, we here estimate the rough fraction of the observed starformation rate that is associated with spheroids at each redshift by multiplying the total SFRD shown in Figure 1 by a factor $`f_{\mathrm{sph}}=0.05+0.95(z/2.2)^2`$ at $`z<2.2`$. This ensures a smooth transition in the total SFRD being dominated by ellipticals at high redshift to it being dominated by disks of spirals at $`z=0`$, with only residual starformation in the bulges of spirals, consistent with the arguments above. In Figure 2, we show (long–dashed curve) the corrected SFRD. As the figure demonstrates, including this correction improves the fit, in the sense of making the SFRD resemble the BARD more closely. However, intriguingly, it does appear that the decline in the spheroid formation rate from $`z=2`$ to $`z=0`$ is too large, by a factor of $``$three, when compared to the decline in the BARD. If this discrepancy holds up in future data, it would imply that the nuclear black holes can be fueled long after the star formation in the bulge has ceased. Since the bulge star formation has likely used up all the gas initially present in the bulge, the fuel would have to arrive from elsewhere.

A simple assertion is that old stars that had formed in the bulge keep returning a fraction of their mass in winds. These stellar winds may provide dense, shocked material that can dissipate and serve as a fuel for the central BH. The mass–loss rate in winds in a starburst evolves as $`t^{1.3}`$ (where $`t`$ is the time elapsed from the burst; see, e.g., Ciotti et al. 1991; Leitherer et al. 1999). We here use the wind mass–loss rate $`\dot{M}_{\mathrm{wind}}=1.5\times 10^{11}L_Bt_{15}^{1.36}\mathrm{M}_{}\mathrm{yr}^1`$ between the ages of 0.5 and 15 Gyr for a one solar mass model starburst galaxy, where $`t_{15}`$ is the time elapsed from the burst in units of 15 Gyr, and $`L_B0.03`$ is the B–band luminosity of the model galaxy (in units of $`L_{}`$) at 15 Gyr (Bruzual & Charlot 2000). Under these assumptions, $`80\%`$ of the stellar mass is eventually returned to the ambient medium.

For our purposes, we regard mass lost in winds as new material available to fuel the central BH. It is clear that the total mass return rate from a passively evolving stellar population cannot accrete onto the central BH (otherwise BH masses will be two or three order of magnitude larger than those observed); nor can it all turn into stars (star formation in present day ellipticals is not detected at the level that would be implied). In order to solve these problems Ciotti & Ostriker (2001) performed numerical simulations of radiative feedback modulated accretion flows onto a SMBH at the center of a ”cooling flow” galaxy. They showed that only a few percent (or less) of the available gas lost in winds effectively accretes onto the central BH, while the accretion luminosity during short episodes of bursts stays near the Eddington value (a similar conclusion would follow in the case of mechanical feedback; e.g. Tabor & Binney 1993; Binney & Tabor 1995; Binney 1999).

Here we assume that a fraction $`1.3\times 10^3`$ of the mass in winds accretes onto the central BH; i.e. the same fraction we had assumed for the “original” infalling gas earlier in this paper. This fits in well explicitly with the fractions inferred in Ciotti & Ostriker (2001). In Figure 2, we show (dotted curve) the total mass loss rate generated in winds from spheroid stars as a function of redshift. The thick solid curve (turning into the dot–dashed curve at high redshift, see discussion below) shows the total BARD inferred from the SFRD after mass loss from winds are added. We conclude that, if a significant fraction of the wind material ends up fueling the central BH, this brings the BARD and SFRD into quite reasonable agreement (to within a factor of two at all redshifts).

We emphasize that our treatment in this subsection is phenomenological, and complementary to theoretical semi–analytical models (Haiman & Menou 2000) of the cosmological evolution of the QSO luminosity, or models based on Monte Carlo realizations of dark matter “merger trees” (see, e.g., Kauffmann & Haehnelt 2001). These models have found that to reproduce the observed decline in the QSO luminosity density, the “efficiency factor” for the fraction of gas accreted by the BH in a merger must decline towards $`z=0`$. Our proposal here is radically different: instead of “starving” the BHs in each galaxy, the QSO luminosity density drops due to the empirically–inferred drop in the formation rate of spheroids, and their bias towards smaller systems at lower redshifts.

### 3.2 High Redshifts ($`z2`$)

As at $`z2`$, at redshifts exceeding the peak of quasar activity $`(z2)`$, the evolutions of the SFRD and BARD are, in fact, not parallel (see Fig. 1). It must be noted that the observational determinations of both quantities are much less certain at these high redshift than at low redshifts. The presence of a population of high–redshift, dust obscured quasars could, for example, reconcile the SFRD and BARD curves in our simple model. There is already evidence for such a population that could significantly increase the inferred BARD (e.g. Fabian & Iwasawa 1999); there is also some evidence that, unlike the optical LF, the soft X–ray quasar luminosity function stays flat out to redshifts $`z4`$ (Miyaji et al. 2001). We here simply take the current determinations at face value, and examine physical reasons that would explain the apparent discrepancy, if it holds up in future data.

#### 3.2.1 What Steepens the Evolution of the High-$`z`$ Quasar Emissivity?

One possibility is that the fueling rate of quasars is suppressed by intrinsic physical limits to the rate of accretion. Models in which the BHs shine with approximately their Eddington luminosity can naturally explain the observed evolution of the QSO luminosity function (Haiman & Loeb 1997; Haehnelt, Natarajan & Rees 1998; Wyithe & Loeb 2002), by associating the rise from $`z=6`$ to $`z=2`$ with the increase in the nonlinear mass–scale in hierarchical cosmologies. Ciotti & Ostriker (2003) suggested that at the high characteristic densities at $`z3`$, Bremsstrahlung opacity may effectively limit the mass accretion rate onto a BH to a small fraction of the usual Eddington value. This idea is attractive because it provides a physical reason for the suppression of the fueling rate, and because the additional opacity may be relevant only at high redshifts, allowing “normal” accretion at $`z3`$. In fact, the data reviewed in section § 3.1.1 are consistent with $`L_{\mathrm{max}}=0.1L_{\mathrm{Edd}}`$ (and a modest correction for beaming), but the effects of correspondingly increasing the Eddington time by a factor of 10 are only important at high redshifts, where it then becomes comparable to the age of the universe.

In Figure 2, we show (dot–dashed curve) the evolution of the emissivity for a BH, $`L\dot{M}M\mathrm{exp}(f_{\mathrm{Edd}}t/t_{\mathrm{Edd}})`$ under the assumption that the hole grows exponentially on a timescale which is $`f_{\mathrm{Edd}}^1=1/0.07=14`$ times the Eddington time $`t_{\mathrm{Edd}}=ϵ\times 4.6\times 10^8`$yr. A multiplicative constant ($`10^{3.1}\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3`$ for the curve shown in Fig. 2) can be used to represent the summed emissivity or accretion rate density of all quasar BHs, all of which are assumed to grow at the same rate from $`z=\mathrm{}`$. As the figure reveals, the suppression of the accretion rates in all BHs to $`7\%`$ of the Eddington value would naturally result in the observed steep slope of the quasar emissivity evolution between $`3z6`$, while not preventing star–formation to occur in a more extended spheroid region around the black hole. While attractive, this explanation suffers from a drawback, namely the fact that if all BHs can accrete only at 10% of the Eddington rate at $`z>3.5`$, then their e-folding time will be $`5\times 10^8`$ years, making it apparently difficult to explain how the large (few $`\times 10^9`$ $`\mathrm{M}_{}`$) BHs in the SDSS survey were built by $`z=6`$, when age of the universe is $`8\times 10^8`$ years, less than twice the $`e`$-folding timescale (Haiman & Loeb 2001). As we shall see below, this is less of a problem than might be expected, since the growth of individual SMBHs at high redshift is dominated by mergers, and not by accretion.

#### 3.2.2 The Growth of an Individual Black Hole due to Mergers vs. Accretion

A different, but potentially important ingredient in determining the relative evolution of the SFRD and the BARD at high redshifts is the importance of mergers (see also Volonteri et al. 2003). We next demonstrate that at high redshifts, the build-up of the mass of an individual BH is likely dominated by mergers between BHs. Such mergers may not have any effect on the total quasar emissivity (one can imagine merging all BHs in pairs, resulting in new BHs twice as massive as the original set, while preserving the accretion rate per unit BH mass). However, if mergers are frequent, one can imagine that this may help explain the high redshift discrepancy between the SFRD and the BARD. For example, one can imagine that a merger event at high redshift delivers new gas and triggers star–formation (but may not be able to increase the accretion rate onto BHs, per unit BH mass, if this quantity is already Eddington limited).

The growth rate of BHs due to merging can be obtained from the characteristic dark matter halo number density as follows:

$$\dot{M}_{\mathrm{merg}}=M_{\mathrm{nl}}\frac{\dot{N}_{\mathrm{nl}}}{N_{\mathrm{nl}}}.$$
(14)
Here we define the nonlinear dark matter halo mass–scale $`M_{\mathrm{nl}}`$ at redshift $`z`$ as $`\sigma (M_{\mathrm{nl}})g(z)=1`$, where $`\sigma (M)`$ is the r.m.s. mass fluctuation in spheres of mass $`M`$, and $`g(z)`$ is the growth function at redshift $`z`$. For simplicity, we define the space density of halos as $`N_{\mathrm{nl}}M_{\mathrm{nl}}\times dN/dM_{\mathrm{nl}}`$, where $`dN/dM`$ is the usual (comoving) halo mass function, adopted here from Jenkins et al. (2001), evaluated at $`M_{\mathrm{nl}}`$. Under this assumption,$`N_{\mathrm{nl}}=N_{\mathrm{nl}}(M(t),t)`$, and we have the following time derivative:

$$\dot{N}_{\mathrm{nl}}=M_{\mathrm{nl}}\frac{d^2N}{dM_{\mathrm{nl}}dt}+\dot{M}_{\mathrm{nl}}\frac{dN}{dM_{\mathrm{nl}}}.$$
(15)
The first term on the right hand side vanishes by definiton ($`d^2N/dMdt0`$ at the nonlinear mass-scale). As a result, we find that

$$\dot{M}_{\mathrm{merg}}=0.13\times 0.1\times 1.3\times 10^3\times M_{\mathrm{nl}}\frac{\dot{N}_{\mathrm{nl}}}{N_{\mathrm{nl}}}1.7\times 10^5\times \dot{M}_{\mathrm{nl}}.$$
(16)
This last result reflects the fact that without any accretion, the individual BH masses would grow only by coalescence of the BHs during halo mergers, and therefore the typical BH mass would simply track the nonlinear dark halo mass–scale. In order to describe the growth of BHs, rather than that of halos, we have assumed in equation (16) that a fraction 0.13 of the total mass in each halo is baryonic, the mass of stars is 10% of the baryons, and the mass of the central BH is $`1.3\times 10^3`$ that of the stars.

We next find the growth of an individual BH due to accretion, using the Madau & Pozzetti (2000) star formation rate density, as follows:

$$\dot{M}_{\mathrm{acc}}=1.3\times 10^3\times \frac{\dot{\rho }_\mathrm{S}}{N_{\mathrm{nl}}},$$
(17)
where $`\rho _\mathrm{S}`$ is the comoving star–formation rate density as given by equations (7) and (8) above, and we take $`1.3\times 10^3`$ for the ratio of the BH mass to the spheroid mass from Kormendy and Gebhardt (2001).

Figure 3 shows the mass growth rates due to merging (solid curve) and accretion (dashed curve). From this figure, we learn that at redshifts ($`2<z<4`$), the growth is dominated by mergers, while at low redshift ($`z<2`$), the growth is proportional to the star formation rate.222Note that at high redshifts ($`z>4`$), the mass buildup by mergers actually exceeds $`10\%`$ of the Eddington rate, in accordance with § 3.2.1 above. According to the figure, at very low redshifts ($`z<0.5`$), mergers are again important; however this regime is unphysical because of the so–called “over–merging” problem in the Press–Schechter formalism: the nonlinear mass–scale grows to that corresponding to clusters of galaxies; the galaxies, however, may preserve their identities, and hence it is no longer clear that the growth of BHs by coalescence in merging galaxies tracks this mass-scale.

## 4 Radiative Efficiency and Duty Cycle of AGNs

In this section, we define and derive the radiative efficiency and the duty cycle of AGNs; quantities that served as inputs in the previous sections. In the interest of clarity, let us first consider a population of $`N_\mathrm{g}`$ identical galaxies over the Hubble time $`t_\mathrm{H}`$, each of which today (i.e. at $`t=t_\mathrm{H}`$) hosts a spheroid of mass $`M_\mathrm{S}`$, and a BH of mass $`M_{\mathrm{BH}}`$. Let us further assume that during the entire time elapsed from 0 to $`t_\mathrm{H}`$, each BH had only two states: it was either “on” or “off”. We identify the “on” state as the active quasar phase, and we define the duty cycle $`f_\mathrm{Q}`$ as the fraction of the time each BH spends in the “on” state. At any given time, the number of active quasars is then $`N_\mathrm{Q}=f_\mathrm{Q}N_\mathrm{g}`$. In the “on” state, the BH grows by accretion at the rate $`\dot{M}_{\mathrm{BH}}`$, and shines at the (bolometric) luminosity $`L_\mathrm{Q}`$ with a radiative efficiency $`ϵ`$, defined as the fraction of the rest mass energy of the infalling gas converted to radiation. The remaining fraction $`(1ϵ)`$ of the rest mass then leads to the growth of the BH mass (Yu & Tremaine 2002). A simple algebra shows that

$$\frac{ϵ}{1ϵ}=\frac{E_\mathrm{Q}^\mathrm{T}}{M_{\mathrm{BH}}^\mathrm{T}c^2}=\frac{f_\mathrm{Q}t_\mathrm{H}L_\mathrm{Q}N_\mathrm{g}}{M_{\mathrm{BH}}N_\mathrm{g}c^2}=\frac{t_\mathrm{H}L_\mathrm{Q}N_\mathrm{Q}}{M_{\mathrm{BH}}N_\mathrm{g}c^2}.$$
(18)
Here $`c`$ is the speed of light; the numerator represents the total light emitted by all BHs, and the denominator represents the total mass in BHs today. In the third equality, we have used $`N_\mathrm{Q}=f_\mathrm{Q}N_\mathrm{g}`$. Note that the last term involves only quantities that are, in principle, directly observable, and that it is independent of the duty cycle (Soltan 1982). Equation (18) describes the entire galaxy population, but a similar equation applies to individual galaxies: $`L_\mathrm{Q}f_\mathrm{Q}t_\mathrm{H}=ϵM_{\mathrm{BH}}c^2`$. This last expression does have a dependence on the duty cycle, which can therefore be written as

$$f_\mathrm{Q}=\frac{N_\mathrm{Q}}{N_\mathrm{g}}=\frac{ϵM_{\mathrm{BH}}c^2}{t_\mathrm{H}L_\mathrm{Q}}$$
(19)
The simple toy model above demonstrates that (i) the radiative efficiency can be obtained independently of the duty cycle, and (ii) that the duty cycle can be obtained two different ways, based either on the number or on the characteristic BH mass of quasars. While the former method is conceptually more straightforward, as we shall see below, the latter avoids the divergence in the number of quasars and galaxies (due to the steep observed slope of the luminosity functions at the faint end).

The step forward to a more realistic situation is to allow a distribution of galaxy and BH masses, and corresponding quasar luminosities, and to allow the BH masses and luminosities to change with time. In this case, equation (18) can be straightforwardly generalized to obtain the global average radiative efficiency (Soltan 1982). The total energy output of all quasars over all times per unit volume is given by

$$u_\mathrm{Q}=A_{\mathrm{bol}}_0^{z_{\mathrm{max}}}𝑑z\frac{dt}{dz}_{L_{\mathrm{min}}}^{L_{\mathrm{max}}}𝑑LL\mathrm{\Phi }_\mathrm{Q}(L,z)$$
(20)
where $`\mathrm{\Phi }_\mathrm{Q}(L,z)`$ is the observed quasar luminosity function, which we take from equation (2) in the B–band, $`A_{\mathrm{bol}}`$ is the bolometric correction, which, from the composite quasar spectrum in Elvis et al. (1994), we find to be $`A_{\mathrm{bol}}=L_{\mathrm{tot}}/L_B=11.2`$, and $`dt/dz`$ is obtained from the time–redshift relation in our chosen $`\mathrm{\Lambda }`$CDM cosmology. Note that the integral in equation (20) converges both from above and below in luminosity, and in redshift, so that it is insensitive to the integration limits $`L_{\mathrm{min}}`$, $`L_{\mathrm{max}}`$, and $`z_{\mathrm{max}}`$. We find

$$\frac{u_\mathrm{Q}}{c^2}=1.9\times 10^4\mathrm{M}_{}\mathrm{Mpc}^3$$
(21)
The total remnant BH mass in the present universe is given by

$$\rho _{\mathrm{BH}}=_0^{\mathrm{}}𝑑MM\mathrm{\Phi }_{\mathrm{BH}}(M)=f_{\mathrm{BH}}_0^{\mathrm{}}𝑑MM\mathrm{\Phi }_\mathrm{S}(M),$$
(22)
where $`\mathrm{\Phi }_{\mathrm{BH}}`$ and $`\mathrm{\Phi }_\mathrm{S}`$ are the present day BH and spheroid mass functions, and $`f_{\mathrm{BH}}`$ is the BH to spheroid mass ratio. We here adopt the spheroid luminosity function from equation (1), and convert it to a spheroid mass function using the $`ML`$ ratio for each of the 4 different types of galaxies in Salucci et al. (1999). Assuming further a constant BH–spheroid mass ratio $`f_{\mathrm{BH}}=1.3\times 10^3`$ (Kormendy & Gebhardt 2001), we find

$$\rho _{\mathrm{BH}}=2.49\times 10^5\mathrm{M}_{}\mathrm{Mpc}^3.$$
(23)
It is worth noting the contribution to this mass density from the (E, S0, Sa/Sab, and Sbc/Scd) galaxies separately, which are, respectively, 1.19, 0.63, 0.50, and 0.17 $`\mathrm{M}_{}\mathrm{Mpc}^3`$. In other words, the bulges of late type galaxies are not a negligible contribution to the total spheroid mass density (and they dominate the total mass density for low spheroid masses). It is also worth noting that the present–day total spheroid mass density we obtain by integrating the spheroid formation rate in Figure 2 (which was based on a corrected version of the evolution of the total star formation rate in Madau & Pozzetti 2000) is in good agreement (to within 30%) of the value we find from summing up the inferred local spheroid densities from Salucci et al. (1999; see eqn. 1).

Finally, from the ratio of equations (21) and (23), we find $`ϵ=0.071`$. Our result is in good agreement with recent work by Yu & Tremaine (2002), who find an average efficiency of $`ϵ=0.077`$. It is interesting to note that this agreement holds separately for the QSO light and BH mass density. Yu & Tremaine use the recent 2dF quasar luminosity function of Boyle et al. (2000), and a bolometric correction of 11.8, to find $`u_\mathrm{Q}/c^2=2.1\times 10^4\mathrm{M}_{}\mathrm{Mpc}^3`$. They combine the recent $`M_{\mathrm{BH}}\sigma `$ relation of Tremaine et al. (2002) with the SDSS velocity function of early type galaxies in Bernardi et al. (2002), and make corrections for the additional BH mass in spiral galaxies and for the scatter in the $`M_{\mathrm{BH}}\sigma `$ relation, yielding $`\rho _{\mathrm{BH}}=2.5\times 10^5\mathrm{M}_{}\mathrm{Mpc}^3`$.

The duty cycle defined in equation (19) is less trivially generalized for a population of evolving galaxies. Nevertheless, if we assume that the duty cycle does not vary with time (but we allow it to be a function of luminosity), then we can still obtain the duty cycle explicitly by comparing the present–day space density of quasars and galaxies. An immediate complication is that both space densities (see eqns. 1 and 2) diverge at the faint end. We therefore proceed by defining the average duty cycle of all quasars above luminosity $`L_\mathrm{Q}(x,0)`$,

$$f_{\mathrm{Q},\mathrm{N}}_x\frac{_{M_{\mathrm{BH}}(x)}^{\mathrm{}}𝑑M\mathrm{\Phi }_{\mathrm{BH}}}{_{L_\mathrm{Q}(x,0)}^{\mathrm{}}𝑑L\mathrm{\Phi }_\mathrm{Q}},$$
(24)
where $`L_\mathrm{Q}(x,0)`$ is such that QSOs at redshift $`z=0`$ brighter than $`L_\mathrm{Q}(x,0)`$ emit a fraction $`x`$ of the total quasar light $`L_\mathrm{Q}^\mathrm{T}=_0^{\mathrm{}}𝑑LL\mathrm{\Phi }_\mathrm{Q}(L,0)`$, and likewise, $`M_{\mathrm{BH}}(x)`$ is such that all BHs more massive than $`M_{\mathrm{BH}}(x)`$ sum up to the same fraction $`x`$ of the total BH mass at $`z=0`$, i.e. to $`xM_{\mathrm{BH}}^\mathrm{T}`$.

We may similarly generalize the definition of the duty cycle based on the characteristic BH mass (cf. the last term in equation ), by applying it to an individual present–day BH, as follows:

$$f_{\mathrm{Q},\mathrm{M}}_x\frac{ϵc^2M_{\mathrm{BH}}(x)}{_0^{\mathrm{}}L_\mathrm{Q}(x,t)𝑑t},$$
(25)
In principle, the time–integral in the denominator on the right-hand side must be taken over the (typical) luminosity history of the present–day black hole of mass $`M_{\mathrm{BH}}`$. If mergers play an important role in the growth of this BH, then the integral must be performed separately, and summed over each branch along the “merger tree”. In practice, we do not know this merger history, and instead we simply define the time–dependent luminosity $`L_\mathrm{Q}(x,t)`$ such that QSOs at cosmic time $`t`$ brighter than $`L_\mathrm{Q}(x,t)`$ emit a fraction $`x`$ of the total quasar light at that epoch, $`L_\mathrm{Q}^\mathrm{T}=_0^{\mathrm{}}𝑑LL\mathrm{\Phi }_\mathrm{Q}(L,t)`$. This definition assumes only that a monotonic relation is maintained between $`M_{\mathrm{BH}}`$ and $`L_\mathrm{Q}`$ at all times, and it gives the correct duty cycle in the limit that mergers do not dominate the mass growth of individual BHs (note that the bulk of the total quasar light is emitted in a narrow peak around redshift $`z=2.2`$; $`50\%`$ of the time–integral in equation (25) is contributed between $`1.6<z<2.8`$). As we showed in the previous section (see Figure 3), mergers are likely important at $`z>3`$ but do not dominate the growth of individual BHs at lower redshifts.

The duty cycles obtained from both methods are listed in Table 1. We find that $`f_{\mathrm{Q},\mathrm{N}}_{0.1}0.008`$ and $`f_{\mathrm{Q},\mathrm{N}}_{0.9}0.05`$. Most importantly, our two definitions above do not guarantee that equations (24) and (25) give the same values. Here we find that the two methods agree well on the high mass end, while $`f_{\mathrm{Q},\mathrm{M}}`$ is systematically lower by a factor of $``$two towards the low–mass end. One interpretation of this finding is that the most massive BHs gain nearly all their mass by accretion, while mergers contribute a comparatively larger fraction of the mass of lower mass BHs.

Our results for the duty cycle being at the percent level is in good agreement with theoretical expectations (Ciotti & Ostriker 1997, 2001, Yu & Tremaine 2002), it is also similar to the values derived in Haehnelt, Natarajan, & Rees (1998), who obtained a QSO lifetime of $`t_\mathrm{Q}10^7`$ yr at a Hubble epoch of $`10^{910}`$ yr or, in terms of the duty cycle, $`f_\mathrm{Q}=t_\mathrm{Q}/t_{\mathrm{Hubble}}10^210^3`$. Similar quasar lifetimes can be independently derived from the spatial clustering of quasars (Haiman & Hui 2001; Martini & Weinberg 2001).

Before we conclude this section, we stress a well known puzzle presented by the difference in the QSO luminosity functions in the optical and X–ray bands, and its consequences for our analysis. We repeated the derivation of the accretion efficiency from the X–ray luminosity function (Miyaji et al. 2001), and we find $`ϵ0.045`$, about two times lower than we obtain from the B–band (applying in both cases a bolometric correction from Elvis et al. 1994: $`L_{\mathrm{tot}}/L_X=38.1`$, and $`L_{\mathrm{tot}}/L_B=11.2`$). If all QSOs emitted intrinsically with the Elvis spectrum, the above two numbers should agree. However, they differ by a factor of two. What does this mean? The simplest resolution is to assume that QSOs emit a universal spectrum, but the mean value of their flux ratio $`L_X/L_B`$ is a factor of $`71/45=1.6`$ times smaller than for the Elvis et al. sample (which consists of 47 unobscured QSOs). This says $`L_X/L_B0.18`$ . However, under the assumption of a universal spectrum, the total number of quasars

$$N(>L_{\mathrm{min}})=4\pi _0^{\mathrm{}}𝑑z\frac{dV}{dzd\mathrm{\Omega }}_{L_{\mathrm{min}}}^{\mathrm{}}𝑑L\frac{d\mathrm{\Phi }}{dL}(L,z)$$
(26)
should then be equal in the optical and in the X–rays, if one uses the appropriate lower limits, $`L_{\mathrm{min},\mathrm{X}}`$=$`0.18L_{\mathrm{min},\mathrm{B}}`$. We find that this leads instead to $`N_X=2N_B`$. In other words, under the assumption of a universal spectrum, the flux ratio $`L_X/L_B`$ can be derived two ways: either from the total number, or from the total light, of quasars. With the published LFs, these methods give $`L_X/L_B0.5`$ and $`L_X/L_B0.2`$, respectively. This proves that quasars as a population cannot have a universal spectrum, a result that one could have obtained directly by comparing the X-ray and optical LFs, which have different shapes and redshift evolutions. A possible resolution is that the duty-cycle in the X-rays is $`3`$ times longer than in the optical. This would be supported by the recent results of Barger et al. (2001), who found that a large fraction of optical galaxies are Chandra AGN sources, implying a long X–ray activity cycle, $``$0.5 Gyr.

## 5 Conclusions

In this paper, we discussed a simple, empirically based model for the growth of supermassive black holes (BHs) at the center of spheroidal stellar systems. Motivated by accumulating evidence for the strong link between the formation of spheroids and BHs, we hypothesized the simplest possible form of this connection, namely that star formation in spheroids and BH fueling are proportional to one another, at all cosmic epoch and in all spheroids, regardless of their size.

The main conclusions that arise from this hypothesis (augmented with a few other reasonable assumptions) are as follows. This simple model accounts for the puzzling steep decline of the characteristic luminosity of quasars from redshift $`z2`$ to $`z=0`$: the residual star formation in spheroidal systems is today limited to a small number of bulges, characterized by stellar velocity dispersions a factor of $`23`$ smaller those of the elliptical galaxies hosting QSOs at $`z2`$. We explored a very simple consequence of our hypothesis: the redshift evolution of the QSO emissivity and of the star formation history in spheroids should be roughly parallel to each other. We find this result to be broadly consistent with the evolution of both the global star formation rate, and of the evolution of the QSO emissivity, both of which exhibit a peak at redshift $`z2`$. However, a closer look reveals possibly interesting discrepancies at both low and high redshifts.

At low redshifts, the spheroid formation rate, obtained by making simple corrections to the total star formation rate, appears to decline by a factor that is $`3`$ times larger than the decline in QSO emissivity. A possible solution we note to resolve this discrepancy is fueling of quasar BHs at low redshifts by the mass lost in winds from a passively evolving stellar spheroid population, formed at earlier epochs. A tentative discrepancy also exists at high redshifts ($`z2`$, beyond the peak of QSO activity), where the evolution of the star formation rate appears significantly flatter than that of quasar emissivity. While a population of hitherto undetected, obscured AGN at high redshift (with the obscured fraction increasing towards high $`z`$) could resolve this discrepancy, we offered an alternative, physical explanation: quasar fueling rates at high redshift are limited to a fraction $`10\%`$ of the Eddington accretion rate. This limit depends linearly on the characteristic BH mass, and would therefore imprint a steep evolution of the quasar luminosity function as the characteristic mass–scale builds up exponentially. We also note that the masses of individual black holes at high redshift are not limited by accretion (at the Eddington or some modified Eddington rate), since we find that mergers dominate over accretion in determining the growth of objects at epochs $`z\begin{array}{c}>\hfill \\ \hfill \end{array}2`$.

Given our demographic assumptions, we compute the average duty cycle - the fraction of time SMBHs spend in the on state - as $`(36)\times 10^3`$, depending on BH mass, and we also find the mean bolometric radiative efficiency, $`ϵ=0.071`$, when averaged for the entire SMBH population.

The considerations on this paper are tentative, but empirically based. It should soon be possible to considerably tighten constraints on the simple picture of coeval formation of BHs and spheroids: the redshift–evolution of the starformation rate in spheroid systems should be derivable by a more detailed analysis of the SDSS galaxy sample out to at least $`z0.5`$.

We thank Martin Haehnelt, Martin Rees, Alvio Renzini, Scott Tremaine and Qingjuan Yu for useful discussions. L.C. was supported by MURST, contract CoFin2000, and by grant ASI I/R/105/00.