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# On the Average of Triangular Numbers

## Abstract

The problem we are dealing with is the following: find two sequences $`a_n`$ and $`b_n`$ such that the average of the first $`b_n`$ triangular numbers (starting with the triangular number 1) is still a triangular number, precisely the $`a_n`$-th triangular number. We get also some side results: for instance one of the sequence instrumental to finding the asked for sequences turns out to be a bisection of the sequence of the numerators of continued fraction convergents to $`\sqrt{3}`$.

The present note has been suggested by a problem proposed in the ”Student Problems” section of The Mathematical Gazette (see ). The problem we tackle is the following: find two sequences $`a_n`$ and $`b_n`$ such that the average of the first $`b_n`$ triangular numbers (starting with the triangular number 1) is still a triangular number, precisely the $`a_n`$-th triangular number.

If we want that the average of the first $`s`$ triangular number be a triangular number it has to hold

$$\frac{1}{s}\underset{k=1}{\overset{s}{}}\frac{k(k+1)}{2}=\frac{r(r+1)}{2},$$

for some positive integer $`r`$. This becomes

$$\frac{(s+1)(2s+4)}{12}=\frac{r(r+1)}{2},$$

that is, clearing the fractions,

$$s^2+3s+2=3r^2+3r.$$
(1)
Solving for $`s`$ and considering that $`s`$ has to be a positive quantity we have the solution

$$s=\frac{3+\sqrt{1+12r+12r^2}}{2}.$$

Now because $`s`$ has to be an integer we need $`r`$ such that $`1+12r+12r^2`$ is a perfect square; also $`\sqrt{1+12r+12r^2}3`$ has to be even.

Consider the nonhomogeneous recurrence $`w_n=w(k,r,s)`$ defined by

$$w_n=4w_{n1}w_{n2}+k,w_0=r,w_1=s.$$

Let $`\alpha `$ and $`\beta `$ be the zeros of the polynomial $`x^24x+1`$, that is $`\alpha =2+\sqrt{3},\beta =2\sqrt{3}`$. Note that $`\alpha +\beta =4,\alpha \beta =1,\alpha \beta =2\sqrt{3},\alpha ^2+\beta ^2=14`$.

It is useful to introduce the homogeneous sequence $`L_n=w(0,\mathrm{\hspace{0.17em}2},4)`$ given by

$$L_n=4L_{n1}L_{n2}.$$

This sequence is the analogous in this context of the Lucas numbers. The closed form of $`L_n`$ is

$$L_n=\alpha ^n+\beta ^n.$$

The generating function of $`w_n`$ is given by

$$g(x)=\frac{r+(s5r)x+(k+4rs)x^2}{(1x)(14x+x^2)},$$

from which we get the closed form

$$w_n=\frac{k}{2}+\frac{s\alpha +(k+4rs)\beta +k2r}{12}\alpha ^n+\frac{s\beta +(k+4rs)\alpha +k2r}{12}\beta ^n.$$
(2)
It may be useful to write the RHS in terms of the $`L_n`$ sequence

$$w_n=\frac{k}{2}+\frac{4s+k2r}{12}L_n+\frac{k+4r2s}{12}L_{n1}.$$
(3)
Now introduce the sequence $`a_n=w(1,\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}1})`$. $`a_n`$ is sequence A061278 in : the first values are $`0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}5},\mathrm{\hspace{0.17em}20},\mathrm{\hspace{0.17em}76},\mathrm{\hspace{0.17em}285},\mathrm{}`$. Using Equation 3 we get

$`a_n`$ $`=`$ $`{\displaystyle \frac{5}{12}}L_n{\displaystyle \frac{1}{12}}L_{n1}{\displaystyle \frac{1}{2}}`$
$`=`$ $`{\displaystyle \frac{L_n+4L_nL_{n1}6}{12}}`$
$`=`$ $`{\displaystyle \frac{L_n+L_{n+1}6}{12}}.`$
Note that

$`L_n^2`$ $`=`$ $`(\alpha ^n+\beta ^n)^2`$
$`=`$ $`\alpha ^{2n}+\beta ^{2n}+2`$
$`=`$ $`L_{2n}+2,`$
$`L_nL_{n+1}`$ $`=`$ $`(\alpha ^n+\beta ^n)(\alpha ^{n+1}+\beta ^{n+1})`$
$`=`$ $`\alpha ^{2n+1}+\alpha ^n\beta ^{n+1}+\alpha ^{n+1}\beta ^n+\beta ^{2n+1}`$
$`=`$ $`L_{2n+1}+\alpha +\beta `$
$`=`$ $`L_{2n+1}+4.`$
Then

$`1+12a_n+12a_n^2`$ $`=`$ $`{\displaystyle \frac{12+L_{2n}+2L_{2n+1}+L_{2n+2}}{12}}`$
$`=`$ $`{\displaystyle \frac{12+6L_{2n+1}}{12}}`$
$`=`$ $`1+{\displaystyle \frac{L_{2n+1}}{2}},`$
where we used the recurrence defining $`L_n`$. Now we are going to show that this expression is a perfect square. Write

$`1+{\displaystyle \frac{L_{2n+1}}{2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\alpha ^{2n+1}+{\displaystyle \frac{1}{2}}\beta ^{2n+1}1`$
$`=`$ $`\left({\displaystyle \frac{1}{\sqrt{2}}}\alpha ^{n+\frac{1}{2}}{\displaystyle \frac{1}{\sqrt{2}}}\beta ^{n+\frac{1}{2}}\right)^2.`$
Hence it remains to prove that

$$u_n=\frac{1}{\sqrt{2}}\alpha ^{n+\frac{1}{2}}\frac{1}{\sqrt{2}}\beta ^{n+\frac{1}{2}}$$

is a positive integer. This will be done by strong induction. First of all note that

$`\left(\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}}\right)^2`$ $`=`$ $`\alpha +\beta 2`$
$`=`$ $`2,`$
so that we will take $`\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}}=\sqrt{2}`$. Then $`u_0=1`$. Next assume that $`u_n`$ is a positive integer for $`nn_0`$. It follows that $`u_{n_0}(\alpha +\beta )=4u_{n_0}`$ is a positive integer. But

$`u_{n_0}(\alpha +\beta )`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n_0+\frac{1}{2}}\beta ^{n_0+\frac{1}{2}}\right)(\alpha +\beta )`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\alpha ^{n_0+1+\frac{1}{2}}+{\displaystyle \frac{1}{\sqrt{2}}}\alpha ^{n_0+\frac{1}{2}}\beta {\displaystyle \frac{1}{\sqrt{2}}}\alpha \beta ^{n_0+\frac{1}{2}}{\displaystyle \frac{1}{\sqrt{2}}}\beta ^{n_0+1+\frac{1}{2}}`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n_0+1+\frac{1}{2}}\beta ^{n_0+1+\frac{1}{2}}\right)+{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n_0\frac{1}{2}}\beta ^{n_0\frac{1}{2}}\right)`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n_0+1+\frac{1}{2}}\beta ^{n_0+1+\frac{1}{2}}\right)+{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n_01+\frac{1}{2}}\beta ^{n_01+\frac{1}{2}}\right)`$
$`=`$ $`u_{n_0+1}+u_{n_01}.`$
Because by the induction hypothesis $`u_{n_01}`$ is a positive integer, it follows that $`u_{n_0+1}`$ is a positive integer. This ends the induction proof.

As a side result we get that $`u_n`$ obeys the recurrence

$$u_n=4u_{n1}u_{n2},u_0=1,u_1=5,$$

since $`\alpha ^{\frac{3}{2}}\beta ^{\frac{3}{2}}=\sqrt{50}=5\sqrt{2}`$. $`u_n`$ is sequence A001834 in .

It remains to prove that $`u_n`$ is odd which is the same as to prove that $`\frac{L_{2n+1}}{2}`$ is even, which means that $`L_{2n+1}`$ is a multiple of 4. Again this will be done by strong induction. For $`n=0`$ we have $`L_1=4`$. Next assume that $`L_{2n+1}`$ is a multiple of 4 for $`nn_0`$, that is $`L_{2n+1}=4c_n`$, where $`c_n`$ is a positive integer. Then

$`L_{2n_0+1}(\alpha ^2+\beta ^2)`$ $`=`$ $`4c_{n_0}14`$
$`=`$ $`\alpha ^{2n_0+3}+\alpha ^{2n_0+1}\beta ^2+\alpha ^2\beta ^{2n_0+1}+\beta ^{2n_0+3}`$
$`=`$ $`\alpha ^{2(n_0+1)+1}+\beta ^{2(n_0+1)+1}+\alpha ^{2(n_01)+1}+\beta ^{2(n_01)+1}`$
$`=`$ $`L_{2(n_0+1)+1}+L_{2(n_01)+1}`$
$`=`$ $`L_{2(n_0+1)+1}+4c_{n_01}.`$
Then

$$L_{2(n_0+1)+1}=4c_{n_0}144c_{n_01},$$

that is, a multiple of 4.

It follows that

$$b_n=\frac{u_n3}{2}.$$

Hence

$`4b_{n1}b_{n2}+3`$ $`=`$ $`2u_{n1}6{\displaystyle \frac{1}{2}}u_{n2}+{\displaystyle \frac{3}{2}}+3`$
$`=`$ $`{\displaystyle \frac{4u_{n1}u_{n2}3}{2}}`$
$`=`$ $`{\displaystyle \frac{u_n3}{2}}`$
$`=`$ $`b_n.`$
The initial values are $`b_0=1,b_1=1`$. It follows that $`b_n=w(3,1,\mathrm{\hspace{0.17em}1})`$. The initial values are $`1,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}8},\mathrm{\hspace{0.17em}34},\mathrm{\hspace{0.17em}131},\mathrm{\hspace{0.17em}493},\mathrm{}`$.

If we solve Equation 1 for $`r`$, being $`r`$ a positive quantity, we obtain

$$r=\frac{\sqrt{3}\sqrt{11+12s^2+4s^2}3}{6}.$$

If we define

$$v_n^2=3(11+12b_n+4b_n^2),$$

after insertion of the value of $`b_n`$ we get

$$v_n^2=3(u_n^2+2),$$

that is

$$v_n^2=\frac{3}{2}(L_{2n+1}+2).$$

Essentially repeating the previous reasoning we find that $`v_n`$ is a positive integer $`n`$ and we have the recurrence

$$v_n=4v_{n1}v_{n2},v_0=3,v_1=9,$$

that is $`v_n=w(0,\mathrm{\hspace{0.17em}3},\mathrm{\hspace{0.17em}9})`$. Also we get the closed form

$$v_n=\sqrt{\frac{3}{2}}\left(\alpha ^{n+\frac{1}{2}}+\beta ^{n+\frac{1}{2}}\right).$$

Furthermore

$$v_n3(mod6).$$

This can be proved easily by strong induction, noting that $`v_0=3`$ and assuming that for all $`nn_0`$ the former equation holds. Writing $`v_{n_0}=6k_1+3,v_{n_01}=6k_2+3`$ we have

$`v_{n_0+1}`$ $`=`$ $`4v_{n_0}v_{n_01}`$
$`=`$ $`4(6k_1+3)(6k_2+3)`$
$`=`$ $`6(4k_1k_2)+9,`$
so that

$`v_{n_0+1}3`$ $`=`$ $`6(4k_1k_2)+6`$
$`=`$ $`6(4k_1k_2+1).`$
And finally we have

$$a_n=\frac{v_n3}{6}.$$

It is interesting the fact that the sequence $`u_n`$ is a bisection of sequence A002531 in  that gives the numerators of continued fraction convergents to $`\sqrt{3}`$, a result that as far as we know is new. Denoting by $`z_n`$ the sequence of the convergents we are going to prove

$$u_n=z_{2n+1}.$$

From the comments to A002531 in  we have that

$$z_{2n+1}=2z_{2n}+z_{2n1},z>0,$$
(4)
$$z_{2n}=\frac{\alpha ^n+\beta ^n}{2}.$$
(5)
Now

$`u_nu_{n1}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n+\frac{1}{2}}\beta ^{n+\frac{1}{2}}\right){\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^{n\frac{1}{2}}\beta ^{n\frac{1}{2}}\right)`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^n(\alpha ^{\frac{1}{2}}\alpha ^{\frac{1}{2}})+\beta ^n(\beta ^{\frac{1}{2}}\beta ^{\frac{1}{2}})\right)`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\alpha ^n(\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}})+\beta ^n(\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}})\right)`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\alpha ^n+\beta ^n)\left(\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}}\right).`$
Now from

$$\left(\alpha ^{\frac{1}{2}}+\beta ^{\frac{1}{2}}\right)^2=\alpha +\beta +2=6$$

we get

$$\alpha ^{\frac{1}{2}}+\beta ^{\frac{1}{2}}=\sqrt{6}.$$

Also from

$$\left(\alpha ^{\frac{1}{2}}+\beta ^{\frac{1}{2}}\right)\left(\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}}\right)=\alpha \beta =2\sqrt{3}$$

we get

$$\alpha ^{\frac{1}{2}}\beta ^{\frac{1}{2}}=\sqrt{2},$$

so that

$$u_nu_{n1}=L_n=2z_{2n}=z_{2n+1}z_{2n1}.$$

So we can write

$$u_nz_{2n+1}=u_{n1}z_{2n1}.$$

Setting

$$d_n=u_nz_{2n+1}$$

we have the recurrence

$$d_n=d_{n1}$$

with $`d_0=u_0z_1=11=0`$. Hence $`d_n=0`$ and $`u_n=z_{2n+1}`$.

In a similar way we obtain

$$v_nv_{n1}=6F_n,$$

where $`F_n=w(0,\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}1})`$, the analogous of the Fibonacci numbers for this type of recurrences. $`F_n`$ is sequence A001353 in .


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# RX J0042.3+4115: a stellar mass black hole binary identified in M31

## 1 Introduction

At 760 kpc (van den Bergh 2000) the Andromeda Galaxy (M31) is the nearest spiral galaxy to our own. The X-ray emission from the direction of M31 is dominated by point sources, mostly X-ray binaries (XB), with a mixture of supernova remnants, foreground stars and background AGN. The intensity variations on short and long time-scales in the X-ray sources in M31 provide vital clues to their nature, and in some cases, in combination with X-ray spectral information, they can be classified from the X-ray observations alone. The study of variability in X-ray sources in external galaxies has been limited by the sensitivity of previous observatories, but the three large X-ray telescopes on board XMM-Newton make such a project possible down to a luminosity of $`10^{36}`$ erg s-1; the combined effective area of these telescopes is the largest of any X-ray telescope imaging above 2 keV. A recent Chandra survey has revealed that $``$ 50% of the X-ray sources in M31 vary over long time-scales (Kong et al. 2002), several transients have been discovered in XMM-Newton observations (e.g. Trudolyubov et al. 2001 2002b; Osborne et al. 2001) and periodic dipping was observed with XMM-Newton in the M31 globular cluster source Bo158 by Trudolyubov et al. (2002a).

The J2000 X-ray position of RX J0042.3+4115, named following Supper et al. (1997) but first identified by Trinchieri & Fabbiano (1991), was determined to be 00h 42m 22$`\stackrel{s}{.}`$919 +41$`\mathrm{°}`$ 15$`\mathrm{}`$ 35$`\stackrel{}{.}`$14 in a recent Chandra survey of M31 (Kong et al. 2002). It was not associated with known supernova remnants, foreground objects, globular clusters or background galaxies (Kong et al. 2002). RX J0042.3+4115 shows luminosities in the 0.3–10 keV band of a few 1038 erg s-1, and significant variations in colour and intensity over time-scales of a few hundred seconds (Sect. 5); in our galaxy, such behaviour is exhibited in only a handful of XB, all of which are bright microquasars with neutron star primaries (Z-sources, e.g. Hasinger & van der Klis 1989; Fender 2002) or transient microquasars with suspected black hole primaries (e.g. Belloni et al. 2000; Fender 2002).

In this paper we propose that RX J0042.3+4115 is a black hole binary. The case is summarised below and expounded in the subsequent sections. The power density spectra (PDS) of the $``$200 Galactic disc-accreting X-ray binaries (XB) are determined by their accretion rates, and hence luminosities; nearly all disc accreting XB are low mass X-ray binaries (LMXB), but some high mass X-ray binaries (e.g. Cygnus X-1) also exhibit disc accretion. The PDS of low accretion rate, disc accreting XB are approximately flat at frequencies $`<`$0.01–1 Hz, then break to a steep power law; these characteristics are present irrespective of the primary (Wijnands & van der Klis 1999). At high accretion rates the PDS are varied but are distinct from the low accretion rate PDS in that the low frequency noise is described by a power law without the break (Hasinger & van der Klis 1989). In Galactic neutron star LMXB, low accretion rate PDS are seen in sources with luminosities of a few 1036 erg s-1; in contrast we find that RX J0042.3+4115 exhibits a low accretion rate PDS at luminosities of $``$1–3 1038 erg s-1. This is close to the Eddington luminosity of an accreting neutron star \[$``$2 1038 erg s-1, (Frank et al. 2002)\]. If RX J0042.3+4115 was a neutron star binary, a high accretion rate would be required for the observed luminosity and the characteristic low accretion rate PDS would not be seen. Hence, the primary in RX J0042.3+4115 is unlikely to be a neutron star and so must be a black hole.

The next section reviews the properties of Galactic black hole binaries to provide a context for the subsequent discussion. A summary of observations and analysis techniques follows, then the luminosities and power spectral breaks observed in RX J0042.3+4115 are presented in the Results section. The case for a black hole primary in RX J0042.3+4115 is presented in the final section.

## 2 Galactic black hole binaries

Black hole binaries can be classified as persistent or transient, and each can exist in any one of three states- the low/hard state, the high/soft state and intermediate/very high state. The X-ray spectrum in the high/soft state is black-body dominated, while the low/hard spectrum is dominated by a power law with a spectral index $``$1.5. The intermediate/high state exhibits strong black body and power law features. As suggested by their names, these states were originally supposed to be related to the mass accretion rate and hence luminosity; however, the same “state” can be observed at extremely different flux levels (e.g. Homan et al. 2001). The four Galactic persistent black hole binaries (Cygnus X-1, GX 399$-$4, 1E 1740.7$-$2942 and GRS 1758$-$258) spend most of their time in their low/hard state (Fender 2002, and references within). Meanwhile, transient black hole binaries can switch states very rapidly; Belloni et al. (2000) have identified 12 separate classes of behaviour in the microquasar GRS 1915+105 which involve transitions between two or all three of the states.

Microquasars are compact accreting binary systems with low mass secondary stars that exhibit relativistic outflows, or jets; the similarity with quasars gives them their name (Fender 2002). Relativistic jets from binaries were first discovered in SS 433 (Spencer 1979; Hjellming & Johnston 1981a b), and have since been discovered in $``$30 Galactic XB (Fender 2002); 11 microquasars are neutron star binaries and 19 are black hole binaries (Fender 2002). As yet, the only Galactic black hole binaries to exhibit luminosities $`>`$1038 erg s-1 have been microquasars. Hence, they may be the closest Galactic analogue to RX J0042.3+4115.

## 3 The Observations

Four observations were made of the core of M31 with XMM-Newton; data were analysed from the three imaging instruments, one PN (Strüder et al. 2001) and two MOS (Turner et al. 2001), which share a common circular field-of view with a 30$`\mathrm{}`$ diameter (Jansen et al. 2001). The MOS detectors have a usable energy range of 0.3–10 keV, a point spread function FWHM of 5$`\mathrm{}`$, an energy resolution of $``$70 eV and a time resolution of 2.6 s in the “full frame” mode used for these observations (Turner et al. 2001). The PN detector has broadly similar characteristics, but with approximately twice the effective area of an individual MOS. Full frame mode was used, giving a time resolution of 0.0734 s (Strüder et al. 2001). The combined effective area is $``$2400 cm2 at 1keV (Jansen et al. 2001). A journal of the XMM-Newton observations is given in Table 1, which details the date, duration and filter used for each observation.

## 4 Analysis

Lightcurves were obtained in the 0.3–2.5, 2.5–10 and 0.3–10 keV energy bands, at 0.0734 s resolution from the PN and 2.6 s resolution from the MOS cameras. The data were filtered to select only good events (FLAG = 0) with sas version 5.3.3111http://heasarc.gsfc.nasa.gov/docs/xmm/uhb/ and analysed with the heasoft utility suite222 http://heasarc.gsfc.nasa.gov/docs/software/lheasoft/; only events in the energy band 0.3–10 keV with PATTERN $`<`$ 4 or 12, for PN and MOS respectively, were selected. Background flaring was present in observations 1, 3 and 4, and so intervals in which the total PN count rate exceeded 60 count s-1 or the count rate of a single MOS detector exceeded 30 count s-1 were rejected; only observation 3 exceeded these thresholds, reducing the useful exposure to 27 ks. There are $``$120 X-ray point sources in the field of view, and the extraction regions for our source was limited to 20$`\mathrm{}`$ to avoid contamination by a neighbouring point source; this encircles $``$70% of the flux. The PN image of the Core of M31 from the June 2001 XMM-Newton observation is shown in Fig. 1 with RX J0042.3+4115 circled.

For each lightcurve on source, a source-free background lightcurve was extracted from a nearby region on the same CCD and at a similar off-axis angle, the same filtering criteria were used. The fractional exposure of the source was estimated from the exposure map, and the lightcurves were corrected for the overall effects of deadtime and vignetting using fcalc.

Additionally, PN source and background spectra were obtained from all good-time data for observations 1, 3 and 4; in observation 2, the source fell in a chip gap. Response matrices and ancillary response files were generated for each spectrum, with rmfgen and arfgen respectively. The spectra were grouped to have a minimum of 50 counts per bin, data below 0.3 keV or greater than 10 keV were ignored in the subsequent analysis.

## 5 Results

The combined, exposure corrected, background subtracted 0.3 – 10 keV EPIC lightcurves of RX J0042.3+4115 from observations 1, 3 and 4 are presented in Fig. 2; these lightcurves are clearly variable, but display no regular behaviour. The lightcurves vary by $``$30% within each observation, while the mean intensity of the lightcurve from observation 1 is a factor of $`3`$ lower than the mean intensities in observations 3 and 4.

Estimates of the luminosity of RX J0042.3+4115 in each observation were obtained by fitting the background-subtracted PN spectra with three simple models. Model A is a simple power law, model B is blackbody + power law and model C is a disc blackbody + power law; all models include the effects of photo-electric absorption from material in the line of sight. Although the parameters of the models have limited physical significance, since the spectra are not of high enough quality to discriminate between models, a reasonable fit to a spectrum will provide a good estimate to the 0.3–10 keV flux and luminosity. The best fit results are presented in Table 2. We obtain 0.3–10 keV luminosities of $``$8, $``$30 and $``$30 $`\times 10^{37}`$ erg s-1 in observations 1, 3 and 4 respectively. We see that Model A cannot fit the spectrum from observation 4, and thus must be be rejected for all observations. The average Galactic line of sight absorption in the direction of M31 is 7 1020 atom cm-2 (Stark et al. 1992) while the modelled absorption of RX J00422.3+4115 is 20–30 1020 atom cm-2, as seen in X-ray sources in M31 (Kong et al. 2002). This suggests that RX J00422.3+4115 is indeed in M31, or else has intrinsic absorption resembling the absorption found in M31 by coincidence.

Leahy normalised (Leahy et al. 1983) power density spectra (PDS) with (5.2 s)-1 resolution were obtained from the 0.3 – 10 keV EPIC lightcurves from observations 1, 3 and 4 using powspec; the PDS were averaged over multiple spectra of 512 bins and the expected noise was subtracted; the PDS data were geometrically binned. The three power spectra are presented in Fig 3. We find that the PDS from all three observations are $``$ flat at low frequencies, and break to a steep power law at frequencies of $``$0.06–0.1 Hz. To establish the significance of the breaks, each PDS was modelled with both a simple power law and a broken power law. The parameters for the broken power law model were the cut-off frequency, $`\nu _\mathrm{c}`$, the power at that frequency, the index for frequencies lower than $`\nu _\mathrm{c}`$, $`\alpha _1`$, and the index for frequencies higher than $`\nu _\mathrm{c}`$, $`\alpha _2`$. Table 3 lists the parameters and goodness of fit of the two models for each PDS; clearly the simple power law model cannot acceptably fit any of the PDS, and all PDS are well fitted by the broken power law model, hence the PDS really do resemble those of low accretion rate binaries.

To establish whether the break is an artifact of the instrumentation, or inherent to RX J0042.3+4115, the PDS of seven bright X-ray sources identified with globular clusters by Kong et al. (2002) were examined; as they are likely to be high accretion rate neutron star binaries their PDS should not contain a break in the observed frequency range. Although here is no reason to expect instrumental modulation of the true PDS that would produce the breaks we have observed, these checks were nevertheless made to be sure. For each globular cluster source, combined EPIC lightcurves from observation 4 were made and a PDS was obtained. Luminosities of the globular cluster sources were estimated from fits to PN spectra of simple power law models; the spectral channels were binned for a minimum of 20 counts per bin. Table 4 lists the best fit model parameters for the globular cluster sources. The luminosities of the globular cluster XB span 1 – 10 $`\times 10^{37}`$ erg s-1, hence we expect high accretion rate PDS with no breaks. No breaks were observed in the PDS of any of the globular clusters.

Additionally, a lightcurve was produced by summing all the EPIC lightcurves of the globular cluster sources; the intensity of this summed lightcurve is $``$1.5 count s-1, (c.f. 0.3–1 count s-1 for RX J0042.3+4115), hence the PDS had more than sufficient data to detect any instrumental break. The PDS of that lightcurve is presented in Fig. 4. A break in the PDS due to instrumental effects would be present in all PDS and so adding the lightcurves of several sources should make the break more prominent; in fact, fitting a simple power law to the combined globular cluster PDS resulted in a good fit ($`\chi ^2`$/dof of 0.6). A broken power law is not required to fit the globular cluster data. We can thus be confident that the PDS breaks we have observed are inherent.

## 6 Discussion

The power density spectra observed from RX J0042.3+4115 by XMM-Newton are flat with a break at $`<`$1 Hz, consistent with PDS from disc-accreting X-ray binaries XB at a low accretion rate, and inconsistent with PDS from high accretion rate XB (van der Klis 1989; Wijnands & van der Klis 1999). In LMXB with neutron star primaries, the characteristic low accretion rate PDS appear in the island state, the lowest luminosity state (van der Klis 1989); an example is 1E 1724$-$3045, an X-ray burster that exhibited a low accretion rate PDS at a few 1036 erg s-1 (Olive et al. 1998). The fact that RX J0042.3+4115 exhibits a low accretion rate PDS at luminosities exceeding 1038 erg s-1, and that none of the globular cluster sources (likely LMXB with neutron star primaries) exhibit such PDS at luminosities of 0.1 – 1 1038 erg s-1 strongly suggests that the primary in RX J0042.3+4115 is unlikely to be a neutron star. We conclude that the primary of RX J0042.3+4115 is a black hole candidate.

Since the argument rests on the luminosity of RX J0042.3+4115, it is important to be sure of its location in M31. M31 is located well out of the plane of the Milky Way, in a sparsely populated region of sky, meaning that RX J0042.3+4115 must be within our Galaxy, or in M31 or a background AGN. We discount the possibility that RX J0042.3+4115 is an AGN and discuss possibilities where it is a local binary below.

AGN are powered by disc accretion onto massive black holes, so we might expect them to exhibit similar PDS, scaled to longer time-scales. Uttley et al. (2002) examined the PDS of four AGN (MGC-6-30-15, NGC 5506, NGC 3516 and NGC 5548) and found that the PDS of the first three are analogous to low accretion rate XB, but with the break at a few 10-6 Hz. These authors compare the PDS of these four AGN with that of the black hole XB Cygnus X-1 and conclude that the break frequency is related to the mass. The break frequency of RX J0042.3+4115 is several orders of magnitude higher than observed in these AGN and so we reject the possibility that it is a background AGN.

If RX J0042.3+4115 is actually a foreground object, then it probably belongs to the disc population and is located within $``$ 1 kpc. Hence the X-ray luminosity would be $``$6 orders of magnitude fainter, at $`10^{32}`$ erg s-1, or fainter if closer than 1 kpc. We know from the PDS that RX J0042.3+4115 is powered by disc accretion, but this X-ray luminosity is several orders of magnitude too low for a persistent LMXB (Lewin et al. 1995). Hence RX J0042.3+4115 would have to be a cataclysmic variable (i.e. with a white dwarf primary) or a soft X-ray transient in quiescence.

All known Galactic cataclysmic variables have optical/UV counterparts (e.g Downes et al. 2001) and while RX J0042.3+4115 was associated with an optical source using the Einstein position (Trinchieri & Fabbiano 1991), the improved resolution of Chandra placed RX J0042.3+4115 away from any optical counterpart (Kong et al. 2002). The nearest object in the Haiman et al. (1994) optical catalogue is at 00h 42m 28s +41$`\mathrm{°}`$ 15$`\mathrm{}`$ 35$`\stackrel{}{.}`$7, i.e. just 5s away and has an apparent visual magnitude of mV = 20.075. Hence an optical counterpart to RX J0042.3+4115 must be fainter than mV = 20. A pessimistic estimate of the absolute visual magnitude for a non-magnetic CV is MV = 9, considering only disc emission and an accretion rate of 10-11 M yr (Warner 1995); hence at 1 kpc, the apparent magnitude would be brighter than 19 and would have been seen in the Haiman et al. (1994) survey. Hence we can rule out the possibility that RX J0042.3+4115 is a normal non-magnetic CV. The observed spectra from RX J00422.3+4115 are consistent with Galactic magnetic CVs, but the X-ray luminosity at 1 kpc would be two orders of magnitude lower than normal. The system would have to be one of the theoretically implied, post period minimum CVs with a brown dwarf secondary (Kolb & Baraffe 1999).

If RX J00422.3+4115 is a local soft X-ray transient (SXT) in quiescence, its primary could be a neutron star or a black hole. SXTs typically brighten in X-rays by a factor of up to 107 over a week, then decay into quiescence over the course of a year; successive outbursts are usually separated by years to decades (see review in e.g. Tanaka & Shibazaki 1996). Observed spectra from SXTs in quiescence are often modelled using advection dominated accretion flow (ADAF) in the inner disc (e.g. Narayan et al. 1997; Sutaria et al. 2002). Since ADAFs are radiatively inefficient, a neutron star primary will radiate energy donated by accreting material impacting on the surface, while a black hole primary will simply swallow the accreting material; indeed quiescent neutron star SXTs have been observed to be 2 orders of magnitude brighter than quiescent black hole SXTs (Sutaria et al. 2002, and references within). Comparing the implied luminosity of 1032 erg s-1 for RX J00422.3+4115 with the known minimum luminosities of black hole and neutron star SXTs (Hameury et al. 2002), we find that if RX J00422.3+4115 was a local SXT, it would be likely to have a black hole primary.

Accepting that the RX J00422.3+4115 is a black hole binary in M31, we must account for its being in the low accretion rate state at a luminosity as high as a few 1038 erg s-1. The mostly likely explanation is that the low accretion rate state is limited to less than a certain fraction of $`\dot{M}_{\mathrm{Edd}}`$, the mass accretion rate corresponding to the Eddington limit, rather than $`\dot{M}`$ itself; hence RX 00422.3+4115 would only need to be more massive than a neutron star to allow a low accretion rate state at a higher accretion rate (observed luminosity). GS 1124-683 (Nova Muscae 1991) exhibited a low-accretion rate PDS at a 1.2–37 keV luminosity of $`10^{38}`$ erg s-1, for a distance of 4 kpc (Miyamoto et al. 1993; Macomb & Gehrels 1999); the mass of the primary in this system has been determined to be 7.0$`\pm `$0.6 M (Gelino et al. 2001), so in this case $`\dot{M}`$ $``$0.1 $`\dot{M}_{\mathrm{Edd}}`$. Hence, a scenario in which RX J00422.3+4115 has a massive ($``$10 M) primary accreting at $``$0.1 $`\dot{M}_{\mathrm{Edd}}`$ is feasible and entirely consistent with the observed properties.

If the break frequency is related to the mass of the primary as supposed by Uttley et al. (2002), the similar break frequencies of Cygnus X-1 \[0.04–0.4 Hz (Belloni & Hasinger 1990)\] and RX J0042.3+4115 (0.05–0.09 Hz) suggests that the mass of the black hole in Cygnus X-1 \[10 M (Herrero et al. 1995)\] is similar to that in RX J0042.3+115, supporting the idea of a $``$10 M black hole primary in RX J0042.3+4115.

To conclude, the three scenarios discussed for RX J0042.3+4115 are: that RX J0042.3+4115 is a post period minimum CV with a brown dwarf secondary; that RX J0042.3+4115 is a luminous black hole binary in M31; that RX J0042.3+4115 is a local black hole SXT with intrinsic absorption imitating the absorption found in M31. We consider that it is most likely to be placed in M31. In this case, the system could be a microquasar, i.e. with a low mass companion; it would then be an analogue of the Galactic microquasar GRS 1915+105.

###### Acknowledgements.

The authors would like to thank Carole Haswell for useful conversations and Andrew Norton for the code used to model the PDS. This work is supported by PPARC.


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# A Variable Ultraluminous Supersoft X-ray Source in “The Antennae”: Stellar-Mass Black Hole or White Dwarf?

## 1 Introduction

At a distance of 19 Mpc ($`H_o=75`$), NGC 4038/39 (The Antennae) have long been studied as the nearest example of a galaxy pair undergoing a major merger (Toomre & Toomre 1972). In the X-ray band of 0.1–10 keV, the first Chandra observation of this system in 1999 December revealed an extraordinarily rich population of luminous point-like sources (Fabbiano et al. 2001). We are now in the midst of a year-long Chandra monitoring program of The Antennae. The first results of this program, on the luminosity and spectral variability of nine ULXs (see Fabbiano 1989 and Makishima et al. 2000 for earlier work on ULXs), detected with luminosities $`L_X>10^{39}\mathrm{ergs}\mathrm{s}^1`$, are reported in Fabbiano et al. (2002).

Here we report the discovery of a very luminous, variable, supersoft source in the Antennae galaxies. While SSSs with blackbody spectra of $``$40–100 eV have been detected in several galaxies (e.g., in Local Group galaxies: Greiner 1996; M81: Swartz et al. 2002; M101: Pence et al. 2001), their typical luminosities do not exceed $`10^{39}`$ erg s-1 and are mostly lower than $`10^{38}`$ erg s-1. These sources are believed to be the result of nuclear burning on the surface of accreting white dwarfs in binary systems (van den Heuvel et al. 1992; see also Kahabka & van den Heuvel 1997). However, the source of interest here, CXOANT J120151.6$``$185231.9 (= Source 13 of the Zezas et al. 2002a list), may reach luminosities in excess of $`10^{40}`$ erg s-1.

Source 13 was first detected in 1999 December with a count rate $``$4 times below that of the ULX range. It is indicated by a circle in fig. 1. Our monitoring of The Antennae shows that this source reached a count rate comparable to those of the ULXs in 2002 May, while keeping an unusual, very soft emission. In this paper, we present both the light curve of this source and a spectral study of its emission.

## 2 Observations and Analysis

Table 1 summarizes the log of the four Chandra ACIS-S3 (Weisskopf et al. 2000) observations of The Antennae discussed in the present paper, and lists the observing times after screening for background flares. Details of the data analysis are given in Fabbiano et al. (2003). This analysis includes astrometric correction of the 2001 December, 2002 April, and 2002 May observations to the 1999 December coordinates, and source detection in four spectral bands following the prescriptions by Zezas et al. (2002a): Full band (0.3–7.0) keV; soft (0.3–1.0) keV; medium (1.0–2.5) keV; and hard (2.5–7.0) keV. The data were corrected for spatial and spectral variations of the ACIS-S3 response, including the time-variable ACIS-S3 effective area111http://asc.harvard.edu/cal/Acis/Cal\_prods/qeDeg/ 222http://www.astro.psu.edu/users/chartas/xcontdir/xcont.html. This correction results in a factor of 1.8 increase of the count rate in the last three observations, when compared with the 1999 December data. The back-illuminated ACIS-S3 CCD is not affected by the energy response degradation experienced by the front-illuminated CCDs; therefore the CTI correction is not relevant here.

Figure 2 shows the light-curve of Source 13 in the 0.3–7.0 keV band. We observe a $``$8-fold increase of the corrected count rate from 1999 December to 2002 May. While detected at sub-ULX count rates in the 1999 December data (Zezas et al. 2002a), in May 2002 the count rate is in the range of the ULX count rate in The Antennae (corresponding to $`L_X>10^{39}`$ erg s-1, for a 5 keV bremsstrahlung spectrum), but the spectrum is much softer than the spectra of the other ULXs. This source remains undetected in the hard band, and only the color $`(SM/S+M)`$ can be derived. This color is 0.88$`\pm `$0.04, significantly softer than the typical ULX colors that all lie in the 0.2 to $``$0.4 range (Fabbiano et al. 2003).

We used XSPEC for the spectral analysis (see Zezas et al. 2002a). Source counts were extracted from circles of 3 pixel (1.5″) radius, with background estimated from surrounding annuli. The data from each observation were fitted with a variety of models, available in the XSPEC library, including blackbody, disk-blackbody (used in the ASCA studies of ULXs, see Makishima et al. 2000), bremsstrahlung, Raymond-Smith thin-plasma model (RS), and power-law. A variable absorption column was included in each model. Spectral analysis was performed on data at energies 0.3–7.0 keV for all the data sets, binned so that there were at least 25 counts in each bin. Typically, extremely few spectral counts were detected above 2 keV in the 2002 May data, and above 1 keV in the earlier observations, when the source was fainter. This binning results in four bins for the 1999 December observation, when the source was faintest. To verify that the determination of $`N_\mathrm{H}`$ was not affected by calibration uncertainties, we also (a) ran our spectral analysis excluding data below 0.6 keV (to avoid the Oxygen edge) and (b) added an edge to the models. In all cases, we obtained consistent results.

The RS model is a bad fit for all the data sets. Blackbody, disk-blackbody and bremsstrahlung all give similar quality fits. Best-fit kT is in the range of $``$150-90 eV for the blackbody model, 110-220 eV for the disk-blackbody, and 120-370 eV for the bremsstrahlung. The power-law model is acceptable for the first and third datasets, but gives a bad fit for the higher statistics 2002 May data; it is also marginal for the 2001 December data. In general power-law indeces tend to be very large, reflecting the very soft spectra. These results, including the best fit $`\chi ^2`$ and the degrees of freedom (number of bins minus fit parameters) are summarized in Table 2, where the errors are 1$`\sigma `$ for 1 interesting parameter. To verify that different binning did not affect our results in our lowest count rate dataset (1999 December), we also analyzed these data with 15 counts per bin, as in Zezas et al. (2002a), obtaining consistent results.

The best-constrained results are from the 2002 May observation, when the source was most luminous: the temperature then was $`kT90`$ eV for the blackbody model, 110 eV and 120 eV for the disk-blackbody and the bremsstrahlung models, respectively. The fits also suggest a large absorption column $`N_\mathrm{H}35\times 10^{21}\mathrm{cm}^2`$, depending on the model. For the rest of this paper we will assume that the emission is optically thick, and for simplicity use the blackbody model. Use of the disk-blackbody model would not change our conclusions. Figure 3 shows the data, best-fit blackbody models, and residuals. Figure 4 shows the 1$`\sigma `$ 2-parameter $`N_\mathrm{H}`$$`kT`$ confidence contours. For the 2002 May data we also show the 99% confidence contour. Fitting a two-component model (blackbody or disk-blackbody plus power-law) did not produce a significant improvent of the fit.

The observed best-fit source luminosity (0.1–2 keV) varies from 1.7$`\times 10^{38}`$ erg s-1 in 1999 December to 8$`\times 10^{38}`$ erg s-1 in 2002 May (Table 3). These values can be considered to be lower limits to the intrinsic source luminosity, since no extinction correction has been applied. The intrinsic (i.e., emitted) best-fit luminosity is significantly larger in 2002 May, because of the large $`N_\mathrm{H}`$ required by the fit, and reaches 1.4$`\times 10^{40}`$ erg s-1. In 2002 May, we estimate a minimum intrinsic luminosity of $`4\times 10^{39}`$ erg s-1 by calculating the flux for the 1$`\sigma `$ lower limit on both $`kT`$ and $`N_\mathrm{H}`$. If the emission of the SSS is due to nuclear burning on a white dwarf (WD) surface (van den Heuvel et al. 1992), a hot WD atmosphere may be more physical than a simple blackbody. However, based on the results of Swartz et al. (2002), we estimate that the adoption of a model WD atmosphere will result in less than a factor of 2 change in the estimated luminosity.

## 3 Discussion

What is this supersoft, luminous, variable source? The large absorption column and the lack of an obvious identification in the HST  WFPC2 data (Zezas et al. 2002b) exclude a foreground object. Given the low density of supersoft AGNs (Puchnarewicz 1998), the likelihood that this source could be a background object is low. If this source belongs to The Antennae, it is the most luminous galaxian SSS ever detected. Our observations suggest that the source has a thermal spectrum. Although the uncertainties are large, the best-fit temperature does not seem to increase with luminosity. Taken at face value, this behavior is incompatible with isotropic emission from a constant radiating area. In the following analysis, we investigate these trends systematically.

King & Puchnarewicz (2002) show that blackbody emission from a region of size $`r`$ times the Schwarzschild radius of a mass $`M`$ obeys the relations

$$L_{\mathrm{sph}}=\frac{L}{b}=\frac{2.3\times 10^{44}}{T_{100}^4}\frac{l^2}{pbr^2}\mathrm{erg}\mathrm{s}^1,$$
(1)
$$M=\frac{1.8\times 10^6}{T_{100}^4}\frac{l}{pr^2}\mathrm{M}_{},$$
(2)
where $`L_{\mathrm{sph}}`$ is the inferred isotropic luminosity of the blackbody, $`L`$ the true source luminosity, $`b`$ the beaming factor that accounts for eventual non-spherical emission, $`l=L/L_{\mathrm{Edd}}`$ the Eddington factor, $`p1`$ a measure of the geometrical deviation from a spherical photosphere, and $`T_{100}`$ the source temperature $`T`$ in units of 100 eV.

Dividing (1) by (2) gives $`lm/b`$ in terms of $`L_{\mathrm{sph}}`$, where $`m=M/M_{}`$. Dividing (1) by the square of eq. (2) gives $`pr^2m^2/b`$ in terms of $`L_{\mathrm{sph}}T^4`$, and we can deduce $`l/mpr^2`$ in terms of $`T^4`$. We calculate these quantities (listed in Table 3) from the results of Table 2 for the blackbody spectrum. It is easy to show from Table 1 that $`(lm/b)(pr^2m^2/b)^{2/3}`$, so that

$$rl^{3/4}p^{1/2}b^{1/4}.$$
(3)
Thus at most one of the three quantities $`b,l,pr^2`$ can be constant. We consider three cases.

(i) Near-isotropic emission from an intermediate-mass black hole ($`b1p`$). Given the peak luminosity of the SSS, this case requires a black-hole mass $``$100 M(cf Miller et al. 2003) However, the large increase (a factor $``$1000) in radiating area is very hard to reconcile with a simple picture in which a black hole accretes from an accretion disk and the blackbody emission comes from a region of a few Schwarzschild radii. Column 3 of Table 3 shows that $`l`$ must increase by a factor 81 between the 1st and 4th observations; for this type of geometry we clearly have $`p1`$, so the radius factor $`r`$ must increase by a factor $``$25. Since the blackbody emission comprises most of the putative accretion luminosity, it must come from deep within the potential well, i.e., $`r`$ a few. So, if we (generously) set $`r3`$ in Observation 4, the emission must be confined to an implausibly small region of only 0.1 Schwarzschild radii in Observation 1.

Although the backbody fits point to the exclusion of an massive black hole, this conclusion is not iron-clad. It hinges on the assumption that the 1999 December emission is indeed a blackbody. As discussed earlier, this is the least well constrained dataset, so that we cannot exclude that the spectrum may follow a power-law distribution. Although the power-law $`\mathrm{\Gamma }4`$ we obtain for the 1999 December data is extremely steep, in excess of typical black-hole binary power-laws, the uncertainties are large (see also Zezas et al 2002a). Power-law components have been seen to dominate the emission in ULXs in low state (see, e.g. La Parola et al. 2001; Kubota et al. 2001; Fabbiano et al 2003). If the first observation is discarded from the blackbody analysis of Table 2, the required radius increase between observations 2 and 4 is reduced to a factor $`2`$. If we only consider observations 3 and 4, we obtain a radius increase of a factor of $`4`$. It remains to be demonstrated how this smaller increase would fit into an intermediate–mass black hole picture.

(ii) Varying beaming at constant luminosity. An opposite extreme from the near-isotropic case is $`l`$ constant, in which case $`b`$ decreases by a factor $``$139 between Observations 1 and 4. The last column of Table 1 then shows that $`p`$ must simultaneously increase by a factor $``$10. Physically, holding $`l`$ constant while other quantities vary widely is plausible only in one situation, namely that the source is radiating constantly at the Eddington limit ($`l=1`$) while the accretion rate may change. In this case the range of $`b`$ is $`mm/185`$. The $`l/mpr^2`$ column of Table 1 then shows that $`pr^2=2.7\times 10^6m^1`$ in Observation 4, giving the radiating object a radius of $`R=4.8\times 10^8m^{1/2}p^{1/2}\mathrm{cm}`$. For $`m1`$, $`p1`$ this radius is suggestively close to the radius of a white dwarf. This is not surprising, as the inferred temperature and luminosity are now typical of supersoft X–ray binaries, which are thought to be powered by nuclear burning of matter accreting on to a white dwarf.

If the SSS is an accreting WD, our results would be consistent with an increasingly super-Eddington accretion flow ($`\dot{M}\dot{M}_{\mathrm{Edd}}10^7`$ Myr-1 for steady nuclear burning on a WD surface). As $`\dot{M}`$ increases beyond $`\dot{M}_{\mathrm{Edd}}`$, the flow geometry apparently changes gradually from a thin disk (1999 December), with burning on a narrow, isotropically emitting ($`b1`$) equatorial band ($`p0.1`$) on the white dwarf, to a thick disk with burning on most of the WD surface ($`p1`$), but now with a strongly anisotropic radiation pattern ($`b10^2`$) in our direction. The most likely cause of this anisotropy is warping of the accretion disk. We note that disks are known to warp in supersoft X-ray binaries (Southwell et al. 1997), essentially because of their proximity to the Eddington limit. At still higher $`\dot{M}`$ nuclear burning on white dwarfs drives either envelope expansion where the source swells up to red-giant dimensions, or a vigorous wind outflow, or both (cf Hachisu et al., 1996). In all cases the system is likely to be extinguished as an X-ray source.

(iii) Mildly anisotropic emission ($`b0.1`$) from a stellar-mass black hole. At first sight the photospheric radii of $``$108–109 cm we deduce from our observations do not appear any more natural for a stellar-mass black hole than for an intermediate-mass one as in (i) above. However, Mukai et al. (2002) have pointed out that accretion at rates comparable to Eddington must lead to outflow, and have shown that the electron scattering opacity of the resulting wind does imply supersoft emission with a photospheric size of this order. The M101 source studied by Mukai et al. (2002) has a supersoft luminosity of order $`10^{39}`$ erg s-1 and, hence, does not require anisotropic emission for a black hole mass $``$10 M. However, their analysis is easily extended to the case that an Eddington-limited source blows out a wind confined to a double cone of total solid angle $`4\pi b`$ about the black-hole axis. Since this wind represents the path of lowest optical depth through the accretion flow, the radiation will escape this way also, implying $`pb`$. We follow Mukai et al. (2002) in assuming a constant velocity for the outflowing material, since this material is likely to achieve escape velocity and coast thereafter. We neglect any emission from this wind and compute the Thomson optical depth $`\tau `$ by integrating the electron density $`N_e`$ from radius $`R`$ to infinity. Since $`N_e𝑑r\dot{M}_{\mathrm{out}}/4\pi bvRm_\mathrm{H}`$ we find a photospheric radius

$$R_{\mathrm{ph}}=\frac{3\times 10^8}{bv_9}\dot{M}_{19}\mathrm{cm},$$
(4)
where $`v_9`$ is $`v`$ in units of $`10^9`$ cm s-1 and $`\dot{M}_{19}`$ is the outflow rate in units of $`10^{19}`$ g s-1, the Eddington accretion rate for a 10 M black hole. Clearly, we must choose a mass of this order for consistency. The luminosity $``$1038 erg s-1 of Observation 1 is then definitely sub-Eddington, so presumably there is very little outflow and we see down to the inner accretion disk directly in this observation. Observations 2, 3, and 4 are all close to $`L_{\mathrm{Edd}}`$, i.e., $`l=1`$. Since $`b=p`$ and the true blackbody radius $`R=3\times 10^5rm`$ cm, we can read off the size of the photosphere directly from the last column of the Table, and $`l/b`$ also. This gives an inner disk radius of order $`2\times 10^8`$ cm for Observation 1, with $`R_{\mathrm{ph}}=2\times 10^9`$ cm, $`5\times 10^8`$ cm, and $`5\times 10^9`$ cm for Observations 2, 3, and 4, respectively. Simultaneously $`l/b`$ increases from $``$0.1 to 3.1, 0.6, and 11. This is consistent with $`l=0.1`$, 1, 1, and 1 over the four observations and $`b`$ eventually decreasing to a value of $``$0.10, presumably as $`\dot{M}_{\mathrm{acc}}`$ rises above the Eddington rate. Self-consistently, the assumed $`v_9`$ is above the escape value for the values of $`R_{\mathrm{ph}}`$. Of course, $`b`$ would be larger still if we took a BH mass of 15 M rather than 10 M, as observed in GRO J1915+105 (Greiner et al. 2001).

The above values are consistent with the suggestion by King et al. (2001) and King (2002) that ULXs are actually X-ray binaries involving stellar-mass black holes, but with mildly anisotropic radiation patterns ($`b0.1`$) resulting from accretion at close to the Eddington rate onto the black hole. The above scenario can arise in two cases (i) thermal-time-scale mass transfer when the companion star in a high–mass X–ray binary fills its Roche lobe, and (ii) bright outbursts of soft X–ray transients (King, 2002). The first case is dominant in most galaxies, although the second must account for ULXs in ellipticals. Confirmation that this is a reasonable explanation for ULXs as a class comes from Grimm, Gilfanov, & Sunyaev (2002), who show that—when normalized by the star formation rate—ULXs form a natural extension to the luminosity function of high-mass X-ray binaries in nearby galaxies.

## 4 Conclusions

We have discovered a variable SSS ($`kT90`$ keV) in The Antennae, Source CXOANT J120151.6$``$185231.9, which reached a peak intrinsic luminosity of $`1.4\times 10^{40}`$ erg s-1 in 2002 May.

Near-isotropic emission from an intermediate-mass black hole accreting from a disk would be incompatible with our observations of this source in the most likely case of soft thermal emission, as the radiating area would have to increase by more than a factor 1000 over the four observations. There remains a less likely possibility that the 1999 December emission may be due to a low-intensity power-law dominated state (e.g. Kubota et al. 2001), in which case the required area increase is reduced to a less demanding factor 10.

A possible solution is a white dwarf with $`M1`$ M, accreting at the Eddington limit ($`l=1`$) and with a variable beaming factor. This explanation has the advantage of giving a natural scale for the deduced photospheric radius, but does require extreme beaming (up to $`b10^2`$) .

A second possible solution involves outflow from a stellar-mass black hole, accreting near the Eddington limit (Mukai et al. 2002). A consistent explanation of our observations results if this hypothesis is combined with the suggestion by King et al. (2001) that ULXs are actually X-ray binaries involving stellar-mass black holes, but with mildly anisotropic radiation patterns ($`b0.1`$).

The stellar-mass black hole solution is the more conservative choice in the present case, as it does not require as extreme an anisotropy as a white dwarf. However the latter may remain a realistic candidate for slightly less luminous supersoft ULXs.

We thank the CXC DS and SDS teams for their efforts in reducing the data and developing the software used for the reduction (SDP) and analysis (CIAO). We thank John Raymonds for comments on this paper and Larry David for advice on ACIS spectral analysis at low energies. We are grateful to Aya Kubota for her careful reading of this paper. This work was supported by NASA contract NAS 8–39073 (CXC) and NASA Grant G02-3135X. ARK gratefully acknowledges a Royal Society Wolfson Research Merit Award. We are grateful to the Aspen Center for Physics for fostering the collaboration that resulted in this work.


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# Modularity of Abelian Surfaces with Quaternionic Multiplication

## 1 Statement of the theorem

In this brief article we interest ourselves in the relation to classical modular forms of the following geometric object: $`A`$ an abelian surface defined over $``$ such that $`\mathrm{End}_{}^0(A)=(\sqrt{d})`$ (d a non-square integer) and $`\mathrm{End}_\overline{}^0(A)=B`$ where $`B/`$ is an indefinite rational quaternion algebra.
We borrow from P. Clark’s note (see \[C\]) the name “premodular” QM-surfaces over $``$ for these abelian surfaces. The condition of having real multiplication defined over $``$ is necessary (and sufficient) in order to obtain a two dimensional Galois representation of the full $`\mathrm{Gal}(\overline{}/)`$ on the Tate modules of $`A`$ . This condition has to be imposed because there are examples of QM-abelian surfaces defined over $``$ that are not premodular (and a fortiori they are not modular, see \[DR2\]). Observe that the action of the quaternion algebra can not be defined over $``$ because $``$. In fact (we keep from now on the premodularity condition) the minimal field $`K`$ such that $`\mathrm{End}_K^0(A)=B`$ is an imaginary quadratic field (cf. \[DR1\]).
A generalization of the Shimura-Taniyama conjecture predicts that any abelian variety of $`\mathrm{GL}_2`$-type over $``$ is modular (see \[R2\]), thus as a particular case modularity of all premodular QM-surfaces over $``$ is expected.
Examples of this kind of surfaces have been constructed and studied by Brumer (see \[HHM\]), Hashimoto and Murabayashi (see \[HM\]) and Bending.
The fact that $`K`$ is imaginary implies that the field $`(\sqrt{d})`$ has to be real (cf. \[R2\], Prop. (7.2), second proof). This result combined with a description of rationality fields of endomorphisms of QM-abelian surfaces (see \[DR1\]) tells us that a principally polarized premodular QM-surface over $``$ can only exist if the quaternion algebra $`B`$ is “exceptional”, i.e., there exists $`mD=\mathrm{disc}(B)`$ such that $`B=(\frac{D,m}{})`$.
In this article we will prove the following result:

###### Theorem 1.1.

Any premodular QM-surface over $``$ having good reduction at $`3`$ is modular.

Remarks: J. Ellenberg has obtained, as a consequence of his proof of Serre’s conjecture over $`𝔽_9`$ under local conditions at $`3`$ and $`5`$, a much stronger result asserting the modularity of every abelian surface over $``$ having real multiplication whenever the surface has good ordinary reduction at $`3`$ and $`5`$ (see \[E\]). Our result is not contained in his because it improves these local conditions, but it is much more restrictive because of the QM-multiplication hypothesis.
Another result of modularity of premodular QM-surfaces was also obtained by Hasegawa, Hashimoto and Momose (see \[HHM\]) with the condition that it exists an odd prime ramifying in the quaternion algebra $`B`$ such that the surface has good reduction at it. Thanks to this result, we can assume in the proof of our theorem that $`B`$ is unramified at $`3`$.

## 2 The proof

Let $`A`$ be a premodular QM-abelian surface over $``$ with $`\mathrm{End}_{}^0(A)=(\sqrt{d})`$, $`d>0`$, $`𝒪`$ the ring of integers of $`(\sqrt{d})`$ and $`B`$ the indefinite quaternion algebra inside $`\mathrm{End}_\overline{}^0(A)`$. Let $`N`$ be the product of the primes of bad reduction of $`A`$ and $`D=\mathrm{disc}(B)`$. From now on we will assume $`3ND`$.
In the following lines, we shall recollect a few facts about Galois representations attached to $`A`$ (see \[R1\], \[R2\], \[HHM\], \[Die\] and \[DR1\] for references).
For any rational prime $`\mathrm{}`$ and $`\lambda \mathrm{}`$ a prime in $`𝒪`$ the Galois-action on the $`\mathrm{}`$-adic Tate module of $`A`$ (because $`\mathrm{End}_{}^0(A)=(\sqrt{d})`$) gives a representation

$$\rho _\lambda :\mathrm{Gal}(\overline{}/)\mathrm{GL}_2(𝒪_\lambda )$$

which is odd, irreducible, and unramified outside $`\mathrm{}N`$. The field $`(\sqrt{d})`$ being real, we have: $`det\rho _\lambda =\chi `$, the $`\mathrm{}`$-adic cyclotomic character (cf. \[R2\]).
Further restrictions on the compatible family of Galois representations $`\{\rho _\lambda \}`$ are imposed by the fact that $`A`$ has QM. The situation is like in the case of a modular form having a single inner twist (studied by Momose, Ribet, Papier): the field of definition of the QM-action is a quadratic field $`K`$, more precisely, an imaginary quadratic field unramified outside $`N`$. Let $`H`$ be the Galois group with fixed field $`K`$. For every $`\mathrm{}ND`$, the image of $`\rho _\lambda |_H`$ is a normal subgroup of index at most $`2`$ of the full image of $`\rho _\lambda `$. On the other hand, for every $`\mathrm{}ND`$

$$\rho _\lambda |_H:\mathrm{Gal}(\overline{}/K)\mathrm{GL}_2(_{\mathrm{}})$$

and this restriction is surjective for almost every $`\mathrm{}`$ (cf. \[Oh\] and \[DR1\]). If we call (for every $`pN`$) $`a_p`$ the trace of the image of $`\rho _\lambda (\mathrm{Frob}p)`$, $`\lambda pND`$, we know that $`(\{a_p\})=(\sqrt{d})`$ and the following condition is satisfied:

$$a_p^\gamma =\phi (p)a_p(2.1)$$

for almost every $`pN`$, where $`\gamma `$ is the order two element in $`\mathrm{Gal}((\sqrt{d})/)`$ and $`\phi `$ is the quadratic character corresponding to $`K/`$. Serre proved that this is equivalent to $`(\{a_p^2\})=(\{a_p\})`$.
From this, it follows (cf. \[R1\] and \[DR1\]) that for $`\mathrm{}ND`$, $`\lambda \mathrm{}`$, the image of $`\rho _\lambda `$ is contained in the subgroup of $`\mathrm{GL}_2(𝒪_\lambda )`$ generated by $`\mathrm{GL}_2(_{\mathrm{}})`$ and the diagonal matrix:

$$\left(\begin{array}{cc}a_p& 0\\ 0& a_p^1\end{array}\right)$$

for some $`p\mathrm{}N`$ verifying $`\lambda a_p`$, $`a_p0`$ and $`\phi (p)=1`$ (if such a prime $`p`$ exists). By (2.1), these two last conditions are equivalent to: $`a_p=u_p\sqrt{d}`$, $`u_p[\frac{1}{2}]`$, $`u_p0`$.
Let $`\overline{\rho }_\lambda `$ be the reduction modulo $`\lambda `$ of $`\rho _\lambda `$ (take it semisimple). If for all primes $`p\mathrm{}N`$ with $`\phi (p)=1`$ we have $`\lambda a_p`$, instead of the description above we will make use of the fact that (after suitable conjugation) the image of $`\overline{\rho }_\lambda `$ will be contained in $`\mathrm{GL}_2(𝔽_{\mathrm{}})`$. This follows from the fact that in this case formula (2.1) implies that all traces are in $`𝔽_{\mathrm{}}`$, and the representation being odd (and $`det(\overline{\rho }_\lambda )=\chi `$) it is well known that this implies that it has a model over $`𝔽_{\mathrm{}}`$ (cf. for example \[W1\], \[W2\] or \[R3\]). Observe finally that for a residual representation the property of being modular depends only on the traces, so it is stable under conjugation.

Thanks to the above description, we see that (as in the proof of modularity of $``$-curves by Ellenberg and Skinner, see \[ES\]) we are in a comfortable situation because we have “for free” that the residual representation $`\overline{\rho }_t`$, if absolutely irreducible, is modular, where $`t`$ is a prime in $`𝒪`$ dividing $`3`$. This follows from the theorem of Langlands and Tunnell as in Wiles’ original proof (see \[W2\] and also \[ES\]), because even if in general the image of $`\overline{\rho }_t`$ is not contained in $`\mathrm{GL}_2(𝔽_3)`$ its projectivisation $`(\overline{\rho }_t)`$ has image in $`\mathrm{PGL}_2(𝔽_3)`$.
We divide the rest of the proof in two cases:

1) $`\overline{\rho }_t`$ absolutely irreducible:
As we already explained, we know that the residual representation $`\overline{\rho }_t`$ is modular. If we also assume that the restriction to $`(\sqrt{3})`$ remains absolutely irreducible, then all conditions are satisfied to apply Diamond’s generalization of Taylor-Wiles modularity result (see \[D\], \[W2\], \[TW\]) and conclude that $`\rho _t`$ is modular, and therefore that $`A`$ is modular.
Thus, we assume that the restriction of $`\overline{\rho }_t`$ to $`(\sqrt{3})`$ is absolutely reducible. This implies that we are in the “dihedral case”, namely, that the image of $`\overline{\rho }_t`$ is contained in the normaliser $`𝒩`$ of a Cartan subgroup $`C`$ of $`\mathrm{GL}_2(\overline{𝔽}_3)`$, but not contained in $`C`$. We also know that the restriction to $`(\sqrt{3})`$ of our representation has its image inside $`C`$.
Thus, the composition of $`\overline{\rho }_t`$ with the quotient $`𝒩/C`$:

$$\mathrm{Gal}(\overline{}/)𝒩𝒩/C(2.2)$$

gives the quadratic character corresponding to $`(\sqrt{3})`$. In particular, this quadratic character ramifies at $`3`$.
We know that, in general, for any $`\mathrm{}N`$, the restriction of the residual representation $`\overline{\rho }_\lambda `$ to the inertia subgroup at $`\mathrm{}`$ has only two possibilities (this is a classical result due to Raynaud with some restrictions on $`\lambda `$, which follows in general for $`\mathrm{}>2`$ from the fact that the $`\lambda `$-adic representation is Barsotti-Tate, therefore crystalline with Hodge-Tate weights $`0`$ and $`1`$, via an application of Fontaine-Laffaille theory, cf. \[FL\] and \[B\], chapter 9):

$$\overline{\rho }_\lambda |_I_{\mathrm{}}\left(\begin{array}{cc}\chi & \\ 0& 1\end{array}\right)\text{or}\left(\begin{array}{cc}\psi _2& 0\\ 0& \psi _2^{\mathrm{}}\end{array}\right)$$

where $`\psi _2`$ is a fundamental character of level $`2`$.
If we suppose that $`\overline{\rho }_t|_{I_3}`$ acts through level $`2`$ fundamental characters, the image of $`I_3`$ gives a cyclic group of order $`4>2`$, thus (this is a standard trick of Serre and Ribet, see \[R3\]) it has to be contained in $`C`$. But this implies that the quadratic character defined by composition (2.2) should be unramified at $`3`$, contradicting the fact that this character corresponds to $`(\sqrt{3})`$.
Thus, we can assume that we are in the first case of Raynaud’s result: $`\overline{\rho }_t|I_3`$ is reducible. Then, we use again the fact that the representations $`\rho _\lambda `$ are crystalline with Hodge-Tate weights $`0`$ and $`1`$ for every $`\mathrm{}N`$, $`\mathrm{}>2`$, to conclude, applying results of Breuil (see \[B\], chapter 9), that the local representation $`\rho _t|_{G_3}`$ is reducible (we can apply this result of classification of crystalline representations at $`p=3`$ because the highest Hodge-Tate weight is $`w=1`$ and so: $`3>w+1`$). Therefore, all conditions are satisfied to apply the result of Skinner and Wiles (see \[SW2\]) on nearly ordinary deformations of (residual) modular irreducible Galois representations to conclude that $`\rho _t`$, thus $`A`$, is modular.

2) $`\overline{\rho }_t`$ absolutely reducible:
In this case, we exclude again the second possibility in Raynaud’ s theorem. This time this is automatic (Kronecker-Weber) and we have:

$$\overline{\rho }_t^{s.s.}=ϵϵ^1\chi $$

where $`\chi `$ is the $`mod`$ $`3`$ cyclotomic character and $`ϵ`$ a character ramifying only at primes in $`N`$.
Thus, excluded the case of level $`2`$ fundamental characters, we apply again the results of Breuil (cf. \[B\], chapter 9) on crystalline representations to conclude that $`\rho _t|_{G_3}`$ is reducible. Now, an application of the result of Skinner and Wiles (see \[SW1\]) on deformations of residually reducible Galois representations proves that $`\rho _t`$, thus $`A`$, is modular.

## 3 An example

The following genus two curve (taken from a family of curves constructed by Brumer) has the property that its Jacobian has real multiplication by $`(\sqrt{5})`$ defined over $``$:

$$y^2=x^6+47x^5+365x^4+865x^3+400x^2+38x4$$

The primes of bad reduction are $`2,5`$ and $`127`$. Let us call $`A`$ its Jacobian. This example was considered in \[HHM\], were it is proved that $`A`$ verifies $`\mathrm{End}_\overline{}^0(A)=\mathrm{End}_{(\sqrt{10})}^0(A)=B`$ where $`B`$ is the indefinite rational quaternion algebra of discriminant $`10`$. Computing a few characteristic polynomials we see that $`\mathrm{End}_{}(A)=[\sqrt{5}]`$. Applying theorem 1.1 we conclude that $`A`$ is modular.
Remark: The results of \[HHM\] can not be applied to prove the modularity of $`A`$ because the primes ramifying in $`B`$ are also primes of bad reduction. The result of \[E\] is also insufficient because $`A`$ has bad reduction at $`5`$.

## 4 Generalization

For higher dimensional abelian varieties of $`\mathrm{GL}_2`$-type having large enough endomorphism algebras, we can still use exactly the same argument to prove modularity. For example, consider the case of an abelian variety $`A`$ of dimension $`2^n`$ defined over $``$ with:
$`\mathrm{End}_{}^0(A)`$ a totally real number field $`E`$ of degree $`2^n`$ (I)
such that:
$`\mathrm{End}_\overline{}^0(A)=M_{2^{n1}}(B)`$, with $`B/`$ an indefinite quaternion algebra (II).
Following \[R2\], we know that $`\mathrm{Gal}(E/)`$ is an abelian group of exponent $`2`$ and that the traces $`a_p:=\mathrm{trace}(\rho _\lambda (\mathrm{Frob}p))`$ again verify: $`(\{a_p^2\})=`$ and the two dimensional Galois representations $`\{\rho _\lambda \}`$ have, for every $`\lambda D=\mathrm{disc}(B)`$, the following property: the image of the projectivization of the residual representation $`\overline{\rho }_\lambda `$ is contained in $`\mathrm{PGL}_2(𝔽_{\mathrm{}})`$. Therefore, from the argument given in section 2 we conclude:

###### Theorem 4.1.

Let $`A`$ be an abelian variety of dimension $`2^n`$ verifying (I) and (II) above. Assume that $`A`$ has good reduction at $`3`$. Then $`A`$ is modular.

Remark: Again, we can assume in the proof that $`3D=\mathrm{disc}(B)`$ (if $`3D`$ modularity follows from \[HHM\], theorem 2.1).

Final Remark: One of the referees suggested that the arguments and results in this article can be easily extended to the case of multiplicative reduction at $`3`$. Instead of applying the results of Breuil, all the desired statements about restrictions of $`\rho _\lambda `$ to decomposition groups should follow in this case from the Mumford-Tate uniformization.

## 5 Bibliography

\[B\] Breuil, C. “$`p`$-adic Hodge theory, deformations and local Langlands”, notes of a course at CRM, Bellaterra, Spain, July 2001

\[C\] Clark, P. “Two Quaternionic modular philosophies”, available at:
http://modular.fas.harvard.edu/mcs/archive/Fall2001/notes/10-15-01/

\[D\] Diamond, F. “On deformation rings and Hecke rings”, Ann. Math. 144 (1996)

\[Die\] Dieulefait, L. “Newforms, Inner Twists, and the Inverse Galois Problem for Projective Linear Groups”, J. Th. des Nombres de Bordeaux 13 (2001)

\[DR1\] Dieulefait, L. and Rotger, V. “The arithmetic of QM-abelian surfaces through their Galois representations”, preprint

\[DR2\] Dieulefait, L. and Rotger, V. “Non-modular fake elliptic curves”, preprint

\[E\] Ellenberg, J. “Serre’s conjecture over $`𝔽_9`$”, available at:
front.math.ucdavis.edu/math.NT/0107147

\[ES\] Ellenberg, J. and Skinner, C. “On the modularity of $`Q`$-curves”, Duke Math. J. 109 (2001)

\[FL\] Fontaine, J.M. and Laffaille, G. “Construction de représentations $`p`$-adiques”, Ann. Scient. Ec. Norm. Sup., $`4^e`$ série, 15 (1982)

\[HHM\] Hasegawa, Y., Hashimoto, K. and Momose, F. “Modularity conjecture for $`Q`$-curves and QM-curves”, Int. J. of Math. 10 (1999)

\[HM\] Hashimoto, K. and Murabayashi, N. “Shimura curves as intersections of Humbert surfaces and defining equations of QM-curves of genus two”, Tohoku Math. J. (2) 47 (1995)

\[Oh\] Ohta, M. “On $`\mathrm{}`$-adic representations of Galois groups obtained from certain two dimensional abelian varieties”, J. Fac. Sci. Univ. Tokyo 21 (1974)

\[R1\] Ribet, K. “On $`\mathrm{}`$-adic representations attached to modular forms II”, Glasgow Math. J. 27 (1985)

\[R2\] Ribet, K. “Abelian varieties over $``$ and modular forms”, KAIST workshop, Taejon, Korea (1992)

\[R3\] Ribet, K. “Images of semistable Galois representations”, Pacific J. of Math. 181 (1997)

\[SW1\] Skinner, C. and Wiles, A. “Residually reducible representations and modular forms”, IHES Publ. Math. 89 (2000)

\[SW2\] Skinner, C. and Wiles, A. “Nearly ordinary deformations of irreducible residual representations”, Ann. Fac. Sc. Toulouse Math. (6) 8 (2001)

\[TW\] Taylor, R. and Wiles, A. “Ring theoretical properties of certain Hecke algebras”, Ann. of Math. 141 (1995)

\[W1\] Wiles, A. “On ordinary $`\lambda `$-adic representations associated to modular forms”, Invent. Math. 94 (1988)

\[W2\] Wiles, A. “Modular elliptic curves and Fermat’s Last Theorem”, Ann. of Math. 141 (1995)


text:
# Molecular Mechanism for Nitrogen fixation: first steps

## Abstract

N2 association to the FeMo-cofactor of nitrogenase, including the recently identified central N ligand, has been investigated using first-principles electronic structure calculations. The oxidation state of the resting state of the cofactor and its electronic structure has been identified. A single proton is added to the sulfur bridges following each electron transfer to the cofactor. During N2 association, the cofactor undergoes large rearrangements resulting in opening the central Fe-cage of the cofactor. N2 binds axially while the bond of the bridging SH group breaks. It is then able to insert between the two Fe sites in a bridged configuration.

Atmospheric nitrogen is the main natural source of nitrogen, which makes up about 10 % of the dry mass of biological matter. Before nitrogen molecules can be consumed by organisms, they need to be converted into ammonia, which requires breaking one of the strongest bonds in nature. For this purpose, biological nitrogen fixation employs the enzyme nitrogenase. Nitrogenase consists of two proteins, the Fe protein and the MoFe protein. The latter contains an Fe7MoS9 cluster as the proposed active site. This so-called FeMo-cofactor has been named the most complex bioinorganic cofactor in nature. The crystal structure of nitrogenase was unraveled about ten years agoKim and Rees (1992a, b); Georgiadis et al. (1992). Despite intense research, however, the reaction mechanism still remains elusive to date.

A puzzling feature of the FeMo-cofactor was the apparent presence of a cavity surrounded by four iron sitesKim and Rees (1992a, b); Georgiadis et al. (1992). Most previous ab-initio calculations rested on the assumption that the cage is empty. Recent crystallographic studiesEinsle et al. (2002), however, identified the presence of a central ligand in the cavity, being a C,O, or N atom, which sheds new light on the mechanism of biological nitrogen fixation.

The reaction consumes eight electrons and protons and produces one sacrificial hydrogen moleculeBurges and Lowe (1996).

$`\text{N}_2+8\text{H}^++8\text{e}^{}2\text{NH}_3+\text{H}_2`$
The electron transfer from the Fe protein to the MoFe protein containing the cofactor is the rate limiting factor for nitrogen fixation. Electrons are transfered to the cofactor at a rate of about one to ten per secondFisher et al. (2001).

A number of reaction mechanisms from nitrogen to ammonia at the FeMo-cofactor have been proposed. They can be classified according to the way N2 binds to the cofactor: (1) Nitrogen binds head on to one of the six prismatic iron atoms in an ($`\eta _1`$) coordinationDance (1997, 1998); Rod et al. (1999); Rod and Nørskov (2000); Rod et al. (2000). (2) Nitrogen forms a N2 bridge between two octahedrally coordinated Fe atoms after opening of the cageThorneley et al. (1996); Sellmann et al. (1999, 2000) and (3) N2 coordinates to MoPickett (1996); Grönberg et al. (1998); Szilagyi et al. (2001); Durrant (2002a, b). (4) Binding of N2 to the face formed by four iron sites has been ruled out with the presence of a central ligandDance (2003).

In this paper we investigate the N2 binding modes to the FeMo-cofactor using state-of-the-art electronic structure calculations. Inclusion of the central nitrogen ligand dramatically changes our view of the reaction mechanism: The cage of the FeMo cluster opens up upon binding to nitrogen, supporting earlier suggestions that the cluster may undergo major rearrangements during the enzymatic cycleThorneley et al. (1996). This indicates that the reaction mechanism is more complex than previously believed. Moreover, we find that N2 binds to the central cage, whereas binding to the Mo site, a major contender for the role as the reactive site of the cluster, is thermodynamically unstable.

We performed first-principles electronic structure calculations based on density functional theory (DFT)Hohenberg and Kohn (1964); Kohn and Sham (1965) using the PBE functionalPerdew et al. (1996). We employed the projector-augmented wave methodBlöchl (1994) and allowed for a non-collinear description of the spin distribution. The latter is important to properly account for the frustrated antiferromagnetically coupled arrangement of high-spin Fe atoms. The artificial interaction between periodic images of the cluster in our plane-wave based method has been removedBlöchl (1986).

We considered the complete FeMo-cofactor as shown in Fig. 1. The central ligand has been chosen to be nitrogen. The ligands of the FeMo-cofactor have been truncated such that only single bonds were broken, and the open bonds were saturated by hydrogen atoms. Thus we included an imidazole and a glycolate coordinated to the Mo site to replace the histidine and homocitrate ligands respectively and an SH group instead of a cysteine group at the terminal Fe atom of the cofactor.

The interaction of the cofactor with the surrounding protein has been analyzed using a classical force field, namely the UFF force fieldRappé et al. (1992). The protein structure, as obtained from the protein data bank entry 1QGUMayer et al. (1999), has been included up to a radius of 10 Å and held rigid beyond a radius of 9 Å from FeMoco center and relaxed inside.

Before exploring the N2 adsorption we need to determine the charge and protonation state of the cofactor. Since the driving forces for protonation and electron transfer are not known a-priori, we derive them by comparing our theoretical with experimental results. This implies identifying the charge state of the resting state and to trace the electron and proton transfer steps until N2 binds.

A reference is provided by the clear $`S=3/2`$ EPR signalBurges and Lowe (1996) of the resting state. For odd charge states ranging from $`5`$ e to $`+1`$ e, we find that only the charge state $`3`$ e, which is collinear, can be clearly identified with an S=3/2 spin state. Charges of $`1`$ e as well as $`+1`$ e result in an S=1/2 state, and the charge state of $`5`$ e has a non-collinear spin distribution with $`S=0.24`$. For the noncollinear clusters we determined the spin state from the absolute value of the integrated spin density. Full structural relaxation in each charge state has been important for the determination of the correct ground state as the spin distribution depends sensitively on the atomic structure.

A charge state $`3`$ e corresponds formally to Mo4.5+Fe$`{}_{5}{}^{}{}_{}{}^{2.5+}`$Fe$`{}_{2}{}^{}{}_{}{}^{2+}`$N3-S$`{}_{9}{}^{}{}_{}{}^{2}`$, with the ligands contributing a change of $`3`$ e. Six iron atoms form pairs with a parallel spin alignment. The pairs are antiferromagnetically coupled with the neighboring Fe sites as shown in Fig.1. One Fe atom, located next to the Mo site, remains unpaired and is antiferromagnetically coupled to all three of its neighbors. Its spin is oriented in the minority spin direction.

This spin arrangement corresponds to the experimentally observed distribution of four sites aligned with the main spin direction and three antiparallel sites, as found in ENDORVenters et al. (1986); True et al. (1988) and MössbauerYoo et al. (2000) studies. It should be noted that experiments at higher temperatures may observe an averaged spin structure due to either electronic or structural fluctuations.

The Fe sites are in a distorted tetrahedral environment formed by either four S ligands or three S ligands and the central N-ligand, while the Mo-site is octahedrally coordinated. The bonding network is augmented by metal-metal bonds, derived from the Fe eg and Mo t2g orbitals. While the metal-metal bonds are fairly delocalized, the best formal assignment is to attribute mixed valence bonds to the spin paired Fe atoms and those between Mo and its three nearest Fe-neighbors. The mixed-valence bonds are limited to the minority spin direction of the participating Fe atoms since the majority spin direction has a filled d-shell. This assignment, derived from an analysis of the off-site elements of the density-of-states, accounts for the total charge and spin for the cluster. In addition it explains the presence of the small magnetic moment of Mo antiparallel to the main spin direction.

Given the good agreement of our calculated atomic structure for the unprotonated cofactor with X-rayEinsle et al. (2002) and EXAFSHarvey et al. (1998); Christiansen et al. (1995) experiments, as opposed to the protonated cofactor, we conclude that the resting state is indeed unprotonated.

In order to understand N2 adsorption, one needs to know the number of protons bound to the cofactor. A reasonable assumption used in our analysis is that the proton transfer rate is fast compared to the slow electron transferSimpson and Burris (1984); Thorneley and Lowe (1984a); Lowe and Thorneley (1984); Thorneley and Lowe (1984b). This implies that the protonation state reaches thermal equilibrium before the next electron is transfered. The protonation state is then determined by the proton chemical potential reflecting the acidity of the cavity containing the cofactor. The proton chemical potential, not accessible in our calculation, will then be calibrated by comparing our findings with experiment.

In order to determine protonation of the cofactor, we investigated the protonation energies of all relevant proton acceptor sites for the singly reduced cofactor. In accordance with previous calculations without central ligandLovell et al. (2002), we find that only the bridging sulfur atoms are protonated. Proton addition to the Fe atoms or the $`\mu _3`$ sulfur atoms is less favorable by 0.2 eV and 0.5 eV, respectively. A proton added to the Fe-site converts into a hydride (H-), which can react with a second proton to form a hydrogen molecule.

As obtained from collinear calculations, the proton chemical potential increases by approximately 2.7 eV per proton added to the sulfur bridges and decreases by the same amount for each electron added. This shows that a single proton is added to the cofactor for each additional electron in a ping-pong like manner. Note that the dielectric screening by the environment affects the differences of the calculated protonation energies, but not the qualitative finding of a ping-pong mechanism.

The proton transfer is reflected in a structural change of the cofactor that provides us with a means to relate the protonation state of the cluster to experiment. While electron transfer alone does not change the structure of the cofactor appreciably in our calculations, the protonation decreases the angle of the sulfur bridges, which in turn contracts the cluster. EXAFS measurements indicate that the cluster contracts upon reduction by one electron for Azotobacter vinelandiiChristiansen et al. (1995), while no significant changes have been found for Klebsiella pneumoniaeEady et al. (1997). The fact that proton transfer, as apparent by the contraction, depends on subtle changes of the protein allows us to identify the proton chemical potential approximately with the first protonation energy of the cofactor reduced by one electron. Knowing the chemical potential we can essentially predict the sequence of electron and proton transfers.

We have investigated N2 binding after transfer of one and two electrons with the corresponding number of protons. Our calculations indicate that N2 binds only in the latter case. Our result that N2 binds to the doubly protonated cofactor seems to disagree with Thorneley-Lowe schemeThorneley and Lowe (1984a); Lowe and Thorneley (1984); Thorneley and Lowe (1984b) which predicts that 3-4 electrons reach the MoFe-protein before N2 binding. However, EPR measurements during turnoverFisher et al. (2001) indicate that only two of the three first electrons transfered to the protein actually reach the cofactor. Thus we need to add one electron (and one proton) before comparing our results for the cofactor with the Thorneley-Lowe scheme.

On the basis of the doubly reduced cofactor, we investigated several binding modes of N2: On the faces of the central cage, in the bridging position between Mo and Fe, at the Mo site and at the Fe-atoms of the central cage in the axial, equatorial and side-on orientations. All of these complexes have been previously discussed and investigated theoretically for the complex without the central nitrogen ligand. According to our calculation only the adsorption to an Fe atom on the central cage is stable.

Upon adsorption of N2 to an Fe-site next to a protonated sulfur bridge, we find that the sulfur bridge breaks so that the cage structure of the cofactor is disrupted. Adsorption and cage opening occur in a concerted mechanism. The resulting structure is shown in Fig 2. The barrier for N2 adsorption is 0.29 eV, which can be overcome easily by thermal fluctuations. The binding energy is 0.27 eV.

For the cofactor without central ligand, Rod et al.Rod et al. (1999) found that N2 binds in an axial mode to the same Fe-site, but the cage structure of the cofactor remained intact in these calculations. We find that this result changes radically when the central nitrogen ligand is included. Compared to the metastable structure analogous to that of Rod et al., the cage opening stabilizes N2 binding by 0.55 eV, indicating that N2 does not bind unless the sulfur bridge breaks away. The structure with a closed cage is metastable, with a small barrier of only 0.1 eV towards the ground state.

With an N-H distance of 2.8 Å, the SH group seems to be well positioned for the first protonation of dinitrogen, which is believed to have the largest energy barrier in the catalytic cycle. However, according to our calculations, this proton transfer is energetically not favorable.

The axial binding mode is not the only possible configuration for the N2 complex with the FeMo-cofactor. We find that dinitrogen can tilt to form a dinitrogen bridge between the two Fe atoms formerly bridged by a SH group. As dinitrogen binds to the second Fe atom, the bond of this Fe atom to the central ligand breaks, so that the tetrahedral coordination of the Fe atom is retained. This bridging configuration shown in Fig. 2 is energetically more stable by 0.08 eV than the open axial mode. The reaction barrier of 0.68 eV corresponds to a reaction rate somewhat smaller than the electron transfer rate from the Fe protein the MoFe protein. Thus both structures, with an axial and bridged dinitrogen are equally likely intermediates for the N2 fixation cycle.

A similar adsorption mode with N2 bridging two Fe sites has been proposed earlier by Sellmann et al.Sellmann et al. (1999) Sellmann’s model differs from our bridged complex in that the Fe sites are octahedrally coordinated, instead of the tetrahedral coordination in our cluster. The different coordination reflects in a major change of the electronic structure: The octahedral complex results in low-spin Fe atoms while the tetrahedral coordination results in high-spin Fe-atoms, which have different chemical behavior. The chemical analogy to octahedral low-spin complexesSellmann and Sutter (1996) has been one of the main reasons for Sellmann’s proposal.

The additional ligands in Sellmann’s model are water molecules and the nitrogen atoms from two amino acids of the protein, glutamine Gln$`\alpha `$191 and histidine His$`\alpha `$195protein . We have investigated the model proposed by Sellmann by modeling the nitrogen ligands with ammonia molecules. We find this structure at least metastable in the absence of the central nitrogen ligand. Addition of the central ligand, however, results in the spontaneous desorption of the three water ligands from the two bridged Fe sites. The ammonia ligands remain bound to the Fe sites, so that the latter assume a pentacoordinate coordination with high-spin iron atoms.

An important question is if the protein environment is able to accommodate the expansion of the cage after N2 binding. Therefore we embedded the rigid FeMo-cofactor as obtained from our calculations into the protein simulated with classical force fields.

The cofactor with N2 adsorbed at sites Fe3 and Fe7 can easily be accommodated both in the open-cage and in the bridged configuration. There is also sufficient space to accommodate N2 bound to Fe6, even though the embedding energy is 1 eV higher than that for N2 bound to Fe3 or Fe7. The presence of a nearby imidazole ring of the protein (His$`\alpha `$195)protein  prevents the transition to the bridged configuration as well as adsorption to site Fe2. Binding at sites Fe4 and Fe5 can be excluded, because either the dinitrogen or the SH group collides with the protein backbone in close proximity of site Fe4.

We conclude that the adsorption complexes can be accommodated in the central cage. The most likely adsorption sites are Fe3 and Fe7. Given the uncertainties of the force field calculations we do not explicitely exclude adsorption to Fe6.

Coordination of N2 to Mo has been discussed in great detail in the literaturePickett (1996); Grönberg et al. (1998); Szilagyi et al. (2001); Durrant (2002a, b). While the molybdenum atom in the cofactor stands out, it is not essential. There are other nitrogenases, where the Mo atom of the cofactor is replaced by V or Fe. While their efficiency is reduced their mere existence indicates that the Mo-site is not essential.

The Mo atom is octahedrally coordinated to three sulfur sites of the cofactor, to two oxygen atoms of homocitrate and to the nitrogen atom of a histidine. N2 association on the Mo atom is initiated by a proton transfer to the carboxyl group of homocitrate. After protonation, the Mo-O bond becomes very labile. Nevertheless, N2 binding to the vacant coordination site at Mo is unstable by 0.31-0.34 eV irrespective of the protonation state of the carboxyl group of homocitrate. While hydrophobic forces of the environment, not considered in this work, may increase the affinity to N2, the presence of more stable binding modes at the Fe sites provides strong evidence that the mechanism does not proceed at the Mo site.

Our finding that binding of N2 at the Mo site is unfavorable differs from previous conclusionsSzilagyi et al. (2001); Durrant (2002a) derived from smaller model systems. This difference has been traced to the small cluster size, that is 1-2 metal sites, used in those calculations.

In this work, we analyzed the N2 adsorption at the FeMo-cofactor of nitrogenase containing the recently detected central nitrogen ligand. Special attention has been given to oxidation states and the sequence of electron and proton transfer steps. We find that N2 binding results in a disruption of the cage structure of the FeMo-cofactor. In contrast to the obvious assumption that the central ligand adds rigidity to the cofactor, the additional nitrogen atom offers a variable number of bonds to its Fe neighbors and thus adds flexibility to the structure.

We acknowledge support by the HLRN for granting access to their IBM pSeries 690 Supercomputers.


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# Creation of maximally entangled photon-number states using optical fiber multiports

## Appendix A

We prove the result in Eq. (Creation of maximally entangled photon-number states using optical fiber multiports), with complex numbers $`\beta `$, $`\gamma `$ replacing $`\widehat{b}_0^{}`$, $`\widehat{b}_1^{}`$, since the latter commute.

$$\underset{k=0}{\overset{N1}{}}(\beta +e^{2\pi ik/N}\gamma )=\beta ^N(1)^N\gamma ^N$$
(15)
Proof. Define the set of numbers $`\lambda _k=\beta +e^{2\pi ik/N}\gamma `$. These numbers are the roots of

$$(\beta \lambda _k)^N(1)^N\gamma ^N=0$$
(16)
which is in fact the characteristic equation for the matrix

$$M=\left(\begin{array}{ccccc}\beta & \gamma & 0& \mathrm{}& 0\\ 0& \beta & \gamma & \mathrm{}& 0\\ \mathrm{}& \mathrm{}& & & \\ \gamma & 0& \mathrm{}& 0& \beta \end{array}\right)$$
(17)
Thus we see that the left hand side of Eq. (15) is in fact the product of the eigenvalues for $`M`$, in other words it is the determinant of $`M`$. The determinant of $`M`$ is simply the left hand side of the characteristic equation, Eq. (16) , with $`\lambda =0`$. Thus Eq. (15) follows.