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# Formulae for order one invariants of immersions and embeddings of surfaces

## 1. introduction

Finite order invariants of stable immersions of a closed orientable surface into $`^3`$ have been defined in \[N3\], where all order 1 invariants have been classified. In \[N4\] all higher order invariants have been classified, and it has been shown that they are all functions of order 1 invariants. This brings the attention back to order 1 invariants, and to the problem of finding explicit formulae for them. In \[N3\], the existence of a universal order 1 invariant $`f^U`$ has been established, which takes values in a group $`𝔾_U=K/2/2`$ where $`K`$ is a countably generated free Abelian group. The existence proof, however, gave no clue for computing the invariant. We will denote the projections of $`f^U`$ to $`K`$ and to the first and second $`/2`$ factors of $`𝔾_U`$ by $`f^K,M,Q`$ respectively. (The geometric meaning of $`M`$ and $`Q`$ will be explained in Section 3.) In \[N2\], an explicit formula has been given for $`Q(ih)Q(i)`$ where $`h:FF`$ is a diffeomorphism such that $`i`$ and $`ih`$ are regularly homotopic, and for $`Q(e^{})Q(e)`$ where $`e,e^{}`$ are any two regularly homotopic embeddings.

In the present work we give an explicit formula for:

1. The value of $`f^K`$ on all immersions.
2. $`M(ih)M(i)`$ where $`h:FF`$ is a diffeomorphism such that $`i`$ and $`ih`$ are regularly homotopic.
3. $`M(e^{})M(e)`$ for any two regularly homotopic embeddings.

Note that the invariant $`f^U`$ is specified only up to an order 0 invariant, i.e. up to an additive constant in each regular homotopy class, and so the same is true for $`f^K,M,Q`$. For $`M`$ and $`Q`$ we will not have a specific choice of constants, and so as in (2),(3) above, we will speak only of the difference of the value of $`M`$ and $`Q`$ on regularly homotopic immersions.

The structure of the paper is as follows: In Section 2 we give the necessary background. Note that in the present work we deviate from \[N3\],\[N4\] in our procedure for defining order one invariants, and accordingly we deviate in our choice of generators for $`𝔾_U`$. This is of no consequence in the abstract setting of \[N3\],\[N4\], but will greatly effect the simplicity of the explicit formula for $`f^K`$ that we will find in the present work. In Section 3 we explain the geometric meaning of the invariants $`M`$ and $`Q`$. In Section 4 we present the formulae that will be proved in this paper. In Section 5 we prove the formula for $`f^K`$. In Section 6 we give two applications. In Section 7 we prove the formula for $`M`$.

## 2. Background

In this section we summarize the background needed for this work. Given a closed oriented surface $`F`$, $`Imm(F,^3)`$ denotes the space of all immersions of $`F`$ into $`^3`$, with the $`C^1`$ topology. A CE point of an immersion $`i:F^3`$ is a point of self intersection of $`i`$ for which the local stratum in $`Imm(F,^3)`$ corresponding to the self intersection, has codimension one. We distinguish twelve types of CEs which we name $`E^0,E^1,E^2,H^1,H^2,T^0,T^1,T^2,T^3,Q^2,Q^3,Q^4`$. Their precise description appears in the proof of Proposition 5.1 below. This set of twelve symbols is denoted $`𝒞`$. A co-orientation for a CE is a choice of one of the two sides of the local stratum corresponding to the CE. All but two of the above CE types are non-symmetric in the sense that the two sides of the local stratum may be distinguished via the local configuration of the CE, and for those ten CE types, permanent co-orientations for the corresponding strata are chosen once and for all. The two exceptions are $`H^1`$ and $`Q^2`$ which are completely symmetric. In fact, there does not exist a consistent choice of co-orientation for $`H^1`$ and $`Q^2`$ CEs since the global strata corresponding to these CE types are one sided in $`Imm(F,^3)`$ (see \[N3\]).

We fix a closed oriented surface $`F`$ and a regular homotopy class $`𝒜`$ of immersions of $`F`$ into $`^3`$ (that is, $`𝒜`$ is a connected component of $`Imm(F,^3)`$). We denote by $`I_n𝒜`$ ($`n0`$) the space of all immersions in $`𝒜`$ which have precisely $`n`$ CE points (the self intersection being elsewhere stable). In particular, $`I_0`$ is the space of all stable immersions in $`𝒜`$.

Given an immersion $`iI_n`$, a *temporary co-orientation* for $`i`$ is a choice of co-orientation at each of the $`n`$ CE points $`p_1,\mathrm{},p_n`$ of $`i`$. Given a temporary co-orientation $`𝔗`$ for $`i`$ and a subset $`A\{p_1,\mathrm{},p_n\}`$, we define $`i_{𝔗,A}I_0`$ to be the immersion obtained from $`i`$ by resolving all CEs of $`i`$ at points of $`A`$ into the positive side with respect to $`𝔗`$, and all CEs not in $`A`$ into the negative side. Now let $`𝔾`$ be any Abelian group and let $`f:I_0𝔾`$ be an invariant, i.e. a function which is constant on each connected component of $`I_0`$. Given $`iI_n`$ and a temporary co-orientation $`𝔗`$ for $`i`$, $`f^𝔗(i)`$ is defined as follows:

$$f^𝔗(i)=\underset{A\{p_1,\mathrm{},p_n\}}{}(1)^{n|A|}f(i_{𝔗,A})$$

where $`|A|`$ is the number of elements in $`A`$. The statement $`f^𝔗(i)=0`$ is independent of the temporary co-orientation $`𝔗`$ so we simply write $`f(i)=0`$. An invariant $`f:I_0𝔾`$ is called *of finite order* if there is an $`n`$ such that $`f(i)=0`$ for all $`iI_{n+1}`$. The minimal such $`n`$ is called the *order* of $`f`$. The group of all invariants on $`I_0`$ of order at most $`n`$ is denoted $`V_n`$.

From now on our discussion will reduce to order 1 invariants only. The more general setting may be found in \[N3\],\[N4\]. For an immersion $`i:F^3`$ and any $`p^3`$, we define the degree $`d_p(i)`$ of $`i`$ at $`p`$ as follows: If $`pi(F)`$ then $`d_p(i)`$ is the (usual) degree of the map obtained from $`i`$ by composing it with the projection onto a small sphere centered at $`p`$. If on the other hand $`pi(F)`$ then we first push each sheet of $`F`$ which passes through $`p`$, a bit into its preferred side determined by the orientation of $`F`$, obtaining a new immersion $`i^{}`$ which misses $`p`$, and we define $`d_p(i)=d_p(i^{})`$. If $`iI_1`$ and the unique CE of $`i`$ is located at $`p^3`$, then we define $`C(i)`$ to be the expression $`R_m^a`$ where $`R^a𝒞`$ is the symbol describing the configuration of the CE of $`i`$ at $`p`$ (one of the twelve symbols above) and $`m=d_p(i)`$. We denote by $`𝒞_1`$ the set of all expressions $`R_m^a`$ with $`R^a𝒞,m`$. The map $`C:I_1𝒞_1`$ is surjective.

Let $`fV_1`$. For $`iI_1`$, if the CE of $`i`$ is of type $`H^1`$ or $`Q^2`$ and $`𝔗`$ is a temporary co-orientation for $`i`$, then $`2f^𝔗(i)=0`$ (\[N3\] Proposition 3.5), and so in this case $`f^𝔗(i)`$ is independent of $`𝔗`$. This fact is used to extend any $`fV_1`$ to $`I_1`$ by setting for any $`iI_1`$, $`f(i)=f^𝔗(i)`$, where if the CE of $`i`$ is of type $`H^1`$ or $`Q^2`$ then $`𝔗`$ is arbitrary, and if it is not of type $`H^1`$ or $`Q^2`$ then the permanent co-orientation is used for the CE of $`i`$. We will always assume without mention that any $`fV_1`$ is extended to $`I_1`$ in this way. For $`fV_1`$ and $`i,jI_1`$, if $`C(i)=C(j)`$ then $`f(i)=f(j)`$ (\[N3\] Proposition 3.7), so any $`fV_1`$ induces a well defined function $`u(f):𝒞_1𝔾`$. The map $`fu(f)`$ induces an injection $`u:V_1/V_0𝒞_1^{}`$ where $`𝒞_1^{}`$ is the group of all functions from $`𝒞_1`$ to $`𝔾`$.

The main result of \[N3\] is that the image of $`u:V_1/V_0𝒞_1^{}`$ is the subgroup $`\mathrm{\Delta }_1=\mathrm{\Delta }_1(𝔾)𝒞_1^{}`$ which is defined as the set of functions in $`𝒞_1^{}`$ satisfying relations which we write as relations on the symbols $`R_m^a`$, e.g. $`T_m^0=T_m^3`$ will stand for $`g(T_m^0)=g(T_m^3)`$. The relations defining $`\mathrm{\Delta }_1`$ are:

* $`E_m^2=E_m^0=H_m^2`$, $`E_m^1=H_m^1`$.
* $`T_m^0=T_m^3`$, $`T_m^1=T_m^2`$.
* $`2H_m^1=0`$, $`H_m^1=H_{m1}^1`$.
* $`2Q_m^2=0`$, $`Q_m^2=Q_{m1}^2`$.
* $`H_m^2H_{m1}^2=T_m^3T_m^2`$.
* $`Q_m^4Q_m^3=T_m^3T_{m1}^3`$, $`Q_m^3Q_m^2=T_m^2T_{m1}^2`$.

Let $`𝔹𝔾`$ be the subgroup defined by $`𝔹=\{x𝔾:2x=0\}`$. To obtain a function $`g\mathrm{\Delta }_1`$ one may assign arbitrary values in $`𝔾`$ for the symbols $`\{T_m^2\}_m`$, $`\{H_m^2\}_m`$ (here is where we deviate from \[N3\],\[N4\]) and arbitrary values in $`𝔹`$ for the two symbols $`H_0^1,Q_0^2`$. Once this is done then the value of $`g`$ on all other symbols is uniquely determined, namely:

1. $`E_m^1=H_m^1=H_0^1`$ for all $`m`$.
2. $`E_m^2=E_m^0=H_m^2`$ for all $`m`$.
3. $`T_m^3=T_m^2+H_m^2H_{m1}^2`$
4. $`T_m^0=T_m^3`$, $`T_m^1=T_m^2`$ for all $`m`$.
5. $`Q_m^2=Q_0^2`$ for all $`m`$.
6. $`Q_m^3(=Q_m^2+T_m^2T_{m1}^2)=Q_m^0+T_m^2T_{m1}^2`$ for all $`m`$.
7. $`Q_m^4(=Q_m^3+T_m^3T_{m1}^3)=Q_m^0+2T_m^22T_{m1}^2+H_m^22H_{m1}^2+H_{m2}^2`$ for all $`m`$.

In the sequel we will refer to this procedure as the ”7-step procedure”.

The Abelian group $`𝔾_U`$ is defined as follows (again note the difference from \[N3\],\[N4\]):

$$𝔾_U=\{t_m^2\}_m,\{h_m^2\}_m,h_0^1,q_0^2|2h_0^1=2q_0^2=0.$$

The universal element $`g^U\mathrm{\Delta }_1(𝔾_U)`$ is defined by $`g^U(T_m^2)=t_m^2`$, $`g^U(H_m^2)=h_m^2`$, $`g^U(H_0^1)=h_0^1`$, $`g^U(Q_0^2)=q_0^2`$ and the value of $`g^U`$ on all other symbols of $`𝒞_1`$ is determined by the 7-step procedure. In \[N3\] the existence of an order 1 invariant $`f^U:I_0𝔾_U`$ with $`u(f^U)=g^U`$ is proven. (Note that this is the same $`g^U`$ as in \[N3\] only presented via different generators). The invariant $`f^U`$ is a *universal* order 1 invariant, meaning the following:

###### Definition 2.1.

A pair $`(𝔾,f)`$ where $`𝔾`$ is an Abelian group and $`f:I_0𝔾`$ is an order $`n`$ invariant, will be called a *universal order $`n`$ invariant* if for any Abelian group $`𝔾^{}`$ and any order $`n`$ invariant $`f^{}:I_0𝔾^{}`$ there exists a unique homomorphism $`\phi :𝔾𝔾^{}`$ such that $`f^{}\phi f`$ is an invariant of order at most $`n1`$.

In \[N4\] all higher order invariants are classified, and for every $`n`$ a universal order $`n`$ invariant is constructed as $`_nf^U`$ where $`_n:𝔾_UM_n`$ is an explicit function (not homomorphism) into a certain Abelian group $`M_n`$.

## 3. The invariants

In this section we introduce the three invariants $`f^K,M,Q`$ that interest us. We define $`K𝔾_U`$ to be the subgroup generated by $`\{t_m^2\}_m\{h_m^2\}_m`$ (this is the same as the subgroup $`K_1`$ in \[N4\]) and define $`f^K:I_0K`$ to be the projection of $`f^U`$ to $`K`$. Similarly we define $`M:I_0/2`$ (respectively $`Q:I_0/2`$) to be the projection of $`f^U`$ to $`/2`$ sending all generators of $`𝔾_U`$ to 0 except $`h_0^1`$ (respectively except $`q_0^2`$). Then $`f^U=f^KMQ`$. Note that $`f^U`$ is defined only up to an additive constant in each regular homotopy class, and so the same is true for $`f^K,M,Q`$.

More in detail, the invariants $`Q`$ and $`M`$ are defined as follows: $`M:I_0/2`$ is the order 1 invariant defined by $`u(M)(H_0^1)=1`$, $`u(M)(Q_0^2)=0`$ and $`u(M)(T_m^2)=u(M)(H_m^2)=0`$ for all $`m`$. By the 7-step procedure, this extends to $`u(M)(H_m^1)=u(M)(E_m^1)=1`$ for all $`m`$, $`u(M)(H_m^a)=u(M)(E_m^a)=0`$ for $`a1`$ and any $`m`$ and $`u(M)(T_m^a)=u(M)(Q_m^a)=0`$ for all $`a,m`$. That is, if $`i_+,i_{}I_0`$ are the two immersions obtained from $`iI_1`$ by resolving its CE, then $`M(i_+)M(i_{})=1/2`$ iff the CE of $`i`$ is a ”matching tangency” i.e. tangency of two sheets of the surface where the orientations of the two sheets match at time of tangency. (Thus the name $`M`$ for this invariant). And so for any $`i,jI_0`$, $`M(j)M(i)/2`$ is the number mod 2 of matching tangencies ocurring in any regular homotopy between $`i`$ and $`j`$.

Similarly, $`Q:I_0/2`$ is the $`/2`$ valued order 1 invariant satisfying $`u(Q)(Q_0^2)=1`$, $`u(Q)(H_0^1)=0`$ and $`u(Q)(T_m^2)=u(Q)(H_m^2)=0`$ for all $`m`$. By the 7-step procedure, we have $`u(Q)(Q_m^a)=1`$ for all $`a,m`$ and $`u(Q)(T_m^a)=U(Q)(E_m^a)=u(Q)(H_m^a)=0`$ for all $`a,m`$. That is, $`Q`$ is the invariant such that for any $`i,jI_0`$, $`Q(j)Q(i)/2`$ is the number mod 2 of quadruple points occurring in any regular homotopy between $`i`$ and $`j`$. This invariant has been studied in \[N1\] and \[N2\]. In \[N2\] an explicit formula has been given for $`Q(ih)Q(i)`$ for any diffeomorphism $`h:FF`$ such that $`i`$ and $`ih`$ are regularly homotopic, and for $`Q(e^{})Q(e)`$ for any two regularly homotopic embeddings. In the present work we will do the same for $`M`$, leaving open the interesting problem of finding an explicit formula for $`Q`$ and $`M`$ on *all* immersions. For $`f^K`$ however, we will indeed give a formula for all immersions.

## 4. Statement of results

Let $`iI_0`$. For every $`m`$ let $`U_m=U_m(i)=\{p^3i(F):d_p(i)=m\}`$. This is an open set in $`^3`$ which may be empty, and may be non-connected or unbounded, but in any case, the Euler characteristic $`\chi (U_m)`$ is defined. Denote by $`N_m=N_m(i)`$ the number of triple points $`p^3`$ of $`i`$ having $`d_p(i)=m`$. The following formula for $`f^K:I_0K𝔾_U`$ will be proved in Section 5:

$$f^K(i)=\underset{m}{}\chi (U_m)\left(\underset{\frac{1}{2}<k<\frac{m}{2}+\frac{1}{2}}{}h_{m2k}^2\right)+\underset{m}{}\frac{1}{2}N_m\left(t_m^2\underset{\frac{1}{2}<k<m\frac{1}{2}}{}h_k^2\right)$$

where for $`a`$, $`a`$ denotes the greatest integer $`a`$, and for $`a,b`$ the sum $`_{a<k<b}`$ means the following: If $`a<b`$ then it is the sum over all integers $`a<k<b`$, if $`a=b`$ then the sum is 0, and if $`a>b`$ then $`_{a<k<b}=_{b<k<a}`$.

For $`i,jI_0`$ let $`M(i,j)=M(j)M(i)`$. The following two formulae for $`M`$ will be proved in Section 7:

For any diffeomorphism $`h:FF`$ such that $`i`$ and $`ih`$ are regularly homotopic:

$$M(i,ih)=\left(\mathrm{rank}(h_{}Id)\right)mod2$$

where $`h_{}`$ is the map induced by $`h`$ on $`H_1(F,/2)`$.

If $`e:F^3`$ is an embedding then $`e(F)`$ splits $`^3`$ into two pieces, one compact and one non-compact, which we denote $`D^0(e)`$ and $`D^1(e)`$ respectively. By restriction of range, $`e`$ induces maps $`e^k:FD^k(e)`$, $`k=0,1`$. Let $`e_{}^k:H_1(F,/2)H_1(D^k(e),/2)`$ be the map induced by $`e^k`$. Then for two regularly homotopic embeddings $`e,e^{}:F^3`$, $`M(e,e^{})`$ is computed as follows:

1. Find a basis $`a_1,\mathrm{},a_n,b_1,\mathrm{},b_n`$ for $`H_1(F,/2)`$ such that $`e_{}^0(a_i)=0`$, $`e_{}^1(b_i)=0`$ and $`a_ib_j=\delta _{ij}`$ (where $`ab`$ denotes the intersection form in $`H_1(F,/2)`$).
2. Find a similar basis $`a_1^{},\mathrm{},a_n^{},b_1^{},\mathrm{},b_n^{}`$ using $`e^{}`$ in place of $`e`$.
3. Let $`m`$ be the dimension of the subspace of $`H_1(F,/2)`$ spanned by:

$$a_1^{}a_1,\mathrm{},a_n^{}a_n,b_1^{}b_1,\mathrm{},b_n^{}b_n.$$

Then $`M(e,e^{})=mmod2/2`$.

## 5. Proof of formula for $`f^K`$

We define the group $`𝕆`$ to be the free Abelian group with generators $`\{x_n\}_n\{y_n\}_n`$. For $`iI_0`$ we define $`k(i)𝕆`$ as follows (the terms are defined in Section 4 and the sums are always finite):

$$k(i)=\underset{m}{}\chi (U_m)x_m+\underset{m}{}\frac{1}{2}N_my_m.$$

Indeed this is an element of $`𝕆`$ since as we shall see below, $`N_m`$ is always even. In the mean time say $`k`$ attains values in the $``$ vector space with same basis.

###### Proposition 5.1.

The invariant $`k`$ is an order 1 invariant, with $`u(k)`$ given by:

* $`u(k)(E_m^a)=u(k)(H_m^a)=x_{m+a2}x_{ma}`$
* $`u(k)(T_m^a)=x_{m+a3}+x_{ma}+y_m`$
* $`u(k)(Q_m^a)=x_{m+a4}x_{ma}+(a2)y_m+(2a)y_{m1}`$

###### Proof.

We use the explicit description of the CE types, as appearing in \[N3\], where more details may be found. A model in 3-space for the different sheets involved in the self intersection near the CE, is given. The CE is obtained at the origin when setting $`\lambda =0`$. We will show that for any $`iI_1`$, if $`i_+I_0`$ is the immersion on the positive side of $`i`$ with respect to the permanent co-orientation for the CE of $`i`$, (if such exists, otherwise an arbitrary side is chosen) and $`i_{}I_0`$ is the immersion on the other side, then indeed $`k(i_+)k(i_{})`$ depends on $`C(i)`$ as in the statement of this proposition. By showing in particular, that this change depends *only* on $`C(i)`$, we show that $`k`$ is indeed an invariant of order 1.

Model for $`E_m^a`$: $`z=0`$, $`z=x^2+y^2+\lambda `$. The positive side is that where $`\lambda <0`$, where there is a new 2-sphere in the image of the immersion, which is made of two 2-cells, and bounds a 3-cell in $`^3`$. The superscript $`a`$ is then the number of 2-cells (0, 1 or 2) whose prefered side determined by the orientation of the surface, is facing away from the 3-cell, (and $`m`$ is the degree at the CE at time $`\lambda =0`$). The degree of points in the new 3-cell is seen to be $`m+a2`$, and its $`\chi `$ is 1, and so the term $`x_{m+a2}`$. The second change ocurring, is that the region just above the plane $`z=0`$, has a 2-handle removed from it, so its $`\chi `$ is reduced by 1, and the degree in this region is seen to be $`ma`$, and so the term $`x_{ma}`$.

Model for $`H_m^a`$: $`z=0`$, $`z=x^2y^2+\lambda `$. The positive side for $`H^2`$ is that where both sheets have their preferred side facing toward the region that is between them near the origin. For $`H^1`$ a positive side is chosen arbitrarily. By rotating the configuration if necessary, say the positive side is where $`\lambda <0`$. The superscript $`a`$ then denotes the number of sheets (1 or 2) whose preferred side is facing toward the region that is between the two sheets near the origin, when $`\lambda <0`$. The changes ocurring in the neighboring regions when passing from $`\lambda >0`$ to $`\lambda <0`$ are that a 1-handle is removed from the region $`X`$ just above the $`x`$ axis, and a 1-handle is added to the region $`Y`$ just below the $`y`$ axis. The degree of $`X`$ is seen to be $`m+a2`$ and since a 1-handle is removed, $`\chi (X)`$ increases by 1 and thus the term $`x_{m+a2}`$. The degree of $`Y`$ is seen to be $`ma`$, and since a 1-handle is added, $`\chi (Y)`$ decreases by 1 and thus the term $`x_{ma}`$.

Model for $`T_m^a`$: $`z=0`$, $`y=0`$, $`z=y+x^2+\lambda `$. The positive side for this configuration is when $`\lambda <0`$, where there is a new 2-sphere in the image of the immersion, which is made of three 2-cells, and bounds a 3-cell in $`^3`$. The superscript $`a`$ is the number of 2-cells (0, 1, 2 or 3) whose prefered side is facing away from the 3-cell. The degree in the new 3-cell is $`m+a3`$ and its $`\chi `$ is 1 and so the term $`x_{m+a3}`$. The second change ocurring is that a 1-handle is removed from the region near the $`x`$ axis having negative $`y`$ values and positive $`z`$ values. The degree of this region is $`ma`$ and since a 1-handle is removed, $`\chi `$ is increased by 1 and so the term $`x_{ma}`$. The last change that effects the value of $`k`$ is that two triple points are added, each of degree $`m`$. This increases $`\frac{1}{2}N_m`$ by 1 and so the term $`y_m`$.

Model for $`Q_m^a`$: $`z=0`$, $`y=0`$, $`x=0`$, $`z=x+y+\lambda `$. On both the positive and negative side there is a simplex created near the origin, and the positive side is that where the majority of the four sheets are facing away from the simplex (and for $`Q^2`$ a positive side is chosen arbitrarily). The superscript $`a`$ denotes the number of sheets (2,3 or 4) facing away from the simplex created on the positive side, its degree thus seen to be $`m+a4`$. The simplex on the negative side has $`4a`$ sheets facing away from it and so its degree is $`ma`$. So when moving from the negative to the positive side, a 3-cell ($`\chi =1`$) of degree $`ma`$ is removed and a 3-cell of degree $`m+a4`$ is added, and so the terms $`x_{m+a4}x_{ma}`$. In addition to that, the degree of the four triple points of the simplex changes. On the positive side there are $`a`$ triple points with degree $`m`$, (namely, the triple points which are opposite the faces which are facing away from the simplex), and $`4a`$ triple points with degree $`m1`$. On the negative side the situation is reversed, i.e. there are $`4a`$ triple points with degree $`m`$ and $`a`$ triple points with degree $`m1`$. So the total change in $`N_m`$ is $`a(4a)=2a4`$ and the total change in $`N_{m1}`$ is $`(4a)a=42a`$ and so the terms $`(a2)y_m+(2a)y_{m1}`$.

We can now verify that indeed the values of $`k`$ are in $`𝕆`$ i.e. no half integer coefficients appear (which means $`N_m`$ is always even). From Proposition 5.1 we see that the change in the value of $`k`$ is in $`𝕆`$ along any regular homotopy, and so it is enough to show that the value is in $`𝕆`$ for one immersion in any given regular homotopy class. Indeed, we show a bit more:

###### Lemma 5.2.

Let $`g`$ be the genus of $`F`$. Any immersion $`i:F^3`$ is regularly homotopic to an immersion $`j`$ with $`k(j)=(2g)x_0+(1g)x_1`$.

###### Proof.

By \[P\], any immersion $`i:F^3`$ is regularly homotopic to an immersion whose image is of one of two standard forms, either a standard embedding, or an immersion obtained from a standard embedding by adding a ring to it. (For what we mean by a ”ring” see \[N2\].) For an embedding $`e`$, $`k(e)`$ is either $`(2g)x_0+(1g)x_1`$ or $`(2g)x_0+(1g)x_1`$, depending on whether the preferred side of $`e(F)`$, determined by the orientation of $`F`$, is facing the compact or the non-compact side of $`e(F)`$ in $`^3`$, respectively. Now take an orientation reversing diffeomorphism $`h:FF`$ such that $`eh`$ is regularly homotopic to $`e`$, to see that both values are attained. (Such $`h`$ exists by \[P\], take e.g. an $`h`$ that induces the identity on $`H_1(F,/2)`$.) Now, a ring added to such embedding bounds a solid torus, whose $`\chi `$ is 0, and the topological type and degree of the other two components remains the same, and so by the same argument as for an embedding, the two values are attained in this case too. ∎

We define a homomorphism $`\phi :𝔾_U𝕆`$ on generators as follows:

* $`\phi (h_m^2)=x_mx_{m2}`$
* $`\phi (t_m^2)=x_{m1}+x_{m2}+y_m`$
* $`\phi (h_0^1)=\phi (q_0^2)=0`$

By Proposition 5.1, $`u(k)=u(\phi f^U)`$ and so $`k=\phi f^U+c`$ where $`c𝕆`$ is a constant. We define the following homomorphism $`F:𝕆K`$ satisfying that $`F\phi `$ is the projection of $`𝔾_U`$ onto $`K`$, and so $`Fk=F\phi f^U+F(c)=f^K+F(c)`$. By redefining $`f^U`$ as $`f^U+F(c)`$ we have $`Fk=f^K`$. We define $`F`$ on generators of $`𝕆`$ as follows (the notation involved is defined in Section 4):

$$F(x_m)=\underset{\frac{1}{2}<k<\frac{m}{2}+\frac{1}{2}}{}h_{m2k}^2F(y_m)=t_m^2\underset{\frac{1}{2}<k<m\frac{1}{2}}{}h_k^2$$

One checks directly that indeed $`F\phi `$ maps each generator of $`K`$ to itself. Since $`\phi `$ is not surjective, there was a certain choice in the construction of $`F`$. Indeed the image of $`\phi `$ is the subgroup of $`𝕆`$ of all elements $`A_mx_m+B_my_m`$ with $`A_m,B_m`$ satisfying $`_mA_{2m}=_mA_{2m+1}=_mB_m`$. And so any two generators $`x_i,x_j`$ with $`i`$ even and $`j`$ odd, generate a subgroup in $`𝕆`$ which is a direct summand of the image of $`\phi `$. Our choice for $`F`$ was that $`F(x_2)=F(x_1)=0`$. Note that by Lemma 5.2, the image of $`k:I_0𝕆`$ is contained in a non trivial coset of the image of $`\phi `$ in $`𝕆`$, (and so the constant $`c`$ appearing above is non-zero, regardless of an additive constant for $`f^U`$). Composing the formula for $`F`$ with the formula for $`k`$ we obtain our formula for $`f^K`$:

$$f^K(i)=\underset{m}{}\chi (U_m)\left(\underset{\frac{1}{2}<k<\frac{m}{2}+\frac{1}{2}}{}h_{m2k}^2\right)+\underset{m}{}\frac{1}{2}N_m\left(t_m^2\underset{\frac{1}{2}<k<m\frac{1}{2}}{}h_k^2\right).$$

The choice of constants for $`f^K`$ here may be characterized by saying that in each regular homotopy class, $`f^K(j)=(2g)h_0^2`$ for $`j`$ of Lemma 5.2.

Since $`f^U`$ is universal, the image of $`f^K:I_0K`$ is not contained in any coset of a proper subgroup of $`K`$, yet the image of $`f^K`$ is far from being the whole group $`K`$, since as we see from the formula, the coefficients of all generators $`t_m^2`$ are always non-negative. It would be interesting to determine the precise image of $`f^U:I_0𝔾_U`$.

## 6. Applications

We give the following two applications. The first will be used in the second and the second will be used in Section 7.

We will use the fact that $`\phi :𝔾_U𝕆`$ is not surjective to obtain identities on immersions: Let $`\theta _0,\theta _1:𝕆`$ be the homomorphisms defined by: $`\theta _0(x_{2m})=1,\theta _0(x_{2m+1})=0,\theta _0(y_m)=1`$ for all $`m`$ and $`\theta _1(x_{2m})=0,\theta _1(x_{2m+1})=1,\theta _1(y_m)=1`$ for all $`m`$ and so $`\theta _0\phi =\theta _1\phi =0`$. It follows that $`\theta _0k`$ and $`\theta _1k`$ are constant invariants, which are given explicitly by $`\theta _0k(i)=\chi (U_{2m})\frac{1}{2}N`$ and $`\theta _1k(i)=\chi (U_{2m+1})\frac{1}{2}N`$ where $`N=N(i)=N_m(i)`$ is the total number of triple points of $`i`$. To find the value of these constants we need to evaluate them on a single immersion in every regular homotopy class. For the immersion $`j`$ of Lemma 5.2, $`\theta _0k(j)=2g`$ and $`\theta _1k(j)=1g`$, so we get the following two identities: For any $`iI_0`$,

$$\underset{m}{}\chi (U_{2m})\frac{1}{2}N=2g\text{and}\underset{m}{}\chi (U_{2m+1})\frac{1}{2}N=1g.$$

For our second application, let $`U:I_0`$ be the order one invariant defined by $`u(U)(H_m^2)=1`$, $`u(U)(T_m^2)=0`$ for all $`m`$ and $`u(U)(H_0^1)=u(U)(Q_0^2)=0`$. By the 7-step procedure we will have $`u(U)(H_m^2)=u(U)(E_m^2)=u(U)(E_m^0)=1`$ for all $`m`$, $`u(U)(H_m^1)=u(U)(E_m^1)=0`$ for all $`m`$, and $`u(U)(T_m^a)=u(U)(Q_m^a)=0`$ for all $`a,m`$. That is, for any $`i,jI_0`$, $`U(j)U(i)`$ is the signed number of *un*-matching tangencies occurring in any regular homotopy from $`i`$ to $`j`$ (thus the name $`U`$ for this invariant) where each such tangency is counted as $`\pm 1`$ according to its permanent co-orientation and the prescription $`u(U)(H_m^2)=u(U)(E_m^2)=u(U)(E_m^0)=1`$. Following the definition of $`U`$ we define $`\eta :K`$ on generators as follows: $`\eta (h_m^2)=1`$ and $`\eta (t_m^2)=0`$ for all $`m`$. Then $`u(U)=u(\eta f^K)`$ and so (up to choice of constants) $`U=\eta f^K`$. So from our formula for $`f^k`$ we get an explicit formula for $`U`$:

$$U(i)=\underset{m}{}\chi (U_m)\frac{m+2}{2}\underset{m}{}\frac{1}{2}mN_m.$$

Again we may characterize the choice of constants by saying that $`U(j)=2g`$ for $`j`$ of Lemma 5.2

We denote $`U(i,j)=U(j)U(i)`$. For two regularly homotopic embeddings $`e,e^{}:F^3`$ we would like to compute $`U(e,e^{})`$. For $`e:F^3`$ an embedding let $`c(e)`$ be the degree of the points in the compact side of $`i(F)`$ in $`^3`$, so $`c(e)=\pm 1`$. We have $`U(e)=(2g)+(1g)\frac{c(e)+2}{2}`$ and so

$$U(e,e^{})=U(e^{})U(e)=(1g)\left(\frac{c(e^{})+2}{2}\frac{c(e)+2}{2}\right)=(1g)ϵ(e,e^{})$$

where $`ϵ(e,e^{})`$ is $`0`$ if $`c(e)=c(e^{})`$, is $`1`$ if $`c(e)=1,c(e^{})=1`$ and is $`1`$ if $`c(e)=1,c(e^{})=1`$.

Now for $`iI_0`$ and $`h:FF`$ a diffeomorphism such that $`i`$ and $`ih`$ are regularly homotopic, we would like to compute $`U(i,ih)`$. If $`h`$ is orientation preserving then from the formula we have for $`U(i)`$ it is clear that $`U(i)=U(ih)`$ and so $`U(i,ih)=0`$. Now let $`h:FF`$ be orientation reversing. If $`p^3i(F)`$ then $`d_p(ih)=d_p(i)`$ and if $`p^3`$ is a triple point of $`i`$ then $`d_p(ih)=3d_p(i)`$ and so we get:

$$U(ih)U(i)=\underset{m}{}\chi (U_m(i))(\frac{m+2}{2}\frac{m+2}{2})\underset{m}{}\frac{1}{2}(3mm)N_m(i).$$

Using the two identities from the beginning of this section and the fact that $`\frac{m+2}{2}\frac{m+2}{2}=2\frac{m+2}{2}+k(m)`$ where $`k(m)`$ is 2 for $`m`$ even and 1 for $`m`$ odd, we get:

$$U(i,ih)=(1g)+2\left(2gU(i)\right).$$

Note that the $`U(i)`$ appearing here on the right, stands for our specific formula for the invariant $`U`$, and not for the abstract invariant which is defined only up to a constant. This equality for $`h`$ orientation reversing can be interpreted as $`U(i,ih)=U(j,jh)+2U(i,j)`$ for $`j`$ of Lemma 5.2, offering another way for proving the equality.

Let $`\widehat{U}:I_0/2`$ be the mod 2 reduction of $`U`$. The reduction mod 2 of the above results reads as follows: For embeddings $`e,e^{}:F^3`$, $`\widehat{U}(e,e^{})=(1g)\widehat{ϵ}(e,e^{})`$ where $`\widehat{ϵ}(e,e^{})/2`$ is 0 if $`c(e)=c(e^{})`$ and is 1 if $`c(e)c(e^{})`$. For $`h:FF`$ a diffeomorphism such that $`i`$ and $`ih`$ are regularly homotopic, $`\widehat{U}(i,ih)=(1g)ϵ(h)`$ where $`ϵ(h)/2`$ is 0 if $`h`$ is orientation preserving and is 1 if $`h`$ is orientation reversing.

## 7. Proof of formula for $`M`$

For $`iI_0`$ and $`h:FF`$ a diffeomorphism such that $`i`$ and $`ih`$ are regularly homotopic, let $`M^{}(i,ih)`$ denote our proposed formula for $`M(i,ih)`$ presented in Section 4. So we must show that indeed $`M(i,ih)=M^{}(i,ih)`$. Similarly, for regularly homotopic embeddings $`e,e^{}:F^3`$, let $`M^{}(e,e^{})`$ denote the proposed value for $`M(e,e^{})`$ presented in Section 4, so we must show $`M(e,e^{})=M^{}(e,e^{})`$.

In \[N2\] it is shown that $`Q(i,ih)=M^{}(i,ih)+(1g)ϵ(h)`$ and $`Q(e,e^{})=M^{}(e,e^{})+(1g)\widehat{ϵ}(e,e^{})`$. In view of the concluding paragraph of Section 6, this means $`Q(i,ih)=M^{}(i,ih)+\widehat{U}(i,ih)`$ and $`Q(e,e^{})=M^{}(e,e^{})+\widehat{U}(e,e^{})`$. So showing $`M=M^{}`$ in these two settings is equivalent to showing $`Q=M+\widehat{U}`$ in these settings, which means that the number mod 2 of quadruple points occurring in any regular homotopy between such two immersions or embeddings, is equal to the number mod 2 of all tangencies occurring (matching and un-matching). So, it remains to prove the following:

###### Proposition 7.1.

Let $`i,jI_0`$ such that either there is a diffeomorphism $`h:FF`$ such that $`j=ih`$ or $`i,j`$ are both embeddings. Then in any regular homotopy between $`i`$ and $`j`$, the number mod 2 of quadruple points occurring, is equal to the number mod 2 of tangencies occurring.

###### Proof.

For a closed 3-manifold $`N`$ and stable immersion $`f:N^4`$, there is defined a closed surface $`S_f`$ and immersion $`g:S_f^4`$ such that the image $`g(S_f)^4`$ is precisely the multiple set of $`f`$. It is shown in \[AE\] that the number mod 2 of quadruple points of $`f`$ is equal to $`\chi (S_f)mod2`$.

Now let $`i,j:F^3`$ be as in the assumption of this proposition and let $`H_t:F^3`$, $`0t1`$, be a regular homotopy with $`H_0=i`$, $`H_1=j`$. We define an immersion $`f:F\times [0,1]^3\times [0,1]`$ by $`f(x,t)=(H_t(x),t)`$.

In case $`i,j`$ are embeddings we continue $`f`$ into $`^4=^3\times `$ and construct a closed 3-manifold $`N`$ by attaching two handle bodies to $`F\times [0,1]`$, glued so that $`f`$ can be extended to embeddings of these handle bodies into $`^3\times (\mathrm{},0]`$ and $`^3\times [1,\mathrm{})`$. We thus obtain an immersion $`\overline{f}:N^4`$ with self intersection being precisely the original self intersection of $`F\times [0,1]`$. The projection $`^3\times [0,1][0,1]`$ induces a Morse function on $`S_{\overline{f}}`$ with singularities precisely wherever a tangency CE occurs in the regular homotopy $`H_t`$, and so by Morse theory $`\chi (S_{\overline{f}})`$ is equal mod 2 to the number of tangencies. By \[AE\] then, the number mod 2 of quadruple points of $`H_t`$ which is the number mod 2 of quadruple points of $`\overline{f}`$ is equal to the number mod 2 of tangencies.

In case $`j=ih`$, let $`N`$ be the 3-manifold obtained from $`F\times [0,1]`$ by gluing its two boundary components to each other via $`h`$ so that there is induced an immersion $`\overline{f}:N^3\times S^1`$. Composing $`\overline{f}`$ with an embedding of $`^3\times S^1`$ in $`^4`$, we see again that the number of quadruple points of $`H_t`$ is equal mod 2 to $`\chi (S_{\overline{f}})`$ which is equal mod 2 to the number of tangencies of $`H_t`$.

We remark that one can prove the formulae for $`M`$ presented in Section 4 directly, without resorting to the result of \[AE\], by going along the lines of \[N2\]. Proposition 7.1 would then be obtained as a corollary.


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# Luminous hot accretion flows: thermal equilibrium curve and thermal stability

## 1 Introduction: the physics of the new hot accretion disk solution

There has been a great interest to the accretion process around black holes. The most famous accretion solution is the geometrically thin and optically thick cold disk model developed by Shakura & Sunyaev (1973; hereafter SSD) and others. The second solution was discovered by Shapiro, Lightman & Eardley (1976; hereafter SLE). This solution is optically thin and hot, with $`T_e10^9`$K. Pringle (1976) found that SLE is thermally unstable although it is not clear what is the consequence of such instability.

In both SSD and SLE, the energy advection is neglected. It was found that when the mass accretion rate is higher than the Eddington rate $`\dot{M}_{\mathrm{Edd}}(10L_{\mathrm{Edd}}/c^2)`$, the large optical depth traps most of the photons therefore most of the viscously dissipated energy is stored in the gas and advected into the black hole rather than radiated away (“slim disk”; Abramowicz et al. 1988).

The fourth accretion solution is the advection-dominated accretion flow (ADAF; Narayan & Yi 1995; Abramowicz et al. 1995, hereafter A95; see reviews by Narayan, Mahadevan & Quataert 1998; Kato, Fukue & Mineshige 1998). Different from SLE, the energy advection is included in the ions energy equation of an ADAF, $`Q_{\mathrm{adv}}=Q_{\mathrm{vis}}Q_{\mathrm{ie}}`$. Here $`Q_{\mathrm{adv}},Q_{\mathrm{vis}}`$ and $`Q_{\mathrm{ie}}`$ are the rates of energy advection, viscous heating and Coulomb cooling per unit area of the accretion disk, respectively. In a typical ADAF, the density of gas is very low, so $`Q_{\mathrm{ie}}Q_{\mathrm{vis}}Q_{\mathrm{adv}}`$, i.e., the viscous heating is balanced by advective cooling. Since $`Q_{\mathrm{ie}}\dot{M}^2`$ while $`Q_{\mathrm{vis}}\dot{M}`$, i.e., $`Q_{\mathrm{ie}}`$ increases faster than $`Q_{\mathrm{vis}}`$ with increasing $`\dot{M}`$, there exists a critical rate $`\dot{M}_1`$, determined by $`Q_{\mathrm{vis}}Q_{\mathrm{ie}}`$. At this rate, a large fraction of the viscously dissipated energy is transferred to the electrons and radiated away, so the accretion flow ceases to be advection-dominated. Above $`\dot{M}_1`$, it was thought previously that no hot accretion solution exists and the only viable solution is SSD.

However, our recent work (Yuan 2001, hereafter Y01) indicated that this is not true: above $`\dot{M}_1`$, a new hot accretion solution exists. To illustrate, let’s first write out the formula of the energy advection of ions,

$$Q_{\mathrm{adv}}=\rho Hv_r\left[\frac{k}{\mu m_\mu }\frac{1}{\gamma 1}\frac{dT}{dr}\frac{kT}{\mu m_\mu }\frac{1}{\rho }\frac{d\rho }{dr}\right]Q_{\mathrm{int}}Q_{\mathrm{com}},$$
(1)
i.e., the energy advection consists of two terms, namely the internal energy gradient term $`Q_{\mathrm{int}}`$ and the compression work $`Q_{\mathrm{com}}`$. The full condition for the existence of a hot accretion solution, when the flow starts out hot, is $`dT/dr<0`$, i.e., $`Q_{\mathrm{int}}>0`$ (note $`v_r<0`$). For an ADAF, $`\dot{M}<\dot{M}_1`$, $`Q_{\mathrm{adv}}=Q_{\mathrm{vis}}Q_{ie}>0`$, so $`Q_{\mathrm{int}}=Q_{\mathrm{adv}}+Q_{\mathrm{com}}>0`$. When $`\dot{M}>\dot{M}_1`$, $`Q_{\mathrm{adv}}=Q_{\mathrm{vis}}Q_{ie}<0`$, but there obviously exists another critical accretion rate, $`\dot{M}_2`$, determined by $`Q_{\mathrm{com}}+Q_{\mathrm{vis}}Q_{ie}`$. Below $`\dot{M}_2`$, we still have $`Q_{\mathrm{int}}=Q_{\mathrm{vis}}+Q_{\mathrm{com}}Q_{ie}>0`$. Therefore, the accretion flow can remain hot if it starts out hot. We denote this new solution as luminous hot accretion flow (LHAF hereafter).

From the above analysis, we see that LHAFs are along the line of ADAFs—the equations describing both are completely the same and we just extend ADAFs to higher accretion rates. However, the dynamics of an LHAF is quite different from an ADAF. In an ADAF, $`Q_{\mathrm{adv}}>0`$, i.e., the advection plays a “cooling” role from the Lagrangian point of view. But in an LHAF, $`Q_{\mathrm{adv}}<0`$, so it plays a “heating” role. In the language of entropy, it is the conversion of entropy together with viscous dissipation that supplies the radiation of LHAFs. In this sense, an LHAF is dynamically similar with Bondi accretion and cooling flow in galactic clusters.

In this context we can understand why previous authors didn’t find this solution. In Narayan & Yi (1995) and Esin et al. (1997), they a priori set the advection factor “$`f`$”($`Q_{\mathrm{adv}}/Q_{\mathrm{vis}}`$) as positive, so they only obtained the ADAF solution. Similarly, A95 and Chen et al. (1995, hereafter C95) didn’t find this solution because they set the parameter $`\xi `$ (see eq. (6) below) as positive.

In this Letter, we will first show the thermal equilibria of LHAFs in the $`\dot{M}`$ vs. $`\mathrm{\Sigma }`$ (surface density) diagram (§2). Such a diagram is widely used in the study of accretion disks (e.g., A95; C95; Kusunose & Mineshige 1996; Bjönsson et al. 1996). Then in §3 we investigate the thermal stability of LHAFs.

## 2 Thermal equilibrium curve of LHAFs

We take a one-temperature accretion flow as an example for simplicity. For the purpose of comparison, we adopt almost exactly the same equations as C95 (see also A95).

$$\dot{M}=2\pi R\mathrm{\Sigma }v_r,$$
(2)
$$\nu \mathrm{\Sigma }=\frac{\dot{M}}{3\pi }f_{}g^1,$$
(3)
$$Q_{\mathrm{adv}}=Q_{\mathrm{vis}}Q_{\mathrm{rad}}.$$
(4)
They represent conservations of mass, angular momentum, and energy, respectively. Here $`\nu =\frac{2}{3}\alpha c_sH`$ is the kinetic viscosity coefficient, $`\mathrm{\Sigma }=2\rho H`$ is the surface density, $`f_{}=19\mathrm{\Omega }(3R_s)/[\mathrm{\Omega }(R)(R/R_s)^2]`$ with $`R_s=2GM/c^2,g=\frac{2}{3}(d\mathrm{ln}\mathrm{\Omega }/d\mathrm{ln}R)`$. The forms of $`Q_{\mathrm{vis}},Q_{\mathrm{adv}}`$ and $`Q_{\mathrm{rad}}`$ are,

$$Q_{\mathrm{vis}}=\frac{3\dot{M}}{4\pi }\mathrm{\Omega }^2f_{}g,$$
(5)
$$Q_{\mathrm{adv}}=\mathrm{\Sigma }v_r\frac{p}{\rho }\xi =\frac{\dot{M}}{2\pi R^2}\frac{p}{\rho }\xi ,$$
(6)
$$Q_{\mathrm{rad}}=8\sigma T^4\left(\frac{3\tau }{2}+\sqrt{3}+\frac{8\sigma T^4}{Q_{\mathrm{brem}}}\right)^1.$$
(7)
The optical depth $`\tau =\tau _{\mathrm{es}}+\tau _{\mathrm{abs}}`$, with $`\tau _{\mathrm{es}}=(1/2)k_{\mathrm{es}}\mathrm{\Sigma }`$ and $`\tau _{\mathrm{abs}}=Q_{\mathrm{brem}}/(8\sigma T^4)`$. The equation of state is $`p=p_{\mathrm{gas}}+p_{\mathrm{rad}}`$, with $`p_{\mathrm{gas}}=\frac{\mathrm{}}{\mu }\rho T`$, and $`p_{\mathrm{rad}}=\frac{Q_{\mathrm{rad}}}{4c}\left(\tau +\frac{2}{\sqrt{3}}\right)`$ (Abramowicz et al. 1996). The bremsstrahlung radiation $`Q_{\mathrm{brem}}=2H(q_{ei}+q_{ee})`$. The formula for $`q_{ei}`$ and $`q_{ee}`$ are from Narayan & Yi (1995). Another useful equation is the hydrostatic balance equation, $`H=c_s/\mathrm{\Omega }_\mathrm{K}`$, with $`c_s=(p/\rho )^{1/2}`$ is the local sound speed. The Paczyński & Wiita (1980) potential is used.

We solve eqs. (2)-(7) to obtain the thermal equilibrium curve of LHAFs. One noticeable parameter is $`\xi `$ in eq. (6). From §1, we know that for an LHAF, $`Q_{\mathrm{adv}}<0`$, therefore we should set $`\xi <0`$ to recover this solution. We can recover all other accretion solutions by simply setting $`\xi =1`$, as in A95. The crudeness of the value of $`\xi `$ doesn’t affect our qualitative results although it does prevent us from obtaining the exact quantitative results such as the ranges of accretion rates to which various accretion disk models correspond.

Figure 1 shows the thermal equilibrium curves of different solutions. Comparing with the figures in A95 or C95, we see that the three “U” shaped thick lines are new and they denote LHAFs with different values of $`\xi `$. These lines extend from optically thin regime to optically thick regime, bridging the SLE and the SSD solutions. It is not clear what physical implications the “bridging” has, or it might just be a mathematical trick. But we note in this context that in the slim disk solutions, they did find solutions with the advection term being negative in some cases (Abramowicz et al. 1988; Szuszkiewicz, private communication). Some segment of the “U” curves are superimposed on the SLE and SSD lines. We find that advection in these “superimposed” segment is equal to zero, same with SLE and SSD. Only the “separate” segment denotes the genuine LHAFs, since for this segment the energy advection is negative and plays a significant role in the energy balance of ions. We see that above the critical accretion rate of ADAF, $`\dot{M}_1(0.1\dot{M}_{\mathrm{Edd}})`$, both ADAF and SLE disappear and LHAF is the only available hot solution. This is consistent with our analysis in §1.

For comparison, we also solve the global solutions of the standard accretion equations describing a one-temperature accretion flow with the same parameters as in Fig. 1 (see Yuan 1999 for the equations except that the radiative term is now replaced by eq. (7) of the present paper). The results are denoted by the filled circles (for ADAFs) and triangles (for LHAFs). We can see that our local algebraic analysis is qualitatively consistent with the global results, i.e., when the accretion rate is lower than a certain value, the solutions are ADAFs; while above this value, the solutions are LHAFs. We also calculated the value of $`\xi `$ for a specific example of $`\dot{M}=10^{1.6}\dot{M}_{\mathrm{Edd}}`$ and the outer boundary conditions of $`R_{\mathrm{out}}=10^3R_s,T_{\mathrm{out}}=2\times 10^9`$K, and $`v/c_s=0.4`$. We obtained $`\xi 0.3`$ at $`R=5R_s`$.

We want to emphasize that our “U” shaped line is completely different from the line with the similar shape in C95, which was obtained by setting a very large viscous parameter $`\alpha >\alpha _{cr}`$ with $`\alpha _{cr}0.2`$ or larger. In fact, a later more accurate treatment of microphysics and the inner boundary condition by Björnsson et al. (1996) indicated that $`\alpha _{cr}>1`$, therefore, the “U” shaped branch in C95 is unphysical.

## 3 Thermal stability

From the density profile of the global solution in Y01, we know that LHAFs are viscously stable. An important problem then is to analyze its thermal stability. Before doing that, we note that an LHAF is dynamically very similar to a cooling flow in galactic clusters. Many authors have studied the thermal stability of cooling flow and concluded that it is unstable against local perturbations if thermal conduction is neglected (e.g., Fabian & Nulsen 1977; Mathews & Bregman 1978; Nulsen 1986). Thermal conduction can strongly stabilize the cooling flow (Zakamska & Narayan 2003; Kim & Narayan 2003).

Now let’s investigate the thermal stability of LHAFs against local perturbations. Such perturbations can be, e.g., that the local gas density increases wherever the initial ambient magnetic field is less than average. We follow the standard analysis approach presented by Kato, Abramowicz & Chen (1996). Taking the surface density as an example, we denote perturbations $`\mathrm{\Sigma }_1`$ superimposed over the unperturbed quantities $`\mathrm{\Sigma }`$ as $`\sigma \mathrm{\Sigma }_1/\mathrm{\Sigma }\mathrm{exp}(n\mathrm{\Omega }tikr)`$ where $`n\mathrm{\Omega }`$ is the growth rate of perturbation and $`k`$ is the perturbation wave number. Substituting the perturbed quantities to the time-dependent accretion equations, we can obtain the perturbed equations and the dispersion relation. The arguments for ADAFs presented in Kato et al. (1996) hold for LHAFs as well although the advection is negative and radiative cooling is important here. We assume that thermal conductivity is suppressed by the presence of the tangled magnetic field in the accretion flow (but see Narayan & Medvedev 2001). We expect the flow will be thermally stable if thermal conduction is strong. The dispersion relation is,

$$3n\mathrm{\Omega }\sigma =G\sigma ,$$
(8)
and the condition for instability is

$$G\frac{Q_{\mathrm{vis}}}{W}\left(\frac{\mathrm{ln}\eta }{\mathrm{ln}\mathrm{\Sigma }}\right)_W\frac{Q_{\mathrm{rad}}}{W}\left(\frac{\mathrm{ln}Q_{\mathrm{rad}}}{\mathrm{ln}\mathrm{\Sigma }}\right)_W<0.$$
(9)
Here $`W2Hp`$ and $`\eta \nu \mathrm{\Sigma }`$. Since $`\eta \mathrm{\Sigma }c_s^2/\mathrm{\Omega }W/\mathrm{\Omega }`$, so $`(\mathrm{ln}\eta /\mathrm{ln}\mathrm{\Sigma })_W=0`$. For a one-temperature LHAF, $`Q_{\mathrm{rad}}H\rho ^2T^{1/2}\mathrm{\Sigma }^2T^{1/2}/H\mathrm{\Sigma }^2`$, so

$$(\mathrm{ln}Q_{\mathrm{rad}}/\mathrm{ln}\mathrm{\Sigma })_W>0.$$
(10)
Therefore one-temperature LHAFs are thermally unstable against local perturbations.

The case of two-temperature LHAF is a little bit more complicated. Treating the energy equation in Kato et al. (1996) as the energy equation of ions, the instability condition is exactly the same as eq. (9) except that we should replace $`Q_{\mathrm{rad}}`$ with $`Q_{ie}`$, the Coulomb collision cooling rate. Since $`Q_{ie}\rho ^2HT_e^{3/2}T_i`$, to determine the sign of $`G`$, we must turn to the electron energy equation to obtain the relation between $`T_e`$ and $`T_i`$. Writing the energy equation of electrons as $`Q_{\mathrm{adv},\mathrm{e}}=Q_{ie}Q_{\mathrm{rad},\mathrm{e}}`$, with $`Q_{\mathrm{adv},\mathrm{e}}`$ and $`Q_{\mathrm{rad},\mathrm{e}}`$ are the energy advection and radiative cooling of electrons respectively, the global solution of Y01 indicates that for LHAF a good approximation to the electrons energy equation is $`Q_{ie}Q_{\mathrm{adv},\mathrm{e}}`$ in the region outside of $`100R_s`$ and $`Q_{ie}Q_{\mathrm{rad},\mathrm{e}}`$ inside $`100R_s`$ (see Figure 5 in Y01). Taking $`Q_{ie}Q_{\mathrm{adv},\mathrm{e}}`$ we can get $`T_eW^{1/5}\mathrm{\Sigma }^{1/5}`$. Hence $`Q_{ie}\mathrm{\Sigma }^{6/5}W^{1/5}`$ and

$$G=\frac{Q_{ie}}{W}\left(\frac{\mathrm{ln}Q_{ie}}{\mathrm{ln}\mathrm{\Sigma }}\right)_W=\frac{6}{5}>0.$$
(11)
So a two-temperature LHAF is thermally unstable at least at the region outside of $`100R_s`$. Inside $`100R_s`$, the radiative cooling is in general dominated by the thermal Comptonization. The seed photons can be the synchrotron photons, or other soft photons from cold matter such as a SSD underlying or outside of the LHAF, or cold clumps suspending in the hot gas. The origin of the cold clumps in LHAFs can be due to the thermal instability of LHAFs (see below), or originally existed in the accretion material. For luminous sources the soft photons from the cold matter is likely to dominate over the synchrotron photons as the seed photons of Comptonization (e.g., Zdziarski et al. 1998). Since $`Q_{\mathrm{rad},\mathrm{e}}=(4kT_e/m_ec^2)\rho H\kappa _{es}U_rc`$, with $`U_r`$ denotes the flux of seed photon, using $`Q_{ie}Q_{\mathrm{rad},\mathrm{e}}`$, we find that if $`U_rT_i^2`$ or stepper, the two-temperature LHAFs will be thermally stable, otherwise it is unstable. Unfortunately, it is not easy to determine whether this condition can be satisfied or not, because of the complicated energy interaction between the cold and hot phases in accretion flow (e.g., Ferland & Rees 1988).

Now let’s discuss the consequence of the thermal instability against local perturbations. An important factor is how fast the perturbations grow compared to other related timescales. It is believed that as the result of instability cold dense clumps will form in the hot flow if the growth of perturbations is fast enough. This mechanism has been used to explain the condensations of galaxies from the intergalactic medium, formation of solar prominence, and condensations in planetary nebulae (e.g., Field 1965). In the case of accretion flows, we should compare the accretion timescale $`t_{\mathrm{acc}}`$ with the growth timescale of perturbations $`t_{\mathrm{grow}}`$. For LHAFs, from eq. (8), the timescale of the growth of local perturbations is

$$t_{\mathrm{grow}}=(n\mathrm{\Omega })^1=3G^1=3\left[\frac{Q_{\mathrm{rad}}}{W}\left(\frac{\mathrm{ln}Q_{\mathrm{rad}}}{\mathrm{ln}\mathrm{\Sigma }}\right)_W\right]^1=\frac{3W}{2Q_{\mathrm{rad}}}$$
(12)
This equals the thermal timescale of accretion flows, $`t_{\mathrm{th}}`$,

$$t_{\mathrm{grow}}=\frac{3(\gamma 1)}{2}t_{\mathrm{th}}=t_{\mathrm{th}},$$
(13)
for adiabatic index $`\gamma =5/3`$.

We compare the two timescales, $`t_{\mathrm{acc}}`$ and $`t_{\mathrm{grow}}`$, by numerical calculations. This requires us to solve the global solution of two-temperature LHAFs. This was done in Y01. The results indicate that depending on the value of $`\dot{M}`$, there are two types of LHAF. When $`\dot{M}_1\dot{M}\dot{M}_2`$, with $`\dot{M}_2`$ can be as high as $`5\dot{M}_1`$, the accretion gas in LHAF is hot throughout the disk; when $`\dot{M}\dot{M}_2`$, up to $`\dot{M}_{\mathrm{Edd}}`$, within a certain radius the density of the accretion gas is so high that even the sum of compression work and viscous dissipation can not balance the strong Coulomb cooling. As a result, the hot accretion flow will collapse onto the equatorial plane and form an optically thick cold annulus. While the quantitative results such as the value of $`\dot{M}_2`$ depend on parameters such as $`\alpha `$, the qualitative results should not.

Correspondingly, there are two kinds of results when we compare $`t_{\mathrm{acc}}`$ and $`t_{\mathrm{grow}}`$, as shown by the two lines in Figure 2. The corresponding two models are taken from Fig. 4 of Y01. The solid line corresponds to $`\dot{M}=0.1\dot{M}_{\mathrm{Edd}}<\dot{M}_2`$, so the accretion flow is hot throughout the disk; the dashed line to $`\dot{M}=0.3\dot{M}_{\mathrm{Edd}}>\dot{M}_2`$, so the hot accretion flow collapses at a radius and form a cold annulus. We see that when $`\dot{M}<\dot{M}_2`$, $`t_{\mathrm{grow}}/t_{\mathrm{acc}}>1`$, so the perturbations have no time to grow before they are swallowed by the black hole, therefore, the thermal instability will have no effect on the dynamics of LHAFs. When $`\dot{M}>\dot{M}_2`$, $`t_{\mathrm{grow}}/t_{\mathrm{acc}}<1`$ at the transition radius. As a result, some cold dense clumps will form there if LHAFs are thermally unstable at that region. We speculate that once the condensation of the hot phase makes $`t_{\mathrm{grow}}t_{\mathrm{acc}}`$, the condensation will stop. This constraints will be useful when quantitatively calculating the physical states of clumps such as their filling factor, density and temperature.

In our calculations of $`t_{\mathrm{acc}}`$ and $`t_{\mathrm{grow}}`$, we considered only the “standard” radiative processes, namely synchrotron, bremsstrahlung, and their Comptonization. If we include the additional Compton cooling due to the soft photons from the cold phase, $`t_{\mathrm{grow}}`$ will decrease ( $`\dot{M}_1`$ and $`\dot{M}_2`$ will also decrease). We expect that we will still have $`t_{\mathrm{grow}}>t_{\mathrm{acc}}`$ when $`\dot{M}<\dot{M}_2`$.

Note that LHAF will not collapse into an optically thick cold disk as the result of local perturbation since the perturbation wavelength is smaller than the disk scale-height. The thermal stability of LHAFs against long wavelength perturbations is hard to determine, and it is also not clear how fast the growth of perturbations is compared to the accretion timescale if the flow is unstable. On the other hand, if the filling factor of the cold clumps is large enough, it is possible that these clumps may assemble due to frequent collisions and form a disk-like large scale structure.

Many authors have proposed such cold/hot two-phase accretion flow model for AGNs (e.g., Guilbert & Rees 1988; Ferland & Rees 1988; Kuncic, Celleti & Rees 1997). But almost all these work focus on the thermal state of cold clumps and how the clumps re-radiate the energy they absorb. Krolik (1998) also suggested a two-phase accretion flow model. Different from our suggested physical mechanism of clumps formation, he suggested that such a two-phase feature is the result of the instability in the radiation-pressure-dominated innermost region of a SSD (see e.g., Gammie 1998).

I thank Shoji Kato, Andrei Beloborodov, and Ramesh Narayan for valuable discussions, and the anonymous referee for helpful comments. This work was supported in part by NASA grant NAG5-10780 and NSF grant AST 0307433.


text:
# Chapter 1 Intensive TeV Gamma-Ray and X-Ray Observations of the Blazar Mrk 421 in December 2002 and January 2003

## Chapter 1 Intensive TeV Gamma-Ray and X-Ray Observations of the Blazar Mrk 421 in December 2002 and January 2003

### Abstract

We report on observations of Markarian 421 made with the Whipple 10m Čerenkov telescope and the RXTE satellite during a multi-wavelength campaign in December 2002 and January 2003, initiated by a Whipple target of opportunity. The observations revealed several flares with flux levels between 1 and 2 times the flux of the Crab Nebula. We will discuss the temporal properties, including evidence of X-ray/TeV gamma-ray flux correlation.

### 1. Introduction

The BL Lac object Markarian 421 (Mrk 421) is a TeV blazar at redshift z=0.031. Along with the other TeV blazars such as Markarian 501 and 1ES1959+650, it has been the focus of extensive multi-wavelength observations in the X-ray and gamma-ray regimes. In the past, Mrk 421 observations have had insufficient time sampling , coupled with short variability timescales. This has made it difficult to draw conclusions concerning the correlation between fluxes seen in the X-ray and gamma-ray regimes. Recent multi-wavelength campaigns have attempted to correct this, and have shown complex multi-wavelength behavior ,. For this reason, a target of opportunity (ToO) multi-wavelength campaign with the PCA instrument aboard the RXTE satellite was proposed. In November 2002, Mrk 421 was observed with the Whipple 10m telescope, and was seen at a level of 3 times the flux of the Crab Nebula. These observations triggered the X-ray observations and multi-wavelength campaign during December 2002 and January 2003. Insights gained from any correlation between X-ray and gamma-ray fluxes will help determine the source of these high energy photons, be it from inverse Compton scattering of synchrotron photons off the same electrons, or from some other model, including various non-leptonic models.

### 2. Data

#### 2.1. Whipple 10m Data

Mrk 421 was observed with the Whipple 10m telescope during the period December 4 2002 UT and January 15 2003 UT. 26 ON/OFF mode runs were taken, resulting in 12 hours of data. 49 runs were taken in TRACKING mode, resulting in 20 hours of data. For this analysis, all ON-source data is analyzed with the tracking analysis, resulting in a total exposure of 32 hours. Details about the present configuration of the Whipple telescope, including the GRANITE-III camera, are given elsewhere . The data was then analyzed using a standard moment-parameterization technique, $`\mathtt{uperCuts\; 2000\$.\; In\; tracking\; analysis,\; parameterized\; \backslash v\{C\}erenkov\; showers\; initiated\; by\; gamma\; rays\; that\; do\; not\; point\; back\; to\; the\; source\; are\; treated\; as\; background.\; The\; TRACKING\; ratio,\; which\; is\; defined\; as\; the\; ratio\; of\; the\; number\; of\; background\; events\; to\; the\; number\; of\; ON-source\; events,\; is\; calculated\; from\; the\; 26\; OFF\; mode\; runs\; taken\; for\; this\; source.\; \backslash subsection\{RXTE\; PCA\; Data\}\; The\; X-ray\; data\; described\; in\; the\; following\; is\; based\; on\; the\; 3-25~keV\; data\; from\; the\; Proportional\; Counter\; Array\; \backslash cite\{jahoda\}\; on\; board\; the\; \{\backslash it\; RXTE\}\; satellite.\; We\; did\; not\; use\; the\; 15-250\; keV\; data\; from\; the\; High-Energy\; X-ray\; Timing\; Experiment\; \backslash cite\{rothschild\}\; due\; to\; poor\; signal-to-noise\; ratio.}tandard2modePCAdatagatheredwiththetoplayeroftheoperationalPCUs(ProportionalCounterUnits)wereanalyzed.ThenumberofPCUsoperationalduringapointingvariedbetween2and4.Afterapplyingthestandardscreeningcriteriaandremovingbyhandabnormaldataspikes,thenetexposureineachGoodTimeIntervalrangedfrom168secsto9.01ksecs.Lightcurveswerethenextractedwith\mathrm{𝙵𝚃𝙾𝙾𝙻𝚂𝚟}5.0.Backgroundmodelsweregeneratedwiththetool\mathrm{𝚙𝚌𝚊𝚋𝚊𝚌𝚔𝚎𝚜𝚝},basedonthe\mathrm{𝑅𝑋𝑇𝐸}GOFcalibrationfilesfora\mathrm{`}\mathrm{`}bright^{\prime \prime }source(morethan40counts/sec/PCU).ResponsematricesforthePCAdatawerecreatedwiththescript\mathrm{𝚙𝚌𝚊𝚛𝚜𝚙}v\mathrm{.7.11}.`$

### 3. Results

Figure 1 gives the X-ray and gamma-ray light-curves for this Dec 2002 to Jan 2003 multi-wavelength campaign. Analyzing the 26 OFF runs in the gamma-ray data result in a TRACKING ratio of $`\alpha =3.786`$. The gamma-ray error bars are calculated using an approximation to the Li and Ma method . Corrections for the varying zenith angle during the observation of Mrk 421 are not taken into account here.

### 4. Discussion

By visual inspection of the data in Figure 1 from the first half of the multi-wavelength campaign (MJD 52610 - 52625), it is possible that a correlation exists between the X-ray and gamma-ray light-curves. In particular, the small flare between MJD 52613 and 52614 peak at the same time in both the X-ray and gamma-ray regimes. Figure 2 gives the discrete correlation function  of the combined data set.

### 5. Conclusion

With this past multi-wavelength campaign, it appears that there may be a complicated correlation between the X-ray and gamma-ray fluxes for Mrk 421. By considering the seemingly complex structure of these flares, it is hoped that clues into the production mechanism can be found. Continued multi-wavelength observations of Mrk421 are warranted, considering interesting recent observations  of 1ES1959+650 showing possible orphan flares.***We acknowledge the technical assistance of E.Roache and J. Melnick. This research is supported by grants from the U.S. Department of Energy, by Enterprise Ireland and by PPARC in the UK.


text:
# A consistent description of 𝜌⁰→𝜋𝜋𝛾 decays including 𝜎(500) meson effects

## 1 Introduction

If there is a meson resonance whose existence or not is still an open question in spite of many dedicated discussions, this is the $`\sigma (500)`$ meson. Although the current PDG edition  classifies this scalar state —the $`\sigma `$ or $`f_0`$(400–1200)— among the stablished resonances, this has not been the case for most of a controversial period starting some 30 years ago. Data on $`\pi \pi `$ scattering at low energies, whose isoscalar $`s`$-wave channel should reflect the $`\sigma (500)`$ effects and allow for the extraction of the $`\sigma (500)`$ properties, have resisted unambiguous analyses. Only recently, a growing number of authors claim for the existence of such a $`\pi \pi `$ resonant state with a mass around some 500 MeV and a similar width (for two recent reviews, see Refs.  and ). But the controversy on the existence of the $`\sigma (500)`$, as well as on its nature and properties, is still open. The purpose of our note is to illustrate that a combined analysis of the radiative $`\rho ^0\pi ^0\pi ^0\gamma `$ and $`\rho ^0\pi ^+\pi ^{}\gamma `$ decays should considerably contribute to clarify the issue.

The contribution of the $`\sigma (500)`$ meson to the amplitudes of these two radiative processes is exactly the same under isospin invariance, $`𝒜(s)_\sigma 𝒜(\rho \pi ^0\pi ^0\gamma )_\sigma =𝒜(\rho \pi ^+\pi ^{}\gamma )_\sigma `$. It should be the dominant one in the $`s`$-channel ($`sm_{\pi \pi }^2m_\rho ^2`$) where two-pion resonance formation with $`J^{PC}=0^{++},2^{++}`$… can occur. Indeed, while the $`\sigma (500)`$ has a mass below $`m_\rho `$ and strongly couples to pion pairs, other resonant exchanges have too large a mass (like the $`f_2(1270)`$) or almost decouple from pions (like the $`f_0(980)`$). This common $`\sigma `$ amplitude —the signal amplitude, $`𝒜(s)_\sigma `$— will interfere with other contributions —background amplitudes— accounting for other exchanges. The latter can be reliably computed for both the neutral and charged decays and turn out to be markedly different. Thanks to this, the combined study of both decays and comparison with their data considerably constraints the common signal amplitude, $`𝒜(s)_\sigma `$, and should allow for the extraction of the $`\sigma (500)`$ meson properties. With the available data on $`\rho ^0\pi ^0\pi ^0\gamma `$  and $`\rho ^0\pi ^+\pi ^{}\gamma `$  one already can infer that a low-mass $`\sigma (500)`$ resonance is most likely required. More accurate data coming from the Frascati $`\varphi `$-factory DA$`\mathrm{\Phi }`$NE  could confirm this conclusion and extract the relevant $`\sigma (500)`$ meson properties.

## 2 The common, $`\sigma (500)`$-dominated amplitude

The suitable tool to study $`e^+e^{}`$ annihilation into $`\pi ^0\pi ^0\gamma `$ or $`\pi ^+\pi ^{}\gamma `$ well below the $`\rho `$ resonance pole is Chiral Perturbation Theory ($`\chi `$PT) . At the one-loop level, this would imply the extension of the analysis on $`\gamma \gamma \pi ^0\pi ^0`$ and $`\gamma \gamma \pi ^+\pi ^{}`$ for real photons performed in Ref.  to the case where one photon is off mass-shell $`(q^{})^20`$. But if the $`\rho `$ resonance pole is approached, $`(q^{})^2m_\rho ^2`$, $`\chi `$PT no longer applies and one needs to enlarge this theory to include resonances. There is some consensus in that vector and axial-vector mesons have to be incorporated in such a way that the old and successful ideas of Vector Meson Dominance (VMD) are fulfilled , but the situation concerning the inclusion of scalars is notoriously more ambiguous .

Extensions of $`\chi `$PT including vector mesons which are suitable for the analysis of $`\rho ^0\pi \pi \gamma `$ radiative decays have been presented elsewhere . They are particularly simple when specified to the neutral decay mode $`\rho ^0\pi ^0\pi ^0\gamma `$. In this case one has to compute the same set of one-loop diagrams contributing to $`\gamma \gamma \pi ^0\pi ^0`$ shown in Ref. , the only difference being the substitution of one photon with $`(q^{})^20`$ by a massive $`\rho `$ meson according to VMD. Restricting to the contribution from charged-pion loops (charged-kaon loops contribute negligibly ) one obtains the following finite amplitude for $`\rho (q^{},ϵ^{})\pi ^0(p)\pi ^0(p^{})\gamma (q,ϵ)`$:

$$𝒜(\rho \pi ^0\pi ^0\gamma )_\chi =\frac{eg}{\sqrt{2}\pi ^2m_{\pi ^+}^2}\{a\}L(m_{\pi ^0\pi ^0}^2)\times 𝒜(\pi ^+\pi ^{}\pi ^0\pi ^0)_\chi ,$$
(1)
where $`\{a\}(ϵ^{}ϵ)(q^{}q)(ϵ^{}q)(ϵq^{})`$, $`m_{\pi ^0\pi ^0}^2s(p+p^{})^2=(q^{}q)^2`$ is the invariant mass of the final dipion system and $`L(m_{\pi ^0\pi ^0}^2)`$ is the loop integral function defined in Refs. . The coupling constant $`g`$ comes from the strong amplitude $`𝒜(\rho \pi ^+\pi ^{})=\sqrt{2}gϵ^{}(p_+p_{})`$ with $`|g|=4.24`$ to agree with $`\mathrm{\Gamma }(\rho \pi ^+\pi ^{})_{\mathrm{exp}}=149.2`$ MeV . The final factor in Eq. (1) is

$$𝒜(\pi ^+\pi ^{}\pi ^0\pi ^0)_\chi =\frac{sm_\pi ^2}{f_\pi ^2}.$$
(2)
Although it is the part of the amplitude which is potentially sensitive to the effects of $`\sigma `$ resonance formation, this is not contemplated in our chiral-loop evaluation at lowest order. By itself this $`𝒜(\pi ^+\pi ^{}\pi ^0\pi ^0)_\chi `$ amplitude in Eq. (1) —devoid of $`\sigma `$ formation effects— leads to

$$\mathrm{\Gamma }(\rho \pi ^0\pi ^0\gamma )_\chi =1.55\text{keV},$$
(3)
for $`f_\pi =92.4`$ MeV. It is worth mentioning that the amplitude (1) is calculated by means of the $`𝒪(p^2)`$ $`\chi `$PT Lagrangian, $`_2`$, enlarged to include external vector meson fields through the covariant derivative. In this sense, the $`\pi ^+\pi ^{}\pi ^0\pi ^0`$ amplitude in Eq. (2) is correct only at lowest order in the chiral expansion. A more refined two loop analysis including terms of the $`𝒪(p^4)`$ $`\chi `$PT Lagrangian, $`_4`$, would make the amplitude (2) no longer proportional to $`(sm_\pi ^2)`$ but corrected by chiral loop and counterterm contributions . Some of these counterterms are known to contain the effects of scalar resonance exchange . If one is only interested in such effects, as in our present case, it has been shown very recently that a direct comparison of $`\pi \pi `$ scattering in the Linear Sigma Model (L$`\sigma `$M) and $`\chi `$PT at $`𝒪(p^4)`$ fixes the relevant counterterms in such a way that the $`\pi ^+\pi ^{}\pi ^0\pi ^0`$ amplitude is still proportional to $`(sm_\pi ^2)`$ . However, the advantage of using a framework where the scalar resonances are taken into account explicitly is that it allows to reproduce the scalar pole effects, a feature that is not possible in $`\chi `$PT.

As stated, the $`\sigma `$ resonance formation effects should modify the previous results. In particular, instead of Eq. (2) one now has to expect

$$𝒜(\pi ^+\pi ^{}\pi ^0\pi ^0)_F=\frac{sm_\pi ^2}{f_\pi ^2}F_\sigma (s),$$
(4)
with an additional factor

$$F_\sigma (s)\frac{m_\sigma ^2+km_\pi ^2}{D_\sigma (s)},$$
(5)
accounting for $`\sigma `$ exchange. A simple Breit-Wigner form, $`D_\sigma (s)sm_\sigma ^2+im_\sigma \mathrm{\Gamma }_\sigma `$, where $`m_\sigma `$ and $`\mathrm{\Gamma }_\sigma `$ are the effective mass and width, will be assumed for the $`\sigma `$ propagator and contributions from $`f_0(980)`$ exchange will be neglected (they can be estimated to be below some 2 per thousand). Note that, as required, $`F_\sigma (s)1`$ when $`m_\sigma ^2\mathrm{}`$ for any finite value of a free parameter $`k`$, thus recovering the chiral-loop result in Eq. (2). It is important to remark that in Eq. (4) we are not adding the $`\sigma `$ contribution ad hoc but in a way that preserves the lowest order $`\chi `$PT amplitude once the $`\sigma `$ resonance is decoupled. As mentioned before, the $`\pi ^+\pi ^{}\pi ^0\pi ^0`$ amplitude is shown to be proportional to $`(sm_\pi ^2)`$ even when the $`\sigma `$ formation effects are taken into account. This feature together with the recovery of the chiral result makes of the amplitude (4) a valid amplitude for studying such effects, thus making the whole analysis quite reliable.

We will consider two possible values of the parameter $`k`$: $`k=1`$ and $`k2.5`$. The first value corresponds to the Linear Sigma Model (L$`\sigma `$M)  for scalar resonances, where the $`\sigma \pi \pi `$ coupling is given by $`g_{\sigma \pi \pi }=(m_\sigma ^2+m_\pi ^2)/f_\pi `$. Once inserted in

$$\mathrm{\Gamma }_\sigma \mathrm{\Gamma }(\sigma \pi \pi )=\frac{3}{32\pi }\frac{g_{\sigma \pi \pi }^2}{m_\sigma }\sqrt{1\frac{4m_\pi ^2}{m_\sigma ^2}},$$
(6)
it predicts a $`\sigma `$ (total) width around 300 MeV, which is only slightly below the value $`\mathrm{\Gamma }_\sigma 500`$ MeV favoured in Refs. . This favoured value is reproduced if we enlarge the $`g_{\sigma \pi \pi }`$ coupling constant by fixing instead $`k2.5`$. By itself, the amplitude for each one of these values of $`k`$ ($`k=1`$ in the L$`\sigma `$M or $`k2.5`$ in a more phenomenological context) inserted as the final factor in Eq. (1) predicts, respectively,

$$\mathrm{\Gamma }(\rho \pi ^0\pi ^0\gamma )_{\text{L}\sigma \text{M}}=2.63\text{keV},\mathrm{\Gamma }(\rho \pi ^0\pi ^0\gamma )_{\sigma \text{-phen}}=1.84\text{keV}.$$
(7)
The differences among the results in Eqs. (3) and (7) illustrate the effects of the $`\sigma `$(500) resonance in $`\rho ^0\pi ^0\pi ^0\gamma `$ decays and seem to be large enough to establish both its existence and total width.

The same set of diagrams as before  contributes (apart from another set to be discussed later) to the amplitude for the charged channel $`\rho ^0\pi ^+\pi ^{}\gamma `$. It similarly leads to

$$𝒜(\rho \pi ^+\pi ^{}\gamma )_\chi =\frac{eg}{\sqrt{2}\pi ^2m_{\pi ^+}^2}\{a\}L(m_{\pi ^+\pi ^{}}^2)\times 𝒜(\pi ^+\pi ^{}\pi ^+\pi ^{})_\chi ,$$
(8)
where the four-pseudoscalar amplitude factorizes again in Eq. (8) but now it is found to be proportional to the variable $`s=m_{\pi ^+\pi ^{}}^2=m_\rho ^22m_\rho E_\gamma `$:

$$𝒜(\pi ^+\pi ^{}\pi ^+\pi ^{})_\chi =\frac{s}{2f_\pi ^2}.$$
(9)
Integrating the photon energy spectrum over the whole physical region as before, one obtains

$$\mathrm{\Gamma }(\rho \pi ^+\pi ^{}\gamma )_\chi =0.93\text{keV},$$
(10)
which is the simple chiral-loop prediction with no $`\sigma `$ meson effects. These are easily introduced in terms of the previous $`F_\sigma (s)`$ factor accounting for $`\sigma `$ resonance formation in the $`s`$-channel. Since isospin invariance forces this $`\sigma `$ contribution to coincide with that for the previous neutral case, one unambiguously has

$$𝒜(\pi ^+\pi ^{}\pi ^+\pi ^{})_F=\frac{sm_\pi ^2}{f_\pi ^2}F_\sigma (s)\frac{s/2m_\pi ^2}{f_\pi ^2}.$$
(11)
The final term is hard to interpret physically but it cannot be associated to $`\sigma `$ formation in the $`s`$-channel and, as such, it does not contain the $`F_\sigma (s)`$ factor. It could be understood as the contribution of the exchange of all other intermediate resonances in the infinite mass limit. In any case, it is totally fixed by the need to recover the chiral-loop result (9) in the limit $`m_\sigma ^2\mathrm{}`$ or $`F_\sigma (s)1`$. Once inserted as the final factor in Eq. (8), the two terms in amplitude (11) lead to $`𝒜(s)_\sigma +𝒜(\rho \pi ^+\pi ^{}\gamma )_{\text{non-}\sigma }`$, with a first $`k`$-dependent term accounting for $`\sigma `$ exchange in the $`s`$-channel (as in the neutral case) and a second $`k`$-independent one. For $`k=1`$ (as in the L$`\sigma `$M) or $`k2.5`$ (as in the previous phenomenological context) one obtains

$$\mathrm{\Gamma }(\rho \pi ^+\pi ^{}\gamma )_{\text{L}\sigma \text{M}}=5.21\text{keV},\mathrm{\Gamma }(\rho \pi ^+\pi ^{}\gamma )_{\sigma \text{-phen}}=3.84\text{keV},$$
(12)
which, again, are markedly different from the value (10).

The predictions for $`\rho \pi \pi \gamma `$ in both channels are thus clearly different if one takes into consideration the effects of $`\sigma `$ formation or not. One would expect that this difference to be also manifest in $`\pi \pi `$ scattering itself. In particular, one can calculate the effects of the $`\sigma `$ resonance for the $`I=J=0`$ $`\pi \pi `$ phaseshift $`\delta _0^0(s)`$ within the models with $`k=1`$ (L$`\sigma `$M) and $`k=2.5`$ (phenomenological) and compare them with $`\chi `$PT at lowest order, i.e. with no $`\sigma `$ resonance effects. Following Ref. , $`\delta _0^0(s)=\sqrt{14m_\pi ^2/s}T_0^0(s)`$ where $`T_0^0`$ is the partial wave with $`I=J=0`$ obtained from the $`\pi ^+\pi ^{}\pi ^0\pi ^0`$ amplitude (see also Ref. ). A comparison of the different models with experimental data is shown in Fig. 1. Again, the models including $`\sigma `$ meson effects offer a better description of data than the lowest order chiral prediction. In both $`\sigma `$ models, with $`k=1`$ and $`k=2.5`$, a best fit to the data is achieved for the effective parameters $`m_\sigma 500`$ MeV and $`\mathrm{\Gamma }_\sigma 500`$ MeV, in agreement with Refs. .

## 3 $`\rho ^0\pi ^0\pi ^0\gamma `$

Apart from the previously discussed amplitude, the $`\rho ^0\pi ^0\pi ^0\gamma `$ decay is known to proceed also via $`\omega `$-meson exchange in the $`t`$ and $`u`$ channels. Its evaluation offers no problems and has been performed by many authors with coincident results (see, for instance ). Explicitly, this background amplitude reads

$$𝒜(\rho \pi ^0\pi ^0\gamma )_\omega =\frac{G^2e}{\sqrt{2}g}\left(\frac{P^2\{a\}+\{b(P)\}}{M_\omega ^2P^2iM_\omega \mathrm{\Gamma }_\omega }+\frac{P_{}^{}{}_{}{}^{2}\{a\}+\{b(P^{})\}}{M_\omega ^2P_{}^{}{}_{}{}^{2}iM_\omega \mathrm{\Gamma }_\omega }\right),$$
(13)
with $`\{a\}`$ the same as in Eq. (8) and

$$\begin{array}{cc}\hfill \{b(P)\}& (ϵ^{}ϵ)(q^{}P)(qP)(ϵ^{}P)(ϵP)(q^{}q)\hfill \\ & +(ϵ^{}q)(ϵP)(q^{}P)+(ϵq^{})(ϵ^{}P)(qP),\hfill \end{array}$$
(14)
where $`P=p+q`$ and $`P^{}=p^{}+q`$ are the momenta of the intermediate $`\omega `$ meson in the $`t`$\- and $`u`$-channel, respectively, and $`G`$ is the strong and well known $`\rho \omega \pi `$ coupling constant .

From this VMD amplitude alone and $`G=\frac{3g^2}{4\pi ^2f_\pi }`$ one easily obtains

$$\mathrm{\Gamma }(\rho \pi ^0\pi ^0\gamma )_\omega =1.89\text{keV},$$
(15)
in agreement with the results in Refs. , once the slight differences in numerical inputs are unified. The interference of this VMD (background) amplitude, $`𝒜(\rho \pi ^0\pi ^0\gamma )_\omega `$, with the (signal) amplitudes obtained before, $`𝒜(\rho \pi ^0\pi ^0\gamma )_\chi `$, $`𝒜(\rho \pi ^0\pi ^0\gamma )_{\text{L}\sigma \text{M}}`$ or $`𝒜(\rho \pi ^0\pi ^0\gamma )_{\sigma \text{-phen}}`$, is found to be constructive in the whole kinematical region in the three cases and one globally has

$$\begin{array}{cc}\mathrm{\Gamma }_{\rho \pi ^0\pi ^0\gamma }^{\chi +\omega }=4.40\text{keV},\hfill & B_{\rho \pi ^0\pi ^0\gamma }^{\chi +\omega }=2.95\times 10^5,\hfill \\ \mathrm{\Gamma }_{\rho \pi ^0\pi ^0\gamma }^{\text{L}\sigma \text{M+}\omega }=6.29\text{keV},\hfill & B_{\rho \pi ^0\pi ^0\gamma }^{\text{L}\sigma \text{M+}\omega }=4.21\times 10^5,\hfill \\ \mathrm{\Gamma }_{\rho \pi ^0\pi ^0\gamma }^{\sigma \text{-phen +}\omega }=5.10\text{keV},\hfill & B_{\rho \pi ^0\pi ^0\gamma }^{\sigma \text{-phen +}\omega }=3.42\times 10^5.\hfill \end{array}$$
(16)
The corresponding spectra have been plotted in Fig. 2 from which the effects of the $`\sigma `$ formation and their dependence on the $`\sigma `$ width can be observed. The fact that our various signal amplitudes are important compared with the background contribution and that their interferences are positive makes this $`\rho \pi ^0\pi ^0\gamma `$ decay mostly appropriate to reveal the $`\sigma `$ meson effects .

On the experimental side, the SND Collaboration has reported very recently a new measurement of the $`\rho ^0\pi ^0\pi ^0\gamma `$ decay. For the branching ratio, they obtain

$$B(\rho \pi ^0\pi ^0\gamma )=(4.1_{0.9}^{+1.0}\pm 0.3)\times 10^5,$$
(17)
and therefore $`\mathrm{\Gamma }(\rho \pi ^0\pi ^0\gamma )=(6.1_{1.4}^{+1.6})`$ keV. This new value is in agreement with the first measurement

$$B(\rho \pi ^0\pi ^0\gamma )=(4.8_{1.8}^{+3.4}\pm 0.2)\times 10^5.$$
(18)
Comparison with our predictions indicates that a substantial $`\sigma `$ meson contribution is needed. Unfortunately, more crucial data on the $`\pi ^0\pi ^0`$ invariant mass spectrum have not been reported yet.

## 4 $`\rho ^0\pi ^+\pi ^{}\gamma `$

The background amplitude for this charged decay mode is more involved than for the previous, neutral case. Apart from the additional amplitude, $`𝒜(\rho \pi ^+\pi ^{}\gamma )_{\text{non-}\sigma }`$, generated by the second term in Eq. (11), i.e. the term not linked to $`\sigma `$ formation in the $`s`$-channel, we have further $`t`$\- and $`u`$-channel contributions. The dominant one, particularly for low photon energies, is the bremsstrahlung amplitude, $`𝒜(\rho \pi ^+\pi ^{}\gamma )_{\text{brems}}`$, while the other one originates from $`a_1(1260)`$ contributions. They can be regarded as $`J^{PC}=0^+`$ and $`1^{++}`$ exchanges in the $`t`$ and $`u`$ channels. Both contributions can be related to tree-level amplitudes and to the set of one-loop diagrams which are specific for $`\gamma \gamma \pi ^+\pi ^{}`$ in the analysis of Ref. . Contrasting with the previously discussed chiral-loop diagrams —which contributed to both the neutral and charged decay channels with finite corrections— this new set includes divergent vertex corrections and mass insertions. One of these divergences, appearing only in our case with $`(q^{})^2=m_\rho ^20`$, requires the contribution of a $`\rho `$-dominated counterterm which leads to an amplitude, $`𝒜(\rho \pi ^+\pi ^{}\gamma )_{\text{brems}}`$, including the one-loop effects in the physical value of the $`\rho \pi \pi `$ coupling constant $`g`$ (those for the real photon vanish with $`q^2=0`$). The other piece requires the term in Ref.  containing the combination of low-energy constants $`L_9^r+L_{10}^r`$ which is known to be saturated by pure axial resonance exchange . It thus generates an $`a_1`$(1260) contribution, $`𝒜(\rho \pi ^+\pi ^{}\gamma )_{a_1}=16\sqrt{2}ge(L_9^r+L_{10}^r)\{a\}`$, which for $`L_9^r+L_{10}^r1.4\times 10^3`$ is well below our signal amplitude, and can safely be neglected.

The remaining, bremsstrahlung contribution is well known

$$\begin{array}{c}𝒜(\rho \pi ^+\pi ^{}\gamma )_{\text{brems}}=2\sqrt{2}eg\hfill \\ \times \left[ϵ^{}ϵ\frac{1}{2}\left(\frac{ϵp_+}{qp_+}+\frac{ϵp_{}}{qp_{}}\right)ϵ^{}q\frac{1}{2}\left(\frac{ϵp_+}{qp_+}\frac{ϵp_{}}{qp_{}}\right)ϵ^{}(p_+p_{})\right],\hfill \end{array}$$
(19)
and, by itself, it leads to

$$\mathrm{\Gamma }(\rho \pi ^+\pi ^{}\gamma )_{\text{brems}}=1.706\text{MeV}\text{for }E_\gamma >50\text{ MeV}.$$
(20)
The various signal amplitudes, $`𝒜_\sigma (s)`$, have to be added to that from background, $`𝒜_{\text{backg}}𝒜_{\text{brems}}+𝒜_{\text{non-}\sigma }+𝒜_{a_1}𝒜_{\text{brems}}+𝒜_{\text{non-}\sigma }`$. This leads to the predictions displayed in Fig. 3 for $`E_\gamma >100`$ MeV, where $`\sigma `$ meson exchange effects are visible. These are moderately dependent on the $`\sigma `$ width but show a depletion of events below $`E_\gamma 250`$ MeV when compared to the chiral amplitude. The integrated results for $`E_\gamma >50`$ MeV, being dominated by bremsstrahlung at low $`E_\gamma `$, are less interesting but included for completeness

$$\begin{array}{cc}\mathrm{\Gamma }_{\rho \pi ^+\pi ^{}\gamma }^{\chi \text{+backg}}=1.748\text{MeV},\hfill & B_{\rho \pi ^+\pi ^{}\gamma }^{\chi \text{+backg}}=1.171\times 10^2,\hfill \\ \mathrm{\Gamma }_{\rho \pi ^+\pi ^{}\gamma }^{\text{L}\sigma \text{M+backg}}=1.698\text{MeV},\hfill & B_{\rho \pi ^+\pi ^{}\gamma }^{\text{L}\sigma \text{M+backg}}=1.138\times 10^2,\hfill \\ \mathrm{\Gamma }_{\rho \pi ^+\pi ^{}\gamma }^{\sigma \text{-phen+backg}}=1.696\text{MeV},\hfill & B_{\rho \pi ^+\pi ^{}\gamma }^{\sigma \text{-phen+backg}}=1.136\times 10^2.\hfill \end{array}$$
(21)
For the $`\rho ^0\pi ^+\pi ^{}\gamma `$ decay, the present experimental branching ratio is

$$B(\rho \pi ^+\pi ^+\gamma )=(0.99\pm 0.04\pm 0.15)\%\text{for }E_\gamma >50\text{ MeV},$$
(22)
quite compatible with all our results. The observed photon spectrum compares rather favorably with pure bremsstrahlung emission except (possibly) for the last bin, where the $`\sigma `$ amplitudes moderately contribute to improve the agreement. Finally, a model-independent upper limit of the branching ratio of the $`\rho ^0\pi ^+\pi ^{}\gamma `$ decay via scalar resonance exchange was found to be $`B(\rho \pi ^+\pi ^+\gamma )<5\times 10^3\text{(90\% CL)}`$  and thus fully respected in our approach.

## 5 Comments and conclusions

Apart from old attempts to identify $`\sigma `$ meson contributions to $`\rho ^0\pi \pi \gamma `$ decays , other authors have reconsidered the issue more recently. Oset and collaborators , for instance, have discussed these processes in their unitarized chiral-loop approach where the $`\sigma `$ meson pole is dynamically generated; this makes their approach, as well as their results, quite different from ours. The same happens with another series of papers by Gokalp et al. , where $`\sigma `$ meson effects are added to the chiral-loop contribution; in this way, an attractive feature of our treatment, namely, that in the limit of high $`m_\sigma `$ one recovers the expected and well defined chiral-loop amplitude, is lost.

In conclusion, $`\rho ^0\pi \pi \gamma `$ decays have been shown to be an important source of information on the low-mass $`\pi \pi `$ spectrum in the $`s`$-channel. A global analysis of both processes, with a common amplitude interfering with markedly different but well stablished backgrounds, should contribute to clarify the $`\sigma `$ meson status. According to our analysis, present data already suggest the existence of such a low-mass state. Moderately improved data on $`\rho ^0\pi \pi \gamma `$ decays could be decisive to settle the issue.

###### Acknowledgments.

Work partly supported by the EU, HPRN-CT-2002-00311, EURIDICE network, and the Ministerio de Ciencia y Tecnología and FEDER, FPA2002-00748EU. R. E. acknowledges D. Black, J. A. Oller and J. R Peláez for providing us with the different sets of $`I=J=0`$ $`\pi \pi `$ phaseshift experimental data.