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# Saddles in the energy landscape: extensivity and thermodynamic formalism

(May 28, 2003)

## Abstract

We formally extend the energy landscape approach for the thermodynamics of liquids to account for saddle points. By considering the extensive nature of macroscopic potential energies, we derive the scaling behavior of saddles with system size, as well as several approximations for the properties of low-order saddles (i.e., those with only a few unstable directions). We then cast the canonical partition function in a saddle-explicit form and develop, for the first time, a rigorous energy landscape approach capable of reproducing trends observed in simulations, in particular the temperature dependence of the energy and fractional order of sampled saddles.

In recent years significant effort has been devoted to the study of supercooled liquids and their glasses glasses . An important aspect of these technologically significant angell1  systems is the interplay between dynamic and thermodynamic processes, which is thought to play a key role in their kinetic slowdown and eventual falling out of equilibrium at the glass transition pgd1 . The energy landscape formalism of Stillinger and Weber has been a useful tool in the theory of supercooled liquids sw1 . In this description, a system’s configuration space is partitioned into basins surrounding local energy minima. Termed “inherent structures,” these minima correspond to mechanically stable particle packings and are described statistically by their depth: $`\mathrm{exp}\left[N\sigma (\varphi )\right]d\varphi `$ gives the scaling of the number of distinct minima with per-particle potential energy (or depth) $`\varphi \pm d\varphi /2`$, where $`N`$ is the number of particles and $`\sigma `$ is called the basin enumeration function. Here, “distinct” refers to minima differing by more than mere particle permutation. This formalism permits a rigorous transformation of the canonical partition function:

$$Ze^{N\left[\sigma (\varphi )\beta \varphi \beta a_{\text{vib}}(\beta ,\varphi )\right]}𝑑\varphi $$
(1)
where $`\beta =1/k_BT`$ and $`a_{\text{vib}}`$, the vibrational free energy, is the per-particle free energy when the system is confined to an average basin of depth $`\varphi `$. For each temperature in the thermodynamic limit, the system samples basins of a well-defined energy $`\varphi ^{}`$; deeper basins are accessed as the temperature decreases. One identifies a configurational entropy, $`Nk_B\sigma (\varphi ^{})`$, which is that part of the entropy due to the multiplicity of amorphous configurations explored by the system. Good functionalities can be rationalized for $`\sigma `$ and $`a_{\text{vib}}`$ (and measured in computer simulations) such that the partition function can be explicitly evaluated pgd2 ; this approach is also useful for characterizing kinetic processes as it has been observed that the configurational entropy plays a key role in dynamics pgd1 ; speedy1 .

Our work aims to extend the energy landscape formalism to include a description of higher order stationary points, i.e., saddles in the landscape keyes1 . This approach provides a natural connection with dynamics keyes2 ; wales1 , but is more intricate than minima alone because, in addition to their energy, saddles are also classified by their order—the number of directions with negative curvature. In this Letter, we begin by deriving the extensivity properties of saddles and propose their corresponding enumeration function. We then derive a saddle “equipartition” theorem and show the expected scaling behavior for low-order saddles. Finally we give the appropriate form of the partition function in this formalism and demonstrate its utility for describing the behavior of supercooled liquids.

Our consideration of saddles relies on an extensive macroscopic potential energy. That is, a single macroscopic system of $`N`$ particles can be effectively divided into $`MN`$ equivalent smaller subsystems, between which boundary interactions are negligible compared to the total energy. The number of particles in each subsystem is macroscopic, $`N_S1`$, but the number of subsystems is also large, $`N_SN`$. This condition is satisfied by most common types of molecular interaction (notable exceptions include molecules with long-range interactions or which are themselves macroscopic in size). For a single-component system of structureless particles, the potential energy can then be written as

$$U(𝐫^N)U(𝐫_{(1)}^{N_S})+U(𝐫_{(2)}^{N_S})+\mathrm{}+U(𝐫_{(M)}^{N_S})$$
(2)
where $`U`$ is the potential energy function, $`𝐫^N\{𝐫_1,𝐫_2\mathrm{}𝐫_N\}`$ gives the positions of the particles, and $`𝐫_{(i)}^{N_S}`$ are the corresponding positions of the $`N_S`$ particles in subsystem $`i`$. Here, any stationary point in the overall system can be viewed as a combination of stationary points in each subsystem. It is relatively straightforward to determine the scaling behavior of minima stillinger1 : if the number of distinct minima in each subsystem is $`g_0`$, the total number due to their possible combinations is $`g_0^M`$, or, $`\mathrm{exp}[N\mathrm{ln}(g_0)/N_S]\mathrm{exp}[N\sigma _{\mathrm{}}]`$ com:function . Our notation for the density-dependent constant $`\sigma _{\mathrm{}}`$ indicates its correspondence with the total number of inherent structures (not of a particular energy); equivalently, $`\sigma _{\mathrm{}}`$ is the maximum value of the basin enumeration function.

For saddles, one must consider their order $`n`$, defined as the number of negative eigenvalues in the Hessian matrix, $`H_{ij}\frac{^2U}{r_ir_j}`$. Imposition of Eq. 2 gives rise to a Hessian which is reducible in each of the subsystems; therefore, the total number of negative eigenvalues is the sum of that for each of the subsystems. In other words, the saddle order in the total system is the sum total of the orders of the subsystems. We consider a particular distribution of the total saddle order $`n`$ among the subsystems, letting the values $`M_i`$ denote the number of subsystem saddles of order $`i=0,1\mathrm{}dN_S`$ ($`d`$ = dimensionality). In this notation, the constraints are $`_iM_i=M`$ and $`_iiM_i=n`$. For an overall saddle order $`n`$ and a particular distribution $`\{M_i\}`$, the number of distinct saddles is

$$\mathrm{\Omega }_n(\{M_i\})=(M!/\underset{i}{}M_i!)\underset{i}{}g_i^{M_i}$$
(3)
where $`g_i`$ is the number of distinct saddles of order $`i`$ in a subsystem. The total number of saddles, however, must be the sum of $`\mathrm{\Omega }_n(\{M_i\})`$ for all possible distributions $`\{M_i\}`$. We will find that one particular distribution, $`\{M_i\}_{\text{max}}`$, overwhelmingly dominates this sum. First we switch to an “intensive” notation by introducing the following variables: $`m_iM_i/M`$, and $`xn/dN`$ is the overall fractional saddle order. Insertion into Eq. 3 and application of Stirling’s approximation yields

$$\mathrm{\Omega }_x(M,\{m_i\})=\left[\underset{i}{}\left(g_i/m_i\right)^{m_i}\right]^M.$$
(4)
Similarly, the constraint equations in intensive form become $`_im_i=1`$ and $`_i(i/dN_S)m_i=x`$. These constraints and the terms inside the brackets in Eq. 4 are all independent of the number of subsystems $`M`$. As a result, the distribution $`\{m_i\}_{\text{max}}`$ which maximizes the term in brackets depends only on the overall fractional saddle order $`x`$. In the thermodynamic limit, $`M=N/N_S\mathrm{}`$, this maximum term dominates the sum over all distributions $`\{m_i\}`$. These considerations lead directly to the saddle scaling behavior:

$`\mathrm{\Omega }_x(N)`$ $`=`$ $`\left[{\displaystyle \underset{i}{}}\left(g_i/m_i\right)^{m_i}\right]_{\text{max}}^{N/N_S}`$ (5)
$``$ $`\mathrm{exp}\left[N\theta _{\mathrm{}}(x)\right]`$
where $`\mathrm{\Omega }_x`$ gives the number of distinct saddles of fractional order $`x`$. Here we have introduced the generalized function $`\theta _{\mathrm{}}(x)`$ which characterizes saddle scaling behavior and has the property $`\theta _{\mathrm{}}(x0)=\sigma _{\mathrm{}}`$. Notice that the relevant order parameter for saddles is their fractional order, such that $`\mathrm{exp}[N\theta _{\mathrm{}}(x)]dx`$ gives the number of saddles with fractional order $`x\pm dx/2`$.

Returning to the subsystem scenario, we now find the distribution $`\{m_i\}_{\text{max}}`$ which gives the dominant saddles in the system. To do so, one maximizes the term in brackets in Eq. 4 or equivalently, its logarithm. Using Stirling’s approximation, the distribution $`\{m_i\}_{\text{max}}`$ must satisfy

$$\mathrm{max}\underset{i}{}m_i\mathrm{ln}g_im_i\mathrm{ln}m_i.$$
(6)
By accounting for the constraints with the usual Lagrange multipliers and using Eq. 5 for $`g_i=\mathrm{exp}[N_S\theta _{\mathrm{}}(i/dN_S)]`$, the following form arises when Eq. 6 is evaluated:

$$m_i=\frac{\mathrm{exp}[N_S\theta _{\mathrm{}}(z)\gamma N_Sz]}{_i^{}\mathrm{exp}[N_S\theta _{\mathrm{}}(z^{})\gamma N_Sz^{}]}$$
(7)
where $`zi/dN_S`$ is the fractional order of a subsystem. Here $`\gamma `$ is a Lagrange multiplier ensuring the constraint $`_izm_i=x`$. Because the terms in the exponential grow with the size of the subsystems, which are themselves macroscopic, $`m_i`$ is essentially zero for all $`i`$ except one, $`i_{\text{max}}`$. With this simplification, the constraint yields $`i_{\text{max}}=n/M`$, or $`z_{\text{max}}=x`$. In other words, the total saddle order is distributed across the subsystems such that their fractional saddle order is equivalent to each other and to the overall fractional order. This is in effect an “equipartition” of saddle order across the geometry of the system.

Such equipartition has important consequences for low-order saddles; it implies that the majority of such saddles are built from a collection of localized first-order saddles. In this sense, each direction of negative curvature in the potential energy corresponds to an elementary saddle “defect” in an inherent structure. This observation can be used to determine the approximate behavior of $`\mathrm{\Omega }_x`$ for small values of $`x`$. We assume that $`\xi dN`$ non-interacting, first-order defects are possible for any inherent structure. The constant $`\xi `$, for example, may attain a value close to $`1/d`$ if each molecule in the system can move independently of the others so as to form a saddle. This yields

$$\mathrm{\Omega }_{x1}\mathrm{exp}[N\sigma _{\mathrm{}}]\times (\xi dN)!/(\xi dNxdN)!(xdN)!$$
(8)
or, taking the logarithm and applying Stirling’s approximation,

$$\theta _{\mathrm{}}(x1)\sigma _{\mathrm{}}\frac{x}{\xi }\mathrm{ln}\frac{x}{\xi }\left(1\frac{x}{\xi }\right)\mathrm{ln}\left(1\frac{x}{\xi }\right).$$
(9)
We can also state for a system containing non-interacting first-order saddles that the average saddle energy depends linearly on order:

$$\overline{\mathrm{\Phi }}_n=\overline{\mathrm{\Phi }}_0+n\left(\overline{\mathrm{\Phi }}_1\overline{\mathrm{\Phi }}_0\right)$$
(10)
where $`\overline{\mathrm{\Phi }}_n`$ is the average energy of an $`n`$th order saddle. This trend has been discussed previously in theoretical work keyes1  and has been found in simulation studies to be appropriate sciortino1 ; broderix1 . One must bear in mind, however, that both Eq. 10 and the equipartition of saddles apply to the entire ensemble of stationary points, of which only a minute fraction are sampled by the system in equilibrium at low temperature. A system may require, for example, the cooperative movement of many molecules in order to reach nearby saddles, which may cause low energy stationary points to be of higher order than expected. The low-$`T`$ persistence of a linear relationship between saddle order and energy observed in simulation therefore suggests that the first-order defect scenario persists even for low-energy saddles; cooperativity then arises because the direction of negative potential energy curvature about these points is a superposition of several molecules’ atomic coordinates.

The considerations so far have categorized saddles only by their fractional order. Following the approach used for inherent structures sw1 , one might extend this description to potential energy as an additional order parameter. We therefore introduce the saddle enumeration function, $`\theta (\varphi ,x)`$, for which the expression $`\mathrm{exp}[N\theta (\varphi ,x)]d\varphi dx`$ is proportional to the number of saddles with potential energy per-particle $`\varphi \pm d\varphi /2`$ and of fractional order $`x\pm dx/2`$. (The basin enumeration function is retrieved from $`\theta (\varphi ,x=0)`$.) This extension allows a meaningful casting of the canonical partition function in which configuration space is divided into “basins” surrounding saddle points com:basins :

$$Z_{x=0}^{x=1}_{\varphi _{\text{min}}}^{\varphi _{\text{max}}}e^{N\left[\theta (\varphi ,x)\beta \varphi \beta a_{\text{vib}}(\beta ,\varphi ,x)\right]}𝑑\varphi 𝑑x.$$
(11)
In this equation, $`a_{\text{vib}}`$ is the vibrational free energy around a stationary point of energy $`\varphi `$ and fractional order $`x`$; formally it is given by

$$e^{Na_{\text{vib}}(\beta ,\varphi ,x)}\mathrm{\Lambda }^{dN}_{𝚪_k}e^{\beta \left[U(𝐫^N)N\varphi \right]}𝑑𝐫^N_{\varphi ,x}$$
(12)
where $`\mathrm{\Lambda }`$ is the thermal deBroglie wavelength, the average is restricted to saddle points of energy $`\varphi `$ and order $`x`$, and the integral for a particular saddle $`k`$ is performed over its associated configuration space $`𝚪_k`$ com:basins . In the large system limit, the integral in Eq. 11 will be dominated by the maximum value in the exponential, and the conditions for equilibrium can be written as

$`{\displaystyle \frac{\theta }{\varphi }}=\beta \left(1+{\displaystyle \frac{a_{\text{vib}}}{\varphi }}\right);{\displaystyle \frac{\theta }{x}}=\beta {\displaystyle \frac{a_{\text{vib}}}{x}}.`$ (13)
The simultaneous solution to these equations provides the average saddle energy $`\varphi ^{}`$ and order $`x^{}`$ sampled by the system at specified temperature. The total Helmholtz free energy is then $`A/N=a_{\text{vib}}(\beta ,\varphi ^{},x^{})+\varphi ^{}k_BT\theta (\varphi ^{},x^{})`$. One can identify from this equation a per-particle saddle entropy, $`k_B\theta `$, which converges on the conventional Stillinger-Weber configurational entropy at very low temperatures when the system spends most of its time near minima and $`x^{}`$ asymptotes to zero. This point of view sets the stage for a more rigorous connection with dynamics, for which $`x^{}`$ contains pertinent information.

Knowledge of the functions $`\theta `$ and $`a_{\text{vib}}`$ provides all the thermodynamic details of the system. We now show that a number of reasonable assumptions about their functional form results in a physically realistic and insightful picture. Our analysis addresses results for several well-studied glass-forming systems for which numerical data exist kobandersen1 ; sastry1 ; sciortino1 ; broderix1 ; wales1 . First, we assume the vibrational free energy to be independent of saddle energy, $`a_{\text{vib}}(\beta ,\varphi ,x)a_{\text{vib}}(\beta ,x)`$. This is rigorously true for minima at absolute zero, but remains a working simplification in our analysis. Furthermore, we model the vibrational free energy in the classical harmonic approximation hill1 :

$$e^{N\beta a_{\text{vib}}}\mathrm{\Lambda }^{dN}\left[_l^le^{\beta \alpha _Sr^2}𝑑r\right]^{dNn}\left[_l^le^{\beta \alpha _Ur^2}𝑑r\right]^n$$
(14)
$`\beta a_{\text{vib}}`$ $``$ $`d\mathrm{ln}\left(T_S^{1x}T_U^x/T\right)x\mathrm{ln}\text{erfi}\sqrt{\beta \alpha _Ul^2}`$ (15)
$``$ $`d\mathrm{ln}\left(T_S/T\right)x\left[C\beta \mathrm{ln}(\pi C\beta )/2\right]`$
where $`\alpha _S,\alpha _U\frac{1}{2}\left|\frac{^2U}{r^2}\right|`$ are half the average curvatures of stable and unstable modes, respectively; $`T_S`$ and $`T_U`$ are the corresponding Einstein temperatures hill1 ; $`l`$ is a length scale characteristic of the saddle’s associated configuration space volume wales2 ; and erfi is the imaginary error function. In the last line, we assume $`\alpha _S=\alpha _U`$ and use the asymptotic expansion of the error function, $`\text{erfi}(x)\mathrm{exp}[x^2]/x\sqrt{\pi }`$, for the low $`T`$ limit. $`C=\alpha _Ul^2`$ is a lumped constant. In general, the harmonic approximation is increasingly valid for stable modes at low temperatures, but we have made liberal use of its application to the unstable modes, especially in that the final $`a_{\text{vib}}`$ depends nontrivially on the length scale $`l`$ characterizing the $`dN`$-dimensional integral. Nonetheless, this approximation provides a starting point for analysis, and we leave investigation of more accurate forms to future work.

For the saddle enumeration function, we assume a Gaussian form in energy, consistent with previous simulation studies heuer1 ; sastry1 ; wales1 ; sconf2 :

$$\theta (\varphi ,x)=\theta _{\mathrm{}}(x)\left[1\left(\varphi \overline{\varphi }(x)\right)^2/\mathrm{\Delta }^2\right]$$
(16)
where $`\overline{\varphi }`$ is the average energy of saddles of fractional order $`x`$ and $`\mathrm{\Delta }`$ is their characteristic energy range. For the dependence of the parameters in this expression on fractional saddle order, we use Eq. 9 for $`\theta _{\mathrm{}}`$, implement the linear relationship in Eq. 10 for $`\overline{\varphi }`$ such that $`\overline{\varphi }(x)=\overline{\varphi }_0+\delta x`$, and assume $`\mathrm{\Delta }`$ to be roughly constant.

The usefulness of this approach can be seen in the predictions of the theory. Such an analysis is possible by solving Eq. 13 with the simplified expressions for the vibrational free energy and the saddle enumeration function. We choose representative parameters based on previous simulations com:params , though two have no precedent in the literature, which we instead choose so that $`x^{}(T)`$ matches the simulation result in Ref. sciortino1, . Our results are shown in Fig. 1. Overall, the theory and assumptions capture the essential behavior observed in simulations (the general shape and relationship of the curves in Fig. 1) and are a promising starting point for further refinement of the approach. We note that our parameters are chosen among several similar model systems, and quantitative agreement in Fig. 1 might be possible if a complete dataset for any one system were available.

In summary, we have presented a thermodynamic formalism which includes higher order stationary points in the energy landscape. Through a reformulation of the canonical partition function and by using several physically-motivated simplifications, we show that this formalism captures important trends in the behavior of low-$`T`$ glass-forming materials. Future work will investigate the relationship suggested by this approach between liquid kinetics and thermodynamics.

We gratefully acknowledge the support of the Fannie and John Hertz Foundation and of the Dept. of Energy, Division of Chemical Sciences, Geosciences, and Biosciences, Office of Basic Energy Science (grants DE-FG02-87ER13714 to PGD and DE-FG02-01ER15121 to AZP.)


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# CMB Signatures of Extended Reionization

## 1 Introduction

The argument for an extended period of reionization is as follows. The WMAP has detected the correlation between temperature and polarization on large angular scales (Kogut et al., 2003) that has an amplitude proportional to the total optical depth of CMB photons to Thomson scattering, $`\tau `$ (Sunyaev & Zeldovich, 1980; Zaldarriaga, 1997; Kaplinghat et al., 2002). Modeling reionization with a single sharp transition at $`z_{ri}`$, a multi–parameter fit to the WMAP data gives $`z_{ri}=17\pm 5`$ (Spergel et al., 2003). On the other hand, the evolution of quasar spectra from $`z=6.3`$ and $`z=6.4`$ to $`z=6`$ shows a rapid decrease in the amount of neutral Hydrogen, indicating the end of reionization (Fan et al., 2003). A simple interpretation to explain these two very different datasets is that reionization started early, $`z_{ri}20`$, but did not conclude until much later ($`z6`$).

An extended period of reionization has its effect at low $`\mathrm{}`$ in the polarization (as detected by WMAP), and also at higher $`\mathrm{}`$ in temperature. In Section II we disucss the low $`\mathrm{}`$ effect and in Section III the high $`\mathrm{}`$ effect. In section IV we discuss them in combination. All the work I present here is described in more detail in Haiman & Holder (2003) (reionization models), Kaplinghat et al. (2003a); Holder et al. (2003) (low $`\mathrm{}`$ signal) and Santos et al. (2003) (high $`\mathrm{}`$).

## 2 The Reionization Bumps

Quadrupole radiation incident upon an electron leads to linear polarization. For a review of CMB polarization, see Hu & White (1997). As drawn in Fig. 1 a free electron at high redshift sees a quadrupole from free–streaming of the monopole on its last–scattering surface. A monopole with wavenumber $`k`$ free streams primarily into $`l=k(\eta _{ri}\eta _{lss})`$ so the quadrupole is given primarily by $`k=2/(\eta _{ri}\eta _{lss})`$. The linear polarization thus generated at $`\eta _{ri}`$ projects to $`l=k(\eta _0\eta _{ri})=2(\eta _0\eta _{ri})/(\eta _{ri}\eta _{lss})`$ today. Thus, the feature appears at low $`\mathrm{}`$. The polarization signature is proportional to the amount of scattering and hence the optical depth $`\tau `$. Therefore $`C_l^{EE}\tau ^2`$ and $`C_l^{TE}\tau `$. See Zaldarriaga (1997) and Kaplinghat et al. (2003a). The same considerations lead to a reionization bump in the tensor B mode with $`C_l^{BB}\tau ^2`$ so higher $`\tau `$ can improve the detectability of gravitational waves as quantified in Knox & Song (2002); Kaplinghat et al. (2003b). The polarization angular power spectra are shown in Fig. 2.

The low l polarization has already been detected by WMAP through the correlation of this effect with the temperature map (Kogut et al., 2003). From the WMAP measurements only one number can be inferred: a joint fit of the TT and TE power spectra to a six-parameter model results in $`\tau =0.17\pm 0.06`$ (Spergel et al., 2003). If the EE power spectrum is measured with cosmic variance precision, there are 5 uncorrelated numbers (the amplitudes of 5 eigenmodes of the ionization history), that can be measured with signal-to-noise greater than 1 (Hu & Holder, 2003). These 5 numbers will provide strong constraints on models of the first generation of stars, since these are presumably what cause the reionization of the inter-galactic medium.

Models of foreground polarization indicate that this low l signal can, in principle, be measured with near cosmic variance precision, as seen in Fig. 2. Although these models are highly uncertain. We will know more soon from further releases of WMAP data.

To quantify how much improvement is possible beyond WMAP we show forecasted constraints on $`\tau `$ and the initial reionization redshift $`z_e`$ assuming statistical errors only for WMAP, Planck/LFI and Planck/HFI. Model B has sudden and complete reionization at $`z_e=15`$. Model A has a two–stage reionization, first increasing $`X_e`$ suddently to 0.42 at $`z_e=25`$ and then suddenly completely ionizing at $`z=6.3`$. The ionization fraction, $`X_en_e/n_p`$ cannot be greater than 1.08 if Helium does not doubly ionize. Thus for a given $`z_e`$ there is a minimum value of $`\tau `$ that gives rise to the straight lines in the lower portions of the contours around model A.

## 3 The kSZ power spectrum

An extended period of reionization (as suggested by combination of WMAP data and high-redshift quasar spectra) is likely to be a period with a highly inhomogeneous reionization fraction. Prior to percolation of the ionized regions, the ionization fraction will be near unity in the vicinity of the sources of the reioinizing radiation and zero far away from any sources. If the sources are in high-mass halos, as semi-analytic models suggest, then the patches of high ionization fraction will be highly correlated. These correlated patches can lead to a kinetic SZ power spectrum with an amplitude of about $`10^{12}`$ at $`l`$ values of 1500 and higher. At $`l>3000`$ this kinetic SZ power spectrum may be the dominant source of flucutation power on the sky, for components with the same spectral signature as thermal fluctuations about a 2.7 K black body. Here we reproduce a figure from Santos et al. (2003) showing a range of the kSZ power spectra that come from the reionization models of Haiman & Holder (2003).

The error bars on one of the curves are for an observation of 1% of the sky with 0.9’ resolution. They are due to the “noise” from primary + lensing CMB and residual point sources. Instrument noise is assumed to be subdominant. We assume thermal SZ has been removed by taking advantage of its unique spectral dependence.

We see that the models do not show much variation in shape, but only in amplitude. There is a degeneracy between the clustering bias of the dark matter halos hosting the reionizing sources and the optical depth. The low $`\mathrm{}`$ measurements can break this degeneracy, allowing us to place some constraint on the clustering bias, and therefore the halo masses.

Although predicting the amplitude of the signal is difficult, the shape appears to be robust, particularly at $`l<3000`$ where the kSZ power spectrum might contaminate attempts to measure cosmological parameters and reconstruct the gravitational lensing potential. We can therefore model this contaminant with one free parameter: an amplitude. Doing parameter estimation without such modeling (i.e., ignoring the kSZ power spectrum) can lead to significant biases for parameter estimation from Planck and higher–resolution observations (Knox et al., 1998; Santos et al., 2003). But Santos et al. (2003) find that modeling the kSZ power spectrum as this robust shape times a floating amplitude removes all significant parameter estimation biases even for an experiment that is cosmic–variance limited out to $`l=3,000`$.

The simple prescription for removing the bias works because there is so little variation in the shape of the kSZ power spectrum in our reionization models. This shape is merely a projection of the matter power spectrum from high redshift. The small dependence on shape that there is comes from the different mean angular diameter distances in the different models. If necessary, the modeling could be extended to include this as a free parameter also.

If the real kSZ power spectrum shape (at $`l<3,000`$) were significantly different from the shapes we calculate then our simple modeling (with one or maybe two parameters) may not be sufficient. However, this could only be the case if the density of free electrons does not trace the density of matter on scales larger than about 3 Mpc. Note that even if $`X_e`$ were completely homogeneous, the density of free electrons traces the density of matter. Even in this homogeneous $`X_e`$ case the shape would still be a projection of the matter power spectrum, although this time from a smaller mean angular-diameter distance.

Our calculations have relied on semi–analytic models of reionization. For a more numerical approach, see the contribution from Naoshi Sugiyama. For more on patchy reionization, see Aghanim et al. (1996); Gruzinov & Hu (1998); Knox et al. (1998); Valageas et al. (2001) and other papers already mentioned above.

I am deeply indebted to my collaborators Asantha Cooray, Zoltán Haiman, Gil Holder, Manoj Kaplinghat, Chung-Pei Ma, Mario Santos and Yong-Seon Song and to NASA who have supported this work through grant NAG5-11098. I also thank Andrew Lange, Charles Lawrence and Martin Rees for useful conversations.


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# Layer– and bulk roton excitations of 4He in porous media

## I Introduction

Collective excitations of superfluid helium confined in various porous media have been studied by neutron scattering since early 90’s, and by now a wealth of information about helium in aerogel, Vycor and Geltech has been collected Sokol et al. (1996)-Lauter et al. (2002). Aerogel is an open gel structure formed by silica strands (SiO2). Typical pore sizes range from few Å to few hundred Å , without any characteristic pore size. Vycor is a porous glass, where pores form channels of about 70 Å diameter. Geltech resembles aerogel, except that the nominal pore size is 25 Å Plantevin et al. (2002).

Liquid 4He is adsorbed in these matrices in the form of atomic layers, the first layer is expected to be solid; on a more strongly binding substrate, such as graphite, one expects two solid layers. Energies and lifetimes of phonon–roton excitations for confined 4He are nearly equal to their bulk superfluid 4He values Anderson et al. (1999), but differences appear at partial fillings. The appearance of ripplons is tied to the existence of a free liquid surface; neutron scattering experiments show clearly their presence in adsorbed films Lauter et al. (1992a, b, 2002) with few layers of helium.

An exclusive feature of adsorbed films is the appearance of “layer modes”. The existence of such excitations has been proposed in the seventies Padmore (1974); Götze and Lücke (1976) from theoretical calculations of the excitations of two–dimensional 4He and comparison with specific heat data. Direct experimental evidence for the existence of collective excitations below the roton minimum has first been presented by Lauter and collaborators Lauter et al. (1992b); Clements et al. (1996a), identification of these excitations with longitudinally polarized phonons that propagate in the liquid layer adjacent to the substrate has been provided by microscopic calculations of the excitations of films Clements et al. (1996b); Apaja and Krotscheck (2003).

In an experimental situation, the topology gives rise to non–uniform filling of the pores. But from the theoretical point of view different materials are characterized solely by their substrate potentials, because as long as the wavelength of the excitation in concern is much shorter than any porosity length-scale, the topology of the confining matrix is immaterial. We therefore examine the energetics of the layer–roton as a function of the substrate–potential strength which determines, in turn, the areal density in the first liquid layer. For that purpose, we have carried out a number of calculations of the structure of helium films as a function of potential strength. The microscopic theory behind these calculations is described in Ref. Clements et al. (1993). Our model assumes the usual 3-9 potential

$$U_3(z)=\left[\frac{4C_3^3}{27D^2}\right]\frac{1}{z^9}\frac{C_3}{z^3};$$
(1)
we have varied the potential strength $`D`$ from 8 K to 50 K and the range $`C_3`$ from 1000 K Å3 to 2500 KÅ3. In all cases, we have considered rather thick films of an areal density of 0.45 Å-2. Fig. 1 shows density profiles for these potential strengths close to the substrate; the density profiles are practically independent of the potential range $`C_3`$.

## II Theory of excitations

To introduce excitations to the system one applies a small, time–dependent perturbation that momentarily drives the quantum liquid out of its ground state. Generalizing the Feynman–Cohen wave function Feynman and Cohen (1956), we write the excited state in the form

$$|\mathrm{\Psi }(t)=\frac{e^{iE_0t/\mathrm{}}e^{\frac{1}{2}\delta U(t)}|\mathrm{\Psi }_0}{\left[\mathrm{\Psi }_0\left|e^{\mathrm{}e\delta U(t)}\right|\mathrm{\Psi }_0\right]^{1/2}},$$
(2)
where $`|\mathrm{\Psi }_0`$ is the exact or an optimized variational ground state, and the excitation operator is

$$\delta U(t)=\underset{i}{}\delta u_1(𝐫_i;t)+\underset{i<j}{}\delta u_2(𝐫_i,𝐫_j;t)+\mathrm{}.$$
(3)
The time–dependent excitation functions $`\delta u_n(𝐫_1,\mathrm{},𝐫_n;t)`$ are determined by an action principle

$$\delta _{t_0}^{t_1}𝑑t\mathrm{\Psi }(t)\left|Hi\mathrm{}\frac{}{t}+U_{\mathrm{ext}}(t)\right|\mathrm{\Psi }(t)=0,$$
(4)
where $`U_{\mathrm{ext}}(t)`$ is the weak external potential driving the excitations. The truncation of the sequence of fluctuating correlations $`\delta u_n`$ in Eq. (3) defines the level of approximation in which we treat the excitations. One recovers the Feynman theory of excitations Feynman (1954) for non–uniform systems Chang and Cohen (1973) by setting $`\delta u_2(𝐫_1,\mathrm{}𝐫_n;t)=0`$ for $`n2`$. The two–body term $`\delta u_2(𝐫_1,𝐫_2;t)`$ describes the time–dependence of the short–ranged correlations. It is plausible that this term is relevant when the wavelength of an excitation becomes comparable to the interparticle distance. Consequently, the excitation spectrum can be quite well understood Jackson (1973); Chang and Campbell (1976); Apaja and Saarela (1998) by retaining only the time–dependent one– and two–body terms in the excitation operator (3). The simplest non–trivial implementation of the theory leads to a density–density response function of the form Clements et al. (1996b)

$`\chi (𝐫,𝐫^{},\omega )=`$ (5)
$`\sqrt{\rho (𝐫)}{\displaystyle \underset{st}{}}\varphi ^{(s)}(𝐫)\left[G_{st}(\omega )+G_{st}(\omega )\right]\varphi ^{(t)}(𝐫^{})\sqrt{\rho (𝐫^{})}`$
where the $`\varphi ^{(s)}(𝐫)`$ are Feynman excitation functions, and

$$G_{st}(\omega )=\left[\mathrm{}[\omega \omega _s+iϵ]\delta _{st}+\mathrm{\Sigma }_{st}(\omega )\right]^1$$
(6)
the phonon propagator. The fluctuating pair correlations give rise to the dynamic self energy correction Clements et al. (1996b),

$$\mathrm{\Sigma }_{st}(\omega )=\frac{1}{2}\underset{mn}{}\frac{V_{mn}^{(s)}V_{mn}^{(t)}}{\mathrm{}(\omega _m+\omega _n\omega )}.$$
(7)
Here, the summation is over the Feynman states $`m,n`$; they form a partly discrete, partly continuous set due to the inhomogeneity of the liquid. The expression for the three–phonon coupling amplitudes $`V_{mn}^{(s)}`$ can be found in Ref. Clements et al., 1996b. This self energy renormalizes the Feynman “phonon” energies $`\mathrm{}\omega _n`$, and adds a finite lifetime to states that can decay. The form of the self energy given in Eq. (7) is the generalization of the correlated basis functions (CBF) Jackson (1973); Chang and Campbell (1976) theory to inhomogeneous systems. As a final refinement of the theory, we scale the Feynman energies $`\omega _n`$ appearing in the energy denominator of the self energy given in Eq. (7) such that the roton minimum of the spectrum used in the energy denominator of Eq. (7) agrees roughly with the roton minimum predicted by the calculated $`S(𝐤,\omega )`$. This is a computationally simple way of adding the self energy correction to the excitation energies in the denominator of Eq. (7). We shall use this approximation for the numerical parts of this paper.

## III Layer excitations

Layer phonons are identified by a transition density that is localized in the first liquid layer of the system. They appear in the dynamic structure function $`S(𝐤,\omega )`$ as a peak below the roton minimum. A grayscale map of a typical dynamic structure function is shown in Fig. 2, we have for clarity chosen a momentum transfer parallel to the substrate; neutron scattering at other angles would broaden the roton minima Apaja and Krotscheck (2003). The figure shows in fact one bulk and two layer–roton minima, but the higher one, which corresponds to an excitation propagating in the second liquid layer, has an energy too close to the bulk roton to be experimentally distinguishable.

The transition densities corresponding to the three pronounced excitations at $`k=1.8`$Å-1 are depicted in Fig. 3. Clearly, the two “layer–modes” are actually located in the two first layers adjacent to the substrate whereas the “bulk” mode is spread throughout the system. However, the figure also shows that the notion that the wave propagates in the first or the second layer is also not quite accurate: The lowest mode also has some overlap with the second layer, but especially the second mode spreads over both layers.

We have carried out two independent calculations of the two–dimensional roton excitation: First, we calculated the roton energy as a function of the density for a rigorously two dimensional liquid. We can assess the accuracy of our predictions with the shadow–wave–function calculation of $`S(𝐤,\omega )`$ of Ref. Grisenti and Reatto, 1997, who obtained a roton energy of $`5.67\pm 0.2`$K at the equilibrium density of $`n=0.0421`$Å-2. Second, we have calculated the dynamic structure function $`S(𝐤,\omega )`$ in the relevant momentum region for the above family of substrate potentials. The results are compiled in Fig. 4 where we also collect several experimental values.

Although exactly the same method has been used for the computation of the purely two-dimensional system and for the films, the results are quite different. We have obtained for the film calculation an effective layer density by integrating the three-dimensional densities shown in Fig. 1 to the first minimum. This is evidently not very well defined for the weakly bound systems, but it is not legitimate either for the case of strong binding where the first layer is well defined. In fact, the integrated density for the strongest substrate is 0.08 Å-2, which is well beyond the solidification density of the purely two–dimensional system. Evidently, the zero–point motion in $`z`$ direction can effectively suppress the phase transition. We make therefore three conclusions: (i) The position of the layer roton minimum is indeed a sensitive measure for the strength of the substrate potential, (ii) purely two–dimensional models are manifestly inadequate for their understanding, and, hence, (iii) purely two–dimensional models are also questionable for interpreting thermodynamic data of adsorbed films.

## IV Bulk excitations

With one exception Fåk et al. (2000), the bulk roton energy in porous media have been reported to be practically identical to that in the bulk liquid, Ref. Fåk et al., 2000 reports a slight increase of the roton energy in aerogel at partial filling. A roton energy above the one of the bulk liquid can be explained by assuming that the density of the helium liquid in the medium is below that of the bulk liquid. This can, in turn, be qualitatively explained by the cost in energy to form a surface.

To be quantitative, we have performed calculations of the energetics and structure of 4He in a gap between attractive silica walls Apaja and Krotscheck (2003) and obtained the energy of the bulk roton (c.f. Fig. 2) as a function of filling. Fig. 5 shows, as a typical example, the roton energetics in in a gap of 25 Å width. The independent parameter is the areal density $`n`$, the corresponding three–dimensional density was obtained by averaging the density profile over the full volume. It is seen that the equilibrium density is well below the bulk value. In other words, the roton energy in a confined liquid should correspond to the one of a liquid that would, without confinement, have a negative pressure. The energy increase of the roton minimum found in this model is about 0.5 K, which is consistent with the experiments of Ref. Fåk et al., 2000.

To verify this interpretation of the data, it would be very useful to have comparable measurements for porous media with a more uniform distribution of pore sizes. In particular, comparably small pores should allow to densities that are even below the bulk spinodal density Apaja and Krotscheck (2001), thus facilitating experiments on 4He in density areas that were up to now inaccessible.

###### Acknowledgements.

This work was supported by the Austrian Science Fund (FWF) under project P12832-TPH.


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# Anomalous ultraviolet line flux ratios in the cataclysmic variables 1RXS J232953.9+062814, CE315, BZ UMa and EY Cyg observed with HST/STIS Based on observations made with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5-26555.

## 1 Introduction

Spectroscopic studies of cataclysmic variables (CVs) are exceptionally rewarding in the far-ultraviolet (FUV), as this wavelength range contains transitions of diagnostically important metals (e.g. C, N, O, Si) in various ionization stages that are not accessible from the ground. Analyzing the observed ultraviolet lines provides information on both the ionizing spectrum emitted by the hot accretion region on/near the white dwarf, as well as on the abundances of the material in the accretion flow. Unfortunately, high-quality ultraviolet spectroscopy is rather difficult to obtain, and all large-scale statistical studies have so far been based on data obtained with IUE (e.g. Verbunt, 1987; La Dous, 1991; de Martino, 1995; Mauche et al., 1997).

We have initiated a FUV spectroscopic survey of CVs using the Space Telescope Imaging Spectrograph (STIS) on-board the Hubble Space Telescope (HST). The observations are carried out as snapshots, gaps in the HST schedule that can not be filled with regular observations. This survey will eventually produce a homogenous database of modern high-quality ultraviolet spectra for a large number of CVs. Here we report the first results obtained from this program, namely the measurement of an extreme N V/C IV emission line flux ratio in 1RXS J232953.9+062814 (henceforth RX J2329), a recently discovered dwarf nova with an unusually short orbital period of 66 min (Thorstensen et al., 2002b), and in CE315, an AM CVn type CV (Ruiz et al., 2001). In addition, we confirm the unusually large N V/C IV emission line flux ratios in the dwarf novae BZ UMa and EY Cyg, first detected in IUE data by Winter & Sion (2001) and Sion (2002).

## 2 FUV spectroscopy

HST/STIS FUV spectroscopy of RX J2329, CE315, BZ UMa and EY Cyg was obtained using the G140L grating and the $`52\mathrm{}\times 0.2\mathrm{}`$ aperture (Table 1). This instrumental setup provides a spectral resolution of $`R1000`$. The data were processed with the latest release of CALSTIS (V2.13b), which takes into account the decaying sensitivity of the G140L grating. The STIS spectra of RX J2329, CE315, BZ UMa and EY Cyg are displayed in Fig. 1. An apparent similarity between all four systems is the unusually large strength of N V$`\lambda `$ 1240, as well as the lack of noticeable C III$`\lambda `$ 1176, C II$`\lambda `$ 1335 or C IV$`\lambda `$ 1550 emission.

Despite the short exposure times, the quality of our STIS spectra exceeds that of the previous IUE observations of BZ UMa and EY Cyg by large factors. The continuum FUV spectrum of BZ UMa is typical for a short-period dwarf nova, being most likely a mixture of emission from the accretion disc and the white dwarf. The fact that the broad $`\mathrm{Ly}\alpha `$ absorption originating in the white dwarf photosphere is largely filled in with emission suggests that the disc contributes significantly in the FUV. In contrast to this, the FUV continuum of RX J2329 is extremely red, suggesting that the white dwarf in this system is very cold (reddening is negligible for the distance of $`200`$ pc determined by Thorstensen et al. 2002b). The continuum slope and $`\mathrm{Ly}\alpha `$ absorption observed in EY Cyg is reminiscent of the photospheric emission of a white dwarf with $`T_{\mathrm{wd}}\mathrm{25\hspace{0.17em}000}`$ K. A detailed modelling of the continuum spectra of RX J2329, BZ UMa and EY Cyg, will be presented along with the data of additional objects from our snapshot survey in a separate paper.

The STIS spectrum of CE315 differs from that of the other three systems in that practically no continuum emission is detected. Furthermore, none of the usual emission lines of silicon are present in the spectrum. Most of the weak emission lines are likely due to N I. The identifications of emission features at $`1170`$Å, $`1300`$ Å, $`1490`$ Å and $`1560`$Å remain somewhat uncertain. With respect to the last line, we stress, however, that this feature is clearly not related to emission of C IV.

## 3 Emission Line Flux Ratios

We have measured the emission line fluxes of N V$`\lambda `$ 1240, Si IV$`\lambda \lambda `$ 1394,1403, C IV$`\lambda `$ 1550, and He II$`\lambda `$ 1640 in RX J2329, CE315, BZ UMa and EY Cyg adopting the following two methods: (1) We fitted a small interval around the central wavelength with a linear function plus a Gaussian line (in the case of Si IV two Gaussians), and computed the line flux from the Gaussian fit parameters; (2) we used the integrate/line command in the ESO/MIDAS suite to interactively determine the continuum level and integrate the flux of the emission line(s) above this continuum. The results from these two methods were found to be in good agreement, and the average of the line fluxes from both measurements are reported in Table 2. Note that we did not detect C IV$`\lambda `$ 1550 at a statistically significant level in any of the four stars. In addition, Si IV$`\lambda `$ 1394,1403 were not detected in CE315. In order to constrain the C IV and Si IV line fluxes we have added to the STIS spectra Gaussian profiles of similar width as the observed lines and analysed the synthetic emission lines as described above. We repeated this process, decreasing the line fluxes of the added Gaussian lines, until reaching the detection threshold. The upper limits on the line fluxes derived in that way are given in Table 2.

For completeness, we compare the N V emission line fluxes obtained from our STIS spectra of BZ UMa and EY Cyg with the values derived from archival IUE observations (the other lines are too weak in the IUE spectra to permit any useful measurement). In the case of BZ UMa, two SWP spectra are available (32778, 32783), which contain N V at a similar flux level as our STIS spectrum ($`60\pm 5\times 10^{13}`$$`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$). In the case of EY Cyg, the two availabe SWP spectra that have a sufficient signal-to-noise ratio suggest that in this system the N V line may vary significantly (33428: $`20\pm 4\times 10^{14}`$$`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$; 31304: $`10\pm 3\times 10^{14}`$$`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$). Second-epoch STIS observations of EY Cyg would be desirable to confirm the variability.

## 4 Discussion

To our knowledge, 10 CVs have so far been reported to display anomalously high N V/C IV emission line flux ratios: AE Aqr (Jameson et al., 1980), BY Cam (Bonnet-Bidaud & Mouchet, 1987), TX Col (Mouchet et al., 1991), V1309 Ori (Szkody & Silber, 1996), MN Hya (Schmidt & Stockman, 2001), EY Cyg (Winter & Sion 2001; Sion 2002), BZ UMa (Winter & Sion 2001; Sion 2002), GP Com (Lambert & Slovak, 1981; Marsh et al., 1995), RX J2329, and CE315. We show in Figure 2 the line flux ratios N V/C IV vs. Si VI/C IV and He II/C IV vs. Si IV/C IV of these “anomalous” CVs, except for CE315 (in which neither C IV nor Si IV are detected, Fig. 1) and GP Com (in which Si IV is not detected, and He II is not included in the wavelength range covered by the HST/FOS observations). The line flux measurements are taken from the IUE study of Mauche et al. (1997), except for V1309 Ori (Szkody & Silber, 1996; Schmidt & Stockman, 2001), MN Hya (Schmidt & Stockman, 2001), TX Col (Mouchet et al. 1991), the line ratios were measured as described above from the IUE spectra SWP00502L and SWP34129L), and RX J2329, BZ UMa, and EY Cyg (Table 2).

The largest N V/C IV (Fig. 2, Table 2) ratios are observed in AE Aqr during quiescence, RX J2329, CE315, BZ UMa and EY Cyg, followed by BY Cam, V1309 Ori, MN Hya and GP Com and finally by TX Col with a moderate enhancement of this line flux ratio with respect to “normal” CVs. Figure 3 shows the period distribution of the “anomalous” systems, and indicates whether the accreting white dwarf possesses a significant magnetic field or not.

A number of possible explanations for the observed anomalous line ratios have been proposed. After the first IUE detection of an inverse N V/C IV emission line flux ratio in BY Cam, Bonnet-Bidaud & Mouchet (1987) discussed peculiar ionization conditions of the emitting region, and the possibility of anomalous abundances in the accreting material, either as the consequence of a (moderately recent) nova outburst or related to the nuclear evolution of the donor star. Mauche et al. (1997) have cast some doubt on the hypothesis of anomalous abundances, and suggested that confusion of N V$`\lambda \lambda `$ 1238.8,1242.8 doublet with Mg II$`\lambda \lambda `$ 1239.9,1240.4, combined with a low ionization parameter could explain the observed line ratios. However, Mauche et al. (1997) also noted that none of their photoionization models was able to reproduce the strong correlation between the observed N V/C IV and Si IV/C IV line flux ratios.

The systems displaying the most “anomalous” line flux ratios span a very large range in orbital periods (Fig. 3), corresponding to a large range in binary sizes and accretion rates. In addition, the white dwarfs contained in these systems cover a wide range in magnetic field strength. Considering this large degree of variety, it appears rather coincidental that the ionization conditions in all those systems could be similar enough to favour the observed extreme line ratios. We note in passing that an extreme N V/C IV line flux ratio has also been observed in the $`P_{\mathrm{orb}}=4.1`$ h soft X-ray transient XTE J1118+480 (Haswell et al., 2002). This finding extends the parameter range over which such anomalous line ratios have been observed in terms of the ionizing X-ray spectrum and luminosity emitted by the accreting compact object. Finally, Mouchet et al. (2003) recently detected an unusually large N III/C III line flux ratio in FUSE observations of BY Cam. Their photoionization models strongly favour non-solar abundances over a peculiar ionizing spectrum. We will, therefore, assume in the following discussion that the differences in the observed line ratios reflect differences in the abundances of the material accreted from the donor star. Two different processes can result in non-solar abundances in the envelope of the secondary.

(1) The companion star may be contaminated by CNO processed material from the nova shell ejected by the white dwarf during a classical nova explosion. Unfortunately, no detailed predictions on the relative nitrogen and carbon abundances are available for such “polluted” companion stars in recent post-novae (Stehle & Ritter 1999; Marks et al. 1997; Marks & Sarna 1998, see also the discussion by Sion et al. 1998) impeding a quantitative comparison with the observations.

(2) A second possibility to achieve mass transfer of material with highly enhanced N/C abundance ratios is that the CV originally contained a donor more massive than the white dwarf, resulting in a short phase of (unstable) thermal time-scale mass transfer (TTSMT). Recent calculations by Schenker et al. (2002, see also ) show that systems with an initial donor mass of up to 2 $`M_{}`$ may survive the TTSMT, and evolve thereafter into an (apparently) normal CV. However, in such systems, the white dwarf accretes from the CNO processed core of the previously more massive donor, stripped of its outer layers during the TTSMT. The high accretion rate during the TTSMT can result in stable hydrogen shell burning on the white dwarfs. It is likely that some (if not all) of the known supersoft X-ray binaries are the observational counterparts to the TTSMT CVs containing a shell-burning white dwarf (Kahabka & van den Heuvel, 1997; Gänsicke et al., 2000). Schenker et al. (2002) make a number of predictions for the population of CVs that have gone through a phase of TTSMT which we confront here with the observed properties of the CVs displaying an anomalous N V/C IV line flux ratio.

AM CVn and V485 Cen stars as post-SSXBs: Schenker et al. (2002) and Podsiadlowski et al. (2001) show that CVs going through a phase of TTSMT have a good chance ending up as AM CVn stars with very short orbital periods and degenerate donor stars. GP Com and CE315 are the only two known AM CVn stars which display strong FUV emission lines, and both systems show strongly enhanced N V/C IV line flux ratios, as expected for post-TTMST CVs (we note, however, that also the alternative evolution channel for AM CVn, via double degenerate binaries, predicts enhanced N/C ratios). Two CVs are known to be intermediate objects between the hydrogen-deficient AM CVn stars and the “normal” hydrogen-rich ($`P_{\mathrm{orb}}80`$ min) CVs: V485 Cen ($`P_{\mathrm{orb}}=59`$ min) and RX J2329 ($`P_{\mathrm{orb}}=64`$ min). Schenker et al. (2002) predict these systems to be descended from SSXBs. The high N V/C IV flux ratio observed in RX J2329 lends support to this suggestion.

Are the spectral types of the “anomalous line ratio” CVs “anomalous”? Schenker et al. (2002) predict that the donor stars in CVs which went through a phase of TTSMT should have spectral types too late for their orbital period. This is indeed the case for AE Aqr and V1309 Ori. The M$`5.5\pm 0.5`$V and M$`34`$V donors in BZ UMa (Ringwald et al., 1994) and MN Hya (Ramsay & Wheatley, 1998), respectively, are, however, rather “normal” for the orbital periods of the two systems. The donor in RX J2329 is much too early for the 64 min period (Thorstensen et al., 2002b) – but it has the excuse that the concept of “normal” spectral type does not apply to this period range111Thorstensen et al. (2002a) have recently identified a second short-period dwarf nova, QZ Ser, which contains a secondary with a spectral type too early for its orbital period. The authors detected enhanced sodium absorption in the optical spectrum of QZ Ser and argue that the donor star in this system may have undergone significant nuclear evolution. Tovmassian et al. (2002) recently determined the spectral type of the donor in EY Cyg to be K0, but with a radius 1.6 times larger than a main sequence star. Interestingly, Tovmassian et al. (2002) suspected that EY Cyg has recently gone through a classical nova explosion, however, their $`\mathrm{H}\alpha `$ images of the system do not unambiguously reveal signs of a nova shell. The spectral type of the donor star in TX Col is only poorly constrained, and nothing is known about the donor in BY Cam.

How many CVs display a N/C enhancement? Schenker et al. (2002) suggest that a large fraction, up to one third, of the CV population might be descended from supersoft X-ray binaries. The sample of CVs analyzed by Mauche et al. (1997) contained data for 20 systems, of which two (BY Cam and AE Aqr) display unusually large N V/C IV line ratios. At the time of writing, we have obtained HST/STIS snapshot spectra of 31 CVs with strong emission lines, and found four systems with extremely enhanced N V/C IV ratios. While the presently available sample is still too small for any definite conclusion, it suggests that the fraction of CVs that have gone through a phase of thermal time-scale mass transfer and that display large abundance anomalies could well be of the order of $`1015`$ %.

While Fig. 3 may suggest that the occurence of “anomalous” CVs is higher among magnetic systems, we stress that such a conclusion has to be treated with great care because of the involved selection effects. The study of Mauche et al. (1997) contains 7 magnetic CVs in a total sample of 20 systems, which suggests that the fraction of magnetic CVs with sufficiently good IUE observations is larger than that of non-magnetic CVs. Our STIS sample contains 5 magnetic CVs out of 31 emission-line systems, and all systems displaying large N V/C IV line flux ratios within this sample are non-magnetic.

As a final note, we recall that evidence for carbon-depletion and nitrogen-enhancement has also been found in FUV observations of the accreting white dwarfs in several dwarf novae (e.g. U Gem: Sion et al. 1998; Long & Gilliland 1999 and VW Hyi: Sion et al. 2001), and have so far been discussed primarily in the context of the aftermath of a (recent) nova explosion.

## 5 Summary

Our HST/STIS snapshot spectra of RX J2329, CE315, BZ UMa, and EY Cyg reveal extremely large N V/C IV and Si IV/C IV line flux ratios, similar to those observed in AE Aqr. Such anomalous line flux ratios are expected in CVs that went through a phase of thermal timescale mass transfer and now accrete CNO processed material from a companion stripped of its external layers. A full understanding of the possible links between the observed anomalous line ratios and the evolution of CVs requires a significantly larger sample of systems for which high-quality ultraviolet spectroscopy is available. Our Cycle 11 snapshot program and its approved continuation in Cycle 12 will eventually provide such a data base.

We acknowledge C. Mauche for kindly supplying us with the IUE line ratio data shown in Fig. 2, and S. Araujo-Betancor for a careful reading of the manuscript. The referee, John Thorstensen, is thanked for providing a timely report and some useful suggestions. BTG was supported by a PPARC Advanced Fellowship. Additional support was provided through NASA grant GO-9357 from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5-26555.


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# Integration of the atmospheric fluctuations in a dual-field optical interferometer: the short exposure regime

## 1 Introduction

Phase-referencing in ground-based optical interferometry has been proposed for faint object imaging, for narrow-angle astrometry and for improved precisions in visibility measurements (Mozurkewich et al. (1988); Colavita (1992); Quirrenbach et al. (1994)). Phase-referencing is the interferometer counterpart of Adaptive Optics (AO) developed for single-pupils. Inhomogeneities in the atmosphere cause the optical path difference (OPD) between two telescopes to fluctuate over a range of time scales, from a few milliseconds upwards, with variance rms of about 10 $`\mu `$m. These fluctuations can be measured continuously on a bright star and used to track a faint star in the immediate surrounding. Then faint objects can be observed and small visibility amplitude measured with sufficient Signal/Noise ratio. Furthermore, differential OPD fluctuations ($`\mathrm{\Delta }`$OPD) between target and reference stars should average out over long integrations, leading to differential phase structure for faint objects partially resolved, or to high precision astrometry for unresolved sources.

It has been noticed that $`\mathrm{\Delta }`$OPD residuals over long integrations are proportional to the measured angle (Shao & Colavita (1992)), so that high precision narrow-angle astrometry needs to be performed with reference sources in the immediate surrounding of the source target, i.e. within the isoplanatic patch. Angular anisoplanatism in optical interferometry has been recently investigated (Esposito et al. (2000)). The authors define an “isopistonic” angle where the interferometric $`\mathrm{\Delta }`$OPD (rms value) remains smaller than a tenth of the observed wavelength. Their analysis is based on the true variance of differential piston. A detailed analysis of the $`\mathrm{\Delta }`$OPD spectrum has been performed by d’Arcio (1999) who considers also its jitter on short exposures, but does not investigate its potential use in phase-referencing.

With the condition “differential phase rms smaller than 1 radian”, the half-cone angle of Spatial Phase-Referencing (SPR) is found to be the isoplanatic angle for AO (Fried (1982)), divided by ($`2^{3/5}`$) due to the two entrance pupils of a long baseline interferometer with uncorrelated phase corrugations (Colavita (1992)). Taking into account the aperture size, differential phase excursion remains bounded even on separation angles exceeding slightly the AO isoplanatic angle, and SPR with long integrations is possible. On larger angular separations, random walk of differential phase fluctuations prevents long term averaging. The measurement of differential piston variations is still possible, but with short integrations, shorter than some coherence time for $`\mathrm{\Delta }`$OPD fluctuations. Sensitivity is reduced as compared to small angles, but the chance of finding a bright enough star for phase-referencing is increased. Altogether, SPR in optical interferometry has to be investigated in the whole telescope Field-of-View, that is within a few arcminutes.

An optimization of SPR requires a detailed analysis of the temporal behaviour of differential phase. Our analysis is based on the 2-sample (or Allan) variance of time series of the measured differential phase. This quantity tells us how $`\mathrm{\Delta }`$OPD variations can be recovered before being averaged. Ultimately, the true $`\mathrm{\Delta }`$OPD variance will give the achievable precision on long integrations.

Here we disentangle the problem between differential piston fluctuations and single-pupil wavefront distortion, that is between the first mode and higher modes in the Zernike expansion of phase corrugations. With large apertures, each pupil AO should correct for a wide field of view, with significant gain in the faint source direction.

The $`\mathrm{\Delta }`$OPD model of our analysis is presented in the next Section, and quantities relevant to phase-referencing are recalled and clarified: the 2-sample variance and the attenuation factor due to fringe smearing. Results of numerical simulations are given in Sect. 3, with application to the 1.8m and 8m telescopes at Paranal. We further discuss the optimization of exposure duration and its dependence on faint star magnitude and separation angle (Sect. 4). Different regimes of phase-referencing are outlined in Sect. 5, together with sky coverages.

## 2 Model for phase-referencing

### 2.1 Power spectra of atmospheric turbulence

A detailed analysis of power spectra of quantities relevant to optical interferometry can be found in Conan (2000), where various analytical forms are also proposed for integrals of power spectra. In this Section, we recall the main expressions.

The atmospheric turbulence, assumed to be stratified with altitude, is described by a distribution of discrete turbulence layers. The strength of each layer $`k`$ is characterized by an optical turbulence factor $`𝒥_k`$, sum of the refractive index structure parameter $`C_N^2(h)`$ along the line of sight through this layer. The power spectrum of atmospheric piston over a single aperture, from a single turbulence layer, with a von Karman turbulence spectrum and outer scale $`L_0`$, is:

$$W_P(𝐟)=0.00969(f^2+f_0^2)^{11/6}𝒥_kF_D(f)$$
(1)
where $`f_0=1/L_0`$, and $`F_D(f)`$ is the spatial filter due to finite aperture size, and
$`F_D(f)=[2J_1(\pi Df)/\pi Df]^2`$ for a filled circular aperture with diameter $`D`$.

For two sources at angular distance $`𝚯`$, and a turbulent layer at distance $`h`$ along the line of sight, the power spectrum of differential piston over a single aperture is obtained from the covariance function:

$$W_{\mathrm{\Delta }P}(𝐟)=2W_P(𝐟)(1\mathrm{cos}(2\pi 𝐟𝐑))$$
(2)
with $`𝐑=h`$$`𝚯`$.
Similarly, the power spectrum of interferometric piston or OPD, with a baseline $`𝐁`$ is:

$$W_{OPD}(𝐟)=2W_P(𝐟)(1\mathrm{cos}(2\pi 𝐟𝐁))$$
(3)
and the power spectrum of differential interferometric piston ($`\mathrm{\Delta }`$OPD) is obtained with the product of the two filter functions:

$$W_{\mathrm{\Delta }OPD}(𝐟)=4W_P(𝐟)(1\mathrm{cos}(2\pi 𝐟𝐑))(1\mathrm{cos}(2\pi 𝐟𝐁))$$
(4)
With the Taylor hypothesis, turbulence is displacing as a whole with velocity $`𝐕_k`$ in the turbulent layer $`k`$. In each layer, we take the $`x`$-direction along the wind direction ($`𝐟𝐕_k=f_xV_k`$). The temporal power spectrum of frequency $`\nu `$ is, for that layer:

$$w_k(\nu )=\frac{1}{V_k}_{\mathrm{}}^{\mathrm{}}W_k(\frac{\nu }{V_k},f_y)𝑑f_y$$
(5)
The temporal power spectra of independent contributions are summed together giving the total power spectrum $`𝒲(\nu )`$ of $`\mathrm{\Delta }`$OPD, for the whole atmosphere crossing.

### 2.2 Relevant quantities in phase-referencing

In the following, we consider that the main OPD is tracked exactly on a bright star and does not contribute to interferometric noise. The ability to follow $`\mathrm{\Delta }`$OPD with time, i.e. to measure its variation from one sample to the next, is a critical issue in case of large phase excursion, i.e. for angular separation larger than some “isopistonic” angle. Indeed, sample phase measurements have to be unwrapped for long term averaging of the differential piston. The relevant physical quantity is not so much the magnitude of differential phase (due to differential piston), but each sample departure from a local average. The most useful quantity for describing such a process is the 2-sample variance, or Allan variance used for the characterisation of frequency standards (Rutman (1978)). The local average is simply made with two successive samples. Let $`\tau _0`$ be the exposure duration for each sample $`\mathrm{\Delta }\mathrm{OPD}_i`$, and also the sampling interval. The 2-sample variance of the time series is $`\sigma _A^2(\tau _0)=\frac{1}{2}(\mathrm{\Delta }\mathrm{OPD}_{i+1}\mathrm{\Delta }\mathrm{OPD}_i)^2`$, and it can be expressed in terms of the true variance $`I_{\mathrm{\Delta }OPD}^2(\tau )`$ by (Rutman (1978)):

$$\sigma _A^2(\tau _0)=\mathrm{\hspace{0.17em}2}[I_{\mathrm{\Delta }OPD}^2(\tau _0)I_{\mathrm{\Delta }OPD}^2(2\tau _0)]$$
(6)
with:

$$I_{\mathrm{\Delta }OPD}^2(\tau )=\mathrm{\hspace{0.17em}2}_0^{\mathrm{}}𝒲(\nu )[\frac{\mathrm{sin}(\pi \nu \tau )}{\pi \nu \tau }]^2𝑑\nu $$
(7)
A third relevant quantity is the phase jitter within each sample, responsible for fringe smearing and then signal loss. A detailed analysis of fringe smearing in VLBI, due to instabilities in frequency oscillators, can be found in Thompson et al. (2001). A similar approach applied to differential piston in dual-field optical interferometry yields the following expression for the attenuation factor due to finite exposure duration.

Let $`\mathrm{\Delta }\varphi (t)`$ be the differential interferometric phase (due to $`\mathrm{\Delta }`$OPD), and $`\tau _0`$ the exposure duration. The (random) attenuation factor $`g_i`$ and measured differential phase $`\mathrm{\Delta }\varphi _i`$ are given by:

$$g_ie^{j\mathrm{\Delta }\varphi _i}=\frac{1}{\tau _0}_{t_i}^{t_i+\tau _0}e^{j\mathrm{\Delta }\varphi (t)}𝑑t$$
(8)
With a quadrature-phase scheme for fringe phase and amplitude measurements, the average attenuation factor useful for Signal/Noise ratio estimate, $`G(\tau _0)`$, is taken as the square root of the quadratic average of $`g_i`$:

$$G(\tau _0)=\left[\frac{1}{\tau _0^2}_0^{\tau _0}_0^{\tau _0}\mathrm{exp}j[\mathrm{\Delta }\varphi (t)\mathrm{\Delta }\varphi (t^{})]𝑑t𝑑t^{}\right]^{1/2}$$
(9)
If $`\mathrm{\Delta }\varphi `$ has gaussian statistics and is a stationary process, the quantity between brackets is expressed in terms of the structure function of differential interferometric phase: $`\sigma _{\mathrm{\Delta }\varphi }^2(\tau )=\mathrm{\hspace{0.17em}2}(\frac{2\pi }{\lambda })^2[R(0)R(\tau )]`$, where $`\lambda `$ is the optical wavelength, and $`R(\tau )`$ the correlation function or Fourier Transform of $`𝒲(\nu )`$:

$$R(\tau )=\mathrm{\hspace{0.17em}2}_0^{\mathrm{}}𝒲(\nu )\mathrm{cos}(2\pi \nu \tau )𝑑\nu $$
(10)
Equ. 9 is now written:

$$G(\tau _0)=\left[\frac{2}{\tau _0}_0^{\tau _0}(1\frac{t}{\tau _0})\mathrm{exp}(\frac{\sigma _{\mathrm{\Delta }\varphi }^2(t)}{2})𝑑t\right]^{1/2}$$
(11)
A similar expression is given by Buscher (buscher88 (1988)) for the smearing factor on main OPD, the fringe correlation function $`\mathrm{exp}(\frac{\sigma _{\mathrm{\Delta }\varphi }^2(t)}{2})`$ being expressed in terms of an interferometer coherence time. In previous works on off-axis phase-referencing, the fringe smearing factor has been often approximated by $`\mathrm{exp}(2\pi ^2\sigma _{res}^2(\tau _0)/\lambda ^2)`$, where $`\sigma _{res}^2(\tau _0)=2_0^{\mathrm{}}𝒲(\nu )[1\mathrm{sinc}(\pi \nu \tau )]^2𝑑\nu `$, valid only in the weak smearing limit, that is useless for phase-referencing beyond the “isopistonic” angle.

### 2.3 Turbulence model of the atmosphere

Distribution profile of turbulence parameters above Paranal are taken from the results of the PARSCA campaign of March 1992 (Fuchs & Vernin (1993)), with balloon soundings and SCIDAR measurements. The average turbulence profile \[$`C_n^2(h)`$\] and wind amplitude profile \[$`V(h)`$\] have been used by several authors for simulations of atmospheric effects (Delplancke et al. (2000); Esposito et al. (2000)), with a nominal seeing of 0.65”. Continuous profiles from the PARSCA report have been re-sampled with 1 km step (which is about the vertical resolution of SCIDAR measurements). Turbulence content summed over each layer is the optical turbulence factor $`𝒥_k`$ used in the following. Wind velocity has also been averaged over each layer and is shown on Fig. 1. In this model, the weighted average wind velocity equals 8.5m/s.

Wind direction is another useful parameter but is not available in the report on the PARSCA campaign. Wind direction changes somehow with altitude, and scatter in wind direction smoothes singularities of the “frozen in” turbulence model. We have taken a dominant wind direction mainly perpendicular to the interferometer baseline, that is a situation where turbulence effects in long baseline interferometry are the most significant.

Another parameter of the model is the outer scale of turbulence in each one of the layers ($`L_{0,k}`$). This quantity is hardly measured locally. The Generalized Seeing Monitor (GSM) can measure a weighted average of $`L_{0,k}`$ along the line of sight. Strong turbulence layers with small $`L_0`$ values have a dominant effect in this weighted average (Borgnino (1990)). The spatial coherence outer scale measured in this way at Paranal has a log-normal distribution with a median value of 22m (Martin et al. (2000)) which may reflect mainly turbulence properties close to the telescope. The outer scale high in the atmosphere has a significant impact on long term averaging, and a limited impact on short term averaging of differential phase, as shown in the next Section. So, the lack of a detailed knowledge of the outer scale distribution with altitude does not impinge on our study.

## 3 Averaging of atmospheric effects: impacts of separation angle and outer scale

Simulations of atmospheric turbulence have been performed with an interferometer baseline of 100m and telescope diameters of 8m and 1.8m. In our model, the separation vector between the two stars is parallel to the baseline direction, and the zenithal distance is nearly zero. The power spectral densities (main OPD and $`\mathrm{\Delta }`$OPD) for each one of the 15 turbulent layers of Fig. 1 are estimated with Equ. 3-5, then the true variance and 2-sample variance, summed on the whole line of sight, are estimated with Equ. 6-7 for different exposure durations $`\tau `$. Results are shown in Fig. 2, both for main OPD and for $`\mathrm{\Delta }`$OPD. Impacts of separation angles $`\theta `$ ranging from 15 to 60” and of outer scale $`L_0`$ between 50 and 250 m are shown. For short exposures ($`\tau `$ a few 0.1 s), differential phase variations, from one sample to the next, is small enough at optical wavelength to allow reconstruction of a continuous and unambiguous differential phase solution from successive samples. The relevant quantity for differential phase reconstruction is then the 2-sample variance, and not the true variance. This difference is essential since the true variance is a monotonic decreasing function with exposure duration whereas the two-sample variance increases first, then peaks at $`\tau _{max}`$ 1-2 seconds, and ultimately approaches the true variance for long exposures.

In Fig. 2, the variance is found to be proportional to the square of the angular separation, as already shown with analytic expressions (Shao & Colavita (1992); Colavita (1994)). We point also that:

* the outer scale of turbulence has a significant impact both on main OPD, and on $`\mathrm{\Delta }`$OPD for long exposures, and a small impact on the 2-sample variance for short exposures,
* the variance of $`\mathrm{\Delta }`$OPD remains smaller than 1$`\mu `$m rms, or much smaller than the coherence length of starlight in the near-IR (with less than 10% relative bandwidth). This makes it possible differential delay tracking without feedback, that is open loop operation whatever the separation angle and exposure duration.

The Greenwood (or AO) time delay is $`t_0=0.314r_0/\overline{V}`$ (Fried (1990)), where $`r_0`$ is the Fried parameter and $`\overline{V}`$ the average wind velocity. For single aperture, the isoplanatic angle $`\theta _0=[2.91(\frac{2\pi }{\lambda })^2_k𝒥_kh_k^{5/3}]^{3/5}`$ (Fried (1982)) is defined as the angular extent over which differential wavefront phase corrugations is smaller than 1 radian (rms). By analogy, in interferometry, an angle $`\theta _1`$ can be defined as the angular range where $`2\pi \mathrm{\Delta }\mathrm{OPD}/\lambda `$ (rms value of the true variance) is smaller than 1 radian. The estimation of this parameter is in Table 1 for two different values of telescope diameter and for an outer scale of 100m. The $`\theta _0`$ and $`\theta _{1,UT}`$ estimates made by Esposito et al. (2000) for the same observing site are somewhat smaller due to a more pessimistic turbulence model and to a more conservative definition of the “isopistonic” angle (rms phase of 2$`\pi `$/10 instead of 1 rad.).

The average smearing factor $`G(\tau _0)`$ given by Equ. 11 is shown in Fig. 3 for $`\mathrm{\Delta }`$OPD measurements with 4 separation angles, from 15 to 60”. This smearing factor in phase-referencing remains close to 1.0 for sample exposure shorter than 0.1s, for the whole range of angular separation. For large enough angles and long exposure duration $`\tau `$, we verify that the smearing factor is in $`\tau ^{1/2}`$ as shown by Buscher (buscher88 (1988)).

## 4 Sensitivity estimates in phase-referencing

Differential piston measurements is affected by the limited Signal/Noise ratio that can be achieved on faint sources. With $``$ and $`𝒮`$ respectively the noise and signal in visibility measurement of the faint source, the measured 2-sample differential OPD variance is the sum of two contributions, a measurement noise and an atmospheric differential OPD:

$$Y^2(\tau _0)=\sigma _m^2(\tau _0)+\sigma _A^2(\tau _0)$$
(12)
The measurement noise variance, given by:

$$\sigma _m^2(\tau _0)=(\frac{\lambda }{2\pi })^2(\frac{(\tau _0)}{𝒮(\tau _0)})^2$$
(13)
is a decreasing function of the coherent exposure duration $`\tau _0`$, whereas the 2-sample variance $`\sigma _A^2`$ of $`\mathrm{\Delta }`$OPD first increases from zero to its peak value, and then decreases. The quadratic sum of the two often shows a local minimum that gives an optimum exposure duration.

### 4.1 Signal and Noise

Sensitivity estimate is performed in the $`H`$ and $`K`$ bands. Measurement noise contributions are assumed to come from read-out noise of the detector, and from star and background photon noise. Let $`\sigma _l`$ be the read-out noise, in electrons per measurement, $`b_0`$ and $`s_M`$ the number of photons that would be detected per second and per aperture from sky background and from a star with magnitude $`M`$, respectively, without mode filtering. Fringe phase measurement is supposed to be performed with an ABCD scheme and 4 simultaneous detector readouts, also known as ’spatial discrete modulation scheme with 4 phases’ (Cassaing et al. (2000)). In the photon-rich limit, the Signal and Noise of such a detection scheme have been derived (Daigne & Lestrade (1999)). With additional mode filtering before detection, the source noise contribution is further reduced and we get:

$$𝒮(\tau _0)=\gamma \mathrm{\Gamma }G(\tau _0)s_M\tau _0$$
(14)
$$^2(\tau _0)=\mathrm{\hspace{0.17em}2}\sigma _l^2+(b_0+\mathrm{\Gamma }s_M)\tau _0$$
(15)
$`\gamma `$ being the interferometer visibility, $`\mathrm{\Gamma }`$ the average Strehl ratio or aperture efficiency in the point source direction, and $`G(\tau _0)`$ the average fringe smearing factor for exposure duration $`\tau _0`$ (Equ. 11). Strehl ratio fluctuations, uncorrelated on the two pupils, are responsible for an additional loss of coherence due to unbalanced amplitudes, which is not considered here.

Parameters of SNR estimates for the UTs are given in Table 2. The overall photometric efficiency is the arm transmission factor (0.30 and 0.31 in the $`H`$ and $`K`$ band respectively) times additional factors: coude train with two-field selection and AO, supposed to be 0.95 in both bands, overall efficiency of FSU (optics, fiber injection and mode filtering, detector quantum efficiency), supposed to be 0.3 in each band (Cassaing, private communication). The Strehl ratio is taken from the MACAO document, and the interferometer visibility is an estimate. The read-out noise is taken as 7 electrons per measurements, with 4 frequency channels per band (spectral resolution $``$35).

A similar SNR estimate is obtained with a single frequency channel per band, and a read-out noise of 10 electrons instead of 7. Spectral resolution (e.g. for group delay measurements with a single band) is not so much a penalty in terms of sensitivity threshold. Despite the smaller Strehl ratio at $`H`$ band, the coherent signal from an unresolved star will be larger than at $`K`$ band. With fewer photons from sky background, phase-referencing at $`H`$ band is most useful, as shown in the next section.

Sensitivity estimates have been performed also with ATs. Starting from the UT’s parameters (Table 2), collecting area is divided by 20, beam size is multiplied by 10, and Strehl ratios are taken as 0.54 and 0.72 in the $`H`$ and $`K`$ bands respectively (Tip-Tilt corrections only). The other parameters (spectral resolution, read-out noise …) are kept unchanged.

### 4.2 Magnitude limits

The 2-sample phase rms reached with piston and measurement noise is:

$$y(\tau _0)=\frac{2\pi }{\lambda }Y(\tau _0)$$
(16)
Main OPD phase is first plotted in Fig. 4, for star magnitudes ranging from 11 to 17. A minimum rms value is obtained for an exposure duration $`\tau _m`$. The exposure $`\tau _{opt}`$ which optimizes the SNR per time unit will be slightly smaller than $`\tau _m`$. The minimum phase rms is about the same in the two bands, and stars as faint as $`H`$ and/or $`K`$ = 15 might be used for main delay tracking with 8m telescopes. Close loop operation will degrade such a figure of merit, so that the magnitude limit will most probably lie in the range 13-14.

The 2-sample differential phase rms measured with the UTs is plotted in Fig. 5, for separation angles 15”, 30” and 60”, and for faint star magnitude in the range 15 to 19. Again a minimum is reached for stars not too faint. The exposure time at minimum increases with magnitude, and slightly decreases with separation angle. The range we find for an optimum exposure is from 0.03 to 0.5 seconds.

## 5 Phase-referencing with short exposure

The minimum phase variation reached for $`\tau =\tau _m`$ is about the same in the $`H`$ and $`K`$ bands, so that we should consider the benefit of two-band observing. Let $`\sigma _0`$ be the minimum phase variation (rms) at the effective wavelengths $`\lambda _H`$ and $`\lambda _K`$. At minimum, the contributions of differential piston and measurement noise to the measured 2-sample variance are about the same (Equ. 12). Measurement noises in the two bands being uncorrelated, the uncertainty on $`\mathrm{\Delta }`$OPD variation, from one sample to the next, is:

$$\sigma _{\delta l}\frac{\sigma _0}{4\pi }(\lambda _H^2+\lambda _K^2)^{1/2}$$
(17)
For $`\sigma _0`$=1 radian, the uncertainty on $`\mathrm{\Delta }`$OPD variation is about 0.21 $`\mu `$m that is less than $`\lambda /10`$ in the $`K`$ band. Such a figure is obtained with an equivalent SNR of about 1.6. Unwrapping differential phase measurements, from one sample to the next, should be possible with filtering algorithms reducing the contribution of measurement noise. Indeed, in the considered frequency range of about 10 Hz, the $`\mathrm{\Delta }`$OPD power spectrum will have a steep slope due to spatial filtering with the telescope aperture, whereas measurement noise will have a flat spectrum. Its contribution could be reduced with some time averaging.

A domain of SPR with short exposure is defined in a diagram (separation angle, magnitude of the faint object), with the condition: “there exists a minimum in the 2-sample $`\mathrm{\Delta }`$OPD phase, and the minimum value is smaller than 1 radian (rms)”. An optimum exposure duration for faint source observing is then clearly defined. This domain is shown with label (a) in the lower part of Fig. 6. For fainter sources and separation angle not too large ($``$ 30”), there may be no minimum, but a measured 2-sample phase rms smaller than 1 radian for exposures smaller than about 1 second, as, for example, $`K18`$ with $`\theta =15^{\prime \prime }`$ (Fig. 5). Phase-referencing is still possible with short exposure, but without an optimum duration. Uncertainty is then dominated by measurement noise, and this domain is labelled (b) in Fig. 6. The third domain, labelled (c), is the usual domain for long exposures. The exposure duration should be long enough in order to smooth out fluctuations, that is well beyond the peak of the 2-sample variance. As shown in Fig. 5, phase-referencing of a 19th magnitude source is marginally possible up to a separation angle of 1 arcminute, the phase rms being about 1 radian for 20 seconds integration.

The newly identified domain (a) for SPR with short exposure is useful only if there are stars satisfying the magnitude and separation constraints shown in Fig. 6. We first consider phase-referencing for the astrometric search of exoplanets orbiting bright stars, i.e. bright enough for main delay tracking. We would like to measure the angular separation between a main target and reference stars in its surrounding. As randomly choosen stars can turn out to be binaries, we take a conservative value of 3 reference stars (in average) within the useful solid angle. Reference stars for differential astrometry will most often be faint objects, so that we must rely on star count models for their distribution with galactic coordinates. Our results are based on the Besançon model on stellar populations in our Galaxy (Reylé & Robin (2001)). The half cone angle with 3 stars (in average) brighter than a given magnitude $`m`$ is taken as $`[N(m)]^{1/2}`$, where $`N(m)`$ is the cumulative density of stars brighter than $`m`$. Results shown in Fig. 7 are for a region of the sky suited for phase measurements, with a nearly zenith transit at Paranal. Its galactic longitude is $`15`$ degrees, and the latitude range is from $`15`$ to $`60`$ degrees. Whatever the target direction, 3 stars are likely to be found with UTs and SPR with short exposure (domain (a)). At a galactic latitude of $`60`$ degrees, the separation angle reaches 1 arcmin and faint star magnitude 17.5. Long exposure SPR with fainter and closer stars is also possible, say 19.5 magnitude and about 42”, but in a regime where the useful photon flux from the star is one tenth the photon flux from the sky background in the $`K`$ band. Closer to the galactic plane, SPR with short exposure is much easier due to the greater star density.

A different estimate has to be performed for phase-referenced imaging of a faint object. What is needed is a bright star in its surrounding for main delay tracking. The bright (or guide) star lies in the magnitude range of near-IR surveys, and our estimate of sky-coverage is based on the Second Release of the 2MASS survey <sup>1</sup><sup>1</sup>1This publication makes use of data products from the the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center/California Institute of Technology, funded by the National Aeronautics and Space Administration and the National Science Foundation.. The probability of finding at least one star brighter than $`K_{lim}`$ has been estimated in terms of the size of the solid angle for phase-referencing, at different galactic latitudes (Fig. 8). Results on positive and negative galactic latitudes have been averaged, and the magnitude limit for the guide star is $`K_{lim}`$ = 11 (with two ATs), and 13 or 14 (with two UTs). Taking a galactic latitude of 30 degrees as an average sky density, the probability of finding a guide star with 2 ATs ($`K_{lim}11`$, within 20”) is about 2%. Significant sky coverage, with a probability of 50%, will be reached only with 2 UTs and improved corrections for the atmospheric turbulence ($`K_{lim}14`$ and AO corrections in two different directions, up to 1’ apart).

## 6 Discussion

The useful angular range for phase-referencing and differential astrometry is not strictly limited, but dependent on the magnitude of the faint object (Fig. 7). Then, the ‘isopistonic’ angle that has been defined in the literature is too restrictive. In our analysis, there exists a specific angle given by the ‘triple-point’ in Fig. 6, where the 2-sample phase rms equals 1 radian at a local minimum. The separation angle and the magnitude of the faint object at this triple-point depend both on the interferometer sentivity and on the site turbulence. It characterizes a whole system (atmosphere + telescope + instrument). An interesting finding of our calculation is that the triple-point is located at about (20”, 16) for ATs and (30”, 18.3) for UTs with similar instruments. This makes a very significant difference in sky coverage, differential astrometry with ATs being limited to rather dense stellar fields (Fig. 7).

Short exposure measurements of differential phase fluctuations integrate various contributions: differential piston, sky background variations, interferometer/instrument instabilities …Short term measurements can then be edited, filtered and weighted before being averaged to properly extract source structure and relative position information. The similar sensitivities and star counts obtained in the $`H`$ and $`K`$ bands (Fig. 7) must be stressed, as dual-band observations allow more robust procedures than single band near the magnitude limit.

In our analysis, Adaptive Optics has not been addressed, whereas wavefront corrections are needed in the two sources direction, at least with large telescopes. Tomographic sensing of the atmospheric turbulence with the observation of several guide stars has been proposed for wavefront corrections on a whole telescope FOV (Tallon & Foy (1990)). The technique is known as Multi Conjugate Adaptive Optics (MCAO). Although mainly concerned with improved Strehl Ratio, MCAO is supposed to correct for atmospheric turbulence in a whole volume, and hence to correct for differential pathlength fluctuations on any entrance pupil. Differential interferometric piston ($`\mathrm{\Delta }`$OPD) should be significantly reduced, allowing for long term averaging in faint object imaging on a whole telescope FOV. However, it is difficult to know how much $`\mathrm{\Delta }`$OPD would be reduced since corrugations with large scale lengths, about the pupil size, are less efficiently corrected than shorter scale lengths.

Sky coverage with natural guide stars was thought to be a main problem for AO and not too large telescopes. An efficient technique for MCAO has been proposed recently (Ragazzoni et al. (2002)). It is layer-oriented, with multiple Field of View: a large annular FOV is used for sensing low altitude turbulence, whereas a narrower FOV (about 2’) in the telescope axis is used for sensing high altitude turbulence. Sky coverage exceeding 50% should be reached with 8m telescopes and a wavefront sensor in the R band. Such a sky coverage is quite consistent with our estimate on spatial phase-referencing in dual-field optical interferometry in the near-IR. It makes faint source imaging with VLTI/UT a very promissing next development step.

With the AO system being presently implemented at the Coudé focus of UTs (MACAO), faint source imaging will be restricted to the isoplanatic patch of guide stars. It may reach the telescope FOV of 2 arcmin when turbulence in the upper layers of the atmosphere is particularly weak. For bright enough targets, our analysis shows that $`\mathrm{\Delta }`$OPD will be measured and tracked well beyond the isoplanatic angle.

###### Acknowledgements.

We acknowledge helpful discussions with F. Cassaing and J.-M. Conan. We are grateful to A. Robin for providing us with near-IR star counts from the Besançon Galaxy model. We greatly acknowledge A. Quirrenbach for very helpful comments and suggestions in his refeering of the paper.