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# The Birmingham-CfA cluster scaling project - II. Mass composition and distribution

## 1 Introduction

As the material most amenable to detailed study, the properties of optically luminous matter have long been used to infer the distribution of mass in the Universe. Clusters of galaxies provide an excellent laboratory for this purpose, since they are sufficiently large that their global properties reflect those of the Universe as a whole.

Previous work has shown that both optical light and gas, in particular, are more spatially extended than the dark matter within virialized systems (David et al., 1995). Evidence of a monotonic rise in gas fraction with radius has also been found across a wide range of mass scales in a very large sample of virialized systems (Sanderson et al., 2003, hereafter Paper I), and also in the recent analysis of Castillo-Morales & Schindler (2003), which is in broad agreement with numerical simulations (Eke et al., 1998; Frenk et al., 1999). This behaviour has been further confirmed in a high quality *XMM-Newton* observation of a relaxed cluster (Pratt & Arnaud, 2002), where the X-ray halo has been traced out almost to the virial radius, although *Chandra* observations of extremely relaxed lensing clusters have revealed a flat gas fraction profile in a small number of cases (Allen et al., 2002). However, the latter observations only probe the innermost $``$1/3 of the halo: our data, though of poorer quality, extend beyond this region in many cases, and we benefit from averaging over a large ensemble of virialized systems.

While the hot gas has been shown to depart systematically from self-similarity under the influence of non-gravitational physics, the same cannot be said of the dark matter, which is not directly affected by such processes. N-body simulations indicate that the dark matter of virialized haloes should follow a universal profile, across a wide range of scale sizes (Navarro et al., 1995), apart from a mild trend in its concentration with mass (Navarro et al., 1997; Salvador-Solé et al., 1998; Avila-Reese et al., 1999; Jing, 2000).

Although the contribution to the baryonic mass component from the individual galaxies in virialized systems is significantly less than that from the X-ray emitting intergalactic medium, the galaxy component is of great importance, none the less. As the ultimate endpoint of gas cooling, as well as the source of non-gravitational energy injection into the intergalactic medium (IGM), the behaviour of the stars is closely linked to the properties of the gas. In addition, stellar sources are responsible for the synthesis of the metals that contaminate the IGM, which are released via supernova-driven winds (e.g. Finoguenov et al., 2001).

However, the scaling properties of the stellar content are rather less well established than those of the IGM. In particular, there is some debate on the mass-to-light ratio in groups and clusters and how this compares with the global value. Recent studies have reached differing conclusions about how this quantity scales with halo mass. For example, Girardi et al. (2002) report a trend towards increased $`M/L`$ in clusters, a result also favoured by Marinoni & Hudson (2002). By contrast, measurements of $`M/L`$ based on X-ray mass estimates have concluded that it is roughly universal in groups and clusters (Cirimele et al., 1997; Hradecky et al., 2000).

The approach of a combined X-ray and optical analysis of clusters and groups of galaxies is a powerful tool for the understanding of mass distribution in these systems. The X-ray data yield information about the behaviour of the diffuse, hot intergalactic medium (IGM) and can be used to determine the underlying gravitational potential structure, under the assumption of hydrostatic equilibrium. By contrast, optical measurements can be used to map the spatial properties of the baryons resident in luminous matter, and hence deduce their contribution to the total mass budget.

In Paper I, we presented a detailed X-ray analysis of the IGM in a large sample of 66 virialized systems, allowing us to reconstruct the properties of the IGM. We have assembled our sample from three existing X-ray studies of groups and clusters, to which we have added a small number of cool groups. To each system, we have fitted analytical profiles to parametrize both the gas density and temperature as a function of radius. This allows us to place all the X-ray data on a unified footing, giving us the freedom to extrapolate the gas properties to arbitrary radius. As with detailed X-ray analyses, previous combined X-ray/optical studies of this nature have been restricted to relatively small sample sizes (e.g. Cirimele et al., 1997; Hradecky et al., 2000). In this paper, we build on our modelling of the IGM, by incorporating the spatial distribution of stellar material, which also allows us to determine the distribution of dark matter. Despite only covering half our original sample (some 32 groups and clusters), our optical sample is well suited to the study of the scaling properties of these systems, since we retain good coverage across a wide range of system masses.

Throughout this paper we adopt the following cosmological parameters; $`H_0=70`$$`\text{ km}\text{ s}^1\text{ Mpc}^1`$and $`q_0=0`$. All quoted errors are $`1\sigma `$ on one parameter, unless otherwise stated.

## 2 3D Galaxy Density Calculation

The task of mapping the stellar mass in virialized systems is complicated by the discrete nature of the individual galaxies – unlike the evenly distributed gas, which smoothly traces the underlying gravitational potential. In addition, the contrast against the background of a cluster or group of galaxies is much lower at optical wavelengths, scaling only linearly with number density, rather than in proportion to $`\rho _{\mathrm{gas}}`$2 in the case of X-ray emission. These two difficulties are further compounded by the large angular size subtended by a typical group or cluster, which may exceed one degree on the sky – significantly larger than can be viewed by many current generation wide-field CCD cameras. Correspondingly, there have been comparatively few detailed photometric studies of rich clusters made with CCDs (e.g. Carlberg et al., 1997).

One way to avoid some of the above problems is to quantitatively establish cluster membership with redshift measurements of individual galaxies in its vicinity. Although this avoids the need to estimate the background contribution, such an advantage comes only at the price of long observing times, in order to obtain high-quality spectra for a large fraction of the galaxy members. For this reason such studies are restricted to a small number of clusters (e.g. Koranyi & Geller, 2002, 2000; Mohr et al., 1996; Girardi et al., 1995; Fabricant et al., 1989). Given these limitations, we have taken a different approach to the issue of measuring the spatial distribution of galaxies and then estimating the total luminosity of the whole system. We outline below our method, which is based on widely-available digitized photographic plate data derived from all-sky surveys.

The process can be separated into two stages. Firstly, determination of the spatial distribution of the galaxy number density (see section 2.3) and, secondly, the calculation of the normalization of this density profile (see section 3.2). Although the normalization can, of course, be calculated in the spatial fitting, this makes no allowance for the contribution to the total luminosity from galaxies too faint to be observed. To estimate this contribution it is necessary to determine the luminosity function of the observed galaxies and extrapolate this down to some limiting magnitude, in order to correct for the missing light. Whilst it is possible to do this using photographic plate based data, the measured magnitudes require careful calibration, due to subtle variations in the sensitivity of the photographic emulsion both within and between plates. Therefore, we have taken integrated luminosity values from a small number of sources in the literature and used these to infer a 3-dimensional normalization, in combination with our fitted profile parameters.

We assume a distribution of optical light described by an NFW profile (Navarro et al., 1995), i.e.

$$\rho =\frac{\rho _0}{x\left(1+x\right)^2},$$
(1)
where $`x=r/r_\mathrm{s}`$ and $`r_\mathrm{s}`$ is a characteristic scale radius. This function rises from a logarithmic slope of -3 at large radii to a central cusp ($`\rho r^1`$) with the transition between the two regimes occurring around $`r_\mathrm{s}`$. Such a parametrization is advantageous as it has only one free parameter (since the normalization is constrained by our maximum likelihood fitting method – see section 2.3), which helps stabilize the fitting, given the relatively large background level in the case of the plate data.

We make the assumption of spherical symmetry in the deprojection of the optical light distribution, as we did for the X-ray analysis in Paper I. Since our sample has been selected on the basis of a relaxed X-ray morphology, it is reasonable to expect a corresponding degree of regularity in the galaxy distribution. This also improves the quality of the fit, which might otherwise be degraded by the presence of significant substructure or bi-modality. However, despite this, it was not possible to obtain a satisfactory surface density fit to the photographic plate data for a small number of cool groups; their treatment is described in section 2.2 below.

### 2.1 APM data

The Automatic Plate Measuring (APM) machine source catalogue111http://www.ast.cam.ac.uk/~apmcat/ is a digitized catalogue based on the 1st generation Palomar Observatory Sky Survey (POSS I) and United Kingdom Schmidt Telescope (UKST) photographic plates. The field of view covered is extremely large – 6.2 and 5.8 degrees on a side for the plates from POSS I and UKST, respectively – and the whole sky has been observed in this way. As such, it is ideal for studying large scale structure at optical wavelengths, although the magnitude information it provides can be rather unreliable, owing to saturation and other problems with photographic emulsions. However, we only exploit the positional data available – which are very reliable – since we determine total luminosities for our groups and clusters from literature measurements.

To extract source positions for our fitting, we have applied very conservative selection criteria to allow for problems with source identification. Although detection algorithms have been used to distinguish between stellar and non-stellar sources, this classification is often unreliable and can cause stars to be identified as galaxies (e.g. Caretta et al., 2000) and vice versa: in a recent analysis of data from the Minnesota Automated Plate Scanner (APS) digitized survey of POSS I plates, Rines et al. (2002) found that $``$3.3 per cent of objects identified as stars were actually galaxies, in the vicinity of the cluster Abell 2199. This confusion is exacerbated for faint galaxies, and consequently we only neglect sources classified as stars if they are brighter than $`m_\mathrm{b}=15`$, otherwise all detected sources are used. This avoids any potential systematic bias in the fitting between clusters, at the expense of a significantly increased background level. All objects classified as noise features are excluded.

### 2.2 NED data

The problems associated with optical analysis are exacerbated at the scale of groups of galaxies, which present even lower contrast against the background, owing to their smaller volume. However, many well-studied groups – including most of those in our sample – are sufficiently close so as to have measured recession velocities available in the literature. In such cases it is therefore possible to establish unambiguous membership of the group, thus eliminating the contamination from fore- and background objects. However, the numbers of such confirmed members are generally rather small and tend to be predominantly limited to the inner regions of the halo. The impact this has is mitigated to some extent by our chosen parametrization of galaxy density (equation 1), which has only a single free parameter (the scale radius, $`r_\mathrm{s}`$), since sparse data obviously provide weaker constraints on spatial fitting (e.g. Girardi et al., 1995).

It was not possible to derive NFW scale radii from the APM data for four of our groups (NGC 2563, NGC 5129, NGC 5846 & NGC 6338) and so we took galaxy positions from the NASA Extragalactic Database (NED) for these systems. We used only those galaxies which were identified as being group members in the database. It was also necessary to do this for Abell 539, since no POSS I or UKST data were available for this poor cluster. There is potential for bias when using NED data, since the completeness properties of the database are unknown – although we are only concerned with the spatial completeness, since the luminosities for these systems are taken from other sources. In particular, it is possible that there may be a dearth of galaxies catalogued in the outer regions of these groups, which may introduce a spurious central surface density enhancement. However, we note that any such bias is reduced by the fact that we have used the radius of the outermost galaxy as the cut-off radius in the fitting, rather than the X-ray determined virial radius used to select the galaxies from NED.

### 2.3 Surface Density Fitting

As we are interested in the 3-dimensional properties of the galaxy optical light, we have chosen to parametrize the space density distribution in three dimensions and then numerically project this, for comparison with the surface density of galaxies. The same approach was used in the deprojection of the X-ray data (see Paper I, ). This method is advantageous, since it directly yields the required parameters, without the need for inversion. For the analysis of the APM data, a constant background term was included as a free parameter, to allow for a variation in the number of fore- or background sources caused, for example, by a differences in large-scale structure along the line-of-sight. It is important to fit this separately for each cluster, since our background (incorporating a stellar component) can vary significantly with position on the sky. The centroid of the model was fixed at the cluster position as listed in NED, in order to stabilize the fitting. Although the optical centroid can be displaced with respect to the X-ray centroid, we note that Girardi et al. (2000) find a typical error in $`L_\mathrm{B}`$ within $`R_\mathrm{v}`$ of just 5 per cent, when recomputing their integrated optical luminosities using an X-ray rather than optical centroid.

The 3-dimensional density profile was evaluated in a series of spherical shells, by numerically integrating equation 1 between their radial boundaries. For each spherical shell there is a corresponding annulus, with identical radial bounds. The surface density in each annulus is calculated by summing the contributions made to it by its corresponding shell and all those lying outside it. Hence the contribution to the surface density from projection along the line of sight is fully accounted for.

We have chosen to perform an unweighted fit to the data (as also used by Hradecky et al. 2000 and Koranyi & Geller 2002, for example), so that each galaxy is treated as a single point at a given position. This approach is advantageous since it avoids the need to use plate-measured magnitudes, which require careful calibration as mentioned above. By treating each galaxy identically we are implicitly assuming that there is no luminosity segregation, i.e. that the luminosity function is everywhere the same within the cluster. This is a reasonable assumption, since any segregation is generally limited to only the very brightest galaxies – which tend to be located more centrally in clusters (Adami et al., 1998).

The use of an unweighted fit has important consequences for those clusters that possess a central cD galaxy. On the one hand, our method limits the potential for an extremely bright, centrally located galaxy to skew the fit, by overemphasising the central luminosity density. On the other hand, in so doing, there is a tendency to slightly overestimate the luminosity in the outer regions. This is due to our method for determining the luminosity normalization, which does include a contribution from any central cD object. As a result, the extra luminosity of such a galaxy is, in effect, ‘spread out’ over the whole profile, leading to an artificial excess in the outer regions. However, the effect this has on our total luminosity estimates is small, given the generally large sizes of the apertures used to measure the luminosity values to which we normalize our density profiles (see section 3.2). In any case, the contribution to the luminosity function from cD galaxies is fully accounted for by this same method for determining the total cluster luminosity.

Although some previous studies of galaxy distributions in clusters have fitted analytical profiles with cores to the data (e.g. Girardi et al., 1995; Cirimele et al., 1997), we favour the cusped NFW profile (equation 1). Not only does it have one fewer fitted parameter – which helps stabilize the fitting, as previously mentioned – it also provides a more accurate description of the dark matter distribution (Navarro et al., 1995). Simulations indicate that the galaxies trace the dark matter more closely than the gas does, with only a modest bias (Davé et al., 2002); they may even be more centrally concentrated, owing to the effects of dynamical friction (Metzler & Evrard, 1997). We note that Adami et al. (1998) have shown that only the surface density of faint galaxies shows a significant preference for a distribution with a core rather than a cusp. Since our analysis is based on photographic plate observations, rather than the higher quality CCD data used in their work, we can therefore expect to be relatively insensitive to this effect.

Previous studies offer support for the presence of a cusp in the luminosity distribution. For example, Oegerle et al. (1987) measure a power law slope of approximately -1 in the centres of 3 Abell clusters; Merritt & Tremblay (1994) find evidence of a central power law dependence of galaxy space density in the core of the Coma cluster, using a non-parametric algorithm. Beers & Tonry (1986) have demonstrated that imperfect centring can ‘erase’ the presence of a real cusp and artificially introduce a constant density core. Using two methods of determining the cluster centre, they find that the majority of the 48 clusters in their sample posses a central cusp in projected galaxy density. The inner regions of these clusters are well characterized by a power law slope of -1.

We use the maximum likelihood fitting procedure described in Sarazin (1980), which we now briefly outline. There are three parameters to be determined – the scale radius, $`r_\mathrm{s}`$, the surface density normalization, $`\mathrm{\Sigma }_0`$, and background surface density, $`\mathrm{\Sigma }_{\mathrm{bg}}`$ (since the centroid is fixed – see above). However, only two of these parameters are independent, therefore we require an additional constraint, otherwise the maximum likelihood solution is unbounded. We apply the condition that the model reproduce the observed number of galaxies within the fitting region. In the standard method of Sarazin (1980), $`r_\mathrm{s}`$ and $`\mathrm{\Sigma }_0`$ are left as free parameters and $`\mathrm{\Sigma }_{\mathrm{bg}}`$ is calculated so that the ‘area’ under the model + background equals the total number of galaxies within the fit region. However, in the case of our NED data $`\mathrm{\Sigma }_{\mathrm{bg}}`$ is known a priori (i.e. it is zero, since all the galaxies are confirmed group members), so we use the alternative method detailed in section IV of Sarazin (1980). Here, $`\mathrm{\Sigma }_{\mathrm{bg}}`$ and $`r_\mathrm{s}`$ are left as fitted parameters, while $`\mathrm{\Sigma }_0`$ is instead calculated so as to reproduce the observed galaxy count.

As a result of our numerical projection technique, $`\mathrm{\Sigma }_0`$ is not actually a direct model parameter. However it is trivially related to $`\rho _0`$, the NFW central density normalization from equation 1. We determine the appropriate value of $`\rho _0`$ by setting it initially to unity and calculating the ‘area’ under the projected data, excluding the parts of any annuli lying outside the fit region, i.e. summing the product of the surface density in each annulus and its area. The ratio of the observed number of galaxies in the fit region to this number then yields $`\rho _0`$.

Fitting was performed using the gradient-based MIGRAD method in the minuit minimization library from CERN (James, 1998) and errors on the parameters were found with MINOS, from the same package. Errors were determined from the increase in the Cash statistic of one, since differences between values obtained from the same data set are $`\chi ^2`$-distributed.

## 3 Optical Luminosity Calculation

Since we have chosen to avoid using magnitude information in the calculation of the galaxy surface density distribution, we require an alternative means of deriving a normalization value for our 3-dimensional luminosity profiles. To do this we have taken integrated luminosity measurements in fixed metric apertures from the literature, which allow us to infer a central luminosity density. The details of this procedure are described in section 3.2 below.

The majority of these values are taken from the sample of Girardi et al. (2002), which incorporates most of the sample of Girardi et al. (2000). This sample comprises data from the APS and COSMOS/UKST surveys – we have selected luminosity estimates from the latter for preference, where overlaps occurred. The only exception to this is HCG 62, for which the COSMOS aperture luminosity quoted in Girardi et al. (2002) is a factor of 2 larger than the APS luminosity; for this group we have chosen the APS measurement. We note that the APS luminosity leads to a mass-to-light ratio section 4.2) which is more consistent with the simple estimate of (Ponman & Bertram, 1993). Data for three other clusters (Abell 539, Abell 2256 and AWM 7) were taken from Girardi et al. (2000). These latter systems have two different luminosity estimates based on literature magnitudes – we chose the ‘M(red)’ sample, since this provided the largest overall number of galaxies detected for all three clusters.

A further five systems are covered by the study of Hradecky et al. (2000), based on data from the second generation Palomar Observatory Sky Survey (POSS II), calibrated with CCD photometry. Two groups (NGC 2563 and NGC 5846) have luminosity estimates from Helsdon & Ponman (2003) within an aperture defined by the virial radius as calculated in Helsdon & Ponman (2000). Finally, we used the luminosity quoted in Squires et al. (1996) for the rich cluster Abell 2218. The references for each system are listed in Table 1, together with some key properties.

### 3.1 Conversion between bands

We have adopted the $`B_\mathrm{j}`$ photometric band as our standard reference frame, since this was used by Girardi et al. (2002) and Girardi et al. (2000), and we take $`B_{\mathrm{},\mathrm{j}}=5.33`$ (Girardi et al., 2002). However, our other literature sources have used different bands and so we have converted these values into the $`B_\mathrm{j}`$ band, under the assumption that the majority of the light originates in early-type galaxies. We have used the following relations to perform the conversions.

To convert from the $`B`$ band to the $`B_\mathrm{j}`$ band, we assume

$`B_{\mathrm{}}=5.48`$ (Girardi et al., 2000)

$`B_\mathrm{j}=B0.28(BV)`$ (Blair & Gilmore, 1982)

$`BV=0.9`$, for early-type galaxies (Girardi et al., 2000)

$`B_\mathrm{j}=B0.252`$,

which leads to

$$\frac{L_{B_\mathrm{j}}}{L_{B_{\mathrm{},\mathrm{j}}}}=1.10\frac{L_\text{B}}{L_{\text{B},\mathrm{}}}.$$
(2)
To convert from the $`V`$ band to the $`B_\mathrm{j}`$ band, we assume

$`V_{\mathrm{}}=4.82`$ (Allen, 1973)

$`B_\mathrm{j}=V+1.152`$, from above (for early-type galaxies)

which leads to

$$\frac{L_{B_\mathrm{j}}}{L_{B_{\mathrm{},\mathrm{j}}}}=0.554\frac{L_\text{V}}{L_{\text{V},\mathrm{}}}.$$
(3)
For comparison with $`R`$ band luminosities, we assume

$`R_{\mathrm{}}=4.28`$ (Allen, 1973)

$`VR=0.55`$ for early-type galaxies (Girardi et al., 2000)

$`B_\mathrm{j}=R+1.702`$, from above,

which leads to

$$\frac{L_{B_\mathrm{j}}}{L_{B_{\mathrm{},\mathrm{j}}}}=0.547\frac{L_\text{R}}{L_{\text{R},\mathrm{}}}.$$
(4)
### 3.2 Determination of luminosity normalization

With the exception of the Hradecky et al. (2000) data, all our literature values of luminosity are simple estimates within a fixed aperture on the sky. As such, these measurements represent the integrated luminosity within a cylinder, defined by the aperture multiplied by the diameter of the cluster. It was therefore necessary to allow for the projected contribution to this value from luminosity at large radii, when inferring values for the 3-dimensional normalization. We accomplished this in the following way, using our numerical projection technique described previously. The normalization was set to unity and the NFW profile was integrated out to a large radius, to insure convergence (taken to be 500 arcmin), in a series of fixed-width spherical shells. The projected emission from these shells was then computed, in the corresponding series of annuli. The total luminosity within the aperture radius was then calculated, by simply summing the contributions from the annuli within that radius. Where the aperture radius lay within an annulus, the contribution from this annulus was determined by linear interpolation, since the annulus width is small. The appropriate normalization factor was found by dividing the measured luminosity value by that calculated for a normalization of unity.

For the five clusters analysed by Hradecky et al. (2000), a slightly different approach was taken, since the authors corrected their aperture luminosities for the effects of projection. Working in three dimensions, we set our normalization to unity and simply integrated our density profile from $`r=0`$ to a radius of 1h50 Mpc (used for all their quoted luminosities). The ratio of the aperture luminosity to the integrated value then yields the central luminosity density that we require.

The errors on our quoted luminosities are derived from the errors on the aperture values. Following Girardi et al. (2002), we assume a 1$`\sigma `$ error of 50 per cent on our total $`L_{\mathrm{B},\mathrm{j}}`$ values based on their data. The same fractional error was assumed for the values from Helsdon & Ponman (2003), based on their own error estimates. The values for the Hradecky et al. (2000) data have smaller errors, as does the Squires et al. (1996) luminosity for Abell 2218, since these are based on higher quality POSS II and CCD observations, respectively, which are more accurate than the majority of our photographic plate data.

Owing to our choice of an NFW profile for the fitting, coupled with the bias towards optically rather than X-ray selected clusters in previous studies, we are extremely restricted in the number of direct comparisons which can be made between our spatial fitting results and those available in the literature. However, we note that Adami et al. (1998) found a scale radius of $`3.7\pm 0.6`$ arcmin for the cluster Abell 119, which is reasonably consistent with our value of 5.5 arcmin (see Table 1). This change in $`r_s`$ would give a $``$4 per cent change in the total optical luminosity within $`R_{200}`$, based on the aperture luminosity for this cluster as measured by Girardi et al. (2002). The impact of uncertainties in the spatial fitting parameters is limited by the fact that the apertures from which the optical luminosities we use for calibration have been taken, are close to $`R_{200}`$: the median difference between these aperture radii and our X-ray determined values of $`R_{200}`$ is $``$50 per cent. In the case of Abell 119, our correction to the Girardi et al. (2002) aperture luminosity amounts to only $``$10 per cent. For Abell 2256, the analysis of Oegerle et al. (1987) provides support for our findings, measuring an inner logarithmic slope of $`0.98\pm 0.02`$ for the galaxy density distribution in this cluster. Moreover, their binned radial profile is consistent with an outer slope of -3 and a break radius similar to our value of 7.3 arcmin.

## 4 Results: Optical Properties

We convert optical light directly into stellar mass, assuming a mass-to-light ratio for early-type galaxies of $`(M/L)_\mathrm{B}`$ = 7 $`h_{70}`$ Solar (Pizzella et al., 1997). A similar value of ($`8.3\pm 0.35`$) $`h_{70}`$ was found by van der Marel (1991). Using $`B_{\mathrm{}}B_{\mathrm{},\mathrm{j}}=0.15`$, from section 3.1 gives $`(M/L)_{\mathrm{B}_\mathrm{j}}=6.1h_{70}`$$`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$. To infer the density profile of dark matter, we subtract the gas and stellar mass from the total mass (as determined from the X-ray data). Consequently, we only have information on the dark matter and stellar properties for the optical sub-sample of 32 groups and clusters.

Relationships between integrated properties provide an important tool for investigating the similarity between haloes across a range of masses. Although quantities such as luminosity are directly observable, some allowance must be made for the effects of projection if fair comparisons are to be made between different systems. Correspondingly, all our quoted luminosity values (see Table 1) are derived from integrating the *3-dimensional* light profiles, using the appropriate normalization calculated in section 3.2, to provide a more sensitive probe of scaling properties. Where we have compared our results with those from the literature quoted in different photometric bands, we apply the correction factors given in section 3.1 to determine equivalent values in the $`B_\mathrm{j}`$ band.

### 4.1 Optical luminosity

A useful test of the scaling properties of the stellar distribution is the relationship between optical luminosity and mass. Fig. 1 shows the $`L_{\mathrm{B},\mathrm{j}}`$ luminosity within $`R_{200}`$ for the optical sample plotted against the total mass within $`R_{200}`$, as calculated in Paper I. We performed an orthogonal distance regression to fit a straight line to the data in log space, using the odrpack software package (Boggs et al., 1989, 1992), to take account of errors in both X and Y directions. The best-fitting relation is $`\mathrm{log}L_{\mathrm{B},\mathrm{j}}=(1.36\pm 1.46)+(0.96\pm 0.10)\times \mathrm{log}M`$ and the scatter in the data is 1.21 times that expected from the statistical errors alone. The logarithmic slope of this relation is flatter than, but consistent with self-similarity (i.e. $`L_{\mathrm{B},\mathrm{j}}M`$), at the 1$`\sigma `$ level – this reflects the slight excess in stellar density in the coolest systems referred to in section 4.3. Performing the regression with the axes reversed leads to a scaling between light and mass of $`ML_{\mathrm{B},\mathrm{j}}^{1.08\pm 0.12}`$.

For comparison, we have also plotted $`L_{\mathrm{B},\mathrm{j}}`$ against the emission-weighted temperature, as calculated in Paper I, which we show in Fig. 2. Using the same regression technique, the best-fitting relation is $`\mathrm{log}L_{\mathrm{B},\mathrm{j}}=(11.02\pm 0.01)+(1.62\pm 0.14)\mathrm{log}kT`$, and the scatter in the data is 0.96 times that expected from the statistical errors alone. Furthermore, there is no evidence of any steepening in the relation or any other systematic deviation from a simple power law, indicating that this provides an accurate description of the data. The logarithmic slope of this relation is steeper than, but consistent with self-similarity (i.e. $`L_{\mathrm{B},\mathrm{j}}T^{1.5}`$, assuming that light traces mass), at the 1$`\sigma `$ level. However, this is due to the effect of the $`MT_\mathrm{X}`$ relation slope – which is itself significantly steeper than the self-similar relation (Paper I).

The scatter about the $`L_{\mathrm{B},\mathrm{j}}T_\mathrm{X}`$ relation is rather less than that about the $`MT_\mathrm{X}`$ relation, especially considering that our mass errors are quite conservative (Paper I). This is puzzling, but may reflect the fact that the optical luminosity is dominated by the stellar contribution from the inner regions, where the gas temperature is also more heavily weighted. This would produce a tighter correlation between $`L_{\mathrm{B},\mathrm{j}}`$ and $`kT`$ than between $`L_{\mathrm{B},\mathrm{j}}`$ and $`M`$, since the total mass is less sensitive to the contribution from the inner regions of the halo.

### 4.2 Mass-to-light ratio

Since light is easily observed, it is often used as a tracer of mass in the Universe, expressed as the ratio of total mass to optical luminosity in some photometric band. Assuming that clusters of galaxies are a fair representation of mass composition on large scales, the mass-to-light ratios in these systems can be used to estimate the total mass density of the Universe. It is therefore important to understand the scaling properties of this quantity if such cosmological inferences are to be unbiased.

Fig. 3 shows the variation in mass-to-light ratio with X-ray temperature, for the optical sample (see Table 1 for the data). It can be seen that there is little evidence of any trend in the data; Kendall’s K statistic indicates the significance of a negative correlation is $`0.37\sigma `$. The best-fitting power law has a logarithmic slope of $`0.06\pm 0.17`$, which is fully consistent with no trend. The level of scatter about the best-fit is exactly that expected from the statistical errors. We therefore conclude that a universal mass-to-light ratio in groups and clusters provides a good description of most of our data.

It can be seen that one point in particular is very high on this relation: the poor cluster AWM 7 has $`(M/L_{\mathrm{B},\mathrm{j}})1600`$$`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$ albeit with rather large errors. A large mass-to-light ratio was also measured for this system by Koranyi et al. (1998), who found a value of $`(650\pm 150)`$$`h_{100}`$ $`(M/L)_{\mathrm{}}`$ for the $`R`$ band, corresponding to $`(830\pm 190)h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$, consistent with our $`1\sigma `$ lower bound of $``$650. Exclusion of this point lowers the mean of our sample from $`308\pm 53`$ to $`266\pm 32`$$`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$. We also note that the mass-to-light ratio for HCG 62 is rather low – only $`78\pm 40`$, which is rather less than the value estimated in Ponman & Bertram (1993). As was mentioned in section 3, there is a factor of two difference between the aperture luminosities quoted in Girardi et al. (2002), based on APS and COSMOS data for this system. Furthermore, we note that the optically-determined virial radius used for their aperture is twice as large as our X-ray measured $`R_{200}`$, which means that we have to *reduce* the Girardi et al. (2002) luminosity value, according to our fitted galaxy density profile.

To minimize the bias caused by such discrepant measurements in our $`M/L`$ data, we have evaluated a *logarithmic* mean value, of $`233_{28}^{+32}`$$`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$. This is significantly lower than the ordinary, arithmetic mean value of $`308\pm 53`$, but compares very well with the median value of 224 $`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$. This illustrates the effect that anomalously large $`M/L`$ systems in particular can have, when determining a representative average.

In a combined X-ray/optical study of 12 Abell clusters of galaxies, Cirimele et al. (1997) measured a mean mass-to-light ratio equivalent to 346 $`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$, which is consistent with our results. More recently, Hradecky et al. (2000) have also determined $`M/L`$ for a sample of 8 groups and clusters of galaxies, correcting their optical luminosities for projection effects, by assuming a spatial distribution of light identical to that they measured for the X-ray gas. Their mean value of $`M/L`$ is equivalent to $`310\pm 45`$ $`(M/L)_{\mathrm{}}`$ in the $`B_\mathrm{j}`$ band, which is in excellent agreement with our own arithmetic mean. Furthermore, their median $`M/L`$ of $``$250 is indistinguishable from our own median value. Hradecky et al. (2000) also conclude that $`M/L`$ is roughly independent of mass, as was also found by David et al. (1995), albeit based on a rather small sample in both cases. We note however, that their assumption that the optical light traces the gas mass is not supported by our data (see section 4.4), although this is likely to have only a small effect on their results.

The agreement with $`M/L`$ as measured using optical mass estimates is generally less good, as pointed out by Hradecky et al. (2000). For example, Girardi et al. (2000) quote a mean value of $``$175 $`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$ for their sample of 105 clusters, from which many of our own luminosity estimates have been taken (since many of their results were incorporated in Girardi et al. (2002)). However, the disagreement with our own mean value of $`308\pm 53`$$`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$ can be attributed to a difference in luminosity as well as mass: we have extended their quoted aperture $`L_{\mathrm{B},\mathrm{j}}`$ values, according to our fitted galaxy density profiles, and evaluated an integrated luminosity within $`R_{200}`$ as derived from our X-ray data. On lower mass scales, optically-derived $`M/L`$ measurements are also lower than our own value. Ramella et al. (1997) find a mean approximately equivalent to $`151\pm 60`$$`h_{70}`$$`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$ (99% confidence) for a very large sample of groups in the Northern CfA Redshift Survey, using virial mass estimates.

The difference between X-ray and optically derived masses can also be seen in the scaling properties of $`M/L`$. While our results support a universal mass-to-light ratio in groups and clusters – consistent with the X-ray studies of Hradecky et al. (2000) and Cirimele et al. (1997)Girardi et al. (2002) find that mass increases more quickly than luminosity, such that $`ML_\mathrm{B}^{1.34\pm 0.03}`$. However, the optical study of Carlberg et al. (1996) indicates that $`M/L`$ is universal in clusters, although their mean value, equivalent to $`380\pm 70`$$`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$ is somewhat higher than our own. Weak lensing provides the most robust determination of halo mass, and the analysis of Hoekstra et al. (2001) indicated that group mass-to-light ratios were lower than those of clusters, although their sample comprised only groups. Such a variation of $`M/L`$ with halo mass is confirmed by the work of Bahcall & Comerford (2002), who incorporated lensing mass estimates in part of their sample.

Semi-analytical models (SAMs) of galaxy formation generally predict a significant increase in $`M/L`$ with halo mass (e.g. Kauffman et al., 1999; Benson et al., 2000; Somerville et al., 2001). As an example of the typical behaviour observed, Benson et al. (2000) find that $`M/L`$ reaches a minimum on mass scales of $`10^{12}M_{}`$, increasing by a factor of 3 up to halo masses of $`10^{15}M_{}`$. This corresponds to a logarithmic slope of 0.16, which is only just outside the 1$`\sigma `$ upper bound of 0.13 from our data in Fig. 3, although we only include groups and clusters in our optical sample. This tendency for $`M/L`$ to increase away from a minimum on the scale of a typical galaxy is also confirmed by Marinoni & Hudson (2002). Semi-analytical models also predict that $`M/L`$ in clusters is significantly lower than the global value (Kauffman et al., 1999), suggesting that even massive clusters are a biased estimator of the mean $`M/L`$ in the Universe. That our findings do not provide a closer match to the $`M/L`$ predictions of these models may reflect the over-cooling of gas in SAMs, which is a well-known problem that leads to the formation of excessively bright central galaxies, for example (Kauffmann et al., 1993).

### 4.3 Stellar Distribution

The stellar mass density as a function of scaled radius, for the optical sample, is shown in Fig. 4, grouped into five temperature bins for clarity. There is a remarkably clear consistency in the shape and normalization of the profiles across the whole range of temperatures, which are approximately co-aligned. However, close inspection of Fig. 4 reveals a slight excess in the stellar density of the coolest two temperature bands, compared to the more massive systems. This points towards a possible weak trend in star formation efficiency with mass; we will revisit this issue in section 5.5.

### 4.4 Spatial variation of mass-to-light ratio

The extent to which light traces mass *within* virialized haloes can be gauged by studying the mass-to-light ratio as a function of radius in these systems. Fig. 5 shows these profiles for the optical sample, grouped by temperature as before. It can be seen that there is evidence of decrease in this quantity with increasing radius, outside of $``$0.1$`R_{200}`$, in four of the five bands. Interestingly, the central range (2.9–4.6 keV) shows a clear *increase* in $`M/L`$ with radius in this region, although this may be partly driven by the anomalous behaviour of AWM 7, which exhibits a strongly rising mass-to-light profile, as also found by Koranyi et al. (1998).

Outside of $``$0.1$`R_{200}`$ our results demonstrate that the distribution of optical light is more extended than that of the gravitating mass, as previously reported by David et al. (1995). It is worth noting that the simulations of Metzler & Evrard (1997) indicate that the stellar distribution can be *less* extended than that of the dark matter, due to the effects of dynamical friction transferring energy away from the galaxies.

We have chosen to truncate the radial scaling in Fig. 5 at 0.03$`R_{200}`$, rather than 0.01$`R_{200}`$, as our optical luminosities are likely to be unreliable in the core of the halo. This is because our unweighted galaxy density fitting is insensitive to the excess luminosity associated with a central cD galaxy. However, we would therefore expect to *underestimate* the luminosity in the core, which would overestimate the mass-to-light ratio and hence flatten any drop in $`M/L`$ in the centre. This suggests that the observed trend towards a decrease in the mass-to-light ratio $`0.1R_{200}`$ is probably real. We also note that a similar decline in $`M/L`$ towards the centre is seen in the central regions of most of the 12 clusters in the sample of Cirimele et al. (1997). A recent detailed Chandra analysis of Abell 2029 also reveals a sharp decrease in $`M/L`$ within 0.1$`R_{200}`$ (Lewis et al., 2003).

## 5 Results: Dark Matter, Gas and Total Mass Properties

Building on our analysis of the optical properties of our sub-sample of 32 groups and clusters, we now present equivalent information for the other mass components. Since we infer the dark matter distribution using our knowledge of the stellar mass profile, we are limited to our ‘optical sub-sample’ in the analysis of its properties. However, the gas and total gravitating mass are determined from the X-ray data alone, and so here we are able to improve our statistics by using data from the full sample, rather than being limited to those systems for which we have optical data.

### 5.1 Dark matter distribution

The spatial variation of the density of dark matter can be seen in Fig. 6, for the optical sample. The similarity between the hottest four temperature bands is quite close, with only the coolest systems showing a deviation from the general trend, and then only within $``$0.1$`R_{200}`$. The dark matter distribution is largely self-similar, as a consequence of its insensitivity to the types of heating and/or cooling processes which can influence baryonic material. Despite this, it is clear that there is evidence of an enhanced central density in the core of the average density profiles of the coolest groups. We return to this unusual behaviour in more detail in section 5.4.

### 5.2 Total density

To provide some comparison with the density profiles of the separate mass components we have plotted the profiles of integrated overdensity in Fig. 7, i.e. the mean density within a given radius, normalized to the critical density of the Universe. Since the gravitating mass profile is determined from the X-ray data, Fig. 7 incorporates our whole sample, including the two early-type galaxies. Correspondingly, we have a much better coverage of the low mass end of the sample, and so have used a narrower temperature range for the coolest band (0.3–1.3 keV, instead of 0.3–2.0 keV) to provide greater sensitivity to any possible enhancements in density concentration at this mass scale.

The dark matter accounts for the majority of the gravitating mass, so it is not surprising that the trend seen in Fig. 6 is present in Fig. 7. The difference between the dark matter and total mass density seen in the second coolest bin can be attributed to the slightly different temperature ranges in each case, used for reasons explained previously.

Although the total density profiles in Fig. 7 are essentially self-similar in the outer regions, there is still a reasonable degree of scatter. We have compared $`R_{200}`$ with two different radii of overdensity, for each object in our X-ray sample: we have selected $`R_{2500}`$ and $`R_{500}`$, which are often used in the literature (e.g. Allen et al., 2001; Finoguenov et al., 2001), since X-ray haloes are more readily traceable out to these radii than to $`R_{200}`$. We find that, on average, an overdensity of 2500 and 500 correspond to 31 and 66 per cent of $`R_{200}`$, respectively, with corresponding standard deviations across our sample of 5 and 4 per cent.

### 5.3 Gas distribution

Fig. 8 shows the gas density profiles for the whole X-ray sample, averaged according to their mean X-ray temperature. It is very clear that there is a great deal of variation in the five different curves. Even for the three profiles representing clusters hotter than 2.9 keV there is a variation in the normalization of the lines, although the shape of the profiles is very similar.

The two coolest temperature bands exhibit very different behaviour, having the lowest gas density within 0.3$`R_{200}`$ and showing no evidence of the central core seen in the hotter clusters. The normalization of the cool group lines is consistent with the trend towards a lowering of gas density compared to the clusters. This behaviour mirrors the trend seen in the gas fraction in Paper I, and provides strong evidence of a deviation from self-similar scaling of the IGM both within as well as between haloes of different masses.

### 5.4 Central density concentration

Although the underlying gravitational potential in virialized systems is expected to be self similar, simulations indicate that the concentration of the dark matter should vary slightly with mass (Navarro et al., 1997). It was shown in Figs. 6 and 7 that the coolest systems in our sample do indeed appear to be more centrally concentrated – an effect which is most pronounced in the central $``$10 per cent of $`R_{200}`$.

To understand what is driving this behaviour, we have examined the scaling properties of the constant density core in the gas distribution, $`r_\mathrm{c}`$, as measured from the X-ray data in Paper I. The left panel of Fig. 9 shows $`r_\mathrm{c}`$ as a fraction of $`R_{200}`$ plotted against system temperature. For the hottest clusters the points scatter about a self-similar mean value of roughly 10 per cent. As the temperature decreases, however, the scatter increases and $``$1 keV there is a very sharp drop. This trend is in excellent agreement with the predictions of the galaxy formation-regulated gas evolution model of Bryan (2000), as studied in detail by Wu & Xue (2002): there is a remarkable similarity between Fig. 9 and the model and data points in fig. 8 from the latter paper.

To minimize the possibility of systematic bias in this result, we have identified and excluded from Fig. 9 those systems for which the core radius may be unreliable, owing to the presence of a central cooling emission excess. In 17 cases, $`r_\mathrm{c}`$ was measured to be *smaller* than the either the size of the radius used to excise the cooling flow or the radius within which a cooling flow component was fitted. In addition, the cluster Abell 2218 was excluded, since it was necessary to fix its core radius at the best-fitting value in order to stabilize the fitting during the calculation of parameter errors (Paper I), leaving a total of 48 systems plotted in Fig. 9. To suppress the scatter in the relation, we have grouped the points together to a minimum of four points per bin, giving a total of 12 bins. The errors on each point are determined from the scatter in the X and Y directions. This plot is shown in the right panel of Fig. 9. The underlying trend in the data is much clearer – it can be seen that the coolest bin is at least 10$`\sigma `$ lower than the flat relation established by the six hottest bins.

It is difficult to explain this behaviour in terms of a fitting bias: had these coolest systems exhibited X-ray core radii consistent with the cluster trend, i.e. $``$ 3 times larger than observed, they would very easily have been detected. One possibility is that the values of $`R_{200}`$ are anomalously large. To test this we have plotted $`R_{200}`$ against temperature in Fig. 11. The slope of this relation is somewhat steeper than the self-similar prediction of 0.5, but there is clearly no evidence of a trend towards an unusually large $`R_{200}`$ in the cooler systems, which could account for the discontinuity observed in $`r_\mathrm{c}`$/$`R_{200}`$. The most clearly discrepant point at the low-mass end is the S0 galaxy NGC 1553 (the coolest system in our sample), but it appears to have a value of $`R_{200}`$ which is *lower* than its temperature would suggest. However, this object has unusual properties, which point to an anomalously high temperature, which may have been boosted by energy injection from stellar winds (see Paper I).

### 5.5 Star formation efficiency and gas loss from haloes

To address the issue of star formation efficiency, we have examined the star-to-baryon ratio as a measure of the effectiveness with which gas has been converted into stellar material. The upper left panel of Fig. 10 shows this quantity plotted against system temperature for the optical sample. It can be seen that there is some evidence of a negative correlation, which is significant at the $`3.1\sigma `$ level. However, this trend is potentially misleading, since it may be due at least in part to the variation in gas mass with temperature seen above. This means that some allowance must be made for the possibility that gas may be lost to the system beyond the virial radius, i.e. the gas mass may be reduced without any corresponding increase in the stellar mass.

A better discriminator of star formation efficiency is obtained if the stellar mass is normalized to the mass of dark matter, since this component is largely immune to bias from non-gravitational processes. We have plotted this ratio against X-ray temperature in the upper right panel of Fig. 10. It is clear that the trend seen in upper left panel of Fig. 10 has largely vanished, leaving only 0.8$`\sigma `$ evidence for a systematic variation in star formation efficiency with halo temperature.

To identify the cause of the trend in the top left panel of Fig. 10, we have also plotted the ratio of gas to dark matter mass, shown in the lower left panel of Fig. 10. A positive correlation between this ratio and the X-ray temperature is significant at the $`3.3\sigma `$ level. This confirms that the variation in gas fraction with temperature does indeed fully account for the trend found in the stellar-to-baryon ratio.

### 5.6 Baryon fraction and constraints on $`\mathrm{\Omega }_\mathrm{m}`$

Using our measured stellar and gas mass data, we are able to determine the fraction of mass in baryons, $`f_\mathrm{b}`$, for our optical sample, which we show plotted against X-ray temperature in the lower right panel of Fig. 10. There is evidence of a modest trend in the data ($`2.5\sigma `$ significance, using Kendall’s K statistic – a non-parametric correlation test). The best-fitting power law is represented by the solid line, and is given by $`\mathrm{log}f_\mathrm{b}=(0.37\pm 0.15)\mathrm{log}kT(0.99\pm 0.10)`$; the median value of 0.161 is indicated by the dotted line.

If virialized systems constitute a fair sample of the baryon content of the Universe, we can use this median value to constrain the total mass density, $`\mathrm{\Omega }_\mathrm{m}=\mathrm{\Omega }_b/f_\mathrm{b}`$. Assuming a baryon density of $`\mathrm{\Omega }_b`$ = 0.044 $`\pm `$ 0.004 $`h_{70}`$-2, from measurements of the power spectrum of the cosmic microwave background, using WMAP (Bennett et al., 2003), we infer a value of $`\mathrm{\Omega }_\mathrm{m}=0.27h_{70}^1`$. This agrees well with the results of Hradecky et al. (2000).

If we improve our statistics by combining our mean stellar fraction, of $`(0.034\pm 0.006)`$, with our mean gas fraction for the full X-ray sample (Paper I), of $`(0.134\pm 0.01)h_{70}^{3/2}`$, $`f_\mathrm{b}`$ increases to 0.168 and $`\mathrm{\Omega }_\mathrm{m}`$ drops to 0.26. Assuming an unbiased measurement of the stellar and gas fraction, this represents a upper limit on $`\mathrm{\Omega }_\mathrm{m}`$, since any baryonic component to the dark matter would increase $`f_\mathrm{b}`$. Both these values are in good agreement with the latest measurements of $`\mathrm{\Omega }_\mathrm{m}=0.27\pm 0.04`$ from WMAP (Bennett et al., 2003).

This limit on $`\mathrm{\Omega }_\mathrm{m}`$ is slightly lower than the value of $`0.30_{0.03}^{+0.04}`$ inferred by Allen et al. (2002), based on a Chandra analysis of six massive lensing clusters. The discrepancy arises partly from a difference in gas fraction and partly from Allen et al.’s choice of stellar to gas ratio. They use a value of $`0.19h^{0.5}`$ for the latter quantity (Fukugita et al., 1998; White et al., 1993), which is rather less than our measured value of $`0.30\pm 0.04`$. However, the latter value of 0.30 is heavily biased by a handful of groups, which have a particularly high fraction of stellar baryons (the uppermost points in the top left panel of Fig. 10); the median stellar to gas ratio for our sample is 0.21, in much better agreement with existing measurements, which are based on more massive clusters.

Moreover, the Allen et al. mean measured gas fraction is $`0.113\pm 0.005`$, compared to our mean of $`0.134\pm 0.01`$ for the whole X-ray sample (Paper I). The cause of the discrepancy in both cases is the scaling behaviour of the gas fraction – we find evidence of a rise in gas fraction with radius, whereas Allen et al. report a substantially flat $`f_{\mathrm{gas}}`$ profile in a number of their clusters, albeit restricted to a radius of overdensity of $`R_{2500}`$. By extrapolating a constant value out to $`R_{200}`$, no allowance is made for an increase in $`f_{\mathrm{gas}}`$, as is predicted by numerical simulations, even when the effects of preheating and radiative cooling are absent (Eke et al., 1998; Frenk et al., 1999).

Furthermore, we find evidence of a decrease in $`f_{\mathrm{gas}}`$ in cooler systems, which has the effect of lowering our mean value. Given the possible impact of non-gravitational heating on low mass systems, the gas fraction in richer clusters is likely to be a better indicator of the universal value. If we calculate an average gas fraction for our hottest clusters ($`>`$5 keV), we obtain an even higher value, of $`0.17\pm 0.01`$. Combined with our mean stellar fraction from above, this places a more stringent upper limit on the mass density, of $`\mathrm{\Omega }_\mathrm{m}0.22h_{70}^1`$, which lies just below the WMAP 1$`\sigma `$ confidence interval.

## 6 Discussion

### 6.1 Implications for heating/cooling

Our results confirm the systematic breaking of self-similarity in the IGM that were observed in the gas fraction in Paper I. Clearly the thermal history of the hot gas has been altered by the influence of non-gravitational physics. The most promising candidates are radiative cooling (Bryan, 2000; Muanwong et al., 2001) and energy injection by heating (e.g. Valageas & Silk, 1999). Both mechanisms are able to account for the X-ray observations: more efficient cooling in denser (smaller) haloes leads to a depletion of gas in the inner regions; the energetically boosted IGM is only weakly captured in the shallower potential wells of less massive virialized systems, thus reducing their gas fraction.

The apparent self-similarity of the stellar distribution with respect to the dark matter suggests that star formation has similar efficiency in both groups and clusters. However, the behaviour of the gas to dark matter ratio points to gas loss in the cooler systems, albeit subject to significant extrapolation of the data. Together, these results are more suggestive of non-gravitational heating as the likely mechanism responsible for the observed breaking of self-similarity in virialized systems, since this would more naturally account for depletion of gas in cooler systems without a corresponding enhanced stellar mass. The alternative, radiative cooling, would only be able to reduce gas mass by associated star formation, unless it is able to form baryonic dark matter – for example, molecular clouds (e.g. Pfenniger et al., 1994).

The cooling hypothesis (c.f. Knight & Ponman, 1997) has received increased attention lately, particularly in relation to the observed entropy properties of virialized systems – indeed our own results (see Ponman et al., 2003, paper III) are consistent with some of the predictions of such models, when the effects of feedback from associated star formation are allowed for (Voit & Bryan, 2001). However, the natural consequence of increased gas cooling is enhanced star formation, unless a substantial reservoir of baryons exists in the form of less luminous matter – e.g. molecular clouds (Edge, 2001). The stellar properties of our sample of virialized systems appear consistent with the predictions of self-similar scaling, and we find no evidence for a significant variation in star formation efficiency across a wide range of halo masses. Therefore, we conclude that heating must have had at least some role to play in systematically modifying the properties of the IGM.

### 6.2 Halo formation epoch

From both the dark matter and total mass density profiles, it is clear that there is an enhancement in the central concentration in the very coolest systems in our sample. This behaviour is consistent with hierarchical structure formation (e.g. Blumenthal et al., 1984), in which the smallest haloes collapse at the earliest epochs: the higher density of the Universe at this time results in a higher central density. Such a systematic variation in the epoch of formation of virialized systems has previously been observed (Sato et al., 2000).

Another possibility is that the greater ages for these systems allow more time for accumulation of extra material on to their haloes, via accretion (Salvador-Solé et al., 1998). This process would have the effect of increasing the virial radius, but without significantly modifying the characteristic turnover radius in the gas density profile, i.e. the X-ray core radius as a fraction of $`R_{200}`$ would shrink, as observed in section 5.4. Although small haloes are still able to form at the present epoch, there may be an intrinsic bias towards observing older, more relaxed systems, which are likely to be brighter – indeed, we selected our X-ray sample principally on the basis of a regular X-ray morphology. Thus we might expect to find fewer examples of cool systems with large a core, compared to their virial radius. This may account for the absence of points around the cluster trend of $`r_\mathrm{c}/R_{200}0.1`$ below $``$1 keV in Fig. 9.

The formation epoch of virialized haloes may play quite a significant role in influencing their scaling properties. This is particular true for nearby systems, where the redshift of observation, $`z_{\mathrm{obs}}`$, is a poor and systematically biased estimator of the redshift of formation, $`z_\mathrm{f}`$. The trend for less massive haloes to be older may account for the observed steepening of the $`MT_\mathrm{X}`$ relation (see Paper I, ), in contrast to the apparently self-similar slope found in more distant, massive clusters (Allen et al., 2001), where $`z_{\mathrm{obs}}`$ is a much better measure of $`z_\mathrm{f}`$. However, the simulations of Mathiesen (2001) indicate that this process has a negligible effect on the temperatures of those clusters which have assembled 75 per cent of their final mass by $`z=0.6`$.

## 7 Conclusions

We have conducted a detailed study of the mass composition of a large sample of virialized systems. Using X-ray data for our whole sample of 66 objects, we have derived the gas and total gravitating mass profiles as a function of radius. Optical data for a subsample of 32 groups and clusters have allowed us to determine the stellar mass distribution, and thus infer the dark matter density profile.

We have determined the deprojected luminosity distribution from unweighted surface density fits to galaxy positions from the APM survey, combined with aperture luminosity measurements taken from a small number of sources in the literature. Using the galaxy density profile we are able to extrapolate the light to our nominal virial radius of $`R_{200}`$ (as determined from the X-ray data) to yield the *deprojected* optical luminosity, in the $`B_\mathrm{j}`$ photometric band.

The scaling properties of the total $`B`$ band optical luminosity within $`R_{200}`$ are consistent with self-similarity; $`ML^{1.08\pm 0.12}`$ and $`LT^{1.62\pm 0.14}`$, for total mass and emission-weighted temperature, respectively. Similarly, the mass-to-light ratio remains essentially constant across the sample, showing no trend with X-ray temperature ($`M/LT^{0.06\pm 0.17}`$); we find a logarithmic mean $`M/L`$ of $`233_{28}^{+32}`$$`h_{70}`$ $`(M/L_{\mathrm{B},\mathrm{j}})_{\mathrm{}}`$, in good agreement with other measurements based on X-ray mass estimates. Our data therefore provide no evidence for a significant increase in star formation rate in galaxy groups, which is constant across most of the sample.

We find that the dark matter is the most centrally concentrated mass component, followed by the galaxies, with the X-ray emitting IGM the most extended component. Comparing the spatial distribution of these mass components across two decades of halo mass, we find that the dark matter and total mass density profiles of our sample are nearly self-similar, but for a clear central excess in the coolest systems ($`1.5\text{ keV}`$). We attribute this enhancement in central density concentration to a sharp decline in the size of the gas core radius, $`r_\mathrm{c}`$ (normalized to $`R_{200}`$) amongst systems cooler than $``$1 keV. Surprisingly, we find that there is very little variation in the shape and normalization of the stellar density profile across the sample. However, the gas density clearly departs from this trend: the IGM is significantly more extended and less dense in smaller haloes.

We measure a mean stellar mass fraction of $`(0.032\pm 0.004)`$ and a median baryon fraction, for our optical sample, of $`0.161h_{70}^{3/2}`$. This allows us to place an upper limit of the mass density of the Universe of $`\mathrm{\Omega }_\mathrm{m}0.27h_{70}^1`$, though it is possible that somewhat lower values are indicated by our data: if we restrict our analysis to clusters hotter than 5 keV we deduce $`\mathrm{\Omega }_\mathrm{m}0.22h_{70}^1`$. This change is a consequence of a trend in $`f_{\mathrm{gas}}`$ with temperature, resulting from the influence of non-gravitational processes on the intracluster gas. Our results favour energy injection by non-gravitational heating as a contributory mechanism for explaining the observed breaking of self-similarity in the IGM, since radiative cooling alone would lead to an significant increase in star formation efficiency in groups, in contrast to our findings.

As improved X-ray mass estimates are obtained, with *XMM-Newton* and *Chandra*, and the technology of wide-field optical CCD photometry continues to advance, the prospects for very accurate determination of the mass-to-light ratio and baryon content in virialized systems look good.

## Acknowledgments

We are grateful to Alexis Finoguenov, Ed Lloyd-Davies and Maxim Markevitch for providing the X-ray data and contributing to the original analysis. AJRS thanks Alastair Edge and Somak Raychaudhury for helpful comments and suggestions and Yen-Ting Lin for useful discussions. We are grateful to the referee for suggesting several improvements to the paper. AJRS acknowledges financial support from the University of Birmingham. This work has made use of the Starlink facilities at Birmingham, the Automatic Plate Measuring (APM) machine catalogue at Cambridge and the NASA/IPAC Extragalactic Database (NED).

Astro-ph version only: Many thanks to Vince Eke for spotting a mistake in the photometric conversion from the $`B`$ to $`B_\mathrm{j}`$ bands (equation 2), which affected 3 cluster luminosities.


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# Quantum pumping: Coherent Rings versus Open Conductors

## Abstract

We examine adiabatic quantum pumping generated by an oscillating scatterer embedded in a one-dimensional ballistic ring and compare it with pumping caused by the same scatterer connected to external reservoirs. The pumped current for an open conductor, paradoxically, is non-zero even in the limit of vanishing transmission. In contrast, for the ring geometry the pumped current vanishes in the limit of vanishing transmission. We explain this paradoxical result and demonstrate that the physics underlying adiabatic pumping is the same in open and in closed systems.

Adiabatic particle transport under slow cyclic evolution of an internal potential has a long history Thouless83 . However, only recently was such adiabatic transport investigated experimentally in open phase coherent mesoscopic conductors SMCG99 . This has stimulated increasing interest in this subject Brouwer98 ; BTP94 ; AA98 ; ZSA99 ; AK00 ; SAA00 ; WWG00 ; AEGS00 ; VAA01 ; PB01 ; MM01 ; MB01 ; AEGS01 ; EWAL02 ; MB02 ; Cohen02 ; MBstrong02 ; SC02 ; MBhidden ; AEGS03 ; BDR03 . The experiment by Switkes et al. SMCG99  was carried out on open samples coupled to reservoirs note  via leads (see Fig.1a).

In open systems the electron spectrum is continuous and even a slowly oscillating scatterer induces transitions between electron states. Therefore a purely quantum-mechanical adiabaticity condition is always violated. However if the oscillation frequency $`\omega `$ is small compared to the inverse time $`\tau _T^1`$ taken for carriers to traverse the scatterer, then such a pump can be termed adiabatic. Brouwer Ref. Brouwer98  gave an elegant formulation of adiabatic ($`\omega \tau _T1`$) quantum pumping based on the scattering matrix approach to low frequency ac transport in phase coherent mesoscopic systems BTP94 .

In contrast, in closed systems, when the sample’s leads are bent back to form a ring (see Fig.1b), the spectrum is discrete. In this case, if the frequency $`\omega `$ is small compared with the level spacing, then the true quantum-mechanical adiabaticity condition can be achieved. Formally the conditions for the existence of an adiabatic pumped current in open and in closed systems are the same: the oscillating scatterer has to break the time reversal invariance Brouwer98 ; MBstrong02 ; MBhidden .

Interestingly, we find that the expressions for the pumped current in the open and closed cases differ significantly. To illustrate this difference we consider a simple specific model: A scatterer with two one-channel leads. In the absence of magnetic fields such a model is described by the symmetric $`2\times 2`$ scattering matrix

$$\widehat{S}=\left(\begin{array}{cc}\sqrt{R}e^{i\theta }& i\sqrt{T}\\ i\sqrt{T}& \sqrt{R}e^{i\theta }\end{array}\right).$$
(1)
Here $`R`$ and $`T`$ are the reflection and the transmission probability, respectively ($`R+T=1`$).

The phase $`\theta `$ characterizes the asymmetry of particle reflection to the left and to the right. We assume the quantities $`R,T=1R,\theta `$ to be functions of external parameters varying with frequency $`\omega `$. If the scatterer is connected to the external reservoirs Fig.1a then the adiabatically pumped current $`I_{dc}`$ is AA98 ; SAA00

$$I_{dc}^{\left(open\right)}=\frac{e\omega }{4\pi ^2}\underset{0}{\overset{𝒯}{}}𝑑tR\frac{\theta }{t}.$$
(2)
Here $`𝒯=2\pi /\omega `$ is the period of a pumping cycle. For the closed ring-geometry Fig.1b, we will show below that each energy level $`E^{\left(l\right)}`$ can carry a pumped current $`I_{dc}^{\left(l\right)}`$ given by

$$I_{dc}^{\left(l\right)}=\frac{e\omega }{4\pi }\left(1\right)^l\underset{0}{\overset{𝒯}{}}𝑑t\sqrt{\frac{T}{R}}\frac{\theta }{t}.$$
(3)
The full current circulating in a ring is given by the sum over all occupied levels. Eq.(3) is valid only if $`R0`$.

There is a striking difference between Eq.(2) and Eq.(3): Eq.(2) predicts pumping even in the limit of R = 1 if only the phase $`\theta `$ changes by $`2\pi `$ during a pump cycle. This result is paradoxical because at $`R=1`$ the two reservoirs are in fact completely decoupled from each other. In contrast, for the ring, the expression for the current Eq.(3) seems to be more reasonable because it gives no pumped current at $`R=1`$ (when the ring is transformed into a wire disconnected from a cavity).

We now first discuss the resolution of this puzzling difference and only subsequently discuss the derivation of Eq.(3). To resolve the paradox we analyze the topology of adiabatic pump cycles and show that not each cycle is a genuine pump cycle. Moreover for a true pump cycle both Eq.(2) and Eq.(3) simultaneously either give a pumped current or give no pumped current.

From Eq.(2) it follows that the charge $`Q=(2\pi /\omega )I_{dc}^{(open)}`$ pumped during the $`\mathrm{LPC}`$ in the open case is exactly quantized $`Q[(\mathrm{LPC})_n]=ne`$. In some papers AA98 ; SAA00 ; AK00 ; MM01 ; SC02  this, in fact, topological result was used to analyze the conditions for quantization of the pumped charge. However, we can ask: How can a charge $`ne`$ be pumped between reservoirs if during the cycle under consideration the reservoirs are completely decoupled from each other since $`R=1`$?

If the sample is characterized by the scattering matrix Eq.(1) then any pump cycle can be represented by some closed curve in the plane with $`\sqrt{R}`$ and $`\theta `$ being the polar coordinates. Because the maximum value for $`R`$ is unity each pump cycle lies inside the circle of radius $`R=1`$. This circle (shown in Fig.2a) itself represents a pump cycle. We call this cycle a ”limiting pump cycle” ($`\mathrm{LPC}`$). In fact there is a set of cycles which differ from each other by how many times $`n`$ the curve encircles the origin. We will use this winding number $`n`$ to distinguish different $`\mathrm{LPC}^{}s`$. During the $`(\mathrm{LPC})_n`$ the parameters of the scattering matrix change as follows: $`R=1`$, $`0\theta <2\pi n`$. Note that any pump cycle with $`R(t)1`$ characterized by the winding number $`n`$ lies inside the $`(\mathrm{LPC})_n`$.

The answer is the following. During the $`\mathrm{LPC}`$ the charge $`ne`$ comes from the left reservoir and accumulates on the left side of the sample. In addition the same charge flows from the right side of the sample to the right reservoir. As a result the charge $`ne`$ is effectively transferred between the reservoirs. But this is not only the result of the LPC. There is an unavoidable (dipole) charge accumulation inside the sample during the LPC. Formally we can show this as follows. Since the direct transmission through the sample is prohibited, $`S_{12}=S_{21}=0`$, the sample can effectively be viewed as a mesoscopic capacitor BTP93 ; PTB96 . The left and the right sides of a sample are the plates of a capacitor which connect to the left and to the right reservoirs, respectively. We can define the (one-channel) scattering matrices $`S_L`$ and $`S_R`$ for the left and for the right plates, respectively: $`S_LS_{11}=e^{i\theta }`$, $`S_RS_{22}=e^{i\theta }`$. According to the Friedel sum rule Friedel52  the variation of the scattering matrix defines the variation of the charge on the scatterer: $`\delta Q=\frac{e}{2\pi i}\delta \mathrm{ln}(\mathrm{det}[S])`$. Therefore the charge variation on the plates of a capacitor is

$$\delta Q_L=\frac{\delta \theta }{2\pi }e,\delta Q_R=\frac{\delta \theta }{2\pi }e.$$
(4)
Although formally the scattering matrices $`S_L`$ and $`S_R`$ are periodic in $`\theta `$ with the period of $`2\pi `$, the absolute value of $`\theta `$ has nevertheless a strict physical meaning: The change of $`\theta `$ determines the change of the charge of a capacitor. Thus we can conclude that after each LPC the sample does not return to its initial state but rather the sample accumulates some dipole charge inside: $`Q_R[(\mathrm{LPC})_n]=Q_L[(\mathrm{LPC})_n]=ne`$. Note that the same amount of charge $`ne`$ is effectively transferred between the reservoirs (during this cycle). Due to the build-up of a dipole charge the scatterer cannot operate for an infinitely long time and therefore the LPC is not a ”true” pump cycle.

To obtain a true pump cycle (with no dipole charge accumulation inside the scatterer) we have to return the sample to its initial state. To this end we need to discharge the capacitor. Formally this means that during such a process (discharging) the parameter $`\theta `$ has to change from $`2\pi n`$ to zero (if the cycle starts with $`\theta =0`$). Physically this means that we have to make an electrical contact between the plates. In other words, the sample has to become (at least partially) transmitting for a moment.

The discharging can be realized in a number of ways. For instance, we can transform any $`(\mathrm{LPC})_n`$ into a ”true limiting pump cycle” $`(\mathrm{TLPC})_n`$ as shown in Fig.2b for $`n=1`$. In this case the overall pumped charge remains the same $`Q=en`$. Importantly, the system now returns to its initial state after the completion of each pump cycle. Hence the TLPC can be repeated as many times as desired.

From this discussion one can see that in the integral representation Eq.(2) generally consists of two parts. The first is a true pumped current which results from the direct charge exchange between the outside reservoirs. The second is a pseudo pumped current which is a consequence of a charge exchange between the scatterer and each of the reservoirs separately. Strictly speaking this last part does not follow from the calculations of the pumped current (see e.g., Ref. Brouwer98 ) and it arises exclusively due to the representation of the pumped current as a contour integral in the scattering matrix space. To be consistent we can use the integral representation Eq.(2) only with the restriction that any cycle showing a pseudo pump effect must be excluded. Thus the (true) pumped current has no contribution coming from the topology. This is in agreement with Ref. AEGS01 .

We can therefore conclude that for any true pump cycle Eqs.(2) and (3) both give either zero or give a pumped current. Thus the same scatterer subject to the same (true) pump cycle produces current in the open case Fig.1a as well as in the closed case Fig.1b. Therefore the physics responsible for generating a pump effect is the same in open and in closed geometries. Of course because of the different spectra (continuous and discrete) the pumped currents in an open and in a closed system can be of very different magnitudes.

Now we proceed to the discussion of the pumped current in a closed geometry to prove the announced result Eq.(3). We use the scattering matrix approach to pumping in closed systems developed in Ref. MBhidden . This allows us to consider the pump effect in closed and open cases on the same footing. To clarify the essential physics of an adiabatic quantum pump effect in closed systems we consider a simple model: A one-dimensional ring of length $`L`$ with embedded scatterer (a quantum dot) of a small size $`wL`$ (see Fig.1b). The quantum dot is characterized by the $`2\times 2`$ scattering matrix $`\widehat{S}`$. We are interested in a dc current arising in a ring under the slow cyclic evolution of the scattering properties of a quantum dot. We assume that there are no other effects which could generate circulating currents. In particular, (i) there is no magnetic flux through the ring; (ii) the stationary scattering matrix $`\widehat{S}`$ of the dot obeys time reversal symmetry: $`S_{12}=S_{21}`$.

We suppose that the scattering matrix $`\widehat{S}`$ depends on a set of parameters $`\{p_i\}`$ which oscillate with frequency $`\omega `$:

$$\begin{array}{c}\widehat{S}=\widehat{S}(p_1,p_2,\mathrm{},p_{N_p}),\\ \\ p_i\left(t\right)=p_{0i}+2p_{1i}\mathrm{cos}\left(\omega t+\phi _i\right),\end{array}$$
(5)
with $`i=1,2,\mathrm{},N_p.`$ Then according to the Floquet theorem one can write down the solution for the single-particle time-dependent Schrödinger equation in a ring as follows MBring02 :

$$\mathrm{\Psi }_E(x,t)=e^{iEt/\mathrm{}}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{in\omega t}\left(A_ne^{ik_n\left(xL\right)}+B_ne^{ik_nx}\right).$$
(6)
Here the wave vector is $`k_n=\sqrt{2m_eE_n/\mathrm{}^2}`$ with $`Re\left[k_n\right]0`$ and $`Im\left[k_n\right]0`$; $`E_n=E+n\mathrm{}\omega `$. The Floquet eigenenergy $`E`$ is determined by the periodicity condition and it is quantized like in the stationary ring problem (see Ref. MBring02  and below). Each Floquet state $`\mathrm{\Psi }_E`$ can be occupied by only one electron (because of the Pauli principle) and thus the wave function $`\mathrm{\Psi }_E`$ must be normalized.

To find the circulating current $`I_{dc}`$ carried by the single-particle state $`\mathrm{\Psi }_E`$ of interest here we integrate the quantum mechanical current over the time period $`𝒯=2\pi /\omega `$ and obtain

$$I_{dc}^{\left(E\right)}=\underset{E_n>0}{}\frac{e\mathrm{}}{m_e}k_n\left(\left|A_n\right|^2\left|B_n\right|^2\right).$$
(7)
We have restricted the summation over the propagating modes ($`E_nE+n\mathrm{}\omega >0`$) only.

We are interested in the low frequency limit $`\omega 0`$. To be more precise we assume

$$\omega \mathrm{\Delta }^{\left(E\right)}/\mathrm{},\tau _T^1.$$
(8)
Here $`\mathrm{\Delta }^{\left(E\right)}`$ is the level spacing close to the energy level $`E`$ under consideration. The first inequality $`\mathrm{}\omega \mathrm{\Delta }^{\left(E\right)}`$ (characteristic for finite-size systems) guarantees that the oscillating scatterer does not produce interlevel transitions (Rabi oscillations). Otherwise a large non-adiabatic current arises MBhidden . The second inequality $`\omega \tau _T^1`$ allows us to use an ”instant scattering” approximation MB02  which implies that scattering of electrons by the quantum dot is fast enough to ignore the change of the scattering properties of a quantum dot during the particle traversal (reflection). In this case the scattering properties of a quantum dot are completely described by the stationary scattering matrix $`\widehat{S}`$ with parameters depending on time $`\widehat{S}\left(t\right)=\widehat{S}\left(\left\{p_i\left(t\right)\right\}\right)`$ MBstrong02 . For instance, the Fourier coefficients $`\widehat{S}_{n\omega }`$ of this scattering matrix define the amplitudes $`\widehat{𝒜}_n=\sqrt{k/k_n}\widehat{S}_{n\omega }`$ for scattering (transmission or reflection) of an electron with energy $`E=\mathrm{}^2k^2/\left(2m_e\right)`$ with the emission ($`n<0`$) or the absorption ($`n>0`$) of $`n`$ energy quanta $`\mathrm{}\omega `$.

In the adiabatic limit Brouwer98 ; MBstrong02  knowledge of the solution of a scattering problem with small oscillating amplitudes is sufficient to calculate the pumped current in the lowest (first) order in $`\omega `$ at arbitrary oscillating strength (amplitudes). Therefore, first, we consider the case when the parameters oscillate with small amplitudes: $`p_{1i}p_{0i},i`$. We calculate the current in the lowest nonvanishing order in the oscillating amplitudes. In this case it is enough to take into account only the first sidebands MB02 . Thus in the expansion Eq.(6) we keep only the terms with $`n=0,\pm 1`$ (we put all the coefficients $`A_n,B_n`$ for $`|n|>1`$ equal to zero). The scattering matrix relates the incoming waves $`A_n,B_n`$ to outgoing ones $`A_ne^{ik_nL},B_ne^{ik_nL}`$. We number the scattering channels as shown in Fig. 1b. Thus the scattering matrix defines the boundary conditions for an electron wave function Eq.(6) ($`n=0,\pm 1`$) as follows MBhidden :

$$\begin{array}{c}A_ne^{ik_nL}=\underset{m=0,\pm 1}{}\sqrt{\frac{k_{nm}}{k_n}}\hfill \\ \times \left(A_{nm}S_{21,m\omega }+B_{nm}S_{22,m\omega }\right)\hfill \\ \\ B_ne^{ik_nL}=\underset{m=0,\pm 1}{}\sqrt{\frac{k_{nm}}{k_n}}\hfill \\ \times \left(A_{nm}S_{11,m\omega }+B_{nm}S_{12,m\omega }\right).\hfill \end{array}$$
(9)
Note that on the RHS of the above equations for $`n=\pm 1`$ we have to put $`A_{\pm 2}=0`$ and $`B_{\pm 2}=0`$. To obtain the current Eq.(7) to first order in $`\omega `$ we expand $`e^{ik_{\pm 1}L}`$ in Eq.(9) as follows

$$e^{ik_{\pm 1}L}e^{ikL}\left(1i\frac{\omega }{\omega _0}\frac{1}{2}\left(\frac{\omega }{\omega _0}\right)^2\pm \frac{i}{6}\left(\frac{\omega }{\omega _0}\right)^3\right),$$
(10)
where $`\omega _0=v/L`$, and $`v=\mathrm{}k/m_e`$ is an electron velocity. In the above expansion we ignore all the terms containing additional small factors $`\omega /E`$.

Solving Eq.(9) after a lengthy but rather straightforward calculation we obtain the circulating current Eq.(7) (we restore the upper index <sup>(l)</sup>)

$$I_{dc}^{\left(l\right)}=e\omega Im\left[\mathrm{\Gamma }_\omega ^{\left(l\right)}\theta _\omega ^{\left(l\right)}\right].$$
(11)
Here we have introduced two real quantities. The first one is characteristic of the spatial asymmetry of the scatterer: $`\theta =\frac{i}{2}ln\left(S_{11}/S_{22}\right)`$. This quantity is real since $`\left|S_{11}\right|^2=\left|S_{22}\right|^2`$. The second one is $`\mathrm{\Gamma }^1=i\left(e^{iKL}S_{12}^11\right)`$, where $`K=k\left(\left\{p_{0i}\right\}\right)`$ is the solution of the dispersion equation for the stationary problem (with $`p_i=p_{01}`$). This dispersion equation reads: $`Re\left[e^{ikL}S_{12}^11\right]=0`$. From the dispersion equation it follows that the imaginary part of $`\mathrm{\Gamma }`$ vanishes. In particular, for the scattering matrix Eq.(1) we have $`Kk^{\left(l\right)}=\frac{1}{L}\left[\pi l\left(1\right)^l\mathrm{arcsin}\left(\sqrt{T}\right)\right]`$ and $`\mathrm{\Gamma }\left(k^{\left(l\right)}\right)=\left(1\right)^l\sqrt{T/R}`$.

Equation (11) determines the current carried by the particular energy level $`E^{(l)}`$. To find the full circulating current we have to sum Eq.(11) over all the occupied levels in the ring. Equation (11) shows that the adiabatically pumped current exists only if the time reversal symmetry (TRS) in the system is dynamically broken by the oscillating scatterer. Such a breaking of TRS is a necessary condition for the existence of an adiabatic pump effect in both open MBstrong02  and closed systems. Otherwise if TRS is present then the Fourier coefficients for the real quantities $`\mathrm{\Gamma }`$ and $`\theta `$ are real and, thus, the current $`I_{dc}^{(l)}`$ Eq.(11) is identically zero.

Note that generally there is another necessary condition for the existence of an adiabatic quantum pump effect for open and closed systems: The varying parameters must affect the spatial asymmetry of the scatterer MBstrong02 . In our case the quantity $`\theta `$ \[see Eq.(1)\] is a measure of a spatial asymmetry of the scatterer.

Next we consider a large amplitude pump cycle. To this end we apply the inverse Fourier transformation to the RHS of Eq.(11) and represent the circulating current as an integral over the pump cycle (over the time period $`𝒯=2\pi /\omega `$):

$$I_{dc}^{\left(l\right)}=\frac{e\omega }{4\pi }\underset{0}{\overset{𝒯}{}}𝑑t\mathrm{\Gamma }^{\left(l\right)}\frac{\theta ^{\left(l\right)}}{t}=\frac{e\omega }{4\pi }\underset{0}{\overset{𝒯}{}}𝑑t\theta ^{\left(l\right)}\frac{\mathrm{\Gamma }^{\left(l\right)}}{t}.$$
(12)
In equation (12) the integrand should be considered as a function of the time-dependent parameters $`p_i=p_i\left(t\right)`$ and the eigenenergy $`E^{\left(l\right)}=E^{\left(l\right)}\left(\left\{p_i\left(t\right)\right\}\right)`$ which adiabatically follows them.

The integral representation Eq.(12) allows us to calculate the circulating current for the pump cycle of an arbitrary strength. The only necessary condition is that the adiabaticity conditions Eq.(8) must hold at any point of a pump cycle. Note that the level spacing depends on time since each eigenenergy is a function of time. Therefore our consideration is valid if there is no level crossing ($`\mathrm{\Delta }^{(E)}0`$) during the pump cycle.

We would like to stress that the dual representation for the pumped current in Eq.(12) shows clearly that only true pump cycles Fig.2b contribute to the calculated quantity - the pumped current. This is in full agreement with the Floquet scattering matrix approach to the pump effect in the open case MBstrong02 : The integral representation (see Eq.(18) in Ref. MBstrong02  ) for the pumped current is a direct consequence of a differential representation (see Eq.(17) in Ref. MBstrong02  ). The later does not support a pseudo pump effect.

In conclusion, we have developed the scattering matrix approach to adiabatic quantum pumping in closed mesoscopic systems such as a ring with an embedded quantum dot. This formulation permits a direct comparison of pumping in open and closed systems. We have discussed the seemingly paradoxical nature of the result for open systems. Closer inspection of the two results demonstrates that the physics underlying the adiabatic quantum pump effect in closed systems is very similar to that in open systems coupled to external reservoirs.The approach presented can be generalized to many channel rings and to closed systems with a more complicated topology. Experimental comparisons of pumping in open and closed systems would be very desirable,

###### Acknowledgements.

This work is supported by the Swiss National Science Foundation.