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# Asymmetries in the Cosmic Microwave Background Anisotropy Field

## 1. Introduction

In recent months much interest has focused on the question of the lack of large-scale power in the *WMAP*111Wilkinson Microwave Anisotropy Probe (Bennett et al. 2003a) first-year data sets (e.g., Efstathiou 2003a, b; Efstathiou 2004; Spergel et al. 2003; Tegmark, de Oliveira-Costa, & Hamilton 2003). Evidence for non-Gaussian features in the sky maps has also been claimed (Coles et al. 2004; Naselsky et al. 2004; Vielva et al. 2004; Copi, Huterer, & Starkman 2004). In this paper we present evidence of a related effect, namely that the large-scale power in *WMAP* is unevenly distributed on the sky. This effect can be seen on angular scales down to 3–$`5^{}`$, or $`\mathrm{}40`$. Similar results based on the genus statistic have also been reported by Park (2004).

## 2. Data and Simulations

All results in this paper are derived from the *WMAP* first year Q-, V- and W-band sky maps, corrected for foreground emission using the template method of Bennett et al. (2003b). The power spectrum analysis includes the co-added V- and W-band information, while the $`N`$-point correlation function analysis utilizes the Q-, V- and W-band data both separately and in a co-added form. The maps are combined using inverse-variance noise weights as described by Hinshaw et al. (2003b).

The significance of our analyses are evaluated by means of Monte Carlo simulations: we generate an ensemble of stochastic realizations of the CMB sky to which the observed data are compared through the power spectrum and $`N`$-point statistics. The CMB simulations are based on the *WMAP* running-index spectrum. From each CMB realization, we generate simulated skies corresponding to the eight *WMAP* Q-, V- and W-band sky maps by convolution with the appropriate beam transfer functions (Page et al. 2003) and then adding a corresponding noise realization, based on the specific noise properties of the channel in question.

## 3. Analysis Methods

In this paper we analyze the *WMAP* data by means of both the angular power spectrum (Hansen, Górski, & Hivon 2002) and its real-space complements, the $`N`$-point correlation functions (e.g., Eriksen, Banday, & Górski 2002). While we do not aim at presenting the full statistical machinery behind these methods here, instead referring the interested reader to the above papers for details, we do provide the specifics appropriate for the *WMAP* assessment.

### 3.1. The angular power spectrum

The angular power spectrum can be determined using a maximum likelihood inference from a local estimate on a given patch of the sky, assuming that the coupling between harmonic modes due to the incomplete sky coverage can be evaluated. Hansen et al. (2002) have demonstrated that for an axisymmetric patch, this correlation matrix can be computed analytically. In this paper, we utilize a Monte Carlo approach to calculate the matrix on a general nonsymmetric sky patch.

Using this likelihood technique, we have estimated the power spectrum on 164 slightly overlapping discs with radius $`9\stackrel{}{\mathrm{.}}5`$ uniformly distributed on the part of the sphere outside of the *WMAP* Kp2 sky cut. In particular, we have compared the disc spectra in the northern Galactic hemisphere to those in the southern sky for the multipole bin $`\mathrm{}=263`$.

We extend the method further by estimating the power spectra directly for hemispheres, thus allowing us to obtain a higher multipole resolution on large scales (low-$`\mathrm{}`$). In order to avoid the introduction of bias through consideration of hemispheres defined only with respect to the Galactic coordinate system, we estimated the spectra for a number of hemispheres defined by orienting the north-south axis in 82 different directions on the sphere. Specifically, we applied the following procedure both for the *WMAP* co-added V- and W-bands, plus each of 2048 simulations.

* The power spectrum was estimated in bins $`C_b`$ of width 3, where the multipole bin $`b\{\mathrm{}_{\text{min}}^b,\mathrm{}_{\text{max}}^b\}`$ is defined by $`\mathrm{}_{\text{min}}=2+3b`$ and $`\mathrm{}_{\text{max}}=4+3b`$. The spectrum was successively estimated on the northern and southern hemispheres with the axis defining north and south oriented in 82 different directions.
* The estimated bins $`C_b`$ in a given multipole range $`\mathrm{}=\mathrm{}_{\mathrm{min}}\mathrm{}_{\mathrm{max}}`$ were summed for each of the 164 hemispheres giving $`C_{\mathrm{hemisphere}}=_bC_b`$. The ratio between the northern and southern spectra for each of the 82 possible orientations $`r=\text{max}(C_N/C_S,C_S/C_N)`$ was determined.
* The axis with the maximum asymmetry ratio, $`r_{\mathrm{max}}`$, was recorded.

Subsequently, histograms of the asymmetry ratio were used to quantify the level of agreement between the simulations and the real sky measurements. The results are presented in §4.1.

### 3.2. $`N`$-point correlation functions

An $`N`$-point correlation function is determined from the average product of $`N`$ temperatures, as measured in a fixed relative orientation defined by an $`N`$-point polygon on the sky. Algorithmically speaking, these functions are estimated as simple averages over all sets of pixels fulfilling the geometric requirements set by the polygon.

In this paper, the correlation function analyses have been designed to probe two different ranges of scales.

The very largest scales are analyzed by measuring the three- and four-point correlation functions from the full sky in $`1^{}`$ bins, for a total of 120 (equilateral and pseudo-collapsed)222A “pseudo-collapsed” triangle is in this paper defined as an isosceles triangle with a baseline between 1 and $`2^{}`$; see Gaztañaga & Wagg (2003). three-point configurations and 235 (rhombic, 2+2-point and 1+3-point; see Eriksen et al. 2002) four-point configurations. To facilitate this analysis, the large-scale $`N`$-point correlation functions are computed from low-resolution maps, which are constructed by first de-convolving the initial *WMAP* beam transfer function then convolving with a Gaussian beam of FWHM$`=`$140′. The maps, initially at a HEALPix333http://www.eso.org/science/healpix/ resolution of $`N_{\text{side}}=512`$, are then reconstructed at $`N_{\text{side}}=64`$, applying suitable corrections for the pixel window functions at the two resolutions. A best-fit monopole, dipole and quadrupole are subtracted from the sky maps before the $`N`$-point correlation functions are determined on that part of the sky defined by the *WMAP* Kp0 mask. However, since our processing smooths the maps with a relatively wide Gaussian beam, residual, inadequately corrected foreground structure in the Galactic plane could also be smoothed beyond the boundaries of the standard Kp0 mask. For this reason, we extend the mask accordingly in all directions before proceeding. This extended mask no longer includes the point source exclusion regions since the smoothing process minimizes their contribution to our analysis.

The motivation for removing the quadrupole is simply that the observed quadrupole amplitude is apparently low in the WMAP data, and whether this is a real feature or simply the outcome of inadequate foreground removal remains unresolved (see, e.g., Efstathiou 2003b; Efstathiou 2004). Since correlation functions are intrinsically more sensitive to low-$`\mathrm{}`$ multipoles and it is difficult to include the uncertainties related to foreground removal, we choose to eliminate any concern that this effect could dominate other interesting results.

The two-point correlation function is also evaluated but it has proved difficult to define an asymmetry parameter in this case, and the results are therefore omitted in this paper. Nevertheless, the four-point functions are compared against the value inferred by the two-point function of the same sky, as described by Eriksen et al. (2002).

Intermediate scales between 3 and $`5^{}`$ are probed by partitioning the sphere into 81 discs, each of $`10^{}`$ radius, and computing the three-point correlation function for each disc. The full Kp0 mask is applied to the sky map, including the regions of exclusion related to known point sources. In order to reduce disc-disc correlations we first apply a high-pass filter to the maps, removing all multipoles with $`\mathrm{}=0,\mathrm{},18`$. On each of these discs, we compute the three-point correlation functions for 460 isosceles configurations smaller than $`5^{}`$.

The degree of agreement between the simulations and the observations are quantified in terms of a standard covariance matrix $`\chi ^2`$ statistic. Such a statistic is, in principle, only appropriate if the data under consideration follow a joint Gaussian distribution. Usually, it also works quite well for mildly non-Gaussian distributions, and in particular symmetric ones, but for strongly asymmetric distributions it is likely to yield biased results. It is easily seen that the distributions for the even-ordered correlation functions for a given geometrical configuration are in general strongly asymmetric. We therefore transform the data of each configuration into a Gaussian distribution by means of the empirical distribution function, before performing the $`\chi ^2`$ analysis. The transformation is defined as follows

$$\frac{\text{Rank of observed map}}{\text{Total number of maps}+1}=\frac{1}{\sqrt{2\pi }}_{\mathrm{}}^se^{\frac{1}{2}t^2}𝑑t.$$
(1)
The left-hand side is the fraction of simulations with a lower correlation function value than the map under consideration (i.e., it approximates the true, but unknown, cumulative distribution function), and the right-hand side yields the corresponding value, $`s`$, measured relative to a standard normal distribution.

## 4. Results

### 4.1. Power spectrum

We have computed a local power spectrum estimate for 164 slightly overlapping discs with radius $`9\stackrel{}{\mathrm{.}}5`$, uniformly distributed on the part of the sphere outside of the *WMAP* Kp2 sky cut and compared these to spectra derived from an ensemble of 6144 simulated maps. Concentrating on the lowest multipole bin $`\mathrm{}=263`$ we found that the amplitudes for discs in the northern Galactic hemisphere were generally lower in the *WMAP* data than in the simulated maps. Conversely, we found that the discs in the southern Galactic hemisphere were of generally higher amplitude than in the simulations. By considering the ratio of the mean of the spectra in the northern hemisphere to that in the southern hemisphere, we found that only $`0.5\%`$ of the simulations have a ratio as low as the *WMAP* data. This is the first evidence of a large scale absence of power in one hemisphere of the *WMAP* data.

In order to pursue this effect further, we have computed the ratio of the power spectrum amplitudes determined for the northern and southern hemispheres as defined in a particular coordinate system, and for a selection of multipole ranges. The results are reported in Table 1. In particular, we consider this ratio after first determining that coordinate frame that maximizes its value. The ratio for the *WMAP* data is larger than $`99\%`$ of the maximum asymmetry values determined from the simulated maps. We have also tabulated the orientation, in Galactic coordinates, of the north pole for the data-preferred reference frame. Note that whereas the asymmetry on the lowest multipoles seems to be concentrated about the north Galactic pole, the asymmetry in the higher multipoles ($`5<\mathrm{}<40`$) seems to be highest about the axis with the north pole at $`(\theta ,\varphi )=(80^{},57^{})`$ in Galactic coordinates.444 Here, $`\theta `$ and $`\varphi `$ are measured in the HEALPix convention, thus corresponding to *co*-latitude and longitude. Such a result may argue against an explanation in terms of residual foreground contamination, at least for the higher multipole ranges. It is also clear that the observed asymmetry is not simply a reflection of the possible low quadrupole and octopole amplitudes found by the *WMAP* team. The middle panel of Figure 1 summarizes these results in a different way. Each observed disc on the map represents the statistical deviation, as compared to simulations of the observed asymmetry ratio when computed in the reference frame for which the north pole pierces the center of the disc. What is most immediately evident is that there is an apparent lack of large-scale power in the vicinity of the north ecliptic pole.

Figure 2 compares the nearly full-sky power spectrum computed by the *WMAP* team to the local northern and southern hemisphere estimates derived in the reference frame that maximizes the asymmetry between them for the multipole range $`\mathrm{}=540`$. This figure also shows the best-fit running-index spectrum. We see that the northern spectrum is systematically lower than the southern spectrum over almost the entire multipole range.

As a useful cross check that should help to mitigate against systematic effects as the cause of the observed structure, the same hemisphere exercise has been performed for the co-added 53+90 GHz *COBE*-DMR map, for which we consider multipoles in the range $`\mathrm{}=219`$ where the signal is dominant. We find that the DMR axis of maximum asymmetry lies close to that for the *WMAP* data. However, for DMR the significance of the result is lower at about $`87\%`$ confidence. Nevertheless, given the noisier nature of the data, we consider that this is supportive of the asymmetry result.

### 4.2. $`N`$-point correlation functions

In Figure 3, the pseudo-collapsed three-point and 1+3 four-point functions are shown as computed for the northern and southern ecliptic hemispheres. While the expectation values of the two functions are very different, the observed behavior of the two functions is internally consistent: the northern hemisphere correlation functions are strikingly featureless (the three-point function lies very close to zero, and the four-point function drops off very quickly), while the southern hemisphere functions show relatively strong fluctuations.

In order to quantify these statements, we use the full covariance matrix $`\chi ^2`$ statistic including all bin-to-bin correlations. The results from these computations are shown in Table 2. The first two rows for each mask (Kp0 and Kp0+$`|b|>30\mathrm{deg}`$) indicate the frequency of simulations with a lower $`\chi ^2`$ value than the *WMAP* data, and the third row shows the frequency of simulations with a smaller $`\chi _{\text{north}}^2/\chi _{\text{south}}^2`$. This latter statistic merits some explanation. The $`\chi ^2`$ statistic in itself measures the overall consistency of an observed function with a predefined model relative to the standard deviation of the model. Thus, for a function with vanishing mean (such as the three-point and the *reduced* four-point functions) the $`\chi ^2`$ statistic is a monotonic function of the overall fluctuation level. Therefore, we choose the $`\chi ^2`$ itself as a measure of the fluctuation amplitudes, and quantify the degree of asymmetry between the two hemispheres by a parameter that is then the ratio of the two $`\chi ^2`$ values.

The conclusions to be drawn from Table 2 are as follows. The northern ecliptic hemisphere shows a consistently low level of fluctuations, independent of frequency and Galactic cut, but inside the allowed range set by the model sky. The southern hemisphere shows a slightly high level of fluctuations but is again acceptable given the model. However, the two are only marginally consistent internally: as measured by the three-point function only $`2\%`$ of the simulations have a smaller ratio of $`\chi ^2`$ with the Kp0 mask, and $`4\%`$ with the additional constraint that $`|b|>30^{}`$. Somewhat stronger numbers are found by the four-point function. Again, about $`2\%`$ of the simulations have a smaller ratio of $`\chi ^2`$ in the Kp0 region, but this time only 0.1%–0.4% have a smaller ratio in the extended region. The latter values tend to refute the possibility that residual foregrounds could be responsible for the observed asymmetry. Note also that the strongest results are found in the bands least affected by foregrounds, V and W.

The top panel of Figure 1 shows the smoothed, co-added *WMAP* map, and in this figure it is actually possible to see the asymmetry by eye; while there are conspicuous large-scale structures visible on the southern hemisphere, the northern hemisphere is surprisingly featureless. Therefore, in order to localize these features further, we have computed the three-point correlation function in 460 isosceles configurations smaller than $`5^{}`$ on a set of 81 discs, after subtraction of all power on scales $`\mathrm{}<18`$. The result is shown in the lower panel of Figure 1, to aid comparison with the power spectrum results shown in the middle panel. An asymmetry is also clearly observed on these scales: large connected regions on the northern hemisphere have a low $`\chi ^2`$, whereas the southern hemisphere regions (especially in the eastern quadrant) demonstrate higher values. The possible alignment of structure with the ecliptic poles is in very good agreement with both the $`N`$-point results derived from the ecliptic hemispheres and the power spectrum analysis over the range $`\mathrm{}=2040`$.

## 5. Conclusions

In this paper we have estimated power spectra and $`N`$-point correlation functions from the *WMAP* first-year Q-, V- and W-band data, and compared these against Monte Carlo ensembles based on Gaussian realizations of the *WMAP* best-fit running-index power spectrum. Subsequently, we have found evidence for an anisotropic distribution of large-scale power, as implied by the fact that the ratio between the northern and southern ecliptic hemisphere power spectra is low at the $`3\sigma `$ level. When the *WMAP* data are observed in a reference frame that maximizes the asymmetry between hemispheres, the observed ratio determined from the power spectrum over the range $`\mathrm{}=240`$ is higher than that computed for at least 99.7% of the simulations. This is the case even when the asymmetry ratio for each simulation is computed in its own specific reference frame of maximum asymmetry. The significance of the result is therefore independent of the reference-frame. The asymmetry was also confirmed by an $`N`$-point correlation function analysis, in which the ratio of $`\chi ^2`$ values computed from the ecliptic hemisphere correlation functions is low, typically at the $`98\%`$ level, and in some cases, even as low as 0.1%–0.4%.

The origin of the asymmetry is most simply expressed as a remarkable absence of large-scale power in the vicinity of the north ecliptic pole. Nevertheless, it is also a possibility that fundamentally non-Gaussian signals contribute. Indeed, the three-point correlation function in the northern ecliptic hemisphere exhibits what could be described as “super-Gaussianity.” Such a property had previously been determined for the *COBE*-DMR data with a bispectrum statistic (Magueijo 2000). Whether this is the case for *WMAP* remains to be seen, but such an unexpected lack of deviation from the zero expectation could be interpreted either way.

It is certain that one criticism of this work could be that, given $`N`$ statistical tests as applied to a specific data set, some may prove to be anomalous simply by chance. The specious nature of this argument should be clear, since the assertion only applies for tests concerning the same non-Gaussian degree of freedom, whereas we have presented (at least) three. Moreover, it is certainly rendered moot by the increasing number of recent supporting results in the literature. In particular, Park (2004) has independently discovered the north-south asymmetry through the use of genus statistics. In addition, the low quadrupole and octopole amplitudes already noted in the *COBE*-DMR data have been confirmed by the *WMAP* team itself, but more interestingly, de Oliveira-Costa et al. (2004) have noted a conspicuous alignment of these features. Finally, several groups have made claims for the detection of non-Gaussianity with a variety of tests based on phase (Naselsky et al. 2004; Coles et al. 2004), wavelets (Vielva et al. 2004), and multipole vectors (Copi et al. 2004).

That the *WMAP* data does indeed contain unusual features on large scales seems inescapable. The main issue now is to elucidate possible explanations; three possible candidates are that these effects are due to systematics, foregrounds and exotic physics.

It would appear that the *WMAP* data are remarkably free of systematic artifacts (Hinshaw et al. 2003a). Moreover, the results presented in this paper seem unlikely to be compromised by systematics since we find supporting evidence from similar features in the *COBE*-DMR maps, which are susceptible to *different* parasitic signals. Nevertheless, either previously unknown signals could be postulated, or one might accept the possibility that the projection of the known systematic signals onto these new statistical tests is more complex than expected (cf. the *COBE*-DMR bispectrum situation as discussed by Banday, Zaroubi, & Górski 2000).

Residual foreground contamination also seems unlikely. In particular, we note that the $`\mathrm{}=2040`$ power spectrum results find an axis of maximum asymmetry such that the north pole of the coordinate system lies away from the Galactic plane and the axis separating the hemispheres is highly inclined to it. More importantly, the observed asymmetry is remarkably stable with respect to frequency and sky coverage.

The most intriguing possibility remains therefore that the recent findings require some fundamentally new physics on large scales in the universe.

FKH acknowledges financial support from the CMBNET Research Training Network and HKE and PBL acknowledge financial support from the Research Council of Norway. Some of the results in this paper have been derived using the HEALPix (Górski et al. 1999) software and analysis package. We acknowledge use of the Legacy Archive for Microwave Background Data Analysis (LAMBDA). Support for LAMBDA is provided by the NASA Office of Space Science. This research used resources of the National Energy Research Scientific Computing Center, which is supported by the Office of Science of the U.S. Department of Energy under Contract No. DE-AC03-76SF00098. This work has also received support from The Research Council of Norway (Programme for Supercomputing) through a grant of computing time.


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# 1 Introduction

## 1 Introduction

The spatial structure of river basins and the statistics and dynamics of the flow of rivers have been analysed by a number of authors using methods from statistical mechanics. Rinaldo found that river basins are spatial fractals \[Rodriguez-Iturbe and Rinaldo, 1997\]. The flow of rivers were found to exhibit scaling \[Thomas and Benson, 1970\] and multiscaling \[Gupta and Waymire, 1990\] with basin area for basins ranging from $`10`$ to $`10^3`$ $`\mathrm{km}^2`$. Temporal correlations, when analysed by means of the power spectrum, are also considered to be multiscaling or multifractal with respect to time \[Gupta and Waymire, 1990, Pandey et al., 1998, Tessier et al., 1996\]. Perhaps the most remarkable link to systems in statistical mechanics is an observation by Bramwell, Fennell and Portelli \[Bramwell et al., 2002\]. They found that the probability density function(PDF) of the fluctuations of river level at Nagymaros, which is on the Danube, is in good agreement with a PDF found for the magnetic fluctuations in the classical XY-model close to criticality \[Bramwell et al., 2000b\]. We will refer to this PDF as the Bramwell-Holdsworth-Pinton (BHP) PDF. The data from the Nagymaros was published in \[Jánosi and Gallas, 1999\] and the fit proposed by Bramwell et al. was checked visually in \[Bramwell et al., 2002\].

The BHP PDF has been described and characterised by Bramwell et. al.
\[Bramwell et al., 2000b\]. It has also been found in one experimental system and in computer simulations of SOC-models \[Bramwell et al., 1998, Bramwell et al., 2000a\],
\[Dahlstedt and Jensen, 2001, Pinton et al., 1999, Sinha-Ray et al., 2001\]. These investigations indicated that the BHP PDF describes fluctuations in many very different systems. It was suggested that the BHP PDF might be universal and ubiquitous in nature arising in systems which lack a characteristic length scale and exhibit finite size scaling similar to critical equilibrium systems.

Inspired by these observed links to statistical mechanics and scale invariance, we want to address the following questions: Do the statistics of river flow and level height typically exhibit scaling and, if so, what type of scaling? Is the observation of the BHP fluctuation spectrum at Nagymaros representative of fluctuations of river lever in general and, if so, can the observed BHP fluctuation spectrum be related to scale free aspects of the river system? It is not clear a priori which quantity one should look for when searching for the BHP fluctuation spectrum \[Bramwell et al., 2000b, Bramwell et al., 1998, Bramwell et al., 2000a, Dahlstedt and Jensen, 2001, Pinton et al., 1999, Sinha-Ray et al., 2001\]. We will therefore analyse level as well as flow data.

We approach these issues by analysing data collected from several stations, corresponding to different basin areas, along the rivers Danube and Mississippi, see table 1. We also consider data from one very small river, the Wye at Cefn Brwyn with a basin area of $`10.6`$ $`\mathrm{km}^2`$ \[NWA, 2002\] and one very large river, the Rio Negro at Manaus with a basin area of $`3\times 10^6`$ $`\mathrm{km}^2`$ \[Richey et al., 1989\]. This allows us to cary out a finite size scaling analysis similar to that used in statistical mechanics to study the scale free behaviour in systems with a diverging correlation length \[Cardy, 1990\].

It is useful to explain what we mean by finite size scaling. In equilibrium critical systems one expects that the standard deviation $`\sigma `$ and the mean of the order parameter $`m`$ scale with system size (close to criticality) such that a rescaled PDF becomes independent of system size. This is expressed by the hyperscaling relation $`m\sigma L^\alpha `$ and the finite size scaling (FSS) hypothesis \[Cardy, 1990, Aji and Goldenfeld, 2001\].

The FSS hypothesis can generally be written as

$$P(m)=L^\beta f(mL^\alpha ,\frac{L}{\xi })$$
(1)
which holds if the system is in a critical state \[Bramwell et al., 2000b, Aji and Goldenfeld, 2001\]. If the spatial correlation length $`\xi `$ is infinitely larger than L, i.e. $`\frac{L}{\xi }0`$, then we can make the approximation

$$P(m)=L^\beta f(mL^\alpha ).$$
(2)
The FSS hypothesis leads to a scaling of the moments which we can write as

$$m^nL^{n\theta }$$
(3)
where $`\theta =\alpha `$. This will be referred to as simple scaling. The simple scaling of the moments can be extended to multiscaling by letting the moments of the order parameter $`m`$ scale as

$$m^nL^{n\theta (n)}.$$
(4)
This extension of moment scaling is incompatible with the simple FSS hypothesis and with hyperscaling.

The FSS hypothesis does not hold in the following three cases: the correlation length does not diverge and corrections due to the finite length of $`\xi `$ in relation to the system size have to be accounted for; the moments are multiscaling and the hypothesis needs to be changed; more than one scaling field exists in the system, such that

$$mL_1^{\alpha _1}L_2^{\alpha _2}\mathrm{}L_N^{\alpha _N}.$$
(5)
In the last case, the FSS hypothesis can hold approximately if there is one dominant scaling field and all the other scaling fields are irrelevant \[Forgacs et al., 1991\].

The paper is structured in the following way. We begin by considering river flow. In Secs. 2, 3 and 4 we discuss the PDF, the scaling and multiscaling analysis and the power spectrum analysis of river flow. In Sec. 5 we present the PDF of the fluctuations in the river level and Sec. 6 contains a discussion and our conclusions.

To avoid misunderstandings we mention that we use the following notation. The river flow is denoted by $`q`$ and the height of the river level by $`h`$. The seasonally adjusted flow and height (defined in the appendix) is denoted by $`s_q`$ and $`s_h`$ respectively.

## 2 River Flow

In this section we present the comparison of the PDFs of seasonally adjusted flow data with varying basin area from the sites listed in table 1. The signal we consider is equal to the deviation from the average, over all years, at a specific day, say 5th of febuary, normalised by the standard deviation of that particular day. We defer details to the appendix. This seasonally adjusted signal has by construction a zero mean and a standard deviation equal to one. Thus no further scaling is needed in order to plot the PDF of the seasonally adjusted data in the form used previously to check for Gaussian and BHP like behaviour, see e.g. \[Bramwell et al., 1998, Bramwell et al., 2000a\].

Fig. 1 shows the PDF of the seasonally adjusted flow for the river Mississippi. We plot the seasonally adjusted flow along the x-axis and the logarithm of the PDF along the y-axis. A normal distribution will appear as a parabola in this plot. We note that the tails of the distributions vary slightly but there is an approximate data collapse. Hence adjusting for seasonal variation cancels the dependence on system size.

In Fig. 2 we show a similar plot for the Danube. In this plot, we can see a definite change of the PDF shape from the small basin area site, at Dillingen, to the large basin area site at Ceatal Izmail. The shift in PDF is towards a Gaussian and it suggests that the spatial correlation length of the system is shorter than the system size at the largest site leading to a sum of uncorrelated contributions to the flow. From the PDF analysis we expect the hyperscaling relationship and simple scaling to hold for the river Mississippi but not for the Danube. We also note that the PDF of the fluctuations in the flow deviates strongly from the BHP PDF, indicated by the dashed line in both figures. As we shall see in Sec. 5, the situation is more subtle for river level data.

Let us now consider the mean and the standard deviation of the “raw” data for which no adjustment for seasonal variation has been carried out. Fig. 3 compares the scaling of the mean with the basin area, $`L`$, and the scaling of the standard deviation with $`L`$. The mean and standard deviation scale approximately as $`qL^{1.08}`$ and $`\sigma _qL^{1.05}`$ for the Mississippi and for the river Danube approximately as $`qL^{0.87}`$ and $`\sigma _qL^{0.79}`$. The exponents for $`q`$ and $`\sigma _q`$ are close, i.e. the hyperscaling relationship is approximately fulfilled for both rivers, though with greatest accuracy for the Mississipi data.

The analysis shows that the data collapse of the Mississippi flow data is in fairly good agreement with the FSS hypothesis of equation 1 and simple scaling of the first two moments. The Danube has a larger deviation from the hyperscaling relationship, which we also expected from the analysis of the PDFs. This deviation might be due to a spatial decorrelation of the process, as we mentioned earlier. There may be several reasons for the decorrelation, such as inhomogeneities in the basin area and human regulation of the river.

## 3 Scaling of higher moments and multiscaling

We now present data on the scaling of the higher moments of the flow for the Mississippi and the Danube. We have shown that both rivers approximately fulfil the hyperscaling relationship. However, both rivers show deviations from simple scaling that look like multiscaling. The scaling exponents can be expressed as a function of moment-order $`n`$. This function is shown in Fig. 4.

We have also looked at the scaling of skewness $`(mm)^3/\sigma ^3`$ and kurtosis $`(mm)^4/\sigma ^43`$ of the data. Given the analysis above and assuming the data is multiscaling the skewness and kurtosis should not be constants and they should scale with basin area. For both the river Mississippi and the Danube, skewness and the kurtosis as functions of basin area do not fit a power-law, as shown in Fig. 5. Despite this, there is a simple power-law relationship between the skewness and kurtosis. This is given by $`kurtskew^{2.75}`$ for the Mississippi and $`kurtskew^{1.78}`$ for the Danube. Thus both rivers have systematic corrections to simple scaling that certainly look like multiscaling but, since the higher rescaled moments do not scale with basin area, neither of the rivers multiscale according to the standard definitions.

The deviations from multiscaling can also be seen in the seasonally adjusted data. The moments of the seasonally adjusted river Mississippi flow as a function of basin area do not fit a power-law as seen in Fig. 6. Even so, the higher moments scale as power laws of the $`3^{rd}`$ moment with different exponents. We refer to this type of scaling as relative scaling of moments. The exponents are shown in Fig. 7 as functions of moment-order $`n`$.

We define the relative scaling as

$$m^n/\sigma ^n(m^n^{}/\sigma ^n^{})^{(n/n^{})K(n,n^{})}\text{ }nn^{}>2.$$
(6)
Assuming that the moments follow simple scaling it is easy to see that $`K(n,n^{})=0`$, and if the moments are multiscaling, relative scaling should be satisfied with the exponent $`K(n,n^{})`$ related to $`\theta (n)`$. So for the Mississippi and the Danube we found that multiscaling is not fulfilled and hence the observed relative scaling must have a different origin.

Relative scaling is also possible if we consider a weak secondary scaling field, such that the moments scale as

$$m^n=L_1^{n\alpha }L_2^{n\theta (n)}.$$
(7)
If $`\theta (2)0`$ and $`m=0`$, then $`\sigma L_1^\alpha `$ and $`m^n/\sigma ^nL_2^{n\theta (n)}`$. In this way relative scaling is possible even if $`m^n/\sigma ^n`$ does not scale with $`L_1`$. For a related situation in equilibrium systems see \[Forgacs et al., 1991, Fisher and Gelfand, 1988\].

The assumption of more than one scaling field is supported by a previous study of river basin characteristics. Regression analysis of different basin characteristics has shown that river flow is affected by many other features, in in addition to basin area, such as channel slope, precipitation and others \[Thomas and Benson, 1970\].

## 4 Power Spectra of River Flow

We now want to examine the signs of scale free behaviour from a temporal point of view and study the long time correlations by means of a power spectral analysis for the rivers Danube, Mississippi, Rio Negro and the Wye. Generally the power spectra of rivers have two different frequency regimes of power-law-like nature \[Tessier et al., 1996\]. The two regimes are separated by a cross-over frequency $`f_c`$. Most river flow data is also considered to be multiscaling/multifractal with respect to time \[Gupta and Waymire, 1990, Pandey et al., 1998, Tessier et al., 1996\]. In these studies data from different sites and rivers are considered to be realisations of the the same process and the power spectra are averaged over all sites and there are generally no references to how the cross-over frequency changes with basin area. Here we explicitly study the dependence of the power spectrum on the basin area and we find that $`f_c`$ changes with basin area for the Danube but not for the Mississippi.

The Mississippi sites all have approximately the same spectrum which consists of two power-law-like regimes separated by a cross-over frequency $`f_c`$ corresponding to approximately 20-40 days. In the low frequency domain the power-law has an exponent close to $`1`$ corresponding to logarithmic decaying correlations in the long time limit (see e.g. \[Jensen, 1998\]) and for high frequencies an exponent close to $`3`$, as can be seen in Fig. 8. This indicates that the flow of the Mississippi is determined by the intrinsic, system size independent, dynamics which produces time correlations that are longer than the longest observation time. Thus, within the basin area size range investigated here we see critical-system-like behaviour: above we found that the PDF shows data collapse and that the moments scale; in addition we observe that the power spectra are similar for all sites in the system and exhibit $`1/f`$ behaviour down to the lowest recorded frequencies.

For the Danube the crossover $`f_c`$ shifts with basin area with frequencies corresponding to approximately $`1/f_c=60`$ days for Cetal Izmail and Orsova, 20 days for Nagymaros and 10 days for Ingolstadt and Dilligen. In the low frequency region the spectrum does to a degree behave like $`1/f`$, see Fig. 9. However, we suggest that the trend is that as the basin area is increased, the spectrum moves towards a Lorentzian-like form, i.e $`(1+(f/f_c)^2)^1`$. This would be indicative of exponentially decaying time correlations with a characteristic decay time $`t_c=1/f_c`$ and no essential time correlations beyond $`t_c`$. The behaviour described here evince that the dynamics of the Danube is non critical and that its correlation time is determined by the considered system size, or basin area.

We have also considered the flow of the Rio Negro at Manaus, with a very large basin area $`3\times 10^6`$ $`\mathrm{km}^2`$, and the flow of the Wye at Cefn Brwyn, with a very small basin area $`10.6`$ $`\mathrm{km}^2`$. The power spectra are shown in Fig. 10.

For the Rio Negro the spectrum seems to have a smooth transition between the low and the high frequency regime. The spectrum resembles, as in the case of the Danube at large basin areas, a Lorentzian form. Clearly it is not possible to identify accurately the characteristic frequency, but a value of about $`1/f_c=600`$ days seems reasonable. Thus the Rio Negro does not show critical power-law time correlation, though its characteristic time is very long. If we assume that long time corresponds to large spatial scales, our analysis suggests that the Rio Negro is so large that its size exceeds the correlation length of the river flow. The river therefore behaves as uncorrelated at the largest spatial and temporal scales.

The dynamics of the river Wye appears to be able to support $`1/f`$ correlations down to a characteristic frequency $`f_c`$ corresponding to about 60 days. For frequencies lower than $`f_c`$ the spectrum becomes white, thus the river system is so small that it cannot support correlations on time scales longer than these 60 days.

The PDFs of the flow of these two rivers are shown in Fig. 11. There is a remarkable difference since the Wye has a nearly exponential PDF and the Rio Negro has a Gaussian PDF. The Gaussian is consistent with our finding above that the Rio Negro is so big that its dynamics are decorrelated. The exponential tail found for the small river Wye is probably related to spatial correlations extending up to the system size. This together with the $`1/f`$ behaviour down to a certain frequency might reflect that the dynamics of the river Wye is critical, but since the system is rather small, the scale free range is limited.

## 5 River-Level

In this section, we present the results of the analysis of river level. Fig. 12 shows four PDFs of river level. The data is from the stations Clinton on the Mississippi, and Dilligen, Ingolstadt and Nagyramos on the Danube. The seasonally adjusted PDFs are similar at the sites of Ingolstadt, Nagyramos and Clinton and significantly different for the Dillingen site. The data that collapses seems to do so on or close to the BHP PDF but it is also close to a first order extreme value, Fisher-Tippet-Gumbel (FTG), PDF \[Gumbel, 1958\]. It is difficult to determine visually from the histogram how good the fit is.

To get a better estimate of the fit, table 2 shows the seasonally adjusted higher moments of the data compared to the moments of the BHP and a FTG PDF \[Bramwell et al., 2000b\]. This shows that quantitatively the fit is poor.

We also investigated whether the moments of a river level fulfil the hyperscaling relationship and scale with basin area. The relationship between the mean and the standard deviation is shown in Fig. 13. For the Danube we can make an ad hoc linear fit, which does not suggest hyperscaling since the slope is negative. From a scaling analysis with basin area (not shown here) we conclude that river level is not scaling with basin area. Thus the hyperscaling and scaling is not the cause of the apparent data collapse of the data from the Ingolstadt and Nagymaros sites. Although some of the data collapses close to the BHP, we can only conclude that river level does not in general have a single universal PDF upon rescaling. Furthermore, in the case where river level fluctuations are reasonably well described by the BHP form, the lack of scaling prevents us from concluding that the agreement with the BHP PDF arises as a consequence of underlying scale free behaviour.

## 6 Discussion and Conclusion

We have shown that PDFs of the fluctuations of the river flow of the river Mississippi for different basin areas can all be approximately collapsed on to one functional form by size scaling. However, this scaling function is not of the BHP form. In addition to the data collapse we have shown that the flow follows approximately simple scaling, with deviations. In the case of the river Mississippi, the deviations resemble multiscaling though quantitative analysis reveals that the behaviour is inconsistent with multiscaling. We suggested a simple form with a weak second scaling field, independent of basin area which might explain the observed relative scaling of the seasonally adjusted moments. In the case of the river Danube, the deviations from simple scaling have features in common with multiscaling. However, in this case the deviations were found to be related to spatial decorrelation between the sites along the river consistent with the lack of size scaling collapse of the PDFs. Our conclusion is that the river Mississippi behaves like one correlated whole whereas for the Danube, correlations are destroyed as the basin area is increased.

We summarise that some degree of scale invariance can be found for rivers of intermediate size. Hence, our analysis confirms and extends previous observations of scaling in smaller river systems \[Thomas and Benson, 1970, Gupta and Waymire, 1990\].

We set out to determine whether measurements of river level fluctuations consistently have a universal PDF close to that of the BHP PDF. For two out of the four river sites we investigated, the average daily level PDFs approximately collapse onto one PDF. This PDF resembles to the BHP PDF but quantitatively the fit is poor. The two other sites have a somewhat different shape of the PDF. We also found that there is no size scaling with basin area for river level. Hence even when the BHP form is found, it cannot be related to an underlying scale free behaviour of the Danube. It would have been very interesting to be able to analyse the level data for the Mississippi. Unfortunately we could only obtain flow data for the Mississippi. Nevertheless, our analysis suggests that fluctuations in river level do not in general follow the BHP functional form. The observations in \[Bramwell et al., 2002\] appear to be accidental.

In addition to the analysis reported here we have investigated financial data, weather data, tree ring data and other data and could not find the BHP PDF. River level data appeared to be an exception rather than the rule. Thus, in general we are compelled to conclude that the BHP PDF is rather difficult to find in nature.

## 7 Acknowledgement

We thank Andrew Parry for enlightening and informative discussions. Kajsa Dahlstedt is supported by the foundation Helge Ax:son Johnson, the foundation BLANCEFLOR Boncompagni-Ludovisi, née Bildt and the EPSRC. We are grateful to Paul Anderson and Gerald Law for linguistic advise on the manuscript.

## 8 Appendix

The flow of a river is generally highly dependent upon the seasons. Therefore all the data has been seasonally adjusted with the seasonal mean and seasonal standard deviation denoted $`x_d`$ and $`\sigma _d`$. Let $`x(d,y)`$ denote the measured value of either the flow $`q`$ or the level $`h`$ measured at day number $`d`$ in year number $`y=1,\mathrm{},N_y`$. The adjusted data is defined as

$$s_x=\frac{x(d,y)x_d}{\sigma _d}.$$

The seasonal mean and the seasonal standard deviation are defined as

$$x_d=\frac{1}{N_y}\underset{y=1}{\overset{N_y}{}}x(d,y)$$

and

$$\sigma _d=\sqrt{\frac{1}{N_y}\underset{y=1}{\overset{N_y}{}}(x(d,y)x_d)^2}.$$

The adjusted data have $`\sigma _s=1`$ and $`s=0`$ which can easily be checked.

Figures


text:
# Origin and evolution of neutron star magnetic fields

## 1 Introduction

Given its role in opening the International Workshop on Strong Magnetic Fields and Neutron Stars, this presentation has the purpose of giving a general overview about what is currently known about neutron star magnetic fields, their origin and evolution. Inevitably, it will contain much of the same material presented by the author in similar reviews in previous years (e.g., Reisenegger 2001a), of which it should be regarded to be an extension and update.

Magnetic fields are most likely the main form of “hair” that allows neutron stars, contrary to black holes, to be distinguished from each other and classified into phenomenologically very different groups. Among single (or non-accreting binary) neutron stars, we distinguish “classical” pulsars, millisecond pulsars, soft gamma-ray repeaters, anomalous X-ray pulsars, and inactive, thermal X-ray emitters (see, e.g., Becker & Pavlov 2002). Binary systems with mass transfer onto a neutron star can be divided into high-mass and low-mass X-ray binaries (according to the companion mass), with substantially different properties. Magnetic fields play an essential role by accelerating particles, by channeling these particles or accretion flows, by producing synchrotron emission or resonant cyclotron scattering, and by providing the main mechanism for angular momentum loss from non-accreting stars. Moreover, evidence is mounting that soft gamma-ray repeaters and anomalous X-ray pulsars are really only slightly distinct types of very strongly magnetized neutron stars (“magnetars”) in which the magnetic field is the main energy source for the observed radiation.

On the other hand, we actually know surprisingly little about neutron star magnetic fields. In particular, most “measurements” of neutron star magnetic fields are indirect inferences, which are put in doubt both by their inconsistency with other observational evidence and with plausible theoretical models for the physics of their surroundings. Even less is known about the geometry of the magnetic field, its evolution, and its origin, so there is open space for speculation, modelling, and (hopefully) prediction of measurable effects that might test the theoretical ideas.

Thus, I first review the observational “classes” of neutron stars mentioned above, with a special eye on the evidence for the presence and strength of the magnetic fields in each class (§2). In §3, the inferred magnetic fluxes are compared to those of other kinds of stars, and possible connections are discussed. Section 4 surveys the evidence for and against magnetic field evolution, and discusses physical processes which may lead to such evolution. General conclusions are presented in §5.

## 2 Classes of neutron stars and evidence for magnetic fields

### 2.1 Radio pulsars

Radio pulsars are regularly pulsating sources of radio waves, interpreted as magnetized, rotating neutron stars (Pacini 1967; Gold 1968). Beams of radiation emerging from the poles of a roughly dipolar magnetic field misaligned with respect to the rotation axis appear as pulses every time they sweep the location of the Earth. These pulses reveal rotation periods ($`P`$) from 1.55 milliseconds (ms) to several seconds. A very tangible illustration of the impressively fast rotation rates (remember that more than a solar mass is participating in this rotation!) is given in “The Sounds of Pulsars”, on the Jodrell Bank Observatory webpage (http://www.jb.man.ac.uk/ pulsar/Education/Sounds/sounds.html).

Pulsar rotation periods are observed to lengthen with time ($`\dot{P}dP/dt>0`$). The simplest model for the spin-down process is to consider the neutron star as a magnetized body of moment of inertia $`I`$, rotating in vacuum with angular velocity $`\stackrel{}{\mathrm{\Omega }}`$ (Ostriker & Gunn 1969). It loses rotational energy due to the time-variation of its magnetic dipole moment vector $`\stackrel{}{\mu }`$, which rotates at a fixed inclination $`\alpha `$ with respect to to the rotation axis,

$$\frac{d}{dt}\left(\frac{1}{2}I\mathrm{\Omega }^2\right)=\frac{2}{3c^3}|\ddot{\stackrel{}{\mu }}|^2=\frac{1}{6c^3}B^2R^6\mathrm{\Omega }^4\mathrm{sin}^2\alpha ,$$
(1)
allowing us to infer the dipole magnetic field strength, $`B[\mathrm{G}]3.2\times 10^{19}\sqrt{P[\mathrm{s}]\dot{P}}`$ (for radius $`R=10`$ km, $`I=10^{45}\mathrm{g}\mathrm{cm}^2`$, and $`\alpha =90^{}`$).

This “dipole in vacuum” model is unlikely to be very accurate, as real pulsars are surrounded by a co-rotating, highly conducting magnetosphere, and by an interstellar medium whose plasma frequency is much higher than the expected radiation, which therefore cannot propagate. Somewhat more realistic models (e.g., Goldreich & Julian 1969) tend to roughly confirm the estimate of $`B`$ (being less sensitive to $`\alpha `$), so this estimate is generally used. Assuming a constant field strength and moment of inertia, eq. (1) can be integrated backwards in time to give a divergent rotation rate at a time $`\tau =\mathrm{\Omega }/(2\dot{\mathrm{\Omega }})=P/(2\dot{P})`$ before the present (at which the spin parameters are to be evaluated), defining a characteristic “spin-down age” for the pulsar.

In terms of these parameters, radio pulsars fall into two fairly disjoint groups (e.g., Phinney & Kulkarni 1994):

* young ($`\tau 10^{37}`$ yr), relatively slow ($`P16`$ ms to several seconds), and strongly magnetized ($`B10^{1113}`$ G) “classical” pulsars, and
* old ($`10^{810}`$ yr), fast (1.55 to several ms), and weakly magnetized ($`10^{89}`$ G) “millisecond” pulsars.

Confirming that $`\tau `$ is related to true age, many of the “youngest” classical pulsars (and none of the millisecond pulsars) are found to be associated with supernova remnants (which disperse after $`10^5`$ yr). On the other hand, the vast majority of pulsars in globular clusters are millisecond pulsars. An additional difference between the two classes is that most millisecond pulsars are found in binary systems (in most cases with old white dwarf companions), whereas the vast majority of classical pulsars are single.

One problem with this general picture is that, in the few cases where it is possible to measure $`\ddot{\mathrm{\Omega }}`$ reliably (all of which are young pulsars), the so-called “braking index,” $`n\mathrm{\Omega }\ddot{\mathrm{\Omega }}/\dot{\mathrm{\Omega }}^2`$, does not agree with the canonical $`n=3`$ predicted in the dipole spin-down model, but has significantly smaller values, which differ from one pulsar to another (see references in Kaspi et al. 2001). The inclusion of higher multipoles (e.g., quadrupole electromagnetic or gravitational radiation) worsens the problem. This means that the inferred magnetic dipole moment in young pulsars increases with time, possibly connecting young pulsars with moderate inferred dipole moments to the slightly older “magnetars” with stronger inferred dipoles. Whether this corresponds to a true increase of the star’s dipole moment has not been settled (Blandford 1994).

### 2.2 X-ray binaries and the “recycling” paradigm

Neutron stars with young, high-mass companions (“high-mass X-ray binaries” or HMXBs) tend to appear as X-ray pulsars, in which the accreted material is presumably channelled by the magnetic field onto the polar caps. In some cases, cyclotron features have been found in the X-ray spectrum, corresponding to magnetic fields $`B(14)\times 10^{12}`$ G (e.g., Makishima et al. 1999; Coburn et al. 2002, and references therein). Note that these spectral features (found also in “magnetars” and “thermal emitters”, see below) are the only direct measurements of neutron star magnetic fields, akin to the many measurements of magnetic fields on white dwarfs and other stars. Assuming that these objects differ from (similarly young) classical radio pulsars only by the presence of the nearby companion, this would give evidence that the field of neutron stars is organized on a relatively large scale, so the surface field and the dipole field are of comparable magnitude.

Older, low-mass companions tend to live with non-pulsating neutron stars in “low mass X-ray binaries” (LMXBs), in which the field is presumably not strong enough to channel the accretion flow. In some cases, evidence for a fast rotation (and a non-zero magnetic field) has been found in the form of quasi-periodic oscillations and, more recently, true, highly coherent millisecond pulsations (Wijnands & van der Klis 1998; Galloway et al. 2002; for a review of oscillations in LMXBs, see van der Klis 2000). These give support to the long-standing paradigm that explains the puzzling fast rotation of the evidently old MSPs in terms of “recycling” of these neutron stars in an LMXB (e.g., Bhattacharya & van den Heuvel 1991). The accretion of mass from a Keplerian disk extending almost to the surface of the star would also transfer a large amount of angular momentum, which could spin the star up to the observed, fast rotation. It is speculated that the mass transfer might also lead to the decay of the magnetic field to the low value observed in MSPs. In two “classical” pulsars with relatively fast rotation and relatively weak magnetic field, “incomplete recycling” might have occurred (Lyne et al. 1993, 1996).

### 2.3 Magnetars

Two intriguing kinds of astronomical objects have in recent years found a likely interpretation as very highly magnetized neutron stars (see Thompson 2000 for a review; Kouveliotou et al. 2003 for a popular account):

* Soft gamma-ray repeaters (SGRs) are objects which repeatedly emit bursts of gamma-rays, in addition to persistent X-rays. For three of these sources, regular pulses have been observed in the persistent X-ray emission, allowing the measurement of a rotation period and period derivative (Kouveliotou et al. 1998; Hurley et al. 1999).
* Anomalous X-ray pulsars (AXPs) show persistent X-ray emission, modulated at a stable, slowly lengthening period. Contrary to the standard, binary X-ray pulsars (§2.3), they show no evidence for a companion star (see Mereghetti & Stella 1995; van Paradijs, Taam, & van den Heuvel 1995; Mereghetti 2000).

Recently, bursts have been detected from two AXPs (Gavriil et al. 2002; Kaspi et al. 2003), making the connection even closer. Differences remain in terms of X-ray spectra, burst frequency, and timing stability, but it is not clear whether there is a dichotomy or just a continuum of properties, with “transition objects” connecting those which are more characteristic of each class. All measured periods lie in the narrow range $`512`$ s, and objects in both classes have been claimed to be associated with supernova remnants (see Gaensler et al. 2001 for references and a critical discussion), arguing for an interpretation as young neutron stars. Remnant ages are in rough agreement with characteristic ages inferred from spin-down (but see J. Horvath’s presentation in these Proceedings).

The dipole fields inferred from the spin-down rate are $`10^{1415}`$ G (Kouveliotou et al. 1998; Hurley et al. 1999), much larger than in previously known classical pulsars, though radio pulsars with similar inferred dipole fields have recently been found (Camilo et al. 2000; McLaughlin et al. 2003). In addition, features in the X-ray spectra of both SGR 1806-20 (Ibrahim et al. 2002) and AXP 1RXS J170849-400910 (Rea et al. 2003), interpreted as proton cyclotron resonance lines (Ibrahim et al. 2003), indicate $`B10^{15}`$ G, in reasonable agreement with the inferred dipole fields.

Perhaps most importantly, the persistent X-ray luminosity of these objects is much larger than their inferred spin-down power. Therefore, unlike the case of radio pulsars, rotation can not be a significant energy source. It has long been suggested that magnetic energy may be the ultimate source of both the bursts and the persistent radiation (Duncan & Thompson 1992; Paczynski 1992; Thompson & Duncan 1995, 1996), but this would still require a total magnetic energy significantly larger than inferred from the dipole field, i.e., a buried and/or disordered magnetic flux. In any case, the strong magnetic field may modify the radiation transport in the surface layers, so that these objects radiate a much larger fraction of their fossil heat in X-rays (as opposed to neutrinos) than less magnetic neutron stars (van Riper 1988; Heyl & Hernquist 1997a, b). The presence of a light-element atmosphere has a similar, even stronger effect (Chabrier et al. 1997; Heyl & Hernquist 1997a). Our own calculations (M. Riquelme et al., in preparation) show that the Landau quantization of electron and proton energy levels for plausible magnetic fields in these objects are not strong enough to affect the neutrino emissivity (see also Baiko & Yakovlev 1999).

### 2.4 Thermal emitters

At the opposite end of the range of activity and, perhaps, magnetic field strength are neutron stars detected exclusively through their quiescent, thermal emission in X-rays and (sometimes) optical radiation. Some of these have been found at the centers of shell-type supernova remnants (SNRs; see Pavlov et al. 2002 for a review), whereas other objects are isolated (see Haberl 2003 and references therein). Objects in SNRs have relatively high temperatures ($`T0.20.7`$ keV) and small emitting areas (compared to the expected surface area of a neutron star), whereas isolated objects are cooler ($`T0.1`$ keV) and therefore fainter and only detectable in our immediate Galactic neighborhood. That we nevertheless find several of these objects indicates that they are very abundant, possibly representing the “quiet majority” of neutron stars in our Galaxy.

Beyond these general properties, this “class” of neutron stars appears to be heterogeneous and remains a puzzle. In the source of SNR RCW 103, a substantial, long-term flux variation has been found, with a 6.4 h modulation interpreted in terms of accretion from a faint binary companion (Sanwal et al. 2002a; see Pavlov et al. 2002 for earlier references). Two other SNR sources show periodic variations probably attributable to rotation, with periods $`P0.20.4`$ s (Hailey & Craig 1995; Zavlin et al. 2000), in the general ballpark of classical pulsars, but quite slow for young pulsars in SNRs. In isolated sources, periods $`P823`$ s have been found (Haberl et al. 1997; Haberl et al. 1999; Hambaryan et al. 2002; Haberl & Zavlin 2002; Haberl et al. 2003), remarkably similar to those of “magnetars”, whereas $`\dot{P}`$ measurements for one source provide evidence for a somewhat weaker magnetic field (Kaplan et al. 2002; Zane et al. 2002). Some objects show strong spectral features (Sanwal et al. 2002b; Haberl et al. 2003; Bignami et al. 2003), which might be indicating the magnetic field strengths in these objects, although a unique interpretation of the lines (e. g., proton vs. electron cyclotron scattering) is still lacking. On the other hand, the flagship object RX J1856.5-3754 (Walter et al. 1996) has not revealed any evidence for periodicity or spectral features, in spite of intense observational efforts (Burwitz et al. 2003 and references therein). The same is true for some of its “cousins” (Motch et al. 1999).

Therefore, the origin, evolution, and magnetic field of these objects remain clouded in mystery. I will therefore refrain from discussing them further, only noting that they may well provide crucial input to our general understanding of neutron stars and their magnetic fields in a not too distant future.

## 3 Origin of the magnetic field

### 3.1 Stars as $`L`$ circuits and “flux freezing”

Probably, all stars at all stages of their evolution have some magnetic field, due to electronic currents circulating in their interiors.

Naively, one might expect that such currents should decay over the (microscopic) time scale $`\tau _{\mathrm{coll}}`$ in which an average electron transfers its momentum to a more massive particle through a Coulomb (or other) collision. However, any decrease in the current $`I`$ implies a decrease of the magnetic flux $`\mathrm{\Phi }=cLI`$ through the stellar equatorial plane, where $`c`$ is the speed of light, $`LR/c`$ is the star’s self-inductance, and $`R`$ is its radius. \[Here and below, I use Gaussian cgs units; see, e. g., Jackson (1975).\] According to Lenz’s law, such a flux decline will induce an emf $`\epsilon =c^1d\mathrm{\Phi }/dt=LdI/dt`$ that tends to keep the current going as prescribed by Ohm’s law, $`\epsilon =I`$. The resistance $``$ can be estimated in terms of a typical conductivity $`\sigma =n_ee^2\tau _{\mathrm{coll}}/m_e`$ (where $`n_e`$, $`e`$, and $`m_e`$ denote the electron concentration, charge, and mass) by $`c/(\sigma R)`$.

Thus, the star is well described by an electric circuit with an inductance $`L`$ and a resistance $``$ connected in series, in which the current decays at such a rate that the induced emf is always as strong as required to maintain the instantaneous current against resistive decay. The exponential (“Ohmic”) decay time is thus

$$\tau _{\mathrm{Ohm}}=\frac{L}{}\sigma \left(\frac{R}{c}\right)^2=n_er_eR^2\tau _{coll},$$
(2)
where $`r_e=e^2/(m_ec^2)`$ is the “classical electron radius”. Since the electron concentration is typically high, but specially since stellar radii (even in the very compact neutron stars) are large (e. g., compared to typical laboratory scales), in general $`\tau _{\mathrm{Ohm}}\tau _{\mathrm{coll}}`$ by many orders of magnitude. Thus, stellar magnetic fields can persist for very long times, being effectively “frozen” into the plasma.

Essentially the only way of changing the magnetic field configuration is by “deforming the circuit”, i. e., by macroscopic displacements of the plasma, which can be thought of as carrying the magnetic flux lines along. In particular, when a star changes its radius, it could be expected to preserve its enclosed magnetic flux, changing the magnetic field strength in inverse proportion to its cross-sectional area, $`BR^2`$.

### 3.2 Kinship

Most, if not all, neutron stars descend from main sequence stars with masses $`M_{MS}>8M_{}`$, i.e., O and early B stars, while lower-mass main sequence stars give rise to white dwarfs. A fraction of early-type stars (Ap/Bp stars) have strong, highly organized magnetic fields (see, e. g., the contributions of G. Mathys, J.D. Landstreet, S. Bagnulo, and N. Piskunov in Mathys et al. 2001). The same is true for a fraction of the white dwarfs, which tend to be more massive than their non-magnetic counterparts (Liebert et al. 2003), and therefore plausibly more closely related to neutron stars.

It has long been known that the magnetic fluxes of magnetic white dwarfs and neutron stars are similar (e.g., Ruderman 1972), suggesting a common origin, possibly through flux conservation during the evolution from some progenitor phase. Although much more strongly magnetic objects have been discovered in recent years, the most strongly magnetic main sequence stars (Ap/Bp stars with $`R`$ few $`R_{}`$ and $`B3\times 10^4`$ G; e.g. Landstreet 1992), white dwarfs ($`R10^2R_{}`$, $`B10^9`$ G; e.g., Wickramasinghe & Ferrario 2000), and neutron stars (magnetars with $`R10^5R_{}`$ and $`B10^{15}`$ G; see §2.2) still turn out to have remarkably similar magnetic fluxes, $`\mathrm{\Phi }=\pi R^2B10^{5.5}R_{}^2`$ G, despite vast differences in size, density, and magnetic field strength. Lower limits on magnetic fluxes can unfortunately not be compared, as the magnetic fields of most non-degenerate stars and white dwarfs are too weak to be detected. Of course, we may also not yet know the most magnetic stars, if they are scarce or manifest themselves phenomenologically in a way we have not yet identified.

### 3.3 “Magnetic strip-tease” hypothesis

Another interesting point is as follows.

Early-type main sequence stars have convective cores and radiative envelopes. The mass of the convective core, $`M_{conv}`$, is a strongly increasing function of the total mass of the star, $`M_{MS}`$ (e.g., Kippenhahn & Weigert 1994). The mass of the eventual compact remnant, $`M_{rem}`$, is a much more weakly increasing function of $`M_{MS}`$ (e.g., Weidemann 2000). As Thompson & Duncan (1993) already realized, the two curves cross at $`M_{MS}34M_{}`$ ($``$ A0 stars), where $`M_{conv}=M_{rem}0.7M_{}`$, a plausible dividing line between magnetic (massive) and non-magnetic (low-mass) white dwarfs (cf. Liebert et al. 2003).

A possible interpretation is that, during the main sequence phase, the field is generated by a dynamo process in the convective core of most early-type stars. (A coherent, equipartition-strength field filling the convective core of a $`4M_{}`$ main sequence star produces approximately the maximum flux estimated above.) If it remains confined to the same region during the later stages of evolution, then low-mass white dwarfs have a magnetized region buried in their interior and covered by an unmagnetized envelope (formerly part of the radiative envelope on the main sequence), whereas massive white dwarfs and neutron stars form exclusively from magnetized material, and therefore have a strong surface field.

Thompson & Duncan (1993) also pointed out that the high metallicity-dependence of the size of the convective core of main sequence stars may account for the fact that the mass of a white dwarf does not uniquely determine whether it is detectably magnetic or not. Of course, some questions would still remain open:

\- Why do (only) a small fraction of upper main sequence stars have detectable surface fields?

\- Might dynamo-generated fields be transported outward through the stellar envelope, at any time during its evolution from the beginning of the main sequence to the white dwarf stage?

## 4 Magnetic field evolution

### 4.1 Observational evidence

Several arguments point toward the possibility of an evolving magnetic field in neutron stars:

1) Generally speaking, young neutron stars appear to have strong magnetic fields $`10^{1115}`$ G (“classical” radio pulsars, “magnetars”, X-ray pulsars), whereas old neutron stars have weak fields $`<10^9`$ G (ms pulsars, low-mass X-ray binaries). If these two groups have an evolutionary connection, their dipole moment must decay. Millisecond pulsars are believed to have been spun up to their fast rotation by accretion from a binary companion, a remnant of which is in most cases still present (e.g., Phinney & Kulkarni 1994). The reduction in the magnetic dipole moment may be a direct or indirect consequence of the accretion process, or just an effect of age.

2) Studies of the pulsar distribution on the $`P\dot{P}`$ diagram (analogous to “normal” stellar population synthesis studies on the HR diagram) have led to the claim that the magnetic torque decays on a time scale comparable to the life span of “classical” pulsars (Gunn & Ostriker 1970). This claim was strengthened by the simultaneous consideration of pulsar space velocities and their spatial distribution perpendicular to the plane of the Galaxy (e.g., Narayan & Ostriker 1990), but was later put in doubt by other authors (e.g., Bhattacharya et al. 1992), whose more careful analysis leads to opposite results.

3) If magnetar emission is powered by magnetic energy (Thompson & Duncan 1996), then the rms magnetic field $`\stackrel{}{B}^2^{1/2}`$ must decay.

4) A possible explanation for the “anomalous” braking indices $`n<3`$ in young neutron stars is that their magnetic dipole moment increases with time.

In the remainder of this section, I discuss the physical mechanisms that may lead to such an evolution of the magnetic field.

### 4.2 Physics of spontaneous field evolution

The composition of neutron star matter is still highly uncertain (e.g., Lattimer & Prakash 2000), but it seems almost inevitable that it will contain both neutral particles (plausibly neutrons) and charged particles (protons, electrons, and possibly others). All particles are highly degenerate. The relativistic energies of the electrons reduce their cross-section for colliding against protons, and most of the phase space for final states is blocked by the Pauli principle, leading to a high conductivity and consequently to an Ohmic decay time (as in eq. 2) longer than the age of the Universe (Baym, Pethick, & Pines 1969b). Therefore, little diffusion of the magnetic field can occur.

Can the magnetic field move with the fluid matter inside the neutron star, driven by magnetic stresses or buoyancy forces? Not in an obvious way. The matter in an equilibrium neutron star is fully catalyzed, i.e., weak interactions have had time to bring each fluid element into chemical equilibrium, minimizing its free energy by distributing baryon number optimally among different “flavors” of particles. This optimal distribution is density-dependent, giving rise to a mechanically stable composition gradient (Pethick 1992; Reisenegger & Goldreich 1992), regardless of the uncertainties in the composition (Reisenegger 2001b). Even in the simplest and most favorable scenario, in which the matter is mostly neutrons, with a small ($`1\%`$) “impurity” of protons and electrons, magnetic stresses of order the “impurity” contribution to the fluid stresses are required to overcome the stabilizing forces, demanding a magnetic field $`>10^{17}`$ G. At lower field strengths, the magnetic stresses can only build up a small chemical imbalance, and evolve on a timescale determined by the weak interactions that reduce this imbalance.

This leads to the question of whether the magnetic field could move only with the charged particles, leaving the neutral particles behind. This question was addressed in a simple model (Goldreich & Reisenegger 1992) in which protons and electrons move under the effect of electromagnetic forces through a static and uniform neutral background, scattering against each other and against this background. It leads to the following evolution law for the magnetic field,

$$\frac{\stackrel{}{B}}{t}=\times \left(\stackrel{}{v}\times \stackrel{}{B}\right)+\gamma \times \left(\frac{\stackrel{}{j}}{n_ee}\times \stackrel{}{B}\right)\times \left(\frac{c}{\sigma }\stackrel{}{j}\right),$$
(3)
where $`\stackrel{}{v}`$ is a weighted average velocity of all charged particles, $`\stackrel{}{j}=c\times \stackrel{}{B}/(4\pi )`$ is the electric current (due to relative motions of the charged particles), $`n_e`$ is the density of protons and electrons, $`e`$ is the proton charge, $`c`$ is the speed of light, $`\sigma `$ is an isotropic conductivity, limited by inter-particle collisions, and $`\gamma `$ is a dimensionless factor ($`|\gamma |<1`$) whose magnitude and sign depends on the relative coupling of protons and electrons to the neutral background. Each term on the right-hand side has a familiar (astro-)physical interpretation, in turn:

1) Advection of the magnetic flux by a flow of charged particles, i.e., ambipolar diffusion, familiar from star formation (e.g., Shu et al. 1987): The bulk flow arises from magnetic stresses or buoyancy forces acting on the charged particles, and is impeded by inter-particle collisions. It can be decomposed into two modes, one curl-free and one divergence-free, the first of which will be choked by the chemical potential gradients it builds up in the charged particles, and can only be effective if weak interactions can reduce these gradients. Since the driving forces are $`B^2,`$ this term is $`B^3,`$ becoming much more effective at high field strengths.

2) Advection of the magnetic flux by the electric current, or Hall effect: This is a “passive” or “kinematic” effect, not “driven” by any forces and which by itself does not change the magnetic energy. However, it is nonlinear ($`B^2`$) and could possibly lead to small-scale structures in the magnetic field (Goldreich & Reisenegger 1992), particularly in the solid crust, where ambipolar diffusion cannot occur (see Shalybkov & Urpin 1997; Rheinhardt & Geppert 2002; Hollerbach & Rüdiger 2002 for samples of recent work).

3) The familiar resistive or Ohmic diffusion: Linear in $`B`$; it is quite ineffective for a large-scale field, but may play a role in dissipating small-scale structures created by the other (nonlinear) processes.

For the flows disturbing chemical equilibrium (bulk flow and curl-free ambipolar diffusion), the timescale is set by weak interactions, which also produce the early cooling of neutron stars (through neutrino emission), and which are strongly temperature dependent. Therefore, if $`B<10^{17}`$ G, the only way in which these processes can be effective before the star cools down is to keep it hot by some other mechanism, such as dissipation of magnetic energy (e.g., Thompson & Duncan 1996). However, even this is not guaranteed to work, since most of the dissipated energy will be emitted in the form of neutrinos. If the field is strong enough to create a substantial chemical imbalance ($`B>10^{16}`$ G), the enhanced neutrino emission may even lead to faster cooling (Reisenegger 1995).

None of these mechanisms appear to be interesting at field strengths and time scales relevant to classical or millisecond radio pulsars, unless the magnetic field is confined to a thin layer in the outer crust of the star, where the conductivity is reduced and a combination of Hall drift and Ohmic dissipation may become effective. In magnetars, the high field strength makes both the Hall drift and the ambipolar diffusion quite fast, and their interaction may lead to interesting dynamics, particularly if the rms interior field is somewhat higher than the inferred dipole field, as required from energetic arguments. The Hall reorganization of the field in the crust may also lead to “Hall fracturing” and therefore to dissipation (Thompson & Duncan 1996), without need of invoking the “Hall cascade” to small scales.

This discussion did not consider the formation of superfluid and superconducting states, which probably occurs early in the evolution of a neutron star (Baym, Pethick, & Pines 1969a), concentrating vorticity and magnetic flux into quantized ropes. At moderate to low temperatures, the neutron star fluid will be much more complicated than in the description given above (Mendell 1998). The effect of these complications on magnetic field evolution are not yet well-understood, though much has been speculated. I will refrain from further discussion of these issues.

### 4.3 Induced field evolution

External agents may also change the magnetic field of a neutron star:

1) The strong thermal gradient in a cooling protoneutron star can overcome the stratifying effect of the chemical gradient, leading to convection. At the same time, the star has not had time to transport angular momentum and will be differentially rotating. This combination naturally acts as a dynamo, which is an alternative to the “fossil flux” idea (discussed above) to give rise to the magnetic field in neutron stars (Thompson & Duncan 1993). It has the merit of having led to the prediction of the existence of “magnetars” with field strengths $`B10^{15}`$ G.

2) The thermal gradient persists for a much longer time in the outer crust of the star, where it may act as a battery, again giving rise to a substantial field (Urpin & Yakovlev 1980; Blandford, Applegate, & Hernquist 1983; Wiebicke & Geppert 1996 and references therein). This may in principle explain an increasing field in a young pulsar, as suggested by the braking index measurements.

3) Accretion from a binary companion is a popular way of decreasing the magnetic dipole moment, although there is no agreement on the physics involved. Perhaps the most interesting candidate process is the burial (“diamagnetic screening”) of the magnetic flux by the accreted, highly conducting plasma (Bisnovatyi-Kogan & Komberg 1975; Romani 1993; Cumming et al. 2001). No full models of this process have been produced so far, and three-dimensional simulations will eventually be needed to make sure that all possible instabilities have been taken into account. If effective, this process still begs the question of why after its completion a minute, but fairly constant fraction of the initial dipole moment is left or regenerated to be detectable in ms pulsars. (The observed ms pulsars do not appear to be the “tip of the iceberg” of a distribution extending down to much lower fields, since the death rate of their LMXB progenitors already can barely account for the detectable ms pulsars; e.g., Phinney & Kulkarni 1994; White & Ghosh 1998.)

## 5 Conclusions

Research on magnetic fields in neutron stars is undoubtedly in one of its most interesting moments. Little is known about the strength, structure, origin, and evolution of the field, but there seems to be little doubt that it plays a fundamental role in determining the increasingly rich phenomenology of these objects. The coming years will most probably improve our understanding of the “magnetars” and “thermal emitters”, hopefully contributing to a coherent picture of how these new subclasses fit together with the more traditional radio pulsar and X-ray binary groups and with other kinds of stars. Along the way, we may expect surprises in many different wavelength bands and much exciting physics.

## Acknowledgments

Peter Goldreich, Shri Kulkarni, and Marten van Kerkwijk are thanked for extensive conversations and many insights, and Chris Thompson for several comments and references that improved the manuscript. The writing of this article was supported by FONDECYT grant no. 1020840.


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# 1 Introduction

## 1 Introduction

The manifold of pure quantum states is well known and well described, but the generalized quantum states, the set of density matrices (hermitian positive matrices of unit trace) remain not very well understood.

In this paper we set out to find the manifold of density matrices. We show that the manifold of density matrices can be derived from the $`CP^{N^21}`$ by the action of $`SU(N)`$.

## 2 Manifold of density matrices

The technique of purification  allows us to describe $`N\times N`$ density matrices in terms of $`N^2`$ dimensional pure states. Any $`N\times N`$ density matrix has a canonical decomposition:

$$\rho =\underset{i}{\overset{N}{}}\rho _i|i^Ai^A|$$
(1)
where $`\rho _i`$ and $`|i^A`$ are the eigenvalues and eigenvectors, respectively.

Using the purification procedure, we can always find a pure state in a $`N^2`$ dimensional Hilbert space, given by its Schmidt decomposition:

$$|\psi =\underset{i}{\overset{N}{}}\sqrt{\rho _i}|i^A|i^B$$
(2)
where the partial trace over the ancillary system yields the original density matrix:

$$Tr_B[|\psi \psi |]=\underset{i}{\overset{N}{}}\rho _i|i^Ai^A|=\rho $$
(3)
Note that we have labelled the states in the original space of the density matrix with the superscript $`A`$ and the ancillary system with the superscript $`B`$. Also note that $`|i^B`$ forms an orthornormal basis.

We can consider this as a many-to-one mapping from the set of pure states in $`N^2`$ dimensions to density matrices in $`N`$ dimensions. The following lemma allows us to determine just how many pure states would correspond to the same density matrix.

Lemma 1: Given 2 pure states in a $`N^2`$ dimensional Hilbert space $`|\varphi `$ and $`|\psi `$, with the same partial trace:

$$Tr_B[|\varphi \varphi |]=Tr_B[|\psi \psi |]$$
(4)
then there exists a unitary transformation $`vSU(N)`$ such that $`I^Av^B|\psi =|\varphi `$.

To prove Lemma 1, let us write the 2 states in their Schmidt decomposition:

$$|\psi =\underset{k}{\overset{\mu }{}}q_k|q_k^A|q_k^B$$
(5)
$$|\varphi =\underset{k}{\overset{\nu }{}}p_k|p_k^A|p_k^B$$
(6)
Their partial traces are equal:

$$\underset{k}{\overset{\mu }{}}q_k^2|q_k^Aq_k^A|=\underset{k}{\overset{\nu }{}}p_k^2|p_k^Ap_k^A|$$
(7)
iff $`\mu =\nu `$, $`q_k^2=p_k^2`$ and if no values $`q_k^2`$ are degenerate then $`|q_k^A=|p_k^A`$ upto a phase.

In the non-degenerate case, the only freedom is in specifying the basis $`\{|q_k^B\}`$ and $`\{|p_k^B\}`$, which is given by a unitary transformation in the $`B`$ system.

If a degeneracy exists between $`q_z^2`$ for particular values of $`z`$, then the states $`|q_z^A`$ and $`|p_z^A`$ can differ by an unitary transform. We will show that this unitary transformation can be equivalently performed in the $`B`$ subspace. Consider the subspace of $`|\psi `$ for which the Schmidt coefficients are degenerate:

$$\underset{z}{}C|q_z^A|q_z^B$$
(8)
A unitary transformation $`R`$ within the space spanned by $`|q_z^A`$ gives:

$$\underset{z}{}CR|q_z^A|q_z^B=\underset{z}{}C\underset{z^{}}{}R_{zz^{}}|q_z^{}^A|q_z^B=\underset{z}{}C\underset{z^{}}{}|q_z^AR_{z^{}z}|q_z^{}^B=\underset{z}{}C|q_z^AR^T|q_z^B$$
(9)
Therefore we see that $`RI|\psi =IR^T|\psi `$.

And finally to complete the proof, any complex phase on the Schmidt coefficients can also be introduced by a unitary transformation on the $`B`$ subspace.

With lemma 1, we see that $`SU(N)`$ orbits within the manifold of $`N^2`$ dimensional pure states $`CP^{N^21}`$ correspond to unique $`N\times N`$ density matrices. This is a bijection between the set of $`N\times N`$ density matrices and these orbits on the manifold $`CP^{N^21}/SU(N)`$.

## 3 Geometry of the manifold of density matrices

Let us consider the action of $`SU(N)`$ on the manifold $`CP^{N^21}`$ using the following:

$$I^AU^B\underset{k}{\overset{\mu }{}}q_k|q_k^A|q_k^B$$
(10)
where $`U^BSU(N)`$ acts on a state in $`CP^{N^21}`$ written in its Schmidt decomposition.

This action is not free, therefore we need to classify the stabilizers of the states. For a state with Schmidt number $`\mu `$, the orthornormal states $`|q_k^B`$ would span a $`\mu `$ dimensional subspace, so the stabilizer of this state is the subgroup $`U(N\mu )`$. This gives rise to different dimensional strata, identified by the Schmidt number (or equivalently the density matrix rank) $`\mu `$.

The dimension of $`CP^{N^21}`$ is $`2N^22`$ and the dimension of $`SU(N)`$ is $`N^21`$. This gives us the expected dimension of $`N^21`$ for the density matrices. For states with maximal Schmidt number $`\mu =N`$, the stabilizer is the trivial group $`1`$, the dimension of the stratum is $`N^21`$. As the Schmidt number decreases, the stabilizer group increases, and the dimension of the stratum decreases. For rank $`\mu `$ matrices, the stratum is $`\mu (2N\mu )1`$ dimensional. The lowest dimensional stratum is $`2N2`$, which is the set of pure states, and which is also the manifold $`CP^{N1}`$.

Each stratum is also a convex covering for the higher dimensional stratum, as it is clear that a rank $`\mu `$ density matrix can always be decomposed in terms of rank $`\mu 1`$ density matrices. The lowest stratum, of the set of pure states, is the overall convex covering for all density matrices.

We now see the set of density matrices as a layering/strata of surfaces of dimensions given by $`\mu (2N\mu )1`$, with $`1\mu N`$, with the lowest dimensional stratum, a $`2N2`$ dimensional surface forming the set of pure states.

## 4 Geometry of N=2 density matrices

As a simple example, let us consider the case where $`N=2`$, the manifold of density matrices is given by $`CP^3/SU(2)`$. There are only 2 possible density matrix ranks, giving rise to only 2 strata. The stratum of pure states forms the convex hull and is 2 dimensional. The stratum of rank 2 matrices, the mixed states, is 3 dimensional.

The manifold is symmetric under $`SU(2)`$, which coincides with $`SO(3)\times Z_2`$. Given the symmetry and structure, the only possible shape is a sphere. This agrees with the well known Bloch sphere representation for qubit density matrices.

## 5 Conclusions and comments

In this paper, we have obtained an interesting relationship between the manifold of density matrices and the well known manifolds of pure states $`CP^N`$. This allows us to discuss a mathematical manifold for density matrices which has not been available to us before. With this, we hope to develop a greater understanding of quantum density matrices and their operators (dynamical maps).

## 6 Acknowledgments

We would especially like to thank Dr. Tamas Hausel for his help on actions on manifolds. We would also like to thank Anil Shaji and Dr. Todd Tilma for fruitful discussions on this subject.


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# Chapter 1 First-order Fermi Particle Acceleration at Relativistic Shock Waves with a ’Realistic’ Magnetic Field Turbulence Model

## Chapter 1 First-order Fermi Particle Acceleration at Relativistic Shock Waves with a ’Realistic’ Magnetic Field Turbulence Model

### Abstract

First-order Fermi acceleration process at a relativistic shock wave is investigated by means of Monte Carlo simulations involving numerical integration of particle equations of motion in a turbulent magnetic field near the shock. In comparison to earlier studies a few ’realistic’ features of the magnetic field structure are included. The upstream field consists of a mean field component inclined at some angle to the shock normal and finite-amplitude perturbations imposed upon it. The perturbations are assumed to be static in the local plasma rest frame. We apply an analytic model for the turbulence with a flat or a Kolmogorov spectrum within a finite (wide) wave vector range. The magnetic field is continuous across the shock — the downstream field structure is derived from the upstream one from the hydrodynamical shock jump conditions. We present and discuss the obtained particle spectra and angular distributions at mildly relativistic sub- and superluminal shocks. We show that particle spectra diverge from a simple power-law, an exact shape of the spectrum depends on both an amplitude of the magnetic field perturbations and the considered wave power spectrum.

### 1. Introduction

At a relativistic shock wave the bulk velocity of the flow is comparable to particle velocity. This leads to anisotropy of particle angular distribution which can substantially influence the process of particle acceleration. In contrast to the nonrelativistic case, the particle power-law spectral indices depend on the conditions at the shock, including the spectrum and amplitude of magnetic field perturbations and the mean field inclination to the shock normal \[1-3, 5-10\].

In the case of weakly perturbed magnetic field the acceleration process can be investigated via analytical methods \[5-7\]. However, if finite-amplitude MHD waves are present in the medium these approaches are no longer valid and numerical methods have to be used. The particle acceleration studies so far applied very simple models for numerical modeling of the perturbed magnetic field structure \[1-3, 9, 10\]. The purpose of the present work is to simulate the first-order Fermi acceleration process at mildly relativistic shock waves propagating in more realistic perturbed magnetic fields, taking into account a wide wave vector range turbulence with the power-law spectrum and continuity of the magnetic field across the shock, involving the respective matching conditions at the shock.

Below the upstream (downstream) quantities are labeled with the index ‘1’ (‘2’).

### 2. Simulations

In the simulations trajectories of ultrarelativistic test particles are derived by integrating their equations of motion in the perturbed magnetic field \[for details see: Niemiec, Ostrowski, in preparation\]. We consider a relativistic planar shock wave propagating in rarefied electron-proton plasma. Upstream of the shock the field consists of the uniform component, $`B_{0,1}`$, inclined at some angle $`\psi _1`$ to the shock normal and finite-amplitude perturbations imposed upon it. The perturbations are modeled as a superposition of 294 sinusoidal static waves of finite amplitudes \[cf. 10\] which have either a flat $`(F(k)k^1)`$ or a Kolmogorov $`(F(k)k^{5/3})`$ wave power spectrum in the (wide) wave vector range $`(k_{min},k_{max})`$ and $`k_{max}/k_{min}=10^5`$. The shock moves with the velocity $`u_1`$ with respect to the upstream plasma. The downstream flow velocity $`u_2`$ and the magnetic field structure are obtained from the hydrodynamic shock jump conditions, so that the field is continuous across the shock. Derivation of the shock compression ratio defined in the shock rest frame as $`R=u_1/u_2`$, is based on the approximate formulae derived in Ref. . We consider the acceleration process in the particle energy range where radiative (or other) losses can be neglected.

### 3. Results

In Fig. 1 we present particle spectra for the oblique subluminal ($`u_{B,1}u_1/\mathrm{cos}\psi _1<c`$) shock wave with $`u_1=0.5c`$ and $`\psi _1=45^o`$. The shock velocity along the mean magnetic field is then $`u_{B,1}=0.71c`$ and the shock compression ratio is $`R=5.11`$. The particle spectra are measured at the shock for three different magnetic field perturbation amplitudes and the flat (Fig. 1a) and the Kolmogorov (Fig. 1b) wave power spectra. The following features are visible in the spectra:
— the particle spectra diverge from a power-law in the full energy range;
— before the spectrum cut-off a harder spectral component can appear;
— the exact shape of the spectrum depends on both the amplitude of the mag- netic field perturbations and the wave power spectrum.
One may note that a power-law part of the particle spectrum steepens with increasing amplitude of the field perturbations, more for the Kolmogorov perturbations. The obtained spectral indices are consistent with previous numerical calculations  and the analytic results obtained in the limit of small perturbations .

The non power-law character of the obtained particle spectra results from the limited dynamic range of magnetic field perturbations. In the energy range where the approximately power-law spectrum forms particles can be effectively scattered by the magnetic field inhomogeneities. The character of the spectrum changes at highest particle energies where $`k_{res}k_{min}`$ and particles are only weakly scattered. Then the anisotropically distributed upstream particles can effectively reflect from the region of compressed magnetic field downstream of the shock leading to the spectrum flattening \[cf. 9\]. The cut-off in the spectrum is formed mainly due to very weakly scattered particles escaping from the shock to the introduced upstream free escape boundary.

The spectra obtained for superluminal shocks with $`u_{B,1}2`$ are presented in Fig. 3. For the low amplitude turbulence ($`\delta B/B=0.3`$) we approximately reproduce results of Ref. , with a ‘super-adiabatic’ compression of injected particles, but hardly any power-law spectral tail. At larger turbulence amplitudes power-law sections in the spectra are produced again, but the steepening and the cut-off occur at lower energies in comparison to the subluminal shocks (Fig. 1).

### 4. Summary

The present work is intended to study the first-order Fermi acceleration process acting at relativistic shocks. In comparison to the previous work we include a few ‘realistic’ features of the considered turbulence. We show that the spectrum can deviate from the usually considered power-law form and we demonstrate variation of the particle spectral index for its power-law section with the spectrum and amplitude of turbulence and the mean field inclination.

The work was supported by the Polish State Committee for Scientific Research in 2002-2004 as a research project 2 P03D 008 23 (JN) and in 2002-2005 as a solicitated research project PBZ-KBN-054/P03/2001 (M0).

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