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# Violation of Locality Without Inequalities for Multiparticle Perfect Correlations

## Abstract

We prove that for a three-qubit system in the Greenberger-Horne-Zeilinger (GHZ) state, locality per se is in conflict with the perfect GHZ correlations. The proof does not in any way use the realism assumption and can lead to a refutation of locality. We also provide inequalities that are imposed by locality. The experimental confirmation of the present reasoning may imply a genuine quantum nonlocality and will deepen our understanding of nonlocality of nature.

Bell’s discovery of his celebrated inequalities (or more generally, Bell’s theorem) Bell ; CHSH ; Bell-book , which are derived from Einstein, Podolsky, and Rosen’s notion of local realism EPR , is recognized as “one of the profound scientific discoveries of the century” Aspect . Bell’s inequalities have already been generalized to the multiparticle cases Mermin65 ; Bell-n . Bell’s theorem with inequalities demonstrates the conflict between local realism and quantum mechanics (QM) for certain statistical predictions of quantum theory. Bell’s theorem without inequalities has also been demonstrated for multiparticle Greenberger-Horne-Zeilinger (GHZ) states GHZ-89 ; GHZ-90 ; Mermin  and for nonmaximally entangled biparticle states Hardy . Recently, a GHZ-type theorem was proved for the case of two pairs of maximally entangled qubits Cabello  and for the case of two doubly-entangled photons Chen-GHZ . Strikingly, for Bell’s theorem without inequalities the contradiction between QM and local realism is of a non-statistical nature. This is known as the “all versus nothing” proof of Bell’s theorem.

Locality and realism are two indispensable assumptions Werner-rev ; assume  that are used in Bell’s theorem demonstrating the contradictions between QM and local realism. So far, many experiments Aspect ; loophole  completely confirmed the statistical predictions of QM against local realistic theories though some loopholes still remain to be closed loophole . Experimental tests of the GHZ theorem Pan-GHZ  and Hardy’s theorem Hardy-exp  have also been performed, confirming again the correctness of QM. These experiments to test Bell’s theorem rule out local realism and necessarily imply that at least one of the two assumptions (realism or locality) should be incompatible with QM Werner-rev ; assume .

However, since both realism and locality are necessary ingredients in Bell’s theorem, all experiments designed to test Bell’s theorem (with and without inequalities) rule out neither locality nor realism separately. Logically, a new falsifiable formulation beyond Bell’s theorem is thus desirable to test QM versus realism and versus locality separately. Very recently, this kind of formulation has been suggested such that the separate role of the locality or realism assumption can be tested for statistical predictions of QM Chen . In particular, we derived for the Bell experiments two testable inequalities by considering realism or locality separately. This result can lead to experimental tests of locality of nature beyond Bell’s theorem. In Ref. Chen , however, only statistical predictions of QM were considered. In QM, there are also non-statistical (i.e., definite) predictions, or perfect correlations, such as those considered in Bell’s theorem without inequalities GHZ-89 ; GHZ-90 ; Mermin ; Hardy ; Cabello ; Chen-GHZ . It is thus important to see if one can test locality of nature for these definite predictions of QM.

In this Letter we prove that for a three-qubit system in the GHZ state locality is indeed in conflict with the perfect correlations predicted by QM. To this end, one needs to adopt a locality condition without resorting to any specific theory (quantum or realistic). Then it is shown that the definite predictions as used in the usual GHZ reasoning GHZ-89 ; GHZ-90 ; Mermin  are incompatible with the locality condition. The proof thus does not in any way use the realism assumption or other counterfactual reasonings Stapp-GHZ .

To warm up and for comparison, let us first recall the standard reasoning of the GHZ theorem GHZ-89 ; GHZ-90 ; Mermin ; Pan-GHZ . Consider the three qubits, each of which is spacelike separated from the remaining qubits, in the GHZ state

$$|\mathrm{\Delta }=\frac{1}{\sqrt{2}}\left(|_1|_2|_3+|_1|_2|_3\right),$$
(1)
where $`||+1`$ and $`||1`$ are two orthonormal states (e.g., the spin-up and spin-down states) of a qubit. Following the GHZ argument GHZ-89 ; GHZ-90 ; Mermin ; Pan-GHZ , it is directly verifiable that the GHZ state (1) satisfies the eigenvalue equations as

$`\sigma _{1x}\sigma _{2x}\sigma _{3x}|\mathrm{\Delta }`$ $`=|\mathrm{\Delta },\sigma _{1x}\sigma _{2y}\sigma _{3y}|\mathrm{\Delta }=|\mathrm{\Delta },`$
$`\sigma _{1y}\sigma _{2x}\sigma _{3y}|\mathrm{\Delta }`$ $`=|\mathrm{\Delta },\sigma _{1y}\sigma _{2y}\sigma _{3x}|\mathrm{\Delta }=|\mathrm{\Delta }.`$ (2)
Due to the perfect GHZ correlations, one can determine the value of any observable ($`\sigma _{1x}`$, $`\sigma _{1y}`$, $`\sigma _{2x}`$,$`\mathrm{}`$) for a qubit by performing appropriate measurements on the other two qubits. This allows one to establish a local realistic interpretation of the quantum-mechanical results (2), i.e., one assumes that the individual value of any operator ($`\sigma _{1x}`$, $`\sigma _{1y}`$, $`\sigma _{2x}`$,$`\mathrm{}`$) is predetermined, e.g., by local hidden variables, regardless of any set of measurements on the three qubits. However, the GHZ theorem states that such a local realistic interpretation is always incompatible with the non-statistical quantum predictions (2).

In the GHZ reasoning, the realism and locality assumptions are explicitly used to establish the confliction with QM. By realism one means that for any physical quantity, there is a definite value predetermined possibly by certain classical hidden variables. Meanwhile, locality requires that for any physical theory (quantum or classical), the experimental results obtained from a physical system at one location should be independent of any observations or actions made at any other spacelike separated locations. Local realism in the context of the GHZ experiment has been ruled out by recent experiments Pan-GHZ . We notice that Stapp Stapp-GHZ  made an alternative argument of the GHZ experiment. However, though the argument does not use realism explicitly, it resorts to some other counterfactual reasonings, which remain controversial Stapp-comment .

The Pauli operators $`\sigma _{1x}`$ and $`\sigma _{1y}`$ for qubit-$`1`$ can be represented by $`\sigma _{1x}=_{i_x=\pm 1}i_x|i_xi_x|`$ and $`\sigma _{1y}=_{i_y=\pm 1}i_y|i_yi_y|`$, where $`|i_x=\frac{1}{\sqrt{2}}\left(|_1+i_x|_1\right)`$ \[$`|i_y=\frac{1}{\sqrt{2}}\left(|_1+ii_y|_1\right)`$\] are the eigenstates of $`\sigma _{1x}`$ ($`\sigma _{1y}`$) with eigenvalues $`i_x=\pm 1`$ ($`i_y=\pm 1`$). The corresponding Pauli operators for the remaining qubits can be similarly represented, but with $`i_{x,y}`$ being replaced by $`j_{x,y}=\pm 1`$for qubit-$`2`$ and $`k_{x,y}=\pm 1`$for qubit-$`3`$. In terms of these eigenstates, the GHZ state (1) also reads

$$|\mathrm{\Delta }=\underset{i_x,j_x,k_x=\pm 1}{}\mathrm{\Psi }_{i_x,j_x,k_x}|i_x,j_x,k_x,$$
(3)
where $`\mathrm{\Psi }_{i_x,j_x,k_x}`$ are the probability amplitudes in the eigenstate base. The first eigen-equation in (2) can then be rewritten as

$$\underset{i_x,j_x,k_x=\pm 1}{}i_xj_xk_x\mathrm{\Psi }_{i_x,j_x,k_x}|i_x,j_x,k_x=|\mathrm{\Delta },$$
(4)
which, together with Eq. (3), gives immediately

$$\underset{i_x,j_x,k_x=\pm 1}{}i_xj_xk_x\left|\mathrm{\Psi }_{i_x,j_x,k_x}\right|^2=1.$$
(5)
Standard QM states that $`\left|\mathrm{\Psi }_{i_x,j_x,k_x}\right|^2`$ are the probabilities of measuring $`\sigma _{1x}`$ with the outcome $`i_x`$, $`\sigma _{2x}`$ with the outcome $`j_x`$, and $`\sigma _{3x}`$ with the outcome $`k_x`$. Similarly, one obtains

$`{\displaystyle \underset{i_x,j_y,k_y=\pm 1}{}}i_xj_yk_y\left|\mathrm{\Psi }_{i_x,j_y,k_y}\right|^2`$ $`=1,`$ (6)
$`{\displaystyle \underset{i_y,j_x,k_y=\pm 1}{}}i_yj_xk_y\left|\mathrm{\Psi }_{i_y,j_x,k_y}\right|^2`$ $`=1,`$ (7)
$`{\displaystyle \underset{i_y,j_y,k_x=\pm 1}{}}i_yj_yk_x\left|\mathrm{\Psi }_{i_y,j_y,k_x}\right|^2`$ $`=1,`$ (8)
where the probabilities $`\left|\mathrm{\Psi }_{i_x,j_y,k_y}\right|^2`$, $`\left|\mathrm{\Psi }_{i_y,j_x,k_y}\right|^2`$, and $`\left|\mathrm{\Psi }_{i_y,j_y,k_x}\right|^2`$ are to be understood similarly to $`\left|\mathrm{\Psi }_{i_x,j_x,k_x}\right|^2`$. Note that (5-8) are derived using only standard QM.

Since $`\left|i\right|=\left|j\right|=\left|k\right|=1`$ (Note that $`\sigma _x^2=\sigma _y^2=I`$), for nonzero $`\left|\mathrm{\Psi }_{i,j,k}\right|^2`$ ($`1`$) Eqs. (5-8) give immediately

$`i_xj_xk_x`$ $`=1,i_x^{}j_yk_y=1,`$
$`i_yj_x^{}k_y^{}`$ $`=1,i_y^{}j_y^{}k_x^{}=1,`$ (9)
which are actually the measured results of a single run of the GHZ experiment. However, the relations in (9) cannot lead to the usual GHZ conflict except that there is a logic link ensuring $`\gamma _x=\gamma _x^{}`$ and $`\gamma _y=\gamma _y^{}`$ (with $`\gamma =i,j,k`$). The realism assumption underlying the GHZ reasoning GHZ-89 ; GHZ-90 ; Mermin ; Pan-GHZ  or Stapp’s counterfactual reasoning Stapp-GHZ  can provide such a logic link that gives an all-versus-nothing conflict for only a single run of the GHZ experiment.

By contrast to the GHZ/Stapp reasoning, here we assume only locality. Then how the above three-qubit GHZ correlations can be interpreted by a localist? According to local causality, events occurring in the backward light core of a qubit may affect the events occurring on the qubit. Thus, only events in the overlap of the backward light cores of the three qubits may be “common causes” Bell-book  of the events occurring on the three qubits. The localist may then interpret the GHZ correlations being solely coming from the common causes that are certain physical events. Similarly to Ref. Chen , the locality condition in the present three-qubit case reads

$$\left|\mathrm{\Psi }_{i,j,k}\right|^2=\underset{\mu }{}p_\mu p_i^\mu p_j^\mu p_k^\mu ,$$
(10)
where $`p_{i,j,k}^\mu `$ are local probabilities (e.g., $`p_{i_x}^\mu `$ represents the probability of measuring $`\sigma _{1x}`$ with the outcome $`i_x`$) conditioned on a given common cause $`\mu `$; $`p_\mu `$ ($`0`$) are the probabilities for the given cause $`\mu `$ to occur, and $`_\mu p_\mu =1`$. The locality condition (10) for the GHZ state (1) has been imposed in such a way that the given common cause can affect all local probabilities; conditioned on the same common cause, observable probabilities for the qubits must be mutually independent.

Using the locality condition (10) and defining

$`\overline{i}_x^\mu `$ $`{\displaystyle \underset{i_x=\pm 1}{}}i_xp_{i_x}^\mu ,\overline{i}_y^\mu {\displaystyle \underset{i_y=\pm 1}{}}i_yp_{i_y}^\mu ,`$
$`\overline{j}_x^\mu `$ $`{\displaystyle \underset{j_x=\pm 1}{}}j_xp_{j_x}^\mu ,\overline{j}_y^\mu {\displaystyle \underset{j_y=\pm 1}{}}j_yp_{j_y}^\mu ,`$
$`\overline{k}_x^\mu `$ $`{\displaystyle \underset{k_x=\pm 1}{}}k_xp_{k_x}^\mu ,\overline{k}_y^\mu {\displaystyle \underset{k_y=\pm 1}{}}k_xp_{k_y}^\mu ,`$ (11)
Eqs. (5-8) then become

$`{\displaystyle \underset{\mu }{}}p_\mu \overline{i}_x^\mu \overline{j}_x^\mu \overline{k}_x^\mu `$ $`=+1,{\displaystyle \underset{\mu }{}}p_\mu \overline{i}_x^\mu \overline{j}_y^\mu \overline{k}_y^\mu =1,`$
$`{\displaystyle \underset{\mu }{}}p_\mu \overline{i}_y^\mu \overline{j}_x^\mu \overline{k}_y^\mu `$ $`=1,{\displaystyle \underset{\mu }{}}p_\mu \overline{i}_y^\mu \overline{j}_y^\mu \overline{k}_x^\mu =1,`$ (12)
which, for nonzero $`p_\mu `$ ($`1`$) and any given $`\mu `$, lead to

$`\overline{i}_x^\mu \overline{j}_x^\mu \overline{k}_x^\mu `$ $`=1,\overline{i}_x^\mu \overline{j}_y^\mu \overline{k}_y^\mu =1,`$
$`\overline{i}_y^\mu \overline{j}_x^\mu \overline{k}_y^\mu `$ $`=1,\overline{i}_y^\mu \overline{j}_y^\mu \overline{k}_x^\mu =1.`$ (13)
Obviously, $`\left|\overline{i}_{x,y}^\mu \right|=1`$, $`\left|j_{x,y}^\mu \right|=1`$, and $`\left|k_{x,y}^\mu \right|=1`$. Similarly to the GHZ argument, these relations are also not mutually consistent: The latter three relations in Eq. (13) give $`\overline{i}_x^\mu \overline{j}_x^\mu \overline{k}_x^\mu \left(\overline{i}_y^\mu \right)^2\left(\overline{j}_y^\mu \right)^2\left(\overline{k}_y^\mu \right)^2=\overline{i}_x^\mu \overline{j}_x^\mu \overline{k}_x^\mu =1`$, which conflicts with the first relation in Eq. (13), regardless of the explicit forms of the probabilities in (10) and the specific values of $`\overline{i}_y^\mu `$, $`\overline{j}_y^\mu `$, and $`\overline{k}_y^\mu `$. Thus, quantum-mechanical predictions (5-8) are incompatible with locality \[Eq. (10)\] for the GHZ states (1) and the incompatibility is manifested without inequalities. The present proof implies that the GHZ experiment performed by Pan et al. Pan-GHZ  actually ruled out locality, but not realism.

Some interesting new features emerge in the present proof. First, although the procedure for proving the conflict is somewhat similar to that used in the GHZ argument GHZ-89 ; GHZ-90 ; Mermin ; Pan-GHZ , here we do not in any way use the realism assumption: $`\overline{i}_{x,y}^\mu `$, $`\overline{j}_{x,y}^\mu `$ and $`\overline{k}_{x,y}^\mu `$ in Eqs. (11-13) should not be confused with the corresponding local realistic predictions occurring in the GHZ argument; they are predictions under the locality assumption. The perfect correlations among the three qubits and the logic link leading to the conflict, as shown in (13), are recovered at the level of average values. This is in sharp contrast to the GHZ argument and Eq. (9). Thus, the conflict proved here is not of an all-versus-nothing type due to the probabilistic nature of the locality condition (10).

By assuming QM, the conflict will be even stronger than that shown in (13). To see this, recall that in QM, the quantities defined in (11) are quantum mechanical predictions of the three local parties and as such, they are constrained by the following Heisenberg-Robertson relations $`\overline{\gamma }_x^{\mu 2}+\overline{\gamma }_y^{\mu 2}1`$ and thus, $`\left|\overline{\gamma }_x^\mu \right|`$, $`\left|\overline{\gamma }_y^\mu \right|1`$, which imply that either $`\left|\overline{\gamma }_x^\mu \right|`$, $`\left|\overline{\gamma }_y^\mu \right|<1`$ or one of $`\left|\overline{\gamma }_x^\mu \right|`$ and $`\left|\overline{\gamma }_y^\mu \right|`$ is $`1`$ (and another will necessarily be zero). For the former case, each of the four relations in (13) cannot be valid, while for the latter case, at most one relation in (13) is valid. This stronger conflict between locality and the GHZ correlations is in sharp contrast to that shown in (13) (as well as in the GHZ GHZ-89 ; GHZ-90 ; Mermin ; Pan-GHZ  or Stapp’s reasoning Stapp-GHZ ), where a combination of three relations conflicts the remaining one. Since here we have used the quantum probabilities for envents in each location, this nonlocality is of a quantum nature, i.e., quantum nonlocality.

There are also biparticle perfect correlations as used in the usual EPR argument. Following the above discussion, one cannot obtain a similar conflict for the perfect EPR correlations if only locality is assumed. When quantum results (i.e., the Heisenberg-Robertson relations) are used as above, a conflict does occurs. We anticipate this to be the essence of the EPR reasoning.

In the above gedanken GHZ experiment, one assumes perfect correlations and ideal measurement devices. In a real experiment, these ideal requirements are practically impossible. To face this difficulty, a “local inequality” for the GHZ state is desirable to take into account the imperfections of real experiments. For this purpose, one can introduce the “GHZ-Mermin operators” Mermin65

$`M`$ $`=\left(\sigma _{1x}\sigma _{2y}+\sigma _{1y}\sigma _{2x}\right)\sigma _{3y}+\left(\sigma _{1y}\sigma _{2y}\sigma _{1x}\sigma _{2x}\right)\sigma _{3x},`$
$`M^{}`$ $`=\left(\sigma _{1x}\sigma _{2y}+\sigma _{1y}\sigma _{2x}\right)\sigma _{3x}\left(\sigma _{1y}\sigma _{2y}\sigma _{1x}\sigma _{2x}\right)\sigma _{3y}.`$
(14)
Using the locality condition (10), one can prove the locality inequality

$$\mathrm{max}\{\left|M_{LT}\right|,\left|M^{}_{LT}\right|\}2,$$
(15)
which is imposed on any local theory. As a comparison, recall that local realistic theories satisfy Mermin65 ; Bell-n  the same inequality as (15), i.e., $`\mathrm{max}\{\left|M_{LRT}\right|,\left|M^{}_{LRT}\right|\}2`$. Meanwhile, realistic theories (without the locality assumption) predict

$$\mathrm{max}\{\left|M_{RT}\right|,\left|M^{}_{RT}\right|\}4.$$
(16)
Similarly to Ref. Chen , the inequality (16) can be proved by noticing that the absolute values of each of the eight observable quantities in Eq. (14) are equal to or less than $`1`$ in a realistic theory.

However, if the local probabilities in the locality condition (10) are given by QM, then a quantum locality inequality, stronger than the locality inequality (15), can be proved for three-qubit states $`\rho `$:

$$M_{\rho ,L}^2+M^{}_{\rho ,L}^21,$$
(17)
where $`M_\rho =\mathrm{Tr}(\rho M)`$. For the three qubits in the GHZ state (1) one obtains, from Eqs. (2), $`M|\mathrm{\Delta }=4|\mathrm{\Delta }`$, resulting in $`M_\rho ^2+M^{}_\rho ^2=16`$, which conflicts the inequality (17). Violation of the quantum locality inequality (17) implies genuine quantum nonlocality. Without assuming locality, QM predicts an inequality Uffink ; Yu

$$M_{\rho ,QM}^2+M^{}_{\rho ,QM}^216$$
(18)
for all three-qubit states.

As we proved in Ref. whole , the locality condition given by QM is a necessary and sufficient condition for $`N`$-qubit states to be totally separable so far as the $`N`$ qubits are mutually spacelike separated. Thus, the quantum locality inequality (17) is fulfilled by totally separable quantum states, which are quantum mechanically local by definition Chen . Any three-qubit state has quantum nonlocality if it violates the quantum locality inequality (17). It is worthwhile to mention that three-qubit states satisfying $`8<M_{\rho ,(3)}^2+M^{}_{\rho ,(3)}^216`$ are totally entangled (i.e., $`3`$-entangled), while partially entangled (i.e., $`2`$-entangled) three-qubit states fulfil $`1<M_{\rho ,(2,1)}^2+M^{}_{\rho ,(2,1)}^28`$. This result is useful in detecting three-qubit quantum nonlocality (or entanglement).

The four inequalities (15-18) are plotted in the $`M`$-$`M^{}`$ plane (Fig. $`1`$). The diagram shows that for the GHZ experiment, all quantum predictions are a subset of the predictions of classical realism; locality alone can lead to contradictions with the GHZ correlations. If the probabilities in the locality condition (10) are quantum mechanical predictions, then stronger contradictions can be revealed than locality alone or local realism. This observation is similar to the results obtained in Ref. Chen  for the Bell experiments. The experimental verification of violating the quantum locality inequality (17)\] implies a genuine quantum nonlocality that is not masked by the realism assumption.

To summarize, we have proved that for a three-qubit system in the GHZ state locality is in conflict with the perfect GHZ correlation. By contrast to the GHZ theorem refuting local realism, the present proof refutes only locality and does not in any way use the realism assumption, which cannot be ruled out by the standard GHZ experiments. Thus, the present result reveals a genuine (multiparticle) quantum nonlocality, i.e., quantum nonlocality beyond Bell’s nonlocality. We have also provided inequalities that are imposed by locality and can be maximally violated by the GHZ-entangled qubits. This is essential for a practical GHZ experiment. Similar considerations on Hardy’s theorem Hardy  and Cabello’s theorem Cabello  will be given elsewhere.

We thank Jian-Wei Pan for stimulating discussion. This work was supported by the National NSF of China under Grant No. 10104014, the CAS and the National Fundamental Research Program under Grant No. 2001CB309300. N.-L.L. was also supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars by the State Education Ministry of China and the USTC Returned Overseas Scholars Foundation.


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# Combined atomic force microscope and electron-beam lithography used for the fabrication of variable-coupling quantum dots

## Abstract

We have combined direct nanofabrication by local anodic oxidation with conventional electron-beam lithography to produce a parallel double quantum dot based on a GaAs/AlGaAs heterostructure. The combination of both nanolithography methods allows to fabricate robust in-plane gates and Cr/Au top gate electrodes on the same device for optimal controllability. This is illustrated by the tunability of the interdot coupling in our device. We describe our fabrication and alignment scheme in detail and demonstrate the tunability in low-temperature transport measurements.

Quantum dots realized in various semiconductor materials have received great interest for the last decade Kouwenhoven et al. (1997). They are often called artificial atoms for the similarity of their zero-dimensional electronic spectra with their real counterparts Kastner (1992). In an expansion of this concept two or more coupled quantum dots in close spatial vicinity form artificial molecules van der Wiel et al. (2003). Quantum dot molecules allow to precisely control properties like electron number, quantum mechanical state or interdot coupling by experimental parameters van der Wiel et al. (2003); Kouwenhoven et al. (2001); Blick et al. (1998); Holleitner et al. (2002). This tunability makes them promising candidates for the realization of quantum computers based on electron spin (see e. g. Refs. Loss and DiVincenzo (1998); Hu and Sarma (2000); Golovach and Loss (2002)). Recently, concrete steps towards a practical realization of this concept have been proposed Vandersypen et al. (2002).

We focus on the fabrication of coupled quantum dots with both dots connected to common leads. With conventional electron-beam (e-beam) lithography such devices were realized either with only one dot connected to the leads Hofmann et al. (1995) or with both dots connected to separate contacts Molenkamp et al. (1995); Adourian et al. (1999). Only recently Holleitner et al. succeeded in the fabrication of parallel double quantum dots connected to common source and drain contacts by e-beam lithography Holleitner et al. (2001, 2002). They used an additional e-beam patterned calixarene spacer layer Fujita et al. (1996) to locally decrease the depletion created by top-gate electrodes in a two-dimensional electron system (2DES).

In our fabrication scheme, we combine conventional e-beam lithography and local anodic oxidation (LAO) of a 2DES using an atomic force microscope (AFM) Ishii and Matsumoto (1995); Held et al. (1998); Keyser et al. (2000). LAO allows to pattern static insulating lines into the 2DES. These lines form the basic structure including in-plane gates and tunneling barriers. LAO based structures are easier to produce and operate while being less sensitive to electrostatic discharges compared to generally more complex top-gate structures involving many gates. In addition, the potential walls created by LAO are extremely steep Fuhrer et al. (2001). We add few metallic top-gate electrodes by e-beam lithography to improve the tunability of the basic structure. In our double quantum dot sample, a LAO based tunneling barrier situated below a top-gate electrode allows to locally increase the depletion created by the gates. Thus our combination of LAO and e-beam lithography allows to enhance the tunability of LAO based structures without introducing the disadvantages and added complexity of equivalent purely top-gate based structures.

In this letter we present our nano-fabrication scheme in detail. We demonstrate its feasibility by creation of a parallel quantum dot molecule with tunable interdot coupling. Finally, we employ low-temperature transport measurements on this device.

An outline of our structure is shown in Fig. 1(a). Two LAO based quantum dots are connected via 80–90 nm wide point contacts to the source and drain reservoirs. In-plane gates 1 and 2 allow to tune the electrochemical potential of the adjacent dot and tunneling barriers. The dots are connected by a 100 nm wide opening to allow for tunnel coupling. The opening is covered by a top-gate electrode on the surface for electrostatic tuning of the interdot coupling. Due to the added depletion of the tunneling barrier underneath, the top-gate can be operated at voltages which are not fully depleting the common 2DES drain contact.

Our fabrication scheme starts with a GaAs/AlGaAs-heterostructure suitable for LAO. Our heterostructure contains a two-dimensional electron system (2DES) with a low temperature mobility of $`\mu =42`$ m2/Vs and a sheet density of $`n=510^{15}`$ m-2 located 34 nm underneath the surface. The layer sequence consists of (from top to bottom): a 5 nm thick GaAs cap layer, 8 nm of AlGaAs, the Si-$`\delta `$-doping, a 20 nm wide AlGaAs barrier, and 100 nm of GaAs. Using standard photolithography we fabricate a mesa and Au/Ge/Ni ohmic contacts. Three nano-lithographic steps which have to be carefully aligned relative to each other follow: (1) define a common coordinate system for the following steps by producing Cr/Au markers using e-beam lithography, (2) LAO of the basic double-dot with in-plane gates, and (3) add the metallic finger gate with e-beam lithography.

In the first step, we apply e-beam lithography to pattern a metal layer consisting of 7 nm Cr and 30 nm Au for markers. Metallic alignment markers are needed to define a common e-beam/LAO coordinate system because the oxide lines produced by LAO are not visible in the electron microscope when covered by PMMA e-beam resist. We use two sets of markers: One set of markers is placed close to the center of the structure and used to check the alignment of the later LAO step with the AFM. The other one is placed farther outside where it is safely scanned with the electron microscope to align the final e-beam step without exposing resist in the central dot region. In addition, we produce the coarse part of the gate which is used as an additional marker for LAO. This is shown in Fig. 1(b). The proximity of the LAO markers to the critical center of the structure allows to align the later LAO step with a high absolute accuracy without suffering from distortions of the AFM piezo and a limited relative AFM resolution at large scanning fields.

For the AFM lithography which is employed in the second nanolithography step, we use our LAO scheme described in Ref. Keyser et al. (2000). Local oxidation of the heterostructure surface locally modifies the band structure and depletes the 2DES underneath. This directly transfers the oxidized pattern from the surface into the electronic system. We fabricate the basic double dot structure shown in Fig. 1(b) and (c). All oxide lines are about 100 nm wide and create insulating barriers in the 2DES. To align the AFM lithography we use the coarse part of the gate produced in the previous e-beam step. After oxidation, we scan the LAO structure and the inner marker set with the AFM to check the alignment accuracy and to compensate for a possible error in the next step.

We complete our sample by adding the 100 nm wide gate finger (7 nm Cr/30 nm Au) using e-beam lithography. For alignment we use the outer marker set from step (1).

The result is shown in Fig. 1(d). The figure illustrates how crucial an exact alignment of e-beam and AFM lithography relative to each other is. Since the width of the channel between the in-plane gates is 800 nm, we need to control the vertical position of the finger gate with an accuracy which is better than 50 nm. Only an exactly positioned finger gate allows to influence mainly the interdot coupling instead of the tunneling barriers to the reservoirs. This accuracy is achieved with the scheme described above.

The tunable double quantum dots are investigated in transport measurements in a 3He/4He-dilution refrigerator at a base temperature of 50 mK. We use a standard lock-in technique to measure the differential conductance with an AC-excitation voltage of 10 $`\mu `$V at a frequency of 16 Hz.

Figure 2(a) shows an image of the differential conductance $`G`$ as a function of in-plane gate voltages $`V_{G1}`$ and $`V_{G2}`$. Both dots are weakly coupled to the reservoirs. In the low-conductance regions the electron number on dot $`A`$ is $`m`$ and on dot $`B`$ is $`n`$. $`(m,n)`$ is stable. The nearly horizontal lines denote changes of the charge on dot $`A`$ by one electron, i. e. transitions from $`(m,n)`$ to $`(m+1,n)`$. The nearly vertical lines denote the respective transitions for dot $`B`$. At the intersections of both types of lines, both dots are in resonance with each other. This situation corresponds to transitions from $`(m+1,n)`$ to $`(m,n+1)`$. In Figure 2(a), each of these intersections is just split into two triple points indicating a weak interdot coupling van der Wiel et al. (2003). We have increased the top gate voltage from $`V_T=105`$ mV to $`103`$ mV in Figure 2(b). The splitting of the triple points has clearly increased leading to more obvious hexagonal Coulomb blockade domains. This indicates a stronger interdot coupling achieved by tuning the top gate voltage $`V_T`$. The traces in Figures 2(c) and 2(d) illustrate the increase of the splitting of the triple points with increasing top gate voltage (dashed lines in Figs. 2(a) and 2(b)).

The quantum dots are totally isolated from each other when we apply a top-gate voltage $`V_T<110`$ mV. We then get the signature of two non-interacting parallel quantum dots. To completely deplete the two-dimensional electron gas in absence of an oxidized barrier a voltage of $`V_T<190`$ mV is needed. So, there still is a common drain contact when the dots are isolated at $`V_T=110`$ mV. At more positive top gate voltages, the interdot coupling increases. At $`V_T=0`$, both dots have merged and we observe one single large quantum dot. Thus, at intermediate voltages the coupling of the two quantum dots is not purely capacitively but at some point tunnel coupling sets on.

The dependence of the interdot coupling on top gate voltage is further investigated in Figure 3. The coupling is characterized by the fractional peak splitting $`F=2\mathrm{\Delta }V_S/\mathrm{\Delta }V_P`$ with $`\mathrm{\Delta }V_S`$ the Coulomb peak splitting and $`\mathrm{\Delta }V_P`$ the period Golden and Halperin (1996). For totally decoupled dots $`F`$ is $`0`$ and for completely merged dots $`F=1`$. We observe a linear dependence of $`F`$ on $`V_T`$ ranging from $`F=0.1`$ at $`V_T=106`$ mV to $`F=0.55`$ at $`V_T=96`$ mV in Figure 3(b). This large range of fractional peak splitting observed nicely demonstrates the tunability of the interdot coupling in our double-dot system.

In conclusion, we have demonstrated the combination of local anodic oxidation with an AFM and electron-beam lithography on a GaAs/AlGaAs heterostructure. We have shown that this combination of well-known fabrication schemes allows an easy fabrication of advantageous gate layouts. We have fabricated two parallel quantum dots with tunable interdot coupling. The electronic properties of this device were investigated in transport measurements. We have demonstrated the tunability of the interdot coupling.

We thank F. Hohls and U. Zeitler for helpful discussions and help with the measurement setup. This work has been supported by BMBF.


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# The DZERO Level 3 Data Acquistion System

## I Introduction

The Level 3 Data Acquistion System (L3DAQ) L3DAQ\_RT2003\_PROCEEDINGS ; L3DAQ\_RT2003\_JOURNAL  transports detector component data located in VME readout crates to the processing nodes of the Level 3 trigger filtering farm. At a rate of 1kHz, sixty-three VME crates must be read out for each event, each containing 1-20 kB of data distributed among VME modules. The total event size is approximately 250 kilobytes.

As shown in figure 1, the system is built around a single Cisco 6509CISCO  ethernet switch. A schematic of the communication and data flow in the system is shown in figure 2. All nodes in the system are based on commodity computers and run the Linux operating system. TCP/IP sockets implemented via the ACE ACE  C++ network and utility library are used for all communication and data transfers.

## II Operation

The Supervisor process provides the interface between the main D0 run control (COOR) and the L3DAQ system. When a new run is configured, the Supervisor passes run and general trigger information to the RM and passes the COOR-provided L3 filter configuration to the IO/EVB process on relevant farm nodes, where it is cached and passed on to the Level 3 filter processes.

A single-board computer (SBC) in each VME crate reads out the VME modules and sends the data to one or more farm nodes specified by routing instructions received from the Routing Master (RM) process. An Event Builder (EVB) process on each farm node builds a complete event from the received event fragments and makes it available to Level 3 trigger filter processes.

The SBCs are single-board computers with dual 100 Mb/s Ethernet interfaces and a VME-to-PCI interface. An expansion slot is occupied by a digital-I/O (DIO) module, used to coordinate the readout of VME modules over the VME user (J3) backplane. A custom kernel driver on the SBC handles interrupt requests from the DIO module which are triggered by readout requests from the crate-specific electronics. On each readout request the kernel module performs the VME data transfers and stores the event fragment in one of several buffers in kernel-memory.

A user-level process on the SBC receives route information from the Routing Master in the form of Route Tags that contain a unique event identifier (L3 transfer number) and the indices of the farm nodes to which that event should be sent. If the Route Tag’s L3 transfer number matches that of the transfer number embedded within the head event fragment in the kernel buffers, the event fragment is sent to the specified farm nodes.

An Event Builder process (EVB) on each farm node collates the event fragments received from SBCs into complete events, keyed by L3 transfer number. For each event the EVB receives an expected-crate list from the RM in order to determine when an event is complete. Complete events are placed in shared memory event buffers for processing by the Level 3 filter processes. The EVB routinely informs the RM of the number of available event buffers that it has, so that the RM will not route an event to a farmnode unless the event can be processed immediately.

The Routing Master program executes on an SBC in a special VME crate which contains a hardware interface to the D0 trigger framework (TFW). The TFW provides trigger information and the L3 transfer number for each event and allows the RM to asynchronously disable the firing of triggers. For each event the RM program chooses a node for processing based on the run configuration, the trigger information, and the number of available buffers in the set of nodes configured to process the type of event. A node is chosen in a round-robin fashion from amongst the set of nodes with the most free buffers. If the number of available free buffers is too low, the RM instructs the TFW to disable triggers so that the farm nodes have time to catch up.

To avoid dropped packets in the main switch, data flow is limited by setting the TCP/IP receive window size on the farmnodes. The window size is set such that the product of the number of connection sources and the receive window size is smaller than the switch’s per-port output buffer memory.

## III Conclusion

The DZERO Level 3 data acquistion system has been built from commercially available hardware: single board VME computers, ethernet switches, and PCs. The software components rely upon high level programming languages; the Linux operating system; widely-used, open libraries; and standard networking protocols. The system has performed reliably since commissioning in May 2002. Additional details are availble from the references L3DAQ\_RT2003\_JOURNAL .


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# Reply to “Comment on ‘First-principles calculation of the superconducting transition in MgB2 within the anisotropic Eliashberg formalism’”

## Abstract

The recent preprint by Mazin et al. \[cond-mat/0212417\] contains many inappropriate evaluations and/or criticisms on our published work \[Phys. Rev. B 66, 020513 (2002) and Nature 418, 758 (2002)\]. The preprint \[cond-mat/0212417v1\] was submitted to Physical Review B as a comment on one of our papers \[Phys. Rev. B 66, 020513 (2002)\]. In the reviewing process, Mazin et al. have withdrawn many of the statements contained in cond-mat/0212417v1, however two claims remain in their revised manuscript \[cond-mat/0212417v3\]: (1) the calculated variations of the superconducting energy gap within the $`\sigma `$\- or the $`\pi `$-bands are not observable in real samples due to scatterings, and (2) the Coulomb repulsion $`\mu (𝐤,𝐤^{})`$ is negligibly small between $`\sigma `$\- and $`\pi `$-states and thus should be approximated by a diagonal $`2\times 2`$ matrix in the $`\sigma `$ and $`\pi `$ channels. Here, we point out that the former does not affect the validity of our theoretical work which is for the clean limit, and that the latter is not correct.

Our computational work1 ; 2  for the superconducting properties of MgB2 is an exact implementation of the fully anisotropic Eliashberg formalism which was established more than two decades ago. The momentum dependence and the dynamical behaviors of the electron-phonon interactions are fully considered in this formalism. By solving the anisotropic Eliashberg equations correctly without any assumption on the distribution of the superconducting energy gap on the Fermi surface, we conclusively obtained the theoretical values of the superconducting energy gap in MgB2 for the first time2 .

Recently, Mazin et al. incorrectly stated in the original version of their preprint3  that our work1 ; 2  represents a computational implementation of ideas proposed by Liu, Mazin, and Kotus4  and that our treatment of the fully anisotropic Eliashberg equations integrates out all the phononic degrees of freedom. These statements are deleted in the revised version of their preprint5 . Mazin et al. also incorrectly claimed in their preprint3  that the Coulomb pseudopotential between $`\sigma `$ and $`\pi `$ sheets might have been omitted erroneously in our actual computation. This incorrect claim is also deleted in their revised preprint5 .

The superconducting energy gap in MgB2 is shown to have greatly different average values on the $`\sigma `$\- and the $`\pi `$-sheets of the Fermi surface, and it also exhibits some variations within the $`\sigma `$\- or the $`\pi `$-sheets2 . This is the result of ab initio calculations of Ref. 2 carried out within the fully k-dependent (anisotropic) Eliashberg formalism in the clean limit, and no claim was made in our paper regarding whether the variations within the $`\sigma `$\- or the $`\pi `$-sheets would be measurable in particular samples. We agree with the discussion3 ; 5  that these variations inside the $`\sigma `$\- or the $`\pi `$-sheets may be averaged out with sufficient strong scatterings in a sample, as also would eventually be the case for the difference between the $`\sigma `$ and $`\pi `$ gaps. Since this is an impurity effect, the theoretical result in Ref. 2 remains valid for samples in the clean limit. We hope that perhaps clever experiments in the future may observe these variations in appropriate samples.

Mazin et al. also claimed that the anisotropy of the Coulomb repulsion $`\mu (𝐤,𝐤^{})`$ on the Fermi surface is large and very important in MgB23 ; 5 . They further argued that, when viewed as a $`2\times 2`$ matrix in the $`\sigma `$ and $`\pi `$ channels, $`\mu `$ should be taken as a diagonal matrix (i.e., no repulsion between $`\sigma `$ and $`\pi `$ states) as opposed to a uniform matrix in order to obtain physical results. This claim was based on their simplified estimation of $`\mu `$ in MgB2 by replacing the screened Coulomb interaction with a contact potential $`\delta (𝐫𝐫^{})`$. Their model calculation gives the result of $`\mu _{\sigma \sigma }:\mu _{\pi \pi }:\mu _{\sigma \pi }:\mu _{\pi \sigma }=3.1:2.6:1.4:1.0`$.

A realistic calculation of $`\mu `$ requires knowing the screened Coulomb interaction $`W(𝐫,𝐫^{})`$ which typically has an extent of over a bond length. Ab initio calculations of $`\mu `$ can be achieved by employing the full dielectric matrix6 . This approach has been applied to MgB2 recently and obtained a result7  of $`\mu _{\sigma \sigma }:\mu _{\pi \pi }:\mu _{\sigma \pi }:\mu _{\pi \sigma }=1.75:2.04:1.61:1.00`$ following the definition in Ref. 5. These ab initio results show that $`\mu `$ is much less anisotropic than the model results in Ref. 5. Thus, the anisotropy of $`\mu `$ is not as important as claimed in Ref. 5, in particular in view of the fact that the value and anisotropy of $`\lambda `$ is an order of magnitude bigger in this system. In a simple modeling of $`\mu `$, it may in fact be more appropriate to take it as a uniform matrix than a diagonal one.

In addition, Figure 1 in Ref. 5 presents an inappropriate reduction of our full k-dependent theory1 ; 2  to a two-band model. It is likely that the claimed discrepancies originate from their incorrect splitting of the k-dependent $`\alpha ^2F(\omega )`$ into $`\alpha ^2F_{ij}(\omega )`$’s for $`i,j=\sigma ,\pi `$. (They used the same frequency dependence for all components – $`\sigma `$-$`\sigma `$, $`\pi `$-$`\pi `$, and $`\sigma `$-$`\pi `$.) A two-band model properly reduced from our fully k-dependent Eliashberg formalism in fact reproduces well the results in Refs. 1 and 2. These 2-band model results will be published elsewhere8 .


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# The new AM CVn star in Hydra

## 1 Introduction

The AM CVn stars are recognized to be cataclysmic variable stars (CVs) in which helium is being transferred from a degenerate donor to a degenerate accretor (see Warner (1995a) for a review of these stars). They parallel the behaviour of the hydrogen-rich CVs, having high-rate-of-mass-transfer ($`\dot{M}`$) stable discs (the nova-like variables), unstable high $`\dot{M}`$ systems (nova-likes of the VY Scl type), intermediate $`\dot{M}`$ dwarf novae, and very low $`\dot{M}`$ systems perhaps permanently in a low state. All of the AM CVn stars are remarkable for their short orbital periods – ranging from possibly 5 min up to 65 min. The orbital modulations of brightness are of very low amplitude – the dominant period in the light curve is usually that of a superhump. This is the result of the very small mass ratios in these stars, which causes their accretion discs to become elliptical (e.g., Warner 1995a).

Until recently, there were nine definite and two possible AM CVn stars known, listed in Table 1 with a small selection of relevant references. The spectroscopic accreditation of a further member of this class, found in a search for supernovae, was announced by Chornock and Filippenko (2003) who observed the spectrum of supposed supernova 2003aw on the night of 2003 February 28, and found it to have a blue continuum with superposed broad and weak He I emission lines at nearly zero redshift. KL Dra was similarly discovered in a supernova search (Jha et al. 1998). Alerted by Chornock and Filippenko’s announcement, we made photometric observations of the new candidate, which we will refer to in this paper as ‘2003aw’.

## 2 Photometric observations

We observed ‘2003aw’ with the 40-in and 74-in reflectors at the Sutherland site of the South African Astronomical Observatory (SAAO), using the University of Cape Town (UCT) CCD high speed photometer (O’Donoghue 1995) and no interposed filter, i.e., in ‘white light’. We calibrated our instrumental magnitudes by observations of a hot standard star. In addition, Retha Pretorius obtained some nightly brightness measurements for us, using the UCT CCD photometer on the 30-in reflector at Sutherland. The observing log of the high-speed (and snapshot) photometry of ‘2003aw’ is given in Table 2.

## 3 Light curves

### 3.1 The longer-term brightness variations

The long-term light curve, derived from the magnitudes listed in Table 2 and plotted in Fig. 1, shows a range of $``$ 3.8 mag, but the length of coverage is too short to be sure that this represents the true full range. Superimposed on the large slow changes of mean brightness are rises and falls of $``$ 0.3 mag during most of the runs, i.e., on times scales of hours (see also Fig. 2). There is also a very bright state that occurred when the system was already in a fairly high state, but lasted for less than a day. Apart from this last point, the light curve resembles those of V803 Cen (Patterson et al. 2000: hereafter P2000) and CR Boo (Patterson et al. 1997: hereafter P1997), both of which show ‘high states’ that bear some resemblance to superoutbursts, long sessions of cycling at an intermediate level that have been said to resemble dwarf nova outburst behaviour, and short visits to much lower states. In V803 Cen, the cycle time is $`22\pm 1`$ h with a range of 1.1 mag, and in CR Boo the cycle time is $`19`$ h, with a range of 1.1 mag. These properties were deduced from multi-site campaigns that were able to follow the cycling almost continuously. From our single site observations we cannot be so definite about ‘2003aw’, but with these two examples as our guide we note that the variations within each night, and from night to night, in the intermediate state are well fitted with a cycle time of $`16`$ h, but with an indeterminate range exceeding $``$ 0.4 mag.

Although our observations are sparse, the evidence from Fig. 1 is that ‘2003aw’ had been in a low state prior to its discovery as a possible supernova, brightened and remained at V $``$ 17.5 for about two weeks and steadily decreased in brightness over the subsequent three months. In this it resembles VY Scl behaviour, in which $`\dot{M}`$ can change over a variety of time scales.

### 3.2 Rapid brightness variations

Fig. 2 shows the light curves obtained from our two weeks of high speed photometry, the first with the 40-in telescope when the star had just been recognised as an AM CVn star (Chornock & Filippenko 2003; Woudt & Warner 2003) and was quite bright, and the second when it had faded and we were fortunately observing with the larger telescope.

#### 3.2.1 The superhump modulation

In all of the light curves there is a clear modulation with a period of 2041.5 s ($`\pm `$ 0.3 s) and range of $``$ 0.1 mag. This persistence of what we suppose to be superhump modulation into lower states of mass transfer is similar to what is found in V803 Cen (P2000) and CR Boo (P1997). The ephemeris for minimum light, derived from the data set obtained during the intermediate state, is given in Eq. 1.

$$\mathrm{HJD}_{\mathrm{min}}=\mathrm{245\hspace{0.17em}2724.25281}+0.^\mathrm{d}023628(\pm 3)\mathrm{E}.$$
(1)
Fourier transforms (FTs) for the set of high state observations (runs S6819 – S6825 of Table 2) and for the intermediate state observations (runs S6863 – S6891) are shown in Fig. 3. For the light curves in the intermediate state, an individual mean and slope has been subtracted in the FT. In the high state, runs S6820 and S6823 were prewhitened at the low frequency modulation visible in Fig. 2, after which individual mean values were subtracted in the FT. The fundamental and several harmonics show that the profile of the superhump is highly non-sinusoidal, as has been found in other AM CVn stars. Table 3 lists the measured frequencies (with uncertainties from non-linear least squares fits) and amplitudes of the fundamental and harmonics.

In our first observations, the dip near the maximum of the profile initially appeared to be drifting slowly relative to the hump itself, which led us to announce the possibility of a shallow eclipse (Woudt & Warner 2003). Later observations, however, showed it to be a fixed feature in the profile, very similar to the profile in ES Cet (Warner & Woudt 2002).

#### 3.2.2 Sidebands

In addition to the superhump fundamental and harmonics in the FTs there are signals at neighbouring frequencies. This is illustrated in Fig. 5 where the second harmonics in both high and intermediate states are accompanied by distinct sidebands of comparable amplitudes. The FT for the high state, prewhitened with the superhump frequency and its harmonics, is given in Fig. 6, which shows the remaining sideband power at the fundamental, second and fourth harmonics. The sideband frequencies are listed in Table 4. In all cases there is an aliasing problem which could result in the quoted values of $`\mathrm{\Delta }\nu `$ being decreased by $``$ 11.8 $`\mu `$Hz.

The consistency of the measured values of $`\mathrm{\Delta }\nu `$ in the high state speaks for their reality. The frequency splitting of 19.5 $`\mu `$Hz is equivalent to a period of 14.2 h, which is suggestively close to the $``$ 16 h cycling in brightness described in Section 3.1. The $`\mathrm{\Delta }\nu `$ measured in the intermediate state is equivalent to 18.5 h.

These results for ‘2003aw’ are in strong contrast to what has been seen in other AM CVn stars. The dwarf nova-like cycling in CR Boo did not produce sidebands (P1997); whether the cycling in V803 Cen does is not yet known as P2000 found the FT too complicated to disect. Another contrast is that in AM CVn itself; although constant values of $`\mathrm{\Delta }\nu `$ are seen, they are relative to the orbital frequency, not the superhump frequency (Skillman et al. 1999). A similar situation obtains in HP Lib (Patterson et al. 2002) and CR Boo (P1997). There is, as a result, some confusion over what is happening in ‘2003aw’: could we be seeing an orbital hump rather than a superhump? Is the $``$ 16 h cycling due to precession of a disc rather than dwarf nova outbursts?

## 4 Discussion

Despite its initial discovery via a supernova search, ‘2003aw’ belongs to the class of AM CVn stars and is not a supernova, nor is there a galaxy nearby as initially thought (the supposed galaxy on the sky survey plate is in fact a fuzzy image of ‘2003aw’ in a low state). Fortunately, however, it was mistaken for a galaxy; ‘2003aw’ might otherwise have remained anonymous.

The short-lived outburst on 2003 March 5, coming when ‘2003aw’ was already in a high state, resembles the behaviour in some intermediate polars (Schwarz et al. 1988; van Amerongen & van Paradijs 1989). If these are caused by temporary increases in $`\dot{M}`$ from the secondaries then it implies similar behaviour in low mass hydrogen-rich main sequence stars and very low mass helium white dwarfs. On the other hand, if the short outbursts are caused by temporary storage and release of mass into the magnetospheres of the intermediate polars (e.g., Taam & Spruit 1989) this implies a substantial magnetic field on the primary of ‘2003aw’.

A pleasing aspect of the new AM CVn star in Hya is that it knows its place in the helium-transferring heirarchy. It has previously been pointed out (Warner 1995a,b,c) that the theoretical reduction of $`\dot{M}`$ with increasing $`P_{orb}`$, together with the destablizing effect of irradiation on the secondary (Wu, Wickramasinghe & Warner 1995) produces stable high $`\dot{M}`$ at the shortest periods, VY Scl behaviour at intermediate periods, and low $`\dot{M}`$, probable long-interval large amplitude dwarf novae at the longest periods. Each of the recently discovered AM CVn stars, including ‘2003aw’, fits into this pattern. The current observational boundaries (Table 1) are: Stable high $`\dot{M}`$ for $`P_{orb}`$(s) $`1200`$, VY Scl 1200 $`P_{orb}`$(s) $`2500`$, Low state $`P_{orb}`$(s) $`>2500`$. As more AM CVn stars are discovered, it will be interesting to see whether the boundaries are sharp or if there is some fuzziness to them.

## Acknowledgments

PAW is supported by funds made available from the National Research Foundation and by strategic funds made available to BW from the University of Cape Town. BW’s research is supported by the University. We thank Retha Pretorius for kindly taking snapshots of ‘2003aw’.


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# Stellar and Dynamical Masses of Ellipticals in the Sloan Digital Sky Survey

## 1 Introduction

The zoo of galaxies is an eclectic one, with large variations in morphologies, colours and spectra. This is perhaps not very surprising, given the varied environments in which galaxies reside and the different processes underlying their formation. However, a number of regular trends are also known; for instance, the rotation velocities of spiral galaxies and the central velocity dispersions of elliptical galaxies correlate strongly with luminosity – the Tully & Fisher (1977) and Faber & Jackson (1976) relations. In addition, elliptical galaxies appear to reside in a thin plane in the space of their luminosity ($`L`$), radius ($`R`$), and central velocity dispersion ($`\sigma `$), the “fundamental plane” (Djorgovski & Davis, 1987; Dressler et al., 1987), of which the Faber-Jackson relation is a projection. Understanding the source of these regularities is still an open problem; they provide a strong constraint and challenge to theories of galaxy formation.

Elliptical galaxies are probably the simplest galaxies to model. These are pressure supported systems, and are remarkably uniform in their properties. Their intensity profiles are well described by a de Vaucouleurs (1948) profile, $`I\mathrm{exp}((\theta /\theta _s)^{1/4})`$, they have very simple spectral energy distributions and they have very uniform photometric properties. However, very little has been known about the matter content of elliptical galaxies until recently, principally due to the lack of dynamical tracers like the $`HI`$ rotation curves for spiral galaxies. More recently however, there have been a number of surveys that have measured the dynamical structure of samples of elliptical galaxies using slit spectroscopy (Kronawitter et al., 2000), and with the advent of integral field spectroscopy (de Zeeuw et al., 2002), the number of well studied elliptical galaxies will only increase. In addition, strong lensing measurements (eg. Koopmans & Treu, 2003) have added independent measures of the masses of the halos of ellipticals, especially at radii outside the realm of spectroscopic techniques.

The Sloan Digital Sky Survey (SDSS, York et al., 2000) presents a different model for studying elliptical galaxies. Unlike the surveys above that collect very detailed dynamical information for a small number of galaxies, the SDSS, with its $`\pi `$ steradians of deep multicolour imaging and $`10^6`$ spectra, will measure global parameters for a very large number of galaxies, allowing one to statistically approach questions of galaxy structure. Indeed, the properties of elliptical galaxies in the SDSS have already been studied in great detail (Bernardi et al 2003a, 2003b, 2003c, 2003d). This work constructed a sample of 9000 galaxies from early SDSS data, and exhaustively measured the various correlations between different observables. Principal results include a Faber-Jackson relation between luminosity $`L`$ and velocity dispersion $`\sigma `$, $`\sigma L^{0.25\pm 0.012}`$, and a fundamental plane relation between the effective radius $`R`$, the half-light surface brightness $`I`$, and $`\sigma `$, $`R\sigma ^{1.49\pm 0.05}I^{0.75\pm 0.01}`$. This statistical approach has been further extended using the weak lensing information from galaxy-galaxy lensing at large radii (McKay et al., 2001) and models satisfying the dynamical constraints from velocity dispersions and weak lensing in an average sense have been constructed (Seljak, 2002).

This paper explores the dark matter content of elliptical galaxies in the SDSS in more detail. Is there evidence for dark matter in ellipticals? How does it correlate with the luminosity and size of the galaxy? How does the dynamical mass compare to the stellar mass of elliptical galaxies? The simplest virial prediction combined with a constant mass to light ratio implies that $`L\sigma ^2R`$; however, the observed fundamental plane (FP) of ellipticals shows the scaling $`L\sigma ^{1.98}R^{0.66}`$ (Bernardi et al., 2003c). There have been a number of proposals in the literature to explain this deviation from the virial prediction, or “tilt”. Implicit in the virial prediction is the assumption that elliptical galaxies form a homologous sequence, i.e. the dynamical structure of elliptical galaxies are self similar and related by simple scaling relations. Deviations from such a sequence would naturally manifest themselves as a tilt in the FP. However, based on detailed dynamical measurements of nearby ellipticals, Gerhard et al. (2001) argue that there is little evidence for any deviations from homology. A second, and preferred, proposal is to assume that $`M/L`$ is not constant, but varies with luminosity. Such a variation could be caused either due to a metallicity (or dust)- luminosity correlation, or due to an increase in the dark matter fraction with luminosity. Is it possible to distinguish between these scenarios? These are the questions that this paper will attempt to answer.

We start in Section 2 with the criteria for selecting our sample of SDSS elliptical galaxies. In Section 3, we propose a mass model for these galaxies and use it to estimate dynamical masses based on measured scale sizes and velocity dispersions. We then compare stellar and dynamical mass estimates as a function of galaxy properties and discuss their implications (Sections 4 and 5). The appendix summarizes the relevant properties of the Sersic profiles we use. Wherever needed, this paper uses ($`\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda }`$) = (0.3,0.7) and $`H_0=70`$ km/s/Mpc.

## 2 The Sample

The SDSS is imaging 104 deg2 of the Northern Galactic Cap in 5 bandpasses (Fukugita et al., 1996, $`u,g,r,i,z`$) using a drift scanning, mosaic CCD camera (Gunn et al., 1998) under photometric conditions (Hogg et al., 2001), and is targeting 106 objects for spectroscopy (Blanton et al., 2003b), most of which are galaxies with $`r`$ band apparent magnitude $`m_r<`$ 17.77 (Strauss et al., 2002). The data used in this paper cover an area of $``$ 2000 deg2 and include $``$ 160,000 galaxies with spectra, and are denoted sample10 within the SDSS collaboration. All of these data have been reduced by highly automated photometric and spectroscopic reduction pipelines (see Stoughton et al., 2002, for details). The astrometric calibration is automatically performed by a pipeline that obtains absolute positions to better than 0.1 arcsec (Pier et al., 2003), and magnitudes are calibrated to a standard star network approximately in the AB system (Smith et al., 2002).

The SDSS pipelines return a wealth of information for all detected objects; in addition, a number of auxiliary parameters have been measured by various members of the SDSS collaboration for these objects. The principal parameters relevant to this work are mentioned below.

* Redshifts($`z`$) and Velocity dispersions($`\sigma `$): Each of the SDSS galaxy spectra is fit to a linear combination of galaxy templates at varying redshifts, broadened by a Gaussian kernel (Schlegel et al. 2003). Minimizing $`\chi ^2`$ over this suite of models leads to an estimate of both the redshift and the stellar velocity dispersion of the galaxy.
* Petrosian Fluxes : The primary measure of galaxy flux in the SDSS is the Petrosian magnitude, a modification of the quantity defined by Petrosian (1976); see Strauss et al. (2002) for details. Note that in the absence of seeing, the Petrosian flux is about 81.5% of the total flux of a deVaucouleurs profile. The photometric pipeline also returns the radii that enclose 50% and 90% of the Petrosian flux, $`R_{p,50}`$ and $`R_{p,90}`$ respectively, as well as the ratio of the minor to major axes, $`a/b`$, of the galaxy from model fits to a deVaucouleurs profile.
* K-corrections : All luminosities and colours used in this paper are k-corrected to the median redshift of the survey, $`z_{med}=0.1`$, using the $`kcorrect`$ package of Blanton et al. (2003a).
* Sersic Profiles : The radial intensity profiles of all of the galaxies in our sample have been fit to Sersic profiles (Sersic, 1968; Blanton et al., 2002),

$$I(R)=A\mathrm{exp}\left[(\theta /\theta _s)^{1/n}\right],$$
(1)
where $`R_s`$ is a scale radius, and $`n`$ measures the concentration of the intensity profile 111We summarize the relevant properties of the Sersic profile in the Appendix.. Unlike the Petrosian magnitudes, the Sersic fits are convolved with the PSF. Therefore, the effective or half light radius of the Sersic profile, $`R_{50}`$, is a robust estimator of the galaxy size and is what we adopt throughout this paper.
* $`D_{4000}`$: The continuum break at 4000 Å, $`D_{4000}`$ (Balogh et al., 1999) is one of the most prominent features in galaxy spectra, and is caused by the accumulation of a large number of metal lines in a narrow region of the spectrum. Hot stars, indicative of a young stellar population, show a weak 4000 Å break as the principal metals causing the absorption are multiply ionized, making this feature a powerful age estimator. The strength of the break is computed following Tremonti (2002) (see also Kauffmann et al., 2003).
* Stellar masses ($`M_{}`$): Kauffmann et al. (2003) compute stellar mass to light ratios for all spectroscopically observed galaxies by fitting stellar population synthesis models to the measured $`D_{4000}`$ strength and the $`H\delta _A`$ absorption line, assuming the Kroupa (2001) initial mass function (IMF). Given this $`M/L`$ ratio, the stellar mass is estimated by multiplying by the Petrosian luminosity in the $`z`$ band, correcting for extinction due to dust by matching the predicted galaxy colours to the observed colours.

### 2.1 Selecting Ellipticals

In order to translate the velocity dispersions into dynamical mass estimates, it is important that we select galaxies that are pressure supported, and not rotationally supported. In practice, this closely corresponds to selecting a sample of elliptical galaxies. We note that our selection criteria will also allow S0’s; these galaxies, although not strictly elliptical galaxies, satisfy our criterion that they have little or no rotational support. However, for simplicity, we refer to all these galaxies as elliptical galaxies. Since we desire minimal contamination from spirals, we use a combination of spectroscopic and photometric criteria, similar in spirit to those in Bernardi et al. (2003a), although differing in detail. Note that unless specified, all the photometric quantities are measured in the $`r`$ band. The cuts made were

* $`D_{4000}>1.6`$ : As mentioned above, a large $`D_{4000}`$ corresponds to an older stellar population, normally associated with ellipticals. This particular cut is based on Kauffmann et al. (2003).
* $`R_{p,90}/R_{p,50}>2.6`$ (Shimasaku et al., 2001): Elliptical galaxies have intensity profiles that are more concentrated than spirals, allowing one to separate them on the basis of a concentration parameter, $`R_{p,90}/R_{p,50}`$.
* No emission lines : The stellar populations of ellipticals are generally old, with little or no star formation. Since emission lines are associated with star forming regions, we reject galaxies with emission lines ($`H\alpha ,NII`$) detected with S/N $`>`$ 3.
* $`\sigma >70`$ km/s : This cut is based on the resolution of the SDSS spectra; velocity dispersions lower than 70 km/s cannot be reliably determined.
* Minor/Major axis ratio ($`a/b`$) $`>`$ 0.7 : This was chosen to eliminate large edge-on spiral galaxies that were not eliminated by the previous cuts. Also, since a large rotation velocity would tend to flatten elliptical galaxies, this eliminates galaxies with large rotation velocities.

Making these cuts reduces our sample from 165,812 to 29,469 galaxies. Fig. 1 shows some of the properties of our sample. Most of our galaxies have Sersic index $`n`$ between 3 and 4 and have their Petrosian $`gr`$ colour narrowly distributed around $``$ 1.0. We did not cut on either of these quantities, yet they lie in the range expected for elliptical galaxies. In addition, we have visually inspected images of a random subsample of these galaxies and have found the contamination from spirals to be less than 5 $`\%`$.

## 3 A Dynamical Model

In order to relate the velocity dispersions to dynamical masses, we need to develop a model of the mass distribution of the galaxy. We model each galaxy (Fig.2, top panel) as having two spherically symmetric components, a stellar component described by a Hernquist (1990) profile,

$$\nu r^1(r+a)^3,$$
(2)
and a dark matter halo. We adopt the Hernquist profile as it provides a convenient analytical approximation to the deprojected deVaucouleurs profile 222 See the Appendix for an explanation of why this is still justified for the Sersic profile fits that we use.. Modelling the dark matter is more difficult since it involves understanding its response to the baryons. We start with an NFW profile (Navarro et al., 1997) ,

$$\rho r^1(r+r_s)^2,$$
(3)
for the initial matter distribution, assume that a fraction $`F`$ (the stellar mass fraction) condenses into stars, and that the remaining matter (the dark matter mass fraction) is adiabatically compressed by the stellar matter following Blumenthal et al. (1986). Determining the final dark matter profile involves solving the equations

$`r_iM_{NFW}(r_i)=r_f(M_{}(r_f)+M_{DM}(r_f))`$
$`(1F)M_{NFW}(r_i)=M_{DM}(r_f),`$ (4)
where $`M_{NFW}(r_i)`$ is the initial mass profile, $`M_{}(r_f)`$ and $`M_{DM}(r_f)`$ are the final stellar and dark matter profiles, and $`F`$ is the stellar mass fraction. The first equation represents angular momentum conservation, while the second enforces the fact that orbits of dark matter particles do not cross. We now use the Jeans equation to find the 3D velocity dispersion profile, $`\overline{v_r^2}`$ (Binney & Tremaine, 1987),

$$v_c^2(r)\frac{GM(r)}{r}=\overline{v_r^2}\left(\frac{d\mathrm{ln}\nu }{d\mathrm{ln}r}+\frac{d\mathrm{ln}\overline{v_r^2}}{d\mathrm{ln}r}+2\beta \right),$$
(5)
where $`M(r)`$ is the total (stellar and dark) mass within $`r`$, $`v_c`$ (the circular velocity) is the velocity a particle on a circular orbit would have, and $`\beta `$ measures the anisotropy of the velocity distribution,

$$\beta =1\frac{\overline{v_\theta ^2}}{\overline{v_r^2}}.$$
(6)
While the applicability of this model to elliptical galaxies remains unclear, numerical simulations suggest it gives a good qualitative description in the region of interest $`(0.5R_{50})`$ (M. Steinmetz, private communication). Fig. 2 (top panel) shows the initial and final integrated dark matter mass as a function of radius, as well as the stellar mass. The final circular velocity profile shown in Fig. 2 (solid line, bottom panel, the velocity was reduced by 1.65 as discussed below) is nearly flat over the range of interest, in agreement with observations of normal ellipticals (Gerhard et al., 2001). The reader is referred to Seljak (2002) for more examples and the circular velocity profiles of individual components.

We then can project this distribution to two dimensions,

$$I(R)\widehat{\sigma ^2}(R)=2_R^{\mathrm{}}\left(1\beta \frac{R^2}{r^2}\right)\frac{\nu \overline{v_r^2}dr}{\sqrt{r^2R^2}},$$
(7)
where $`I(R)`$ is the 2D intensity distribution. The SDSS spectrograph measures the luminosity weighted average (within the fiber aperture) of the above quantity,

$$\sigma ^2(R)=\frac{_0^RR^{}𝑑R^{}I(R^{})\widehat{\sigma ^2}(R^{})}{_0^RR^{}𝑑R^{}I(R^{})}.$$
(8)
Examples of velocity dispersion profiles for different values of $`\beta `$ are shown in the lower panel of Fig. 2.

To compute the dynamical mass, we must choose a characteristic radius and relate $`\sigma `$ at that radius to the circular velocity, $`v_c`$. The first complication is that the anisotropy $`\beta `$ is unknown; however, as Fig. 2 suggests, the effects of $`\beta `$ are more pronounced in the inner regions suggesting that we measure $`\sigma `$ at large radii. This is a manifestation of the virial theorem; for an isothermal profile, the luminosity weighted velocity dispersion is simply related to the circular velocity via $`v_c^2=3\sigma ^2`$. From Fig. 2, we see that $`v_c(R_{50})1.65\sigma (R_{50})`$ with a scatter of $``$ 10%, depending of the anisotropy profile we use. This gives us a dynamical mass estimate at $`R_{50}`$,

$$M_{dynm}=\frac{(1.65\sigma )^2R_{50}}{G}.$$
(9)
This dynamical mass estimate is a 3D mass, while the stellar masses are projected masses. We estimate the 3D stellar mass by considering the mass contained within the Hernquist profile at $`R_{50}`$, the projected half-light radius, which is approximately $`42\%`$ of the total stellar mass. Furthermore, the stellar masses are computed using the Petrosian flux, which is approximately $`80\%`$ of the flux of an early type galaxy; these two factors together imply that the 3D stellar mass at $`R_{50}`$ is $`50\%`$ of the total estimated stellar mass.

Unfortunately, the velocity dispersion estimated by the SDSS spectra is not at $`R_{50}`$, but at the fiber diameter of 3 arcseconds. One solution is to follow Bernardi et al. (2003a) and apply an empirical correction to the measured dispersion. Another approach, also suggested there, is to stack galaxies of similar masses and physical sizes and construct a velocity dispersion profile. These galaxies are at a range of redshifts, so the 3 arcsecond fibers probe the velocity dispersion at different physical radii, allowing us to construct a composite velocity profile. We can then use this profile to correct the measured velocity dispersions out to $`R_{50}`$.

However, naively making subsamples is dangerous because the SDSS spectroscopic sample is magnitude limited, i.e. to a good approximation, it included all galaxies with $`m_r<17.77`$. This implies that galaxies at higher redshifts are more luminous on average, which could introduce spurious correlations between observed quantities. Therefore, to ensure uniformity, all the subsamples we construct in this paper are volume limited, including only those galaxies which would remain in the sample at the redshift limits.

Fig. 3 shows the velocity profiles estimated by stacking galaxies. The different panels are different volume limited mass samples that uniformly sample the redshift range, while the different line segments are the median velocity dispersions of subsamples of similar physical sizes. The profiles are consistent with being flat. This would appear inconsistent with the velocity dispersion profiles measured from individual ellipticals which, in general, decline with radius (e.g. Kronawitter et al., 2000). However, the profiles are significantly flatter when luminosity weighted within the fiber, shown in Fig.2 comparing the profile that would be seen through a slit with that through a fiber. We therefore use the velocity dispersion measured through the 3 arcsecond aperture as the dispersion at $`R_{50}`$. While the statistical velocity dispersion profiles are in a good agreement with the isotropic model predictions, the narrow dynamic range of volume limited subsamples prevents us from making any strong conclusions on the anisotropy parameter $`\beta `$.

## 4 Results

Now that we have both stellar and dynamical masses, we can compare them. Figs. 4 and 5 show the stellar and dynamical mass to light ratios respectively as a function of luminosity. A useful consistency test of both the stellar and dynamical masses is that $`M_{dynm}/L`$ ($`58`$) is greater than $`M_{}/L`$ ($`3`$). Since the stellar masses are sensitive to the choice of IMF, this constrains the possible IMF’s as we discuss in the next section. Also, $`M_{dynm}/L`$ increases roughly as $`L^{0.17}`$, while $`M_{}/L`$ is constant, or slightly decreasing. The apparent decrease in $`M_{}/L`$ with luminosity could be interpreted as luminosity evolution, although the statistical significance of the decrease is unclear (see below). Note that the scatter in both quantities is consistent with being log-normal, with a width of $`30`$% for the stellar masses and slightly more for the dynamical masses.

A relevant question is whether this scatter is due to measurement error or an intrinsic scatter in galaxy properties. The errors in the stellar masses are obtained by integrating over a grid of population synthesis models to obtain the 16% and 84% confidence intervals; these errors are $``$ 25%. Estimating an error for the dynamical mass is more involved; we assume a 10% error on the conversion of $`\sigma `$ to the circular velocity (see Fig.2 for a justification) and a further $``$ 10% error on the measurement of $`\sigma ^2R_{50}`$. This yields an error in the dynamical mass of $`30`$ %. This implies that the dominant source of scatter is measurement errors, so it is possible that the intrinsic correlations are tighter than what is observed.

The measurement errors can be dominated by systematic or statistical errors. Systematic errors can be caused by the velocity dispersion-mass conversion we have assumed, errors in extrapolation to $`R_{50}`$, or by errors in the stellar mass determination. Pure statistical errors, such as those from measurement errors, will average out in median quantities. If statistical errors dominate, then the trends in the medians of these distributions are highly statistically significant. If the errors are dominated by systematics, the trends may still be significant, as long as the systematic error does not couple to the parameter that is varied. In all our figures, we have presented the average $`1\sigma `$ contours for individual objects. This is the most conservative error estimate and it should be kept in mind that the errors on median quantities may be significantly smaller than this.

However, there are possible uncertainties in the stellar mass estimations that could lead to systematic errors. The stellar masses are estimated by comparing the measured $`D_{4000}`$ and $`H\delta _A`$ indices with detailed stellar population synthesis models. In order to estimate the robustness of the masses to these details, we compared the stellar masses used here with those computed by Panter et al. (2002) and found that, for the subsample of ellipticals found in both catalogs, the differences were consistent with the errors. Specifically, all the trends found in this paper are also present for the stellar masses estimated by Panter et al. (2002).

Another potential source of systematic error is colour gradients: $`M_{}/L`$ is determined from the spectra within the fiber, typically at 0.4-0.8$`R_{50}`$, and then assumed to hold within $`R_{50}`$. We can try to measure an average $`M_{}/L`$ profile using the same method we used to estimate the velocity dispersion profile. This is shown in Fig.6; as before, the different panels are different stellar mass ranges, while the different line segments are the median $`M_{}/L`$ for galaxies of similar physical sizes. There is a modest trend towards decreasing $`M_{}/L`$ with radius, although the statistical significance is unclear. If we attribute the observed trends to a colour gradient, our stellar masses are only upper limits on the true stellar mass. The suggested trends would reduce the stellar mass by at most 20%. While this would alter the precise form of the correlations that we have observed, it would increase the dark matter fraction observed, but would not change any of the trends we find. However, luminosity evolution would also cause a similar trend and is difficult to disentangle from $`M_{}/L`$ gradients. Therefore, we choose to be conservative and assume that the estimated $`M_{}/L`$ value is applicable at $`R_{50}`$. As a final check on systematics, we find that our trends remain unchanged even if we select only very spherical objects with $`a/b>0.9`$ that are unlikely to show any rotation. This provides additional support to our assumption of ignoring rotation in the analysis.

We can now consider galaxies of a given luminosity and ask if there is any variation in $`M_{dynm}/M_{}`$ as a function of the size of the galaxy. In order to do this, we start with the volume limited samples discussed above and construct luminosity subsamples 0.5 magnitudes in width, centred about the median luminosity of each original sample. Fig. 7 shows $`M_{dynm}/M_{}`$ as a function of $`R_{50}`$, for samples created in this manner. The ratio of dynamical mass to stellar mass increases roughly linearly with radius, with a slope of $`0.14`$. Fig. 8 shows the same relation for stellar and dynamical mass subsamples; the relations for these subsamples are very similar to those for luminosity.

It is interesting to ask whether these correlations can be explained with the model of Section 3. The model has four parameters, the virial mass and scale size of the halo, and the stellar mass and scale size of the galaxy. The latter two of these are directly constrained by observations. We parametrise the scale size of the halo (Eq.3) by the concentration parameter, $`cr_{vir}/r_s`$, where the virial radius, $`r_{vir}`$, is determined by the virial mass,

$$M_{vir}=\frac{4\pi }{3}\mathrm{\Delta }\rho _{crit}r_{vir}^3,$$
(10)
where $`\mathrm{\Delta }(=200)`$ is the spherical overdensity and $`\rho _{crit}`$ is the critical density. While numerical simulations suggest that the concentration decreases with virial mass, this variation is small over the range considered here. We thus make the assumption that the concentration is constant ($`c=12.7`$) independent of the size of the halo. This leaves us with only the virial mass of the halo to vary; Fig. 9 compares the prediction of this model for the dynamical to stellar mass ratio as a function of $`R_{50}`$ with the observed result, for galaxies with stellar masses $`1.5\times 10^{11}M_{}`$. The model does well predicting the general trend for this and other stellar masses, although the slopes are shallower than what is observed. While the statistical significance of the disrepancy is small, it is possible that it is caused by the restrictive assumptions of the model. Allowing either the concentration or virial mass to vary with the size of the galaxy of a given stellar mass can reproduce the observed slope.

This simple one-parameter family of models provides a novel method of estimating the virial mass of the halo in which a galaxy of a given stellar mass resides. This method is demonstrated in Fig.9; one adjusts the virial mass to best match the observed correlation of $`M_{dynm}/M_{}`$ with $`R_{50}`$, while “errors” can be estimated by matching to the 16% and 84% contours. The results of this exercise are in Fig.10 as a function of stellar mass. Here again we take the conservative approach of assuming the errors to be dominated by systematics. If the errors are statistical, then the usual $`1/\sqrt{N}`$ factor can be applied and the errors on the mean relation become considerably smaller. This figure argues that the virial masses of halos are 10 times the stellar mass of ellipticals at the high mass end and somewhat less at the lower mass end.

## 5 Discussion

In this paper, we have compared stellar and dynamical mass estimates for a sample of elliptical galaxies in the SDSS, and studied the dependence of that relation on the luminosity and size of the galaxy.

The first conclusion that we draw from this work is that stellar mass estimates are consistent with the dynamical estimates, i.e. $`M_{}M_{dynm}`$ with $`M_{}M_{dynm}`$ for high surface brightness (low $`R_{50}`$) galaxies. This is far from a trivial conclusion, since the procedure to estimate stellar masses is a rather involved one. In particular, the stellar masses are extremely sensitive to the stellar initial mass function. Here we have followed Kauffmann et al. (2003) and adopt the Kroupa (2001) IMF; replacing it with a Salpeter IMF increases the number of low-mass stars, effectively increasing all the inferred stellar masses. An examination of Fig. 7 shows that the stellar masses would no longer be consistent with the dynamical estimates in that case for high surface brightness (low $`R_{50}`$) galaxies. This statement depends on how one regularises the divergence of the Salpeter IMF at low masses, and therefore, must only be interpreted as a constraint on the minimum mass that the Salpeter slope can extend to. Our results suggest that a cutoff at $`M>0.1M_{\mathrm{}}`$ is required, consistent with IMF measurements from young embedded clusters (Muench et al., 2002).

In what follows, we assume that the difference between the dynamical and stellar masses is due to the presence of a dark matter component of the galaxies. Ellipticals often have a hot gas component; however, it is a relatively minor contribution to the mass (Sarazin, 1997), and the stellar mass is, to a good approximation, the baryonic mass of the galaxy.

Given that approximation, we can draw the following conclusions about elliptical galaxies in SDSS :

* The fraction of dark matter increases with increasing luminosity: As is evident from Figs.4 and 5, the stellar mass to light ratio is approximately independent of luminosity, while $`M_{dynm}/LL^{0.17}`$ , implying an increasing dark matter fraction with luminosity. Note also that the dependence of $`M_{dynm}/L`$ on $`L`$ is consistent with the results of Bernardi et al. (2003b), $`M_{dynm}/LL^{0.14\pm 0.02}`$.

This result suggests that the tilt in the fundamental plane is caused by an increasing dark matter fraction with luminosity. Recall that the virial prediction for the fundamental plane,

$$\sigma ^2\left(\frac{M}{L}\right)R\left(\frac{L}{R^2}\right)RI,$$
(11)
is traditionally modified by assuming that the mass to light ratio varies with luminosity, $`(M/L)L^\alpha `$. As discussed in the introduction, there are two possibilities to explain this scaling, variations in metallicity or in the dark matter fraction. Variations in metallicity would show up as variations in $`M_{}/L`$, while variations in the dark matter fraction would be evident in $`M_{dynm}/L`$. We observe that $`M_{}/L`$ is approximately independent of $`L`$, while $`M_{dynm}/L`$ increases with $`L`$, favouring the conclusion that the tilt is due to dark matter and not metallicity. This is the opposite conclusion from that reached by Gerhard et al. (2001) who argue that a maximal stellar mass is supported by population synthesis models, and therefore, one need not invoke dark matter. Our approach is different; we use stellar masses estimated independently of the dynamical estimates. Comparing these shows that elliptical galaxies have a significant dark matter component within an effective radius, with as much as 3-4 times the stellar component for the largest galaxies.

We can also compare our results with those of Borriello et al. (2003), which attempted to fit the fundamental plane with stellar and dark matter models similar to those we use. However, Borriello et al. (2003) leave the stellar mass to light ratio a free parameter; this leads them to conclude that the data favours a model with no dark matter and $`M_{}/L5.3`$. This is approximately a factor of 2 greater than our estimates of $`M_{}/L3`$; moreover, we argue that changing our IMF to agree with the higher $`M_{}/L`$ would make the stellar masses inconsistent with our dynamical estimates for high surface brightness galaxies.
* The dark matter fraction increases with increasing size at constant luminosity (Fig. 7). Note that this is a robust result, since similar trends are also seen if the stellar mass or velocity dispersion are kept constant, instead of the luminosity (Fig.8). For the highest surface brightness galaxies, the stellar mass approaches the dynamical mass. This suggests that the IMF based on local observations is also applicable to ellipticals. A simple model of a galaxy embedded in a dark matter halo with a constant star formation efficiency 333In other words, that the stellar mass fraction, $`F`$, is independent of the size of the galaxy. captures the qualitative trends. In such a model a low surface brightness galaxy and a high surface brightness galaxy of equal luminosity sit in equal dark matter halos, but the low surface brightness galaxy is more spread out, so the ratio of stellar to dark matter mass is lower. These trends are thus expected in ab-initio models of galaxy formation. To explain them without the dark matter would require introducing an IMF that depends on the surface brightness.

While this model can explain most, if not all, of the trends suggested by the observed relations, one question remains: what sets the scale size of the galaxy? As Fig. 7 shows, the half light radius varies by a factor of two at any given luminosity. One simple possibility is that it is related to the scale radius of dark matter, which simulations suggest has a considerable scatter (Bullock et al., 2001). However, if a more compact galaxy is in a more concentrated dark matter halo then this would make the agreement in Fig. 9 worse, since that figure suggests we need less dark matter in compact galaxies and more in low surface brightness galaxies. In this case the assumption of star formation efficiency being independent of galaxy scale size must also be violated. While we do not have definitive answers to these questions, we note that ongoing galaxy-galaxy lensing studies on the same SDSS sample may be able to provide useful additional information, since it can determine the virial mass as a function of luminosity, surface brightness etc.

We also use this model to estimate the virial mass as a function of mass and luminosity for our sample of galaxies. Although the errorbars are large, we find that the virial mass of the halo is around 10 times the stellar mass of the galaxy (Fig. 10). We note that our modelling assumes that halos are undisturbed. Many of the ellipticals are in denser enviroments of groups and clusters. If the galaxy is at the center of the group then our modelling still applies. If it is a satellite then some of the dark matter attached to the galaxy before it merged into the group halo was likely stripped off due to the tidal effects. In this case our estimates apply to the virial mass of the galaxy prior to merging. This is the mass of interest if most of the stellar mass has been assembled prior to the galaxy merging into the group or cluster.

Comparing 10% stellar mass fraction to the cosmic baryonic fraction of 17% from WMAP (Spergel et al., 2003) implies that 60% of the initial gas has been converted to stars; a $`1\sigma `$ uncertainty takes us between 25% and 100%. This is not necessarily inconsistent with the global stellar mass fraction, which is only around 5-10% of baryons (Balogh et al., 2001; Dickinson et al., 2003): it suggests that the efficiency of star formation peaks at $`M_{\mathrm{vir}}10^{12}M_{\mathrm{}}`$ and is likely to be much smaller in either lower and higher mass halos. We observe this trend at the high mass end, where the dark matter fraction increases with increasing mass, although the uncertainties in our measurement are large. The implication of an increasing dark matter fraction with luminosity is that the star formation is suppressed in the most massive halos, as expected for example by the longer cooling times in hotter halos. The sample of low mass ellipticals is too small to observe the reverse trend at the low mass end. Both the absolute value of the star formation efficiency and its trend with luminosity/stellar mass are in agreement with galaxy-galaxy lensing results, which provide an independent estimate of the total mass of the halo (Guzik & Seljak, 2002). These additional constraints on the mass also allow for a more detailed modelling of the structure of ellipticals. Ultimately, we hope that these results will both inform and constrain theories of galaxy formation.

We would like to thank Daniel Eisenstein, David Hogg, Raul Jimenez, Yeong-Shang Loh and Scott Tremaine for useful discussions. U.S. acknowledges support from the Packard and Sloan foundations and NSF CAREER-0132953. M.A.S. acknowledges support of NSF grant AST-0071091.

Funding for the creation and distribution of the SDSS Archive has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society. The SDSS Web site is http://www.sdss.org/.

The SDSS is managed by the Astrophysical Research Consortium (ARC) for the Participating Institutions. The Participating Institutions are The University of Chicago, Fermilab, the Institute for Advanced Study, the Japan Participation Group, The Johns Hopkins University, Los Alamos National Laboratory, the Max-Planck-Institute for Astronomy (MPIA), the Max-Planck-Institute for Astrophysics (MPA), New Mexico State University, University of Pittsburgh, Princeton University, the United States Naval Observatory, and the University of Washington.

## Appendix A Properties of Sersic Profiles

The Sersic profile is an obvious generalisation of the classification of galaxies into deVaucouleurs and exponential intensity profiles,

$$I(R)\mathrm{exp}(x^{1/n}),$$
(12)
where $`x`$ is a dimensionless radial variable, $`R/R_s`$. Exponential and deVaucouleurs profiles correspond to $`n=1`$ and $`n=4`$ respectively; in general, the Sersic index $`n`$ can be any positive real number. Below, we summarise the relevant properties of Sersic profiles; a more detailed discussion is contained in Ciotti (1991) and references therein.

The first quantity of interest is the half light radius $`R_{50}`$. Defining $`yx^{1/n}`$, we can solve for the integrated intensity profile,

$`L(R)`$ $`{\displaystyle _0^y}𝑑y^{}y_{}^{}{}_{}{}^{2n1}\mathrm{exp}(y^{})`$ (13)
$`\gamma (2n,y),`$
where $`\gamma (m,y)`$ is the incomplete Gamma function. Using the above result, we see that $`R_{50}`$ can be determined by solving,

$$\frac{\gamma (2n,b(n))}{\mathrm{\Gamma }(2n)}=\frac{1}{2},$$
(14)
where $`\mathrm{\Gamma }(2n)\gamma (2n,\mathrm{})`$ is the Gamma function and $`b(n)=(R_{50}/R_s)^{1/n}`$. This equation can be solved numerically, but a useful approximation is $`b(n)=2n0.324`$.

We can also solve for the deprojected Sersic profile $`\nu (r)`$; this is obtained via the Abel transform,

$$\nu (r)=\frac{1}{\pi }_r^{\mathrm{}}\frac{dI}{dR}\frac{dR}{\sqrt{R^2r^2}}.$$
(15)
In order to quantify the differences between the different values of $`n`$, it is useful to consider the total mass/light contained within a radius $`r`$. This is shown in Fig.11 where we have scaled all the radii by $`R_{50}`$. Note that the discrepancies between different values of $`n`$ are marginal, especially at radii greater than $`0.3R_{50}`$ (which contains less than 20% of the total mass/light). This justifies our modelling the stellar light distribution of all galaxies with a Hernquist profile, even when $`n4`$.