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# 1 The Planck length as a relativistic invariant

## 1 The Planck length as a relativistic invariant

One of the few (perhaps the only) rather robust hint that we have about the quantum-gravity problem is that the Planck length, $`L_p\sqrt{\mathrm{}G/c^3}10^{35}m`$, should acquire a special role, and indeed in most quantum-gravity research programmes one finds or assumes that some new phenomena involve in one or another way the Planck length (or some closely-related scale, like the string length). In recent years there has been growing interest (see, e.g., Refs. ) in establishing in which way the different scenarios for the role of the Planck length in fundamental physics affect issues that are relevant for rotation/boost transformations. In particular, there are some cases in which the fact that ordinary Lorentz boosts act nontrivially on lengths (FitzGerald-Lorentz contraction) has been found to have profound consequences.

In these notes I intend to give a general discussion of the fate of Lorentz symmetry in some illustrative examples of scenarios for the role of the Planck length in fundamental physics. And I will also briefly review some known cases in which observations in astrophysics and cosmology are being considered as possible opportunities for establishing experimentally the fate of Lorentz symmetry at the Planck scale.

My first task must be the one of describing some illustrative examples of scenarios for the role of the Planck length in fundamental physics, focusing on the implications for boost transformations.

### 1.1 The Planck length as a coupling constant

Of course, the Planck length already has a role in the present (pre-quantum-gravity) description of fundamental physics: it essentially plays the role of a coupling constant (an $`\mathrm{},c`$-rescaled square root of the gravitational coupling $`G`$). Such a role for the Planck length is of course fully compatible with the structure of ordinary Lorentz transformations. Actually, a coupling constant can be given operative meaning directly in a rest frame, and therefore, when it is operatively defined in this way, it is fully compatible with all possible laws of transformation between inertial observers.

I can clarify what I mean by “can be given operative meaning directly in a rest frame” by considering just the case of the gravitational coupling constant: I can give operative meaning to $`G`$ (and therefore to $`L_p`$) through a measurement of the force that two massive particles at rest exert on each other. Any observer that wants to establish the value of $`G`$ must consider two particles at rest in her reference frame. And of course, when operatively defined in this way, there is clearly no logical obstruction for the physical law that “the value of $`G`$ is the same for all inertial observers”. In particular, this operative definition of $`G`$ (and $`L_p`$) is fully (and trivially) consistent with the structure of ordinary Lorentz transformations.

While it is legitimate to conjecture that some new role for the Planck length should be introduced at the level of quantum gravity, it remains plausible that in quantum gravity, just like in pre-quantum-gravity physics, the role of the Planck length would be simply the one of a coupling constant. In particular, in String Theory the string length (which is closely related to the Planck length) is introduced as a coupling constant and appears to have some rather familiar properties of coupling constants.

### 1.2 The Planck length in a maximum-acceleration framework

An example of new role for the Planck length is provided by scenarios in which the Planck length intervenes in introducing a new maximum-acceleration limit. To my knowledge the first discussions of this type of scenario emerged in a research programme developed by Caianiello and others . Actually the Caianiello programme started off without invoking a role for the Planck length, but rather seeking the introduction of a “non-universal” maximum-acceleration principle, with a different value of the maximum acceleration for different particles. Since the speed-of-light scale already provides us a velocity scale, the introduction of an acceleration scale only requires a time(/length/inverse-mass) scale, a scale that can be expressed in terms of the mass of the particle. Eventually the Caianiello programme with mass-dependent non-universal maximum acceleration encountered some difficulties, and the Planck length was then used to introduce a mass-independent universal maximum-acceleration limit.

More recently the possibility of a Planck-length-based maximum-acceleration limit has been explored in a new way , mostly on the basis of the fact that in Born-Infeld theory there is a maximum field strength.

Of course, an observer-independent maximum-acceleration limit can be introduced in a way that is fully compatible with ordinary Lorentz transformationsaaaBut of course some nontrivial features must be introduced for the description of accelerated observers (at the General-Relativity level of analysis)., since the acceleration of a particle does not changebbbOf course, here the key point is that acceleration are invariant under Lorentz transformations. Similar schemes for introducing a length scale without modifying Lorentz symmetry can be based on other Lorentz-transformation invariants (see, e.g., Ref. ). under rotations and boosts.

This is somewhat analogous to the introduction of a minimum value of the modulus of the angular-momentum vector for some particles in ordinary quantum mechanics. Such a minimum angular-momentum-modulus condition can be implemented, as well known (and recently reconsidered from different perspectives in Ref.  and Ref. ), without encountering any conflict with space-rotation symmetry. Again this is due to the fact that the modulus of the angular momentum of a particle does not change under space rotations.

### 1.3 The Planck length as the minimum wavelength

While a role for the Planck length in the introduction of a coupling constant or a maximum acceleration does not require any modification of the familiar Lorentz transformations, in some cases the Planck length can be introduced in a way that requires modification of Lorentz boosts. A good example of this possibility is provided by the idea that the Planck length might set a minimum-wavelengthcccThe possibility that the Planck length might set the minimum allowed value of wavelengths has been considered in a large number of quantum-gravity studies, but it is usually presented (see, e.g., Refs. ) without commenting on the possibility that there might be FitzGerald-Lorentz contraction of the minimum wavelength, and without specifying how the minimum-wavelength scheme is realized for different observers, i.e. without considering the issue of whether the minimum value of wavelengths is the same for all observers or it is given by the Planck length only for one class of observers (while being subject to FitzGerald-Lorentz contraction for other observers). (and/or maximum momentum) limit.

Since ordinary boosts act nontrivially on wavelengths (by FitzGerald-Lorentz contraction) it is not possible to introduce the Planck length as an observer-independent minimum allowed value for wavelengths without modifying the structure of Special Relativity. Lorentz symmetry must be either “broken” or “deformed” as one can easily see in a specific example of minimum-wavelength scenario, the one in which the $`\omega /\lambda `$ frequency/wavelength dispersion relation (for a massless particle) takes the form

$$\frac{L_p}{\lambda }=1e^{L_p\omega /c},$$
(1)
The possible implications of (1) for Special Relativity can be easily analyzed in analogy with the possible implications of the relation $`E=\sqrt{c^2p^2+c^4m^2}`$ for Galilei-Newton Relativity. According to Galilei-Newton Relativity the relativistic-invariant relation between energy and momentum is $`E=p^2/(2m)`$, and therefore there are only two possibilities: if the Galilei-Newton rotation/boost transformations are not modified the relation $`E=\sqrt{c^2p^2+c^4m^2}`$ can only hold for a single (“preferred”) class of inertial observers (the “ether”); if instead the relation $`E=\sqrt{c^2p^2+c^4m^2}`$ is introduced as an observer-independent law then the Galilei-Newton rotation/boost transformations must necessarily be “deformed”. The Lorentz rotation/boost transformations are a “deformation” of the Galilei-Newton rotation/boost transformations: they both are 6-parameter families of transformations, and in the $`c^10`$ limit the Lorentz transformations are identical to the Galilei-Newton transformations, but in general the Lorentz prescriptions for relating observations in different reference frames differs from the corresponding Galilei-Newton prescriptions.

Analogously for what concerns (1) there are only two possibilities: if the Lorentz rotation/boost transformations are not modified the relation (1) can only hold for a single (“preferred”) class of inertial observers; if instead the relation (1) is introduced as an observer-independent law then the Lorentz boost transformations must necessarily be “deformed”. The deformed Lorentz transformations would then be a 6-parameter family of symmetry transformations, which in the $`L_p0`$ limit are identical to the Lorentz transformations.

For the possibility of broken Lorentz symmetry (with a “preferred” class of inertial observers) there is a long tradition in the quantum-gravity literature (see, e.g., Refs.  and references therein). The idea of a Planck-scale deformed Lorentz symmetry, in the sense here described (in which the boost transformations are characterized by two observer-independent scales $`c`$ and $`L_p`$, rather than the single invariant $`c`$), is the core feature of the more recent “Doubly Special Relativity” proposal .

### 1.4 The Planck length in “quantum-gravity uncertainty principles”

I have considered two rather different illustrative examples of situations in which the Planck scale is introduced in ways that are completely (and self-evidently) unconsequential for the analysis of Lorentz boosts, the case of the Planck scale as a coupling constant and the case of the Planck scale appearing in a maximum-acceleration limit. I also considered an illustrative example of a role for the Planck length that necessarily requires some departures from Lorentz symmetry, the case of the Planck length setting the minimum allowed value for wavelengths (which requires that Lorentz symmetry is either broken or deformed).

It is rather awkward that often in the quantum-gravity literature some novel role is attributed to the Planck length, without even commenting on the possibility of FitzGerald-Lorentz contraction, without perceiving the need to specify how the proposed new property is realized for different (at least inertial) observers. A very significant example of this incomprehensible practice is provided by part of the literature on a possible role for the Planck length in a new uncertainty principle for the measurement of lengths. It is for example often argued  that there should be an uncertainty principle $`min(\delta L)=L_p`$ for the measurement of any length $`L`$, and in most cases these proposals are discussed without any comments on how this uncertainty principle should be described by different observers. The key point here is that there are important differences between the idea of a $`min(\delta L)=L_p`$ limit for the measurement of proper lengths (the length of, say, a pencil in its rest frame) and the idea of a $`min(\delta L)=L_p`$ limit for the measurement of all lengths, but often the proposals are formulated in the literature without even commenting on which of these two very different scenarios is being pursued.

The introduction of a $`min(\delta L)=L_p`$ limit for the measurement of proper lengths is of course inconsequential for Lorentz transformations. It is a statement that acquires operative meaning in a rest frame, just like the type of concept of coupling constant that I considered earlier. If only the measurement of proper lengths is affected by this minimum uncertainty it is then legitimate to assume that other observers, boosted with respect to the rest frame, will find a correspondingly smaller, FitzGerald-Lorentz contracted, uncertainty.

If instead a relation of the type $`min(\delta L)=L_p`$ should apply to all lengths (independently of the state of motion of the object), one should then contemplate the need for a deformation of the Lorentz transformations, in the sense of the mentioned “Doubly Special Relativity” idea .

## 2 The Planck length in discrete or noncommutative spacetimes

FitzGerald-Lorentz contraction acts on physical lengths, but a scale with dimensions of length can of course be introduced in a way that its physical role is not the one of a length. This is seen for example clearly in the case of a theoretical framework with both a maximum velocity $`V_{max}`$ and a maximum acceleration $`A_{max}`$: from $`V_{max}`$ and $`A_{max}`$ one obtains the length scale $`V_{max}^2/A_{max}`$, which (has clarified in the previous section) is not subject to FitzGerald-Lorentz contraction. On the contrary, if, in an appropriate sense, the Planck length is introduced at the level of the description of the fundamental structure of spacetime it is instead natural to expect nontrivial implications for Lorentz boosts. Examples of roles for the Planck length in spacetime structure are Planck-scale spacetime discreteness and Planck-scale spacetime noncommutativity.

It is of course rather natural to explore the possibility that in a quantum gravity some spacetime observables be subject to noncommutativity and/or discretization, since the solution of the quantum-gravity problem might require the introduction of some characteristic features of quantum theory in the description of spacetime. Most types of spacetime discretizations would be clearly incompatible with the presence of an exact continuous (Lorentz) symmetry. This is for example certainly the case  in approaches based on replacing the spacetime continuum with a Planck-scale-discrete network of spacetime points. But on the other hand it is clearly not true  that by introducing any element of discretization in a space one must necessarily renounce to the presence of continuous symmetries. For example the type of discretization of angular momentum that is predicted by ordinary quantum mechanics is fully consistent  with invariance under space rotations. It is therefore not possible to assume a priori that any scenario for spacetime discretization considered in the quantum-gravity literature should lead to departures from Lorentz symmetry.

In particular over these past few years there has been intense investigation of the fate of Lorentz symmetry in (the flat-spacetime limit of) Loop Quantum Gravity, which (as presently understood) predicts an inherently discretized spacetime . Although this discretization is not simply a description of spacetime in terms of a discrete network of spacetime points (and therefore departures from Lorentz symmetry are possible, but not automatically present), arguments presented in Refs.  support the idea of broken Lorentz symmetry in Loop Quantum Gravity. But the issue is not yet fully settled. In particular, Ref.  presents arguments in favour of unmodified Lorentz symmetry in Loop Quantum Gravity, whereas recently Smolin, Starodubtsev and I proposed  (also see the related study in Ref. ) a mechanism such that Loop Quantum Gravity would be described at the most fundamental level as a theory that in the flat-spacetime limit admits deformed Lorentz symmetry (in the sense of Doubly Special Relativity).

Just like there are many ways in which one can introduce some element of discretization in spacetime structure, also spacetime noncommutativity can take many different forms. Most studies have focused on various parts of the following $`Q_{\mu \nu },C_{\mu \nu }^\beta `$ parameter space ($`\mu ,\nu ,\beta =0,1,2,3`$)

$$[x_\mu ,x_\nu ]=iL_p^2Q_{\mu \nu }+iL_pC_{\mu \nu }^\beta x_\beta ,$$
(2)
where $`Q`$ and $`C`$ are dimensionless matrices. It is at this point clear, in light of several recent results, that the only way to preserve Lorentz symmetry is the choice $`Q=0=C`$ (i.e. the case in which there is no noncommutativity and one is back to the familiar classical commutative Minkowski spacetime). When noncommutativity is present Lorentz symmetry is usually broken, but for some special choices of the matrices $`Q`$ and $`C`$ Lorentz symmetry might be deformed, rather than broken.

We have a rather detailed understanding  of the way in which Lorentz symmetry is broken in the “canonical noncommutative spacetimes”  with $`C_{\mu \nu }^\beta =0`$ ($`[x_\mu ,x_\nu ]=iL_p^2Q_{\mu \nu }`$). The matrix $`Q_{\mu \nu }`$ transforms like a tensor in going from one inertial observer to another (the noncommutativity is observer dependent). Particles progating in these canonical spacetimes are governed by an energy/momentum dispersion relation which is $`Q`$ dependent and different from $`E=\sqrt{c^2p^2+c^4m^2}`$. And there are birefringence effects: different polarizations of light travel at different speeds, just as it happens in the study of the propagation of light in some material crystals.

An example of noncommutative spacetime in which Lorentz symmetry might be deformed rather than broken is $`\kappa `$-Minkowski :

$$[x_\mu ,x_\nu ]=iL_p(\delta _\mu ^\beta \delta _\nu ^0\delta _\nu ^\beta \delta _\mu ^0)$$
(3)
(i.e. $`[x_j,x_0]=iL_px_j`$, $`[x_m,x_l]=0`$). It appearsdddMost of the properties so far uncovered for $`\kappa `$-Minkowski are consistent with the structure of the mentioned “Doubly Special Relativity” framework . There are however some open issues for the compatibility of $`\kappa `$-Minkowski with Doubly Special Relativity, mostly concerning systems of two or more particles . possible to introduce this $`\kappa `$-Minkowski noncommutativity as an observer-independent description of spacetime, at the price of a deformation of the Lorentz transformations. Particles progating in $`\kappa `$-Minkowski are governed by an energy/momentum dispersion relation which is $`L_p`$ dependent (but observer independent) and different from $`E=\sqrt{c^2p^2+c^4m^2}`$.

## 3 Some implications for astrophysics and cosmology

Quantum-gravity effects are extremely small, since their magnitude is typically set by some power of the ratio between the Planck scale and the wavelength of the particle under study. There are some contexts in which the theoretical predictions can be confronted with data, but in most cases it is necessary to rely on observations in astrophysics and cosmology, rather than laboratory experiments . The “astrophysics of quantum gravity” is being considered also for effects that are not directly related to the issues for Lorentz symmetry that I discussed here (see, for example, the Equivalence-Principle tests considered in Refs. ), and has been advocated in a large number of papers on the fate of Lorentz symmetry in quantum gravity. It is at this point well established that, if Lorentz symmetry is broken or deformed at the Planck scale, there are at least a handful of opportunities for controntation with data.

One of the most studied scenarios is based on a modified dispersion relation of the type (1), using the associated small wavelength dependence of the speed of photons (based on the relation $`v=d\omega /dk`$, $`k1/\lambda `$). The wavelength dependence of the speed of photons that is induced by (1) is of order $`L_p/\lambda `$, and is therefore completely negligible in nearly all physical contexts. It is however quite significant  for the analysis of short-duration gamma-ray bursts that reach us from cosmological distances. For a gamma-ray burst a typical estimate of the time travelled before reaching our Earth detectors is $`T10^{17}s`$. Microbursts within a burst can have very short duration, as short as $`10^4s`$. Some of the photons in these bursts have energies in the $`100MeV`$ range and higher (and correspondingly small wavelengths). For two photons with energy difference of order $`\mathrm{\Delta }E100MeV`$ an $`L_p\mathrm{\Delta }E`$ speed difference over a time of travel of $`10^{17}s`$ leads to a relative time-of-arrival delay of order $`\mathrm{\Delta }t\eta TL_p\mathrm{\Delta }E10^3s`$. Such a quantum-gravity-induced time-of-arrival delay could be revealed  upon comparison of the structure of the gamma-ray-burst signal in different energy channels, and these types of studies are planned for the next generation of gamma-ray telescopes, such as GLAST .

With advanced planned neutrino observatories, such as ANTARES , NEMO  and EUSO , it should be possible to observe neutrinos with energies between $`10^{14}`$ and $`10^{19}`$ $`eV`$, and according to current models  gamma-ray bursters should also emit a substantial amount of high-energy neutrinos. This might provide  another opportunity for time-of-arrival analyses.

Another example of opportunity to test schemes for Planck-scale departures from Lorentz symmetry is the one of “threshold anomalies”. For example, on the basis of a Planck-scale modified energy-momentum dispersion relation that at low energies takes the form $`E^2c^2p^2+c^4m^2+L_pEp^2`$ (which could be inspired by (1)), and assuming unmodified law of energy-momentum conservation (which is compatible with the modified dispersion relation in a scheme with Lorentz-symmetry breaking), one finds that a collision between a soft photon of energy $`ϵ`$ and a high-energy photon of energy $`E`$ can produce an electron positron pair ($`\gamma +\gamma e^++e^{}`$) only if $`EE_{th}`$, with the threshold energy $`E_{th}`$ given by

$$E_{th}ϵ\eta L_pE_{th}^3/8m_e^2.$$
(4)
Analogous modifications of threshold relations are found for other processes. In particular, the case of photopion production, $`p+\gamma p+\pi `$, also leads to an analogous result in the case in which the incoming proton has high energy $`E`$ while the incoming photon has energy $`ϵ`$ such that $`ϵE`$. And the photopion-production threshold is relevant for the analysis of UHE (ultra-high-energy) cosmic rays, since a characteristic feature of the expected cosmic-ray spectrum, the so-called “GZK limit”, depends on the evaluation of the minimum energy required of a cosmic ray in order to produce pions in collisions with cosmic-microwave-background photons. Strong interest was generated by the observation  that a Planck-scale-modified threshold relation can lead to a significantly higher estimate of the threshold energy, resulting an upward shift of the GZK limit. This would provide a description of the observations of the high-energy cosmic-ray spectrum reported by AGASA , which can be interpreted as an indication of a sizeable upward shift of the GZK limit. (But I must stress here that there are other plausible theory explanations for the AGASA “cosmic-ray puzzle”, and the experimental side must be further explored, since another cosmic-ray observatory, HIRES, has not confirmed the AGASA results.)

An example of application of ideas for the fate of Lorentz at the Planck scale in cosmology is given by the studies in Ref. . The observation that some of the frontier ideas in Planck-scale-physics research can be important in cosmology has already a rather long tradition (see, e.g., Ref. ). In Ref.  it is observed that the recent proposal of Doubly Special Relativity schemes provides an opportunity for a reformulation of the “time-varying speed of light” cosmological scenario  (which had been previously structured relying on a preferred frame).


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# Are braneworlds born isotropic?

## I Introduction

A classic problem of cosmology is finding ways to explain the very high degree of isotropy observed in the Cosmic Microwave Background (CMB). In general relativity, where isotropy is a special rather than generic feature of cosmological models, we need a dynamical mechanism which is able to produce isotropy. One of the most efficient mechanisms for isotropising the universe is Inflation 111There are perturbative proofs of the cosmic no-hair conjecture, i.e. classical perturbations in inflationary models with a scalar field or cosmological constant are swept out, as well as (local) proofs for homogeneous and inhomogeneous models (see e.g. BMT  and references therein). but it requires sufficiently homogeneous initial data in order to start at all KT . Although one can adopt the view that it is sufficient to have one such homogeneous enough patch in an otherwise inhomogeneous initial universe to explain what we observe, this seems somehow unsatisfactory. In our view the isotropy problem remains open to debate in standard cosmology.

Over the past few years the brane-world paradigm has received considerable attention as a possible candidate for string inspired cosmology (see roy3  for a recent review). In this scenario the observable universe is a 4 - dimensional slice, the brane, embedded in a higher dimensional spacetime called the bulk. Here we consider the formulation developed in SMS  in order to generalise a previous model by Randall and Sundrum RS , where the bulk is 5 - dimensional and contains only a cosmological constant, assumed to be negative.

In a series of recent papers a number of authors SC2 ; SVF ; SC1 ; coley2 ; coley1 ; MS ; HCY ; HI ; naureen1 ; naureen2  have presented a detailed description of the dynamics of homogeneous and anisotropic brane-worlds, finding a remarkable result: unlike standard general relativity, where the generic cosmological singularity is anisotropic, the past attractor for homogeneous anisotropic models in the brane is a simple Robertson - Walker model $`_b`$. More significantly, in coley2 ; coley1  it was shown that this result holds true in Bianchi IX models, as well as for some simple inhomogeneous models. Since the Belinski - Lifshitz - Kalatnikov (BLK) conjecture BLK  suggests that the Bianchi IX behaviour in the vicinity of the singularity is general, i.e. that the approach to the cosmological singularity in a generic inhomogeneous universe model should locally be the same as in Bianchi IX, it has been suggested that the isotropic singularity could be a generic feature of brane cosmological models.

If this conjecture coley2 ; coley1  could be proved correct, brane cosmology would have the very attractive feature of having isotropy built in. Inflation in this context would still be the most efficient way of producing the fluctuations seen in the CMB, but there would be no need of special initial conditions for it to start GW . Also the Penrose conjecture penrose  on gravitational entropy and an initially vanishing Weyl tensor would be satisfied in these models (c.f. tod ; GCW ).

In this paper we prove that this conjecture is true, within a perturbative approach and in the large - scale and high energy regime, as justified below. We arrive at this result through a detailed analysis of generic linear inhomogeneous and anisotropic perturbations EB ; BDE ; goode ; DBE  of this past attractor $`_b`$. This is done by using the full set of linear 1+3 covariant propagation and constraint equations for this background, which describe the kinematics of the fluid flow and the dynamics of the gravitational field (see eqns. 87-100 in roy2 ). These equations are then split into their scalar, vector and tensor contributions giving three sets of linear propagation and constraint equations which govern the complete perturbation dynamics.

From a dynamical systems point of view the past attractor $`_b`$ for brane homogeneous cosmological models found in coley2 ; coley1  is a fixed point in the phase space of these models. This phase space may be thought of as an invariant submanifold within an higher dimensional phase space for more general inhomogeneous models. Our analysis can be thought of as an exploration of the neighbourhood of $`_b`$ out of the invariant submanifold explored in coley2 ; coley1 .

We restrict our analysis to large - scales, at a time when physical scales of perturbations are much larger than the Hubble radius, $`\lambda H^1`$ (equivalent to neglecting Laplacian terms in the evolution equations). This may at first glance seem restrictive, but it is not the case for the non - inflationary perfect fluid models that are relevant to our discussion. Indeed, it is well known that any wavelength $`\lambda <H^1`$ at a given time becomes much larger than $`H^1`$ at early enough times. Because of this crucial property of perturbations for non - inflationary models our analysis is completely general, i.e. valid for any $`\lambda `$ as $`t0`$.

In what follows we restrict our analysis to the case of vanishing background dark radiation ($`𝒰=0`$).

## II Dimensionless variables and harmonics

We define dimensionless expansion normalised quantities for the shear $`\sigma _{ab}`$, the vorticity $`\omega _a`$, the electric $`E_{ab}`$ and magnetic $`H_{ab}`$ parts of the Weyl tensor goode :

$$\mathrm{\Sigma }_{ab}=\frac{\sigma _{ab}}{H},W_a=\frac{\omega _a}{H},_{ab}=\frac{E_{ab}}{H^2},_{ab}=\frac{H_{ab}}{H^2},$$
(1)
where $`H`$ is the Hubble parameter $`H=\dot{a}/a`$ and $`a`$ is the scale factor.

It turns out to be convenient to use the dimensionless variable

$$W_a^{}=a\omega _a$$
(2)
to characterise the vorticity of the fluid flow. Here $`\omega _a=\eta _{abc}\omega ^{bc}`$ is the usual vorticity vector.

The appropriate dimensionless density and expansion gradients which describe the scalar and vector parts of density perturbations are given by (see roy2  for details of definitions)

$`\mathrm{\Delta }_a={\displaystyle \frac{a}{\rho }}\text{D}_a\rho ,Z_a^{}={\displaystyle \frac{3a}{H}}\text{D}_aH,`$ (3)
and for the brane - world contributions we define the following dimensionless gradients describing inhomogeneity in the non - local quantities

$$U_a^{}=\frac{\kappa ^2\rho }{H^2}U_a,Q_a^{}=\frac{\kappa ^2a\rho }{H}Q_a,$$
(4)
where $`U_a`$ and $`Q_a`$ are defined in equation (27) of GM .

When undertaking a complete analysis of the perturbation dynamics it turns out useful to define a set of auxiliary variables corresponding to the curls of the standard quantities defined above:

$`\overline{W}_a^{}`$ $`=`$ $`{\displaystyle \frac{1}{H}}\text{curl}W_a^{},\overline{\mathrm{\Sigma }}_{ab}={\displaystyle \frac{1}{H}}\text{curl}\mathrm{\Sigma }_{ab},`$ (5)
$`\overline{}_{ab}`$ $`=`$ $`{\displaystyle \frac{1}{H}}\text{curl}_{ab},\overline{}_{ab}={\displaystyle \frac{1}{H}}_{ab},`$ (6)
$`\overline{Q}_a^{}`$ $`=`$ $`{\displaystyle \frac{1}{H}}\text{curl}Q_a^{}.`$ (7)
Finally, it is useful to use the dimensionless time derivative $`d/d\tau =d/d(lna)`$ (denoted by a prime) to analyse the past evolution of the perturbation dynamics.

We use the harmonics defined in BDE  to expand the above tensors $`X_a,X_{ab}`$ in terms of scalar (S), vector (V) and tensor (T) harmonics $`Q`$. This yields a covariant and gauge invariant splitting of the evolution and constraint equations for the above quantities into three sets of evolution and constraint equations for scalar, vector and tensor modes respectively:

$`X`$ $`=`$ $`X^SQ^S`$ (8)
$`X_a`$ $`=`$ $`k^1X^SQ_a^S+X^VQ_a^V`$ (9)
$`X_{ab}`$ $`=`$ $`k^2X^SQ_{ab}^S+k^1X^VQ_{ab}^V+X^TQ_{ab}^T.`$ (10)
## III Perturbation Equations and their solutions

We begin by giving the evolution equations for scalar perturbations (suppressing the label S):

$`\mathrm{\Sigma }^{}`$ $`=`$ $`(3\gamma 2)\mathrm{\Sigma },`$ (11)
$`^{}`$ $`=`$ $`(6\gamma 3)3\gamma \mathrm{\Sigma },`$ (12)
$`\mathrm{\Delta }^{}`$ $`=`$ $`(3\gamma 3)\mathrm{\Delta }\gamma Z^{},`$ (13)
$`Z_{}^{}{}_{}{}^{}`$ $`=`$ $`(3\gamma 2)Z^{}3(3\gamma +1)\mathrm{\Delta }U^{},`$ (14)
$`Q_{}^{}{}_{}{}^{}`$ $`=`$ $`(3\gamma 3)Q^{}\frac{1}{3}U^{}6\gamma \mathrm{\Delta },`$ (15)
$`U_{}^{}{}_{}{}^{}`$ $`=`$ $`(6\gamma 4)U^{}.`$ (16)
The scalar constraint equations are:

$`2\mathrm{\Sigma }`$ $`=`$ $`2Z^{}3Q^{},`$ (17)
$`2`$ $`=`$ $`6\mathrm{\Delta }3Q^{}+U^{}.`$ (18)
Vector perturbations on large - scale are described by the following evolution equations for the basic variables

$`\mathrm{\Sigma }^{}`$ $`=`$ $`(3\gamma 2)\mathrm{\Sigma }2(\gamma 1)\overline{W}^{},`$ (19)
$`^{}`$ $`=`$ $`(6\gamma 3)3\gamma \mathrm{\Sigma }+6\gamma \overline{W}^{},`$ (20)
$`\mathrm{\Delta }^{}`$ $`=`$ $`(3\gamma 3)\mathrm{\Delta }\gamma Z^{},`$ (21)
$`Z_{}^{}{}_{}{}^{}`$ $`=`$ $`(3\gamma 2)Z^{}(9\gamma +3)\mathrm{\Delta }U^{}(6\gamma 6)\overline{W}^{},`$ (22)
$`Q_{}^{}{}_{}{}^{}`$ $`=`$ $`(3\gamma 3)Q^{}\frac{1}{3}U^{}6\gamma \mathrm{\Delta },`$ (23)
$`U_{}^{}{}_{}{}^{}`$ $`=`$ $`(6\gamma 4)U^{},`$ (24)
$`W_{}^{}{}_{}{}^{}`$ $`=`$ $`(3\gamma 4)W^{},`$ (25)
$`^{}`$ $`=`$ $`(6\gamma 3)12\gamma W^{}+\overline{Q}^{},`$ (26)
and their curls

$`\overline{W}^{^{}}`$ $`=`$ $`(6\gamma 5)\overline{W}^{},`$ (27)
$`\overline{Q}^{^{}}`$ $`=`$ $`(6\gamma 4)\overline{Q}^{}36\gamma ^2W^{},`$ (28)
$`\overline{}^{}`$ $`=`$ $`(9\gamma 4)\overline{}6\gamma \overline{W}^{}`$ (29)
$`\overline{}^{}`$ $`=`$ $`(9\gamma 4)\overline{}3\gamma \overline{\mathrm{\Sigma }},`$ (30)
$`\overline{\mathrm{\Sigma }}^{}`$ $`=`$ $`(6\gamma 3)\overline{\mathrm{\Sigma }}\overline{}.`$ (31)
The constraints for the basic variables are

$`3\mathrm{\Sigma }`$ $`=`$ $`4Z^{}6Q^{}+6\overline{W}^{},`$ (32)
$`3`$ $`=`$ $`12\mathrm{\Delta }6Q^{}+2U^{},`$ (33)
$``$ $`=`$ $`12\gamma W^{}\overline{Q}^{},`$ (34)
$`\overline{\mathrm{\Sigma }}`$ $`=`$ $`,`$ (35)
and the curl constraints are

$`\overline{}`$ $`=`$ $`6\gamma \overline{W}^{},`$ (36)
$`\overline{\mathrm{\Sigma }}`$ $`=`$ $`12\gamma W^{}\overline{Q}^{},`$ (37)
$`\overline{}`$ $`=`$ $`12\gamma W^{}\overline{Q}^{}.`$ (38)
Finally, the large - scale evolution of tensor perturbations are governed by propagation equations for the tensor contributions of the shear $`\mathrm{\Sigma }_{ab}`$, the electric $`_{ab}`$ and magnetic $`_{ab}`$ parts of the Weyl tensor:

$`\mathrm{\Sigma }^{}`$ $`=`$ $`(3\gamma 2)\mathrm{\Sigma },`$ (39)
$`^{}`$ $`=`$ $`(6\gamma 3)3\gamma \mathrm{\Sigma }+\overline{},`$ (40)
$`^{}`$ $`=`$ $`(6\gamma 3)\overline{},`$ (41)
together with propagation equations for their curls

$`\overline{\mathrm{\Sigma }}^{}`$ $`=`$ $`(6\gamma 3)\overline{\mathrm{\Sigma }}\overline{},`$ (42)
$`\overline{}^{}`$ $`=`$ $`(9\gamma 4)\overline{}3\gamma \overline{\mathrm{\Sigma }},`$ (43)
$`\overline{}^{}`$ $`=`$ $`(9\gamma 4)\overline{}.`$ (44)
The only tensorial contribution to the constraints is

$$\overline{\mathrm{\Sigma }}=.$$
(45)
Solutions to these three sets of equations are presented in Table I. On close inspection of the exponents we conclude that $`_b`$ is stable in the past (as $`t0`$) to generic inhomogeneous and anisotropic perturbations provided the matter is described by a non - inflationary perfect fluid with $`\gamma `$ \- law equation of state parameter satisfying $`\gamma >1`$ and we use the large - scale approximation ($`\lambda H^1`$). In particular it can be easily seen that the expansion normalised shear vanishes as $`a0`$, signalling isotropization.

## IV Discussion of results

We have considered here only the case of vanishing background Weyl energy density, $`𝒰=0`$. This assumption considerably simplifies the analysis, but it is expected that our results will remain true for $`𝒰0`$. Indeed, when $`𝒰0`$ $`_b`$ still remains a past attractor of the isotropic models. In other words, our analysis is restricted to the invariant submanifold $`𝒰=0`$ of the larger phase space with $`𝒰0`$, but this submanifold is asymptotically stable against $`𝒰0`$ perturbations. A more complete analysis including this case will be the subject of a future investigation.

In a related paper the dynamics of a class of spatially inhomogeneous $`G_2`$ cosmological models in the brane-world scenario has been studied CHL . Area expansion normalized scale - invariant dependent variables, the timelike area gauge and an effective logarithmic time $`t`$ were employed, and the initial singularity occurs for $`t\mathrm{}`$. The resulting governing system of evolution equations of the spatially inhomogeneous $`G_2`$ brane cosmological models can then be written as a constrained system of autonomous first - order partial differential equations in two independent variables. The local dynamical behaviour of this class of spatially inhomogeneous models close to the singularity was then studied numerically. It was found that the area expansion rate increases without bound (and hence the Hubble rate $`H\mathrm{}`$ as $`t\mathrm{}`$, so that there always exists an initial singularity). For $`\gamma >4/3`$, the numerics indicate isotropization towards $`_b`$ as $`t\mathrm{}`$ for all initial conditions. In the case of radiation ($`\gamma =4/3`$), the models were still found to isotropize as $`t\mathrm{}`$, albeit slowly. From the numerical analysis we find that there is an initial isotropic singularity in all of these $`G_2`$ spatially inhomogeneous brane cosmologies for a range of parameter values which include the physically important cases of radiation and a scalar field source. The numerical results are supported by a qualitative dynamical analysis and a detailed calculation of the past asymptotic decay rates CHL .

Finally, we note that this result corrects an earlier paper BD  in which two of the authors claimed the contrary to be true (i.e., brane - worlds do not isotropize). The claim in BD  was based on the existence of the decaying mode $`a^3`$ (growing in the past) in the solutions for $`\mathrm{\Delta }`$ and $`Q^{}`$ which when substituted into the shear (17) and $`divE`$ constraints (18) gave the same mode in the expansion normalised shear $`\mathrm{\Sigma }`$ and electric part of the Weyl tensor $``$. This resulted from using an incorrect propagation equation for the non - local energy flux in GM  (eqn. 32 in this paper) which gave different solutions for $`Q^{}`$ 222The authors of GM  agree with our findings; R. Maartens, private communication.. The error in GM  results in a wrong decaying mode that is totally irrelevant for the future evolution of perturbations studied in that paper, but changes dramatically their behaviour as $`t0`$. It is easy to see that when the corrected solutions (in Table 1) are substituted into (17) and (18) the $`a^3`$ mode actually cancels out in $`\mathrm{\Sigma }`$ and $``$. Note also that this mode does not appear in the solution for the magnetic part of the Weyl tensor $``$.

Since $`\mathrm{\Sigma }`$, $``$ and $``$ give a better description of the geometry, their past evolution represents the true behaviour of anisotropies close to the initial singularity, and not $`\mathrm{\Delta }`$. In fact one can argue that the existence of the $`a^3`$ mode in $`\mathrm{\Delta }`$ (defined in equation (3)) results from it not being the most appropriate measure of inhomogeneity at high energies since the dominant background energy density is not $`\rho `$ but $`\rho ^{tot}\rho ^2`$ (see equation (11) in gmg ). More precisely, if we define $`\mathrm{\Delta }^{HE}`$ (High Energy) normalising with $`\rho ^{tot}`$ instead of $`\rho `$ then $`\mathrm{\Delta }^{HE}\mathrm{\Delta }/\rho `$ and the decaying mode in $`\mathrm{\Delta }`$ becomes a mode $`a^{3+3\gamma }`$. Since $`3+3\gamma >0`$ for $`\gamma >1`$, we remove the decaying mode in the density inhomogeneity.

###### Acknowledgements.

The authors would like to thank Yanjing He and W.C. Lim for useful discussions. PKSD and NG thank the department of Mathematics and Statistics at Dalhousie University for hospitality while some of this work was carried out and the NRF (South Africa) for financial support, NG thanks the University of Cape Town for a postgraduate scholarship and AAC acknowledges NSERC (Canada) for financial support.


text:
# Scaling in directed dynamical small-world networks with random responses

## Abstract

A dynamical model of small-world network, with directed links which describe various correlations in social and natural phenomena, is presented. Random response of every site to the imput message are introduced to simulate real systems. The interplay of these ingredients results in collective dynamical evolution of a spin-like variable $`S(t)`$ of the whole network. In the present model, global average spreading length $`L_s`$ and average spreading time $`T_s`$ are found to scale as $`p^\alpha lnN`$ with different exponents. Meanwhile, $`S`$ behaves in a duple scaling form for $`NN^{}`$: $`Sf(p^\beta q^\gamma \stackrel{~}{t})`$, where $`p`$ and $`q`$ are rewiring and external parameters, $`\alpha ,\beta ,\gamma `$ and $`f(\stackrel{~}{t})`$ are scaling exponents and universal functions, respectively. Possible applications of the model are discussed.

Many natural, social and economic systems, are well described as networks in which sites represent agents and links represent correlations between them (see  for reviews). Among networks with complex topology, small-world networks (SWN)  are based on a highly connected regular lattice in which a fraction $`p`$ of original links between sites are replaced by randomly rewired links. It has played an important role in the study of real processes , such as various problems in the field of physics , and those outside it .

As a platform for understanding processes in systems where SWN topology crucially determines their dynamics, Watts , Lago-Fernández et al. , Strogatz, and, Kuperman and Abramson  have analyzed several types of real problems. Activities of individual agents (sites) in their models evolve in time, and couple with each other to induce system response from global coherence, while connections (links) of networks are kept unchanged throughout the process. However, interactions in most social or biological systems are not static and change with time from common knowledge. When states of sites at the ends of a link change with time, correlation between them could correspondingly change. This effect can result in novel dynamical scaling properties which do not appear in previous works.

Suppose an exclusive shop sells a new brand of portable commodity without advertising, this message can be spread out by showing it in the population, and every new buyer can be a source of message, which change his/her role in the crowd in this sale process. Meanwhile, interacting relations among people change continuously, they are not fixed due to everyday activities. Similar things can occur when a contact-infectious disease with all possible incubation (infected-but-not-infective) time propagate through an acquaintance network starting from an index patient. When an infected one finally becomes infective, he changes his role to all others. Sometimes people in incubation periods continuing their social activities even are unaware of infection.

In most information or disease diffusion processes effective interactions are asymmetric or even unidirected, which has been investigated in a lot of literature . The direction of a link between a pair of given sites depends on their states. For example, infection passes from infectives to susceptibles, which defines an active link from the former to the later. Meanwhile, any link between two infectives or two susceptibles is inactive in an epidemic spreading. As another example, some special cases of food webs which show small-world effect , can be described with inherent directed trophic links  and their structures can vary with time . These models can illustrate how human pollution or disaster on the environment to be transported up through species at different trophic levels. Recently a non-equilibrium phase transition is displayed in two-dimensional directed SWNs .

Usually, individuals in real systems react to input message not simultaneously . Incubation time of people for the same infectious disease varies depending on their resistivity to it. In parallel, delaying interval from getting a message of the commodity to buying it also vary according to the spending potential of a particular buyer. In one word, there always exist stochastic relaxations or random responses in such dynamical progresses.

In this Letter we attempt to point out that three ingredients mentioned above—dynamically varied interactions, directionality of links, and random responses of agents can interweave together in a real system, and their interplay motivates the present work. We combine these ingredients to form a dynamical directed small-world network (DDSWN) on which we simulate practical spreading processes. With the model dynamical scaling properties of message diffusion and collective response to the message are revealed by numerical simulation and data analysis, which have not been observed from static undirectional SWN models previously.

The network can be built with the following rules: (1) A rewired one-dimensional (1D) circular lattice with coordination number $`2z`$ is constructed. A site labelled $`j`$ is randomly chosen from all the $`N`$ sites as the only initial seed in spin-up state, while other sites of indices $`ij`$ are in spin-down state. So the seed is the first one that is able to send out the message to other sites and to convert spin states of receiving sites. (2) Considering the discrepancies among sites in the response to the message, we define the response time $`\tau _i`$ for every site $`i`$ as the relaxation period from the receiving of the message to the flipping into the spin-up state. The $`\tau _i`$’s are random variables obeying distribution probability $`P(\tau _i)`$. In this paper we consider two types of probability, the uniform and Poisson distributions. The former can be written as

$$P(\tau _i)=\frac{1}{q}\theta (\tau _i)\theta (q\tau _i),$$
(1)
where $`\theta (x)`$ is the step function, being 0 for $`x<0`$ and 1 for $`x0`$, and $`q`$ is a parameter characterizing the width of the distribution. Here $`\tau _i`$ is uniformly distributed between $`0`$ and $`q`$, so $`q/2`$ is the average response period. For the latter, we use the discrete Poisson distribution

$$P(\tau _i)=q^ke^q/k!,$$
(2)
where $`k`$ is the integer part of $`\tau _i`$, and $`q`$ corresponds to the average value of $`\tau _i`$. In both distributions parameter $`q`$ measures the average and diversity of the random response periods. (3) We suppose that the spatial configuration of $`\tau _i`$ is time independent, but connections in SWN are updated in every time unit $`\tau _0`$, i.e., a SWN with new links is produced at every moment $`t_M=M\tau _0`$ with $`M`$ being a positive integer, from the regular 1D circular lattice by rewiring $`p`$ fraction of bonds. So we have dynamically varied SWNs with the same rewiring probability $`p`$. (4) All sites evolve their spin states in a parallel way. Once a site of spin-down state is at the end of its relaxation time after receiving the message, it flips onto spin-up state and keeps it, being capable of sending out the same message. Therefore, the links in this dynamical SWN are directional as the message can only be transmitted from a spin-up site to a spin-down site, and the transmission from a spin-down site or to a spin-up site is ineffective. Actually, the direction of a link reflects the irreversible nature in diffusion processes, such as the spreading of pollution in food webs  and diffusion in directed percolation models .

For an undirected and static SWN, the small-world effect can be described by the characteristic path length $`\overline{l}`$, i.e., the averaged shortest distance between any two sites. It follows the scaling law ,

$$\overline{l}(N,p)(N^{})^{1/d}F(N/N^{}),$$
(3)
where the scaling function $`F(u)`$ has the limits $`F(u)u^{1/d}`$ for $`u1`$, $`F(u)\mathrm{ln}u`$ for $`u1`$, and $`N^{}p^1`$ is a crossover size separating the big- and small-world regimes. In DDSWN, however, not all sites are effectively connected with each other since only links from sites in spin-up state to those in spin-down state are active. Therefore, $`\overline{l}`$ loses its original meaning in the present model. In order to investigate how wide and how fast the message spreads out in DDSWNs, we introduce the time-dependent average spreading length, $`L_\mu _{\nu =1}^\mu n_\nu l_\nu /_{\nu =1}^\mu n_\nu `$, and the average spreading time, $`T_\mu _{\nu =1}^\mu n_\nu t_\nu /_{\nu =1}^\mu n_\nu `$, where $`\mu `$ is the time index, $`t_\mu =\mu t_0`$, $`n_\mu `$ is the number of receivers created between the $`(\mu 1)`$th and the $`\mu `$th moments, and $`l_\mu `$ is the average length from the initial seed to these receivers. We calculate them by numerical simulations in which the data are obtained by ensemble average over at least 50 random configurations with different $`\{\tau _i\}`$ and location of the initial seed. The obtained results are shown in Figs. 1 and 2.

It is found that for given $`N`$ and $`z`$ the average path length $`L(t)`$ (here we indicate the time-dependence explicitly and omit the suffix $`\mu `$) increases monotonically in time towards its $`p`$-dependent saturation value $`L_s`$ (see the upper-left insets of Figs. 1 and 2), which shows the finite-size effect of $`p`$. Summation over $`n_\nu `$ in the calculation of $`L_s`$ tells us that eventually all sites will be successively visited by the message sooner or later, suggesting the higher adaptability of the dynamical models in description of the diffusion processes compared with the static directed SWN models . We will use $`L_s`$ and $`T_s`$ to characterize global properties of the networks, since in saturation the quantities are no longer time dependent. Compared with the scaling relation Eq. (3) for $`\overline{l}(N,p)`$ in the static SWNs, the corresponding quantity $`L_s`$ in the DDSWNs scales with $`\mathrm{ln}N`$ for given $`p`$ (see the lower-right insets of Figs. 1 and 2), but it depends on $`p`$ in a power law $`L_sp^{\alpha _L}`$ for a fixed $`N`$ (see the main panels of Figs. 1 and 2, where the slope of straight lines gives the value $`1\alpha _L`$). Therefore, we have a new scaling formula

$$L_sp^{\alpha _L}\mathrm{ln}N,$$
(4)
where $`\alpha _L=0.14\pm 0.02`$ for uniform distribution and $`\alpha _L=0.160\pm 0.005`$ for Poisson distribution, extracted from the data in Figs. 1 and 2, respectively. Meanwhile, the average spreading time $`T_s`$ behaves in the same form as $`L_s`$, but with different parameters. We obtain $`\alpha _T=0.29\pm 0.01`$ and $`\alpha _T=0.245\pm 0.006`$ for uniform and Poisson distributions, as extracted from the data in Figs. 3 and 4, respectively. The message from the initial seed passes through tree-like paths, and $`L_s`$ and $`T_s`$

are the maximal path length and spreading time by which the message reaches the final sites. The scaling relations of $`L_s`$ and $`T_s`$ are unique features of DDSWN model. The simulations suggest that the $`p`$-dependence of the saturated $`L`$ and $`T`$ is attributed to the dynamically varied connections and the finite-size effect, the factor $`\mathrm{ln}N`$ in the scaling relation can be attributed to the geometrical characteristics of the SWN background, and the factor $`p^{\alpha _L}`$ is originated from the diffusion mechanism of the directional links, distinctive in comparison with the behavior of $`\overline{l}`$ in the ordinary SWNs. The exponents $`\alpha _L`$ and $`\alpha _T`$ still depend on specific form of the distributions of the relaxation time. On the other hand, as it should be anticipated, $`L_sN`$ for $`NN^{}`$ in the big-world regime.

We now turn to the behavior of $`S(t)`$, defined as the number of all sites in spin-up states at moment $`t`$ divided by $`N`$. It represents the ratio of the sites in spin-up state, and its temporal derivation, $`S^{}(t)`$, reflects the probability of a spin-down site to be flipped into the spin-up state in a unit of time at moment $`t`$. Because in this model all the sites should be in spin-up state after an enough time, $`S(t)1`$ at the limit $`t\mathrm{}`$. We numerically calculate $`S(t)`$ for various values of parameters. The results for different values of $`p`$ and fixed $`q`$ in the case of uniform distribution are plotted in Fig. 5(a). All the curves can merge together if the time is rescaled as $`t_{\text{sc}}=(p/p_0)^\beta t`$, as can be seen from Fig. 5(b) in which we use $`p_0=0.1`$ and $`\beta =0.20\pm 0.005`$ is extracted. The time rescaling is done for the Poisson distribution, as shown in Figs. 5(c) and 5(d), and we get $`\beta =0.186\pm 0.006`$. At the same time, if $`q`$ is varied as well, we can also use the time rescaling, $`t_{\text{sc}}^{}=(q/q_0)^\gamma t_{\text{sc}}`$ to merge the curves, as shown in Fig. 6. From this we extract the exponent $`\gamma =0.750\pm 0.003`$ for the uniform distribution and $`\gamma =0.880\pm 0.006`$ for the Poisson distribution, both with $`q_0=10`$. Thus, we have the following scaling form of $`S(t)`$:

$$S(t)S(p^\beta q^\gamma \stackrel{~}{t})f(\stackrel{~}{t}),$$
(5)
where $`\stackrel{~}{t}=p_{0}^{}{}_{}{}^{\beta }q_{0}^{}{}_{}{}^{\gamma }t_{\text{sc}}^{}`$ and $`f(\stackrel{~}{t})`$ is a universal function for a given distribution.

The distributions of the response time used here are phenomenological functions reflecting the nature of the DDSWN. Other forms can also be used to describe specific systems. The results of our simulations with different distributions suggest that there exists common scaling behavior of the diffusion dynamics in DDSWNs and only the values of exponents depend on the form of distribution. For a specific process, the response time has a definite meaning. Sales problem of a new type of commodity, for example, $`\tau _i`$ reflects the delaying time between the awareness and the buying of the commodity for a consumer, and $`q`$ is related to the discrepancy in consumptive potential among them. Food webs, as another example, usually have a few directed links  from the basal species to the top ones, and moreover, have average trophic distance scaling in $`\mathrm{ln}N`$. All of them share typical values of $`L_s`$ in the DDSWN model. This implies that the model can capture the essential feature of dynamical directionality of food webs although the small-world effect in this problem is still in dispute . By the way, on revision of our submitted manuscript, similar $`\mathrm{ln}N`$ scaling behaviors of SWNs were independently found in quantum and classical diffusion problems .

This work is supported by China Aeronautic Science Fundation under Grant No.00J52079.


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# Setting confidence intervals in coincidence search analysis

## I Introduction

When a detector is pushed to its limits in order to reveal faint sources, every slight deviation of noise models from ideality can severely jeopardize the robustness of a detection claim. In fact, when the signal-to-noise ratio (SNR) is low, most goodness-of-the-fit tests have poor discrimination power. On the other hand, in the long run, the outliers add up and constitute a background which can be much larger than the isolated signals possibly present in the data.

Working with a network of detectors optimized for coincidence analysis allows to reduce the background and –most of all– to estimate reliably the background itself, which is essential to set reliable upper limits.

A gravitational wave (gw) resonant detector is built around a mechanically isolated massive resonant body. Cylindric 3m-long 2.3 ton aluminum alloy bars have been until now a widely adopted solution. Any planar (transverse) gravitational wave impinging on the bar with an angle $`\theta `$ relative to its axis excites the longitudinal mechanical mode, with amplitude proportional to $`\mathrm{sin}^2\theta `$. With respect to burst signals, the presently working resonant detectors are sensitive in a narrow ($`110Hz`$) frequency range near the resonance ($`900Hz`$). IGEC-PRD

A candidate event is defined as the output of an automated max-hold algorithm based on two adaptive thresholds: one on the SNR of the peak amplitude (it has to be great enough to be identified without ambiguity, i.e. low timing error) and one on the minimum delay between consecutive events (in order to generate independent events it must be greater than a few times the autocorrelation of the processed data). Even with no outliers, this algorithm would produce random accidental events as samples of the extreme distribution for an (almost) Gaussian stochastic process.

The International Gravitational Events Collaboration (IGEC) IGEC-PRL ; IGEC-PRD ; IGEC-WWW  was founded in order to take up the task of assessing the detection of gw’s from the candidate event lists compiled by the single detectors. The only requirement for member groups has been that the exchanged information should include:

i) event amplitudes and times of arrival (along with their estimated errors)

ii) minimal detectable amplitude –i.e. the sensitivity threshold of the detector– defined by requirement of unbiasedness of amplitude estimates and unambiguous timing.

The IGEC analysis is based on time coincidence search, and in the first 4 year run (1997-2000) the five detectors of the collaboration were purposely aligned to be as parallel as possible, in order to maximize the efficiency of the network. The analysis as it was recently performed is still not optimal in many respects. Moreover, because the gw source amplitude distribution and polarization are unknown, the detection efficiency is not completely determined. However, with respect to past and recent proposals, this analysis improves the control of probability of false dismissal of candidate gw signals and provides the detailed computation of the probability of accidental detection.

In the IGEC analysis many selections and tests are applied to the data, in order to enhance the chances of gw detection as a function of the amplitude and direction of target gw signals. The selections may enhance accidental detections as well, therefore a record of all the attempts has to be compiled. When a complete account is given for all the operations on the data, and assuming that their statistics is known, the probability that any of the observed results is due to chance can be well accounted for within the frequentist framework.

## II Data cuts and coincidence search

Hereafter the focus will be a source located in the direction of the galactic center, as it is likely that the present sensitivity of bar detectors limits the observation range to sources within the Milky Way. The times of arrival are supposed to be already corrected for the light travel time delay for detectors at different positions. Moreover, as discussed in Fig. 1, the measured amplitude of events has been corrected for the angular sensitivity factor.

A (twofold) coincidence is defined when the time of arrival $`t_i`$ and $`t_j`$ of two events from different detectors satisfies the inequality

$$|t_it_j|<k\sqrt{\sigma _i^2+\sigma _j^2}$$
(1)
where $`\sigma _i`$ and $`\sigma _j`$ are the standard deviation of the time error, and $`k`$ depends on the target false dismissal. The timing error is not Gaussian, and its standard deviation is strongly dependent on the signal-to-noise ratio of the event amplitude (it ranges from a second down to milliseconds; see for instance Fig. 1 in Ref. IGEC-toolbox ). A conservative value for $`k`$ is given by the Bienaymè-Tchebycheff inequality: the probability that the absolute value of a zero mean random variable is greater than $`k`$ times its standard deviation $`\sigma `$ is $`P(|x|>k\sigma )k^2`$. For instance, $`k4.5`$ guarantees a false dismissal less than 5%.

In general, an $`M`$-fold coincidence is defined as the simultaneous coincidence in the $`M(M1)`$ distinct couples out of M detectors. In this case, for a target false dismissal probability $`P_T`$, one has to set $`k=(1(1P_T)^{2/[M(M1)]})^{1/2}`$. As for the rate of accidental coincidences, it is proportional to $`k^{M1}`$ and to the rate of events in each individual detectorIGEC-toolbox .

The IGEC adopted the following data selection scheme (see Fig. 1):

i) fix a common (absolute) threshold $`A_{th}`$;

ii) cut the time spans when the minimal detectable amplitude of each detector was greater than $`A_{th}`$;

iii) within these periods, include only those events with amplitude greater than $`A_{th}`$.

We investigated different results from many values of $`A_{th}`$, and consequently we accounted for the increased probability of false alarm111Actually, in Refs. IGEC-PRL ; IGEC-PRD  it is a common practice to perform the analysis separately on disjoint subsets of the data, each one pertaining to a different configuration of the network –i.e. different combinations of detectors in common operation. Eventually, the data are re-aggregated per equal amplitude threshold.  (see Sec. IV).

## III Background estimate

The IGEC uses resampling methods to estimate the rate of uncorrelated background coincidences. Approximately randomized samples of the coincidence counts can be obtained by rigidly shifting the times of arrival of the original event time series of individual detectors relative to each other. With this new data set, the whole analysis is repeated: amplitude modulation, data selection and coincidence search.

The choice of a rigid time shift instead of reshuffling or swapping is due to the presence of structures in the autocorrelation of the single detector event time series, with characteristic timescales from a few seconds to one minute (see Fig. 8 in Ref. IGEC-PRD ) –i.e. the time series are not Poisson. Moreover, the angular modulation and the common amplitude thresholding applied to the data conspire to produce further event clustering (see Fig. 1). A rigid time shift guarantees that all these structures are not smoothed out when generating resampled counts.

In order to obtain independent resampled counts, the time series were always shifted more than the maximum time window (i.e. the right side of Eq. 1) ever used (in practice, few seconds).

To test that the resampled counts come from the same statistic, and that the latter is Poisson, the histograms of coincidence counts were fitted with a Poisson probability density profile. The one-tail $`\chi ^2`$-test has been performed on every network configuration (provided that at least one degree of freedom was available), and the histogram of the computed p-levels was in agreement with uniform density, which is the expected one if the model of the background statistic is good.

Strictly speaking, what has been verified is just the coherence of the resampling approximation –all resampled counts due to the same statistic. This result holds up to timescales of the order of one hour, which translates in a few thousands of independent resampled coincidence counts. The statistical error for the resampled background rate is then about 3%.

However, in order to conclude that the resampled statistics is also identical to the statistic of the unshifted original data, one has to be confident that no source of correlated background events exists. This ansatz is assumed without proof.

## IV Confidence intervals

The results of IGEC search are frequentist, i.e. the quoted confidence level or coverage are meant to be –at least conservatively– the probability that the confidence interval contains the true value. This approach is also unified in that it prescribes how to set a confidence interval automatically leading to a claim of detection or an upper limit. The construction of the confidence belt however does not proceed à la Feldman and Cousins FC , or proposed modifications, where the coverage is kept as fixed as possible for any source strength. Instead, the confidence interval bounds are independently derived from the likelihood function. This inevitably leads to variable coverage, and we shall show briefly how the minimum of the coverage is related to the integral of the likelihood.Porter ; RW2k

Let $`N_c=N_b+N_\mathrm{\Lambda }`$ where $`N_c`$ are the counted coincidences, $`N_b`$ those due to background, $`N_\mathrm{\Lambda }`$ those due to a hypothetical flux of gw’s with mean rate $`\mathrm{\Lambda }`$; let also $`\mu _c`$, $`\mu _b`$ and $`\mu _\mathrm{\Lambda }`$ be their mean values, respectively. The probability density function under the hypothesis of a Poisson statistic for both $`N_b`$ and $`N_\mathrm{\Lambda }`$ is

$$f(N_c;\mu _\mathrm{\Lambda },\mu _b)=\frac{e^{\left(\mu _b+\mu _\mathrm{\Lambda }\right)}}{N_c!}\left(\mu _b+\mu _\mathrm{\Lambda }\right)^{N_c}$$
(2)
and the likelihood function is defined as usual as $`\mathrm{}(\mu _\mathrm{\Lambda };N_c,\mu _b)f(N_c;\mu _\mathrm{\Lambda },\mu _b)`$. Let $`I`$ be a parameter from 0 to 1; one has to solve for $`0N_{inf}<N_{sup}`$ the equations

$$\{\begin{array}{c}\mathrm{}(n_{inf};N_c,\mu _b)=\mathrm{}(N_{sup};N_c,\mu _b)\hfill \\ N_{inf}=\mathrm{max}(n_{inf},0)\hfill \\ I=\left[_0^{\mathrm{}}\mathrm{}(\mu ;N_c,\mu _b)𝑑\mu \right]^1_{N_{inf}}^{N_{sup}}\mathrm{}(\nu ;N_c,\mu _b)𝑑\nu \hfill \end{array}$$
(3)
The interval for $`\mu _\mathrm{\Lambda }`$, delimited by $`N_{inf}`$ and $`N_{sup}`$, maximizes the integral of the likelihood in the physical domain $`\mu _\mathrm{\Lambda }0`$, hence it belongs to a set which can be derived by a Bayesian procedure assuming constant prior for $`\mu _\mathrm{\Lambda }0`$. However, we would give to this intervals frequentist interpretation, by computing the coverage

$$C(\mu _\mathrm{\Lambda })\underset{N_c|N_{inf}<\mu _\mathrm{\Lambda }<N_{sup}}{}f(N_c;\mu _\mathrm{\Lambda },\mu _b)$$
(4)
The sum runs over the possible outcomes $`N_c`$ for which the interval $`N_{inf}N_{sup}`$ covers the given value of $`\mu _\mathrm{\Lambda }`$. The coverage depends on $`\mu _\mathrm{\Lambda }`$, hence to be conservative we refer to the coverage $`C_{min}`$ at the least covered value of $`\mu _\mathrm{\Lambda }`$: $`C_{min}\underset{\mu >0}{\mathrm{min}}C(\mu )`$. In Fig. 2 the relation between $`I`$ and $`C_{min}`$ has been computed numerically, for various values of $`\mu _b`$.

The choice of this procedure for IGEC analysis was first announced in Ref. IGEC-toolbox , but in that paper the effective coverage of the procedure is not pointed out. Ref. RW2k  describes the same approach, but it also suggests ad hoc modifications to improve the relation between the coverage and the integral of the likelihood. We think that this modification could jeopardize robustness, in particular when errors in the estimated background are not completely negligible. Fig. 3 in Ref. IGEC-toolbox  shows a sample confidence belt originating from this method, and the uncertainty on confidence interval bounds due to uncertainty on $`N_b`$.

When $`N_{inf}`$ and $`N_{sup}`$ have been computed, one divides them by the length of the selected observation time, obtaining the bounds $`\mathrm{\Lambda }_{inf}`$ and $`\mathrm{\Lambda }_{sup}`$ on the flux of gw bursts whose measured amplitude is above the common threshold. This limit is obviously cumulative, as lower flux is expected at higher thresholds. The details on how to unfold the results in terms of the true amplitude go beyond the scope of this paper.

Many selection thresholds were tried, and all of these selections happened to be independent, as we shall say in a moment. As a result, the coverage of a single confidence interval does not tell the whole story. On one hand, a confidence interval set at lower selection threshold reinforces the confidence of the exclusion region resulting from a higher threshold where the exclusion regions overlap. On the other hand, even if there are actually no true gw events, after many trials a confidence interval excluding $`\mathrm{\Lambda }=0`$ will eventually come out accidentally, as the coverage probability for $`\mu _\mathrm{\Lambda }=0`$ –i.e. $`C(0)`$– is not 1. This would lead to falsely reject the null hypothesis.

In order to compute correctly the probability of false claim (defined as at least one interval not containing $`\mathrm{\Lambda }=0`$) two methods were investigated.

First, if one assumes that the measures coming from different selections are independent random variables, then the probability of an accidental claim in case the null hypothesis is true is given by $`1_iC^{(i)}(0)`$, where the index $`i`$ runs over all different data selections. Notice that in the Poisson case $`C^{(i)}(0)>C_{min}^{(i)}`$ always, and $`C^{(i)}(0)`$ depends on the background $`\mu _b^{(i)}`$.

Another method, which requires less assumptions, consists in resampling the entire list of results using the same randomizing procedure described above. In other words, the confidence intervals are computed on time-shifted data, for which we do not expect any genuine disagreement with the null result. From the resampled population of the would-be claims one can compute directly the chance of false alarm.

The two methods gave consistent results, which is in turn an evidence for independence of the different data selections222Of course, this depends on the coarseness of the chosen stepping for the common amplitude threshold. With finer steps one would expect correlation between nearby selections..

In this way the interpretation of the measure has two layers. We start from the bare confidence intervals, and count the ones which individually would deny the null hypothesis. Then we compare this number with the expected false claims. In the end, we get a confidence interval on the number of true claims –if it includes zero, then we assess that no significant deviation from the null hypothesis was observed.

As a final remark, one should be aware that the number of papers quoting “95%” results just in the gw search field has grown such that it would not be surprising to find a positive result among them by chance. If a sequence of negative results has just been observed, the first false positive is coming from the last –supposedly better– experiment. It is really tempting to forget about the many previous null attempts (even easier if they were not published). However, a similar configuration can be just accidental (and much more than 5% likely). This should be kept in mind when hurrying to claim the first non-null result in a series of many independent attempts –it is perhaps advisable to wait until it has been confirmed by successive experiments. Another solution would be to quote “99%” (or higher) confidence results, which give lower probability of a false claim. But this is not always possible because of limitations in the degree of accuracy of the noise models (in our case, it would require a more powerful test on the tails of the density function of $`N_c`$).

###### Acknowledgements.

The authors wish to acknowledge the useful discussions within IGEC, and with J. Linnemann.


text:
# Reanalysis of 𝐶𝑜𝑝𝑒𝑟𝑛𝑖𝑐𝑢𝑠 Measurements on Interstellar Carbon Monoxide

## 1 Introduction

Because CO is the second most abundant molecule in interstellar space, it plays a central role in our understanding of this environment. Our focus is on diffuse molecular clouds, where the CO abundance is derived from absorption seen against the ultraviolet (UV) continuum of a background star. Comparisons between observational results and theoretical photochemical models provide the means to extract the physical conditions for the absorbing material. In particular, gas densities, kinetic temperatures, and the flux of UV radiation penetrating into the cloud can be inferred. In this paper, we present a refined analysis of CO spectra obtained with the $`Copernicus`$ satellite, emphasizing sight lines with modest CO column densities ($``$ 1013 cm-2). The data are especially useful for interpreting the CO abundance in regions where CH+ chemistry leads to the production of other molecules (e.g., Draine & Katz 1986; Zsargó & Federman 2003) and before the effects of CO self shielding become important (see van Dishoeck & Black 1988).

Recent developments prompted us to revisit these data, which were discussed previously by Jenkins et al. (1973), Morton & Hu (1975), Federman et al. (1980), Snow & Jenkins (1980), Allen, Snow, & Jenkins (1990), and Federman et al. (1994). Foremost, a self-consistent set of oscillator strengths ($`f`$-values) for the $`AX`$ bands seen at wavelengths greater than 1200 Å and Rydberg transitions involving the $`BX`$ (0-0), $`CX`$ (0-0), and $`EX`$ (0-0) bands below 1200 Å is emerging (e.g., Chan, Cooper, & Brion 1993; Eidelsberg et al. 1999; Federman et al. 2001). In other words, the same CO column density (or abundance) is derived regardless of the band(s) under study. In the present work, the Rydberg transitions are studied. Second, more sophisticated packages, such as NOAO’s IRAF and profile fitting routines, provide us with the ability to reduce and analyze the data in a more precise way.

Through these two developments, a more robust set of observational results arises. The next Section describes the methods employed in treating the archival data. This is followed by a general discussion of the observational results and by an analysis of relationships among line of sight column densities for comparison with our earlier conclusions (Federman et al. 1980; Federman et al. 1994). While it is not our aim to present a detailed chemical picture here, we note that Zsargó & Federman (2003) incorporated the present results in chemical analyses of molecule formation during CH+ synthesis.

## 2 Observations

### 2.1 $`Copernicus`$ Data

We extracted high-resolution spectra taken with the U1 photomultiplier tube from the $`Copernicus`$ archive at the Multiwavelength Archive at the Space Telescope Science Institute. The nominal spectral resolution was 0.05 Å. The spectra covered absorption from the $`BX`$ (0-0) band at 1150 Å, the $`CX`$ (0-0) band at 1088 Å, and the $`EX`$ (0-0) band at 1076 Å. Individual scans were examined; those completely encompassing the CO band and free from peculiarities were rebinned and summed to yield a final spectrum. The stellar continua were fitted with a low-order polynomial within the IRAF environment to produce rectified spectra for further analysis. Examples of rectified spectra are shown in Figures 1 to 3. There are two points to note about these spectra. First, the available spectral range was limited by the coverage of the spectral scan. This is evident in the $`o`$ And spectrum near the $`EX`$ band (see Fig. 3). Second, a chlorine line at 1088 Å is the feature at longer wavelengths in Fig. 2.

Equivalent widths ($`W_\lambda `$) were measured off these spectra for comparison with earlier work and with our results of fitting the CO band profiles. The values of $`W_\lambda `$ appear in Table 1; upper limits represent 3-$`\sigma `$ values. The quoted uncertainties were determined from the root-mean-square (rms) deviations in the stellar continuum and the width of the feature at the 50% level. For upper limits, the width was taken to be 0.05 Å or the apparent value for a 2-$`\sigma `$ ‘feature’, whichever was larger.

There are three potential sources of background in coadded $`Copernicus`$ spectra, energetic particle counts, stray light, and scattered light. All archived spectra were corrected for particle background. Procedures to eliminate stray light were introduced in data acquired after 19 April, 1973. For measurements before this date, we estimated the contribution from stray light by examining scans of saturated H2 and N II lines at nearby wavelengths. In the worst cases (HD 21278, 67 Oph, and $`o`$ And), about 30% of the continuum level could be from stray light. Since accidental blockage of the stray light source could have taken place in the CO scans, we did not apply any corrections, but instead note the three sight lines by different symbols in the plots described below. Neither did we correct for scattered light, which could represent 5 to 10% of the local continuum.

As note above, many of these spectra were analyzed by others. For most bands, the earlier measurements of $`W_\lambda `$ (Morton & Hu 1975; Federman et al. 1980) and ours show relatively good agreement, consistent at the 2-$`\sigma `$ level. Essentially all are consistent at the quoted 3-$`\sigma `$ level. The results for $`\sigma `$ Sco may agree as well, but we note that Allen et al. (1990) did not provide an estimate for the uncertainty in their measurement. The main difference is that our results generally have smaller uncertainties because (1) all available data were used to produce final spectra and (2) the rms deviations in the stellar continua were more easy to quantify upon adoption of low-order polynomials for their shapes. Our values for $`W_\lambda `$ tend to be smaller than earlier measures; this may also be due to our ability for improved fits to stellar continua. Since Snow & Jenkins (1980) only presented column densities obtained from fitting the CO band profiles, we compare their results with ours after describing our method for profile synthesis.

Each band was synthesized separately with the least-squares fitting routine (see Lambert et al. 1994) used in our laboratory study of Rydberg transitions (Federman et al. 2001). The wavelengths for individual rotational lines were taken from the compilation of Eidelsberg et al. (1991), and we used the $`f`$-values of Federman et al. (2001) for the $`BX`$ (0-0), $`CX`$ (0-0), and $`EX`$ (0-0) bands seen in our spectra. Moreover, a $`b`$-value of 1 km s-1, based on ultra-high-resolution studies ($`\lambda `$/$`\delta \lambda `$ $`=`$ 500,000 to 900,000) of CH absorption in diffuse clouds (Crane, Lambert, & Sheffer 1995; Crawford 1995), and an instrumental width of 0.05 Å were adopted. \[A similar value of 1.2 km s-1 was adopted by Snow & Jenkins (1980) in their study of sight lines in Scorpius.\] For each spectrum, the wavelength offset for the R(0) line and column density were varied until the difference between measured and synthesized spectra was minimized. (The spectra shown in Fig. 1-3 have the R(0) line appearing at its laboratory wavelength.) As indicated by the values of $`W_\lambda `$ in Table 1, the absorption is quite weak in most instances. Only in the cases of stronger absorption can one discern partially resolved rotational structure. For spectra revealing stronger absorption (e.g., see Fig. 2), we were able to infer the rotational excitation temperature ($`T_{ex}`$) as well. This was done in an iterative manner; for sight lines revealing absorption from more than one band, comparison of fitting results among bands was performed. Otherwise, $`T_{ex}`$ was set at 4.0 K. For many of the directions, more than one neutral gas component is seen in C I spectra taken with the Goddard High Resolution Spectrograph (GHRS) on the Hubble Space Telescope (Zsargó & Federman 2003). Since these directions tend to have rather weak CO absorption, the inferred CO column densities are not especially sensitive to optical depth effects, regardless of the number of components or the adopted $`b`$-value. For example, a column density of $`3\times 10^{13}`$ cm-2, larger than found for most of the present sample, yields an optical depth at line center of $``$ 3 for R(0) in the strong $`CX`$ band.

The results of our fits appear in Table 2. The CO column density toward $`ϵ`$ Per differs by a small amount ($``$ 2%) compared to that analyzed by Zsargó & Federman (2003) and so their conclusions are not altered. The listed uncertainties for individual determinations of column density are based on the uncertainties in $`W_\lambda `$. In cases where fits to more than one band were possible, the final column density was derived by taking a weighted mean of the individual determinations. Fits to spectra showing no clear absorption in one band yielded consistent column densities. However, the column density toward $`\lambda `$ Ori from the $`W_\lambda `$ for the $`BX`$ band clearly is much larger than with those from the other bands and is not listed in Table 2. In a similar vein, the relatively large upper limits determined for the $`BX`$ band toward 1 Sco, $`\nu `$ Sco, $`\mu `$ Nor, and $`\gamma `$ Ara are not especially useful. Finally, for sight lines with only upper limits, the most stringent column density was used in our analyses below.

We now compare the results of the fits with our direct measurements for $`W_\lambda `$ and with the column densities given by Snow & Jenkins (1980) and Federman et al. (1994). For the most part, the values of $`W_\lambda `$ derived from profile synthesis agree very well with our new measurements. The largest differences in $`W_\lambda `$, usually at the 2-$`\sigma `$ level, occur for the $`CX`$ band, such as that seen in Fig. 2 for 20 Tau. The band is partially blended with absorption from Cl I at 1088 Å, making these spectra the most susceptible to a poorly defined continuum. The comparison with the column densities of Snow & Jenkins is less satisfactory. Their column densities are several times larger than ours. The difference does not lie in the adopted $`b`$-value or $`T_{ex}`$; they are very similar. Moreover, the $`f`$-values used in the fits, those quoted by Snow (1975) versus those of Federman et al. (2001), are not that different. Other possible causes cannot be discerned because Snow & Jenkins did not tabulate $`W_\lambda `$. Federman et al. (1994) used published values for $`W_\lambda `$ and updated $`f`$-values for the $`CX`$ and $`EX`$ bands in their compilation. Differences between their adopted values of $`W_\lambda `$ and our fitted ones, when combined with the factor of 1.6 for the ratio of adopted $`f`$-values \[those of Federman et al. (2001) being larger\], successfully explains the differences seen in the present column densities and the ones quoted in the compilation. In passing we note that Federman et al. (1994) also found self-consistent results from the two CO bands because the new and older $`f`$-values differ by a scale factor (1.6).

### 2.2 Data from the Hubble Space Telescope

In the course of our study on nonthermal chemistry in gas with low molecular abundances (Zsargó & Federman 2003), we found archival spectra for HD 112244 covering the $`AX`$ (4-0) and (5-0) bands. The data were acquired with grating G160M of the GHRS. The spectra (z0yv0607m, z0yv0608m, and z0yv0609m) were reduced in the manner described by Zsargó & Federman. In addition, we smoothed the final, rectified spectra by three pixels to increase the signal to noise. The bands were synthesized with the $`f`$-values of Chan et al. (1993), a $`b`$-value of 1 km s-1, and $`T_{ex}`$ of 4.0 K. The values for $`W_\lambda `$ and the column densities appear in Table 3. Two components are discerned, though the weaker, bluer one is formally a 2.5-$`\sigma `$ detection. Its reality is strengthened by the fact that the velocity separation of $``$ 25 km s-1 agrees nicely with those seen in CH (Danks, Federman, & Lambert 1984) and C I (Zsargó & Federman 2003), 24.6 and 24.1 km s-1, respectively. As found here for CO, the red CH component is the stronger one, while the two components have similar strengths in C I.

## 3 Discussion

### 3.1 General Comments

The results described in the last Section represent the lowest CO column densities measured in interstellar space. Most determinations are in the range of $`10^{12}`$ to $`10^{13}`$ cm-2. Studies of CO emission at millimeter wavelengths generally are sensitive to column densities greater than $`10^{15}`$ cm-2, values seen in molecule-rich diffuse gas like that toward $`\zeta `$ Oph (e.g., Lambert et al. 1994). Even when measuring absorption at millimeter wavelengths against background extragalactic sources (e.g., Liszt & Lucas 1998), column densities are found to be greater than $`10^{14}`$ cm-2. Clearly, UV absorption is the most sensitive probe of CO in diffuse clouds.

This conclusion is consistent with another result arising from our profile syntheses. We find that the CO excitation temperature is barely above the 2.7 K value of the Cosmic Background. For comparison, $`T_{ex}`$ is about 4 to 6 K in molecule-rich diffuse gas (e.g., Lambert et al. 1994; Federman et al. 2003). The gas probed by our observations reveal severe subthermal CO excitation, another indication that we are sampling a relatively low density environment. Analysis of C I excitation (Zsargó & Federman 2003) for many of the same directions leads to density estimates of 10 to 200 cm-3, with the larger estimates associated with sight lines (in Scorpius) having $`T_{ex}`$ of 4 K. For most of our other sight lines, Jenkins, Jura, & Loewenstein (1983) extracted pressures from C I absorption seen in $`Copernicus`$ spectra. When combined with the kinetic temperatures deduced from the $`J`$ $`=`$ 0 and 1 levels of H2 (Savage et al. 1977), low densities are again inferred.

### 3.2 Correlations among Species

The correspondences between $`N`$(CO) with $`N`$(H2), $`N`$(CH), and $`N`$(CH+) for our set of directions appear in Figures 4-6. The plots distinguish between components A and B toward HD 112244. The upper limit for $`N`$(CH+) in component B is obtained by multiplying the uncertainty given by Lambert & Danks (1986) for component A by 3. The H2 column densities come from Savage et al. (1977). The two components toward HD 112244 were given half the total H2, consistent with the similar amounts of C I in each (Zsargó & Federman 2003). The results for CH come from the compilation of Federman et al. (1994), updated to include the column densities found by Crane et al. (1995), and those for CH+ are from Federman (1982), Lambert & Danks (1986), Crane et al. (1995), and Price et al. (2001). The column densities used in this analysis appear in Table 4. Typical uncertainities are 30% for $`N`$(H2) and 10 to 30% for the column densities of carbon-bearing molecules. We adopted 3-$`\sigma `$ upper limits for non-detections.

The relationship involving CO and H2 appears to show a reasonable correlation. If we assume the upper limits are detections, the correlation coefficient ($`r^2`$) is 0.53. Since our set of data includes upper limits on CO, we also performed a linear regression with censored data, relying on the package ASURV-Rev. 1.1 (see Isobe, Feigelson, & Nelson 1986; Isobe & Feigelson 1990; La Valley, Isobe, & Feigelson 1992). The Buckley-Jones method was employed because limits existed only for the dependent variable, log $`N`$(CO). The fit is shown in Fig. 4 as the solid line; the slope is $`1.58\pm 0.34`$ and the intercept is $``$18.35. The fitted results are nearly identical to those from a simple linear least-squares fit ($`1.46\pm 0.31`$ and $``$16.0) because few data are represented by limits. The slope is similar to the one found previously by Federman et al. (1980), whose survey included both molecule-rich and molecule-poor lines of sight.

The value of the slope arises from the competition between CO production under equilibrium conditions in colder, denser gas ($`n`$ $`100`$ cm-3) and production as a result of CH+ synthesis in lower density gas ($`n`$ $`100`$ cm-3). Under equilibrium conditions in diffuse molecular clouds, CO is a second generation molecule, forming in appreciable quantities once significant amounts of OH are present (e.g., Federman & Huntress 1989). In particular, the synthesis of CO mainly arises from reactions between C+ and OH. If this were the only pathway leading to CO, a slope of 2 would be expected (Federman et al. 1984). On the other hand, when CH+ is synthesized in lower density material in the cloud via nonequilibrium processes, observable amounts of CO are produced in subsequent reactions involving CH+ and O (e.g., Zsargó & Federman 2003). Then $`N`$(CO) is not dependent on $`N`$(H2). The combination of the two schemes leads to a slope smaller than 2. Some of the dispersion seen in Fig. 4 probably results from differences in the relative contributions from the two pathways for CO. For directions in common with the present study, Zsargó & Federman typically find 10 to 30% of the CO comes from CH+, except for the sight lines in Scorpius where most of the CO is attributed to the presence of CH+ because the densities are several times higher. Moreover, the modest relationship between CO and H2 likely arises because most of the H2 along the line of sight is associated with the denser material, not the gas containing CH+.

Since there is a strong correlation between log $`N`$(CH) and log $`N`$(H2) in diffuse molecular gas (Federman 1982; Danks et al. 1984), it is surprising at first glance to see such a poor correspondence between $`N`$(CO) and $`N`$(CH) (Fig. 5), where $`r^2`$ $`=`$ 0.21. The correlation coefficient of 0.54 for log $`N`$(CH) versus log $`N`$(H2) for our dataset indicates a tighter correspondence, but even this is significantly less than $`r^2`$ $`=`$ 0.80 found by Danks et al. While a linear regression by the Schmitt Method in ASURV (which treats limits in the independent variable) suggests that 4 of 5 upper limits are consistent with detections, the slope and intercept are not well defined. The relationship also contrasts with the one revealed in Fig. 9 of Federman et al. (1994). The key to understanding the present result lies in the source for CH in our sample. The sight lines in the current survey are not particularly rich in molecules in large part because the gas densities are rather low (e.g., Zsargó & Federman 2003). Confirmation of low densities comes from observations of C2 and CN, tracers of denser gas (Joseph et al. 1986; Federman et al. 1994), which yield only upper limits for the sight lines examined here. Zsargo & Federman found that most of the observed CH could be attributed to production of CH+ under nonequilibrium conditions. (Like CO, CH is produced under both equilibrium and nonequilibrium conditions.) Since reactions between CH and O play a minor role compared to those between CH+ and O (Zsargó & Federman 2003), little correspondence between CO and CH is expected for our sight lines. On the other hand, the sample in Federman et al. (1994) primarily contains molecule-rich clouds where CH chemistry is intimately tied to the amount of H2 (Federman 1982; Danks et al. 1984).

The data in Fig. 6 suggest a correlation between CO and CH+ as well ($`r^2`$ $`=`$ 0.61 assuming all data are detections). The slope is $`1.31\pm 0.24`$, yet a linear relationship is expected when CO arises from CH+ $`+`$ O (Federman et al. 1984). The Schmitt Method indicates that only 2 of 8 upper limits are possible detections and yields a slope that is not well determined. Therefore, it seems that the apparent correlation is strongly influenced by the results for $`\pi `$ Sco in the lower left corner of the plot. Most of the CO appears to exist in regions denser than those responsible for the CH+ (and CH) toward many stars in our sample.

In summary, we presented the most complete, internally consistent set of CO column densities for sight lines containing modest amounts of molecular material. These column densities are relatively small; CO self-shielding does not affect the photodissociation rate needed to model these sight lines. Thus our results can be used to test chemical aspects of the models that do not rely on radiative transfer in lines. The correspondence between CO and H2 found in earlier studies is still present, but there is no apparent connection with CH for these directions. This latter result indicates that much of the CO is probing the denser portions of our sample of diffuse clouds, those clouds where CH is mainly produced as a by-product of CH+ synthesis. The ambiguous relationship between CO and CH+ also seems to reflect different chemical environments.

We thank Matt Fritts for his help on codes used for profile synthesis, David Knauth for his assistance with IDL routines, and David Lambert and the referee, Don York, for comments on earlier versions of the paper. We acknowledge the useful exchanges with Don York, Ed Jenkins, and Jim Lauroesch regarding background levels in $`Copernicus`$ spectra. We utilized the Copernicus archive available at the Multiwavelength Archive at the Space Telescope Science Institute. Additional observations made with the NASA/ESA Hubble Space Telescope were obtained from the data archive at STScI. STScI is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract NAS5-26555. T. Crenny participated in the Research Experience for Undergraduates at the University of Toledo under NSF-REU Grant PHY-0097367. The research presented here was also supported in part by NASA Long Term Space Astrophysics grant NAG5-4957 to the University of Toledo.