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# Effects of Grain Size on the Spectral Energy Distribution of Dusty Circumstellar Envelopes

## 1 Introduction

Dust is associated with many astronomical objects, such as stars and galaxies. Dust grains typically absorb radiation at short wavelengths, and since the dust grains are usually cooler than the radiation sources, they reemit the absorbed radiation at longer wavelengths. Consequently, the presence of dust is usually detected by a flux excess at infrared wavelengths. The usual challenge is to use the spectral energy distribution (SED) of the object, to extract information about the nature of the underlying luminous source and the properties of the surrounding dust; i.e., its spatial distribution, optical depth and intrinsic properties. The intrinsic properties of the dust grains are their chemical composition, condensation temperature, shape and size.

Knowledge of the dust grain sizes present in circumstellar matter is desirable for many astrophysical situations. For example, it is believed that about 60% of the dust injected into the ISM originates from the winds of AGB stars (Gehrz, 1989), so knowledge of the size of the dust grains present in the winds of such stars is fundamental for understanding the properties of interstellar dust. Similarly, grain size is important for understanding the details of grain formation and mass loss mechanisms for cool stars. If we assume that the source spectrum and the spatial distribution of the dust are known for these objects, the question becomes to what extent is it possible to obtain the intrinsic properties of the dust from knowledge of the SED alone. In this paper, we investigate how grain size affects the SED and to what extent the SED can be used to constrain the grain sizes.

It is well known that models of the SED are not unique. For this reason it is imperative to identify the fundamental parameters controlling the SED. Recently, Ivezić & Elitzur (1997), hereafter IE97, investigated the scaling properties of the radiation transfer problem in spherically symmetric dust-envelopes. They found that the radiation transfer problem in dusty media depends only on the following quantities:

i) The geometry (shape) of the system (i.e., all distances are proportional to a scale factor);

ii) The sublimation temperature of the material;

iii) The spectral shape of the input radiation, $`\lambda F_\lambda /F`$;

iv) The shape of the dust absorption and scattering opacities, $`\kappa _\lambda /\kappa _{\lambda _0}`$ and $`\sigma _\lambda /\sigma _{\lambda _0}`$, respectively, where $`\lambda _0`$ is the fiducial wavelenght;

v) The dust scattering phase function (SPF)111This condition was not required by Ivezić & Elitzur (1997) since they only considered isotropic scattering. We consider dust with anisotropic phase function, therefore this additional requirement is necessary.;

vi) The overall optical depth at the fiducial wavelength.

The above list can be regarded as a set of invariance requirements. Two models that have different physical parameters, but meet the above requirements exactly, are equivalent and have the same SED. For example, the physical dimensions of the dusty region can be freely changed (say by changing the stellar luminosity, which increases the dust condensation radius) with no effect on the SED, as long as the overall optical depth and shape factors do not change. If an invariance requirement is violated, however, then the models are no longer equivalent and the SEDs are expected to be different. For instance, if one were to change the grain size, the shape of the opacity and the SPF would change, violating requirements (iii) and (v).

For a given class of astronomical objects (e.g., AGB stars), most of the quantities above are likely to be similar (geometry and grain composition), so the optical depth becomes the single most important parameter that controls the SED.

It is reasonable to expect that if an invariance requirement is weakly violated, the SED will still be approximately the same. This was noted by IE97 who pointed out that if the grains are very small (about a tenth of wavelength of the peak of the source spectrum) then the shape of the opacities are very similar and the grain size is irrelevant for the problem. For a 3000 K source, for example, the upper limit for the grain size is about $`0.05\mu \mathrm{m}`$. Grains larger than this upper limit will, according to IE97, significantly alter the results.

In the case of optically thin envelopes, this condition on the maximum grain size can be further relaxed, because the star completely dominates the optical SED while the grains produce the IR SED. For the IR SED to remain similar between models with different grain radii, it is evident that both the shape of the IR emissivity and the reprocessed luminosity must be the similar. For the shape of the IR emissivity to be the similar, it is necessary that the grains have similar absorption efficiencies only in the IR; this relaxed requirement increases the maximum grain size to at least $`15\mu \mathrm{m}`$, assuming the grains have equilibrum temperatures of about 1000 K. The condition that the reprocessed luminosity be similar is equivalent to imposing a condition on the optical depth (see next section).

This example shows that, under certain circumstances, it is possible to relax the invariance requirements and still maintain the invariance of the SED, at least approximately. We call this concept approximate invariance, and in this paper we demonstrate how it reveals the similarities between models with different grain sizes. In particular, we study to what extent the grain sizes can be changed, while maintaining the approximate invariance of the SED under a wide range of model parameters. For each case presented, we identify the primary parameter (like optical depth) that controls the SED.

In the next section, we explore in more detail the physical requirements for approximate invariance when the dust grain size is varied. In section 3, we briefly describe the Monte Carlo code used for the calculations. In section 4, we present the effects of grain size on the SED for single grain size models. Section 5 extends the study to models with a grain size distribution, and a discussion and summary of the results is presented in section 6.

## 2 Approximate Invariance

Consider an astrophysical system, which consists of a luminous source (e.g., a star) surrounded by a dusty envelope. The physical description of this system must include both the shape and spectrum of the source and the dust properties (chemical composition, grain size, spatial distribution and optical depth). One characteristic of such a model is the presence of an inner cavity. Typically, for a star that is losing mass (e.g., an AGB star), the location of the inner cavity will be controlled by dust sublimation/condensation. In contrast, a star that has stopped losing mass (e.g., a planetary nebulae) may have a much larger cavity, with a correspondingly cooler radiative equilibrium temperature at the inner edge of the cavity.

Now consider different models of the system, where we vary only three parameters: the dust grain size ($`a`$), the cavity inner radius ($`r_\mathrm{i}`$), and the optical depth ($`\tau `$). Such models violate some of the invariance requirements of section 1, thus they should have different SEDs. However, it follows from the idea of approximate invariance (AI) that their IR SED will be similar, provided that the three conditions bellow are satisfied:

1. The shape of the absorption efficiency factor for the different grain sizes is similar in the spectral range where the grains emit most of their thermal flux;

2. The integrated (bolometric) IR luminosity is the same; and

3. The temperature of the grains at the inner edge of the envelope is the same for all grain sizes.

In the following, we investigate the requirements these conditions impose on the three model parameters (optical depth, grain size and cavity radius). Let us first establish the spectral region where we expect the absorption efficiencies $`Q_{\mathrm{abs}}`$ of differently sized grains to be approximately equal (condition 1). Figure 1 shows $`Q_{\mathrm{abs}}`$ for cosmic silicate of various grain sizes (optical data from Ossenkopt, Henning & Mathis (1992)). Mie theory defines three spectral regions where the grains have common properties:

i) $`\lambda \pi a`$. In this region, called the geometrical limit, the optical properties are roughly independent of $`\lambda `$, and $`Q_{\mathrm{abs}}\mathrm{const}.`$;

ii) $`\lambda 5\pi a`$. In this interval, the efficiencies are in the so-called Rayleigh limit, where the size of the particle is much smaller than the wavelength. In this limit, $`Q_{\mathrm{abs}}1/\lambda `$ for amorphous grains and $`Q_{\mathrm{abs}}1/\lambda ^2`$ for crystalline grains;

iii) $`\pi a\lambda 5\pi a`$. In this region, the efficiencies are calculated using Mie theory (spherical particles) and are dependent on grain size. We call this interval the Mie region.

These three regions are easily recognizable in Figure 1. We see that all grains have approximately the same efficiencies for short wavelengths (region i) and that the shape of the efficiency factors are the same for $`\lambda 10\mu \mathrm{m}`$ (region ii). In the visible and NIR region, the efficiencies are very different. From the above discussion, it is easy to see that condition 1 of AI is satisfied when most of the IR radiation is emitted in the Rayleigh limit. In practice, this sets a constraint on the maximum grain size that satisfies condition 1 of AI. For a given temperature of the inner cavity, $`T_\mathrm{i}`$, the largest grain size satisfying condition 1 of AI is given by

$$a185/T_\mathrm{i}\mu \mathrm{m}.$$
(1)
For example, for $`T_\mathrm{i}=1000\mathrm{K}`$ (approximately the sublimation temperature for most grain species), the maximum grain size satisfying condition 1 of AI is about $`0.2\mu \mathrm{m}`$.

Condition 2 of AI requires that the emergent envelope luminosity, $`L_{\mathrm{rep}}`$, remain fixed. The envelope is powered by absorbing some fraction of the stellar luminosity, so condition 2 is equivalent to requiring that this absorbed fraction remain fixed. To characterize this condition, we introduce the quantity $`\tau _{\mathrm{rep}}`$, the reprocessing optical depth. This quantity is defined so that envelopes with the same $`\tau _{\mathrm{rep}}`$ will reprocess (i.e., absorb) the same fraction of the input energy. The reprocessing optical depth is thus given by the condition

$$1e^{\tau _{\mathrm{rep}}}L_{\mathrm{rep}}/L_{}.$$
(2)
To define the quantity $`L_{\mathrm{rep}}`$ it is useful conceptually to divide the emergent radiation into stellar photons and envelope photons. In a Monte Carlo simulation, the stellar luminosity is divided into $`N`$ equal energy photon packets (note that packets with different frequencies contain a different number of physical photons). The energy per packet is given by

$$E_\gamma =L_{}\mathrm{\Delta }t/N,$$
(3)
where $`L_{}`$ is the stellar luminosity and $`\mathrm{\Delta }t`$ is an arbitrary simulation time. Stellar photons are emitted from the star and they propagate through the envelope, where they may be scattered or absorbed. If a stellar photon is absorbed, radiative equilibrium requires that it be reemitted as an envelope photon. Note that scattering does not change the photon type (stellar vs. envelope). The fraction of the stellar luminosity reprocessed (absorbed) by the envelope may easily be determined by counting the number of stellar photon packets absorbed by the envelope, $`N_{}^{\mathrm{abs}}`$. This is equivalent to counting the number of stellar photons that emerge from the envelope without absorption, $`N_{}^{\mathrm{em}}`$. Thus the luminosity reprocessed by the envelope is

$$L_{\mathrm{rep}}=N_{}^{\mathrm{abs}}E_\gamma /\mathrm{\Delta }t=(NN_{}^{\mathrm{em}})E_\gamma /\mathrm{\Delta }t=L_{}L_{}^{\mathrm{em}},$$
(4)
where $`L_{}^{\mathrm{em}}`$ is the emergent stellar luminosity. This is the method we use to measure $`L_{\mathrm{rep}}`$ in this paper. Note that scattering affects $`L_{\mathrm{rep}}`$ because a photon packet that is scattered can be absorbed subsequently. Owing to these scattering effects, it is not straightforward to obtain $`L_{\mathrm{rep}}`$ from standard radiative transfer quantities. The reprocessed luminosity is given by the emergent luminosity of the envelope, so

$$L_{\mathrm{rep}}=\left[4\pi j_\lambda +\frac{d\sigma }{d\mathrm{\Omega }}(\widehat{\mathrm{n}},\widehat{\mathrm{n}}^{})I_\lambda ^{\mathrm{env}}\left(\widehat{\mathrm{n}}^{}\right)𝑑\mathrm{\Omega }^{}\right]\rho e^{\tau _\lambda (\widehat{\mathrm{n}})}𝑑\mathrm{\Omega }𝑑\lambda 𝑑V,$$
(5)
where $`d\sigma /d\mathrm{\Omega }`$ is the differential scattering cross section, which is a function of both incoming and outgoing directions ($`\widehat{\mathrm{n}}^{}`$ and $`\widehat{\mathrm{n}}`$, respectively), and $`I_\lambda ^{\mathrm{env}}`$ is the envelope contribution (Monte Carlo envelope photons) to the specific intensity (this includes scattered envelope photons but does not include scattered stellar photons). Energy conservation requires that $`L_{\mathrm{rep}}`$ equals the energy absorbed in the envelope, so $`L_{\mathrm{rep}}`$ can also be written as

$$L_{\mathrm{rep}}=4\pi \kappa _\lambda \rho J_\lambda ^{}𝑑\lambda 𝑑V,$$
(6)
where $`J_\lambda ^{}`$ is the stellar contribution to the mean intensity, including scattered starlight.

For low optical depths in the point source approximation ($`r_iR_{}`$), $`J_\lambda H_\lambda ^{}`$, where $`H_\lambda ^{}`$ is the source flux. Defining $`H^{}_0^{\mathrm{}}H_\lambda ^{}𝑑\lambda `$ and the flux mean opacity

$$\kappa _\mathrm{F}=\frac{_0^{\mathrm{}}\kappa _\lambda H_\lambda ^{}𝑑\lambda }{H^{}},$$
(7)
eq. (6) can be rewritten, in the optically thin limit, as

$$L_{\mathrm{rep}}=4\pi \kappa _\lambda \rho H_\lambda ^{}𝑑\lambda 4\pi r^2𝑑r=16\pi ^2\kappa _\mathrm{F}\rho H^{}r^2𝑑r=L_{}\kappa _\mathrm{F}\rho 𝑑rL_{}\tau _\mathrm{F},$$
(8)
where $`\tau _\mathrm{F}`$ is the flux mean optical depth. From eqs. (2) and (8) we see that in the optically thin limit, $`\tau _{\mathrm{rep}}`$ is equivalent to $`\tau _\mathrm{F}`$.

For larger opacities, $`I_\lambda ^{\mathrm{env}}`$ of eq. 5 is not zero, and its determination must take into account the full radiative transfer problem, including multiple scattering effects. In general, multiple scattering will increase the effective opacity of the envelope, making $`\tau _{\mathrm{rep}}`$ larger than $`\tau _\mathrm{F}`$. From this it follows that the detailed shape of the scattering phase function (SPF) can be of importance for determining the amount of reprocessing in the wind. That is the main reason why the SPF is listed above (item v in section 1) as one of the quantities necessary to completely specify the radiative transfer problem in dusty media. In section 4.4 we will expand on this issue with further details.

An important consequence of eq. (5) it that, because $`L_{\mathrm{rep}}`$ depends on the details of the radiative transfer, it is not straightforward to obtain a relation between $`L_{\mathrm{rep}}`$ (or $`\tau _{\mathrm{rep}}`$) and the optical depth at the fiducial wavelength (say, $`\tau _V`$). In this paper we demonstrate that, because of AI, $`\tau _{\mathrm{rep}}`$ is the most suitable parameter for SED classification; it follows, then, that the optical depth $`\tau _V`$ is not a suitable parameter, contrary to the usual approach in the literature.

Although $`\tau _{\mathrm{rep}}`$ (or $`L_{\mathrm{rep}}`$) is a well defined quantity, relating this quantity to the physical parameters of the model (such as mass loss rate) is a rather involved problem, requiring the full solution of the radiative transfer. On the other hand, in many instances $`L_{\mathrm{rep}}`$ is a well defined observational quantity. This is the case, for example, for optically thin envelopes surrounding a hot star, in which the attenuated stellar spectrum can be easily separated from the IR emission of the grains. In the following, where we discuss the detailed consequences of AI, we will show that this issue is at the heart of the fundamental uncertainties in determining mass loss rates using the SED.

Finally, condition 3 of AI determines the radius of the cavity. In particular, the radius will be the dust destruction radius when the presence of the cavity is controlled by dust sublimation/condensation. Note that by specifying the cavity radius in stellar radii we are not introducing another radial scale in the problem.

## 3 The Monte Carlo Code

For the calculations shown in this paper, we have used a Monte Carlo code developed to solve the general problem of the radiative transfer plus radiative equilibrium in dusty media (Carciofi, 2001). The code uses a standard Monte Carlo simulation, which basically follows the path of a large number of photon packets as they are scattered, absorbed and reemited within a prescribed medium (for further details see, e.g., Code & Whitney (1995)). The radiative equilibrium is solved using the method described in Bjorkman & Wood (2001), in which the grain temperature and emitted spectrum are corrected in the course of the simulation.

Although the radiative equilibrium calculation does not require any iteration, quantities like the dust condensation radius $`r_\mathrm{i}`$ and the reprocessing optical depth $`\tau _{\mathrm{rep}}`$ (see section 2) do require iteration, since they depend on the results of the radiation transfer. Each iteration returns a temperature of the inner cavity and the amount of reprocessed energy. The values of $`r_\mathrm{i}`$ and the optical depth are modified accordingly, and a new simulation is run, until the correct values are obtained.

The code is fully 3-D, so it is capable of solving the radiative transfer problem for many circumstellar geometries and density distributions, including the presence of multiple sources. The transfer of polarized radiation is included, so the code is capable of providing the entire SED, the polarization as a function of wavelength, images at specific wavelengths as well as polarization maps.

The code treats an arbitrary mixture of grain species (amorphous carbon, silicate, etc.) and a different size distribution can be assigned to each grain species. The grain scattering and absorption properties are calculated using Mie theory, without approximations, to obtain the correct form of the scattering phase function for polarized incident radiation. The radiative equilibrium condition is imposed separately for each grain type and size, so the code calculates independent radiative equilibrium temperatures for each grain type and size. This procedure contrasts with the usual procedure in the literature, which consists of assigning a single temperature to all grain sizes, whose opacity and scattering properties are obtained by averaging over the size distribution. In section 5, we will show that, for hot stars mainly, individual grain sizes can have very different equilibrium temperatures, which has important effects for the model IR SED.

In summary, the only approximation used in our dust model is that the shape of dust grain is spherical.

## 4 Single Grain Size Models

In this section, we explore the effects of grain size on the SED for single grain size models, and interpret the results in the framework of approximate invariance. Our goal is to determine to what extent the grain size can be varied while maintaining the approximate invariance of the SED. We begin by defining the basic model we use in this and in the next section. It consists of a central star of unit radius that emits a black body spectrum of temperature $`T_{\mathrm{eff}}`$, surrounded by a spherical dust shell with internal radius $`r_\mathrm{i}`$ and external radius $`1000r_\mathrm{i}`$. The internal radius is set by the temperature of the cavity wall, $`T_\mathrm{i}`$, often taken to be the dust condensation temperature. The dust density profile is proportional to $`r^2`$, and the dust grains are spherical. This is a simple model, but useful with respect to many astrophysical situations, such as the nearly spherical circumstellar envelopes found around many RGB and AGB stars.

Three different chemical compositions were studied: cosmic silicate, with optical constants given by Ossenkopt, Henning & Mathis (1992), amorphous carbon (optical constants by Zubko et al. (1996)) and silicon carbide (optical constants by Pegourié (1988)). The sublimation temperature for these materials was taken to be $`1000\mathrm{K}`$ for silicate, $`800\mathrm{K}`$ for amorphous carbon and $`1500\mathrm{K}`$ for silicon carbide. These numbers are somewhat arbitrary, but they reflect approximately the temperatures used in the literature (e.g., IE97, and Lorentz-Martins & Lefévre (1994)).

The model parameters we vary are the dust properties, optical depth, source temperature, and temperature of the cavity wall. To comply with the three conditions of AI, stated in section 2, we compare models with the same chemical composition, the same temperature of the cavity wall, and the same reprocessing optical depth.

We shall distinguish between three different cases, corresponding to three optical depth regimes, which will be studied separately. In case A, the envelope is optically thin, both in the wavelengths emitted by the source (the extinction region) and in the IR (the reprocessing region). In case B, the envelope is optically thick in the extinction region, but is optically thin to reprocessed radiation, and in case C the envelope is optically thick in both regions (up to the wavelength for which the Rayleigh limit is achieved for all grain sizes considered).

### 4.1 Case A: Optically Thin Envelopes

In this case, we determine the V-band optical depth $`\tau _V`$ for each model using the condition $`\tau _{\mathrm{rep}}=0.1`$, which corresponds to reprocessing 9.5% of the input radiation. In the extinction region, about 90% of the flux is stellar in origin, so we expect SEDs from different models will be similar in the extinction region, at least at the 10% level. The IR SED will also be similar, as a result of the AI. Hence, we expect to observe a similarity between all models for all wavelengths.

We illustrate this situation in Figure 2. Each panel shows the SED for four different models, each with a different grain size, for cosmic silicate grains with a given stellar temperature. In Figure 3, we show the extinction optical depth as a function of wavelength for the models with $`T_{\mathrm{eff}}=2500\mathrm{K}`$. The other model parameters, cavity radius, grain mass and V-band optical depth are listed in Table 1.

Figure 2 corroborates our above qualitative discussion. For all grain sizes and stellar temperatures, the short wavelength side of the curve is very similar, as a consequence of the low optical depth combined with the same total attenuation. Similarly, the overall amplitude of the IR emission scales approximately with $`\tau _{\mathrm{rep}}`$ and the shape is set by the grain absorption efficiency, which is the same for each grain size. As a result, the overall SED is very similar for all models. The mean difference between the models with $`T_{\mathrm{eff}}=2500\mathrm{K}`$ is about 7%, and for the models with $`T_{\mathrm{eff}}=20000\mathrm{K}`$, the mean difference is 9%. The similarity between the model SEDs, not only in the IR but also in the extinction region, allows us to extend the consequence of AI. We conclude that in the optically thin limit the entire SED is similar when the conditions of AI are met.

The conditions for approximate invariance are violated when we consider grains larger than about $`a=0.25\mu \mathrm{m}`$. These grain sizes fail to satisfy condition 1 of AI, so large differences in the IR SED of these models are observed. This is shown in Figure 4, where we plot the SEDs for models with grain sizes $`0.005,0.50`$ and $`1.0\mu \mathrm{m}`$. The large differences in the IR SED are apparent. However, as shown in eq. (1), the largest grain that satisfies condition 2 of AI depends on the temperature of the cavity wall. Consequently, if we lower the condensation temperature, these larger grains will also satisfy the AI conditions. This is illustrated in Figure 5, which shows the SED for envelope models with $`T_\mathrm{i}=300\mathrm{K}`$. These plots show that a distinction can hardly be made between envelope models with grain sizes now ranging up to $`1\mu \mathrm{m}`$. For $`T_{\mathrm{eff}}=2500\mathrm{K}`$ the mean difference between the SEDs is at most 3%. This has the consequence that the SED is a poor constraint for grain sizes, at least for sizes that satisfy the conditions of AI.

We conclude that, for case A, given a grain composition, a temperature for the inner cavity, and a spatial distribution of the dust, the SED depends on a single parameter, $`\tau _{\mathrm{rep}}`$. Another important result is that $`\tau _{\mathrm{rep}}`$ is not uniquely related to the $`V`$-band optical depth (or any other wavelength), as shown in Figure 3. All curves are for $`\tau _{\mathrm{rep}}=0.1`$, and yet show very large differences in the optical depth for most wavelengths. From this we can conclude that the optical depth is not a suitable parameter for SED classification; if we were to group the case A models according to $`\tau _V`$, for example, the models would have large differences in the IR SED, leading us to the wrong conclusion that the grain size does have an important effect on the SED, which we have demonstrated not to be the case.

The optical depth depends on the product of the grain opacity (which depends on the grain size) and the grain density. The fact that grain sizes are very difficult to determine from the SED implies a corresponding uncertainty in the dust mass of the envelope, as shown in table 1. This uncertainty directly affects the ability to measure the mass loss rates from stars using the SED.

### 4.2 Case B: Optically Thick Extinction with Optically Thin IR Emission

In this case, the envelope is optically thick in the UV and visible, and optically thin in the IR. Based on AI, we expect the behavior of the IR SED to be similar to case A; i.e., the shape and level of the IR emission should be the same for all models with the same $`\tau _{\mathrm{rep}}`$. In contrast to case A, the larger optical depths result in a much larger attenuation of the stellar flux. Therefore, the shape of the SED in the extinction region is controlled by the shape of the extinction optical depth, which strongly depends on grain size.

In Figure 6 we present the SED for the same envelope models as in Figure 2, but we maintain $`\tau _{\mathrm{rep}}=1`$. This implies 63.2% of the input radiation is reprocessed by the envelope. As before, other models parameters are listed in Table 2, and in Figure 7 we display the extinction optical depth as a function of wavelength.

We see in Figure 6 that indeed the IR SED for the different models are similar, while the SEDs for short wavelengths are very different because they depend on the shape of the grain efficiencies. It follows that case B is different from case A, in the sense that the SED does depend strongly on the dust grain size. There are, however, two points to be considered. First, in order to obtain information about grain size, one has to observe the SED in the wavelengths where the effects of grain sizes are important (i.e., UV, visible or NIR, depending on the model). Second, single grain size models are very crude approximations for actual stellar envelopes, where a distribution of grain sizes is expected. In section 5 we study this case and show how it affects our conclusions for case B.

At this point it is useful to compare our results with those of previous authors. For example, IE97 show SEDs in their Figure 10 for spherical envelopes of silicate and amorphous carbon dust grains, of varying sizes and optical depths. In their plots on the right, where the results for silicate grains are displayed, the upper two plots can be compared roughly with our Figures 2 and 6. In Figure 10 of IE97, large differences between the models with $`a=0.05`$ and $`0.1\mu \mathrm{m}`$ are evident. By looking at these plots, the reader is led to believe that the IR SED for grains with sizes $`0.05`$ and $`0.1\mu \mathrm{m}`$ is intrinsically different. However, our results show that this is not the case. The IR SED of single grain size models whose sizes comply with the conditions of AI have very similar shapes and levels.

The differences between Figure 10 of IE97 and our Figures 2 and 6 owe to the choice of the model optical depth. In IE97, all models have the same extinction $`V`$-band optical depth. Our models, on the contrary, have all the same $`\tau _{\mathrm{rep}}`$ but very different $`\tau _V`$, as seen in Figures 3 and 7. Thus in case B, we also find that $`\tau _{\mathrm{rep}}`$ is the best parameter to reveal the essential similarities of models with different grain sizes (which must be lower than the limit set by condition 2 of AI).

### 4.3 Case C: Optically Thick Envelopes also in the IR

In this case, the envelope is so optically thick that 100% of the input radiation is reprocessed by the dust grains. As a consequence, the quantity $`\tau _{\mathrm{rep}}`$ becomes ill-defined, so another parameter must be found to reveal the similarities resulting from AI.

By definition, all models, in this case, are optically thick to the reprocessed radiation. This means that most of the radiation will emerge at wavelengths larger than the Wien peak of the cavity wall (i.e., $`\lambda >3\mu \mathrm{m}`$ for $`T_\mathrm{i}=1000\mathrm{K}`$). For a given wavelength the envelope can be divided into two different regions with different properties concerning the radiation field: an inner region with radius between $`r_\mathrm{i}`$ and $`r_{\tau =1}`$, and an outer region, between $`r_{\tau =1}`$ and $`r_\mathrm{e}`$, where $`r_\mathrm{e}`$ is the envelope outer radius, and $`r_{\tau =1}`$ is given by

$$_{r_{\tau =1}}^{r_\mathrm{e}}\rho \kappa _\lambda 𝑑r=1,$$
(9)
i.e., $`r_{\tau =1}`$ is the point where the radial optical depth of the envelope is unity (this quantity depends on the wavelength). By definition, radiation emitted inside the inner region is unlikely to leave the envelope because the optical depth is larger than 1; hence, a reasonable approximation for the emerging IR flux is given by the volume integral of the radiation emitted by the outer (optically thin) region

$$F_\lambda =_V4\pi j_\lambda 𝑑V=16\pi ^2_{r_{\tau =1}}^{r_\mathrm{e}}r^2\rho (r)\kappa _\lambda B_\lambda [T(r)]𝑑r.$$
(10)
In order to find an analytic expression for $`F_\lambda `$, we will suppose that both the temperature in the outer part of the envelope and the grain opacity can be approximated by power-laws, so we write

$$T(r)=T_0\left(\frac{r_\mathrm{i}}{r}\right)^s,$$
(11)
and

$$\kappa _\lambda =\kappa _0\left(\frac{\lambda _0}{\lambda }\right)^p,$$
(12)
where $`\lambda _0`$ is an arbitrary constant. The assumption for the opacity is very reasonable, because by definition most of the flux emerges at wavelengths larger than the Rayleigh limit (see Figure 1 and discussion in section 2). The assumption for the temperature is justified by the fact that the outer part of the envelope is optically thin; it can be shown that, if the dust opacity is given by eq. (12), the radial dependence of the temperature of an optically thin envelope is $`T(r)r^{2/(p+4)}`$ (e.g. Martin (1978), eq. 7.3). Our detailed calculations, shown below, validate this assumption. Finally, assuming a dust density $`\rho (r)`$, also given by a power-law

$$\rho (r)=\rho _0\left(\frac{r_\mathrm{i}}{r}\right)^n,$$
(13)
we calculate $`r_{\tau =1}`$ using eqs. (9), (12) and (13), which gives

$$\frac{r_{\tau =1}}{r_\mathrm{i}}=\left(\frac{\lambda _0}{\lambda }\right)^{\frac{p}{n1}}\tau _0^{\frac{1}{n1}},$$
(14)
where

$$\tau _0\frac{\kappa _0\rho _0r_\mathrm{i}}{n1}$$
(15)
is the envelope optical depth at $`\lambda =\lambda _0`$.

Substituting eqs. (11), (12), (13), and (14) in eq. (10) and letting $`r_\mathrm{e}\mathrm{}`$, we obtain the spectral shape of the radiation emitted by the outer part of the envelope

$$\frac{\lambda F_\lambda }{L_{}}=K\lambda ^{\frac{3n}{s}p5}_{u_1}^{\mathrm{}}\frac{u^{2n}}{e^{u^s}1}𝑑u,$$
(16)
where

$$u_1=\mathrm{\Gamma }\left(\frac{1}{\lambda }\right)^{\frac{n1+sp}{s(n1)}},$$
(17)
and

$$\mathrm{\Gamma }\frac{\left(\frac{kT_0}{hc}\right)^s}{\left(\tau _0\lambda _0^p\right)^{n1}}.$$
(18)
The normalization constant $`K`$ is defined by the condition

$$\frac{_0^{\mathrm{}}\lambda F_\lambda 𝑑\lambda }{L_{}}=1.$$
(19)
In eq. (16) the only parameter that depends on the grain size is $`\mathrm{\Gamma }`$ in the lower integration limit, $`u_1`$. It follows that, if the values of $`\tau _0`$ and $`T_0`$ of models with different grain sizes are such that $`\mathrm{\Gamma }`$ is the same, these models will produce the same SED.

We show in Figures 8 and 9 the SEDs and grain equilibrium temperatures for $`20000\mathrm{K}`$ models with different grain sizes. Figure 9 shows that the temperature power-law exponent has a value $`s=0.4`$ at large $`r`$. Other model parameters are listed in Table 3. Note that the optical depths are very high (ranging from $`\tau _0=3.4`$ to 5.0 for $`\lambda _0=100\mu \mathrm{m}`$), according to the assumption for case C. These optical depths were chosen so that the parameter $`\mathrm{\Gamma }`$ is the same among the different models (i.e., we measured $`T_0`$ and adjusted $`\tau _0`$ so that $`T_0^s\tau _0^{1n}=`$ constant). The resulting SEDs are very similar for $`\lambda 20\mu \mathrm{m}`$, which indicates that the parameter $`\mathrm{\Gamma }`$ is an adequate scaling parameter for very high optical depths. For shorter wavelengths the SED invariance breaks down, because the opacities are no longer described by a power-law, and the SEDs are different.

Also shown in Figure 8 is the analytic expression for the emerging flux, eq. (16). This expression reproduces well the shape of the SED for long wavelengths; for shorter wavelengths the agreement is not good for the reason stated above: our assumption for the grain opacity fails in the well-known silicate spectral features at 10 and 20 $`\mu \mathrm{m}`$, and as we go into the optical limit.

We conclude that, given a dust grain composition and spatial distribution, the shape of the IR SED is controlled by a single parameter, $`\mathrm{\Gamma }`$. From the observational point of view, we have a situation similar to case B, where the IR emission bump does not convey any information about the dust grain size. However at shorter wavelengths, AI breaks down, so one can determine information about the dust grain size, if there is sufficient observable flux at these wavelengths.

### 4.4 Effects of the Scattering Phase Function on the SED

In the previous sections we studied in detail the effects of grain size on the SED, and determined to what extent the grain size (i.e., opacity) can be changed while maintaining the approximate invariance of the SED. An additional effect is that, when the grain sizes are changed, both the opacity and the SPF change. Changing the SPF breaks invariance requirement (v) of section 1 and thus will alter the SED. The results shown in the previous sections were calculated using Mie theory which has an anisotropic SPF, but a common simplification is to use an isotropic SPF. In this section, we briefly discuss how an isotropic SPF affects our previous results.

In general, the primary change is the $`V`$-band optical depth required to reproduce $`\tau _{\mathrm{rep}}`$; the SED is largely unaffected (except at the few percent level). In Table 4, we compare the $`V`$-band optical depth between models with an anisotropic SPF ($`\tau _V`$) and an isotropic SPF ($`\tau _V^{\mathrm{iso}}`$) for both case A and B. One should compare column 1 with column 2, and column 4 with column 5. Because all models are subject to the condition $`\tau _{\mathrm{rep}}=0.1`$ (case A) or 1 (case B), the difference between $`\tau _V`$ and $`\tau _V^{\mathrm{iso}}`$ for each case gauges the effects of the SPF on the amount of reprocessing for each model.

For case A models, $`\tau _V`$ and $`\tau _V^{\mathrm{iso}}`$ are roughly the same (at the 10% level). This is to be expected because, in the optically thin limit, $`I_\lambda ^{\mathrm{env}}`$ in eq. (5) is small, so the SPF ($`d\sigma /d\mathrm{\Omega }`$) has little effect on $`L_{\mathrm{rep}}`$.

For case B models, the differences between $`\tau _V`$ and $`\tau _V^{\mathrm{iso}}`$ are larger, but still not very large (at most 22%). We conclude that for optically thin models the SPF is largely irrelevant, while for optically thick models, the SPF affects the conversion from $`\tau _V`$ to $`\tau _{\mathrm{rep}}`$, but at most to a level at 20% to 30%.

Also shown in Table 4 is the flux mean optical depth, $`\tau _\mathrm{F}`$, defined in eq. 8. One should compare these values with the corresponding value of $`\tau _{\mathrm{rep}}`$. The difference between $`\tau _\mathrm{F}`$ and $`\tau _{\mathrm{rep}}`$ arises from multiple scattering effects, and for this reason they are much smaller for optically thin models than for optically thick models. Many authors use $`\tau _\mathrm{F}`$ as a parameter for SED classification; the results in Table 4 show that this is not a good parameter, at least for optical depths in the range of case B models, for which multiple scattering effects are important.

## 5 Models with a Grain Size Distribution

The single grain size assumption can be a poor approximation for describing the dust of an astrophysical system. For example, fitting the interstellar extinction curve requires a distribution of grain sizes. Mathis, Rumpl & Nordsieck (1977, hereafter MRN) used a simple power law size distribution with index $`q=3.5`$, and a lower and upper cutoff size, $`a_{\mathrm{min}}0.05\mu \mathrm{m}`$ and $`a_{\mathrm{max}}0.25\mu \mathrm{m}`$. This distribution has been revised many times in the literature. For example, Kim, Martin & Hendry (1994) proposed a distribution in the form

$$\frac{dn}{da}a^qe^{a/a_0},aa_{\mathrm{min}},$$
(20)
where $`a_0=0.14\mu \mathrm{m}`$ for silicate grains and $`a_0=0.28\mu \mathrm{m}`$ for graphite grains. The upper cutoff was replaced by an exponential decay, to allow for the presence of large dust grains ($`a0.2\mu \mathrm{m}`$).

Although the fact that the dust has a distribution of grain sizes is well established, the exact form of this distribution is still an open issue. As we will demonstrate below, part of this uncertainty is due to the AI of the problem, which makes two models with similar size distributions virtually indistinguishable. Another source of uncertainty lies on our yet incomplete knowledge of the details of grain formation and growth. To complicate matters even further, the grain size distribution is likely to vary across the wind because different grain sizes have different drift velocities (Elitzur & Ivezić, 2001).

In this section, we study the SED of models with a grain size distribution. For simplicity, we adopt a power-law (MRN) grain size distribution function; although the quantitative details of the results shown below do depend on the adopted size distribution, the fundamental concepts discussed do not. Previously, in section 4, we used the concept of AI to reveal important similarities in the IR SED (and in the extinction SED for optically thin models) for single grain size models. In the following, we study what controls the spectral shape of the SED for models with a size distribution in an attempt to identify the same sort of similarities.

### 5.1 Spectral Shape of the SED

Let us consider an envelope model, consisting of spherical dust grains of the same chemical composition and sizes distributed according to a given size distribution function, $`dn/da`$. The envelope IR SED, $`F_{\mathrm{IR}}`$, will be given by the sum of the contributions from each grain size

$$F_{\mathrm{IR}}(\lambda )=_{a_{\mathrm{min}}}^{a_{\mathrm{max}}}f(a)_{\mathrm{IR}}(\lambda ,a)𝑑a,$$
(21)
where $`f(a)`$ is the wavelength integrated emission for each grain size, a measure of how the absorbed energy is split between the different grain sizes, and $`_{\mathrm{IR}}(\lambda ,a)`$ is the spectral shape of the spectrum emitted by the grains with radius $`a`$.

The simplest situation is when the spectrum emitted by all grains has approximately the same spectral shape (i.e., $`_{\mathrm{IR}}(\lambda ,a)`$ is independent of $`a`$). In this case, the spectral shape of the IR SED of the envelope will be similar to the spectral shape of the individual grains, regardless of how the absorbed energy is split between the different grains. A somewhat similar situation occurs when a particular range of grain sizes, with a similar emission spectrum, completely dominates the emission. Here, even if the spectral shape of the other grain sizes is different, it does not affect the envelope IR SED. An important difference from the first situation is that, here, the manner in which the absorbed energy is distributed between the grain sizes is important. For both these cases, we expect a close similarity to the corresponding single-sized grain model. An opposite situation occurs when different grain sizes emit a different spectral shape with similar integrated emissions. In this case, the envelope IR SED can no longer be described using a single grain size model.

What controls $`_{\mathrm{IR}}(\lambda ,a)`$ is the spectral shape of the absorption efficiencies and the grain temperature. From the conditions of AI, it is evident that the grain sizes with similar emission spectra will be the ones that comply with conditions 1 and 3. The first condition requires all grain sizes of the distribution must be smaller than a maximum size, given by eq. (1). The third condition implies that all grain sizes must have similar equilibrium temperatures. However, owing to their different absorption efficiencies, different grain sizes can have very different equilibrium temperatures. This effect can be inferred from the second column of Table 1: different grain sizes have different condensation radii, which indicates that, if these grains were to coexist at the same point in space, the grain sizes with larger condensation radii will be hotter than those with lower condensation radii. Recently, Wolf (2003) studied the condensation temperature of the individual grain sizes in a mixture of different grains sizes, both in 1-D and 2-D dust shells, and found that the temperature difference spans a range of up to $`250`$ K, although this value is highly dependent of the choice of the dust properties.

It is easy to show that, in the Monte Carlo radiative equilibrium scheme, the temperature $`T(a)`$ of the grains with radius $`a`$ at a given point of the envelope will depend on the number of photons absorbed by these grains, $`N_{\mathrm{abs}}(a)`$, and on the Planck mean opacity, $`\kappa _\mathrm{P}(T,a)`$ (see Bjorkman & Wood (2001), eq. ),

$$T(a)^4\frac{N_{\mathrm{abs}}(a)}{\kappa _\mathrm{P}(T,a)}.$$

The number of absorbed photons is proportional to the absorption cross section averaged over the incident photons, so the equation above can be rewritten as

$$T(a)^4\frac{\kappa (a)}{\kappa _\mathrm{P}(T,a)},$$
(22)
where

$$\kappa (a)\frac{\kappa _\lambda (a)J_\lambda 𝑑\lambda }{J}.$$
(23)
The ratio $`\kappa _\lambda (a)/\kappa _P`$ is shown in Figure 10 for silicate grains with sizes ranging from $`a=0.005`$ to $`1\mu \mathrm{m}`$, where the Planck mean opacity was calculated for $`T=1000\mathrm{K}`$, the condensation temperature of silicate grains. This plot indicates the relative equilibrium temperature for different grain sizes as a function of the wavelength of the illuminating radiation field. For example, if the grains are illuminated by a black body radiation of temperature $`T_{\mathrm{eff}}=2500\mathrm{K}`$, which peaks at $`\lambda =1.2\mu \mathrm{m}`$, the grains with intermediate sizes ($`a0.25`$ to $`0.50\mu \mathrm{m}`$) will be the hottest. Note, however, the range of temperatures will be relatively small in this case. On the other hand, if the grains are illuminated by a $`20000\mathrm{K}`$ black body radiation field, the hottest grains will be the ones with $`a0.05\mu \mathrm{m}`$ and all the other grain sizes will have much lower equilibrium temperatures, including the very small grains ($`a=0.005\mu \mathrm{m}`$). From eq. (22) and Figure 10, the ratio between the maximum and minimum equilibrium temperature can be estimated to be $`T_{\mathrm{max}}/T_{\mathrm{min}}2.5`$. Hence, if the hottest grains have a temperature of $`1000\mathrm{K}`$, the coolest ones will be as cold as $`400\mathrm{K}`$.

This temperature difference between the different grain sizes is to be expected only for optically thin models. For optically thicker models, the temperature differences will be smaller, and for very optically thick envelopes the temperatures will be the same, regardless of the grain size. This occurs because at very large optical depths, $`J_\lambda =B_\lambda `$, and the grains are in thermal equilibrium with the radiation field.

We now can see an important difference between models of cool and hot stars. For cool stars, the equilibrium temperatures of the different grain sizes are not very different, so we expect the shape of the IR SED to be similar to those of the individual grain sizes. For hot stars, however, the spectral shape for each grain size will be very different. From the previous discussion, we infer that the IR SEDs of hot stars will depend on how the flux is split among the different grain sizes.

For an optically thin model, it is possible to estimate the values of $`f(a)`$, the wavelength integrated emission for grains of size $`a`$. From Kirchhoff’s law, the emission must be the same as the wavelength integrated absorption, i.e.,

$$f(a)\frac{dn}{da}\kappa (a).$$
(24)
This relative emission is plotted in Figure 11 for a standard MRN size distribution function, with $`q=3.5`$. This figure shows the relative $`f(a)`$ as a function of the illuminating wavelength for the same grain sizes shown in Figure 10. Note that, with the exception of the smallest grain considered, the curves of Figure 11 scale approximately with the curves of Figure 10, which means that, in general, the coolest grains will have the lowest integrated emission and vice-versa. As we will see later, this has an important consequence for the hot star case, for which the equilibrium temperature of the grains can be very different; however, because the hotter grains dominate the emission spectrum, the envelope IR SED will still be similar to the spectral shape of the individual grains.

The smallest grains are an exception for this rule. If we compare them with the grains with $`a0.05\mu \mathrm{m}`$, we see that they reprocess about the same energy, but have lower equilibrium temperatures. This creates a situation in which grains with two different equilibrium temperatures both contribute equally to the final emission spectrum.

The above discussion can be summarized as follows. For cool stars, we expect the IR SED of the distribution to be similar to that of the single grain models because all the grains have similar temperatures and, hence, similar emission spectra. For hot stars, if we exclude the smallest grains $`(0.005\mu \mathrm{m})`$, the IR SED of the distribution will be similar to the SED of the hottest grain, which dominates the emission. It is important to note, however, that these conclusions are valid only for the size distribution function assumed above. A different value of $`q`$, for example, will lead to changes in the relative values for $`f(a)`$.

### 5.2 Approximate Invariance for Grain Size Distributions

In this section, we follow the same approach as section 4 and compare model SEDs for different grain size distributions. More specifically, we employ a MRN size distribution function with $`q=3.5`$, $`a_{\mathrm{min}}=0.05\mu \mathrm{m}`$, and different values of $`a_{\mathrm{max}}`$. As before, we compare models with the same $`\tau _{\mathrm{rep}}`$, to ensure that condition 2 of AI is satisfied. As was seen in section 4, different grain sizes can have different condensation radii. However, large grains typically form from smaller grains, so, as an approximation, we set the cavity radius to be the condensation radius of the smallest grain. In section 5.3, we address the consequences and validity of this approach. Finally, we defer discussion of the smallest grains ($`a0.005\mu \mathrm{m}`$) until later, for the reasons mentioned in the last section.

#### 5.2.1 Case A: Optically Thin Envelopes

The case A results for models with a grain size distribution are essentially the same as case A for single grain size models. If we compare model SEDs for models with $`a_{\mathrm{max}}0.25\mu \mathrm{m}`$, the maximum grain size to satisfy condition 1 of AI, the curves are identical at the 3 to 5% level, depending on the stellar temperature, as shown in Figure 12. This reinforces the conclusion for case A in section 4.1, where we saw that the SED is a poor indicator of grain size (as long as the grain sizes present in the distribution each satisfy the condition of AI).

It is interesting to note that, this time, the smallest differences are observed for the hot star models, in contrast with the single grain size case, where the smallest differences were observed for cool star models. The reason for this can be understood from Figure 11, which shows that, for hot stars, a single grain size ($`a0.05\mu \mathrm{m}`$) dominates the emission. In contrast, all grain sizes contribute to the cool star IR SED with slightly different emission spectra owing to small differences in the equilibrium temperatures. Another interesting point is that, if we include distributions with $`a_{\mathrm{max}}`$ larger than that satisfying condition 1 of AI, we still obtain very similar SEDs. For example, when $`a_{\mathrm{max}}=0.50\mu \mathrm{m}`$, the differences between the model SEDs is less than 10%. This, again, contrasts with the results for single grain size models.

#### 5.2.2 Case B: Optically Thick Extinction with Optically Thin IR Emission

Figure 13 shows the results for models with $`a_{\mathrm{max}}=0.15`$ and $`0.25\mu \mathrm{m}`$ and optical depth set so that $`\tau _{\mathrm{rep}}=1`$. Note the striking similarity in the extinction region, in contrast with the previous results for single grain size models (see Figure 6). The mean difference between the two SEDs is now only 11% for $`T_{\mathrm{eff}}=2500\mathrm{K}`$ and 10% for $`T_{\mathrm{eff}}=20000\mathrm{K}`$. The much closer similarity in the extinction region can be understood in terms of the extinction optical depth, shown in Figure 14. As a result of the averaging of the optical properties with respect to the distribution function, the shape of the extinction optical depth of the two size distribution models is very similar.

The overall similarity of the SEDs for case B has important theoretical and observational consequences. From the theoretical point of view, this allows us to extend the consequences of AI from the IR SED to the entire spectrum, as was done for case A, but this time for a much broader range of optical depths. From the observational point of view, this extends the conclusion that SED is a poor indicator of grain size, to include all optical depths.

#### 5.2.3 Case C: Optically Thick Envelopes also in the IR

This case, in all aspects, is similar to case C for single grain size models. Since the optical depth is very high, the grains tend to thermalize, approaching local thermal equilibrium, where no temperature difference is expected for the different grain sizes. Hence, the set of different grain sizes will behave as a single-sized grain whose optical properties are given by the average of the properties with respect to the distribution function.

### 5.3 Breakdown of Approximate Invariance

The similarity of the SEDs for models with different size distributions for all optical depth regimes, illustrated in the last section, changes when we consider very small grains.

Figure 15 shows the case B SEDs for models with $`a_{\mathrm{min}}=0.005\mu \mathrm{m}`$ and $`a_{\mathrm{max}}=0.05,0.15`$ and $`0.25\mu \mathrm{m}`$. As before, the models with large $`a_{\mathrm{max}}`$ have very similar SEDs in all spectral regions (compare Figure 15 with Figure 13); however, a significant difference in the extinction region arises for the model with $`a_{\mathrm{max}}=0.05\mu \mathrm{m}`$. The reason for this difference is easily understood from the different shape of the extinction optical depth, shown in Figure 16. This difference results from the fact that the smallest grains (in contrast with the larger ones) did not reach the geometrical limit throughout the extinction region.

### 5.4 Breakdown of Grain Condensation Radius

In Figure 17 we compare the SED for models with the same $`a_{\mathrm{max}}`$ ($`0.25\mu \mathrm{m}`$) and different $`a_{\mathrm{min}}`$ (0.005 and $`0.05\mu \mathrm{m}`$) for a stellar temperature of $`20000\mathrm{K}`$. A large difference in the IR SED of the two models is observed. This difference arises from our choice of the cavity radius as the condensation radius of the smaller grains. For the model with $`a=0.05`$ to $`0.25\mu \mathrm{m}`$ this choice is consistent, because the grains with $`a0.05\mu \mathrm{m}`$ are the hottest and they dominate the IR emission (see section 5.1). For the model with $`a=0.005`$ to $`0.25\mu \mathrm{m}`$, however, the smallest grain are cooler than the ones with $`a0.05\mu \mathrm{m}`$. From the choice of the inner radius, it follows that the equilibrium temperatures of the grains with $`a0.05\mu \mathrm{m}`$ is about $`1250\mathrm{K}`$, much higher than the grain condensation temperature, which is physically impossible. This causes the IR emission to shift to lower wavelengths, as seen in Figure 17. It is evident that in this case a more consistent model should be considered, in which the intermediate (and larger) grains are not allowed to condense until their radiative equilibrium temperature drops below the condensation temperature.

Strictly speaking, this more consistent treatment should be used for all situations studied above, but it would demand a much more complicated procedure and would involve additional model parameters. The discussion of section 5.1 helps us set useful limits to when the approximation of identical condensation radii is valid for all grain sizes. It will be approximately valid for cool stars, because the differences between the equilibrium temperatures of the grains are not large. It will be valid also for hot stars, when the smallest grain considered has the largest condensation temperature. Finally, the assumption fails for hot stars, when the smallest grain is cooler and has large integrated emission, comparable with hot grains, as seen above.

We can summarize this as follows: if all grain sizes meet the AI requirements, as is generally the case for cool stars, then the approximation of same condensation radius for all grain sizes is valid. If the grains do not meet the requirements, but a small range of grain sizes completely dominates the IR emission, then the approximate invariance of the SED is still maintained. The more consistent treatment is required only when the grain sizes do not meet the AI requirements and different grain sizes have similar integrated emissivities. However, it is likely when one uses the correct condensation radius for each grain size that even in this last case AI will be recovered.

## 6 Summary

We have studied the effects of grain size on the SED of circumstellar envelopes with dust. To do so we introduced the concept of approximate invariance, as a very useful tool for revealing the essential similarities of the problem and for systematically exploring a large grid of model parameters.

The concept of AI follows from the fact that the optical properties of differently sized grains is similar in certain spectral regions, and from the idea that if a requirement for SED invariance is weakly violated (in this case, the shape of the grain opacity), the SED should still be approximately the same. We studied separately single grain size models and models with a grain size distribution. For both situations, we studied three optical depths regimes: optically thin models (case A), optically thick models in the extinction region (case B) and very optically thick models (case C), for which most of the radiation emerges in the MIR to FIR.

Our results for case A show that, given a grain composition and dust density distribution, the SED of models that comply with the conditions of AI are similar not only in the IR, but also in the extinction region. The spectral shape of the SED is controlled by a single parameter, the reprocessing optical depth, $`\tau _{\mathrm{rep}}`$, defined in eq. (2). This parameter is independent of grain size. Our results for case C are similar but, as shown in section 4.3, another parameter ($`\mathrm{\Gamma }`$, defined in eq. (18)) controls the shape of the SED.

The results for case B differ for single grain size models and models with a size distribution. For single grain size models, the SEDs are similar only in the IR, while large differences are observed in the extinction region, where the grain opacities depend very much on grain size. Models with a grain size distribution, on the other hand, display a striking similarity in the extinction region, provided the lower limit of the grain size distribution, $`a_{\mathrm{min}}`$, is in the geometrical limit in the extinction region. It follows that, if $`a_{\mathrm{min}}`$ is chosen accordingly, the case B SEDs for models with a grain size distribution is controlled solely by the parameter $`\tau _{\mathrm{rep}}`$ (the same result as case A).

The fact that $`\tau _{rep}`$ (or $`\mathrm{\Gamma }`$ for case C) is the appropriate parameter for SED classification indicates that the usual approach in the literature - using $`\tau _V`$ or $`\tau _F`$ \- will not reveal the general invariance of the SED discussed in this paper. We conclude therefore that the SED is generally a very poor constraint of grain size. In most situations, observations must resolve differences of the order of a few percent to extract information about the grain size. If we add to this the fact that other model parameters, such as dust spatial distribution, composition and optical properties are somewhat uncertain, it becomes apparent that the task of extracting information about grain sizes from the SED alone may prove very difficult or even impossible for spherical geometries.

If follows from AI that in most circumstances $`\tau _{\mathrm{rep}}`$ is the only parameter related to the grain opacity that can be unambiguously extracted from the observations. Using $`\tau _{\mathrm{rep}}`$ to determine dust column density or mass is directly subject to the uncertainty in the determination of the grain sizes, which directly affects our ability to measure mass loss rates using the SED.

An important physical effect discussed in section 5.1 is that for models with a grain size distribution, the different grain sizes have different radiative equilibrium temperatures. This implies that a consistent model should include the correct condensation radius for each grain size of the distribution. However, we show in section 5.1 that the approximation of using identical condensation radii is reasonable when either all grain sizes have similar condensation temperatures or when a particular range of grain sizes dominate the IR emission. The only situation where the consistent treatment (each grain size having its correct condensation radius) is required is when two or more ranges of grain sizes have different equilibrium temperatures and similar integrated emission. This situation was found only for models of hot stars with very small grains ($`a0.01\mu \mathrm{m}`$) present in the distribution. It is important to notice that the results presented here depend on the particular choice of the distribution function, because this will control the relative contribution of each grain size to the emission. We suggest that a study of a given system could start with an analysis of the chosen dust size distribution along the lines described in section 5.1, Figures 10 and 11. Such analysis can be very useful because one would know beforehand if the approximation of identical condensation radii for all grain sizes of the distribution is a valid one.

We have presented, here, results only for silicate grains. However, this study was carried out for amorphous carbon and silicon carbide grains as well. The results for these materials are not shown because, although the specific details of the results are different (see Carciofi (2001)), the fundamental concepts discussed here remain valid.

A.C.C. and A.M.M. acknowledge support from São Paulo State Funding Agency (grants 98/02238-2 and 01/12589-1). A.C.C. and J.E.B. acknowledge support from NSF grant AST-9819928. A.M.M. acknowledges partial support from CNPq.  The authors wish to thank the referee for his/her very useful comments.


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# On the quantum width of a black hole horizon

## 1 Introduction

The work presented by the author at Adriatic 2003 comments on arguments  which purport to derive fundamental bounds on the entropy of any system from the so-called generalized second law of thermodynamics; i.e. the second law including the Bekenstein-Hawking entropy $`S_{BH}=A/4G`$ for black holes. A number of interesting loopholes were pointed out stemming from the effect of the thermal atmosphere (see ) and an additional “observer dependence” in the concept of entropy (see ). However, this work is well described in  and . Thus, rather than repeat the story in detail, it seems best to use this proceedings to discuss other thoughts on black hole entropy that are only vaguely related to the material presented at the conference. Nonetheless, a brief summary of that material will be included in the discussion below where it ties in to the current storyline (section 4).

The main focus here will be on the many low energy degrees of freedom near the horizon of a black hole. Our primary interest will be in non-degenerate (i.e., non-extremal) horizons, with the degenerate case being treated only as a limit. Such degrees of freedom give rise to an old puzzle reviewed in . The puzzle is that, when described using quantum field theory in a fixed curved background spacetime, such degrees of freedom give a divergent contribution to the entropy of the black hole’s thermal atmosphere111i.e., the thermal bath of radiation constantly being emitted and re-absorbed by the black hole due to the Hawking effect.. If cut-off at the Planck scale, the thermal atmosphere naturally yields  an entropy of order the Bekenstein-Hawking entropy $`A/4G`$ and potentially provides a large correction to the entropy of the black hole. This is closely related (see e.g.  and ) to the suggestion  that the one should consider the entanglement entropy of the quantum fields outside the black hole. In , it was in fact suggested that this calculation might in fact account for the entire entropy of the black hole, though this idea appears to suffer from the so-called “species problem” and other issues discussed in .

Some time ago, it was argued by Sorkin  that one should cut-off the entropy of the thermal atmosphere at an even larger distance from the black hole horizon. Sorkin used a Newtonian model of a 3+1 Schwarzschild black hole to argue that quantum fluctuations naturally cause the horizon to fluctuate on a scale $`L_c(R\mathrm{}_p^2)^{1/3}`$ where $`R`$ is the black hole radius and $`\mathrm{}_p`$ is the Planck scale. Since the fluctuations are quantum in nature, we find it natural to describe this as providing a quantum “width” to the horizon. Clearly then, one cannot reliably characterize the region within $`L_c`$ of the classical horizon location as “outside” the black hole and it is reasonable to suppose a cut-off at this scale on contributions to the entropy of the (external) thermal atmosphere. Quantum fluctuations within $`L_c`$ of the classical horizon are then perhaps better described as fluctuations of the black hole itself, and may plausibly be assumed to already be included in the Bekenstein-Hawking entropy of the black hole. (Though of course the details of how or whether the full entropy is reflected in a spacetime description remains unclear.)

Since the entropy of the atmosphere scales with $`A/L_c^2`$, Sorkin’s cut-off would make this contribution a parametrically small correction to the Bekenstein-Hawking entropy of a large black hole. However, one may ask to what extent Sorkin’s Newtonian model captures the relevant relativistic physics, and one may also wonder whether a similar result is obtained for black holes with charge or in different numbers of dimensions. In particular, Sorkin’s Schwarzschild correction is large enough that, if the same cut-off applied to the extremal case222Viewed as entropy of the thermal atmosphere, one would expect the entropy correction to vanish as $`T_H0`$, but this is less clear when viewed as an entropy of entanglement across the horizon., one might expect it to have been seen in stringy studies  of sub-leading corrections to the Bekenstein-Hawking result for supersymmetric black holes.

We report here on work to clarify these issues. A general relativistic estimate is provided for the quantum width of the horizon for arbitrary spherical black holes. The result in $`d`$ spacetime dimensions is

$$L_c^d\frac{\mathrm{}_p^{d2}RN^{1/2}}{T_H},$$
(1)
where $`N`$ is the number of effective free fields propagating near the black hole and $`T_H`$ is the black hole’s Hawking temperature. Again we see that $`A/L_c^{d1}`$ is parametrically small in comparison with the Bekenstein-Hawking entropy, with the additional feature that the correction also becomes parametrically small333The divergence of $`L_c`$ is unphysical and signals a breakdown of the near-horizon approximation used below, but nevertheless $`L_c`$ is much larger for a low $`T_H`$ black hole than for a black hole of similar size with $`T_H1/R`$. as one approaches extremality and $`T_H0`$. This is then in agreement with the results of , which finds no contributions clearly associated with the thermal atmosphere of a certain set of nearly extreme black holes. The full correction $`NA/L_c^2`$ can become large only when the number of fields $`N`$ becomes parametrically large. It is amusing to note that for Schwarzschild black holes in 3+1 dimensions $`L_c`$ is only just below nuclear length scales for astrophysical black holes and begins to approach atomic length scales for the largest known supermassive black holes.

These ideas and estimates are explained below. We begin in section 2 with a convenient description of the near-horizon degrees of freedom. We then perform the estimate in section 3, which is based on a certain reasonable conjecture with regard to distortions of the black hole horizon by nearby objects. We then discuss a few consequences and compare with the natural expectation based on a “stretched horizon” in section 4. Finally, we include an appendix which provides an estimate which does not rely on the above-mentioned conjecture, but which is clearly overly conservative. Nevertheless, this conservative argument yields qualitatively similar results in $`d<6`$ spacetime dimensions.

## 2 Describing Near-horizon degrees of freedom

In flat spacetime, any mode of any field which occupies a small region of space must have a correspondingly large energy. However, the diverging redshift at a horizon in principle allows for localized degrees of freedom with significantly smaller Killing energies. A particularly well-known modern application of this feature in the context of extremal horizons is the motivation  of the famous AdS/CFT conjecture. It will be useful for our discussion to study the near-horizon modes quantitatively. We give a simple description below and refer the reader to, e.g.,  for a more technical treatment using tortoise ($`r^{}`$) coordinates.

Let us in particular consider a wavepacket localized within a proper distance $`L`$ of the horizon, where $`L`$ is much smaller than the local curvature scale. We focus on the non-extremal case so that, if the wavepacket is also localized on a scale $`L`$ in the directions along the horizon, the situation is well approximated by a wavepacket near a Rindler horizon in flat space.

Low energy such wavepackets will have essentially no variation on length scales shorter than $`L`$, except perhaps at proper distances $`sL`$ from the horizon where we are free to take the wavepacket to vanish. Thus, they will look much like the larger wavepacket shown in figure 1 below. Since the energy density of the wavepacket is redshifted to zero near the horizon, the dominant contribution to the energy of the wavepacket will come from the part a proper distance $`sL`$ away. Thus, the total energy of the wavepacket is of order $`(Lz)^1`$, where $`z`$ is the redshift at $`sL`$ measured relative to infinity. A simple way to obtain this redshift for arbitrary black holes is to note that the local Unruh temperature at $`sL`$ is of order $`1/L`$, but it must also be related through the redshift to the Hawking temperature $`T_H`$ of the black hole. Thus, $`(Lz)^1T_H`$, and the wavepacket in question represents an excitation with energy of order $`T_H`$.

Note that we obtain such a wavepacket for each $`L`$, so that there are an infinite number of modes with energy $`T_H`$ near any non-degenerate black hole horizon. But the thermal atmosphere of the black hole is just this same system at temperature $`T_H`$. It is therefore clear that such modes contribute an infinite entropy. In more detail, consider the number of such modes contained between surfaces a distance $`L`$ and $`L+dL`$ from the horizon (for $`L`$ small compared to the curvature scale). Since we considered wavepackets of size $`L`$ in each direction, it is useful to take each surface (which has area $`A`$) and divide it into $`A/L^2`$ cells of size $`L^2`$.

In fact, a standard calculation using tortoise ($`r^{}`$) coordinates shows that a careful choice of wavepacket shape can result in arbitrarily low energies, say $`ϵT_H`$ for $`ϵ1`$, within a proper distance $`L`$ of the horizon. However, such modes cannot be localized as well on the sphere, so that there are only $`\lambda A/L^2`$ of them and they contribute only $`𝒪(1)`$ changes in coefficients.

Finally, note that in the Rindler approximation a given mode is transformed into the next mode closer to the horizon by scaling it toward the bifurcation surface (see figure 1 again). The relevant measure in the radial direction is therefore scale invariant and must be of order $`dL/L`$. (This result also follows from the logarithmic relation between the tortoise coordinate ($`r^{}`$) and proper distance .) Thus, the total number of modes between $`L`$ and $`L+dL`$ is of order $`\frac{A}{L^3}dL`$. Integrating the total contribution down to some ultraviolet cutoff $`L_{UV}`$ yields a total contribution of order $`A/L_{UV}^2`$. Each mode with energy $`<T_H`$ contributes a few bits of entropy, while modes with higher energy do not contribute. This then is the origin of the observation  that a Planck scale cutoff yields an entropy of order the Bekenstein-Hawking entropy of the black hole itself. It can also be mapped (see e.g. ) to the corresponding result  for entanglement entropy.

## 3 Estimating the width

The proper interpretation of the thermal atmosphere’s entropy is clearly an important issue in black hole thermodynamics. For example, in the most naive interpretation one might expect this to be a next-order correction to the Bekenstein-Hawking entropy $`S_{BH}`$. Unfortunately, with a Planck scale cut-off it is of comparable size to the “zero order” contribution $`S_{BH}`$. One may also try to cancel this entropy with a renormalization effect (though this creates puzzles when various objects are lowered toward the black hole horizon ), or to interpret the entropy of the thermal atmosphere as some sort of “dual” description of the Bekenstein-Hawking entropy itself . Unfortunately, the latter approach suffers from the well-known “species problem” (i.e., it appears to depend on the number of propagating fields near the black hole horizon) and other concerns discussed in .

When the issue is phrased in terms of the near horizon modes, Sorkin’s potential resolution suggests itself immediately. The presence of an extra particle with fixed energy too close to the horizon will effectively increase the mass of the black hole and will cause the horizon to expand outward and engulf the particle. If this particle is a quantum fluctuation associated with Hawking radiation, then it is natural to describe the effect as providing a non-zero quantum width for the horizon itself.

Consider for simplicity a 3+1 Schwarzschild black hole and let $`r`$ be its Schwarzschild area-radius coordinate. The large entropy of the thermal atmosphere comes from modes near the horizon with energy $`T_H`$. But it is inconsistent to describe a mode with energy $`T_H`$ supported below $`r=R+2GT_H`$ in terms of quantum field theory on a fixed spacetime containing a black hole of radius $`R`$: if we add a particle to such a mode, then considering both the particle and the black hole we find a total energy $`R/2G+T_H`$ concentrated in a region smaller than the corresponding Schwarzschild radius! Thus, if the particle’s energy were spherically distributed, one would expect that such a state is better described by a larger black hole (of size $`R+2GT_H`$) than by an excitation of the original black hole (of size $`R`$). One therefore expects that fluctuations in the occupation numbers of such modes are more properly described as excitations of the horizon, and therefore that their contributions to the entropy are already included in $`S_{BH}`$. As a result, if one is considering that part of the thermal atmosphere444This wording has been used because the above observation is not necessarily in disagreement with the idea that at least a part of the thermal atmosphere’s entropy is a dual description of $`S_{BH}`$. On the other hand, it is not obviously identical. In particular, it does not suffer from the issues discussed in . which acts as a correction to $`S_{BH}`$, then one should impose a cutoff at some $`r_c>R+2GT_H`$. Since $`T_H1/R`$ and since for $`rR`$ the proper distance $`L`$ from the horizon satisfies $`L^2/RrR`$, one indeed arrives at the conclusion that the cutoff must be at least a proper distance of order $`L_c\mathrm{}_p`$ from the horizon.

On the other hand, as discussed above there are many modes near the horizon and, in calculating the entropy of the thermal atmosphere we have considered all of these modes to be thermally excited. In particular, even for modes at a given scale $`L`$ from the horizon, there are $`R^2/L^2`$ such modes due to the size of the corresponding sphere around the black hole. Thus, a more careful consideration is in order, and it is to this task that we next turn. Note that it is necessarily fluctuations of the occupations numbers that are relevant as the expectation value of the stress-energy tensor remains small even very close to the horizon, with the expected energy density being of order $`R^4`$. Thus, a shell of thickness $`\mathrm{}_p`$ around the horizon on average contains only an energy of order $`(R^2\mathrm{}_p)R^4=\mathrm{}_pR^2`$. In contrast, we saw above that an energy of order $`T_HR^1`$ is required to move the horizon out to this radius. Thus, only departures from the mean can significantly increase the cutoff beyond the naive Planck scale estimate. Note also that energy fluctuations are largest for modes with $`ET_H`$.

As noted above, the effect of a spherical shell of mass on the black hole horizon is easy to compute. However, a localized disturbance on a scale $`LR`$ is far from spherically symmetric. One could, of course, average over a sphere’s worth of fluctuations to estimate a typical fluctuation in the total mass of the black hole. Such an estimate is discussed in the appendix, but is vastly over-conservative as the averaging will partially cancel positive energy fluctuations on one side of the black hole against negative energy fluctuations on the opposite side of the black hole. Thus, it will dramatically underestimate the local fluctuations in the horizon location. In other words, it is clear that the largest effect comes from changes in the shape of the horizon as opposed to just the overall size.

How then shall we estimate this more localized effect on the horizon? Consider a positive energy fluctuation of length scale $`L`$ at a corresponding separation from the classical horizon. If this induces a bulge on the horizon which is large enough to capture the fluctuation itself, then it is clear that this must occur on a timescale555Say, as measured by freely falling observers initially at rest with respect to the black hole. Since we are primarily concerned with the perturbative regime, we may use the metric of the original Black Hole to compute times to leading order. $`L`$. Note that this is also the natural lifetime of the fluctuation. Consider now the center of the fluctuation. On a timescale $`L`$ the center can receive no information from farther away than $`L`$. As a result, it cannot know whether it is indeed part of a homogeneous spherical shell of such fluctuations, or whether it is merely surrounded by an additional layer or so of similar fluctuations666It may just barely be able to tell whether the neighboring fluctuations have the same sign, but such a clumping will occur a frequency which is not parametrically small, and thus is large enough for our purposes. (see figure 2). Thus, under reasonably common conditions, we should get the right answer (as to whether the horizon bulges outward and engulfs our fluctuation) by supposing that the black hole is in fact surrounded by a spherical shell of such fluctuations and determining whether this shell would add enough mass to the black hole to enlarge the horizon beyond the location of the fluctuations. Note that the shell has thickness $`L`$ (see figure 3); luckily, the calculation is just as easy for thick shells as for thin.

Let us consider a general spherically symmetric static metric of the form

$$ds^2=g_{tt}(r)dt^2+g_{rr}(r)dr^2+r^2d\mathrm{\Omega }_{d2}^2,$$
(2)
where as usual $`d\mathrm{\Omega }_{d2}^2`$ is the metric on the unit $`(d2)`$-sphere. We take $`g_{tt}`$ to have a first-order zero at $`r=R`$, representing the non-degenerate black hole horizon.

In a sufficiently small region close to the horizon, we may approximate the metric in the $`r,t`$ directions by the standard Rindler metric:

$$ds^2=\kappa ^2\xi ^2dt^2+d\xi ^2+R^2d\mathrm{\Omega }_{d2}^2+higherorderin\xi ,$$
(3)
where the constant $`\kappa `$ is the surface gravity, and is chosen so that $`t`$ is properly normalized; e.g., so that $`|_t|1`$ at infinity if the spacetime is asymptotically flat. The Hawking temperature $`T_H`$ is then $`T_H\kappa `$ since we set $`\mathrm{}=1`$. Note that for Schwarzschild black holes the description (3) will be valid whenever $`rR`$, but for nearly extreme black holes we must approach the horizon more closely than the difference in radius between the outer and inner horizons. We will always assume that the fluctuations are close enough to the horizon for (3) to apply777Any cut-off we find will be parametrically small in the Planck length, so only for black holes parametrically close to extremality can this approximation fail..

Let us ask how far the horizon moves outward when we add a mass $`\mathrm{\Delta }m`$ to the black hole but maintain spherical symmetry. The new horizon is where $`g_{tt}`$ now vanishes. Since it used to vanish at $`r=R`$, we set

$$0=\mathrm{\Delta }g_{tt}_mg_{tt}\mathrm{\Delta }m+_rg_{tt}(rR).$$
(4)
On the other hand, comparing (2) and (3), we see that $`g_{tt}T_H^2\xi ^2`$, so we find

$$_rg_{tt}2\xi T_H^2_r\xi =2\xi T_H^2\sqrt{g_{rr}}.$$
(5)
Since $`g_{tt}`$ vanishes only to first order, we see that $`g_{rr}=\frac{c^2}{\xi ^2}(1+O(\xi ))`$ for some constant $`c`$. Thus $`rR\xi ^2/2c`$. Putting this together with (4) and (5), one finds that adding a mass $`\mathrm{\Delta }m`$ moves the horizon to a new value of $`r`$ which, in the original metric, was located at a proper distance

$$\xi =\sqrt{\frac{_mg_{tt}}{T_H^2}\mathrm{\Delta }m}$$
(6)
from the original horizon.

Unfortunately, it seems that no general theorems concerning the form of $`_mg_{tt}`$ are available. However, for the Schwarzschild and Reissner-Nordstrom solutions in $`d`$ spacetime dimensions one finds $`_mg_{tt}=(const)\mathrm{}_p^{d2}r^{(d3)}`$ where the derivative is taken holding all charges constant888This variation models fluctuations in uncharged fields, such as the metric itself. One could of course also consider fluctuations of charged fields. and $`const`$ is a number that depends at most on the dimension; i.e., which is independent of any charges or cosmological constant. We will therefore assume that any new black hole considered follows this pattern.

With this understanding, one finds that the additional mass required to, roughly speaking, “move the horizon outward a proper distance $`\xi `$” is given by

$$\mathrm{\Delta }m_{sphere}\frac{T_H^2R^{d3}\xi ^2}{\mathrm{}_p^{d2}}.$$
(7)
The subscript $`sphere`$ has been added to remind us that we have considered only spherically symmetric configurations above. For example, the outcome above might be attained by adding a spherical shell of mass $`\mathrm{\Delta }m_{sphere}`$ to our original black hole.

We now return to considering a single fluctuation of physical size $`L`$ located at a proper distance $`L`$ from the classical horizon of our black hole. We have seen that the typical energy of this fluctuation is $`\mathrm{\Delta }m_{fluct}T_H`$, so that a spherical shell of such fluctuations (as shown in figure 3) would have a mass $`\mathrm{\Delta }m_{sphere}T_H(R/L)^{d2}`$. Comparison with (7) then shows that $`L>\xi `$ if and only if $`L>L_c`$ where

$$L_c^d\frac{R}{T_H}\mathrm{}_p^{d2}.$$
(8)
Putting together our logic above, this $`L_c`$ represents a rough measure of the quantum width of the horizon and fluctuations within $`L_c`$ of the classical horizon cannot be cleanly separated from the black hole itself.

In general, there will be $`N`$ propagating degrees of freedom (i.e., helicity states of quantum fields) at the scale $`L_c`$. Any combination of bosons and fermions leads to a typical increase in the energy $`\mathrm{\Delta }m_{fluct}`$ of fluctuations in a given region by a factor of $`\sqrt{N}`$, so the cut-off length $`L_c`$ becomes

$$L_c^d\frac{R}{T_H}N^{1/2}\mathrm{}_p^{d2}.$$
(9)
The entropy of the thermal atmosphere down to this cut-off is then $`SNA/L_c^{d2}`$; i.e., smaller than $`S_{BH}A/\mathrm{}_p^{d2}`$ unless $`N`$ is parametrically large in $`(R/\mathrm{}_p)`$. Note that $`N`$ should include any effective field with a mass $`m<1/L`$, so that in general $`N`$ depends on $`L`$ and (9) represents only an implicit solution for the cut-off scale.

## 4 Discussion

In the above sections we have argued that the horizon of any black hole has an effective “quantum width” given by (9). This supports Sorkin’s suggestion  that fluctuations of the horizon provide a cut-off on the entropy of the black hole’s thermal atmosphere, suppressing this entropy parametrically in comparison with the black hole’s Bekenstein-Hawking entropy. Our work provides a fully relativistic treatment and includes both uncharged black holes and those near the extremal limit, in particular giving an explicit dependence of the cut-off on the Hawking temperature separate from the dependence on the size $`R`$ of the black hole. Our arguments concern general spherical black holes with non-degenerate (i.e., non-extreme) horizons, but an extension to the rotating case and a direct computation for extreme black holes would clearly be of interest. For Schwarzschild black holes in 3+1 dimensions, our estimate of the width $`L_c`$ is only just below nuclear length scales for astrophysical black holes and begins to approach atomic length scales for the largest known supermassive black holes.

Our estimate of the width is based on the conjecture that whether the horizon bulges outward to engulf a particular fluctuation depends at most on whether the first few layers of surrounding fluctuations have a similar sign (as in figure 2), and does not depend on the presence of fluctuations farther away. In this case, we may model the calculation by assuming that there are in fact a sphere’s worth of such fluctuations and use simple results for spherically symmetric perturbations of the black hole. As discussed in the Appendix, a skeptic could raise some questions about this conjecture, and a complete proof or counter-example would be much desired. The question should be amenable to study by various perturbative methods, and we look forward to future results in this direction999It would appear that the closest result in the existing literature is provided by , which considers two black holes of equal mass as opposed to a single black hole with a small perturbation..

In the absence of such precise results, we may also take comfort from the more conservative estimate given in the appendix. This estimate considers only the average fluctuation in the mass of a spherical shell and so does not rely on any conjectures. On the other hand, it yields the desired result only for $`d5`$.

Let us, however, proceed with the estimate (9). One interesting feature is that the entropy of the thermal atmosphere continues to give a large contribution in the presence of a sufficiently large number $`N`$ of propagating fields. Under such circumstances the black hole will rapidly decay into a fireball of thermal radiation, unless the black hole is close to extremality so that its temperature is low (in which case the thermal atmosphere can be fully excited with only a small fraction of the black hole’s energy).

On a related note, we have seen that even for $`N=1`$ a large black hole allows of order $`(R/L_c)^{d2}`$ modes to be excited with an energy of order $`T_H`$. Consider now a particle placed in a mixed state, which occupies an undetermined member of this set of modes. The von-Neumann entropy of the corresponding density matrix is then of order $`\mathrm{ln}(R/L_c)`$, which is parametrically larger than $`E/T_H1`$. The reader might at first wonder what will happen when such a particle falls into the black hole (since the black hole’s entropy will increase only by $`E/T_H`$ by the first law).

Indeed, following the logic of , one might expect it to lead to a violation of the generalized second law (GSL). However, as discussed in my talk at the conference (and as described in ) other, perhaps unexpected, effects will intervene to save the GSL. Since the particle’s energy is $`T_H`$, it is clear that external observers will describe the particle as being added to a rather busy thermal state, and not just to the vacuum. Such observers will be most concerned with the change in entropy they assign to the process by which one particle falls into the black hole but a thermal state remains outside. Note that since the thermal state is well-occupied, the fundamental indistinguishability of particles may come into play and one cannot guess the answer from a simple model of distinguishable particles. In fact, as discussed in , an ensemble of distinguishable particles which allows fluctuations in particle number fails to be well-defined in our present circumstance.

As follows from the corresponding analysis in , this change in entropy does not in fact grow arbitrarily large with $`R/L`$ but instead asymptotes to $`E/T_H`$, a value that preserves the second law101010A closely related phenomenon was discovered in , which observed that a background of Unruh radiation downgrades the fidelity of quantum teleportation, indicating a loss of access to quantum information by observers who do not cross the horizon.. It is only observers who fall across the horizon which assign the particle an entropy of order $`\mathrm{ln}(R/L)`$, but such observers do not see the particle disappear and face no issues with regard to the GSL.

On the other hand, one can ask interesting questions about how the experiences of such observers could be consistent with a description of the black hole interior in terms of a Hilbert space with a finite number $`e_{BH}^S`$ of dimensions. We shall not discuss such questions in detail here, as readers will no doubt interpret the outcome according to their pre-existing views of black hole entropy. Some readers will see evidence that $`S_{BH}`$ counts only “the ways the black hole can interact with the external universe” and not the full set of interior states, while others will see manifestations of “complementarity” between various observers inside the black hole. The latter might be protected by limitations on the transfer of information between such observers analogous to those discussed in  for observers comparing Hawking radiation with the original objects falling into a black hole.

Returning now to somewhat firmer ground, perhaps the most interesting observation regarding our result (9) is the discrepancy with naive expectations based on a ‘stretched horizon’ picture of the black hole. The stretched horizon is typically described as a membrane just outside the black hole’s classical horizon having properties that make its classical dynamics indistinguishable from the black hole itself . Various differing proposals have been made for the details to incorporate quantum effects; for example,  place the stretched horizon on the symmetry sphere with $`\mathrm{}_p^2`$ more area than the classical horizon while  chooses the sphere with string-scale temperature, and  choose the Planck temperature sphere. However, at least for Schwarzschild black holes, a membrane of Planck tension and Planck temperature (and thus located at roughly a Planck scale proper distance from the classical horizon) naturally reproduces the thermodynamics (e.g., energy and entropy) of the black hole and so seems to be preferred. On the other hand, since there are no infrared divergences in 2+1 or higher dimensions, typical fluctuations in the location of such a membrane (corresponding to black holes in $`d4`$) would also tend to be of intrinsically Planck scale, and thus would be parametrically smaller than our $`L_c`$. This suggests that the stretched horizon concept may be in need of refinement; a process that may provide fertile ground for future research.

Acknowledgments: The author would like to thank Raphael Bousso, Ram Brustein, Chris Herzog, Gary Horowitz, Stefan Hollands, Dan Kabat, Luis Lehner, David Lowe, Mark Spradlin, and the participants of the Adriatic 2003 conference for interesting discussions. Special thanks go to Djordje Minic, Simon Ross, and Rafael Sorkin for many discussions during our collaborations, to Gary Horowitz and Eric Poisson for help in locating reference , and to Luis Lehner for pointing out a number of typographic errors. This work was supported in part by NSF grants PHY00-98747, PHY99-07949, and PHY03-42749, and by funds from the University of California.

## Appendix A An overly conservative estimate

In section 3, we argued that one could estimate local distortions of the horizon caused by energy fluctuations by considering a spherical shell of such fluctuations surrounding the black hole. The idea was that, due to the short timescales involved, whether or not a given fluctuation was engulfed by a distortion of the horizon should be independent of the existence of neighboring fluctuations. However, the argument clearly falls short of a rigorous proof and must therefore be termed a conjecture. In particular, a skeptic might worry that the presence or absence of neighboring fluctuations over a time in the past of order $`R`$ could affect the initial conditions in an important way, invalidating the arguments of section 3.

Ultimately, this should be settled by a complete calculation. However, not having such a calculation at hand, it is also of interest to pursue other models of horizon fluctuations not based on the conjecture above. To this end, let us now consider the effect of averaging the fluctuations over a sphere around the black hole. This is clearly overly conservative, as it averages independent positive and negative fluctuations into an overall expansion or contraction of the black hole horizon. However, it provides a similar qualitative behavior to (9) in spacetime dimensions $`d5`$ and, in particular, reproduces exactly Sorkin’s Newtonian result in $`d=4`$.

The idea is a simple extension of our analysis so far. We simply note that there are of order $`N(R/L)^{d2}`$ independent fluctuations of size $`L`$ around the sphere. As a result, a typical fluctuation in the mass contained in this thick shell is of order $`\mathrm{\Delta }m_{fluct}\sqrt{N(R/L)^{d2}}=\frac{T_HN^{1/2}R^{(d2)/2}}{L^{(d2)/2}}.`$ Comparing this with (6) yields

$$L_c^{(d+2)/2}\frac{N^{1/2}\mathrm{}_p^{d2}}{T_HR^{(d4)/2}}.$$
(10)
In particular, for a Schwarzschild black hole in $`d=4`$ one finds

$$L_c>N^{1/6}(R\mathrm{}_p^2)^{1/3},$$
(11)
and again this cutoff leads to negligible entropy in the thermal atmosphere. However, since $`T_H`$ generally scales with $`1/R`$, we see that (10) fails to suppress the thermal atmosphere’s entropy relative to the Bekenstein-Hawking entropy in $`d6`$ and that more care will be needed for such cases.