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# Status of the PICASSO Project

## 1 Introduction

The concept of dark matter has been around for almost a century. The most robust indication of the existence of this unique kind of matter, which is not susceptible to any interaction other than gravity and possibly a very weak interaction with ordinary matter, was the observed inconsistency between the rotation curves of spiral galaxies and their estimated amount of luminous matter.

The most recent results from WMAP satellite observations of the cosmic microwave background (CMB)  together with the observations of the relation between redshift and distance in type 1a supernovae  indicate that the total energy density of the Universe is, $`\mathrm{\Omega }_{total}=1.02\pm 0.02`$ (flat Universe). These results also indicate that the two main constituents of the Universe are the dark energy, a new form of energy that contributes to the energy density of the Universe with $`\mathrm{\Omega }_\mathrm{\Lambda }=0.73\pm 0.02`$, and matter that contributes with $`\mathrm{\Omega }_m=0.27\pm 0.04`$. However, big-bang-nucleosynthesis predictions (supported by many observations including CMB measurements) indicate that the density of ordinary matter (baryon density) in the Universe is, $`\mathrm{\Omega }_b=0.044\pm 0.004`$. This implies that most of the matter in the Universe is non-baryonic (dark).

The most promising non-baryonic candidate from the particle physics point of view is the neutralino, a weakly interacting massive particle (WIMP) that appears in many super-symmetric theories. The interaction of the neutralino with nuclei of ordinary matter is of electro-weak strength and can be either coherent or spin-dependent. Being a relic of the super-symmetric phase of the early Universe, the neutralino is expected to be found in halos of galaxies. In the case of our Galaxy, neutralinos are expected to have a Maxwellian velocity distribution with a mean velocity of $`300`$ km/s. At the Sun’s position, the expected energy density is $`0.3`$ GeV/cm3.

## 2 The Experimental Technique

Picasso detectors  consist of containers filled with droplets of a room-temperature superheated liquid (fluorinated halocarbons) dispersed in a gel. The interaction of a dark matter particle with an atomic nucleus in the droplets (i.e. fluorine or carbon) is expected to make the nucleus recoil. If the energy deposited by this recoiling nucleus within a certain length inside the droplet is large enough, bubble formation is triggered  and an explosive phase transition occurs. The resulting shock waves can be detected by piezo-electric sensors.

## 3 Picasso at SNO

In 2002, Picasso started taking data in the water purification gallery of the SNO underground facility at a depth of 6,800 feet. The setup consists of six 1-liter detector modules. The total active mass of the ensemble of detectors is $``$ 40 g. These modules are divided into 2 groups according to their superheated liquid composition: 3 so-called BD1000 detectors and 3 BD100 detectors. Due to the different compositions of the superheated liquids, these two groups of detectors have distinct operating temperature ranges. Therefore, the BD1000 and BD100 detectors are kept in two separate temperature-control systems (TCS) so that the temperature of each group of detectors can be regulated independently. The TCSs are surrounded by water cubes for neutron shielding.

The data acquisition system continuously monitors the piezos’ output and triggers when a given signal exceeds the established minimum amplitude. It is worth mentioning at this point that, if left undisturbed, the droplets of superheated liquid are stable for indefinite periods of time.

Due to the nature of the detectors, data acquisition periods must be followed by a period of recompression so that the continuously growing gas bubbles, created by the explosive expansion of the superheated liquid droplets, can be brought back to the original droplet state. The best results have been achieved by setting 10 hours of recompression after 30 hours of data taking.

The detectors are fine tuned to detect dark matter particles. However, at the operating temperature range that the detectors have to be kept to detect dark matter optimally, they are also sensitive to neutrons and alpha particles, which make up the main particle background. The origin of the background particles can be internal or external.

The external background consists mostly of fast neutrons coming from the rocks of the walls of the cavern (cosmic ray induced neutrons are effectively attenuated at the depth of the cavern). These neutrons are relatively easy to avoid in the mine by surrounding the detectors with water cubes. The detectors are not sensitive to low-energy neutrons (nor to $`\gamma `$ and $`\beta `$ radiation) at the operating temperature range. Also, the setup was designed to be radon tight.

The internal background consists mainly of alpha particles produced in the decay chains of uranium and thorium present as contaminants in the constituents of the detector (and possibly radon contamination). These alpha particles are very difficult to remove as the level of contamination of the ingredients of the detector has to be lower than $`10^{10}10^{11}`$g per gram.

Figure 1 shows the data taken with one of the BD1000 (8g of active mass) detectors in our laboratory in Montreal and at SNO. The solid line depicts the response of the detector to the internal alpha background, which is an excellent fit for the data taken at SNO. The dashed line depicts the sum of the (dominant) external neutron background and the internal alpha background. This clearly shows that the data at SNO is dominated by the internal background.

Because the detector response is a threshold function  that is temperature dependent, data must be taken at different temperatures to cover the expected recoil energy spectrum. The data taking is divided into series that consist of a variable number of 30-hour sessions and 10 hours of recompression between them. During a series, the detectors are kept at a constant temperature that is usually different for the BD1000 and the BD100. On an individual event basis, it is impossible to distinguish between the signal produced by the expected interaction of dark matter particles with the detector and the one produced by background particles. Due to that, lowering the overall particle background is critical. Besides, the background has to be well known so that a given enhancement in the count rate (beyond what is expected to be produced by the background) might be an indication of the interaction of dark matter particles with the detector.

Our data is consistent with an internal alpha particle background as shown by the measurements and Monte Carlo simulations . Figure 2 shows the response of one of the BD1000 detectors to background measurements. Until November 2003, $``$ 1,700 effective hours of data were taken at SNO. Due to the large spin-dependent cross section of the fluorine (present in the superheated liquid), we are able to obtain competitive results (for the amount of active mass). For a $`M_\chi =50`$ GeV/c2 neutralino, cross section, $`\sigma =5pb`$ is excluded at $`90\%`$ C.L..

## 4 Conclusions

The setup in operation at SNO has proven to produce data of excellent quality. The main limitation is the internal alpha background due to radioactive contaminants in the ingredients of the gel. Presently, lowering the internal background is one of the main efforts of the collaboration. The plans for the future include the fabrication of larger detectors and the increasing of the active mass (a new capillary technique is in R&D stage). As an intermediate step to the fabrication of large detectors, a 10-liter prototype is expected to be ready in the beginning of 2004.


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# A POINTWISE BOUND FOR A HOLOMORPHIC FUNCTION WHICH IS SQUARE-INTEGRABLE WITH RESPECT TO AN EXPONENTIAL DENSITY FUNCTION

## 1. Introduction

Let $`U`$ be a non-empty open subset of $``$. Denote by $`L^2(U,\alpha )`$ the space of all holomorphic functions on $`U`$ which are square-integrable with respect to the measure $`\alpha (\omega )d\omega `$.

For any $`t>0`$, consider the Gaussian measure

$$d\mu _t(z)=\frac{1}{\pi t}e^{|z|^2/t}dz.$$

Then the space $`L^2(,\mu _t)`$ is called the *Segal-Bargmann space*. See \[GM\], \[H1\], \[H2\], \[F\] for detailed discussion about the importance of this space, and its relevance in quantum theory. It is well-known that a pointwise bound for any function $`fL^2(,\mu _t)`$ is given by

(1.1)
$$|f(z)|^2e^{|z|^2/t}f_{L^2(,\mu _t)}^2.$$

This pointwise bound first appeared in Bargmann’s paper \[B\] and was revisited many times by other authors. More generally, for any space $`L^2(U,\alpha )`$, there exists a function $`K(z,\omega )`$ on $`U\times U`$, called the *reproducing kernel*, such that

(1.2)
$$|f(z)|^2K(z,z)f_{L^2(U,\alpha )}^2$$

for any $`fL^2(U,\alpha )`$ and $`zU`$. The Bargmann’s pointwise bound (1.1) for $`L^2(,\mu _t)`$ follows from the following formula of the reproducing kernel for the Segal-Bargmann space:

(1.3)
$$K(z,\omega )=e^{z\overline{\omega }/t}.$$

In this work, we study a pointwise bound for a function in a more general holomorphic function space. First, we look at the space $`L^2(,e^\phi )`$, where $`\mathrm{\Delta }\phi `$ is a positive constant. Note that $`\mathrm{\Delta }(|z|^2/t)=4/t>0`$, so this is a generalization of the standard Segal-Bargmann space $`L^2(,\mu _t)`$. The technique used here will be that of holomorphic equivalence \[H1\]. Two holomorphic function spaces $`L^2(U,\alpha )`$ and $`L^2(U,\beta )`$ are holomorphically equivalent if there exists a nowhere-zero holomorphic function $`\varphi `$ on $`U`$ such that

$$\beta (z)=\frac{\alpha (z)}{|\varphi (z)|^2}\text{for all }zU.$$

If $`L^2(U,\alpha )`$ and $`L^2(U,\beta )`$ are holomorphically equivalent spaces, then their reproducing kernels are related by

(1.4)
$$\alpha (z)K_\alpha (z,z)=\beta (z)K_\beta (z,z).$$

We show that if $`\mathrm{\Delta }\phi =c>0`$, then $`L^2(,e^\phi )`$ is holomorphically equivalent to the Segal-Barmann space $`L^2(,\mu _t)`$ where $`t=4/c`$. It follows from (1.2) and (1.4) that

$$|f(z)|^2\frac{c}{4\pi }e^{\phi (z)}f_{L^2(,e^\phi )}^2,$$

for any $`fL^2(,e^\phi )`$ and any $`z`$.
Next, we turn to the space $`L^2(,e^\phi )`$, where $`\mathrm{\Delta }\phi `$ is positive and bounded, i.e. $`0\mathrm{\Delta }\phi M`$ for some $`M0`$. This space is not holomorphically equivalent to a Segal-Bargmann space, so we cannot apply the same technique here. Our proof relies on a technical lemma which can be stated as follows: For any $`fL^2(,e^\phi )`$,

$$|f(0)|^2Ce^{\phi (0)}_{D(0,1)}|f(\omega )|^2e^{\phi (\omega )}𝑑\omega $$

for some $`C`$ depending only on $`M`$. By translation to any point $`z`$, we obtain the following pointwise bound:

$$|f(z)|^2Ce^{\phi (z)}f_{L^2(,e^\phi )}^2.$$

Here is a brief summary of this work. In section 2, we study basic properties of holomorphic function spaces. We introduce the concept of holomorphic equivalence and establish a necessary and sufficient condition for two spaces to be holomorphically equivalent. In section 3, we establish a pointwise bound for functions in $`L^2(,e^\phi )`$.

## 2. Holomorphic function spaces

In this section, we review and prove some relevant facts about holomorphic function spaces that are needed in this paper. The main reference here is \[H1\].

Let $`U`$ be a non-empty open subset of $``$. Denote by $`(U)`$ the space of all holomorphic functions on $`U`$. If $`\alpha `$ is a strictly positive function on $`U`$, let $`L^2(U,\alpha )`$ be the space of all functions on $`U`$ which are square-integrable with respect to the measure $`\alpha (\omega )d\omega `$. Then $`L^2(U,\alpha )`$ is a Hilbert space. Let $`L^2(U,\alpha )=(U)L^2(U,\alpha )`$. Then $`L^2(U,\alpha )`$ is a closed subspace of $`L^2(U,\alpha )`$ and hence a Hilbert space. Moreover, it is well-known that $`L^2(U,\alpha )`$ is separable.

###### Definition 1.

A *Segal-Bargmann space* is a space $`L^2(,\mu _t)`$, where

$$\mu _t(z)=\frac{1}{\pi t}e^{|z|^2/t}$$

for some $`t>0`$.

Let $`K:U\times U`$ be a reproducing kernel for the space $`L^2(U,\alpha )`$. We refer to \[H1\] for details of the discussion below. If $`\{e_i\}_{i=0}^{\mathrm{}}`$ is an orthonormal basis for $`L^2(U,\alpha )`$, then the reproducing kernel $`K`$ is given by

(2.1)
$$K(z,\omega )=\underset{i=0}{\overset{\mathrm{}}{}}e_i(z)\overline{e_i(\omega )}(z,\omega U).$$

If we know the reproducing kernel of the space, the pointwise bound of any function $`f`$ in $`L^2(U,\alpha )`$ can be obtained by

(2.2)
$$|f(z)|^2K(z,z)f_{L^2(U,\alpha )}^2.$$

Moreover, for a fixed value of $`z`$, $`K(z,z)`$ is the smallest constant which makes the pointwise bound (2.2) holds for all $`fL^2(U,\alpha )`$.

###### Definition 2.

Holomorphic function spaces $`L^2(U,\alpha )`$ and $`L^2(U,\beta )`$ are said to be holomorphically equivalent spaces if there exists a nowhere zero holomorphic function $`\varphi `$ on $`U`$ such that

$$\beta (z)=\frac{\alpha (z)}{|\varphi (z)|^2}\text{for all }zU\text{.}$$

In this case, the map $`f\varphi f`$ is a unitary map from $`L^2(U,\alpha )`$ onto $`L^2(U,\beta )`$.

###### Lemma 3.

Let $`L^2(U,\alpha )`$ and $`L^2(U,\beta )`$ be holomorphically equivalent spaces. Let $`K_\alpha `$ and $`K_\beta `$ be their respective reproducing kernels. Then for each $`zU`$,

$$\alpha (z)K_\alpha (z,z)=\beta (z)K_\beta (z,z).$$

###### Proof.

By formula 2.1 and the fact that a unitary map preserves orthonormal bases, we obtain

$$K_\beta (z,\omega )=\varphi (z)\overline{\varphi (\omega )}K_\alpha (z,\omega ).$$

It follows that

$$K_\beta (z,z)=|\varphi (z)|^2K_\alpha (z,z)=\frac{\alpha (z)}{\beta (z)}K_\alpha (z,z).$$

Thus, $`\alpha (z)K_\alpha (z,z)=\beta (z)K_\beta (z,z)`$. ∎

The next goal in this section is to establish a necessary and sufficient condition for two spaces to be holomorphically equivalent.

###### Lemma 4.

Let $`U`$ be an open simply connected set in $``$ and $`\alpha `$ a strictly positive smooth function on $`U`$. Then there exists a holomorphic function $`\varphi `$ such that $`|\varphi |^2=\alpha `$ if and only if $`\mathrm{log}\alpha `$ is harmonic.

###### Proof.

$`()`$ Since $`\varphi (U)`$, by a standard result in complex analysis, there exists a function $`\theta (U)`$ such that $`\varphi =e^\theta `$. Let $`u=\text{Re}\theta `$. Thus, $`|\varphi |=e^u`$ and hence $`\alpha =e^{2u}`$. Then $`\mathrm{log}\alpha =2u`$, which implies that $`\mathrm{\Delta }\mathrm{log}\alpha =\mathrm{\Delta }2u=0`$.
$`()`$ Assume that $`u=\mathrm{log}\alpha `$ is harmonic. Then there exists a holomorphic function $`f`$ such that $`u=\text{Re}f`$. Hence, $`e^f`$ is also holomorphic. Let $`\varphi =e^{f/2}`$. Then $`\varphi (U)`$ and $`e^f=\varphi ^2`$. Hence, $`\alpha =e^u=|e^f|=|\varphi |^2.`$

###### Proposition 5.

Let $`U`$ be an open simply connected set in $``$ and $`\alpha `$, $`\beta `$ strictly positive smooth functions on $`U`$. Then $`L^2(U,\alpha )`$ and $`L^2(U,\beta )`$ are holomorphically equivalent spaces if and only if $`\mathrm{\Delta }\mathrm{log}\alpha (z)=\mathrm{\Delta }\mathrm{log}\beta (z)`$.

###### Proof.

If $`L^2(U,\alpha )`$ and $`L^2(U,\beta )`$ are holomorphically equivalent, then there is a function $`\varphi (U)`$ such that $`\varphi 0`$ and $`|\varphi (z)|^2=\frac{\alpha (z)}{\beta (z)}`$. By Lemma 4, $`\mathrm{log}\frac{\alpha (z)}{\beta (z)}`$ is harmonic. Hence, $`\mathrm{\Delta }(\mathrm{log}\alpha (z)\mathrm{log}\beta (z))=0`$, which shows that $`\mathrm{\Delta }\mathrm{log}\alpha (z)=\mathrm{\Delta }\mathrm{log}\beta (z)`$. It is easy to see that the reverse implication is true in each step. ∎

This immediately implies the following corollary:

###### Corollary 6.

A holomorphic function space $`L^2(,\alpha )`$, where $`\alpha `$ is a strictly positive smooth function on $``$, is holomorphically equivalent to one of the Segal-Bargmann spaces if and only if $`\mathrm{\Delta }\mathrm{log}\alpha =c<0`$. In particular, if $`\phi `$ is a smooth function and $`\mathrm{\Delta }\phi `$ is a positive constant, then the space $`L^2(,e^\phi )`$ is holomorphically equivalent to a Segal-Bargmann space.

###### Proof.

Note that if

$$\mu _t(z)=\frac{1}{\pi t}e^{|z|^2/t},$$

then

$$\mathrm{\Delta }\mathrm{log}\mu _t(z)=\mathrm{\Delta }\frac{|z|^2}{t}=\frac{4}{t}\frac{^2}{z\overline{z}}(z\overline{z})=\frac{4}{t}<\mathrm{\hspace{0.17em}0}.$$

Thus if $`L^2(,\alpha )`$ is holomorphically equivalent to the Segal-Bargmann space $`L^2(,\mu _t)`$, then $`\mathrm{\Delta }\mathrm{log}\alpha =\mathrm{\Delta }\mathrm{log}\mu _t<0`$.

Conversely, if $`\mathrm{\Delta }\mathrm{log}\alpha =c<0`$, then $`\mathrm{\Delta }\mathrm{log}\alpha =\mathrm{\Delta }\mathrm{log}\mu _t`$ where $`t=4/c`$. Therefore, $`L^2(,\alpha )`$ is holomorphically equivalent to the Segal-Bargmann space $`L^2(,\mu _t)`$, where $`t=4/c`$. ∎

## 3. A pointwise bound for a function in $`L^2(,e^\phi )`$

In this section, we obtain a pointwise bound for any function in the holomorphic function space $`L^2(,e^\phi )`$. First, we look at the case where $`\mathrm{\Delta }\phi `$ is a positive constant.

###### Theorem 7.

Let $`\phi `$ be a smooth function such that $`\mathrm{\Delta }\phi =c`$ where $`c`$ is a positive constant. Then, for any $`fL^2(,e^\phi )`$ and any $`z`$,

(3.1)
$$|f(z)|^2\frac{c}{4\pi }e^{\phi (z)}f_{L^2(,e^\phi )}^2.$$

###### Proof.

By Corollary 6, $`L^2(,e^\phi )`$ is holomorphically equivalent to $`L^2(,\mu _t)`$, where $`t=4/c`$. Then, by Lemma 3,

$$K_{e^\phi }(z,z)=\frac{1}{\pi t}e^{\phi (z)}=\frac{c}{4\pi }e^{\phi (z)}.$$

It follows that

$$|f(z)|^2\frac{c}{4\pi }e^{\phi (z)}f_{L^2(,e^\phi )}^2,$$

for any $`fL^2(,e^\phi )`$ and any $`z`$. ∎

Note that when $`\phi =|z|^2/t`$, we have $`c=\mathrm{\Delta }\phi =4/t`$. Hence, in this case (3.1) reduces to the usual pointwise bound (1.1) for the Segal-Bargmann space.

Next, we turn to the situation in which $`0\mathrm{\Delta }\phi M`$. The main result is contained in Theorem 9. But first we need to establish a technical lemma.

Recall that the function $`\mathrm{\Gamma }`$ defined by

$$\mathrm{\Gamma }(z)=\frac{1}{2\pi }\mathrm{log}|z|$$

is the *fundamental solution* for the Laplace’s equation on $`^2`$. Thus if $`\psi C_c^{\mathrm{}}()`$, then

$$\mathrm{\Phi }(z)=\mathrm{\Gamma }\psi (z)=_{}\mathrm{\Gamma }(\zeta )\psi (z\zeta )𝑑\zeta $$

satisfies $`\mathrm{\Delta }\mathrm{\Phi }=\psi `$.

###### Lemma 8.

Let $`\phi C^{\mathrm{}}()`$ satisfying $`0\mathrm{\Delta }\phi M`$. Then there exists a constant $`C`$ depending only on $`M`$ such that for any $`fL^2(,e^\phi )`$,

$$|f(0)|^2Ce^{\phi (0)}_{D(0,1)}|f(\omega )|^2e^{\phi (\omega )}𝑑\omega .$$

###### Proof.

Choose a function $`gC_c^{\mathrm{}}()`$ such that $`0g1`$, $`g=1`$ on $`\overline{D(0,1)}`$ and $`g=0`$ outside $`D(0,2)`$. Let $`\psi =g\mathrm{\Delta }\phi `$. Then $`\psi C_c^{\mathrm{}}()`$, $`0\psi M`$, $`\psi =\mathrm{\Delta }\phi `$ on $`\overline{D(0,1)}`$ and $`\psi =0`$ outside $`D(0,2)`$. Thus $`\mathrm{\Phi }=\mathrm{\Gamma }\psi `$ satisfies

(3.2)
$$\mathrm{\Delta }\mathrm{\Phi }(z)=\psi (z)=\mathrm{\Delta }\phi (z)$$

for all $`zD(0,1)`$. First, we show that $`\mathrm{\Phi }`$ is bounded above on $`D(0,1)`$. Note that $`\mathrm{\Gamma }(\zeta )0`$ if and only if $`\zeta D(0,1)`$. For any $`\omega D(0,1)`$, we have

$`\mathrm{\Phi }(\omega )`$ $`={\displaystyle _{}}\mathrm{\Gamma }(\zeta )\psi (\omega \zeta )𝑑\zeta `$
$`={\displaystyle _{D(\omega ,2)}}\mathrm{\Gamma }(\zeta )\psi (\omega \zeta )𝑑\zeta `$
$`{\displaystyle _{D(\omega ,2)D(0,1)}}\mathrm{\Gamma }(\zeta )\psi (\omega \zeta )𝑑\zeta `$
$`{\displaystyle \frac{M}{2\pi }}{\displaystyle _{D(\omega ,2)D(0,1)}}\mathrm{log}|\zeta |d\zeta .`$
This shows that $`\mathrm{\Phi }(\omega )BM`$ for all $`\omega D(0,1)`$, where

$$B=\frac{1}{2\pi }\underset{\omega D(0,1)}{sup}_{D(\omega ,2)D(0,1)}\mathrm{log}|\zeta |d\zeta .$$

Write $`𝒰=D(0,1)`$ and let $`hL^2(𝒰,e^\mathrm{\Phi })`$. Fix $`0<s<1`$. It is not hard to show that

$$h(0)=\frac{1}{\pi s^2}_{D(0,s)}h(\omega )𝑑\omega .$$

By the Cauchy-Schwarz inequality, it follows that

$$|h(0)|^2(\pi s^2)^2\chi _{D(0,s)}e^\mathrm{\Phi }_{L^2(𝒰,e^\mathrm{\Phi })}^2h_{L^2(𝒰,e^\mathrm{\Phi })}^2.$$

Hence,

$`\chi _{D(0,s)}e^\mathrm{\Phi }_{L^2(𝒰,e^\mathrm{\Phi })}^2={\displaystyle _{D(0,s)}}e^{\mathrm{\Phi }(\omega )}𝑑\omega {\displaystyle _{D(0,s)}}e^{BM}𝑑\omega =e^{BM}\pi s^2.`$
Thus, for any $`0<s<1`$,

$$|h(0)|^2\frac{e^{BM}}{\pi s^2}h_{L^2(𝒰,e^\mathrm{\Phi })}^2.$$

It follows that

$$|h(0)|^2\frac{e^{BM}}{\pi }h_{L^2(𝒰,e^\mathrm{\Phi })}^2$$

for all $`hL^2(𝒰,e^\mathrm{\Phi })`$. By a property of the reproducing kernel (see the paragraph preceding Definition 2) we then have

$$K_{e^\mathrm{\Phi }}(0,0)\frac{e^{BM}}{\pi }$$

where $`K_{e^\mathrm{\Phi }}`$ is the reproducing kernel for $`L^2(𝒰,e^\mathrm{\Phi })`$.

Let $`K_{e^\phi }`$ be the reproducing kernel for $`L^2(𝒰,e^\phi )`$. Then, by equation (3.2) and Proposition 5, $`L^2(𝒰,e^\phi )`$ and $`L^2(𝒰,e^\mathrm{\Phi })`$ are holomorphically equivalent and hence, by Lemma 3,

$`K_{e^\phi }(0,0)={\displaystyle \frac{e^{\mathrm{\Phi }(0)}}{e^{\phi (0)}}}K_{e^\mathrm{\Phi }}(0,0)Ce^{\phi (0)},`$
where $`C=e^{BM\mathrm{\Phi }(0)}/\pi `$. Thus

$$|h(0)|^2Ce^{\phi (0)}h_{L^2(𝒰,e^\phi )}^2,$$

for any $`hL^2(𝒰,e^\phi )`$. Let $`fL^2(,e^\phi )`$ and $`h=f|_𝒰`$. Then $`hL^2(𝒰,e^\phi )`$ and

$`|f(0)|^2`$ $`=|h(0)|^2`$
$`Ce^{\phi (0)}{\displaystyle _{D(0,1)}}|h(\omega )|^2e^{\phi (\omega )}𝑑\omega `$
$`=Ce^{\phi (0)}{\displaystyle _{D(0,1)}}|f(\omega )|^2e^{\phi (\omega )}𝑑\omega .`$
Finally, it remains to show that we can choose a constant $`C`$ to depend only on $`M`$. By straightforward calculations, we have

$$_{D(0,1)}\mathrm{\Gamma }(\zeta )𝑑\zeta =\frac{1}{4}.$$

Now, consider

$`\mathrm{\Phi }(0)={\displaystyle _{}}\mathrm{\Gamma }(\zeta )\psi (\zeta )𝑑\zeta {\displaystyle _{D(0,1)}}\mathrm{\Gamma }(\zeta )\psi (\zeta )𝑑\zeta {\displaystyle \frac{M}{4}}.`$
Thus $`e^{\mathrm{\Phi }(0)}e^{\frac{M}{4}}`$, which shows that $`C\frac{1}{\pi }e^{(B+\frac{1}{4})M}`$. ∎

###### Theorem 9.

Let $`\phi C^{\mathrm{}}()`$ with $`0\mathrm{\Delta }\phi M`$. Then there exists a constant $`C`$ depending only on $`M`$ such that for any $`fL^2(,e^\phi )`$ and any $`z`$,

$$|f(z)|^2Ce^{\phi (z)}f_{L^2(,e^\phi )}^2.$$

###### Proof.

Let $`z`$ and $`g_z(\omega )=z+\omega `$. Then $`0\mathrm{\Delta }(\phi g_z)M`$. Let $`fL^2(,e^\phi )`$ and $`h=fg_z`$. Then $`hL^2(,e^{\phi g_z})`$ and by Lemma 8,

$`|f(z)|^2`$ $`=|fg_z(0)|^2=|h(0)|^2`$
$`Ce^{\phi g_z(0)}{\displaystyle _{D(0,1)}}|h(\omega )|^2e^{\phi g_z(\omega )}𝑑\omega `$
$`=Ce^{\phi (z)}{\displaystyle _{D(0,1)}}|fg_z(\omega )|^2e^{\phi g_z(\omega )}𝑑\omega `$
$`=Ce^{\phi (z)}{\displaystyle _{D(0,1)}}|f(z+\omega )|^2e^{\phi (z+\omega )}𝑑\omega `$
$`Ce^{\phi (z)}{\displaystyle _{}}|f(\omega )|^2e^{\phi (\omega )}𝑑\omega `$
$`=Ce^{\phi (z)}f_{L^2(,e^\phi )}^2.`$
## Acknowledgments

The authors are grateful to Brian Hall for helpful suggestions throughout the process of this work. We also thank Leonard Gross for useful comments.


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# Preferential Exchange: Strengthening Connections in Complex Networks.

## Abstract

Many social, technological and biological interactions involve network relationships whose outcome intimately depends on the structure of the network and on the strengths of the connections. Yet, although much information is now available concerning the structure of many networks, the strengths are more difficult to measure. Here we show that, for one particular social network, notably the e-mail network, a suitable measure of the strength of the connections can be available. We also propose a simple mechanism, based on positive feedback and reciprocity, that can explain the observed behavior and that hints toward specific dynamics of formation and reinforcement of network connections. Network data from contexts different from social sciences indicate that power-law, and generally broad, distributions of the connection strength are ubiquitous, and the proposed mechanism has a wide range of applicability.

Networks are the most general framework to describe technological, biological, social and other systems. The nodes of the network (Internet routers PRVV01 , Web pages HA99 , proteins JMBO01 , species SM01 , companies GBCSC03  and so on) are linked by connections that are present or absent depending on the node relations we are interested in. In the case of the Internet and of the WWW what is a connection is clear, being cables or hyper-links. In other cases connections can depend on the definition: for example, we may say that proteins interact if they physically stick to each other, or if one of the two promotes the expression of the other. Species interact by predation in food-webs and in the case of companies one possible relation is given by the companies’ portfolio. Social relations between individuals can be of many kinds and purposes, from business Granovetter74 ; Boorman75 ; Montgomery91  to mutual assistance BLM00  to friendships and others. The choice of the type of relation defines the network and its structure, but we need also the strength of the connections to fully characterize the network. In the social context, for example, the strength of a relation is important to determine which is the best route to pass information to or gather information from somebody else in the system. Strong social ties may be regarded as preferential and reliable information channels.

All the above networks present the small-world property, i.e. the average distance between nodes grows only logarithmically with the size of the network. As such, small-world networks are usually considered optimal to distribute or collect information. Yet, whenever some of the connections become unreliable, the effective average distance can become rather large BBCHS03 . Under this respect the reliability of a connection, and ultimately the robustness of the network can be assessed by the strength of various connections. The most recent studies indeed complement the attention to the network topology with an investigation on the weights of edges GBCSC03 ; BBPSV03 . Yet, although the weights of the connections are clearly very important, their determination is a difficult task. Indeed it is relatively easy to decide whether two individuals are connected or not (since the existence of a link between them is essentially a binary variable). Instead it is much more difficult to quantify the strength of such a connection. How can we measure in an objective way how much two people are, for example, friends to each other? Here we show that for e-mail networks (a particular instance of social network) such a measure is possible. We believe that this example provides clues on the mechanism by which the network connections form, develop and strengthen. We also introduce a model, based on the idea of preferential exchange, whose applicability can in principle be extended to other contexts.

Modern computer networks are inherently social networks, since they link people and organizations and allow the exchange of information and communications Wellman01 . In particular the exchange of e-mails between people defines a paradigmatic example of computer-supported social network that is the object of many recent studies Wellman01 ; EMB02 ; TWH03 ; EMS03 ; Johansen03 . In e-mail networks a link between two people is established whenever they exchange an e-mail (or a threshold number of e-mails TWH03 ). By browsing the e-mail folders of an individual (each folder represents a different e-mail sender), it is easy to check that, after a few years, the number of connections for the average person can grow to the hundreds. A careful analysis of the network is therefore necessary to reveal the presence of groups with common interests and purposes and the hierarchical organization of these groups TWH03 ; GDDGA02 .

We introduce an objective measure of the strength of the relations by keeping track of the number of e-mails received from a given sender in somebody’s e-mail directory. The data sets that we analyze are five e-mail directories coming from our accounts and the accounts of two other colleagues. They contain $`5628`$ e-mails (corresponding to $`393`$ senders) collected over roughly three years, $`19219`$ e-mails ($`476`$ senders, ten years), $`16102`$ e-mails ($`113`$ senders, three years), $`13385`$ e-mails ($`516`$ senders, five years) and $`21782`$ e-mails ($`207`$ senders, five years). Fig.1 shows the normalized histograms of the number $`N(k)`$ of people who wrote $`k`$ e-mails to us and our colleagues. As it can be seen, they are quite similar, and they can be approximated by an algebraic behavior of the kind $`N(k)k^\gamma `$ with $`\gamma 1.6`$. Although, of course, the five datasets contain some common acquaintances, they are mostly uncorrelated, so that we consider them to be well representative of the same universal behavior.

An algebraic law, rather than a simple exponential, is usually a symptom of the presence of some form of correlations in the dynamical process that produced the data. How do correlations arise in this context? A very simple mechanism that is known to produce such correlations is a form of positive feedback that, in the social context, can be described as ”good partners become better partners”. Stated otherwise, there is a reinforcement mechanism such that if the relation between two people is already strong, it has more chances to become even stronger.

To check whether this mechanism allows for the creation and reinforcement of social links in such a way to reproduce the empirical data, we have analyzed a very simple model. Starting from a society of $`S_0`$ individuals, at every time-step each of them sends to the others $`M_{out}`$ e-mail messages, at random. The network of acquaintances grows in time, and at every time-step a new individual enters the society. The probability that individual $`j`$ sends a message to individual $`i`$ is proportional to the number $`k(ij)`$ of e-mails that $`j`$ ever received from $`i`$, that is

$$p(ji)=\frac{k(ij)}{_lk(lj)}$$
(1)
(the sum in the denominator is the total number of e-mails ever received by $`j`$). We assigned to this rule the name of preferential exchange. In some respect this choice is reminiscent of the idea of preferential attachment in the formation of growing scale-free networks BA99 , even if, as we discuss in the following, the physical meaning is rather different. More generally, the preferential exchange is also close in spirit to the Tit-for-Tat reciprocity strategy believed to be an important ingredient to explain the emergence of cooperation and altruism between individuals Axelrod .

Fig.2 shows the results of simulations with $`S_0=2`$, followed for $`1998`$ time-steps, to a final size of $`S=2000`$ individuals; at every time-step each individual sends out $`M_{out}=100`$ e-mails. As a starting condition we assume that every new individual has already exchanged one e-mail with everybody else: thus, the structure of the e-mail network is trivial, being fully connected. The e-mail distributions of random individuals in the population are very similar to each other and all exhibit the same algebraic behavior $`N(k)k^\gamma `$ with an exponent $`\gamma 1.8(2)`$. Noticeably the result does not depend on the choice of the above parameters.

The solution of the model can be obtained also analytically, by means of a few approximations that allow for the identification of the parameters relevant for the model. Indeed, it is possible to write a rate equation for $`k(ji,t)`$:

$$\frac{dk(ij)}{dt}=M_{out}p(ji)=M_{out}\frac{k(ij)}{_lk(lj)}$$
(2)
We assume that an individual receives e-mails at a constant rate $`M_{in}`$, so that the denominator in the r.h.s. of (2) grows linearly in time: $`M_{in}t`$. We have verified this linear dependence on time in our simulations, finding furthermore that $`M_{in}M_{out}`$. Moreover, we assume that there is reciprocity in the e-mail exchange, that is, the number of e-mails that $`i`$ ever sent to $`j`$ is proportional to the number of e-mails that $`j`$ ever sent to $`i`$. This allows us to replace the numerator of the r.h.s. of (2) using $`k(ij)=Rk(ji)`$. We have verified also this proportionality in our simulations, finding $`R1`$, an indication of the so-called fair reciprocity. With these assumptions the rate equation simplifies to

$$\frac{dk(ji,t)}{dt}=\alpha \frac{k(ji,t)}{t}$$
(3)
with $`\alpha =R(M_{out}/M_{in})`$. The solution of Eq.(3) is

$$k(ji,t)=\left(\frac{t}{t_0}\right)^\alpha .$$
(4)
If $`t_i`$ ($`t_j`$) is the time at which individual $`i`$ ($`j`$) entered the society, we set $`t_0=max(t_i,t_j)`$ (and of course $`t_0<t`$). If $`j`$ is younger than $`i`$ then $`t_0=t_j`$ and we can invert the solution (4) to obtain

$$t_j=t[k(ji)]^{\frac{1}{\alpha }}.$$
(5)
Eq.(5) sets a one-to-one relation between $`t_j`$ and $`k(ji)`$ that allows to use the probability conservation relation $`N(k)dk=\rho (t)dt`$, where $`\rho (t)=const`$ because new individuals are added at a constant rate. Therefore we have that $`N(k)k^\gamma `$ with $`\gamma =1+(M_{in}/M_{out})/R`$. If on the contrary $`j`$ is older than $`i`$, then $`t_0=t_i`$ and these folders should contribute to a peak of $`N(k)`$ at $`k=(t/t_i)^\alpha `$ independent of $`j`$. We do not observe this peak in our simulations: if we split the histogram of individual $`i`$ into the two contributions of people older and younger than $`i`$, we find that they show the same algebraic behavior (data not shown). This is due to the mean-field nature of the above calculations. Fluctuations therefore have been neglected. This does not apply in the real situation where they are enhanced by the positive feedback mechanism. As a consequence their combined effect drives the system to the same distribution $`N(k)`$ for individuals both younger and older than $`i`$. In the case of perfect reciprocity ($`R=1`$) and if people reply to every e-mail they receive ($`M_{in}/M_{out}=1`$), then the value of the exponent $`\gamma =2`$, close to the results from our simulations.

Actually, some of the approximations that we made can be safely relaxed. In particular we might assume that, depending on the personality, some people have a tendency to write slightly more e-mails than they receive, i.e. $`M_{out}/M_{in}>1`$, or vice-versa (although very large or very small values are unreasonable and we expect real values to be close to $`1`$); also, reciprocity could be imperfect, always for personality reasons, and $`R1`$ (but again very large or small values are unreasonable; this has been again verified in our simulations). In these cases we can expect variations of the exponent $`\gamma `$, (although nothing forbids large variations of this exponent, our expectations are that the exponents should always be close to $`2`$, as the data in Fig.1 show). Changing the values of $`S`$, $`S_0`$, and $`M_{out}`$ does not change the results in our simulation.

Our model, based on the preferential exchange ingredient, reproduces rather nicely the behavior of the data for a large range of parameter values. As previously observed, this mechanism is similar to the preferential attachment model proposed by Barabási and Albert BA99  to explain the emergence of the scale-free topology of some networks. The mathematical similarity extends also to some other results: if, for example, the preferential exchange rate equation is modified so that the numerator in the r.h.s. of (2) becomes $`k(ij)^\alpha `$, then the e-mail distribution becomes a stretched exponential, as it happens in the context of network topology KRL00 .

Nevertheless relevant differences between the two rules appear when considering the nature of social networks. Firstly, preferential exchange works on a local basis, which means that two people can increase the strength of their link ignoring what is happening to the other links. Instead, in the preferential attachment model the newcomers need a full knowledge of the network degrees in order to decide their connectivity. Secondly, and more importantly, the rate of change of the e-mails that individual $`i`$ receives from $`j`$ depends only on the number of e-mails that traveled in the opposite direction and on the total number of messages that $`j`$ ever received (both local quantities available to the two people). Therefore preferential exchange is intrinsically symmetric, while preferential attachment divides the topology of the network in hubs and poorly connected nodes. In summary, this is a symmetrically cooperative model where no global information is necessary.

Interestingly, more data have recently emerged about the connection strengths in scientific collaborations networks LC03 , airport traffic BBPSV03  and other systems, showing that the measured strengths are indeed power-law, or at least-fat tail, distributed. Networks often evolve through relations that get stronger in time thanks to positive feedback, that is, the more an individual (in the social context) has given to another one, the more the latter is likely to give back in return. Moreover, many networks also grow in time. Implementing these ingredients in a simple model nicely reproduces the qualitative (algebraic) behavior that we observe in real e-mail data. The quantitative agreement is obtained when we add good reciprocity: the exchange is a ”fair” process. We believe that these ingredients do indeed shape social and other networks, and the e-mail network, as a particular example, is extremely suited to provide us with a wealth of data that could be difficult to gather for other networks (it has been found recently that in a sample of mailboxes at the HP Laboratories the median number of e-mails was $`2200`$ indicating that a large amount of data could be, in principle, available for analysis WHAT03 ). Moreover, we still neglected the interplay between the dynamics over the network, and the network structure itself, whereas we expect, in principle, that the two should co-evolve toward some stationary state.

At the same time we expect that in most real situations this model could be refined by introducing a more detailed description of the process of interaction. For example, a large variability in people attitude could be captured by defining a local intrinsic quantity shaping the mechanism of link reinforcement. As in the case of the preferential attachment mechanism such generalization does not remove the power-law nature of the probability distributions involved BB01 ; GKK01 ; CCDM02 ; BM03 , but rather qualifies the kind of critical processes going on in the system. Further work is needed in this direction, and more data about the structure of networks and the strength of the connections should be made available to develop and validate models.

From a more general point of view, e-mail networks on one hand, and simulations on the other, can help investigate the large scale consequences of fairness and reciprocity: these two ingredients are often deemed as determinant in shaping social relations, yet their effects are usually studied for small groups of people and short times. The use of computers, both as data resources and as simulation tools, can easily bring these studies to large scales.

We thank the FET-Open project IST-2001-33555 COSIN for financial support. P.D.L.R. thanks the OFES-Bern for financial support under contract 02.0234. We also thank Antonio Lanza and Furio Ercolessi for providing their e-mail folders. We acknowledge enlighting discussions with M. Buchanan and R. Pastor-Satorras.


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# Keck IR Spectroscopy of WZ Sge: Detection of Molecular Emission from the Accretion Disk

## 1 Introduction

Infrared spectroscopy had been shown to be a powerful tool for the study of cataclysmic variables (CV) and has opened new research avenues for our understanding of the mass losing, secondary stars. Results to date have revealed that these secondaries can have odd abundances, be of very low mass, and have very cool temperatures.

WZ Sge is a very famous, bright variable star now known to be the closest cataclysmic variable (d=43.5$`\pm `$0.3 pc; Harrison et al. 2004a). It is also the flagship TOAD (Tremendous Outburst Amplitude Dwarf novae); systems having, among other properties, superoutbursts of 6 magnitudes or more, being highly evolved binaries, and containing very low mass, brown dwarf-like secondary stars (Howell & Skidmore 2001). WZ Sge has been observed a number of times in the IR including a detailed time resolved spectroscopic study (Skidmore et al., 2001; Mason et al., 2001). However, until now, its secondary star has not shown itself directly, thereby allowing some latitude in speculation of its true nature.

Steeghs et al., (2001) observed narrow emission lines due to irradiation of the secondary during superoutburst and found a mass ratio of 0.040 $`<`$ q $`<`$ 0.075. Patterson et al. (2001) derive a white dwarf mass of M1 = 1.0$`\pm `$0.2M, indicating that the secondary star in WZ Sge has a mass similar to those of brown dwarfs, M2$``$0.07 M. Ciardi et al., (1998) used IR photometry and spectroscopy to set limits as well which are in general agreement, albeit a bit lower ($``$0.05 M).

WZ Sge has the longest known inter-outburst interval of any dwarf nova. Two leading theories to explain this behavior invoke either a very low viscosity parameter ($`\alpha `$=0.001, Smak 1993; Osaki 1996), or a truncated inner disk (Hameury et al., 1997). The latter model invokes evaporation or a magnetosphere to truncate the inner disk, keeping it stable against outbursts. In this configuration, the disk of WZ Sge during quiescence should closely resemble the disks of SU UMa systems because the viscosity has a normal value ($`\alpha `$=0.1). If the low-$`\alpha `$ model is correct, the accretion disks of WZ Sge-type systems are somehow different from the other SU UMa systems.

We have used NIRSPEC on Keck II to obtain the highest S/N, moderate resolution K-band spectrum ever obtained for WZ Sge. We find that there is no direct evidence in this spectrum for the detection of the secondary star and thus we derive new limits on its luminosity. The most remarkable aspect of these new spectra is the detection of CO and H2 in emission arising from the accretion disk. This latter discovery allows us to provide good estimates for the temperature and density values in this previously invisible outer accretion disk region.

## 2 Observations and Reduction

We obtained twenty-eight time-resolved IR spectra for WZ Sge on 6 September 2003 UT using NIRSPEC 111See http://www2.keck.hawaii.edu/inst/nirspec/nirspec.html on Keck II. NIRSPEC is an all-reflective, near-infrared, high-resolution spectrograph for the Keck II Telescope designed to operate over the wavelength region 0.95 to 5.4 microns.

We used NIRSPEC in Low Resolution (LR) mode at one grating setting covering the wavelength range from 2.0 to 2.42 microns with a slit width of 0.38 arcsec yielding R=2,200. The night was clear and appeared photometric, as evidenced by our standard star measurements, and the seeing was near 0.6 arcsec using eyeball estimates from the slit viewer camera. We used the standard 4 nod mode of NIRSPEC for which the star is nodded along the slit at four positions from which one final spectrum is co-added and written to disk. The scale along the slit length (spatial direction) is 0.143 arc seconds (4.2 Å) per pixel.

We also obtained similar nodded spectra, directly before and after WZ Sge, of the standard star HD 190675 to use for telluric and flux calibration. Flat fields, arc lamps, and dark frames were obtained as well. Data reduction was accomplished in the usual way where we used both the NIRSPEC instrument data reduction procedures and our own usual IR spectral reduction methods (see Harrison et al. 2004b). Both resulting data sets agreed well, with the NIRSPEC reductions being slightly noisier. We estimate our flux uncertainties to be 10-15%.

While we had hope that each individual spectrum would be able to stand alone and that most would reveal the secondary star in WZ Sge once and for all, we find that this is not the case. Thus, we were interested in searching for any secondary star features and opted to use summed spectra to increase the signal-to-noise. We co-added our 28 spectra into single sums as well as four distinct orbital phase bins. In this section we discuss features visible in our co-added spectra and we detail their identification and physical nature in §3.

### 2.1 Spectral Analysis

Figure 1 shows our total summed spectrum with no velocity correction and no smoothing. The salient features are: a) a gentle continuum slope, b) emission lines of H I and He I, c) emission features of CO (Note these cannot be the Pfund series in emission see below), and d) weak emission centered near 2.12 and 2.20 $`\mu `$m (We identify the latter with H2, the former is probably a blend of He I and H2). Table 1 lists measurements of the emission line equivalent widths and FWHM vales for the lines seen in Figure 1.

To search for secondary star features, we present in Figure 2 an unsmoothed RV corrected, co-added spectrum from all phases. We used the K2 value given in Steeghs et al. (2001) to determine the secondary’s velocity at each phase. We next used the Patterson et al. (2001) ephemeris (also used by Steeghs et al.) to figure out time vs. phase. Note the ephemeris phase 0.0 is photometric phase 0.0, thus we applied the -0.043 phase offset between photometric eclipse and true inferior conjunction to our spectra. We then Doppler-corrected each spectrum to create one medianed (of 28 individual spectra) spectrum which we show in Figure 2.

In Fig. 2 we see that the H I and He I emission lines appear to have an odd structure, but this is a result of the co-added, Doppler corrections around the orbit. We do notice that both the strong H I and He I emission lines show very narrow components near line center and Br$`\gamma `$ even has one sitting in its blue wing. Two possible weak absorption lines (from the secondary?) can be seen in Fig. 2 at 2.272 and 2.277 $`\mu `$m. These absorptions vary in strength with orbital phase, and are stronger at quadrature and during eclipse. However, we caution the reader as to their reality until robust line identifications can be made, although we see similar weak absorption features in the IR spectrum of EF Eri, another short period CV with a low mass, cool secondary (Harrison et al., 2004c).

Figure 3 shows co-added, 20Å boxcar smoothed spectra for phases 0.0 and 0.5. The phase 0.0 spectrum is produced by only two individual spectra, as this is all we obtained during the short eclipse phase, while the phase 0.5 result was produced from three spectra. We see that the velocities of the emission lines of H I and He I match well at these crossing phases. The phase 0.0 spectrum clearly shows evidence for a strong decline (unmeasureable levels) in the CO emission strength during the eclipse. This is expected for lines produced in the accretion disk as they will be partially eclipsed by the secondary during this phase. Even though it seems that the secondary star modulates the spectrum during eclipse, no clear signature of any spectral features are detected during phase 0.0.

## 3 Discussion

### 3.1 Hydrogen Emission lines

Hydrogen emission from the accretion disk is thought to arise in a chromosphere like structure skirting the accretion disk and/or a (dense) expanding wind (See Warner 1995, §2.7). The Brackett emission lines, for example, are seen to be optically thick as has already been noted in Mason et al. (2001) and emanate from the hotter, denser accretion disk locales as well as the stream-disk interaction region. Optically thicker H I emission lines probably are produced closer to the plane and/or in the hot spot interacting region where the temperature is higher while the optically thin Balmer emission arises from the accretion disk “atmosphere”. The H I emission line equivalent widths listed in Table 1 compare well with those presented in Mason et al. (2001).

### 3.2 Helium Emission Lines

He I at 2.058 microns is strong and suggests that the 584Å spectral line is optically thick, indicative of an origin in high density regions within the accretion disk. He I emission is generally believed to come from the inner disk where the temperature can be high enough to produce it, but in TOADs, the inner disk is known to be optically and materially thin (see Mason et al., 2001, Howell et al., 1999). The hot spot is another suggested site for the He I emission, being hot and dense, but the double-peaked nature of the line seems to rule this out as the sole source.

### 3.3 CO Emission Bands

CO emission is rare in astronomical objects. A few early-type, high luminosity stars and some compact young stellar objects (YSOs) show CO in emission and share the properties of optically thick Brackett H I emission and the presence of dust emission. These types of objects also contain accretion disks, albeit different in scope to those in CVs (Calvet et al., 1993). WZ Sge is very different in most respects compared with these classes of object, but now joins this small elite group of astronomical objects with CO emission.

The summed spectra of WZ Sge shown in Figs. 1 & 2 clearly show the first-overtone CO bands in emission. It is likely that these emission features are the cause of the rising red continuum seen in previous low resolution K band observations of WZ Sge. We note that the CO emission observed cannot be caused by H I Pfund lines as the Pfund edge occurs blue-ward of the first emission band and blended Pfund emission will not show the band structure we observe.

CO emission is thought to occur by CO-H collisions in a relatively dense (NH$`>`$1010 cm-3), cool (T$``$3000-5000K) region. The site of the emission must be separate from locations of ionized hydrogen and helium, as such radiation can easily destroy the CO molecule with its low dissociation energy of 11.1 eV. Thus, the CO gas distribution does not follow that observed for the H I and He I emission lines (i.e., as inferred by, say, Doppler maps).

Modeling of CO emission in both early type, highly luminous, A and B emission line stars and in embedded young stellar objects has shown that the CO lines are likely to be optically thin (McGregor et al., 1988). The He I (2.05 um)/H I Br$`\gamma `$ ratio in WZ Sge is 0.58, similar to that seen in these early-type, high luminosity emission line stars. The ratio of the eq. width of H I Br$`\gamma `$ to the first overtone CO emission band is near 3 for WZ Sge (Table 1), again equal to that observed in the high luminosity A and B stars and in YSOs. These facts allow us to consider similar line formation conditions in WZ Sge compared with those modeled in the early type, high luminosity stars. Therefore, temperatures near, but not much greater than, 3000 K are required to populate these high rotational levels. Given the strength of the CO emission, these same models show that the required vibrational temperatures are in the range of 2000 to 5000K, in good agreement with that stated for rotational excitation.

We know in WZ Sge that the CO emission comes from the accretion disk and is not emitted from a larger circum-binary disk. The observational evidence stems from the fact that we see changes (dilution) in the CO emission near phase zero (Figure 3), a time interval during which the secondary star partially eclipses the accretion disk.

### 3.4 Other Spectral Features

Molecular H2 emission is likely to arise from similar density and temperature regions within the accretion disk which produce the CO emission. We see H2 emission in WZ Sge as the typical low level, broad emission centered near 2.12 (He I + H2) and 2.22 microns. Confirmation and further study is needed using additional observations as our continuum S/N does not allow detailed analysis of the H2 emission.

Observations of early-type, high luminosity stars and YSO’s often show weaker emission due to Fe II, Na I or Mg II in the near-IR. These lines are thought to be fluorescent emission, pumped by H I Balmer continuum emission. We do not see these weaker lines in our data (note, no Fe II lines are in the K band), but higher S/N observations would be required.

### 3.5 Physical Limits on the Secondary Star

The distance to WZ Sge is 43.54$`\pm `$0.28 pc (Harrison et al., 2004a) which yields MK=11 using the out of eclipse K magnitude of 14.0 (2MASS). To assess the contribution to the K band flux from the emission lines, we integrated the spectral flux with and without the H I and He I lines (using the sbands program within IRAF) and find that they only contribute 8% of the flux at K. Using the phase 0.0 spectrum, we can derive a luminosity limit for the secondary star using the fact that we do not see any solid spectral evidence for it during this time.

Taking the accretion disk contribution to be $``$50% of the K band flux based on a) the difference between our phase 0.0 and phase 0.5 spectra and using the fact that it is only a partial eclipse, b) the detailed disk analysis presented in Mason et al. (2000), and c) the estimate of a $`>`$30% accretion disk contribution to the K band flux as determined by Ciardi et al. (1998), we derive a value of MK$``$12 for the secondary star. This value suggests that the secondary star is near spectral type L6V. Normal L6V brown dwarfs have surface temperatures near 1500K and masses of $``$40 MJupiter, both values in accord with the theoretical predictions for WZ Sge’s secondary posited by Howell et al. (2001).

## 4 Conclusions

The new results found in this study are the identification of CO and H2 emission from the accretion disk in WZ Sge and the fact that the outer parts of the disk are as cool as 3000K during quiescence. The lack of detection of spectral features from the secondary star near phase 0.0, combined with the known distance to WZ Sge, allow a rigorous luminosity limit to be set. We find that the secondary star must be of spectral type L6V or later. Further high S/N, K band spectroscopy of WZ Sge is needed to both confirm our discovery and to provide detailed spectral information on the molecular emission and for the brown dwarf-like secondary star.

IR observations of other TOADs are needed as well to see if these same disk conditions are present. It is interesting to note here that the accretion disk instability model of Cannizzo & Wheeler (1984) predicts accretion disk temperatures cooler than 5000K at quiescence and our findings are the first observational proof that such cool regions exist. Detailed study of the accretion disk CO emission (line shapes, strengths, etc.) would be useful to provide a new physical view into the outer regions of accretion disks, regions invisible to other spectral regimes.

Data presented herein were obtained at the W.M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. The Observatory was made possible by the generous financial support of the W.M. Keck Foundation. The authors want to thank R. Probst, R. Joyce, and K. Hinkle for their IR insights and directing us to relevant results related to CO emission and R. Campbell, G. Hill, G. Wirth for their help at Keck HQ in Waimea. An anonymous referee provided many good suggestions leading to a much improved paper. The authors wish to recognize and acknowledge the very significant cultural role and reverence that the summit of Mauna Kea has always had within the indigenous Hawaiian community. We are most fortunate to have the opportunity to conduct observations from this mountain.


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# Area Spectrum of Extremal Reissner-Nordström Black Holes from Quasi-normal Modes

## 1 Introduction

The quantization of the black hole horizon area is one of the most interesting manifestations of quantum gravity. Since its first prediction by Bekenstein in 1974 , there has been much work on this topic -. Recently, the quantization of the black hole area has been considered ,  as a result of the absorption of a quasi-normal mode excitation. The quasi-normal modes of black holes are the characteristic, ringing frequencies which result from their perturbations  and provide a unique signature of these objects , possible to be observed in gravitational waves. In asymptotically flat spacetimes the idea of QNMs started with the work of Regge and Wheeler  where the stability of a black hole was tested, and were first numerically computed by Chandrasekhar and Detweiler several years later . The quasi-normal modes bring now a lot of interest in different contexts: in AdS/CFT correspondence -, when considering thermodynamic properties of black holes in loop quantum gravity -, in the context of possible connection with critical collapse .
Bekenstein’s idea for quantizing a black hole is based on the fact that its horizon area, in the nonextreme case, behaves as a classical adiabatic invariant , . In the spirit of Ehrenfest principle, any classical adiabatic invariant corresponds to a quantum entity with discrete spectrum, Bekenstein conjectured that the horizon area of a non extremal quantum black hole should have a discrete eigenvalue spectrum. Moreover, the possibility of a connection between the quasinormal frequencies of black holes and the quantum properties of the entropy spectrum was first observed by Bekenstein , and further developed by Hod . In particular, Hod proposed that the real part of the quasinormal frequencies, in the infinite damping limit, might be related via the correspondence principle to the fundamental quanta of mass and angular momentum. The proposed correspondence between quasinormal frequencies and the fundamental quantum of mass automatically leads to an equally spaced area spectrum. Remarkably, the spacing was such as to allow a statistical mechanical interpretation for the resulting eigenvalues for the Bekenstein-Hawking entropy. Dreyer also used the large damping quasi-normal mode frequency to fix the value of the Immirzi parameter, $`\gamma `$, in loop quantum gravity. He found that loop quantum gravity gives a correct prediction for the Bekenstein-Hawking entropy if gauge group should be SO(3), and not SU(2).
In this letter our aim is to obtain the area and entropy spectrum of extremal Reissner-Nordström (RN) black holes in four dimensional spacetime. Using the results of  for highly damped quasi-normal modes we show how the horizon area and entropy would be quantized. The authors of  noted, the variation of the mass of a RN black hole is not enough to determine the variation of its area, since the corresponding variation of the charge must be known. These authors, then, assumed the same area quantum as in the Schwarzshild case and deduced the corresponding quantum of charge emission. It would seem that in the case of an extremeal RN black hole this issue does not arise, since $`M`$ and $`Q`$ are equal. We show that the results for the spacing of the area spectrum differ from schwarzschild black hole case. Conversely, if we assume that $`\mathrm{\Delta }A`$ is indeed universal  and thus remains as in the Schwarzschild case $`\mathrm{\Delta }A=4\mathrm{}\mathrm{ln}3`$, then the real part of the quasinormal frequency for extremal RN black hole is different from schwarzschild black hole case.

## 2 Extremal Reissner-Nordström Black Holes

The RN black hole’s (event and inner) horizons are given in terms of the black hole parameters by

$$r_\pm =M\pm \sqrt{M^2Q^2},$$
(1)
where $`M`$ and $`Q`$ are respectively mass and charge of black hole. In the extreme case these two horizons are coincides

$$r_\pm =M,M=Q.$$
(2)
According a very interesting conclusion follows (see also more recent paper ) , the real part of the quasinormal frequency for extremal RN black holes coincides with the Schwarzschild value

$$\omega _R^{RN}=\frac{\mathrm{ln}3}{4\pi R_H},$$
(3)
where

$$R_H=2M.$$
(4)
We assume that this classical frequency plays an important role in the dynamics of the black hole and is relevant to its quantum properties . In particular, we consider $`\omega _R^{RN}`$ to be a fundamental vibrational frequency for a black hole of energy $`E=M`$. Given a system with energy $`E`$ and vibrational frequency $`\omega `$ one can show that the quantity

$$I=\frac{dE}{\omega (E)},$$
(5)
is an adiabatic invariant , which via Bohr-Sommerfeld quantization has an equally spaced spectrum in the semi-classical (large $`n`$) limit:

$$In\mathrm{}.$$
(6)
Now by taking $`\omega _R^{RN}`$ in this context, we have

$$I=\frac{dE}{\omega _R^{RN}}=\frac{4\pi R_H}{\mathrm{ln}3}𝑑M=\frac{4\pi }{\mathrm{ln}3}2M𝑑M=\frac{4\pi }{\mathrm{ln}3}M^2+c,$$
(7)
where $`c`$ is a constant. In the other hand, the black hole horizon area is given by

$$A=4\pi r_+^2.$$
(8)
Which using Eq.(2) in extremal case is as following

$$A=4\pi M^2.$$
(9)
The Boher-Sommerfeld quantization law and Eq.(7) then implies that the area spectrum is equally spaced,

$$A_n=n\mathrm{}\mathrm{ln}3.$$
(10)
By another method we can obtain above result. From Eq.(9 we get

$$\mathrm{\Delta }A=8\pi M\mathrm{\Delta }M=8\pi M\mathrm{}\omega _R^{RN}$$
(11)
where we have associated the energy spacing with a frequency through $`\mathrm{\Delta }M=\mathrm{\Delta }E=\mathrm{}\omega _R^{RN}`$. Now using Eqs.(3, 4)we have

$$\mathrm{\Delta }A=\mathrm{}\mathrm{ln}3,$$
(12)
therefore the extremal RN black hole have a discrete spectrum as

$$A_n=n\mathrm{}\mathrm{ln}3.$$
(13)
Which is exactly the result of Eq.(10). Using the definition of the Bekenstein-Hawking entropy we have

$$S=\frac{A_n}{4\mathrm{}}=\frac{n\mathrm{ln}3}{4}.$$
(14)
The above results for area spectrum and entropy is contradicted by results of Andersson and Howls  for the extremal RN black holes. Andersson and Howls have assumed that $`\mathrm{\Delta }A`$ is universal and thus remains as in the Schwarzschild case $`\mathrm{\Delta }A=4\mathrm{}\mathrm{ln}3`$.
Now if we assume that $`\mathrm{\Delta }A`$ is indeed universal  and thus remains as in the Schwarzschild case $`\mathrm{\Delta }A=4\mathrm{}\mathrm{ln}3`$, then the real part of the quasinormal frequency for extremal RN black hole is as

$$\omega _R^{RN}=\frac{\mathrm{ln}3}{\pi R_H},$$
(15)
in this case we have

$$I=\frac{dE}{\omega _R^{RN}}=\frac{\pi R_H}{\mathrm{ln}3}𝑑M=\frac{\pi }{\mathrm{ln}3}2M𝑑M=\frac{\pi }{\mathrm{ln}3}M^2+c,$$
(16)
now Eqs.(5, 8, 9,16)then implies that the area spectrum is equally spaced as following,

$$A_n=4n\mathrm{}\mathrm{ln}3.$$
(17)
## 3 Conclusion

Bekenestein’s idea for quantizing a black hole is based on the fact that its horizon area, in the nonextremal case, behaves as a classical adiabatic invariant. It is interesting to investigate how extremal black holes would be quantized. Discrete spectra arise in quantum mechanics in the presence of a periodicity in the classical system Which in turn leads to the existence of an adiabatic invariant or action variable. Boher-Somerfeld quantization implies that this adiabatic invariant has an equally spaced spectrum in the semi-classical limit. In this letter we have considered the extremal RN black hole in four dimensional spacetime, using the results for highly damped quasi-normal modes, we obtained the area and entropy spectrum of event horizon. Here we accepts the proposed correspondence between the quasi-normal modes frequencies and a transition energy $`\mathrm{\Delta }M`$, we have finds that the quantum area should be $`\mathrm{\Delta }A=\mathrm{}\mathrm{ln}3`$. Although the real parts of highly damped quasi-normal modes for schwarzschild and extremal RN black hole is equal  $`\omega _R=\frac{\mathrm{ln}3}{8\pi M}`$ as one can see for example in  $`\mathrm{\Delta }A=4\mathrm{}\mathrm{ln}3`$ for schwarzschild black hole. Therefore in contrast with claim of $`\mathrm{\Delta }A`$ is not universal for all black holes. Also Abdalla et al  have been shown that the results for spacing of the area spectrum for near extreme Kerr and near extreme schwarzschild- de Sitter black holes differ from that for schwarzschild, as well as for non-extreme Kerr black holes. Although such a difference for problem under consideration in  as the authors have been mentioned may be justified due to the quite different nature of the asymptotic quasi-normal mode spectrum of the near extreme black hole, in our problem the real parts of highly damped quasi-normal modes for schwarzschild and extremal RN black hole is equal. According to Eq.(2)the location of horizon for extreme RN black hole is in $`r=M`$, but schwarzschild black hole horizon located in $`r=2M`$, therefore the factor 4 in area quantum of schwarzschild black hole $`\mathrm{\Delta }A=4\mathrm{}\mathrm{ln}3`$, come from the factor 2 in $`r=2M`$.
In the other hand if we assume that $`\mathrm{\Delta }A`$ is indeed universal  and thus remains as in the Schwarzschild case $`\mathrm{\Delta }A=4\mathrm{}\mathrm{ln}3`$, then the real part of the quasinormal frequency for extremal RN black hole is as $`\omega _R^{RN}=\frac{\mathrm{ln}3}{\pi R_H}`$, which is different from schwarzschild black hole case.


text:
# Out-of-equilibrium critical dynamics at surfaces: Cluster dissolution and non-algebraic correlations

## Abstract

We study nonequilibrium dynamical properties at a free surface after the system is quenched from the high-temperature phase into the critical point. We show that if the spatial surface correlations decay sufficiently rapidly the surface magnetization and/or the surface manifold autocorrelations has a qualitatively different universal short time behavior than the same quantities in the bulk. At a free surface cluster dissolution may take place instead of domain growth yielding stationary dynamical correlations that decay in a stretched exponential form. This phenomenon takes place in the three-dimensional Ising model and should be observable in real ferromagnets.

Dynamical properties of systems which are quenched from the high-temperature phase to or below the critical point are of recent interest, both experimentally and theoretically (see Ref. bray ; godr ; ritort  for reviews). In the bulk of the system, which is generally studied in this context, an ordering phenomenon takes place, which is manifested by the existence of a characteristic length-scale, $`\xi (t)`$, growing in time as $`\xi (t)t^{1/z}`$, where $`z`$ is the well known dynamical exponent. If the quench is performed to the critical temperature new (nonequilibrium) dynamical exponents have to be defined. The short time dependence of the magnetization starting from a small finite initial value, $`m_i`$, is given by $`m(t)m_it^{\theta _b}`$, where the initial slip exponent is expressed asjss89  $`\theta _b=(x_ix_b)/z`$ . Here $`x_b`$ is the static scaling dimension of the bulk magnetization, whereas $`x_i`$ is a new nonequilibrium exponent, the scaling dimension of the initial magnetization. Since generally due to fluctuations $`x_i>x_b`$ there is a universal small-time increase of the order. The initial disordered state has a long-lasting effect on the autocorrelation function, too, measured at time $`t`$, after a waiting time $`s<t`$. In the limit $`ts`$ the autocorrelation function behaves ashuse89  $`C(t,s)t^{\lambda _b/z}`$, where the autocorrelation exponent in a $`d`$-dimensional system is given by $`\lambda _b=dx_i+x_b`$.

Real materials are bounded by surfaces and many nonequilibrium processes (thermalization, transfer of heat, etc.) are very intensive at the surface. At a free boundary layer the order is weaker than in the bulk due to missing bonds and surface correlations involve a new scaling dimension, $`x_1>x_b`$. Due to the inhomogeneity at the surface the spatial and dynamical correlations are anisotropic: critical correlations between a surface point and one in the bulk has an exponent $`x_1+x_b`$ and only correlations between two surface points involve the exponent $`2x_1`$ binder ; dd83 .

The phenomena of nonequilibrium dynamics have also been studied at surfaces by numerical and by scaling and field-theoretical (FT) methodsRiCz\_95 ; ms96 . It is found that the scaling dimension of the initial magnetization, $`x_i`$, is the same as in the bulk, but the local magnetization operator has its surface dimension, $`x_1`$, instead of $`x_b`$. Therefore the exponent of the relaxation process, which involves one magnetization operator, is expected to change as $`\theta _1=\theta _b(x_1x_b)/z`$, whereas the autocorrelation of two operators will have an exponentRiCz\_95  of $`\lambda _1=\lambda _b+2(x_1x_b)`$. The FT results have been checked numerically, but the simulations were restricted to the two-dimensional (2d) and 3d Ising models.

In this Letter we are going to revisit the problem of nonequilibrium critical dynamics at surfaces. We show that during domain growth (DG) the correlated sites in the domain are either percolating (to which we refer as conventional DG dynamics) or they form isolated finite clusters which gradually shrink as time goes on (in which case we use the term cluster dissolution (CD)), depending on the critical exponents of the given system. In the CD regime relaxation and short time autocorrelations have unconventional, stretched exponential time dependence, which are shown by scaling theory and checked by numerical calculations. This process takes place in the 3d Ising model and should be experimentally observable in real magnets. Surface manifold autocorrelations and persistence have also been studied.

In a phenomenological theory the number of correlated points within a domain of volume $`V\xi ^d`$ can be estimated as the result of two competitive processes. i) Initial nonequilibrium growth creates correlations among $`V_i\xi ^{x_i}`$ sites, ii) which are reduced by equilibrium critical fluctuations by a factor of $`\xi ^{x_l}`$. (Here we use the notation $`x_l`$ for the local exponent, which is $`x_b`$ in the bulk and $`x_1`$ at the surface.) If $`x_i>x_l`$, the correlated points in the domain form a percolating cluster, the mass of which scales as: $`M\xi ^{x_ix_l}`$. In this DG regime the magnetization at time $`t`$ is given by $`m(t)m_iM`$ with the initial magnetization $`m_i`$. This formula recovers the known FT results, both in the bulk and at the surface. For $`x_i<x_l`$, however, the correlated points in the domain form only finite clusters and in this regime the CD dynamics applies.

The autocorrelation function in the long time limit, $`s1`$, $`tss`$, is invariant under the scale transformation, $`C(t,s)=b^\eta C(tb^z,sb^z)`$, when lengths are rescaled as $`LL/b`$, $`b>1`$. Here $`\eta =2x_l`$ is the decay exponent of the local magnetization. With the choice $`b=\xi _s=s^{1/z}`$ we arrive at the result:

$$C(t,s)=c(s)f(t/s),c(s)\xi _s^\eta ,tss,$$
(1)
where the pre-factor, $`c(s)`$, can be interpreted as the product of the critical magnetizations in two cells of size $`\xi _s`$. In this interpretation the domain at time $`ts`$, with typical size $`\xi `$, is divided into a large number of cells. In the short time limit, $`ts<s`$, however, when the domain contains only one cell, the spatial correlations between two points of reference are in the DG regime of local-bulk type, leading to the scaling form of the autocorrelation:

$$C(t,s)=c_1(s)f_1[(ts)/s],c_1(s)\xi _s^{\eta _1},ts<s,$$
(2)
with $`\eta _1=x_b+x_l`$. Thus in an inhomogeneous environment the autocorrelation function can be formally written as:

$$C(t,s)=c(s)f(t/s)=\frac{c(t)}{c_1(t)}C_1(t,s),tss,$$
(3)
where $`C_1(t,s)`$ is the autocorrelation in a homogeneous environment with local exponent $`x_l`$. In the DG regime $`C_1(t,s)`$ follows from the observation that out of the volume of the domain there are $`M`$ sites which are correlated with the initial one, leading to

$$C_1(t,s)M/V\xi ^{(dx_i+x_l)}.$$
(4)
For a bulk site, with $`x_l=x_b`$ and $`c(t)=c_1(t)`$ we immediately obtain $`C(t,s)t^{(dx_i+x_b)/z}`$ in accordance with FT calculations. Similarly, for a surface point with $`x_l=x_1`$ and $`c(t)/c_1(t)t^{(x_bx_l)/z}`$ we recover the FT result.

Let us now turn to the CD regime, when i) the cells contain only finite clusters and ii) in the short time limit the two points of reference are within the same cell. In a given cell the probability to find a large cluster of linear size, $`L`$, is exponentially small: $`P(L)\mathrm{exp}(aL^d)`$, but the relaxation time, $`t_r`$, related to this cluster is large and can be estimated as follows. Correlations within the cluster are destroyed if a domain wall of $`WL^{d1}`$ sites are created within it. The number of still correlated sites in the wall at time $`t`$ is estimated as $`Wt^{(x_ix_l)/z}`$, from which the value of the relaxation time, $`t_rL^{z(d1)/(x_lx_i)}`$, follows. Now the dominant behavior of the autocorrelation function is obtained as an average over the clusters and is given by:

$`C(\tau )`$ $``$ $`{\displaystyle P(t_r)\mathrm{exp}(\tau /t_r)dt_r}\mathrm{exp}(C\tau ^\kappa ),`$
$`\kappa `$ $`=`$ $`{\displaystyle \frac{(x_lx_i)d}{z(d1)}}.`$ (5)
in terms of $`\tau =ts<s`$. If it happens that $`\kappa >1`$, then the decay is pure exponential. Note that the autocorrelation function is stationary as long as the two points of reference are within the same cell. In the long time limit, $`ts`$, however, when the two points are in different cells, one can use a coarse-grained picture in which the DG theory, with the results given below Eq.(4), becomes applicable.

We can also estimate the short time relaxational behavior of the initial magnetization, $`m_i`$, by noting that the dominant process in this case is the same as for the autocorrelation function. From this we obtain a fast stretched exponential short time decay of:

$$m(t)m_i\mathrm{exp}(C_mt^\kappa ),t<t_i.$$
(6)
with the universal exponent, $`\kappa `$, as given in Eq.(5) and the decay is pure exponential if $`\kappa >1`$. At $`t_i|\mathrm{ln}m_i|^{1/\kappa }`$ the relaxation crosses over to a power-law behavior.

The above scaling results are checked by numerical simulations of a 2d Ising model in which the strength of the coupling at a distance $`y`$ from the free surface deviates asymptotically from its bulk value by an amount of $`A/y`$. In this Hilhorst-van Leeuwen (HvL) modelhvl , the surface magnetization scaling dimension is known exactlyipt : $`x_1=(1A/A_c)/2`$, for $`A<A_c`$ and $`A_c`$ is a constant. The presence of the surface defect does not modify the value of the bulk exponents, which are known to be: $`x_b=1/8`$, $`x_i=.53`$ and $`z=2.17`$.

In the actual simulation we considered $`L\times L`$ finite systems up to $`L=300`$ with periodic boundary condition (b.c.) in the direction of translation invariance and free b.c. in the perpendicular, non-homogeneous direction and made measurements up to several hundred time steps. The calculated short time behavior of the surface magnetization is shown in Fig. 1a. It has indeed different characteristics for $`x_i>x_1`$ and for $`x_i<x_1`$, respectively. In the former case, the initial slip behavior sets in after a short time period, whereas in the latter (CD) region there is a fast non-algebraic short time decrease of the magnetization (grey lines) before the much slower power-law decay starts. In the fast short time region the decay correctly fits the predicted universal stretched exponential behavior of Eq. (6), as shown in the inset of Fig. 1a.

In our next calculation we compared the short time behavior of the surface autocorrelation function in the 3d and in the 2d Ising models. For the 3d Ising model with $`x_b=.516`$, $`x_1=1.26`$ (ordinary transition), $`x_i=.74`$ and $`z=2.04`$ we are in the CD regime, since $`x_i<x_1`$, whereas the (pure) semi-infinite 2d Ising model is in the DG regime. For the 3d model the simulations were performed on a cube of linear size up to $`L=60`$ with free b.c. in one direction and periodic b.c.-s in the other two directions. The numerical results for 3d (Fig. 2a) show a stationary regime for $`ts<s`$ in which the decay fits very well with the theoretical prediction in Eq.(5) (see inset). In contrary for 2d (Fig. 2a) there is no stationary regime, even not for very short time differences (see inset).

We have also considered nonequilibrium dynamics related to a $`d^{}`$ dimensional manifold, in particular in the case where the manifold is the surface layer of a semi-infinite system, thus $`d^{}=d1`$. The manifold autocorrelation function, $`G(t,s)`$, at the waiting time $`t=s`$ has a non-trivial behavior: $`G(t,t)\xi ^{(d^{}x_lx_b)}`$, provided $`d_f^{}=d^{}x_lx_b>0`$. Thus in this case the initially correlated points in the manifold form a percolating cluster inside the cell, with a fractal dimension of $`d_f^{}`$. This situation corresponds to the DG process in this problem. If, however $`d^{}x_lx_b<0`$, the manifold autocorrelations $`G(t,t)`$ approach a finite, time independent value, thus the initially correlated sites within the growing cell are finite, isolated clusters, which are then the subject of dissolution during the CD process. These predictions are successfully verified by numerical calculations on the 2d HvL model for different values of $`x_1`$ as shown in Fig. 1b.

For $`t>s`$ the considerations about $`G(t,s)`$ are simple in the DG region, i.e. when $`d^{}x_lx_b>0`$ and the result can be obtained by integrating the related formulae for a single spin. For example we get from Eq.(1) for the asymptotic behavior of the manifold autocorrelation function in the long time limit: $`G(t,s)=g(s)f^{}(t/s)`$, where $`g(s)s^{(d^{}2x_l)/z}`$. Thus the waiting time dependence is a subject of change as time goes on, and the scaling combination: $`s^{(x_lx_b)/z}G(t,s)/G(s,s)`$ is just the function of $`t/s`$, as illustrated in Fig. 3 for the 2d HvL model. The time dependence of the manifold autocorrelation function in the long time limit is obtained from Eq.(3) as $`G(t,s)t^{\lambda ^{}/z}`$. Here $`\lambda ^{}=dd^{}x_ix_b+2x_l`$, from which both the bulk ($`x_l=x_b`$) and the surface ($`x_l=x_1`$) results follow.

In the CD region, when $`d^{}x_lx_b<0`$, $`G(s,s)`$ has a finite value, thus in the cell of size $`\xi _s`$ there are only finite clusters. In the short time limit, $`ts<s`$, as for the single spin case the two points of reference are within the same cell and the autocorrelations are governed by the CD dynamics. In this case the driving force of the dissolution is the inhomogeneity effect as local-bulk correlations go in time over to local-local correlations, as seen in Eqs.(1) and (2) for a single spin. In a time period, $`\tau =ts<s`$, a cluster shrinks by a factor of $`\tau ^{(x_bx_l)/z}`$. Now using the same reasoning as for the single spin problem we arrive to the same conclusion, just $`x_i`$ in the single site result has to be replaced by $`x_b`$ for a manifold. Thus the surface manifold autocorrelation function in the short time limit, $`ts<s`$, is stationary and described by a stretched exponential form: $`G(t,s)\mathrm{exp}(C^{}(ts)^\kappa ^{})`$, with $`\kappa ^{}=(x_1x_b)d/(z(d1))`$, unless $`\kappa ^{}>1`$, when the decay is a pure exponential. Again, in the long time limit, $`tss`$, when the two points of reference are in different cells in a coarse-grained picture we recover the conventional DG results. Numerical calculations for the 2d HvL model are in complete agreement with the theoretical predictions. As seen in the inset of Fig. 3 the decay is stationary and for $`x_1=1`$ it is stretched exponential, whereas for $`x_1=5/4`$ it is pure exponential.

We close our Letter by presenting results concerning the surface manifold persistence, which completes recent studies by Majumdar and Bray mb03  about persistence of manifolds which are embedded into the bulk. Since persistence and (the short time behavior of) manifold autocorrelations are intimately related, the persistence also shows qualitatively different behavior for $`d^{}x_lx_b>0`$ and $`d^{}x_lx_b<0`$, respectively. In the first (DG) regime the persistence is in a power-law form: $`P_{pr}(t)t^{\mathrm{\Theta }_{pr}}`$, where $`\mathrm{\Theta }_{pr}`$ is some non-trivial function of $`d_f^{}=d^{}x_lx_b`$. This result follows from a general theorem by Newell and RosenblattNR . On the other hand in the CD regime with $`d^{}x_lx_b<0`$ the persistence has a faster, stretched exponential or pure exponential behavior, as the autocorrelation function: thus $`P_{pr}(t)\mathrm{exp}(a_1t^\kappa ^{})`$, if $`0<\kappa ^{}<1`$, otherwise $`P_{pr}(t)\mathrm{exp}(a_2t)`$, if $`\kappa ^{}>1`$. We note that for a bulk manifold the persistence shows also these three different types of functional forms, however the border between the different regions as well as the actual value of the exponent in the stretched exponential are different in the two problems mb03 .

Numerical results in Fig. 4 for the 2d HvL model are in complete agreement with the predicted stretched (pure) exponential decay in the regime $`d^{}x_lx_b<0`$. Results in the $`d^{}x_lx_b>0`$ regime are presented in the inset to Fig. 4. The long-time power-law dependence is clearly seen for the different models, which include: i) the surface manifold of the 3d Ising model, ii) the surface manifold of the 2d Ising model ($`x_1=1/2`$) and iii) the case $`x_1=x_b=1/8`$ where we expect the persistence of a bulk manifold in the 2d Ising model.

In summary, we have presented a scaling theory describing nonequilibrium critical dynamics at free surfaces. Depending on the values of the involved scaling dimensions, domain growth or cluster dissolution is observed. The latter phenomenon, which has not been observed up to now, leads to unconventional behaviors of dynamical correlation functions. The theoretical predictions have been verified in extensive Monte Carlo simulations.

We thank the Regionales Rechenzentrum Erlangen for the extensive use of the IA32 compute cluster. This work has been supported by the Hungarian National Research Fund under grant No OTKA TO34183, TO37323, MO28418 and M36803, by the Ministry of Education under grant No FKFP 87/2001, and by the EC Centre of Excellence (No. ICA1-CT-2000-70029).