text:
# 1 Introduction

## 1 Introduction

Let $`R_0`$ be any domain, let $`R=R_0[U_1,\mathrm{},U_s]/I`$, where $`U_1,\mathrm{},U_s`$ are indeterminates of positive degrees $`d_1,\mathrm{},d_s`$, and $`IR_0[U_1,\mathrm{},U_s]`$ is a homogeneous ideal.

The main theorem in this paper is Theorem 2.6, a generalization of Theorem 1.5 in \[KS\], which states that all the associated primes of $`H:=H_{R_+}^s(R)`$ contain a certain non-zero ideal $`\mathrm{c}(I)`$ of $`R_0`$ called the “content” of $`I`$ (see Definition 2.4.) It follows that the support of $`H`$ is simply $`\mathrm{V}(\mathrm{c}(I)R+R_+)`$ (Corollary 1.8) and, in particular, $`H`$ vanishes if and only if $`\mathrm{c}(I)`$ is the unit ideal.

These results raise the question of whether local cohomology modules have finitely many minimal associated primes– this paper provides further evidence in favour of such a result (Theorem 2.10 and Remark 2.12.)

Finally, we give a very short proof of a weak version of the monomial conjecture based on Theorem 2.6.

## 2 The vanishing of top local cohomology modules

Throughout this section $`R_0`$ will denote an arbitrary commutative Noetherian domain. We set $`S=R_0[U_1,\mathrm{},U_s]`$ where $`U_1,\mathrm{},U_s`$ are indeterminates of degrees $`d_1,\mathrm{},d_s`$, and $`R=S/I`$ where $`IR_0[U_1,\mathrm{},U_s]`$ is an homogeneous ideal. We define $`\mathrm{\Delta }=d_1+\mathrm{}+d_s`$ and denote with $`𝒟`$ the sub-semi-group of $``$ generated by $`d_1,\mathrm{},d_s`$.

For $`t`$, we shall denote by $`()(t)`$ the $`t`$-th shift functor (on the category of graded $`R`$-modules and homogeneous homomorphisms).

For any multi-index $`\lambda =(\lambda ^{(1)},\mathrm{},\lambda ^{(s)})^s`$ we shall write $`U^\lambda `$ for $`U_1^{\lambda ^{(1)}}\mathrm{}U_s^{\lambda ^{(s)}}`$ and we shall set $`|\lambda |=\lambda ^{(1)}+\mathrm{}+\lambda ^{(s)}`$.

###### Lemma 2.1

Let $`I`$ be generated by homogeneous elements $`f_1,\mathrm{},f_rS`$. Then there is an exact sequence of graded $`S`$-modules and homogeneous homomorphisms

$$\underset{i=1}{\overset{r}{}}H_{S_+}^s(S)(\mathrm{deg}f_i)\stackrel{(f_1,\mathrm{},f_r)}{}H_{S_+}^s(S)H_{R_+}^s(R)0.$$

Proof: The functor $`H_{S_+}^s()`$ is right exact and the natural equivalence between $`H_{S_+}^s()`$ and $`()_SH_{S_+}^s(S)`$ (see \[BS, 6.1.8 & 6.1.9\]) actually yields a homogeneous $`S`$-isomorphism

$$H_{S_+}^s(S)/(f_1,\mathrm{},f_r)H_{S_+}^s(S)H_{S_+}^s(R).$$

To complete the proof, just note that there is an isomorphism of graded $`S`$-modules $`H_{S_+}^s(R)H_{R_+}^s(R)`$, by the Graded Independence Theorem \[BS, 13.1.6\].

We can realize $`H_{S_+}^s(S)`$ as the module $`R_0[U_1^{},\mathrm{},U_s^{}]`$ of inverse polynomials described in \[BS, 12.4.1\]: this graded $`R`$-module vanishes beyond degree $`\mathrm{\Delta }`$. More generally $`R_0[U_1^{},\mathrm{},U_s^{}]_d0`$ if and only if $`d𝒟`$.

For each $`d𝒟`$, $`R_0[U_1^{},\mathrm{},U_s^{}]_d`$ is a free $`R_0`$-module with base $`(d):=\left(U^\lambda \right)_{\lambda ^s,|\lambda |=d}.`$ We combine this realisation with the previous lemma to find a presentation of each homogeneous component of $`H_{R_+}^s(R)`$ as the cokernel of a matrix with entries in $`R_0`$.

Assume first that $`I`$ is generated by one homogeneous element $`f`$ of degree $`\delta `$. For any $`d𝒟`$ we have, in view of Lemma 2.1, a graded exact sequence

$$R_0[U_1^{},\mathrm{},U_s^{}]_{d\delta }\stackrel{\varphi _d}{}R_0[U_1^{},\mathrm{},U_s^{}]_dH_{R_+}^s(R)_d0.$$

The map of free $`R_0`$-modules $`\varphi _d`$ is given by multiplication on the left by a $`\mathrm{\#}(d)\times \mathrm{\#}(d+\delta )`$ matrix which we shall denote later by $`M(f;d)`$.

In the general case, where $`I`$ is generated by homogeneous elements $`f_1,\mathrm{},f_rS`$, it follows from Lemma 2.1 that the $`R_0`$-module $`H_{R_+}^s(R)_d`$ is the cokernel of a matrix $`M(f_1,\mathrm{},f_r;d)`$ whose columns consist of all the columns of $`M(f_1,d),\mathrm{},M(f_r,d)`$.

Consider a homogeneous $`fS`$ of degree $`\delta `$. We shall now describe the matrix $`M(f;d)`$ in more detail and to do so we start by ordering the bases of the source and target of $`\varphi _d`$ as follows. For any $`\lambda ,\mu ^s`$ with negative entries we declare that $`U^\lambda <U^\mu `$ if and only if $`U^\lambda <_{\mathrm{Lex}}U^\mu `$ where “$`<_{\mathrm{Lex}}`$” is the lexicographical term ordering in $`S`$ with $`U_1>\mathrm{}>U_s`$. We order the bases $`(d)`$, and by doing so also the columns and rows of $`M(f;d)`$, in ascending order. We notice that the entry in $`M(f;d)`$ in the $`U^\alpha `$ row and $`U^\beta `$ column is now the coefficient of $`U^\alpha `$ in $`fU^\beta `$.

###### Lemma 2.2

Let $`\nu ^s`$ have negative entries and let $`\lambda _1,\lambda _2^s`$. If $`U^{\lambda _1}<_{\mathrm{Lex}}U^{\lambda _2}`$ and $`U^\nu U^{\lambda _1}`$, $`U^\nu U^{\lambda _2}R_0[U_1^{},\mathrm{},U_s^{}]`$ do not vanish then $`U^\nu U^{\lambda _1}>U^\nu U^{\lambda _2}`$.

Proof: Let $`j`$ be the first coordinate in which $`\lambda _1`$ and $`\lambda _2`$ differ. Then $`\lambda _1^{(j)}<\lambda _2^{(j)}`$ and so also $`\nu ^{(j)}\lambda _1^{(j)}>\nu ^{(j)}\lambda _2^{(j)}`$; this implies that $`U^{\nu \lambda _1}>_{\mathrm{Lex}}U^{\nu \lambda _2}`$ and $`U^{\nu +\lambda _1}>U^{\nu +\lambda _2}`$.

###### Lemma 2.3

Let $`f0`$ be a homogeneous element in $`S`$. Then, for all $`d𝒟`$, the matrix $`M(f;d)`$ has maximal rank.

Proof: We prove the lemma by producing a non-zero maximal minor of $`M(f;d)`$. Write $`f=_{\lambda \mathrm{\Lambda }}a_\lambda U^\lambda `$ where $`a_\lambda R_0\{0\}`$ for all $`\lambda \mathrm{\Lambda }`$ and let $`\lambda _0`$ be such that $`U^{\lambda _0}`$ is the minimal member of $`\{U^\lambda :\lambda \mathrm{\Lambda }\}`$ with respect to the lexicographical term order in $`S`$.

Let $`\delta `$ be the degree of $`f`$. Each column of $`M(f;d)`$ corresponds to a monomial $`U^\lambda (d+\delta )`$; its $`\rho `$-th entry is the coefficient of $`U^\rho `$ in $`fU^\lambda R_0[U_1^{},\mathrm{},U_s^{}]_d`$.

Fix any $`U^\nu (d)`$ and consider the column $`c_\nu `$ corresponding to $`U^{\nu \lambda _0}(d+\delta )`$. The $`\nu `$-th entry of $`c_\nu `$ is obviously $`a_{\lambda _0}`$.

By the previous lemma all entries in $`c_\nu `$ below the $`\nu `$th row vanish. Consider the square submatrix of $`M(f;d)`$ whose columns are the $`c_\nu (\nu (d))`$; its determinant is clearly a power of $`a_{\lambda _0}`$ and hence is non-zero.

###### Definition 2.4

For any $`fR_0[U_1,\mathrm{},U_s]`$ write $`f=_{\lambda \mathrm{\Lambda }}a_\lambda U^\lambda `$ where $`a_\lambda R_0`$ for all $`\lambda \mathrm{\Lambda }`$. For such an $`fR_0[U_1,\mathrm{},U_s]`$ we define the content $`\mathrm{c}(f)`$ of $`f`$ to be the ideal $`a_\lambda :\lambda \mathrm{\Lambda }`$ of $`R_0`$ generated by all the coefficients of $`f`$. If $`JR_0[U_1,\mathrm{},U_s]`$ is an ideal, we define its content $`\mathrm{c}(J)`$ to be the ideal of $`R_0`$ generated by the contents of all the elements of $`J`$. It is easy to see that if $`J`$ is generated by $`f_1,\mathrm{},f_r`$, then $`\mathrm{c}(J)=\mathrm{c}(f_1)+\mathrm{}+\mathrm{c}(f_r)`$.

###### Lemma 2.5

Suppose that $`I`$ is generated by homogeneous elements

$`f_1,\mathrm{},f_rS`$. Fix any $`d𝒟`$. Let $`t:=\mathrm{rank}M(f_1,\mathrm{},f_r;d)`$ and let $`I_d`$ be the ideal generated by all $`t\times t`$ minors of $`M(f_1,\mathrm{},f_r;d)`$. Then $`\mathrm{c}(I)\sqrt{I_d}`$.

Proof: It is enough to prove the lemma when $`r=1`$; let $`f=f_1`$. Write $`f=_{\lambda \mathrm{\Lambda }}a_\lambda U^\lambda `$ where $`a_\lambda R_0\{0\}`$ for all $`\lambda \mathrm{\Lambda }`$. Assume that $`\mathrm{c}(I)\sqrt{I_d}`$ and pick $`\lambda _0`$ so that $`U^{\lambda _0}`$ is the minimal element in $`\{U^\lambda :\lambda \mathrm{\Lambda }\}`$ (with respect to the lexicographical term order in $`S`$) for which $`a_\lambda \sqrt{I_d}`$. Notice that the proof of Lemma 2.3 shows that $`U^{\lambda _0}`$ cannot be the minimal element of $`\{U^\lambda :\lambda \mathrm{\Lambda }\}`$.

Fix any $`U^\nu (d)`$ and consider the column $`c_\nu `$ corresponding to $`U^{\nu \lambda _0}(d+\delta )`$. The $`\nu `$-th entry of $`c_\nu `$ is obviously $`a_{\lambda _0}`$. Lemma 2.2 shows that, for any other $`\lambda _1\mathrm{\Lambda }`$ with $`U^{\lambda _1}>_{\mathrm{Lex}}U^{\lambda _0}`$, either $`\nu \lambda _0+\lambda _1`$ has a non-negative entry, in which case the corresponding term of $`fU^{\nu \lambda _0}R_0[U_1^{},\mathrm{},U_s^{}]_d`$ is zero, or $`U^\nu >U^{\nu \lambda _0+\lambda _1}`$.

Similarly, for any other $`\lambda _1\mathrm{\Lambda }`$ with $`U^{\lambda _1}<_{\mathrm{Lex}}U^{\lambda _0}`$, either $`\nu \lambda _0+\lambda _1`$ has a non-negative entry, in which case the corresponding term of $`fU^{\nu \lambda _0}R_0[U_1^{},\mathrm{},U_s^{}]_d`$ is zero, or $`U^\nu <U^{\nu \lambda _0+\lambda _1}`$.

We have shown that all the entries below the $`\nu `$-th row of $`c_\nu `$ are in $`\sqrt{I_d}`$. Consider the matrix $`M`$ whose columns are $`c_\nu (\nu (d))`$ and let $`\overline{}:R_0R_0/\sqrt{I_d}`$ denote the quotient map. We have

$$0=\overline{det(M)}=det(\overline{M})=\overline{a_{\lambda _0}}^{\left(\genfrac{}{}{0pt}{}{d1}{s1}\right)}$$

and, therefore, $`a_{\lambda _0}\sqrt{I_d}`$, a contradiction.

###### Theorem 2.6

Suppose that $`I`$ is generated by homogeneous elements $`f_1,\mathrm{},f_rS`$. Fix any $`d𝒟`$. Then each associated prime of $`H_{R_+}^s(R)_d`$ contains $`\mathrm{c}(I)`$. In particular $`H_{R_+}^s(R)_d=0`$ if and only if $`\mathrm{c}(I)=R_0`$.

Proof: Recall that for any $`p,q`$ with $`pq`$ and any $`p\times q`$ matrix $`M`$ of maximal rank with entries in any domain, $`\mathrm{Coker}M=0`$ if and only if the ideal generated by the maximal minors of $`M`$ is the unit ideal. Let $`M=M(f_1,\mathrm{},f_r;d)`$, so that $`H_{R_+}^s(R)_d\mathrm{Coker}M`$.

In view of Lemmas 2.3 and 2.5, the ideal $`\mathrm{c}(I)`$ is contained in the radical of the ideal generated by the maximal minors of $`M`$; therefore, for each $`x\mathrm{c}(I)`$, the localization of $`\mathrm{Coker}M`$ at $`x`$ is zero; we deduce that $`\mathrm{c}(I)`$ is contained in all associated primes of $`\mathrm{Coker}M`$.

To prove the second statement, assume first that $`\mathrm{c}(I)`$ is not the unit ideal. Since all minors of $`M`$ are contained in $`\mathrm{c}(I)`$, these cannot generate the unit ideal and $`\mathrm{Coker}M0`$. If, on the other hand, $`\mathrm{c}(I)=R_0`$ then $`\mathrm{Coker}M`$ has no associated prime and $`\mathrm{Coker}M=0`$.

###### Corollary 2.7

Let the situation be as in 2.6. The following statements are equivalent:

1. $`\mathrm{c}(I)=R_0`$;
2. $`H_{R_+}^s(R)_d=0`$ for some $`d𝒟`$;
3. $`H_{R_+}^s(R)_d=0`$ for all $`d𝒟`$.

Consequently, $`H_{R_+}^s(R)`$ is asymptotically gap-free in the sense of \[BH, (4.1)\].

###### Corollary 2.8

The $`R`$-module $`H_{R_+}^s(R)`$ has finitely many minimal associated primes, and these are just the minimal primes of the ideal $`\mathrm{c}(I)R+R_+`$.

Proof: Let $`r\mathrm{c}(I)`$. By Theorem 2.6, the localization of $`H_{R_+}^s(R)`$ at $`r`$ is zero. Hence each associated prime of $`H_{R_+}^s(R)`$ contains $`\mathrm{c}(I)R`$. Such an associated prime must contain $`R_+`$, since $`H_{R_+}^s(R)`$ is $`R_+`$-torsion.

On the other hand, $`H_{R_+}^s(R)_\mathrm{\Delta }R_0/\mathrm{c}(I)`$ and $`H_{R_+}^s(R)_i=0`$ for all $`i>\mathrm{\Delta }`$; therefore there is an element of the $`(\mathrm{\Delta })`$-th component of $`H_{R_+}^s(R)`$ that has annihilator (over $`R`$) equal to $`\mathrm{c}(I)R+R_+`$. All the claims now follow from these observations.

###### Remark 2.9

In \[Hu, Conjecture 5.1\], Craig Huneke conjectured that every local cohomology module (with respect to any ideal) of a finitely generated module over a local Noetherian ring has only finitely many associated primes. This conjecture was shown to be false (cf. \[K, Corollary 1.3\]) but Corollary 2.8 provides some evidence in support of the weaker conjecture that every local cohomology module (with respect to any ideal) of a finitely generated module over a local Noetherian ring has only finitely many minimal associated primes.

The following theorem due to Gennady Lyubeznik (\[L\]) gives further support for this conjecture:

###### Theorem 2.10

Let $`R`$ be any Noetherian ring of prime characteristic $`p`$ and let $`IR`$ be any ideal generated by $`f_1,\mathrm{},f_sR`$. The support of $`H_I^s(R)`$ is Zariski closed.

Proof: We first notice that the localization of $`H_I^s(R)`$ at a prime $`PR`$ vanishes if and only if there exist positive integers $`\alpha `$ and $`\beta `$ such that

$$\left(f_1\mathrm{}f_s\right)^\alpha f_1^{\alpha +\beta },\mathrm{},f_s^{\alpha +\beta }$$

in the localization $`R_P`$. This is because if we can find such $`\alpha `$ and $`\beta `$ we can then take $`q:=p^e`$ powers and obtain

$$\left(f_1\mathrm{}f_s\right)^{q\alpha }f_1^{q\alpha +q\beta },\mathrm{},f_s^{q\alpha +q\beta }$$

for all such $`q`$. This shows that all elements in the direct limit sequence

$$R/f_1,\mathrm{}f_s\stackrel{f_1\mathrm{}f_s}{}R/f_1^2,\mathrm{}f_s^2\stackrel{f_1\mathrm{}f_s}{}\mathrm{}$$

map to $`0`$ in the direct limit and hence $`H_I^s(R)=0`$.

But if

$$\left(f_1\mathrm{}f_s\right)^\alpha f_1^{\alpha +\beta },\mathrm{},f_s^{\alpha +\beta }$$

in $`R_P`$, we may clear denominators and deduce that this occurs on a Zariski open subset containing $`P`$.

Thus the complement of the support is a Zariski open subset.

It may be reasonable to expect that non-top local cohomology modules might also have finitely many minimal associated primes; the only examples known to me of non-top local cohomology modules with infinitely many associated primes are the following: Let $`k`$ be any field, let $`R_0=k[x,y,s,t]`$ and let $`S`$ be the localisation of $`R_0[u,v,a_1,\mathrm{},a_n]`$ at the maximal ideal $`𝔪`$ generated by $`x,y,s,t,u,v,a_1,\mathrm{},a_n`$. Let $`f=sx^2v^2(t+s)xyuv+ty^2u^2S`$ and let $`R=S/fS`$. Denote by $`I`$ the ideal of $`S`$ generated by $`u,v`$ and by $`A`$ the ideal of $`S`$ generated by $`a_1,\mathrm{},a_n`$.

###### Theorem 2.11

Assume that $`n2`$. The local cohomology module $`\mathrm{H}_{IA}^2(R)`$ has infinitely many associated primes and $`\mathrm{H}_{IA}^{n+1}(R)0`$.

Proof: Consider the following segment of the Mayer-Vietoris sequence

$$\mathrm{}\mathrm{H}_{I+A}^2(R)\mathrm{H}_I^2(R)\mathrm{H}_A^2(R)\mathrm{H}_{IA}^2(R)\mathrm{}$$

Notice that $`a_1,\mathrm{},a_n,u`$ form a regular sequence on $`R`$ so $`\mathrm{depth}_{I+A}Rn+13`$ and the leftmost module vanishes. Thus $`\mathrm{H}_I^2(R)`$ injects into $`\mathrm{H}_{IA}^2(R)`$ and Corollary 1.3 in \[K\] shows that $`\mathrm{H}_{IA}^2(R)`$ has infinitely many associated primes.

Consider now the following segment of the Mayer-Vietoris sequence

$$\mathrm{}\mathrm{H}_{IA}^{n+1}(R)\mathrm{H}_{I+A}^{n+2}(R)\mathrm{H}_I^{n+2}(R)\mathrm{H}_A^{n+2}(R)\mathrm{}$$

The direct summands in the rightmost module vanish since both $`I`$ and $`A`$ can be generated by less than $`n+2`$ elements, so $`\mathrm{H}_{IA}^{n+1}(R)`$ surjects onto $`\mathrm{H}_{I+A}^{n+2}(R)`$.

Now $`\mathrm{c}(f)`$ is the ideal of $`R_0`$ generated by $`sx^2,(t+s)xy`$ and $`ty^2`$ so $`\mathrm{c}(f)x,yR_0`$. Corollary 2.7 now shows that $`\mathrm{H}_{I+A}^{n+2}(R)`$ does not vanish and, therefore, nor does $`\mathrm{H}_{IA}^{n+1}(R)`$.

###### Remark 2.12

When $`n3`$, $`\mathrm{H}_{I+A}^3(R)=0`$ and the argument above shows that $`\mathrm{H}_I^2(R)\mathrm{H}_A^2(R)\mathrm{H}_{IA}^2(R)`$. Corollary 2.8 implies that $`\mathrm{H}_I^2(R)`$ has finitely many minimal primes and since the only associated prime of $`\mathrm{H}_A^2(R)`$ is $`A`$, $`\mathrm{H}_{IA}^2(R)`$ has finitely many minimal primes.

When $`n=2`$ we obtain a short exact sequence

$$0\mathrm{H}_I^2(R)\mathrm{H}_A^2(R)\mathrm{H}_{IA}^2(R)\mathrm{H}_{I+A}^3(R)0.$$

The short exact sequence

$$0S\stackrel{f}{}SR0$$

implies that $`\mathrm{H}_{I+A}^3(R)`$ injects into the local cohomology module $`\mathrm{H}_{I+A}^4(S)`$ whose only associated prime is $`I+A`$, so again we see that $`\mathrm{H}_{IA}^2(R)`$ has finitely many minimal associated primes.

## 3 An application: a weak form of the Monomial Conjecture.

In \[Ho\] Mel Hochster suggested reducing the Monomial Conjecture to the problem of showing the vanishing of certain local cohomology modules which we now describe.

Let $`C`$ be either $``$ or a field of characteristic $`p>0`$, let $`R_0=C[A_1,\mathrm{},A_s]`$ where $`A_1,\mathrm{},A_s`$ are indeterminates, $`S=R_0[U_s,\mathrm{},U_s]`$ where $`U_1,\mathrm{},U_s`$ are indeterminates and $`R=S/F_{s,t}S`$ where

$$F_{s,t}=\left(U_1\mathrm{}U_s\right)^t\underset{i=1}{\overset{s}{}}A_iU_i^{t+1}.$$

Suppose that

$$H_{s,t}:=H_{U_1,\mathrm{},U_s}^s(R)$$

vanishes with $`C=`$. If for some local ring $`T`$ we can find a system of parameters $`x_1,\mathrm{},x_s`$ so that $`\left(x_1\mathrm{}x_s\right)^tx_1^{t+1},\mathrm{},x_s^{t+1}`$, i.e., if there exist $`a_1,\mathrm{},a_sT`$ so that $`\left(x_1\mathrm{}x_s\right)^t=_{i=1}^ta_ix_i^{t+1}`$ we can define an homomorphism $`RT`$ by mapping $`A_i`$ to $`a_i`$ and $`U_i`$ to $`x_i`$. We can view $`T`$ as an $`R`$-module and we have an isomorphism of $`T`$-modules

$$H_{x_1,\mathrm{},x_s}^s(T)H_{U_1,\mathrm{},U_s}^s(R)_RT$$

and we deduce that

$$H_{x_1,\mathrm{},x_s}^s(T)=0$$

but this cannot happen since $`x_1,\mathrm{},x_s`$ form a system of parameters in $`T`$.

We have just shown that the vanishing of $`H_{s,t}`$ for all $`t1`$ implies the Monomial Conjecture in dimension $`s`$. In \[Ho\] Mel Hochster proved that these local cohomology modules vanish when $`s=2`$ or when $`C`$ has characteristic $`p>0`$, but in \[R\] Paul Roberts showed that, when $`C=`$, $`H_{3,2}0`$, showing that Hochster’s approach cannot be used for proving the Monomial Conjecture in dimension 3. This can be generalized further:

###### Proposition 3.1

When $`C=`$, $`H_{s,2}0`$ for all $`s3`$.

Proof: We proceed by induction on $`s`$; the case $`s=3`$ is proved in \[R\].

Assume that for some $`s1`$, $`\alpha 0`$ and $`\delta >\alpha `$ the monomial $`x_1^\alpha \mathrm{}x_{s+1}^\alpha `$ is in the ideal of $`C[x_1,\mathrm{},x_{s+1},a_1,\mathrm{},a_{s+1}]`$ generated by $`x_1^{\alpha +\beta },\mathrm{},x_{s+1}^{\alpha +\beta }`$ and $`F_{s+1,t}`$.

Define $`G_{s+1,2}`$ to be the result of substituting $`a_{s+1}=0`$ in $`F_{s+1,2}`$, i.e.,

$$G_{s+1,2}=\left(x_1\mathrm{}x_{s+1}\right)^2\underset{i=1}{\overset{s}{}}a_ix_i^3.$$

If

$$x_1^\alpha \mathrm{}x_{s+1}^\alpha x_1^{\alpha +\beta },\mathrm{},x_{s+1}^{\alpha +\beta },F_{s+1,2}$$
(1)
then by setting $`a_{s+1}=0`$ we see that

$$x_1^\alpha \mathrm{}x_{s+1}^\alpha x_1^{\alpha +\beta },\mathrm{},x_{s+1}^{\alpha +\beta },G_{s+1,2}.$$

If we assign degree 0 to $`x_1,\mathrm{},x_s`$, degree 1 to $`x_{s+1}`$ and degree $`2`$ to $`a_1,\mathrm{},a_s`$ then the ideal $`x_1^{\alpha +\beta },\mathrm{},x_{s+1}^{\alpha +\beta },G_{s+1,2}`$ is homogeneous and we must have

$$x_1^\alpha \mathrm{}x_{s+1}^\alpha x_1^{\alpha +\beta },\mathrm{},x_s^{\alpha +\beta },G_{s+1,2}.$$

If we now set $`x_{s+1}=1`$ we obtain

$$x_1^\alpha \mathrm{}x_s^\alpha x_1^{\alpha +\beta },\mathrm{},x_s^{\alpha +\beta },F_{s,2}.$$
(2)
Now $`H_{s+1,2}=0`$ if and only if for each $`\beta 1`$ we can find an $`\alpha 0`$ so that equation (1) holds and this implies that for each $`\beta 1`$ we can find an $`\alpha 0`$ so that equation (2) holds which is equivalent to $`H_{s,2}=0`$. The induction hypothesis implies that $`H_{s,2}0`$ and so $`H_{s+1,2}0`$.

The local cohomology modules $`H_{s,t}`$ are a good illustration for the failure of the methods of the previous section in the non-graded case. For example, one cannot decide whether $`H_{s,t}`$ is zero just by looking at $`F_{s,t}`$: the vanishing of $`H_{s,t}`$ depends on the characteristic of $`C`$! Compare this situation to the following graded problem.

###### Theorem 3.2 (A Weaker Monomial Conjecture)

Let $`T`$ be a local ring with system of parameters $`x_1,\mathrm{},x_s`$. For all $`t0`$ we have

$$\left(x_1\mathrm{}x_s\right)^tx_1^{st},\mathrm{},x_s^{st}.$$

Proof: Let $`S=[A_1,\mathrm{},A_s][X_1,\mathrm{},X_s]`$ where $`\mathrm{deg}A_i=0`$ and $`\mathrm{deg}X_i=1`$ for all $`1is`$. Following Hochster’s argument we reduce to the problem of showing that

$$H_{X_1,\mathrm{},X_s}^s(S/fS)=0$$

where

$$f=(X_1\mathrm{}X_s)^t\underset{i=1}{\overset{s}{}}A_iX_i^{st}.$$

Since $`f`$ is homogeneous and $`\mathrm{c}(f)`$ is the unit ideal, the result follows from Theorem 2.6.


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# Red variables in the OGLE-II database. II. Comparison of the Large and Small Magellanic Clouds

## 1 Introduction

The period-luminosity (P-L) relations of long period variables on the AGB are well documented for the Large Magellanic Cloud. Observations have revealed not only that Mira variables follow a tight near-infrared P-L relation (Glass & Lloyd Evans 1981, 2003; Feast et al. 1989), but also that semiregular variables pulsating in overtone modes follow distinct and well-defined P-L relations (Wood et al. 1999, Wood 2000). In recent years, there has been strong interest in pulsating red giants, which is reflected in the increasing number of independent analyses of large photometric databases (Cioni et al. 2001, 2003, Noda et al. 2002, Lebzelter et al. 2002, Glass & Schultheis 2003, Kiss & Bedding 2003, Ita et al. 2003, Groenewegen 2004).

An interesting by-product was the recognition of a distinct and very numerous group of red variables below the tip of the Red Giant Branch (TRGB). First, Ita et al. (2002) noted that the luminosity function (LF) of red giant variable stars in the LMC shows a sharp feature at the expected brightness of the TRGB. Earlier, Alves et al. (1998) and Wood (2000) suggested that thermally pulsing AGB stars can mimick a two-peaked luminosity function, and thus the LF shape alone is not sufficient to establish the existence of TRGB variables. However, we have shown in Paper I (Kiss & Bedding 2003) that the LMC period-luminosity relations for stars above and below the TRGB show a relative period shift that is consistent with evolutionary temperature difference between RGB and AGB stars. This result has since been confirmed by Ita et al. (2003). The possibility of observable pulsations in RGB stars therefore seems to be well established, providing a new area for asteroseismological considerations. In this Letter we provide further evidence for extragalactic RGB variables through a comparative analysis of red variables in the Small Magellanic Cloud (SMC).

Red giant pulsators in the SMC have a far less extensive literature than those of the LMC. The largest pre-microlensing datasets for the SMC were published by Wood et al. (1981), Lloyd Evans et al. (1988) and Sebo & Wood (1994), all consisting of a few dozen variables at most. Microlensing surveys (MACHO, EROS, OGLE) have changed the situation by discovering thousands of red variables. Based on the extensive new datasets, it has became possible to compare the Magellanic Clouds and the Galactic Bulge in search for metallicity effects on red giant pulsations and P-L relations. Cioni et al. (2003) examined MACHO light curves of 458 LPVs in the SMC that were detected by the Infrared Space Observatory. They found very similar P-L sequences to those in the LMC and confirmed the relative overabundance of carbon-rich Mira stars (as recognized first by Lloyd Evans et al. 1988). The most extensive analysis to date is that of Ita et al. (2003), who determined the dominant period for 2,927 variables in the SMC using OGLE-II data and constructed P-L relations using single-epoch SIRIUS $`JHK`$ survey data. Beside finding the same distributions as those in Paper I, Ita et al. (2003) derived zero-point differences of the P-L relations of about 0.1 mag. Some differences were also noted recently by Cioni et al. (2003) for the Magellanic Clouds and by Glass & Schultheis (2003) for the Galactic Bulge and the Magellanic Clouds. The latter investigators found both slightly different slopes and different absolute magnitude ranges for the overtone P-L sequences. These interesting results depend on the assumed distances to each of the different P-L datasets. Here we concentrate on the multi-wavelength luminosity functions to sort out the distance issue, and examine the implications concerning the RGB pulsations.

## 2 Data analysis

The basis of our analysis is the catalogue of OGLE-II (Udalski et al. 1997) data spanning four years from 1997 to 2000 (Zebrun et al. 2001). Of the total 7 square degrees of the OGLE Magellanic Cloud fields, about 2.5 square degrees were observed in the SMC. The observations were analysed by the OGLE team using a modification of the Difference Image Analysis (Alard & Lupton, 1998, Wozniak 2000), which is the most advanced method available for detecting small variations in crowded fields (see, e.g., Bonanos & Stanek 2003).

Typical light curves in the SMC consist of 280 points distributed over $``$1,100 days. Compared to the LMC, where individual datasets covered slightly more than 1,200 days in 400 points, this means a reduced accuracy in period determination. We consider our periods reliable up to about 400–500 days, for which at least two cycles were observed.

The data were analysed in the same manner as in Paper I. To summarise, we performed the following steps:

1. We cross-correlated the 15,038 OGLE-II variable stars in the SMC with the 2MASS All-Sky Point Source Catalog111 http://irsa.ipac.caltech.edu; within a search radius of $`1^{\prime \prime }`$ we found 10,361 stars with $`JHK_\mathrm{S}`$ magnitudes. The tight constraint on coordinates ensured that we identified the infrared counterparts unambiguously.
2. After excluding duplicates ($`<`$10), we selected red giants according to the $`JK_\mathrm{S}`$ colour. The applied threshold was $`JK_\mathrm{S}>0.9`$ mag. We have also excluded all stars with $`K_\mathrm{S}>14`$ mag because of the strongly increasing errors of 2MASS magnitudes below that limit. The final sample consisted of 3,898 stars.
3. We performed a period search on OGLE-II light curves by an iterative Fourier analysis (see Paper I for details), until a four-component harmonic fit was calculated. We kept only those frequencies larger than $`8\times 10^4`$ d-1 ($`1/T_{\mathrm{obs}}`$) and with semi-amplitudes larger than 5 mmag.
4. The resulting database contains 3,260 stars with 10,009 periods (and amplitudes and phases), the mean $`I`$-band magnitude and 2MASS $`JHK_\mathrm{s}`$ single-epoch magnitudes.

Our sample is slightly larger than that of Ita et al. (2003) because of the different selection criteria. A more relevant difference is that we calculated a set of periods for every star, while Ita et al. (2003) determined only one period per star. We found multiple periodicity for the majority of stars (82% of the full sample), which can, therefore, be identified as common behaviour in red giants. There must be, of course, a fraction of spurious or physically unrelated periods, which need a more sophisticated method for identification and exclusion from future analyses.

## 3 Discussion

We present the resulting P-L diagram in Fig 1. At first glance, the shape and extension of distributions are very similar to those we found for the LMC: (i) there is a noticeable drop of point density at $`K_\mathrm{s}12.70`$ mag, located close to the tip of the RGB (Cioni et al. 2000); (ii) above the tip, there are four pulsating AGB sequences, which in the LMC were identified by Wood (2000) as stars pulsating in the fundamental (F), first (1O), second (2O) and third (3O) overtone modes (he labelled them as sequences C, B and A which, however, does not account for the fact that there are four ridges clearly distinguishable in the OGLE-II data); (iii) below the tip, there are three distinct sequences in the short-period range ($`P<60`$ days), of which R2 and R3 are continuations of 2O and 3O; there might be a slight horizontal shift, similar to that found in the LMC (Paper I), but the ridges are less well defined, due to the smaller number of stars, so the possible period shift between 3O – R3 and between 2O – R2 is hardly measurable. The sequence R1, just as for the LMC, lies somewhere between the extrapolated 1O and F ridges; (iv) for longer periods, there are two sequences, L1 and L2, in the same relative position to the other ridges as in the LMC. Their interpretation is ambiguous; Wood (2000) suggested L1 (=E in his paper) contains eclipsing binary variables, while L2 (=D) may consist of pulsating stars with unknown excitation mechanism or non-spherical stars with rotationally induced variatons (Olivier & Wood 2003, Wood 2004).

Although multiperiodicity is a common feature, there is a remarkable difference above and below the tip of the RGB: for $`K_\mathrm{S}<12.7`$ mag, 95%, while for $`K_\mathrm{S}>12.7`$, only 62% of the light curves resulted in multiple periods. This, however, only reflects the fact that amplitudes below the TRGB strongly decreases towards fainter magnitudes (see Sect. 3.3), thus the fixed 5 mmag amplitude threshold may be too high for most of the periods (if they exist). In addition, we stress there is not any noticeable change between the resulting P-L distributions when plotting every star just once using the strongest period or using all periods with amplitudes exceeding a certain threshold (or even plotting every star just once with the second strongest period).

### 3.1 The relative distance modulus of the Clouds

In the case of such complex structures as the P-L distributions of red variables in the Magellanic Clouds, it is difficult to measure the vertical distance between the P-L ridges directly. It has been a more common approach to assume a relative distance modulus and overplot the relations with the purpose of comparison, either in a simplified functional form (see Fig. 11 in Glass & Schultheis 2003) or showing the full observational data (Fig. 10 in Ita et al. 2003). Here we follow a different approach to show that, assuming a negligible mean zero-point difference for the set of relations, one can get consistent relative distance moduli and extinctions of the Clouds in all four photometric bands ($`IJHK_\mathrm{S}`$), which will be used later to characterize the dips of the luminosity functions.

Instead of a visual examination of overplotted data, we calculated the cross-correlation functions of smoothed images of the P-L ridges (being the sharpest in $`K_\mathrm{S}`$ and the least-defined in $`I`$). For this, we converted the scatter diagrams (Fig. 1 and Fig. 1 in Paper I) to $`500\times 500`$ pixel images as follows. The x-axis covered $`\mathrm{log}P`$ between 1.2 and 3.1 ($`3.8\times 10^3`$ dex/pixel), while the y-axis covered 5 magnitudes, where the exact range depended on the studied band (e.g., from 9 mag to 14 mag in $`K_\mathrm{S}`$). This way one pixel in vertical direction corresponds to 0.01 mag. Every pixel “intensity” value was set to the total number of stars in a $`21\times 21`$ pixel mask, centered on the actual pixel. This masking worked as a boxcar smoothing procedure, which produced clear images of the P-L ridges. The cross-correlation functions of the $`IJHK_\mathrm{S}`$ P-L images were calculated as functions of $`\mathrm{\Delta }\mu `$, and their maxima showed the vertical shifts that give the best overlap of the images. In order to minimize the effects of spurious periods, we kept only stars with $`\mathrm{log}P<`$ 2.6 (i.e. $`P<`$ 1 year); in other words, we used only $`360\times 500`$ pixel sub-images.

The resulting shifts are presented in the second column of Table 1. There is a strong wavelength dependence, which can be explained by the differential reddening. The average $`E(BV)`$ for the LMC and the SMC are 0.15 mag and 0.065 mag, respectively (Westerlund 1997), which can be translated to $`\mathrm{\Delta }A_X`$ differential extinction by adopting $`R_V=3.1`$ and the relative extinction coefficients ($`A_X/A_V`$) in Schlegel et al. (1998).

As can be seen in Table 1, the dereddened relative distance moduli agree well within the error bars ($`\pm `$0.05 mag in every band). Similar agreement exists for recently published results; for instance, Cioni et al. (2000) determined $`\mathrm{\Delta }\mu =0.44`$ mag. On the other hand, Ita et al. (2003) adopted $`\mathrm{\Delta }\mu =0.49`$ mag, while Glass & Schultheis (2003) used 0.50 mag. In the rest of the paper we adopt 0.44 mag with an estimated $`\pm `$0.03 mag random error.

### 3.2 The luminosity functions and the tip of the RGB

In Fig. 2 we plot luminosity functions in all four bands of the OGLE-II+2MASS database: the thin solid line shows the LMC data after correction for the different survey areas (4.5 square degrees for the LMC vs. 2.5 square degrees for the SMC); the thick solid line denotes the SMC LF.

Both Clouds have double-peaked LFs with similar shapes and wavelength dependences. The exact overlap of the faint ends of the SMC and area-normalized LMC distributions in $`JHK_\mathrm{S}`$ shows that there is a severe sensitivity cut-off for $`J>14.2`$ mag, $`H>13.5`$ and $`K_\mathrm{S}>13.3`$ mag. On the other hand, the difference for $`I`$ suggests the drop of the OGLE-II detection efficiency occurs at fainter magnitudes, so that the faint limit in our sample is set by 2MASS and not by OGLE.

An interesting point is the changing shape of the AGB peak. It is the narrowest in $`I`$ (where the full-width-at-half-maximum is 0.7 mag) and going toward the redder bands, the stars spread over wider and wider luminosity ranges (the FWHM increases to 2 mag). This can be understood qualitatively in terms of the larger bolometric correction for the brightest and reddest stars (Alvarez et al. 2000), which results in the observed narrower distribution in $`I`$. We point out the overall similarity of the two AGB LFs, with only minor differences.

The fainter peaks, on the other hand, show quite different behaviour. The FWHM stays essentially constant with wavelength, with slightly narrower distributions for the SMC. Since the RGB luminosity function is increasing monotonically toward fainter magnitudes (Nikolaev & Weinberg 2000), the sharp cut-off in our data is a consequence of the falling detection efficiency in the combined OGLE-II+2MASS database. The dip between the brighter and fainter peaks is very close to the TRGB magnitudes determined by Cioni et al. (2000) from an analysis of about 150,000 objects in the DENIS catalog and that close proximity was interpreted both by Ita et al. (2002) and us in Paper I as the evidence for pulsating RGB stars.

Following the referee’s recommendations, we examined this agreement more closely. Due to the nature of the tip of the RGB, it manifests as an edge in the luminosity function ($`f_{\mathrm{obs}}`$). Cioni et al. (2000) have shown very thoroughly in their Appendix that making an unbiased estimate of the discontinuity can be very difficult. Previous authors generally determined the position of the peak in $`f_{\mathrm{obs}}^{}`$, while Cioni et al. (2000) argued for using $`f_{\mathrm{obs}}^{\prime \prime }`$. Adopting their considerations, we determined the second derivatives of smoothed luminosity functions in all bands (Fig. 3). The OGLE-II LFs were smoothed with a Gaussian weight-function (FWHM=0.04 mag) and the derivatives were approximated by the difference ratios.

The positions of maxima are listed in Table 2. For comparison, we also show the dips of the LFs and the TRGB values determined by Cioni et al. (2000). The overall agreement is excellent: most of the differences do not exceed the uncertainties. The largest discrepancy was found in $`K_\mathrm{S}`$, which can, however, be explained by a $``$0.1 mag systematic shift between 2MASS and DENIS $`K`$-magnitudes. Therefore, we conclude the luminosity functions of OGLE-II variables show exactly the same behaviour as, for instance, those of the much larger DENIS Catalogue towards the Magellanic Clouds, which included both variable and non-variable stars.

Additionally, we find a significant wavelength dependence of the TRGB values, which follows exactly the changes observed in the tip of the RGB as a function of metallicity in globular clusters by Ferraro et al. (2000) and Ivanov & Borissova (2002). For instance, Ferraro et al. (2000) derived $`M_\mathrm{K}^{\mathrm{tip}}0.6`$\[Fe/H\], which implies $`\mathrm{\Delta }K0.18`$ mag, assuming the metallicity differs by a factor of 2 between the Clouds. The observed differences from the second derivatives are 0.19 mag, 0.25 mag and 0.23 mag in $`J`$, $`H`$ and $`K_\mathrm{S}`$, respectively (adopting $`\mathrm{\Delta }\mu _0=0.44`$ mag and correcting for differential extinctions) and they are also in good agreement with the relations in Fig. 4 of Ivanov & Borissova (2002). In $`I`$ band, the difference is only 0.03 mag, which illustrates the insensitivity of $`M_{\mathrm{TRGB}}(I)`$ to metallicity and age (Lee et al. 1993).

We interpret these agreements as our last piece of evidence that the dip between the AGB and RGB peaks indeed corresponds to the tip of the RGB. In Paper I, we have also considered the arguments of Alves et al. (1998) and Wood (2000) that all variables below the TRGB are thermally pulsing AGB stars and that their brighter cut-off matches the TRGB by coincidence. With the presented behaviour, this explanation seems to be quite unlikely. Even if there are faint TP-AGB stars below the tip, their fraction must be small compared to first ascent red giants.

### 3.3 Amplitude distributions

We finish the comparative analysis by presenting the same six slices of the (period, amplitude, $`K_\mathrm{S}`$ magnitude) data cube as were shown for the LMC in Fig. 4 of Paper I. Colours refer to three $`JK_\mathrm{S}`$ colour ranges, enabling a rough classification of stars as “hot”, “warm” and “cool” red giants.

The distributions are similar to those of the LMC in that there is a good correlation between the amplitude and mode of pulsation. For amplitudes larger than 0.04 mag, practically all variables below the TRGB disappear. Furthermore, the colour distribution within any particular P-L ridge follows the same pattern as in the LMC. There are, however, some striking differences. Firstly, there is a relative lack of “warm” stars among the low-amplitude variables of the SMC. There is one blue dot for every 30 dots in the upper left panel; in the LMC, the ratio is 1:10. A similar under-abundance is also visible in the lower panels. Secondly, the lower three panels are dominated by the very red stars with $`JK_\mathrm{S}>1.4`$ mag, which are probably carbon stars. For the highest amplitude variables (all with regular Mira-like light curves), there is only a handful of “hot” and “warm” giants, many of which fall below the fiducial Mira P-L by as much as 1.5–2 mag. These “faint Miras” be identified with the dust-enshrouded Mira stars (Wood 1998), since their extinctions increase strongly toward shorter wavelengths, reaching up to 4-6 magnitudes in $`I`$. Our data illustrate nicely that, despite the fact that carbon-rich Mira stars obey the same P-L relation as the oxygen-rich Miras (Feast et al. 1989), the use of the Mira P-L relation in extragalactic distance measurements must be restricted to the bluest possible Mira stars.

## 4 Conclusions

In this paper we presented the results of a period analysis of OGLE-II red variable stars in the SMC. Multiple periodicity has been found for the majority of stars, and can now be identified as common behaviour in pulsating red giants, regardless of the metallicity.

We confirm the existence of distinct P-L relations below the tip of the Red Giant Branch, announced in Paper I for the LMC. Utilizing the overall P-L distributions, we determined multi-wavelength relative distance moduli and extinctions, which support a consistent view that the differential distance modulus of the Clouds is $`\mathrm{\Delta }\mu _0`$ 0.44 mag. The luminosity functions revealed the AGB variables follow very similar distributions in both Clouds. We showed that the dips between the AGB and supposed RGB peaks do indeed correspond to the tip of the RGB (within a few hundredths of a mag). This is also supported by the wavelength-dependent $`\mathrm{\Delta }M_{\mathrm{TRGB}}`$ ($``$0.20 mag in $`JHK_\mathrm{S}`$) found as an excess to the relative distance modulus. It is consistent with the metallicity dependence seen among globular clusters and we take this as further evidence that the contamination by thermally pulsing AGB stars is likely to be small.

## Acknowledgments

This work has been supported by the FKFP Grant 0010/2001, OTKA Grant #F043203 and the Australian Research Council. Thanks are due to an anonymous referee, whose suggestions led to significant improvement of the paper. This research has made use of the NASA/IPAC Infrared Science Archive, which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. The NASA ADS Abstract Service was used to access data and references.


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# 1 Appendix

## 1 Appendix

We will consider non-linear oscillations of a massive graviton condensate, meaning that all components of the metric are functions of $`t`$ only. It is convenient to use the ADM parametrization of the metric:

$$ds^2=N^2dt^2\gamma _{ij}(dx^i+N^idt)(dx^j+N^jdt).$$
(34)
Then the Lagrangian reads

$$L=\frac{1}{2}\sqrt{\gamma }N^1\left(\dot{\gamma }_{ij}\dot{\gamma }^{ij}(\dot{\gamma }_j^j)^2\right)m_g^2F,$$
(35)
where $`F(N,N_i,\gamma _{ij})`$ represents a general non-linearly completed Pauli-Fierz term. The $`N_j`$ constraints simply remove the $`N_j`$ dependence of $`F`$:

$$FF(N,\gamma _{ij}).$$
(36)
It remains to remove the $`N`$ constraint. Diagonalizing the 3-metric, $`\gamma _{ij}=\mathrm{diag}(e^{2a},e^{2b},e^{2c})`$, and writing $`N^2=e^{2d}`$, we obtain a simple Lagrangian

$$L=e^{a+b+c}e^d(\dot{a}\dot{b}+\dot{a}\dot{c}+\dot{b}\dot{c})m_g^2F(a,b,c,d).$$
(37)
The quadratic part of $`F`$ is the Pauli-Fierz quadratic form

$$F=(ab+ac+bc)d(a+b+c)+G,$$
(38)
and $`G`$ contains cubic and higher order terms. This is easy to check. In the linearized approximation, the Lagrangian becomes

$$L=(\dot{a}\dot{b}+\dot{a}\dot{c}+\dot{b}\dot{c})+m_g^2((ab+ac+bc)+d(a+b+c)).$$
(39)
The $`d`$-constraint gives $`a+b+c=0`$, leading to

$$L=\frac{1}{2}(\dot{a}^2+\dot{b}^2+\dot{c}^2)\frac{1}{2}m_g^2(a^2+b^2+c^2),$$
(40)
which describes constrained positive-energy harmonic oscillators of mass $`m_g`$.

In the generic nonlinear case, the $`d`$-constraint gives

$$e^{a+b+c}e^dTm_g^2_dF=0,$$
(41)
where

$$T\dot{a}\dot{b}+\dot{a}\dot{c}+\dot{b}\dot{c}.$$
(42)
The energy is

$$E=e^{a+b+c}e^dT+m_g^2F=m_g^2(F_dF),$$
(43)
where $`d=d(a,b,c,T)`$ from (41).

To show that the energy can be negative for arbitrary $`F`$, we assume that $`a,b,c,d,T`$ are infinitesimals of the same order. Then we can linearize both the constraint equation (41) and the energy expression (43). The constraint equation is

$$T=m_g^2(a+b+c).$$
(44)
Our assumption that $`a,b,c,d,T`$ are infinitesimals of the same order will be correct only if we choose $`a,b,c,T`$ that satisfy (44). Then the energy is

$$E=T,$$
(45)
which is not positive semi-definite.


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# Single particle spectra from information theory point of view

## Abstract

It is demonstrated how to obtain the least biased description of the single particle spectra measured in all multiparticle production processes by using information theory approach (known also as MaxEnt approach). The case of $`e^+e^{}`$ annihilation in hadrons process is discussed in more detail as an example. Comparison between MaxEnt approach and simple dynamical model based on the cascade process is presented as well.

Information theory is nowdays widely used in all branches of sciences to provide the least biased, most probable description of data for which we have only limited amount of information . The information is defined by means of information entropy, which, in turn, can assume extensive (Shannon) or nonextensive (Tsallis) form, depending on circumstances (see  for details and further references). In our case where we are interested in single particle rapidity distributions, $`dN/dy`$, maximization of such entropy (known as MaxEnt procedure ) with constraint given by the energy conservation leads to the following form of the probability distribution to find one of the $`N`$ produced particles of transverse mass $`\mu _T=\sqrt{\mu ^2+p_T^2}`$ in the longitudinal phase space described by rapidity $`y`$ such that energy of this particle is $`E=\mu _T\mathrm{cosh}y`$ and its longitudinal momentum is $`p_L=\mu _T\mathrm{sinh}y`$:

$$p(y)=\frac{1}{N}\frac{dN}{dy}=\frac{1}{Z_q}\mathrm{exp}_q\left(\beta _q\mu _T\mathrm{cosh}y\right).$$
(1)
This form is identical with that used in statistical models but now $`Z_q`$ and $`\beta _q`$ are no longer free parameters to be fitted when comparing with experimental data but instead are given by the normalization condition and energy conservation constraint111 Here $`\mathrm{exp}_q\left(x/\mathrm{\Lambda }\right)=\left[1+(1q)x/\mathrm{\Lambda }\right]^{1/(1q)}\stackrel{q1}{}\mathrm{exp}(x/\mathrm{\Lambda })`$).,

$$_{Y_m}^{Y_m}𝑑yp(y)=\mathrm{\hspace{0.17em}1}\mathrm{and}_{Y_m}^{Y_m}𝑑y\mu _T\mathrm{cosh}y[p(y)]^q=\frac{\kappa _qW}{N}$$
(2)
(where $`\pm Y_m`$ are maximal rapidities available in rest frame of hadronizing source, see  for details). As is demonstrated in  with $`q>1`$ (responsible for dynamical fluctuations, see  and $`q`$-inelasticity $`\kappa _q`$ (connected to true inelasticity $`K_q`$ defining a fraction of the original available energy $`W`$ used for the production of secondaries, $`K_q=\kappa _q/(32q)`$, cf. ) as the only parameters we can describe all data for $`pp`$ and $`p\overline{p}`$ collisions as well as recent data for nuclear collisions. Here we show in Fig. 1 that we can also fit fairly well $`e^+e^{}`$ annihilation data for which, by definition, $`K_q=1`$ (the whole energy must be used for the production, there are no leading particles) and $`q`$ remains the only free parameter. It turns out that in this case $`q<1`$ 222To be contrasted with $`q>1`$ values needed to describe the $`p_T`$ distributions in the same processes instead .. This fact indicates (see ) that in $`e^+e^{}`$ processes (where $`K_q=1`$) one cannot obtain equilibrium state because the corresponding temperature parameter depends now on energy: $`T=1/\beta _q=T_0(1q)E`$ and system is highly influenced by the conservation of energy constraint. In Fig. 1 we have also shown attempts to fit the same data using the well defined sequential decay (cascading) hadronization developed in  instead of instantaneous hadronization333Cascade could be regarded as a viable alternative because of the a priori cascade character of the quark$``$ gluon and gluon $``$ quark-antiquark processes preceding hadronization expected to be present in $`e^+e^{}`$ annihilations .. Cascade here is defined by the sequence of decay processes, $`M_l[M_{l+1}^{(1)}=k_1M_l]+[M_{l+1}^{(2)}=k_2M_l]`$ (proceeding until $`M_l>2\mu _T`$) in which all dynamics is summarily described by distribution $`P(k)`$ of decay parameters $`k_i(0,1)`$ (such that in each vertex $`k_1+k_2<1`$, see  for details). It is easy to realise that in this case $`dN/dy`$ is given by a kind of random walk in rapidity space, which, in turn, results in its gaussian-like shape (cf. Fig. 1). However, one cannot find any reasonable values of decay parameters $`k_i`$ to fit data with such distribution, whereas MaxEnt in its nonextensive version can do it with $`q=0.6`$. The remaining small discrepancies for small and large rapidities indicate therefore a need for some additional information to be incorporated here (see, for example, discussion in ). When introduced it could then be again checked against experimental data. In this way we could always obtain good description of data with only minimal number of assumptions, i.e., with minimal information content . This is the main advantage of the method presented here and in our opinion it deserves further detailed investigations by using wide spectrum of the available multiparticle production data of all kinds.

|  |  |
| --- | --- |
|  |  |

Fig.1 Upper-left panel: visualization of differences between sequential cascade hadronization (CAS)  and instantaneous one described by MaxEnt . Upper-right panel: closer look at the way $`dN/dy`$ arises in CAS (resembling random walk in $`y`$-space). Lower panels: results of calculations of $`dN/dy`$ using CAS and MaxEnt and compared with $`e^+e^{}`$ annihilation data by ALEPH . Left panel - comparison with CAS model giving the same multiplicity  (it can be extremely well approximated by gaussian fit) and with MaxEnt for $`K_q=1`$ and $`q=1`$ (it does not fit data). Right panel - gaussian fit has been replaced by MaxEnt fit with total inelasticity $`K_q=1`$ and with varying $`q`$; for $`q=0.6`$ we obtain quite good agreement with data.


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# Sonic crystal lenses that obey Lensmaker’s formula

## Abstract

This paper presents a theoretical study of the phenomenon of acoustic imaging by sonic crystals, which are made of two-dimensional regular arrays of rigid cylinders placed in parallel in air. The scattering of acoustic waves is computed using the standard multiple scattering theory, and the band structures are computed by the plane-wave expansion method. It is shown that properly arranged arrays not only can behave as acoustic lenses, but also the focusing effect can be well described by Lensmaker’s formula. Possible applications are also discussed.

When propagating through periodic structures, waves reveal a particularly important property. That is, the propagation of waves will be modulated by the periodic structures. As a result, the dispersion of waves will no longer behave as in a free space, and the so called band structures appear.

The phenomenon of band structures was first investigated for electronic systems and was put on a solid foundation in the context of Bloch’s theoremBloch . Since the central physics behind electronic band structures lies in the wave nature of electrons, by analogy an immediate inquiry would naturally be whether such a phenomenon can be demonstrated in classical systems involving, for instance, acoustic and electromagnetic (EM) waves. Although this problem was early addressed by Brillouin Bri , then by Yariv and YehYariv , this seemingly straightforward question has not received serious attention, until late 1980s. In 1987, Yablonovitch Yab  and John John  proposed that such a band structure is indeed possible when EM waves travel in periodic dielectric media. Since then, the study of EM waves in periodic structures has been booming, eventually leading to the exploration of acoustic waves in periodic structures (e. g. Refs. Dowling ; sanchez1 ; sanchez2 ; Kush ; Ye2 ; Ye3 ). This has induced the establishment of the field of sonic crystals (SCs).

The exciting phenomenon of band structures in sonic crystals allows for many possible applications. It has been recognized that SCs could be used as sound shields and acoustic filters sanchez1 ; sanchez2 ; caba1 ; rober ; sanchis ; kuswa . These applications mostly rely on the existence of complete sonic bandgaps in which acoustic waves are prohibited from transmission in all directions. Thus most of early studies have been focused on the formation of bandgaps.

Recently, interest in the low frequency region, in which the dispersion relation is more or less linear, has started. Since the wavelength in this region is very large compared to the lattice constant, the wave sees the media as if it were homogeneous. Consequently, it has been proposed that refractive devices could be developed to converge acoustic waves by SCs, that is the sonic crystal lenses. A necessary condition to be satisfied to construct a sonic crystal lens is that the acoustic impedance contrast between the SC and the medium should not be large; otherwise acoustic waves will be mostly reflected. Once this condition is satisfied, the converging lens can be either convex or concave depending on whether the sound speed in the SCs is smaller or greater than that in the medium.

Recently, it was experimentally demonstrated cervera  that proper SCs can indeed make refractive devices such as Fabry-Perot interferometers and acoustically converging lenses. This interesting observation has stimulated further explorations of acoustic imaging by SCsSanchez ; Garcia ; Ye4 , and has been also extended to the optical imaging by photonic crystal lensesHalevi ; Ye5 . In light of these novel developments, in this paper we wish to explore further the properties of the sonic crystal made lenses.

This paper presents a first attempt to quantify the imaging effect of sonic crystals. Here, we carry out numerical simulations on the focusing of acoustic waves by SCs. To comply with the current experimentscervera  so that experimental verifications could be readily done, we will consider the SCs made of arrays of rigid cylinders in air. It will become clear that the present approach can be readily extended to other SCs and also to photonic crystals. The results will demonstrate that SCs can make refractive lenses which nicely obey Lensmaker’s formula. It is also shown that the refraction dominates the focusing properties.

Before continuing, it is worth noting here that pursuing acoustic lenses can be dated back to 70s. For example, ultrasonic lenses made from bulk materials were proposed by Beaver et al. Beaver  and Szilard et al. Szi . However, these lenses are quite different from the sonic crystal lenses. The essential principles that govern the focusing phenomenon by sonic crystals are (1) the wave propagation are subdued by the crystal structure, leading to the refraction of waves commonly seen at the interface of two different materials; yet (2) the frequencies of travelling waves are still within the passing band, and therefore no propagation inhibition will incur, allowing efficient transmission through the crystalcervera .

Consider $`N`$ straight cylinders located at $`\stackrel{}{r_i}`$ with $`i=1,2,\mathrm{}N`$ to form regular arrays. An acoustic line source transmitting monochromatic waves is placed at $`\stackrel{}{r_s}`$. The scattered wave from each cylinder is a linear response to the incident waves which are composed of the direct wave from the source and the multiply scattered waves from other cylinders, and subsequently contributes to the total waves, forming a self-consistent multiple scattering scheme. The final wave reaching a receiver located at $`\stackrel{}{r}_r`$ is the sum of the direct wave from the source and the scattered waves from all the cylinders. Such a scattering process has been formulated exactly by Twersky twersky , and was detailed in Refs Ye2 ; Ye3 . For regular arrays of cylinders, the band structures are computed by the plane-wave method to obtain the acoustic phase speed inside the arrays.

In the following computation, the rigid cylinders of radius $`a`$ are arranged to form triangular arrays in air with lattice constant $`d`$. The following parameters from the experimentcervera  are used in the simulations: (1) the radius of the cylindrical rods is $`2.0`$cm; (2) the lattice constant is $`6.35`$cm; (3) The filling factor, defined as the area occupation of the cylinders per unit area $`f_s=(\pi /2\sqrt{3})(d/a)^2`$, is equal to 0.3598; (4) the sound speed in air is $`v_a=351`$m/s. Additionally, the acoustic transmission through the cylinder arrays is normalized as $`T=p/p_0`$, and the incident wave in this entire project is along the $`\mathrm{\Gamma }X`$ direction. We note here that the rigid cylinders can be any solid rods. As shown in Ref. sanchez2 , any material whose acoustic impedance with respect to the air exceeds roughly 10 can be used as the composition material for the rods.

Figure 1 presents the band structure result for the triangular array of rigid cylinders. We see that the dispersion in the low frequency region is linear. Our subsequent calculations will be restricted to this region only. We calculate the sound phase speed from the linear dispersive curve as $`v_{p,c}=\omega /K=295`$m/s. Then the refraction index is calculated as $`n=v_a/v_{p,c}=1.1898`$. We note that when waves propagate in structure media, it is usually necessary to distinguish the group velocity, roughly characterizing the energy flow, and the phase velocity. In the linear dispersion regions, the two velocities are nearly the same. We have also computed the phase velocity in other directions, yielding the consistent values. These results imply that the cylinder arrays may be regarded as an effective refractive medium, making it possible that SCs can be used as the refractive acoustic devices. This will be supported by the following simulation of the sonic crystal lenses.

A conceptual layout of the acoustic lensing system made from a sonic crystal is shown by Fig. 1. The geometrical factors, important to the following discussion, are clearly indicated in the figure. The source is place at a distance $`s_o`$ from the lens. The image is at a distance of $`s_i`$. The cylinders, represented by the black dots, are placed insider the lenticular area. Inside the area, the cylinders are arranged to form the triangular lattice with the parameters given above. Fig. 2 actually shows a double two-dimensional convex lens of a refractive sonic crystal whose surfaces have radii of curvature $`R_1`$ and $`R_2`$. We note that a three-dimensional lens can be fabricated by aligning two perpendicular two-dimensional lenses.

We first consider the acoustic transmission through the lenticular structure of SCs. The results are presented in Fig. 3. The scenario is illustrated by Fig. 3(a). The two dimensional spatial distribution of the normalized transmitted intensity is shown in Fig. 3(b). Here the $`x`$ axis is a horizontal line towards right, and the $`y`$ axis is placed vertically upward. We see that the focusing of the transmitted wave is evident. Since the exact location of the maximum intensity point is not clear from Fig. 3(b), we have computed the variation of the field intensity along the $`x`$ axis with $`y=0`$, and also along the $`y`$ axis with $`x=20`$m. The results are shown in Figs. 3(c) and 3(d). Fig. 3(c) shows that there is a peak at $`x20`$m. The intensity variation along the $`y`$ axis shows a significant peak at $`y=0`$. Here we observe that the intensity is better confined along the $`y`$ axis than along the $`x`$ axis. Some relevant parameters are listed in the figure caption.

Fig. 3 clearly demonstrate the acoustic converging effects by SCs. Since the lenticular shape is thin, the focusing effect may be quantified. According to the refraction theory, it is possible to relate the object distance or length $`s_o`$, the image distance $`s_i`$, and the focal length $`f`$ by the thin formulaHecht ,

$$\frac{1}{s_o}+\frac{1}{s_i}=\frac{1}{f}.$$
(1)
If the medium can be regarded as a refractive medium, the focal length will be related to the radii of the curvatures of the convex surfaces byHecht

$$\frac{1}{f}=(n1)\left(\frac{1}{R_1}\frac{1}{R_2}\right).$$
(2)
Eqs. (1) and (2) lead to Lensmaker’s formula

$$\frac{1}{s_o}+\frac{1}{s_i}=(n1)\left(\frac{1}{R_1}\frac{1}{R_2}\right),$$
(3)
where $`n`$ is the refraction index.

We have verified that the acoustic imaging by the SCs discussed above does obey Lensmaker’s formula. First from the band structure, we obtain the phase speed and subsequently the refraction index as the ratio between the speeds in the air and in the SCs. Then the focal length can be calculated from Eq. (2) with known $`R_1`$ and $`R_2`$. This will give the theoretical value for the focal length. The focal length can also be obtained by simulation. We vary the location of the source and then find the image position. Taking these two values into Eq. (1), we can get a simulated focal length for each source location. If the device indeed behave as a lens, the simulated focal lengths at various source locations should be consistent. Furthermore, if the lens is refractive, the simulated values should also be consistent with the theoretical value. We found these claims are indeed valid for SCs.

As an example, we consider the lenticular shape of arrays of cylinders described in the figure caption of Fig. 3. The results are shown in Figure 4. Here, both results from the theoretical and simulations are presented. In (a), the focal lengths estimated from the simulation for various object distances are shown by the crosses. As the comparison, the theoretical focal length calculated from Eq. (2) is also shown. In (b), the image distance versus the object distance is plotted. Here we see that (1) from (a) the simulated focal lengths are consistent with each other, and also consistent with the theoretical value; (2) from (b) the relation between the image distance and the object distance can be well described by Eq. (1) and also agrees remarkably well with the theoretical curve.

We have further verified the above agreement by varying the radii of the curvatures of the convex surfaces. The comparison with the theoretical prediction is shown in Fig. 5. In the simulation, the thickness of the lens is kept unchanged at about 80 cm, when the radii are varied. We also take that both the radii of the curved surfaces are the same; so the theoretical focal length is $`f=\frac{R}{2}\frac{1}{n1}.`$ The simulated value for the focal length is obtained as follows. For a fixed radius of the curvature, we vary the object distance and obtain the corresponding image distance. Then the focal length can be obtained through Eq. (1) for each object location. The focal length will be averaged over all the locations. Then we change to other values for the radius of the curvature. In this way we obtain the simulated focal lengths as a functions of the radius. The theoretical results are obtained from Eq. (2) with the refraction index obtained from the band structures. Figure 5 shows that the estimated focal lengths are in excellent agreement with the theoretical prediction. Here we would also like to note that the agreement will deteriorate when the size of lenses is too small. In fact, when the size is too small, the diffraction effect will become dominant and therefore the focusing can no longer be described by the refraction process.

In summary, here we demonstrate that SCs not only can make acoustic focusing devices, but also the focusing behavior can be well described by Lensmaker’s formula. This finding will help design of actual acoustic refractive devices, such as focusing audio speaker systems or sonars for large scale oceanographical probing purposes Clay . Underwater sonars with sonic crystal lenses may improve the detection of fish Ye6  and other marine organisms Chu . Although the present work has been focused upon the acoustic cases and on the rigid cylinders, it is easy to see that the ideas can be readily applied to other SCs, and as well as the photonic crystals.

###### Acknowledgements.

This work received support from the National Central University, National Science Council of Republic of China.