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# Near-Infrared Photometry of Irregular Satellites of Jupiter and Saturn

## 1 Introduction

The satellites of the giant planets can be divided into two classes, regular and irregular, based on their orbital characteristics. The regular satellites are thought to have been formed in a planetocentric disk with nearly circular, prograde orbits close to the equatorial plane of the planet. The irregular satellites, however, have highly inclined and eccentric orbits, both prograde and retrograde. These orbital characteristics suggest that they formed outside the circumplanetary disk and were subsequently captured. Objects in heliocentric orbits can be temporarily captured, for $`10100`$ orbits. Several mechanisms for making a temporary capture permanent have been proposed: 1) fragmentation during a single collision between an outer satellite and an asteroid (Colombo and Franklin, 1971); 2) a rapid increase in the mass of a planet during formation; and 3) gas drag from an extended gas envelope (Pollack et al., 1979) or a flattened disk (Ćuk and Burns, 2003) around the planet. Astakhov et al. (2003) suggest that chaos-assisted capture through dynamical diffusion with a flattened disk could dominate in regions close to the Kozai and other secular resonances. All these theories imply different dynamical distributions, capture time scales, and satellite ages.

Determining the physical characteristics of the irregular satellites is key to understanding their origin. In Grav et al. (2003) and Grav and Holman (2003) we reported a large set of optical $`BVRI`$ colors of the irregular satellites and showed that most of the dymanical clusters have homogeneous colors, indicating that the clusters are the result of the capture of larger progenitors that were subsequently disrupted (Gladman et al., 2001). The optical colors are consistent with the progenitors being outer main belt asteroids due to the lack of the extremely red colors found among the Centaur and Trans-Neptunian object (TNO) population. Extending the wavelength coverage into the near-infrared significantly helps in distinguishing between the possible origins of the progenitors.

Cruikshank (1980) and Degewij et al. (1980) reported near-infrared observations of the irregular satellites J VI Himalia and S IX Phoebe and found that the colors were different from those of the regular satellites, looking like low albedo carbonaceous chondritic asteroids. $`IJHK`$ band spectroscopy of J VI Himalia was collected by Dumas et al. (1998) and Brown (2000) presented $`1.32.4\mu `$m near-infrared spectra of J VI Himalia, J VII Elara, J VII Pasiphae, S IX Phoebe and N II Nereid. The three Jovian irregular satellites have flat, featureless spectra consistent with dark, carbonaceous chondrities. Both S IX Phoebe and N II Nereid had broad absorption features centered on $`2\mu `$m, indicating the presence of water ice. They argued that the presence of water ice on S IX Phoebe demonstrated that it is a captured outer solar system body, rather than an asteroid. The Two-Micron All Sky Survey (2MASS) detected 6 of the then 8 known Jovian irregular satellites in the $`JHK_s`$ bandpasses (Sykes et al., 2000). They found colors that were consistent with C- and D/P-type asteroids, except for J X Sinope, which had an extreme $`JH`$ color. Their $`1\sigma `$ errors were significant, however, evenly distributed in the range from $`0.03`$ (J VI Himalia) to $`0.28`$ (J X Sinope).

This work reports near-infrared photometry of 10 Jovian and 4 Saturnian irregular satellites. In section 2 we discuss the observations and the routines used for image reduction, data analysis and calibration. In section 3 we discuss our result and compare it to the results of other observations of irregular satellites in the near-infrared wavelength region. In section 4 we discuss the implications of our observations. Note that all use of C-, P- and D-type asteroids in the following text referees to the taxonomical classification scheme developed by Tholen (1984).

## 2 The Observations

Using the Gemini North 8m Telescope with the NIRI (Near InfraRed Imager) (Hora et al., 1995) we observed the irregular satellites in classical observing mode on Feb. 17-19th, 2003. The camera was used in its $`f/6`$ direct imaging configuration, giving it a scale of $`0.117`$ arcsec per pixels. All three nights were clear and photometric, with seeing of $`0.6`$ to $`1.3`$ arcseconds. We used a standard $`JHK_s`$ filter set, where $`K_s`$ (or $`K`$ “short”) is a medium band modified $`K`$ filter used to reduce thermal background from the warm telescope and surrounding structures (Persson et al., 1998). The $`K_s`$ and $`K`$ filter have virtually identical throughput with differences on the $`\pm 0.01`$ magnitude level (Persson et al., 1998).

The data reduction was performed in IRAF (Tody, 1986, 1993) using the Gemini and DAOPHOT (Stetson et al., 1990) packages. Flatfield and dark exposures were taken at morning and/or evening twilight and were combined to make normalized flatfield images and bad-pixel maps. Skyframes were created from the dithered science image. The science images were skyframe subtracted and flatfield divided, resulting in images with less than $`2`$% variation across the field. Some unidentified $`60`$Hz noise coming from the instrument or telescope is evident in some of the images but is too low to significantly contribute to the estimated errors of the photometry.

Aperture photometry was performed. The signal-to-noise ratio for the observed targets was large enough that aperture correction photometry was not needed. An aperture of $`3.0`$ arcseconds (25 pixels) was used, while a sky annulus starting at $`3.6`$ arcseconds (30 pixels) with a width of $`2.4`$ arcseconds (20 pixels wide).

A number of UKIRT near infrared standard stars (Hawarden et al., 2001) were taken throughout the night spanning the airmass of our science targets. The standard stars were used to derive zero points, airmass corrections and filter color corrections.

## 3 Results

The results of our observations of ten Jovian and four Saturnian irregular satellites are given in Table 1. Seven of these satellites were previously unobserved in the $`JHK_s`$ bandpasses. Our results of the six brightest Jovian irregular satellites are generally consistent with Sykes et al. (2000), but we have significantly improved on the errors of the photometry (the average of the $`JHK_s`$ color errors reported here is $`0.03`$). Figure 1 shows the J-H vs. H-K colors of the objects observed. On this figure we have also plotted the areas of $`JHK_s`$ phase space populated by known C, D, F and P-type asteroids as observed by the Two Micron All Sky Survey (2MASS; Sykes et al., 2000). From Figure 1 we see that most of the satellites are consistent with these outer main belt asteroids. There are however three satellites, J VII Elara, J XII Ananke and S IX Phoebe, that lie outside these areas. It should be noted that the few Centaurs observed in the near-infrared also fall into a similar range of near-infrared colors (Weintraub et al., 1997; Brown, 2000).

Figures 3-4 shows the low resolution spectra of the objects observed. The spectra shown are normalized at the $`V`$ filter ($`0.53\mu `$m). The BVRI colors have been taken from Rettig et al. (2001) and Grav et al. (2003) and solar colors were adopted as $`BV=0.67`$,$`VR=0.36`$, $`VI=0.71`$, $`VJ=1.08`$, $`VH=1.37`$ and $`VK=1.43`$ (Jewitt and Luu, 1998; Degewij et al., 1980). Note that there are values given for solar H-K and J-K colors by other authors that differ from this (for example Johnson et al., 1975).

Only a few V-J colors of irregular satellites are available. Values for J VI Himalia and S IX Phoebe were taken from Cruikshank (1980) and Degewij et al. (1980). To determine values for $`VJ`$ for the other targets the $`V`$ observations from Grav et al. (2003) were corrected for the heliocentric, geocentric and phase angle difference between the $`V`$ and $`J`$ observations using

$$H(1,1,0)=m5log(\mathrm{\Delta }R)\beta \alpha $$
(1)
where $`m`$ is the apparent magnitude, $`R`$ is the heliocentric distance, $`\mathrm{\Delta }`$ is the geocentric distance, $`\beta `$ is a constant phase coefficient and $`\alpha `$ is the phase angle. S IX Phoebe is, however the only irregular satellite of Jupiter and Saturn for which a phase coefficient has been determined (Kruse et al., 1986). At low phase angles ($`\alpha <1^{}`$) they found $`\beta =0.18\pm 0.04`$ mag/, but at larger phase angles ($`\alpha >2`$) it falls to $`\beta 0.10`$ mag/ Kruse et al. (1986). We have adopted the value of $`\beta =0.10`$ mag/ since all of the observations from Grav et al. (2003) are at higher phase angles than $`2^{}`$. Note that no correction due to rotational variations has been applied. To better compare members of the same families the $`VJ`$ values of the brightest member were used for all the family members. This of course makes the spectra seem more similar at a first glance than might be justified, but it significantly increases our ability to compare the visual and infrared observations. The errors plotted for the $`JHK_s`$ colors do not take into account the errors in our derivation of the $`VJ`$ colors, since this does not change any of our arguments.

For the Himalia and Gallic (the Saturnian $`45^{}`$-inclination) families we observed more than one member and thus can test if the homogeneous colors found in Grav et al. (2003) extend into the near- infrared. Figure 3 shows the low resolution spectra for the four members of the Himalia-family (S/2000 J11 has not been observed beyond the discovery apparition and is considered lost). The four spectra are very similar, all consistent with spectra of C-type asteroids. The only noticeable difference lies in the slightly redder color of J XI Lysithea in the visual wavelengths, but these differences are within the $`3\sigma `$ errors. The low resolution spectra of the two objects observed from the Gallic family, S XX Paaliaq and S XXIX Siarnaq, are plotted in Figure 4. The two spectra are very similar and seem to be consistent with a P-type asteroidal surface. The results from this survey further strengthen the arguments from (Grav et al., 2003) for the dynamical families being remainders of larger progenitors captured and subsequently fragmented due to collisions.

Using the low resolution reflectance spectra we identify J VIII Pasiphae as a C-type asteroid, J XII Ananke and J XVIII Themisto as P-type asteroids, while J IX Carme, and J X Sinope and J XVII Callirrhoe are identified as D-type asteroids (for examples of the different spectral classes see Tholen and Barucci, 1989). For the Saturnian irregular satellites S IX Phoebe is identified as having a F-type asteroidal surface, while the surface of S XXVI Albiorix is consistent with that of a P-type. The low resolution spectra show the large diversity among the irregular satellites of Jupiter and Saturn, ranging from the slightly blue spectrum of the Himalia-family members and S IX Phoebe, to the red spectrum of J IX Carme, J X Sinope and S XXVI Albiorix. Higher resolution spectra are needed however to secure these identifications. We looked for correlations between spectral type and orbital parameters, but no apparent patterns were found.

The data seem to indicate that S IX Phoebe and J XII Ananke have some small degree of contamination of water ices. A broad absorption feature centered on $`2.0\mu `$m due to water ices has been detected on S IX Phoebe in spectra by Owen et al. (1999) and Brown (2000). High resolution near-infrared spectra are needed to confirm this feature on J XII Ananke. The extreme values of the $`JH`$ and $`HK_s`$ colors of J IX Sinope reported by Sykes et al. (2000) were not seen in our data. The data are however consistent with each other on a $`3\sigma `$ level. It is conceivable that J IX Sinope does not have a homogeneous surface composition and that the two observations were performed at different rotational phases.

Our observations of S IX Phoebe confirm the colors found by both Cruikshank (1980) and Degewij et al. (1980). Most likely the two observations by Degewij et al. (1980), that do not agree with our results, are taken at different rotational phases than our observations. S IX Phoebe is known to have a bright spot with a peak albedo of $`0.11`$ which is significantly higher than the $`0.07`$ albedo of the rest of the surface (Simonelli et al., 1999).

## 4 Conclusions

We have collected near-infrared colors of 10 Jovian and 4 Saturnian irregular satellites. The colors are found to be consistent with the C,F,D and P type asteroids found in the outer parts of the main asteroid belt. The near-infrared colors show that four members of the Himalia-family have homogeneous colors, with weighted mean colors of $`JH=0.34\pm 0.02`$, $`HK_s=0.27\pm 0.02`$ and $`JK_s=0.65\pm 0.02`$. The the observed members of the Saturnian Gallic-family are also found to have homogeneous colors, with weighted mean colors of $`JH=0.37\pm 0.01`$, $`HK_s=0.16\pm 0.02`$ and $`JK_s=0.53\pm 0.01`$. The homogeneous colors of these two families further supports the hypothesis that these families are the remnants of larger progenitors that were captured and subsequently fragmented (Gladman et al., 2001; Grav et al., 2003).

Adding observations in the visual wavelengths and plotting the results as a reflectance spectra normalized at $`V`$ shows that the irregular satellites of Jupiter and Saturn have surfaces ranging from the neutral members of the Himalia-family and S IX Phoebe, to the red spectra of J IX Carme, J X Sinope and S XXVI Albiorix. Furthermore the low resolution spectra of J XII Ananke and S IX Phoebe show weak indications of broad absorption features centered on $`2.0\mu `$m from water ices. These features have been identified in S IX Phoebe using higher resolution spectra Owen et al. (1999); Brown (2000).

## 5 Acknowledgments

We would like to thank J. Jensen, S. Chan and the staff of the Gemini North Telescope for their excellent help in the taking and reduction of these onbservations. Based on observations obtained at the Gemini Observatory, which is operated by the Association of Universities for Research in Astronomy, Inc., under a cooperative agreement with the NSF on behalf of the Gemini partnership: the National Science Foundation (United States), the Particle Physics and Astronomy Research Council (United Kingdom), the National Research Council (Canada), CONICYT (Chile), the Australian Research Council (Australia), CNPq (Brazil), and CONICET (Argentina).

Tommy Grav is a Smithsonian Astrophysical Observatory Pre-doctoral Fellow at the Harvard-Smithsonian Center for Astrophysics, Cambridge, USA.

This work was supported by NASA grants NAG5-9678 and NAG5-10438.

## 6 Table and Figure Captions

Table 1. This table shows the circumstances and results of our observations. Heliocentric ($`r`$) and geocentric ($`\mathrm{\Delta }`$) distances are give in astronomical units (AU). The phase angles, $`\alpha `$, are given in degrees. $`1\sigma `$ errors are given.

Figure 1. Here the $`HK_s`$ vs. $`JH`$ near-infrared colors are shown for all the objects observed in this paper. The open and filled points indicates the optical color (grey and light red, respectively) of the irregular satellites as found by Grav et al. (2003). Given are $`1\sigma `$ errorbars. The four areas sketched show the approximate phase space covered by different asteroidal classes as observed by the 2MASS projects. Plotted are the C- (dotted), F- (long dashed), D- (short dashed) and P-type (dotted-short dashed) asteroidal classes (Sykes et al., 2000).

Figure 2. Same as figure 3, but showing the four members of the Himalia-family. Note the subtle difference in the optical of J XI Lysithea from the rest. The asteroids 10 Hygeia (C-type) is shown for comparison (Bus and Binzel, 2002; Burbine and Binzel, 2002).

Figure 3. Shown are the normalized reflectance spectra of the Jovian irregular satellite (excluding the four members of the Himalia-family, which are shown in figure 2). All spectra are normalized at the $`V`$ filter and all, but the spectrum of Sinope, have been offset for better comparison. The asteroids 10 Hygeia (C-type) and 336 Lacadiera (D-type) are shown for comparison (Bus and Binzel, 2002; Burbine and Binzel, 2002).

Figure 4. Same as figure 3, but showing the four Saturnian irregular satellites observed in this paper. Note the striking similarities of S XX Paaliaq and S XXIX Siarnaq. The asteroids 10 Hygeia (C-type) and 336 Lacadiera (D-type) are shown for comparison (Bus and Binzel, 2002; Burbine and Binzel, 2002).


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# The binary black hole scenario for the BL Lacertae object AO 0235+16

## 1 Introduction

The BL Lacertae object AO 0235+16 ($`z=0.94`$) is one of the most variable blazars across the entire electromagnetic spectrum. Fan & Lin (2000) have compiled the historical optical lightcurves, which present large amplitude outbursts. At short timescales, strong radio variability has been found by Quirrenbach et al. (1992), Romero et al. (1997), and Kraus et al. (1999), among others. Very rapid (timescales of hours) optical variations were reported in several opportunities (e.g. Rabbette et al. 1996, Heidt & Wagner 1996, Noble & Miller 1996, Romero et al. 2000a). The intranight optical duty cycle of this source seems to be close to 1 (Romero et al. 2002). The X-ray flux also displays significant and rapid outbursts (e.g. Madejski et al. 1996). At gamma-ray energies the source has been detected by EGRET experiment onboard the Compton satellite (Hunter et al. 1993, Hartman et al. 1999). All this activity makes of AO 0235+16 an outstanding candidate to probe the most extreme physical conditions in blazars.

The radio structure of the source has been studied at ground-based (e.g. Jones et al. 1984, Chu et al. 1996, Chen et al. 1999) and space (Frey et al. 2000) VLBI resolutions. The object is very compact at sub-milliarcsecond angular scales. Superluminal components with velocities up to $`30c`$ have been detected (e.g. Fan et al. 1996 and references therein). Chen et al. (1999) have argued, based on the variations of the position angle of the superluminal components from 1979 till 1997, that it is possible that the jet is rotating. The evidence, however, is far from conclusive.

Very recently, Raiteri et al. (2001) have reported the results of a very extensive multifrequency monitoring of AO 0235+16. On the long term, variations of 5 magnitudes in the $`R`$ band and up to a factor 18 in the radio emission were found. Periodicity analysis of the radio data based on the discrete autocorrelation function, the discrete Fourier Transform, and folded lightcurves, covering a time-span of $`25`$ yr, reveal the likely existence of a period of $`5.7\pm 0.54`$ yr (Raiteri et al. 2001). Additional analysis of the optical lightcurve with the Jurkevich method by Fan et al. (2002) shows a different periodic signal at $`2.95\pm 0.15`$ yr. The significance of this latter periodicity is confirmed by Monte Carlo simulations of random lightcurves (see Fan et al. 2002 for details).

Periodic signals in the lightcurves of different blazars have been interpreted by a number of authors in terms of suppermassive binary black holes systems (e.g. Sillampää et al. 1988, Katz 1997, Villata et al. 1998, Romero et al. 2000b, Rieger & Mannhaeim 2000, de Paolis et al. 2002). In the present paper we will discuss whether the binary black hole hypothesis can be adapted to the interesting case of AO 0235+16. The existence of abundant multiwavelength data on this source will help to constrain the model parameters. In the next section we shall present the basic features of the precessing jet model for AGNs. Then we will apply the model to AO 0235+16 and discuss the results. We close the paper with some brief conclusions.

## 2 Supermassive black hole binaries and disk precession

Supermassive black hole binaries (SBHBs) are the natural result of galaxy mergers. Their formation and evolution have been extensively discussed in the literature (e.g. Begelman et al. 1980, Roos 1981, Valtaoja et al. 1989). The fact that many (if not most) galaxies contain massive black holes and that galaxies often merge implies a relatively high formation rate of SBHBs. The current evidence for central engines of active galactic nuclei formed by massive binary systems includes double nuclei (as in the case of NGC4486B), wiggly jets (e.g. Kaastra & Roos 1992), double emission lines observed in several quasars (Gaskell 1996), and periodic optical lightcurves as in the case of OJ 287 (Sillanpää et al. 1988, Lehto & Valtonen 1996, Villata et al. 1998).

Geodetic precession of relativistic jets in SBHBs has also been often discussed in relation to large-scale helical jets (e.g. Begelman et al. 1980, Roos 1988). This effect is due to the Lense-Thirring dragging of inertial frames and is much slower than the tidally-induced precession produced by the gravitational torque of one of the black holes on the accretion disk of the other. If we are interested in short timescales we should focus on the second phenomenon (e.g. Katz 1997, Romero et al. 2000b). Newtonian precession of an accretion disk (which can be transmitted to the associated jets) has been extensively studied in the context of galactic binaries and microquasars (e.g. Katz 1973, 1980; Katz et al. 1982; Larwood 1998; Kaufman Bernadó et al. 2002). The general situation in an extragalactic scenario is depicted in Figure 1. We have two black holes in a close circular orbit of radius $`r_\mathrm{m}`$. One of the holes has an accretion disk which is non-coplanar with the orbital plane. It is usually expected that the jet is ejected perpendicularly to the disk plane, in the direction of the disk angular velocity $`\omega _\mathrm{d}`$. The gravitational torque of the companion black hole onto the disk will make the innermost part of it to precess, say within a radius $`r_\mathrm{d}`$ where the different parts of the fluid are efficiently coupled at the sound speed $`c_\mathrm{s}`$. This precession will be transmitted to the jets, which will move with a precession half-opening angle $`\theta `$ and a precession velocity given by (e.g. Katz 1997, Romero et al. 2000b):

$$\left|\mathrm{\Omega }_\mathrm{p}\right|\frac{3}{4}\frac{Gm}{r_\mathrm{m}^3}\frac{1}{\omega _\mathrm{d}}\mathrm{cos}\theta ,$$
(1)
where $`G`$ is the gravitational constant and $`m`$ is the mass of the black hole that exerts the torque upon the disk. By convention we will call this black hole the “secondary” and the accreting hole will be called the “primary” (its mass will be denoted by $`M`$). This does not necessarily imply that $`M>m`$. The orbital period $`T_\mathrm{m}`$ is related with the black hole masses and size of the orbit by Kepler’s law:

$$r_\mathrm{m}^3=\frac{G(m+M)T_\mathrm{m}^2}{4\pi ^2}.$$
(2)
The ratio between the orbital and the precessing periods can be related through the disk angular velocity $`\omega _\mathrm{d}=(GM/r_\mathrm{d}^3)^{1/2}`$:

$$\frac{T_\mathrm{m}}{T_\mathrm{p}}=\frac{3}{4}\frac{m}{M}\kappa ^{3/2}\left(\frac{M}{m+M}\right)^{1/2}\mathrm{cos}\theta ,$$
(3)
where $`T_\mathrm{p}=2\pi /\mathrm{\Omega }_\mathrm{p}`$ and $`\kappa =r_\mathrm{d}/r_\mathrm{m}`$. Since $`\kappa <1`$, normally $`T_\mathrm{m}/T_\mathrm{p}<1`$ too. For X-ray binaries in the Galaxy this ratio is typically $`0.1`$ (e.g. Larwood 1998).

The precession of the jet results into a variable viewing angle $`\varphi =\varphi (t)`$, which through the flux modulation due to the Doppler factor $`\delta =[\gamma (1\beta \mathrm{cos}\varphi )]^1`$ can produce a periodic signal in the non-thermal jet emission measured in the observer’s frame (e.g. Abraham & Romero 1999):

$$S^{\mathrm{obs}}(\nu )=\delta ^{2+\alpha }S(\nu ),$$
(4)
where $`\alpha `$ is the synchrotron spectral index.

In the next section we will constrain the value of the different parameters for the application of this scenario to AO 0235+16 and we will then try to evaluate the likelihood of the binary black hole hypothesis as a viable explanation of the radio periodicity observed in AO 0235+16.

## 3 Models for AO 0235+16

The non-thermal radio emission of AO 0235+16 is interpreted as incoherent synchrotron radiation produced by a power-law population of relativistic electrons in the jet of the object. Hence, the radio periodicity identified by Raiteri et al. (2001) should be related to processes occurring in the jet. We shall assume that the observed period is the consequence of the precession of the jet. In the observer’s frame, this period is $`T_\mathrm{p}^{\mathrm{obs}}5.7`$ yr. Due to relativistic effects, the intrinsic period in the blazar will be (e.g., Roland et al. 1994, Rieger & Mannheim 2000, Britzen et al. 2001):

$$T_\mathrm{p}^{\mathrm{obs}}=(1+z)_0^{T_\mathrm{p}}(1\beta \mathrm{cos}\varphi (t))𝑑t.$$
(5)
For small viewing angles, as it is the case with AO 0235+16, this yields:

$$T_\mathrm{p}\frac{2\gamma ^2T_\mathrm{p}^{\mathrm{obs}}}{1+z}.$$
(6)
As mentioned by Romero et al. (2000b) for the case of 3C273, a secondary black hole in a non-coplanar circular orbit around an accreting black hole must penetrate the outer parts of the disk, producing optical flares. A similar scenario has been discussed in connection to OJ 287 by Letho & Valtonen (1996). Since two black-hole/disk collisions are expected per orbit, the periodicity of the optical flares should be $`T_\mathrm{m}/2`$.

We shall assume that the optical periodicity found by Fan et al. (2002) in AO 0235+16 corresponds to the disk penetration by the secondary. Correcting by redshift, we get $`T_\mathrm{m}3`$ yr. Since this emission is originated in the accretion disk, which can be considered stationary in the observer’s frame, no relativistic corrections should be applied to this period. Just as an example, we mention that in the case of a jet with a Lorentz factor $`\gamma =2.5`$ we have a ratio $`T_\mathrm{m}/T_\mathrm{p}0.08`$, which is quite reasonable from a dynamical point of view (Katz 1973, Larwood 1998). Several specific models will be calculated below.

Estimates of the central black hole mass of AO 0235+16 can be obtained using high-energy data. The object has been observed by ROSAT and ASCA at soft X-ray energies (Madejski et al. 1996). The ROSAT data show rapid ($`3`$ days) and significant variability whereas the ASCA data present a steady source with a hard power-law energy index $`\alpha _\mathrm{x}=0.96\pm 0.09`$ and a flux of 0.3 $`\mu `$Jy at 1 keV. A small part of the X-ray emission is expected to be an isotropic field produced by the innermost part of the accretion disk whereas the remaining X-rays are probably beamed radiation from the jet, as suggested by the rapid variability observed by ROSAT. Gamma-rays produced close to the black hole will be absorbed in the isotropic X-ray fields by pair production (Becker & Kafatos 1995, Blandford & Levinson 1995). The region at which the opacity to pair creation drops to 1 for a given energy $`E`$ defines the concept of a $`\gamma `$-sphere: no photons with energy larger than $`E`$ will escape from the interior of the corresponding $`\gamma `$-sphere. Hence, if we have an adequate model for the accretion disk generating the absorbing field and an independent estimate (e.g. through high-energy variability observations) of the size of a given $`\gamma `$-sphere, we can calculate the mass of the black hole (see details in Section 3.3 below). This procedure has been adopted by a number of authors in studies of the central objects of gamma-ray blazars (e.g. Becker & Kafatos 1995; Fan et al. 1999, 2000; Cheng et al. 1999; Romero et al. 2000c). In particular, Fan et al. (2000) have estimated the mass of the accreting black hole in AO 0235+16 in the range $`(3.55.4)\times 10^8`$ $`M_{\mathrm{}}`$. In their calculation they assume a Scwharzschild black hole, with a specific two-temperature disk model which is responsible for the bulk of the X-ray emission. In the present work we will relax these assumptions, calculating a variety of models for both the black hole and the accretion disk. In addition, we will separate the X-ray emission in a jet-beamed component and an isotropic component following the technique introduced by Kembhavi (1993) and Kembhavi & Narlikar (1999).

### 3.1 Separation of the X-ray components

In 1987, Browne and Murphy assumed that the X-ray luminosity of active radio sources, $`L_\mathrm{x}`$, can be separated into two parts, namely a beamed part, $`L_{\mathrm{xb}}`$ and an unbeamed part, $`L_{\mathrm{xu}}`$, which gives, $`L_\mathrm{x}=L_{\mathrm{xb}}+L_{\mathrm{xu}}`$.

In standard radio beaming models it is usually assumed that the ratio of the beamed radio emission, at transverse orientation to the line of sight, to the extended radio emission is a constant. Browne and Murphy (1987) extended this to the X-ray luminosity and assumed that the beamed X-ray luminosity at transverse orientation is also proportional to the extended radio emission, i.e. $`L_{\mathrm{xb}}(90\mathrm{deg})=\mathrm{A}\mathrm{L}_{\mathrm{r},\mathrm{ext}}`$, with $`A=`$ constant. The beamed luminosity for an inclination angle $`\varphi `$ between the beam direction and the line of sight is $`L_{\mathrm{xb}}(\varphi )=g_\mathrm{x}(\beta ,\varphi )L_{\mathrm{xb}}(90\mathrm{deg})`$, where $`g_\mathrm{x}(\beta ,\varphi )`$ is the X-ray beaming factor, given by

$$g_\mathrm{x}(\beta ,\varphi )=\frac{1}{2}[(1\beta \mathrm{cos}\varphi )^{(2+\alpha _\mathrm{x})}+(1+\beta \mathrm{cos}\varphi )^{(2+\alpha _\mathrm{x})}].$$
(7)
Here, $`\beta `$ is the bulk velocity of the beamed flow in units of $`c`$, and $`\alpha _\mathrm{x}`$ is the spectral index of the beamed X-ray emission. The expression $`\beta \mathrm{cos}\varphi `$ can be obtained for each source from the following relation derived by Orr & Browne (1982) for radio quasars:

$$R_{\mathrm{radio}}=R_{90}\frac{1}{2}[(1\beta \mathrm{cos}\varphi )^2+(1+\beta \mathrm{cos}\varphi )^2],$$
(8)
where $`R_{\mathrm{radio}}=L_{\mathrm{rc}}/L_{\mathrm{r},\mathrm{ext}}`$ is the core-dominance ratio with $`L_{rc}`$ and $`L_{r,ext}`$ being the core and extended luminosities, and $`R_{90}=0.024`$ according to a statistical analysis by Orr & Browne (1982) for a sample of 38 flat-spectrum ($`S_\nu \nu ^\alpha `$, $`\alpha =0`$) quasars taken from Jenkins et al. (1977) sample. Then the ratio of the beamed to unbeamed X-ray luminosity can be written as:

$$R_\mathrm{x}=\frac{L_{\mathrm{xb}}}{L_{\mathrm{xu}}}=R_{\mathrm{tx}}g_\mathrm{x}(\beta ,\varphi ),R_{\mathrm{tx}}=\frac{L_{\mathrm{xb}}(90\mathrm{deg})}{L_{\mathrm{xb}}}.$$
(9)
In this latter expression $`R_{\mathrm{tx}}`$ is assumed to be a constant.

There are two problems with the Browne-Murphy model, i.e., a) it is not suitable for radio quiet quasars, and b) the correlation $`L_{\mathrm{xu}}L_{\mathrm{r},\mathrm{ext}}`$, depends on the redshift (see Kembhavi & Narlikar, 1999). In order to overcome these problems Kembhavi (1993) proposed a beaming model that uses the formalism suggested by Browne and Murphy but with a different scheme for separating the X-ray luminosity into beamed and isotropic parts. He considered a subset of 34 quasars with $`L_{\mathrm{rc}}/L_{\mathrm{r},\mathrm{ext}}>10`$ (selected from Browne and Murphy) for which a significant correlation was found between $`\mathrm{log}L_\mathrm{x}`$ and $`\mathrm{log}L_{\mathrm{rc}}`$. Because the fit is dominated by beamed emission, the $`\mathrm{log}L_\mathrm{x}`$$`\mathrm{log}L_{\mathrm{rc}}`$ relation suggests that there is a relation between the beamed X-ray and radio components. Following this method, we considered a sample of 19 gamma-ray loud blazars with $`L_{\mathrm{rc}}/L_{\mathrm{r},\mathrm{ext}}>10`$ and found a correlation

$$\mathrm{log}\left(\frac{L_\mathrm{x}}{\mathrm{WHz}^1}\right)=(0.64\pm 0.14)\mathrm{log}\left(\frac{L_{\mathrm{rc}}}{\mathrm{WHz}^1}\right)+3.49.$$
(10)
Then we assumed that a relation

$$\mathrm{log}\left(\frac{L_\mathrm{x}}{\mathrm{WHz}^1}\right)=0.64\mathrm{log}\left(\frac{L_{\mathrm{rc}}}{\mathrm{WHz}^1}\right)+\mathrm{log}k$$
(11)
holds for all gamma-ray loud blazars, where $`k`$ is a constant. In this sense, the total X-ray luminosity is given by

$`L_\mathrm{x}=L_{\mathrm{xb}}+L_{\mathrm{xu}}`$ $`=`$ $`L_{\mathrm{xb}}\left(1+{\displaystyle \frac{1}{R_{\mathrm{tx}}g_\mathrm{x}(\beta ,\varphi )}}\right)`$ (12)
$`=`$ $`kL_{\mathrm{rc}}^{0.64}\left(1+{\displaystyle \frac{1}{R_{\mathrm{tx}}g_\mathrm{x}(\beta ,\varphi )}}\right).`$ (13)
The two constants, $`\mathrm{log}k=3.48`$ and $`R_{\mathrm{tx}}=L_{\mathrm{xb}}(90\mathrm{deg})/\mathrm{L}_{\mathrm{xu}}=5.9\times 10^3`$, were determined by minimizing $`\mathrm{\Sigma }\left[\mathrm{log}(L_\mathrm{x}/L_\mathrm{x}^{\mathrm{obs}})\right]^2`$ as in Browne & Murphy (1987) and Kembhavi (1993). For the specific case of AO 0235+16 we get (all specific luminosities expressed in units of W Hz -1): $`\mathrm{log}L_{\mathrm{rc}}=27.6`$, $`\mathrm{log}L_{\mathrm{r},\mathrm{ext}}=26.41`$, $`\mathrm{log}L_\mathrm{x}=21.97`$, and $`L_{\mathrm{xb}}/L_{\mathrm{xu}}=1030`$. This means that only a fraction $`10^3`$ of the total X-ray flux can be attributed to the accretion disk. A detail discussion is presented in a separating paper by Fan, Romero, Lin, and Zhang (2003, in preparation).

### 3.2 Characterization of the models

In order to make quantitative estimates for the possible binary systems we shall follow the analytical treatment of Becker & Kafatos (1995) to fix the mass of the accreting black hole 111Throughout this paper we assume a Hubble constant $`H_0=100h`$ km s-1 Mpc-1, with $`h=0.75`$, and a deceleration parameter $`q_0=0.5`$. In particular we shall assume that the inner disk emission can be represented by models where the intensity has a dependency $`I(E,R)E^{\alpha _\mathrm{x}}R^\xi `$, where $`E`$ is the photon energy and $`R`$ is the radial distance on the disk ($`R_{\mathrm{min}}RR_0`$). The parameter $`\xi `$ characterizes the kind of the disk emission structure. A value $`\xi =3`$ corresponds to two-temperature disks where electrons mainly cool through Compton losses and protons through Coulomb interactions (e.g. Shapiro et al. 1976). These disks have a flux with a nearly power-law dependence on the radius $`F(R)R^3`$ (as the Shakura-Sunyaev disks) and an X-ray power-law spectrum with an index

$$\alpha _\mathrm{x}=\frac{3}{2}+\sqrt{\frac{9}{4}+\frac{4}{y}}$$
(14)
in the source frame, where $`y1`$ is the Compton $`y`$ parameter (e.g. Eliek & Kafatos 1983). A value $`\xi =0`$ corresponds to models of uniform bright at X-rays (no dependence on $`R`$) with a single-temperature hot corona that cools by interactions with soft photons from an underlying cool disk (e.g. Liang 1979). We shall consider models with Schwarzschild or Kerr black holes, with disks of single or two temperatures, and different outer radii $`R_0`$ (the inner radii $`R_{\mathrm{min}}`$ corresponds to the last stable orbit in each kind of black hole). We shall name these models, following Romero et al. (2000b), from model A to H. They are defined in Table 1. The radii are expressed in units of the gravitational radius $`R_\mathrm{g}=GM/c^2`$. The extent of the X-ray emitting region is not well known. Typical values for $`R_0`$ are $`30R_\mathrm{g}`$ (e.g. Shapiro et al. 1976), but higher values are possible. We consider cases with $`R_0=30R_\mathrm{g}`$ and $`R_0=100R_\mathrm{g}`$.

### 3.3 Mass of the accreting black hole

For each model in Table 1 we can now estimate the optical depth to pair creation for photons of energy $`E`$ propagating through the accretion disk field:

$$\tau _{\mathrm{x}\gamma }(E_\gamma ,z)=_z^{\mathrm{}}\alpha _{\mathrm{x}\gamma }(E_\gamma ,z_{})𝑑z_{},$$
(15)
where $`\alpha _{\mathrm{x}\gamma }`$ is the photon-photon absorption coefficient along the rotation axis of the disk (coincident with the jet that is nearly pointing to the observer). This coefficient can be calculated as in Becker & Kafatos (1995)–see also Cheng et al. (1999)– using the photon–photon cross section given by (e.g. Lang 1999):

$$\sigma (E_\mathrm{x},E_\gamma )=\frac{\pi r_0^2}{2}(1\varsigma ^2)\left[2\varsigma (\varsigma ^22)+(3\varsigma ^4)\mathrm{ln}\left(\frac{1+\varsigma }{1\varsigma }\right)\right],$$
(16)
where

$$\varsigma =\left[1\frac{(m_\mathrm{e}c^2)^2}{E_\mathrm{x}E_\gamma }\right]^{1/2},$$
(17)
$`r_0=2.818\times 10^{13}`$ cm is the classical electron radius, $`m_\mathrm{e}`$ its mass, and $`E_i`$ the energy of the interacting photons.

For calculation purposes, we can write the disk X-ray intensity as:

$$I(E_\mathrm{x},R)=I_0\left(\frac{E_\mathrm{x}}{m_\mathrm{e}c^2}\right)^{\alpha _\mathrm{x}}\left(\frac{R}{R_\mathrm{g}}\right)^\xi .$$
(18)
Then, the differential absorption coefficient will be

$$d\alpha _{\mathrm{x}\gamma }=\frac{I}{cE_\mathrm{x}}\sigma (E_\mathrm{x},E_\gamma )(1\mathrm{cos}\mathrm{\Theta })dE_\mathrm{x}d\mathrm{\Omega },$$
(19)
where $`\mathrm{\Theta }`$ is the angle between $`d\mathrm{\Omega }`$ and the direction of propagation of the $`\gamma `$-ray. When these rays propagate mainly along the rotation axis $`z`$, as expected for jet beamed emission, we can use eq. (15) and introduce geometrical simplifications due to the axial symmetry. After some algebra, this yields:

$$\tau _{\mathrm{x}\gamma }(E_\gamma ,z)\frac{AR_\mathrm{g}}{2\alpha _\mathrm{x}+3}\left(\frac{z}{R_\mathrm{g}}\right)^{2\alpha _\mathrm{x}3}\left(\frac{E_\gamma }{4m_\mathrm{e}c^2}\right)^{\alpha _\mathrm{x}}.$$
(20)
Here,

$$A\frac{\pi I_0\sigma _\mathrm{T}\mathrm{\Psi }(\alpha _\mathrm{x})}{(2\alpha _\mathrm{x}+4\xi )c}\left[\left(\frac{R_0}{R_\mathrm{g}}\right)^{2\alpha _\mathrm{x}+4\xi }\left(\frac{R_{\mathrm{min}}}{R_\mathrm{g}}\right)^{2\alpha _\mathrm{X}+4\xi }\right],$$
(21)
with $`\sigma _\mathrm{T}`$ the Thomson cross section, and $`\mathrm{\Psi }(\alpha _\mathrm{x})`$ a function plotted in Fig. 1 of Becker & Kafatos’ paper ($`\mathrm{\Psi }(\alpha _\mathrm{x})0.18`$ for AO 0235+16). The intensity $`I_0`$ can be estimated from the observed X-ray flux, $`F_{\mathrm{keV}}`$, by equation (5.1) of the same paper along with the condition imposed by our eq. (13).

Since it is an observational fact that AO 0235+16 emits photons with energies $`E=1`$ GeV (Hartman et al. 1999) we can impose the condition $`\tau _{\mathrm{x}\gamma }1`$ for photons of such energy. This condition along with an independent estimate of the size of the gamma-ray emitting region obtained from high-energy variability observations allows to estimate the mass of the accreting black hole through eq. (20). Notice that the mass of the central black hole determines the gravitational radius $`R_\mathrm{g}`$. The constraint on the size of the $`\gamma `$-spheres is:

$$z_\gamma ct_\mathrm{v}\frac{\delta }{1+z}\mathrm{cm}.$$
(22)
For AO 0235+16 $`t_\mathrm{v}3`$ days (Fan et al. 2000). The Doppler factor $`\delta `$ of the underlying jet flow is unknown. It should be significant smaller than the extreme Doppler factor inferred for the superluminal component, which are usually interpreted as relativistic perturbations or shocks propagating downstream. Fan et al. (2000) estimate a value $`\delta 2`$. Madejski et al. (1996) give a higher value $`\delta 3.1`$. Zhang et al. (2002) suggest $`\delta =8.9`$. We will perform our calculations for three different values: $`\delta =2`$, $`\delta =5`$, and $`\delta =10`$.

The results of our estimates of the mass of the accreting black hole are shown in Tables 2 \- 4. The obtained values for the different models range from $`3\times 10^8`$ $`M_{\mathrm{}}`$ (e.g. models B nd F for $`\delta =2`$) up to $`17\times 10^9`$ $`M_{\mathrm{}}`$ ( model G for $`\delta =10`$). The mass we obtain here for the case considered by Fan et al. (2000) –model C in Table 2– is higher because of the refinement introduced in this paper with the separation of the isotropic and beamed X-ray components.

We turn now to the secondary black hole mass and the orbital parameters in order to establish at least an upper bound on them.

### 3.4 Mass of the secondary

A close supermassive black hole system will lose energy by gravitational radiation and these losses will affect the orbital parameters. Hence, the errors in the determination of any periodic signal related to the orbital motion should impose an upper bound on these losses. From the work by Fan et al. (2002) we find that in the case of AO 0235+16, $`\mathrm{\Delta }T_\mathrm{m}/T_\mathrm{m}0.05`$. The orbit of the binary will decay on a timescale of (e.g. Shapiro & Teukolsky 1983):

$$\tau _0=|r/\dot{r}|\frac{5}{256}\frac{c^5}{G^3}\frac{r_\mathrm{m}^4}{(m+M)^2}\frac{1}{\mu },$$
(23)
where $`\mu =mM/(m+M)`$. We can rewrite the orbital radius given by eq. (2) as:

$$r_\mathrm{m}1.4\times 10^{16}(m_8+M_8)^{1/3}\mathrm{cm}.$$
(24)
Here we have used $`T_\mathrm{m}=3`$ yr and the masses are expressed in units of $`10^8M_{}`$. With this, eq. (23) becomes:

$$\tau _02.8\times 10^5\frac{(m_8+M_8)^{1/3}}{m_8M_8}\mathrm{yr}.$$
(25)
The relative constancy of the period found by Fan et al. (2002) implies that $`\tau _0>10^3`$ yr, which translates into a maximum possible value of the secondary black hole mass. Eq. (24) then imposes a maximum value to $`r_\mathrm{m}`$. For calculation purposes we shall adopt $`\tau _0=10^3`$ yr (in the source frame) in order to obtain upper limits for parameters. Shorter timescales are unlikely since the system would be in the final steps before the merger and other observational consequences should then manifest (like a tidal disruption of the disk, which is contradicted by the observation of a persistent jet). The resulting values for both $`m`$ and $`r_\mathrm{m}`$ are shown in the third and fourth columns of Tables 24.

## 4 Analysis of the results

Uniform disk precession will occur in the scenario here discussed only if the sound crossing time through the disk is considerably shorter than the characteristic precession period induced by the secondary. This allows the bending waves (which propagates at a velocity $`vc_\mathrm{s}`$ through the disk) to efficiently couple the different parts of the fluid in order to adjust the precession rate to a constant value (Papaloizou et al. 1998). This is confirmed by the numerical simulations performed by Larwood et al. (1996).

The radius $`r_\mathrm{d}`$ of the precessing part of the disk is related to the disk angular velocity $`\omega _\mathrm{d}`$ by $`\omega _\mathrm{d}=(GM/r_\mathrm{d}^3)^{1/2}`$. Then, using Eq. (1) with the observational fact that $`\mathrm{cos}\theta 1`$ (Fujisawa et al. 1999), we can establish the ratio $`\kappa =r_\mathrm{d}/r_\mathrm{m}`$ for each model. Only models for which $`\kappa `$ is significantly smaller than 1 can display uniform, nearly rigid, precession in their inner accretion disks (e.g. Katz 1973, Larwood 1998). Since we have only an upper bound onto the mass of the secondary black hole, we have plotted the curves $`\kappa =\kappa (m)`$ for all models whose primary masses are listed in Tables 24. These curves are presented as Figures 24. The value of $`\kappa `$ corresponding to the largest possible value of $`r_\mathrm{m}`$ is given in the last column of Tables 24.

From Figures 2 to 4 we see that models with single temperature disks and large outer radii (models F and B) are more prone to display uniform precession. Models with $`\delta =10`$ in general imply $`M>m`$. Nonetheless, some models with $`\delta =2`$ and $`5`$ are possible with $`m>M`$. We cannot exclude these models based only on a priori considerations. It is possible to imagine, for instance, that the original merger that resulted in the formation of the binary system occurred between an active blazar and a “dormant” quasar with a very massive central object that already swallowed up all available gas. Deep observations of the host galaxy can shed some light onto this particular point. The detection of peculiar Fe K$`\alpha `$ line profiles can be used to test whether the secondary has or not associated an accretion disk (Yu & Lu 2001).

The sound speed in the disk of the primary can be approximated by $`c_\mathrm{s}H\omega _\mathrm{d}`$, with $`H`$ the disk half-thickness. In the inner disk, the constraint of efficient physical communication in the fluid imposes $`c_\mathrm{s}>\mathrm{\Omega }_\mathrm{p}r_\mathrm{d}`$. Then, we have that in this region:

$$H>\frac{\mathrm{\Omega }_\mathrm{p}}{\sqrt{GM}}r_\mathrm{d}^{5/2}.$$
(26)
In our models for AO 0235+16 we found that $`H5\times 10^{12}`$ cm.

## 5 Additional comments

Precessing jet models are not the only kind of models based on binary black hole systems that can explain periodic behavior in AGNs. Other alternatives are orbital motion of a secondary black hole with an associated jet (e.g. Rierger & Mannhaim 2000, De Paolis et al. 2002), accretion disk instabilities (Fan et al. 2001 and reference therein ), and pair jets (Villata et al. 1998). The main difference between these models and the precessing jet model is that the latter implies the precession of the innermost part of the accretion disk.

Compton reflection of hard X-ray emission in the cold, outer material can be expected in these kind of systems. The iron K$`\alpha `$ line should change in the observer frame, oscillating around an average value with a period $`\mathrm{\Omega }_\mathrm{p}`$. Periodic changes in the intensity of the line with amplitudes up to $`30`$ % should be also observed (Torres et al. 2003). Although the detection of the iron K$`\alpha `$ line in AO 0235+16 is beyond the current sensitivity of X-ray observatories, future space missions like Constellation-X, with its superb spectral resolution and sensitivity might detect the line and its oscillation, then providing a tool to probe the nature of the periodic phenomena in this blazar, and the particular kind of models discussed here.

## 6 Conclusions

We have analyzed the feasibility of precessing disk models for a binary black hole system in the extremely variable BL Lacertae object AO 0235+16. We have presented an improved determination of the black hole mass of the accreting object in the system. We have also determined values and bounds to all other relevant parameters in the system. We found that, if the periodic activity recently reported for this object is based on jet precession induced by the gravitational torque of the companion black hole on the disk, then a large variety of models are possible, including models where either the mass of the primary is larger than the mass of the secondary or vice versa. If the Doppler factor of the relativistic flow is $`10`$, as suggested by some authors, then $`M>m`$ for almost all possible models. We emphasize, however, that the ultimate nature of the central engine in this violent blazar remains an open problem. The models here proposed can be tested through some simple predictions for the periodic behavior of the Fe K$`\alpha `$ line. Hopefully, future observational constraints from long-term multifrequency monitoring and space X-ray observations will help to unveil the source of the periodic events reported for AO 0235+16.

GER research on high energy astrophysics is mainly supported by Fundación Antorchas. Additional support comes from the Argentine agencies CONICET (PIP 0430/98) and ANPCT (PICT 98 No. 03-04881). JHF thanks the financial support from the National Natural Scientific Foundation of China (grant No. 19973001, 10125313) and the National 973 project (NKBRSF G19990754).


text:
# 1 Introduction

## 1 Introduction

Originally dynamical triangulations of string world-sheets were introduced as a reparametrization invariant lattice regularization. It successfully defined non-critical strings of fixed world-sheet topology in a non-perturbative way, the scaling to the continuum controlled by the lattice spacing . The so-called matrix model description was a very convenient way of implementing the combinatorial task of summing over all abstract triangulations of the world-sheet, which automatically, via the large $`N`$ expansion, arranged the world-sheets according to topology. No physical interpretation of the matrix itself was given until recently when it was suggested in the case of the $`c=1`$ matrix model that the matrix could be given the interpretation as the open string tachyon field between $`N`$ unstable D-branes ($`N`$ being the size of the matrix), the unstable D-branes themselves being identified as the eigenvalues of the matrices .

This intriguing picture has passed a number of non-trivial tests (also for models with $`c<1`$, ) and it offers the possibility for the first time to study quantum D-branes in strongly coupled string theories.

In this paper we will discuss the decay of such quantum D-branes.

The outline of this paper is as follows. In section 2 we describe the decay of the D0-brane in the classical approximation and reproduce directly from the classical motion the closed string tachyon 1-point function. In section 3 we present the exact quantum mechanical treatment of the same process, although without taking into account the effect of the Fermi sea, and show how a natural cut-off arises for the closed string emission. In section 4 we show how to exactly incorporate the effects of the string interactions (Fermi sea) in the preceeding quantum mechanical picture. We close the paper with a discussion.

## 2 Classical decay of the D0-brane

In the double scaling limit the ground state of 2d bosonic string theory is constructed by filling one side of the upside-down harmonic oscillator potential $`\lambda ^2/2\alpha ^{}`$ with free fermions up to a Fermi level $`\mu `$, where zero energy is the top of the potential. The string coupling $`g_s1/\mu `$ and the partition function, closed string tachyon operators, macroscopic loop operators etc have a unique perturbative expansion in $`g_s`$ which can be obtained from the exactly solvable quantum mechanics of the upside-down harmonic oscillator. As first pointed out in  the situation is unclear if we move to strong string couplings, i.e. small $`\mu `$ near the top of the potential. Clearly tunneling (so-called “non-perturbative” effects) between the two sides is no longer exponentially suppressed, but there is no “first principle” in the bosonic case telling us how to relate the two sides.

Fortunately in the case of two-dimensional 0B and 0A superstrings, as realized in , this ambiguity is lifted and both sides are filled up to the same level.

In the following we will perform calculations within the 0B model333However, all results derived here away from the strong coupling region ($`g_s`$ large) are qualitatively correct also for the the 2d bosonic string (the $`c=1`$ matrix model). defined by

$$𝑑Te^{{\scriptscriptstyle 𝑑t\left\{{\scriptscriptstyle \frac{1}{2}}(DT)^2+V(T)\right\}}}$$
(1)
where the nondynamical gauge field in the covariant derivative just restricts the path integral to singlet states and so the standard free fermions give a complete description of all the degrees of freedom.

Further, the quantum states of a D0-brane are precisely the quantum states of the Hamiltonian of the inverted harmonic potential except that the spectrum starts at $`\mu `$ and the model provides us with a complete description of the dynamics of a single D0-brane .

The potential for the 0B matrix model differs from the pure bosonic potential by a factor of two:

$$V=\frac{1}{4\alpha ^{}}\lambda ^2$$
(2)
As realized in  eigenvalues may be identified with (unstable) D0-branes. Consequently time dependent solutions are of interest since they may be identified with decay processes. A solution of the classical equations of motion is

$$\lambda (t)=\sqrt{4\mu \alpha ^{}}\mathrm{sin}\pi \stackrel{~}{\lambda }\mathrm{cosh}\frac{t}{\sqrt{2\alpha ^{}}},$$
(3)
where $`\stackrel{~}{\lambda }`$ should not be confused with the eigenvalue $`\lambda `$. Its energy relative to the Fermi surface $`E_F=\mu `$ is $`\mu \mathrm{cos}^2\pi \stackrel{~}{\lambda }`$. This solution is the matrix model analog of Sen’s ‘rolling tachyon’  and it will emit closed strings tachyons, the rate dictated by its contribution to the on-shell closed string 1-point function. This in turn can be computed since the closed string tachyon (in the NS-NS sector) can be defined  in the 0B matrix model as444In (4) we have made a rotation $`lil`$, in accordance with the discussion in , sec. 11.

$$T_{NSNS}(E)\underset{l0}{lim}(\text{leg factor})𝑑te^{iEt}\text{tr}e^{il\mathrm{\Phi }^2(t)}$$
(4)
where the so-called leg-factor is

$$\text{leg factor}=\frac{(2il)^{iE\sqrt{\alpha ^{}/2}}}{\mathrm{\Gamma }(iE\sqrt{\alpha ^{}/2})},$$
(5)
and the expectation value is with respect to the (double scaling limit) matrix integral:

$$\text{tr}e^{il\mathrm{\Phi }^2(t)}=𝑑\lambda \rho _{ds}(\lambda ,t)e^{il\lambda ^2},$$
(6)
$`\rho _{ds}(\lambda ,t)`$ being the appropriate double scaling limit of the eigenvalues.

Let us compute the contribution of the classical motion $`\lambda (t)`$ of the eigenvalue (3) to the 1-point function of the NS-NS closed string tachyon. The contribution of such a classical eigenvalue to $`\rho _{ds}(\lambda ,t)`$ is simply $`\delta (\lambda \lambda (t))`$. Thus we have to evaluate the integral

$$𝑑te^{iEt}e^{il4\mu \alpha ^{}\mathrm{sin}^2\pi \stackrel{~}{\lambda }\mathrm{cosh}^2\frac{t}{\sqrt{2\alpha ^{}}}}$$
(7)
in the limit $`l0`$. The non-trivial small $`l`$ behavior comes from the the large $`t`$ region of the integral and the following change of integration variable

$$u=le^{\sqrt{\frac{2}{\alpha ^{}}}t}$$
(8)
leads to an integral

$$\sqrt{\frac{\alpha ^{}}{2}}l^{iE\sqrt{\frac{\alpha ^{}}{2}}}_0^{\mathrm{}}\frac{du}{u}e^{i\mu \alpha ^{}u\mathrm{sin}^2\pi \stackrel{~}{\lambda }}u^{iE\sqrt{\frac{\alpha ^{}}{2}}}.$$
(9)
Performing the integral, setting $`\alpha ^{}=2`$ and inserting the leg-factor (5) we obtain the correct answer:

$$e^{iE\mathrm{log}\mathrm{sin}^2\pi \stackrel{~}{\lambda }}\frac{\mathrm{\Gamma }(iE)}{\mathrm{\Gamma }(iE)}\mu ^{iE}.$$
(10)
Analogous calculations here and below, can of course be easily done also for the closed string tachyons in the R-R sector.

## 3 ‘Quantum’ decay - D-brane wave packets

As already mentioned the quantum theory of a D0-brane in the $`c=1`$ theory is completely described as a free fermion with the Hamiltonian

$$H=\frac{1}{2}\frac{d^2}{d\lambda ^2}\frac{1}{2}\kappa ^2\lambda ^2$$
(11)
where $`\kappa =1/\sqrt{2\alpha ^{}}`$. Therefore the classical picture of D0-brane decay is only approximate, limited by the uncertainty principle. In the quantum theory we are forced to consider wave packets instead of localized eigenvalues following a classical trajectory with both a definite position and momentum. The only non-trivial aspect is the fermionic nature of the D0-branes, which gives an indirect interaction with the Fermi-sea background and thus reflects the nonzero value of the string coupling.

Let $`\psi (\lambda ,t)`$ be a normalized solution to the Schrödinger equation for $`H`$ and let us assume it has no overlap with the eigenfunctions of $`H`$ with energy $`E<E_F`$. The contribution of this quantum state to the density $`\rho _{ds}(\lambda ,t)`$ will be $`|\psi (\lambda ,t)|^2`$ and thus the corresponding contribution to (6), when inserted in (4), leads to the following integral:

$$T_{NSNS}^{quantum}(E)=\underset{l0}{lim}(\text{leg factor})𝑑te^{iEt}𝑑\lambda e^{il\lambda ^2}|\psi (\lambda ,t)|^2.$$
(12)
For an arbitrary solution to the Schrödinger equation we can always write

$$\psi (\lambda ,t)=\underset{E}{}c_E\psi _E(\lambda ,t).$$
(13)
If this expansion of $`\psi `$ contains $`E<E_F`$ they have to be cut away and the wave function re-normalized (see section 4 below).

Let us concentrate on the simplest wave packets, Gaussian wave packets, and ignore at first the problem of overlap with the Fermi sea. We will address it in the next section. First a few general observations: (1) for a quadratic potential the expectation values $`\lambda (t)`$ will always follow a classical orbit as follows from Ehrenfest’s theorem. (2) A wave packet which is Gaussian at some time $`t`$ will remain Gaussian. This follows because the propagator $`G(\lambda ,\lambda ^{};t)`$ corresponding to $`H`$ is Gaussian in $`\lambda ,\lambda ^{}`$. (3) Since the peak will then coincide with the expectation value of $`\lambda `$ we know that for an initial wave packet of the form

$$\psi (\lambda ,0)=\left(\frac{2a}{\pi }\right)^{\frac{1}{4}}e^{a(\lambda \lambda _0)^2+ip_0\lambda }$$
(14)
we have

$$|\psi (\lambda ,t)|^2=\left(\frac{2a(t)}{\pi }\right)^{\frac{1}{2}}e^{2a(t)(\lambda \lambda (t))^2}$$
(15)
where $`\lambda (t)`$ is just the classical orbit corresponding to initial values of $`\lambda _0,p_0`$ and $`a(t)`$ can be calculated to be555It can easily be read off from the propagator
$$G(\lambda ,\lambda ^{};t)=\left[\frac{\kappa }{2i\pi \mathrm{sinh}\kappa t}\right]^{1/2}\mathrm{exp}\left\{\frac{i\kappa }{\mathrm{sinh}\kappa t}[(\lambda ^2+\lambda _{}^{}{}_{}{}^{2})\mathrm{cosh}\kappa t2\lambda \lambda ^{}]\right\},$$
(16)
$$\psi (\lambda ,t)=𝑑\lambda ^{}G(\lambda ,\lambda ^{};t)\psi (\lambda ^{},0).$$
(17)

$$a(t)=\frac{a}{\mathrm{\Delta }(t)},\mathrm{\Delta }(t)=\mathrm{cosh}^2\kappa t+\frac{4a^2}{\kappa ^2}\mathrm{sinh}^2\kappa t$$
(18)
Consequently the temporal evolution of wave packets is essentially dictated by the classical energy666The actual quantum energy of the wave packet is $`\psi |H|\psi =H_{cl}(\lambda _0,p_0)+\frac{a}{2}\frac{\kappa ^2}{8a}`$. $`H_{cl}(\lambda _0,p_0)=\frac{1}{2}(p_0^2\kappa ^2\lambda _0^2)`$ since the peak just follows the classical orbit and the wave packet never splits in two, as a generic wave packet would do in the inverted harmonic potential. However, due to the very rapid spread of the wave one still has non-zero transmission though the potential barrier even if $`H_{cl}<0`$. For a given initial wave packet we see that a true classical picture of a localized wave function is only valid for times times $`\kappa t<\mathrm{log}a`$ or $`t<\sqrt{\alpha ^{}}\mathrm{log}a`$.

Let us for simplicity consider a wave packet where $`p_0=0`$ and $`\lambda _0>0`$. This is the wave packet version of Sen’s rolling tachyon and $`\lambda _0`$ will now be related to $`\mu `$ as follows:

$$\lambda _0^2=4\mu \alpha ^{}\mathrm{sin}^2\pi \stackrel{~}{\lambda }.$$
(19)
We can now calculate the closed string tachyon one-point function (12). The integral over the eigenvalues gives in this case

$$\frac{1}{\sqrt{1+i\frac{\mathrm{\Delta }}{2a}l}}\mathrm{exp}\left(il\frac{\lambda _0^2\mathrm{cosh}^2\kappa t}{1+i\frac{\mathrm{\Delta }}{2a}l}\right)$$
(20)
It might seem as if one could neglect the contribution $`l\mathrm{\Delta }/2a`$ from the spreading of the wave packet since we take the $`l0`$ limit. However since $`\mathrm{\Delta }`$ grows exponentially in time this contribution is of the same order as the classical piece. Therefore the classical result (10) will get modified. Making the change of variable (8) we have to perform now the integral

$$\sqrt{\alpha ^{}/2}l^{iE\sqrt{\alpha ^{}/2}}_0^{\mathrm{}}\frac{du}{u}u^{iE\sqrt{\alpha ^{}/2}}\frac{e^{i\frac{\lambda _0^2}{4}\frac{u}{1+iCu}}}{\sqrt{1+iCu}}$$
(21)
where

$$C=\frac{1}{4}\left(\frac{1}{2a}+\frac{2a}{\kappa ^2}\right)=\frac{1}{2}\sqrt{\alpha ^{}/2}\left(\frac{1}{4a\sqrt{\alpha ^{}/2}}+4a\sqrt{\alpha ^{}/2}\right).$$
(22)
This integral can be performed by a further change of variable $`v=\frac{iCu}{1+iCu}`$ which leads to an integral of the form (with $`\alpha ^{}=2`$)

$$(iC)^{iE}_0^1𝑑vv^{iE1}(1v)^{iE\frac{1}{2}}e^{\frac{\lambda _0^2}{4C}.v}$$
(23)
The final result, after including the leg-factors, is

$`quantum`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(iE)}{\mathrm{\Gamma }(iE)}}\left({\displaystyle \frac{C}{2}}\right)^{iE}\mathrm{\Gamma }\left({\displaystyle \frac{1}{2}}iE\right){\displaystyle \frac{1}{\sqrt{\pi }}}{}_{1}{}^{}F_{1}^{}(iE,{\displaystyle \frac{1}{2}};{\displaystyle \frac{\lambda _0^2}{4C}})`$ (24)
$`classical`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(iE)}{\mathrm{\Gamma }(iE)}}\left({\displaystyle \frac{\lambda _0^2}{8}}\right)^{iE}`$ (25)
where for comparison we have also written the classical result and where the relation between $`\lambda _0`$ and $`\mu `$ is as in (19). Note that this appearance of $`\mu `$ (equivalently $`g_s`$) here is purely ‘kinematical’ and enters only through the initial condition $`\lambda _0`$. The appearance of $`\mu `$ due to string interactions (influence of Fermi sea) will be treated in the next section.

Let us first discuss the case when $`\lambda _00`$.

First note that from the asymptotics $`{}_{1}{}^{}F_{1}^{}(a,b;x)x^a\mathrm{\Gamma }(b)/\mathrm{\Gamma }(ba)`$ we see that the quantum result for the tachyon 1-point function leads to the classical one in the limit $`\mu \mathrm{}`$ ($`g_s0`$) while keeping the energies $`E`$ fixed.

However for any large but finite $`\mu `$ the behavior of both formulas is quite different. The classical result is a pure phase factor which for large $`E`$ behaves as:

$$T_{NSNS}^{classical}(E)i(\mathrm{})^{iE}e^{2iE}e^{2iE\mathrm{log}E}+𝒪(1/E)$$
(26)
Thus the number of emitted particles, $`N=\frac{dE}{E}|T_{NSNS}(E)|^2`$, diverges logarithmically and the expectation value of the emitted energy diverges linearly  as in the similar calculation in 26 dimensions . It was suggested that a cut-off of order $`1/g_s`$ should be put into these calculations but in our case of quantum D0-branes we see that such a cut-off arises naturally. Indeed, denoting $`M=\lambda _0^2/(4C)`$ we have the large $`E`$ asymptotics

$`{}_{1}{}^{}F_{1}^{}(iE,{\displaystyle \frac{1}{2}};M)`$ $``$ $`e^{\frac{M}{2}}\mathrm{cosh}\left(2\sqrt{M}\sqrt{{\displaystyle \frac{1}{4}}iE}\right)`$ (27)
$`\mathrm{\Gamma }(1/2iE)`$ $``$ $`\sqrt{2\pi }e^{\frac{\pi }{2}E}e^{iEiE\mathrm{log}E}`$ (28)
We see that the answer is cut off when $`\pi E/2\sqrt{2ME}`$, or, dropping constants, when $`EM`$. Thus the energy emitted is finite, the regularization provided by the quantum mechanical nature of the D0-brane as indeed conjectured in . If the classical orbit has a turning point away from zero ($`\lambda _00`$) then the cut-off is (with $`\alpha ^{}`$ reinserted and $`\mu \sqrt{\alpha ^{}}1/g_s`$)

$$\sqrt{\alpha ^{}}E_{cutoff}\frac{1}{g_s}\frac{1}{ca\sqrt{\alpha ^{}}+(1/ca\sqrt{\alpha ^{}})}\frac{1}{g_s},$$
(29)
where the constant $`c`$ is of order 1 and the last $``$ is valid when the location of the wave packet at $`t=0`$ is of the order of $`\sqrt{\alpha ^{}}`$. Anyway, $`1/g_s`$ will always serve as a upper cut-off as long as the $`\lambda _00`$.

Let us now turn to the opposite case. When the turning point of the classical orbit is close to the maximum of the potential $`M`$ goes to zero and the cut-off is now set just by (28). Then in the r.h.s. of (29) $`1/g_s`$ should be replaced by 1, showing that quantum effects wash out the signature of string perturbation expansion. In particular this is the case in the “pure quantum case” where $`\lambda _0=0`$ and the classical eigenvalue is located on the top of the potential without rolling down. This situation is not sustainable for the quantum brane and the probability of finding the eigenvalue within a distance $`d`$ from the origin decreases like $`e^{\kappa t}d\sqrt{a}`$ for the Gaussian wave packet. The cut-off of the emitted energy is then just $`E_{cutoff}=\sqrt{1/\alpha ^{}}`$.

## 4 Large $`g_s`$ and inclusion of the Fermi sea

Above we obtained the exact motion of the wave packet in the inverted potential. However we treated the motion independently from the other eigenvalues. This is a good approximation if the overlap with the Fermi sea is small. If we consider wave packets imitating to some degree the rolling tachyon of Sen we expect the above calculation to be reliable if $`\mu \sqrt{\alpha ^{}}1/g_s`$ is large. However, when the string coupling is large the Fermi level is close to the top and we are bound to get a significant overlap between the wave packet and the Fermi sea and it has to be taken into account.

The exact $`N`$-body wave function of the system will just be a Slater determinant with the $`\psi (\lambda ,t)`$ wave function derived in the previous section as one of its components. Then any observable such as the closed string tachyon 1-point function has to be computed using the Slater determinant wave function. Such a calculation would be in general quite formidable due to the needed anti-symmetrization and lots of possible subtle cancellations. This will introduce another source for the dependence on the string coupling $`g_s`$ into the picture (since this is encoded in the Fermi level).

In order to bypass these complications we will construct from $`\psi (\lambda ,t)`$ an equivalent $`\mu `$-dependent wave function $`\psi _{eff}(\lambda ,t)`$ which will render anti-symmetrization trivial and allow to use single particle intuitions.

To this end let us consider properly normalized Slater determinants. If all the component wave functions are orthogonal to each other then the Slater determinant will be properly normalized. This is certainly the case for the levels in the Fermi sea, but the wave packet $`\psi (\lambda ,t)`$ will have components also below the Fermi level. Of course these components will not contribute to the $`N`$-body wave function. So the only effect of the Fermi sea will be to truncate the original expansion of the wave packet

$$\psi (\lambda ,t)=\underset{E}{}c_Ee^{iEt}\varphi _E(\lambda )$$
(30)
to

$$\psi _{eff}(\lambda ,t)=𝒩\psi _{proj}(\lambda ,t)=𝒩\underset{E>\mu }{}c_Ee^{iEt}\varphi _E(\lambda )$$
(31)
where the normalization constant is

$$𝒩=\left(\underset{E>\mu }{}|c_E|^2\right)^{\frac{1}{2}}$$
(32)
Note that the normalization constant $`𝒩`$ will re-normalize all expectation values (average energies, 1-point functions) from the single particle case. The energy profiles of the 1-point functions will of course also change due to the absence in $`\psi _{proj}(\lambda ,t)`$ of some of the original components of $`\psi (\lambda ,t)`$. Since $`\psi _{eff}(\lambda ,t)`$ is orthogonal to all states below the Fermi level anti-symmetrization is trivial and effectively drops out.

The projector is $`P_{E_F}(E)=\theta (EE_F)`$, the Fourier transform of which is

$$P_{E_F}(t,s)=\frac{1}{2}\delta (ts)+\frac{ie^{iE_F(ts)}}{2\pi (ts)}.$$
(33)
Thus we can write (with $`E_F=\mu `$)

$$\psi _{proj}(\lambda ,t)=\frac{1}{2}\psi (\lambda ,t)+\frac{i}{2\pi }_0^{\mathrm{}}\frac{ds}{s}\left[e^{i\mu s}\psi (\lambda ,t+s)e^{i\mu s}\psi (\lambda ,ts)\right].$$
(34)
This integral representation is of course completely general and might be convenient whenever one actually knows the wave function $`\psi (\lambda ,t)`$.

The simplest case, and the one in the family of states we have considered here which is least semi-classical, is

$$\psi _0(\lambda ,0)=\frac{1}{(2\pi )^{\frac{1}{4}}}e^{\frac{\lambda ^2}{4}},\psi _0(\lambda ,t)=\frac{1}{(2\pi )^{\frac{1}{4}}}\frac{1}{\sqrt{\mathrm{cosh}\frac{t}{2}}}\frac{e^{\frac{\lambda ^2}{4}\frac{1i\mathrm{tanh}\frac{t}{2}}{1+i\mathrm{tanh}\frac{t}{2}}}}{\sqrt{1+i\mathrm{tanh}\frac{t}{2}}},$$
(35)
where the last expression follows from (17). With this choice of wave function both the classical energy $`H_{cl}=\frac{1}{2}(p_0^2\kappa ^2\lambda _0^2)`$ and the quantum energy $`\psi _0|H|\psi _0=H_{cl}(\lambda _0,p_0)+\frac{a}{2}\frac{\kappa ^2}{8a}`$ are zero.

In order to extract $`\psi _{eff}(\lambda ,t)`$ from $`\psi _0(\lambda ,t)`$ one can use the general formula (34) to get after some manipulations777Write (34) as $`_\mu ^{\mathrm{}}𝑑\mu \frac{d}{d\mu }\psi _{proj}`$, interchange the $`\mu `$ and $`s`$ integrations and change variables from $`s`$ to $`v`$.:

$$\psi _{proj}(x,t)=\psi (x,t)\frac{i}{\sqrt{2}\pi ^{\frac{5}{4}}}e^{\frac{\pi }{2}\mu }e^{i\mu t}_1^1\frac{(1v)^{\frac{3}{4}+i\mu }(1+v)^{\frac{3}{4}i\mu }e^{i\frac{x^2}{4}v}}{t+i\frac{\pi }{2}+\mathrm{log}\frac{1v}{1+v}}𝑑v$$
(36)
Alternatively in this particular case one can explicitly find the decomposition in energy eigenstates888The parity even parabolic cylinder functions $`\psi _E(\lambda )`$ can be found in , we use here the normalization from  and $`E=\frac{a}{2}`$ where $`a`$ is the parameter used in .:

$$\psi _0(\lambda ,t)=𝑑Ec_E\psi _E(\lambda )e^{iEt},c_E=2\frac{\sqrt{\left|\frac{\mathrm{\Gamma }(1/4iE)}{\mathrm{\Gamma }(3/4iE)}\right|}}{(4\pi \mathrm{cosh}(2\pi E))^{\frac{1}{4}}}$$
(37)
where the coefficients fall off exponentially for large $`|E|`$, $`c_E|E|^{1/4}e^{\pi |E|/2}`$. For large $`\mu `$ the overlap with the Fermi sea will indeed be exponentially small in $`\mu `$ and thus “non-perturbative” in nature. However, the “non-perturbative” nature is of the same origin as most other “non-perturbative” corrections discussed in the literature since the exponential nature of the correction comes from the Fermi-sea wave functions being in a classically forbidden region (around $`\lambda =0`$). The same can be said about the normalization constant $`𝒩`$ from (32). Note also that the energy of this “quantum” brane will change from zero to a positive value due to the interaction with the Fermi sea.

In Fig. 1 we have shown the behavior of the normalization constant $`𝒩`$ and the energy $`E_{eff}`$ defined by

$$E_{eff}=\psi _{eff}|H|\psi _{eff}.$$
(38)
Only for $`\sqrt{\alpha ^{}}\mu <1`$, i.e. for $`g_s>1`$ is there an effect which is not exponentially suppressed in $`\mu `$. This is corroborated by looking at the wave function $`\psi _{eff}(\lambda )`$ itself. However, for small $`\mu `$ we see quite a large change in the wave function due to the interaction with the Fermi sea, as shown in Fig. 2.

## 5 Discussion

This work was motivated by the calculations of closed string emission in the time-dependent rolling tachyon open string background of Sen. These calculations, in the context of 26-dimensional bosonic string theory were performed in  and in the context of 2d critical string theory and/or matrix models in . The observation was that the emitted energy was generically infinite. In the concrete calculations the open string background was viewed as purely classical999In  there is a discussion of using bosonization of chiral fermions to get a more complete treatment., which in the matrix model formulation translates into the statement that the eigenvalue corresponding to the D0-brane follows a classical trajectory in the inverted harmonic potential. Indeed, we saw that it was very simple to perform the closed string emission rate calculation using this classical trajectory. Here again the emitted energy is infinite, in accordance with the fact that the D0-brane is treated as a classical background object.

Since the quantum states of a D0-brane are in a one to one correspondence with the quantum states of the cut-off Hamiltonian in the inverted harmonic potential, the matrix model offers a simple way to move away from the classical situation. In this paper we derived an exact quantum description of the time-dependent decay process of the unstable D0-brane in type 0B two-dimensional superstring theory. By doing so the emitted energy indeed becomes finite, and for small $`g_s`$ it is cut off at $`\sqrt{\alpha ^{}}E=1/g_s`$. For large $`g_s`$ the cut-off is of order 1.

As often before, we are in a situation where the matrix model offers us a simple way of addressing questions which are not easily addressed in the continuum or higher dimensional theory. In particular here we could exactly treat a quantum open string background since, as discussed above, the quantum mechanics of fermions in the upside-down harmonic potential with energy levels below the Fermi level at $`E_F=\mu `$ filled should be viewed as a candidate for the continuum quantum open string field theory in 2d, describing the dynamics of D0-branes.

In order to apply the lesson from matrix models to higher dimensional critical string theories one needs to understand how to describe the quantum D-brane (quantum open string background) from a string point of view. One possibility is to use Witten’s open string field theory at the quantum level. However it would be most attractive to have a direct worldsheet description. Presently we can understand that the classical D-brane should be associated with a boundary conformal field theory, but the quantum D-brane generalizes this situation, and there should be a suitable string-theoretical description of the quantum D-brane. The ease with which the situation is handled in the matrix model context and the fact that very sensible results emerge is a strong hint that there should exist a simple higher dimensional string description too.

### Acknowledgment

Both J.A. and R.J. acknowledge support by the EU network on “Discrete Random Geometry”, grant HPRN-CT-1999-00161 as well as by MaPhySto, Network of Mathematical Physics and Stochastics, funded by a grant from Danish National Research Foundation. R.J. was supported in part by KBN grants 2P03B09622 (2002-2004), 2P03B08225 (2003-2006).


text:
# Exact microscopic analysis of a thermal Brownian motor

## Abstract

We study a genuine Brownian motor by hard disk molecular dynamics and calculate analytically its properties, including its drift speed and thermal conductivity, from microscopic theory.

Brownian motors, Maxwell demons, nonequilibrium,hard disk molecular dynamics, nanotechnology

It is (believed to be) impossible to systematically rectify thermal fluctuations in a system at equilibrium. Such a perpetuum mobile of the second kind, also referred to as a Maxwell demon md , would violate the second law of thermodynamics and would, from the point of view of statistical mechanics, be in contradiction with the property of detailed balance. Yet, it may require quite subtle arguments to explain in detail on specific models why rectification fails. Apart from the academic and pedagogical interest of the question, the study of small scale systems is motivated by rapidly increasing capabilities in nanotechnology and by the huge interest in small scale biological systems. Furthermore, when operating under nonequilibrium conditions, as is the case in living organisms, the rectification of thermal fluctuations becomes possible. This mechanism, also referred to as a Brownian motor rr , could furnish the engine that drives and controls the activity on a small scale. In this letter we propose a breakthrough in the theoretical and numerical study of a small scale thermal engine. Our starting point is the observation that one of the basic and most popular models, namely the Smoluchowski-Feynman ratchet rr ; smoluchowski ; feynman , is needlessly complicated, and can be replaced by a simplified construction involving exclusively hard core interactions. Its properties, including speed, diffusion coefficient and heat conductivity, can be measured very accurately by hard disk molecular dynamics and can be calculated exactly from microscopic theory.

In Fig. 1a, we have schematically depicted the construction originally introduced by Smoluchowski smoluchowski  in his discussion of Maxwell demons and re-introduced with two compartments at different temperatures by Feynman feynman . One compartment contains a ratchet with a pawl and a spring, mimicking the rectifier device that is used in clockworks of all kinds. The macroscopic mode of operation of such an object generates the impression that only clockwise rotations can take place, suggesting that this construction can be used as a rectifier of the impulses generated by the impacts of the particles in the other compartment on the blades with which the ratchet is rigidly linked. As Feynman has argued, such a rectification is only possible when the temperature in both compartments is different. We now introduce a model which is at the same time a simplification and generalization of this construction. First, we can dispose of the pawl and spring in the ratchet and consider any rigid but asymmetric object. An example with a cone-shaped object in one compartment and a flat “blade” or “sail” located in the other one is illustrated in Fig. 1b. Second, we replace the single rotational degree of freedom with a single translational degree of freedom (Figs. 1c and 1d). Third, we restrict ourselves to two-dimensional systems. Finally, the substrate particles in the various compartments are modeled by hard disks which undergo perfectly elastic collisions with each other while their center collides elastically with the edges of the motor remark .

We first report on the results obtained from molecular dynamics for two different realizations of our motor. The first one, referred to as arrow/bar or $`AB`$ is inspired by the above discussion. It consists of one triangular-shaped arrow in the first compartment and a flat bar in the other (Fig. 1c). The other motor, called arrow/arrow or $`AA`$, consists of an identical triangular-shaped arrow in both compartments (Fig. 1d). Both units of the motor are constrained to move as a rigid whole along the horizontal $`x`$-direction as a result of their collision with the hard disks in the two compartments. The initial state of the hard disk gases corresponds to uniform (number) densities $`\rho _1`$ and $`\rho _2`$ and Maxwellian speeds at temperatures $`T_1`$ and $`T_2`$, in the compartments $`1`$ and $`2`$ respectively, comment2  ($`k_B=1`$ by choice of units). The boundary conditions are periodic both left and right, and top and bottom. Unless mentioned otherwise, the following parameter values are used: Each compartment is a $`1200`$ by $`300`$ rectangle and contains $`800`$ hard disks (mass $`m=1`$, diameter $`1`$), i.e., particle densities $`\rho _1=\rho _2=0.00222`$. Initial temperatures were set to $`T_1=1.9`$ and $`T_2=0.1`$. The motor has a mass $`M=20`$, apex angle $`2\theta _0=\pi /18`$, and vertical cross section $`S=1`$. The averages are taken over $`1000`$ runs.

When the temperatures are the same in both compartments, $`T_1=T_2`$, no rectification takes place. In fact, Fig. 2 shows that the motor undergoes plain Brownian motion, with average zero speed, exponentially decaying velocity correlations and linearly increasing mean square displacement. The corresponding friction and diffusion coefficient obey the Einstein relation. On the other hand, as soon as the temperatures are no longer equal, the motor spontaneously develops an average systematic drift along the x-axis. The amplitude and direction of the speed depend in an intricate way on the parameters of the problem. In particular, the average speed increases with the temperature difference and the degree of asymmetry (decreasing $`\theta _0`$) and decreases with increasing mass of the motor roughly as $`1/M`$ (see the lower panel in Fig. 3). Note furthermore that the observed average speed can be very large, i.e. comparable to the thermal speed $`\sqrt{k_BT/M}`$ of the motor. The $`AA`$ motor has a peculiar behavior, resulting from the fact that both units are identical. Whereas equilibrium is usually a point of flux reversal, the velocity now displays a parabolic curve as a function of $`T_1T_2`$ with a minimum equal to zero at the equilibrium state $`T_1=T_2`$. It is clear from its symmetric construction that, at least when $`\rho _1=\rho _2`$, an interchange of $`T_1`$ with $`T_2`$ can not modify the speed so that the latter has to be an even function of $`T_1T_2`$, cf. Fig. 3.

We finally note that the observed systematic speed does not persist forever. Indeed, the motion of the motor along the x direction is a single degree of freedom that allows for (microscopic) energy transfers hence thermal contact between the compartments, a fact that was overlooked by Feynman in his analysis and first pointed out in parrondo ; sekimoto . As a result one observes that the temperatures in both compartments converge exponentially to a common final temperature with a concomitant reduction and eventual disappearance of the systematic motion as shown in Fig. 4. While this feature has already been documented in detail in other constructions vandenbroeck , we have focused here on conditions in which this conductivity is small and the compartments sufficiently large so that one reaches a quasi-steady state with a well defined and measurable average drift velocity.

To obtain analytic results from microscopic theory, which are asymptotically exact, we focus on the situation in which the compartments are infinitely large while the densities of the hard disk gases are extremely low (more precisely, the so-called high Knudsen number regime requires that the mean free path is much larger than the linear dimensions of the motor units). In this limit, each compartment, characterized by its particle density $`\rho _i`$ and temperature $`T_i`$, acts as an ideal thermal reservoir. We will furthermore assume that all the constituting units of the motor are closed and convex. Under these circumstances, the motor never undergoes recollisions and the assumption of molecular chaos becomes exact lk . The probability density $`P(V,t)`$ for the speed $`\stackrel{}{V}=(V,0)`$ of the motor thus obeys the following Boltzmann-Master equation:

$`_tP(V,t)=`$
$`{\displaystyle 𝑑r\left[W(Vr,r)P(Vr,t)W(V,r)P(V,t)\right]}`$ (1)
$`W(V,r)`$ is the transition probability per unit time for the motor to change speed from $`V`$ to $`V+r`$ due to the collisions with the gas particles in various compartments. The explicit expression for $`W(V,r)`$ follows from elementary arguments familiar from kinetic theory of gases, taking into account the statistics of the perfectly elastic collisions of the motor, constrained to move along the $`x`$-direction, with the impinging particles:

$$W(V,r)=\underset{i}{}_0^{2\pi }𝑑\theta _{\mathrm{}}^{\mathrm{}}𝑑v_x_{\mathrm{}}^{\mathrm{}}𝑑v_y\rho _i\varphi _i(v_x,v_y)L_iF_i(\theta )(\stackrel{}{V}\stackrel{}{v})\stackrel{}{e}(\theta )H[(\stackrel{}{V}\stackrel{}{v})\stackrel{}{e}(\theta )]\delta \left[r+\frac{m}{M}B(\theta )(Vv_x+v_y\mathrm{cot}\theta )\right]$$

Here, the sum over $`i`$ runs over all the different compartments, $`L_i`$ is the total circumference of the $`i`$th unit of the motor, $`B(\theta )=2M\mathrm{sin}^2\theta /(M+m\mathrm{sin}^2\theta )`$, $`H[x]`$ is the Heaviside function, and $`\stackrel{}{e}(\theta )=(\mathrm{sin}\theta ,\mathrm{cos}\theta )`$ is the unit vector normal to a surface at angle $`\theta `$, $`\theta [0,2\pi ]`$, the angles being measured counter-clockwise from the horizontal axis. $`\varphi _i(v_x,v_y)=m\mathrm{exp}\left[m(v_x^2+v_y^2)/2k_BT_i\right]/2\pi k_BT_i`$ is the Maxwellian velocity distribution in compartment $`i`$. The shape of any closed convex unit of the motor is defined by the (normalized) probability density $`F(\theta )`$ such that $`F(\theta )d\theta `$ is the fraction of its outer surface that has an orientation between $`\theta `$ and $`\theta +d\theta `$. Note that $`\mathrm{sin}\theta =\mathrm{cos}\theta =0`$, where the average is with respect to $`F(\theta )`$, a property resulting from the requirement that the object is closed.

The Boltzmann-Master equations (1) and (Exact microscopic analysis of a thermal Brownian motor) can now be solved by a perturbation expansion in $`\sqrt{m/M}`$, following a procedure similar to the one used in one-dimensional problems such as the Rayleigh piston vankampen  or the adiabatic piston gruber . The details are somewhat involved and will be given elsewhere meurs . To lowest order in the perturbation, the Master equation (1) reduces to a Fokker-Planck equation equivalent to the following linear Langevin equation:

$$M\dot{V}=\underset{i}{}\gamma _iV+\underset{i}{}\sqrt{2\gamma _ik_BT_i}\eta _i$$
(2)
with $`\eta _i`$ independent Gaussian white noises of unit strength and

$$\gamma _i=4\rho _iL_i\sqrt{\frac{k_BT_im}{2\pi }}_0^{2\pi }𝑑\theta F_i(\theta )\mathrm{sin}^2\theta $$
(3)
the friction coefficient experienced by the motor due to its presence in compartment $`i`$. We conclude that at this order of the perturbation the contributions from the separate compartments add up and are each - taken separately - of the linear equilibrium form. In particular the motor has no (steady state) drift velocity, $`V=0`$. It does however conduct heat. In the case of two compartments $`1`$ and $`2`$, the heat flow per unit time between them is, as anticipated in Ref. parrondo, , given by a Fourier law: $`\dot{Q}_{12}=\kappa (T_1T_2)`$ with conductivity $`\kappa =k_B\gamma _1\gamma _2/[M(\gamma _1+\gamma _2)]`$. One also concludes from (2) and (3) that the (steady state) velocity distribution of the motor is Maxwellian, but at the effective temperature

$`T_{\text{eff}}={\displaystyle \underset{i}{}}\gamma _iT_i/{\displaystyle \underset{i}{}}\gamma _i`$ (4)
At the next order of perturbation in $`\sqrt{m/M}`$, the corresponding Langevin equation becomes nonlinear in $`V`$ while at the same time the Gaussian nature of the white noise is lost, a feature well-known from the Van Kampen $`1/\mathrm{\Omega }`$ expansion vankampen . The most relevant observation is the appearance, at the steady state, of a non-zero drift velocity:

$`V`$ $`=`$ $`\sqrt{{\displaystyle \frac{\pi k_BT_{\text{eff}}}{8M}}}\sqrt{{\displaystyle \frac{m}{M}}}`$ (5)
$`\times `$ $`{\displaystyle \frac{\underset{i}{}\rho _iL_i\frac{T_iT_{\text{eff}}}{T_{\text{eff}}}_0^{2\pi }𝑑\theta F_i(\theta )\mathrm{sin}^3\theta }{\underset{i}{}\rho _iL_i\sqrt{\frac{T_i}{T_{\text{eff}}}}_0^{2\pi }𝑑\theta F_i(\theta )\mathrm{sin}^2(\theta )}}`$
This speed is of the order of the thermal speed of the motor, times the expansion parameter $`\sqrt{m/M}`$, and further multiplied by a factor that depends on the details of the construction. Note that the Brownian motor ceases to function in the absence of a temperature difference ($`T_iT_{\text{eff}},i`$) and in the macroscopic limit $`M\mathrm{}`$ ($`V1/M`$). Note also that the speed is scale-independent, i.e., independent of the actual size of the motor units: $`V`$ is invariant under the rescaling $`L_i`$ to $`CL_i`$. To isolate more clearly the effect of the asymmetry of the motor on its speed, we focus on the case where the units have the same shape in all compartments, i.e. $`F_i(\theta )=F(\theta )`$. In this case $`T_{\text{eff}}`$ is independent of $`F(\theta )`$ and the drift velocity is proportional to $`\mathrm{sin}^3\theta /\mathrm{sin}^2\theta `$, with the average defined with respect to $`F(\theta )`$. The latter ratio is in absolute value always smaller than $`1`$, a value that can be reached for “strongly” asymmetric objects as will be shown below on a particular example.

We now turn to a comparison between theory and simulations. From the general result (5), one obtains the following expressions for the speed of the two motors that were studied:

$`V_{AA}`$ $`=`$ $`\rho _1\rho _2(1\mathrm{sin}\theta _0)`$ (6)
$`\times `$ $`\sqrt{{\displaystyle \frac{m}{M}}}\sqrt{{\displaystyle \frac{\pi k_B}{8M}}}{\displaystyle \frac{(T_1T_2)(\sqrt{T_1}\sqrt{T_2})}{[\rho _1\sqrt{T_1}+\rho _2\sqrt{T_2}]^2}}`$
$`V_{AB}`$ $`=`$ $`\rho _1\rho _2(1\mathrm{sin}^2\theta _0)\sqrt{{\displaystyle \frac{m}{M}}}\sqrt{{\displaystyle \frac{\pi k_B}{2M}}}`$ (7)
$`\times `$ $`{\displaystyle \frac{(T_1T_2)\sqrt{T_1}}{[2\rho _1\sqrt{T_1}+\rho _2\sqrt{T_2}(1+\mathrm{sin}\theta _0)]^2}}`$
In agreement with previous arguments, the AA motor, cf. (6), always moves in the same direction, namely the direction of the arrow. Furthermore it is an example where one can increase the asymmetry to generate a maximum drift speed. The limit $`|\mathrm{sin}^3\theta |=\mathrm{sin}^2\theta `$ is reached here when $`\theta _00`$, which corresponds to an infinitely elongated and sharp arrow in both compartments. Due to strong finite size effects (e.g. sound waves among others), the agreement between the theoretical results (6) and (7) and the computer simulations is only qualitative: the theory predicts speeds which are typically $`2040\%`$ lower. However, Eqs.(6) and (7) can be fitted to the simulation results by appropriately rescaling the magnitude of the velocity (see Fig. 3), indicating that their dependencies on the parameters, $`M`$, $`T_1`$ and $`T_2`$, are in good agreement with the simulations.

In conclusion, we have provided a detailed analytic and numerical study of a simplified version of the Smoluchowski-Feynman ratchet, including an exorcism - based on microscopic theory - of its operation as a Maxwell demon.

This work was supported in part by the National Science Foundation under Grant No. DMS-0079478.