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# End-cap Modules for the ATLAS SCT

## 1 Introduction

The ATLAS  experiment at the Large Hadron Collider LHC will contain a large silicon strip detector as part of the inner tracking detector. This SemiConductor Tracker (SCT)  consists of a barrel and two forward end-caps, see Fig. 1a. The barrel and end-cap parts are equipped with about 2000 modules each.

The modules are made from single-sided p-on-n silicon strip sensors  glued back-to-back, with a 40 mrad stereo angle, on a graphite support structure, and read-out in binary mode by custom made ASICs. For the end-cap modules the 12 ASICs per module, together with components for the optical transmission of commands and data, are mounted on a double-sided hybrid produced from a 6 layer copper/Kapton flex. Three different end-cap module types (inner, middle and outer), see Fig. 1b for an example, made from five different wedge shaped sensor designs are needed. The sensors are 285 $`\mu m`$ thick and contain 768 read-out strips with a pitch varying in the range from 55 to 95 $`\mu m`$. The inner modules only contain two sensors, whereas the middle and outer modules each have four sensors of slightly different shape, such that all module types have different sensor capacitance. Within the tight constraints imposed by the need for radiation hardness, high rate capability, low mass, low cost and overlap between neighbouring modules the design  has been optimised for a thermal split between the read-out ASICs and the sensors.

## 2 Performance of prototype end-cap modules

A number of prototype end-cap modules has been built to verify the design concerning the thermal, mechanical and electrical performance. Some recent results from these modules are reported here. Earlier results can be found in , and the performance in multi module tests, together with the module behaviour under deliberate injection of external noise, is discussed in .

To achieve a precise tracking the position and orientation of the individual sensors has to be known with high accuracy. To facilitate the detector calibration with tracks, and to be able to reliably contribute to the fast trigger, the module design aims for ’equal’ modules such that initially only modules and not individual sensors have to be aligned . This imposes strict requirements on the module construction, the strongest being an only $`\pm 5`$ $`\mu m`$ tolerance on the reproducibility of the positioning of the sensors perpendicular to the strips. Using precision stages for the sensor alignment and optimising the various steps in the module construction these requirements can be met with high yield. This is demonstrated for some geometrical parameters in Fig. 2. The distributions of deviations from the nominal values shown are well within the tolerances, which are indicated by the dashed lines.

A key issue for the binary read-out scheme is the stability of the modules with respect to noise and gain. The chip-to-chip and module-to-module variation of noise and gain is small, Fig. 3. Since the inner modules only have two sensors their average noise of about 1000 $`\mathrm{e}^{}\mathrm{ENC}`$ is lower than the noise for middle and outer modules, which is similar and on average amounts to 1350 $`\mathrm{e}^{}\mathrm{ENC}`$ and 1450$`\mathrm{e}^{}\mathrm{ENC}`$. The temperature dependence is about 6 $`\mathrm{e}^{}\mathrm{ENC}`$ per degree Celsius, the gain is about 50 $`\mathrm{mV}/\mathrm{fC}`$. Since the average signal is about 3.3 $`\mathrm{fC}`$, the signal to noise ratio, e.g. for middle modules, is about 15 for non-irradiated modules.

The best performance is reached at as high as possible efficiency with as low as possible noise occupancy. For non-irradiated modules, these two quantities are shown in Fig. 4a as functions of the discriminator threshold. The design values of an efficiency larger than 99$`\%`$ at a noise occupancy of less than $`510^4`$ can be reached for a large range of operating thresholds. However, the module performance is deteriorated after receiving the full dose of ten years of operation at the LHC. The radiation damage at the LHC is conservatively simulated by irradiating the modules with 24 $`\mathrm{GeV}`$ protons with a fluence of $`3.310^{14}`$ p/cm2. After this treatment the module performance has been significantly degraded . The leakage current rises from a few nA to about 1.5 mA at 400 V for outer modules, and now significantly contributes to the heat budget of the modules. The noise is increased, e.g. for outer modules to about 2100-2400 $`\mathrm{e}^{}\mathrm{ENC}`$, and the temperature dependence raises to about 20 $`\mathrm{e}^{}\mathrm{ENC}`$ per degree Celsius. The collected charge decreases, and the gain drops to about 30 $`\mathrm{mV}/\mathrm{fC}`$. The radiation damage results in a lower efficiency at larger noise occupancy and the design values can only be reached in a very small window of operating threshold around 1.2 $`\mathrm{fC}`$, Fig. 4b.

To verify that, even with the degraded performance expected towards the end of LHC running, high tracking efficiencies at low fake rates can still be obtained, several fully irradiated modules, interspersed with non-irradiated ones, are put into a test beam setup, Fig. 5.

The fully irradiated barrel and end-cap modules, marked with a star in Fig. 5, are placed at about the distances they will have in ATLAS. The position of the 180 $`\mathrm{GeV}`$ pion beam is precisely determined using an external silicon telescope with analog read-out. The tracking performance is studied by varying the noise occupancy via the threshold . The observed residuals of the space points per module are according to expectations from the geometry, about 17 (800) $`\mu m`$ perpendicular (parallel) to the strips. The tracking efficiency is found to be similar for barrel and end-cap modules, and to be consistent with the product of the individual sensor efficiencies. For a track reconstructed from three modules, and at 1.2 $`\mathrm{fC}`$ threshold, an efficiency of more than 97$`\%`$ at about 10-3 fake rate is achieved. For four modules the efficiency is still larger than 97$`\%`$, however at a lower fake rate compatible with zero. In conclusion, this demonstrates that the fully irradiated modules still allow for tracking with high efficiency and low fake rate.

## 3 SCT production status

The SCT Collaboration consists of 284 members from 41 institutions in Asia, Australia, Europe and the US. Consequently, both for the barrel and the end-cap part, the production of modules is distributed among several production centers around the world, requiring a complex logistics. The control of material and test results is provided by a central database . Mounting of modules to barrels and end-cap disks is done in Japan, the UK and the Netherlands. The final integration into the ATLAS inner detector will be performed at CERN. For the barrel part module production is well underway and about 1/3 completed, whereas the end-cap module production has just started. The installation of services on barrels and disks has commenced, but no module mounting has been done as of now. The envisaged completion dates are end of 2004 for the barrel and mid 2005 for the end-caps.

## 4 Conclusions

The ATLAS inner detector will be equipped with a silicon strip detector, the SCT. A number of prototype end-cap modules demonstrates that the mechanical requirements can be met with sufficient yield. The electrical performance of non-irradiated modules is according to the design. In contrast, the irradiated modules only allow for a marginal operating flexibility after receiving the full LHC dose. The series production is underway for barrel modules and has just started for end-cap modules. In December 2004 (May 2005) the barrel (end-cap) part is expected to be ready for integration into the ATLAS inner detector.
Acknowledgement:
I wish to thank the organisers of this interesting conference for the fruitful atmosphere they created throughout the meeting.


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# Many-Body Approximation Scheme Beyond GW

## Abstract

We explore the combination of the extended dynamical mean field theory (EDMFT) with the GW approximation (GWA); the former sums the local contributions to the self-energies to infinite order in closed form and the latter handles the non-local ones to lowest order. We investigate the different levels of self-consistency that can be implemented within this method by comparing to the exact QMC solution of a finite-size model Hamiltonian. We find that using the EDMFT solution for the local self-energies as input to the GWA for the non-local self-energies gives the best result.

Introduction.– The GW approximation (GWA) hedin (1) is one of the most successful methods to describe electronic structure of weakly correlated materials. It includes the lowest order perturbative corrections in the screened Coulomb interaction to the electron self-energy. In real space-time, the electron self-energy is given by the product “GW”, where “G” represents the electron Green’s function and “W” the RPA screened Coulomb interaction. The GWA has been successfully applied to the calculations of quasi-particle spectra of semiconductors and insulators. strinati (2) (For recent reviews, see Ref.ferdi1 (3)) It describes well the experimentally observed energy gaps in semiconductors ferdi1 (3, 4, 5, 6, 7, 8).

The GWA self-energies were first calculated as a one-shot perturbation by using the unperturbed LDA Green’s functions. strinati (2) However, as we will show in this paper, the one-shot GWA breaks down as soon as the correlations are moderately strong, as expected for a non-self-consistent leading order approximation. The problem should be solved by including higher order corrections to extend the scope of the method. This is the main motivation of our work. The Baym-Kadanoff formulation baym (9) of the GWA, which makes the method automatically conserving, requires to evaluate the self-energy, the polarization bubble, and the Green’s function self-consistently hedin (1). While this has been successfully implemented groot (10) and shows improvement on the values of the total energy, the self-consistent GWA brings up a debate over whether the fully self-consistency improves the spectra. eguiluz1 (6, 7, 8, 11, 12, 13, 14). This is due to the fact that the vertex correction, which is omitted in GWA, shows a tendency to cancel the self-energy insertion when the full Green’s function is used in calculating the exchange self-energy sernelius (15, 16, 17). As a result the one-shot GWA or partial-self-consistent ones (in which, e.g., one fixes the “W” obtained from the LDA input while solving “G” self-consistently) are favored sometimes ferdi2 (11, 12, 13). This issue entails the usage of higher order self-energy diagrams and provides us a second motivation for improving systematically the approximation beyond the leading order.

In this paper, we extend the GWA by using the extended dynamical mean field theory (EDMFT) edmft1 (18, 19, 20, 21) which treats all the local polarization, self-energy and vertex corrections in closed form, following the ideas proposed in Refs.edmft4 (20, 21, 22). According to these approaches, the local polarization and self-energy should be solved by EDMFT non-perturbatively while the non-local ones via GWA. The cancellation of the self-energy insertion and the vertex correction is carried out locally to infinite order within EDMFT. However, the same ambiguity of implementation (with or without self-consistency) remains in the non-local GWA part. This question can not be addressed without benchmarking the different schemes.

Main Results.– We compared and contrasted the different implementations of combining EDMFT with GWA. Our numerical calculation suggests that the schemes using the EDMFT solution of the local self-energies as input to the GWA for the non-local self-energies give the best result. In other words, it is favorable not to allow the feedback of the non-local GWA on the local EDMFT self-energies due to different nature of the two methods, GWA being perturbative and EDMFT non-perturbative. On the other hand, when using the EDMFT result as input, it makes little difference whether one performs GWA with a single shot or partial self-consistency (it is partial because the local polarization and self-energy from EDMFT are fixed). This supports the picture ping (21, 22) that, in a correlated phase far away from a phase transition, the temporal correlations reflected through the local polarization and self-energy are dominant and should be treated non-perturbatively, while the spatial correlations are weaker and can be handled perturbatively.

Lattice Model.– In comparing different GW approaches, many of which apply to realistic materials, one always encounters the problem that there are as many important differences in the implementations as in the GWA methodologies themselves. These include the implementations of GWA in imaginary time or frequency space, the choice and construction of the local basis set, and the further approximations like the plasmon-pole approximation ferdi1 (3). In order to compare the many-body schemes without additional complications, it is desired to employ simple model systems on the lattice ferdi2 (11, 23). Following the same strategy, we study the following generalized Hubbard model:

$$\widehat{H}=\frac{1}{2}\underset{ij,\sigma }{}t_{ij}(\widehat{c}_{i\sigma }^{}\widehat{c}_{j\sigma }+\widehat{c}_{j\sigma }^{}\widehat{c}_{i\sigma })+\frac{1}{2}\underset{ij}{}\widehat{n}_iv_{ij}\widehat{n}_j$$
(1)
where $`\widehat{c}_{i\sigma }`$ ($`\widehat{c}_{i\sigma }^{}`$) annihilates (creates) an electron of spin $`\sigma `$ ($`=,`$) at the lattice site $`i`$. $`\widehat{n}_i`$ is the electron density. We only consider the paramagnetic phase.

Approximation Schemes.– The self-consistent schemes are summerized in Fig.1. \[we use ($`\mathrm{}`$)SC for a self-consistent (SC) loop and ($`\mathrm{}`$)PSC a partially SC loop.\] The full functional in Fig.1 can be separated into local and non-local parts, which are functionals of the local and non-local Green’s functions, respectively: $`\mathrm{\Phi }=\mathrm{\Phi }_{EDMFT}[G_{Local},D_{Local}]+\mathrm{\Phi }_{NonLocalGW}[G_{NonLocal},D_{NonLocal}]`$. The local (non-local) self-energies, which are obtained from the functional derivatives of $`\mathrm{\Phi }_{EDMFT}`$ ($`\mathrm{\Phi }_{NonLocalGW}`$), are functions of the local (non-local) parts of the Green’s functions only: $`\mathrm{\Sigma }_{EDMFT}=\mathrm{\Sigma }_{EDMFT}(G_{Local},D_{Local})`$ and $`\mathrm{\Sigma }_{NonLocalGW}=\mathrm{\Sigma }_{NonLocalGW}(G_{NonLocal},D_{NonLocal})`$ for the electron, $`\mathrm{\Pi }_{EDMFT}=\mathrm{\Pi }_{EDMFT}(G_{Local},D_{Local})`$ and $`\mathrm{\Pi }_{NonLocalGW}=\mathrm{\Pi }_{NonLocalGW}(G_{NonLocal})`$ for the boson.

The approximation schemes we tested in combining EDMFT with GW are: (i) The fully self-consistent (EDMFT+GW)SC solves the full Dyson equations for $`G=G_{Local}+G_{NonLocal}`$ and $`D=D_{Local}+D_{NonLocal}`$: $`G=[G_0^1\mathrm{\Sigma }_{EDMFT}\mathrm{\Sigma }_{NonLocalGW}]^1`$, $`D=[D_0^1\mathrm{\Pi }_{EDMFT}\mathrm{\Pi }_{NonLocalGW}]^1`$, with $`G_0`$ and $`D_0`$ the free electron and boson Green’s functions on the lattice. The non-self-consistent schemes begin with the solution of the EDMFT which solves $`G_{Local}=[G_0^1\mathrm{\Sigma }_{EDMFT}]_{Local}^1`$ and $`D_{Local}=[D_0^1\mathrm{\Pi }_{EDMFT}]_{Local}^1`$. (ii) (EDMFT)SC+GW uses the local EDMFT self-energies to calculate the non-local Green’s functions, $`G_{EDMFT,NonLocal}=[G_0^1\mathrm{\Sigma }_{EDMFT}]_{NonLocal}^1`$ and $`D_{EDMFT,NonLocal}=[D_0^1\mathrm{\Pi }_{EDMFT}]_{NonLocal}^1`$. It obtains in one shot the estimation for $`\mathrm{\Sigma }_{NonLocalGW}=\mathrm{\Sigma }_{NonLocalGW}(G_{EDMFT,NonLocal},D_{EDMFT,NonLocal})`$ and $`\mathrm{\Pi }_{NonLocalGW}=\mathrm{\Pi }_{NonLocalGW}(G_{EDMFT,NonLocal})`$. (iii) (EDMFT)SC+(GW)PSC solves for $`G_{NonLocal}`$ and $`D_{NonLocal}`$ self-consistently from $`G_{NonLocal}=[G_0^1\mathrm{\Sigma }_{EDMFT}\mathrm{\Sigma }_{NonLocalGW}]_{NonLocal}^1`$ and $`D_{NonLocal}=[D_0^1\mathrm{\Pi }_{EDMFT}\mathrm{\Pi }_{NonLocalGW}]_{NonLocal}^1`$ with $`\mathrm{\Sigma }_{EDMFT}`$ and $`\mathrm{\Pi }_{EDMFT}`$ fixed.

Benchmark.– To compare and contrast the approximation schemes, we perform a benchmark calculation using the model (1) on a $`4\times 4`$, 2D square lattice with periodic boundary condition. We use, for the free electron dispersion, $`ϵ_\stackrel{}{k}=(1/2)\left[\mathrm{cos}(k_x)+\mathrm{cos}(k_y)\right]`$. The half-bandwidth is taken as the energy unity. The interaction is given by $`v_\stackrel{}{k}=U+2V\left[\mathrm{cos}(k_x)+\mathrm{cos}(k_y)\right]`$. We study the half-filling case where the strongest correlation shows up. We fix the inverse temperature $`\beta =8.0`$ and the ratio $`V/U=0.25`$. We vary $`U`$ from $`0.0`$ to $`3.0`$ for the approximation schemes. We benchmark the calculation at $`U=0.5,1.0,1.5`$ by using direct QMC calculation via the Hirsch-Fye algorithm hirsch (24). In all the results we are going to present, the major error of the calculation comes from the QMC part, in both the exact solution and the EDMFT impurity solver. In the latter we solve the EDMFT electron-boson impurity problem by a hybridized Monte Carlo method buendia (25, 26, 21, 27) which employs an additional continuous auxiliary field. note (28)

At the given V-U ratio, a charge density wave instability at wave vector $`(\pi ,\pi )`$ is present in the one-shot GW. The breakdown is shown in Fig. 2. In the exact solution, however, no charge or spin instability is observed up to $`U=1.5`$. To compare the different schemes on the same footing, we restrict ourselves to the paramagnetic phase. Depending on the different schemes, this may mean to studying a paramagnetic metastable solution when the possible instability appears. We find it allowed for (GW)SC up to the largest $`U`$ ($`=3.0`$) we studied and same for the EDMFT related schemes we described, except for (EDMFT+GW)SC in which the self-consistent solution does not exist at $`U=2.5`$.

Our main results are presented in Figs. 3 and 4 in which the results from the exact QMC and the (GW)SC are also plotted. The definitions of the plotted quantities are as follows: The $`E_{kinetic}`$ and $`E_{interaction}`$ are the hopping and interaction energies per site, calculated via the Galitskii-Migdal formula galitskii (29). $`E_{total}=E_{kinetic}+E_{interaction}`$. The local electron self-energy of (EDMFT)SC is obtained directly from the EDMFT solution while for those with spatial extension, $`\mathrm{\Sigma }^{loc}(ip_n)=(1/N)_\stackrel{}{k}\mathrm{\Sigma }(\stackrel{}{k},ip_n)`$, with $`N=4\times 4`$. The local Green’s function $`G^{loc}(ip_n)=(1/N)_\stackrel{}{k}\{[G_0(\stackrel{}{k},ip_n)]^1\mathrm{\Sigma }(\stackrel{}{k},ip_n)\}^1`$. The quasi-particle residue $`Z=[1\mathrm{Im}\mathrm{\Sigma }^{loc}(ip_0)/p_0]^1`$. We measure the spatial extension of the electron-self-energy by $`Z_1=(1/N)_\stackrel{}{k}\mathrm{Im}\{[\mathrm{\Sigma }(\stackrel{}{k},ip_1)\mathrm{\Sigma }(\stackrel{}{k},ip_0)]/(p_1p_0)\}\mathrm{cos}k_x`$.

From the overall features of the results, we see: (i) The (EDMFT)SC+(GW)PSC gives the best results up to the largest benchmarked $`U`$ at $`1.5`$ times the half-bandwidth. (ii) The difference between (EDMFT)SC+(GW)PSC and (EDMFT)SC+GW is small quantitatively, since the local self-energies from (EDMFT)SC is dominant. (iii) (EDMFT+GW)SC is not a good scheme in the sense that it sees an artificial charge density instability around $`U2.5`$, where no self-consistent solution is found. Even before reaching that regime, the (EDMFT+GW)SC shows significant deviations from the exact solution. (iv) From the plottings of $`Z`$ and $`Z_1`$ in Fig. 3, we see that (GW)SC misses the crossover to localization at large $`U`$, while the EDMFT based calculations correctly capture this feature. Actually, all the EDMFT related schemes give results close to each other at $`U=3.0`$ since the spatial extensions of the self-energies are no longer important. Our results show that, with moderate and strong correlations, one needs to include higher order contributions beyond GWA. The schemes, (EDMFT)SC+(GW)PSC and (EDMFT)SC+GW, offer a reliable solution towards this direction.

Conclusion.– To summarize, we presented a many-body scheme which handles the local self-energies non-perturbatively via EDMFT and the non-local ones perturbatively via GWA. As an improvement over the leading order GWA, the new scheme better captures the effects of correlation. We described several implementations, which perform self-consistency at different levels, and benchmarked them by comparing with the exact solution of a finite-size model system. We found that (EDMFT)SC+(GW)PSC and (EDMFT)SC+GW gave very close results. For the model we studied, (EDMFT)SC+(GW)PSC gave the best result.

Finally, we should point out that, similar to the self-consistent GWA holm2 (13, 16), our scheme has the problem that the polarization does not have the proper asymptotic behavior in the long wave length limit \[$`lim_{k0}P(k,\omega )(k/\omega )^2`$\]. Since the schemes combining EDMFT with GWA include local vertex corrections non-perturbatively, this violation is less severe than that in GWA. ping1 (27, 30)

Acknowledgements.– This research was supported by NSF under Grant No. DMR-0096462 and by the Center for Materials Theory at Rutgers University. The authors would like to thank A. Lichtenstein based on whose multiband QMC program part of the exact QMC calculation was performed. P.S. would like to thank the helpful discussions with H. Jeschke, W. Ku, C. Marianetti, V. Oudovenko, S. Savrasov, R. Scalettar, M. Schilfgaarde, and S. Zhang.


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# Upper bound on the number of systems of Hecke eigenvalues for Siegel modular forms (mod 𝑝)

## 1. Introduction

We prove the following

###### Theorem 1.

Fix an integer $`g1`$, a prime $`p`$ and an integer $`N3`$ not divisible by $`p`$. The number of systems of Hecke eigenvalues coming from Siegel modular forms (mod $`p`$) of dimension $`g`$ and level $`N`$ satisfies

$$𝒩(g,N,p)c_g\mathrm{\#}\mathrm{GSp}_{2g}(/N)p^{(g+2)(g1)/2}(p^21)\underset{j=1}{\overset{g}{}}\left(p^j+(1)^j\right),$$

where

$$c_g=(1)^{\frac{g(g+1)}{2}}2^g\underset{j=1}{\overset{g}{}}\zeta (12j)=\frac{1}{2^{2g}g!}\underset{j=1}{\overset{g}{}}B_{2j}.$$

###### Corollary 2 (Asymptotics).

1. Fix $`g`$ and $`p`$, then

$$𝒩(g,N,p)=O\left(N^{2g^2+g+1}\right).$$
2. Fix $`g`$ and $`N`$, then

$$𝒩(g,N,p)=O\left(p^{g^2+g+1}\right).$$

The constants are effectively computable.

###### Proof.

Part (a) follows from the fact that the algebraic group $`\mathrm{GSp}_{2g}`$ has dimension $`2g^2+g+1`$.

Part (b) is obvious. ∎

Combined with Theorem 1.1 of \[Ghi04\], Theorem 1 gives

###### Corollary 3 (Algebraic modular forms).

Let $`B/`$ be the quaternion algebra ramified at $`p`$ and $`\mathrm{}`$. The number of systems of Hecke eigenvalues coming from algebraic modular forms (mod $`p`$) of level $`N`$ on $`\mathrm{GU}_g(B)`$ satisfies the inequality of Theorem 1.

###### Remarks.

1. In the case of classical modular forms ($`g=1`$) with $`\mathrm{\Gamma }(N)`$ level structure we get $`𝒩(1,N,p)=O(p^3)`$; the author recently learned of an upper bound with the same asymptotics obtained by Graham Herrick for $`\mathrm{\Gamma }_0(N)`$ and $`\mathrm{\Gamma }_1(N)`$ level structures. The previously known bound was $`O(p^4)`$ and can be found in \[Joc82\].
2. A more general approach in the context of algebraic modular forms is presented in Section 7 of \[Gro96\].

###### Acknowledgements.

The author is indebted to A. J. de Jong and M. Lieblich for helpful conversations and to B. Gross for his inspiring work on algebraic modular forms. This research was funded by the Centre Interuniversitaire en Calcul Mathématique Algébrique (CICMA) and the Fonds Québecois de la Recherche sur la Nature et les Technologies (FQRNT).

## 2. The setup

We fix the dimension $`g`$, the prime $`p`$ and the level $`N`$ not divisible by $`p`$. We define (see Sections 2.2 and 2.3 of \[Ghi04\] for details)

$`\mathrm{\Sigma }`$ $`=`$ $`\{[A,\lambda ]:A\text{ superspecial abelian variety over }\overline{𝔽}_p,\lambda \text{ principal polarization}\},`$
$`\mathrm{\Sigma }(N)`$ $`=`$ $`\{[A,\lambda ,\alpha ]:\text{ as above},\alpha \text{ symplectic level }N\text{ structure on }(A,\lambda )\},`$
$`\stackrel{~}{\mathrm{\Sigma }}(N)`$ $`=`$ $`\{[A,\lambda ,\alpha ,\eta ]:\text{ as above},\eta \text{ hermitian basis of invariant differentials over }𝔽_{p^2}\text{ on }(A,\lambda )\}.`$
The notation $`[x]`$ stands for the isomorphism class of the object $`x`$.

It follows from the proof of Theorem 4.5 of \[Ghi04\] that the restriction of Siegel modular forms to the superspecial locus $`\mathrm{\Sigma }(N)`$ induces a bijection on the sets of systems of Hecke eigenvalues. Therefore the number that we want to estimate is the number of systems of Hecke eigenvalues occurring in the spaces of superspecial modular forms

$$S_\tau (N)=\{f:\stackrel{~}{\mathrm{\Sigma }}(N)W_\tau |f([A,\lambda ,\alpha ,M\eta ])=\tau (M)^1f([A,\lambda ,\alpha ,\eta ])\text{ for all }M\mathrm{GU}_g(𝔽_{p^2})\},$$

as the weight $`\tau :\mathrm{GU}_g(𝔽_{p^2})\mathrm{GL}(W_\tau )`$ runs through the set of irreducible representations of $`\mathrm{GU}_g(𝔽_{p^2})`$ over $`\overline{𝔽}_p`$.

Note that for a fixed class $`[A,\lambda ,\alpha ]\mathrm{\Sigma }(N)`$, a superspecial modular form $`fS_\tau (N)`$ is completely determined by the value it takes on $`[A,\lambda ,\alpha ,\eta ]`$ for any choice of $`\eta `$, and therefore

$$dimS_\tau (N)\mathrm{\#}\mathrm{\Sigma }(N)dimW_\tau .$$

We get the following upper bound for the number we are interested in:

$$𝒩(g,N,p)\mathrm{\#}\mathrm{\Sigma }(N)\underset{\tau }{}dimW_\tau .$$

## 3. The cardinality of $`\mathrm{\Sigma }(N)`$

We write

(1)
$$\mathrm{\#}\mathrm{\Sigma }(N)=\underset{[A,\lambda ,\alpha ]\mathrm{\Sigma }(N)}{}1=\underset{[A,\lambda ]\mathrm{\Sigma }}{}\mathrm{\#}\{[A,\lambda ,\alpha ]\}.$$

So we fix $`(A,\lambda )`$ and we want to count the number of level $`N`$ structures $`\alpha `$, up to $`\overline{𝔽}_p`$-isomorphism. If we ignore the isomorphisms, there are precisely $`\mathrm{\#}\mathrm{GSp}_{2g}(/N)`$ level $`N`$ structures. But by definition, two level $`N`$ structures $`\alpha `$ and $`\alpha ^{}`$ on $`(A,\lambda )`$ are isomorphic if and only if $`\alpha ^{}=\alpha \phi `$ for some automorphism $`\phi `$ of $`(A,\lambda )`$. Hence we can continue our computation from (1) as follows:

(2) $`\mathrm{\#}\mathrm{\Sigma }(N)`$ $`=`$ $`{\displaystyle \underset{[A,\lambda ]\mathrm{\Sigma }}{}}\mathrm{\#}\{[A,\lambda ,\alpha ]\}={\displaystyle \underset{[A,\lambda ]\mathrm{\Sigma }}{}}{\displaystyle \frac{\mathrm{\#}\mathrm{GSp}_{2g}(/N)}{\mathrm{\#}\mathrm{Aut}(A,\lambda )}}`$
$`=`$ $`c_g\mathrm{\#}\mathrm{GSp}_{2g}(/N){\displaystyle \underset{j=1}{\overset{g}{}}}\left(p^j+(1)^j\right).`$
Here we used the following mass formula due to Ekedahl (page 159 of \[Eke87\], see also Corollary 9.5 in \[vdG99\]):

$$\underset{[A,\lambda ]\mathrm{\Sigma }}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(A,\lambda )}=c_g\underset{j=1}{\overset{g}{}}\left(p^j+(1)^j\right).$$

## 4. Representations of $`\mathrm{GU}_g(𝔽_{p^2})`$

We need to estimate the sum of the dimensions of the irreducible representations of $`\mathrm{GU}_g(𝔽_{p^2})`$ defined over $`\overline{𝔽}_p`$. For this we use the theory of finite groups with split $`(B,N)`$-pairs, as explained in \[Cur70\].

The cardinality of the group $`\mathrm{GU}_g(𝔽_{p^2})`$ is

$$\mathrm{\#}\mathrm{GU}_g(𝔽_{p^2})=p^{g(g1)/2}(p1)\underset{j=1}{\overset{g}{}}\left(p^j(1)^j\right).$$

Therefore the size of a $`p`$-Sylow subgroup is $`p^{g(g1)/2}`$, and so Corollary 5.11 of \[Cur70\] says that

$$dimW_\tau p^{g(g1)/2}\text{for any irreducible }\tau .$$

The rank of $`\mathrm{GU}_g(𝔽_{p^2})`$ is $`g`$, and so by Proposition 6.1 of \[Gro96\] we know that the number of irreducible representations of $`\mathrm{GU}_g(𝔽_{p^2})`$ over $`\overline{𝔽}_p`$ is $`p^{g1}(p^21)`$. Therefore we get the inequality

(3)
$$\underset{\tau }{}dimW_\tau p^{g1}(p^21)p^{g(g1)/2}=p^{(g+2)(g1)/2}(p^21).$$

## 5. The end

It remains to put (2) and (3) together to get

$$𝒩(g,N,p)c_g\mathrm{\#}\mathrm{GSp}_{2g}(/N)p^{(g+2)(g1)/2}(p^21)\underset{j=1}{\overset{g}{}}\left(p^j+(1)^j\right),$$

which is precisely the content of Theorem 1.


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# 1 Introduction: An Expanded Definition of “Microquasar”

## 1 Introduction: An Expanded Definition of “Microquasar”

The standard definition of “microquasar” — the object that is the subject of this meeting — is a binary black hole candidate X-ray source that possesses a relativistic jet at least part of the time in its life cycle. For the purpose of this talk, and to illustrate the unified model proposed, I will use an expanded definition of microquasar, stated as follows. A microquasar is any galactic, stellar-mass source that produces a jet whose velocity is a significant fraction ($`>10\%`$) of the speed of light $`c`$. This definition includes the following sources:

1. Classical microquasars (GRS 1915+105, GRO J1655-40, GX 339-4, etc.): These produce jets with $`v_{jet}>0.60.95c`$ ($`\mathrm{\Gamma }_{jet}[1v_{jet}^2/c^2]^{1/2}>1.253`$).
2. Gamma-ray bursts (GRBs): Believed to be “microquasars in formation” and produce jets with $`\mathrm{\Gamma }_{jet}100300`$ that point toward us.
3. SS433-type objects: Observed properties suggest a super-Eddington accreting, magnetized neutron star. Jets have speed $`v_{jet}0.25c`$.
4. Isolated pulsars (Crab, Vela, etc.): Jets now have been detected by Chandra in these objects and have speeds $`v_{jet}0.5c`$.
5. Core-collapse supernovae: There is growing evidence that supernovae also produce jets with a power comparable to the explosion itself. Expected speeds are $`v_{jet}0.250.5c`$ — the escape speed from the new proto-neutron star.

The inclusion of core-collapse supernovae (SN) above is the key to the unified model. In the mid 1990s it was discovered that such supernovae emit polarized light in the optical band , caused by electron scattering by an asymmetrically-expanding explosion. The variation of polarization properties with time and with different SN types gives important clues to its nature. In a given SN, the degree of polarization $`\mathrm{\Pi }`$ increases with time but the polarization direction remains constant in time and wavelength, indicating that the asymmetry is global and maintains a fixed direction. For Type IIa SN (ones with a large hydrogen-rich envelope), the $`\mathrm{\Pi }1\%`$, indicating only a 2:1 or less asymmetry. For Type IIb SN (ones that have lost their hydrogen envelope prior to the explosion, leaving only the helium envelope), $`\mathrm{\Pi }`$ is higher ($``$2%), indicating a 2.5:1 axial ratio. For SN Type Ib/Ic (ones that have lost most or all of their envelope, leaving a compact blue Wolf-Rayet star that then explodes), $`\mathrm{\Pi }`$ is quite high ($`47`$%), indicating a 3:1 axial ratio or better. Clearly, the deeper one sees into the explosion, the more elongated the exploding object appears. The observers have concluded that core-collapse SN have a global prolate shape that appears to be associated with the central engine producing the explosion. A jet, with energy comparable to that of the explosion itself, significantly alters the shape of the envelope, creating the elongated, polarized central source. In the paper below we will show that all five of the above “microquasars” are intimately related, both in the physical origins of the jet itself and in their astrophysical origins as well.

## 2 Basic Principles of Magnetohydrodynamic Jet Production

The basic principles of MHD jet production have been described elsewhere . The reader is referred to that paper for a more detailed description, and more comprehensive figures, than in the short review given below.

### 2.1 The Jet Engine Itself: Launching of the Jet Outflow

#### 2.1.1 Jet Production in Accreting Systems and Pulsars

Several mechanisms for producing bipolar outflows have been suggested (explosions in the center of a rotationally-flattened cloud, radiation-pressure-driven outflows from a disk, etc.), but none of these is able to produce outflows approaching the highly-relativistic speeds observed in the fastest jet sources. The currently-favored mechanism is a magnetohydrodynamic one, somewhat similar to terrestrial accelerators of particle beams. Indeed, electromagnetic acceleration of relativistic pulsar winds has been a leading model for these objects since the 1960s. MHD (or electrodynamic) jet production was first suggested in 1976  and has been applied model to rotating black holes  (BZ) and to magnetized accretion disks  (BP). This mechanism has now been simulated  and is sometimes called the “sweeping pinch” mechanism.

The most important ingredient in the MHD mechanism is a magnetic field that is anchored in a rotating object and extends to large distances where the rotational speed of the field is considerably slower. Plasma trapped in the magnetic field lines is subject to the Lorentz ($`𝑱\times 𝑩`$) force, which, under conditions of high conductivity (the MHD assumption), splits into two vector components: a magnetic pressure gradient ($`\mathbf{}B^2/8\pi `$) and a magnetic tension ($`𝑩\mathbf{}𝑩/4\pi `$). Differential rotation between the inner and outer regions winds up the field, creating a strong toroidal component ($`B_\varphi `$ in cylindrical \[$`R`$, $`Z`$, $`\varphi `$\] coordinates). The magnetic pressure gradient up the rotation axis ($`dB_\varphi ^2/dZ`$) accelerates plasma up and out of the system while the magnetic tension or “hoop” stress ($`B_\varphi ^2/R`$) pinches and collimates the outflow into a jet along the rotation axis.

This basic configuration of differential rotation and twisted magnetic field accelerating a collimated wind can be achieved in all objects identified in Sect. 1. For classical microquasars and GRBs, the field will be anchored in the accreting plasma, which may lie in a rotating disk (BP) and/or may be trapped in the rotating spacetime of the spinning central black hole itself (BZ). In the case of SS433-type objects, isolated pulsars, and core-collapse SN the rotating field is anchored in the pulsar (or proto-pulsar). In SS433 and core-collapse SN the source of the accelerated plasma is, once again, accretion, but in isolated pulsars it is believed to be particles created in spark gaps by the high ($`10^{12}`$ G) field.

#### 2.1.2 The Case of Kerr Black Holes: Direct and Indirect Magnetic Coupling

The jet-production mechanism envisioned by BZ generally involved direct magnetic coupling of the accelerated plasma to the rotating horizon. That is, magnetic field lines thread the horizon, and angular momentum is transferred along those field lines to the external plasma via magnetic tension. However, another, indirect, coupling is possible. This mechanism, suggested by  (PC) and recently simulated by us , has the same effect as the BZ mechanism (extraction of angular momentum from the rotating black hole by the magnetic field), but the field lines do not have to thread the horizon itself. Instead, they are anchored in the accreting plasma. When this plasma sinks into the ergosphere near the black hole ($`R<2GM/c^2`$), frame dragging causes the plasma to rotate with respect to the exterior, twisting up the field lines in a manner similar to the situation when the field is anchored in a disk or pulsar. (This occurs even if the accreting plasma has no angular momentum with respect to the rotating spacetime.) The twisted field lines then have two effects:

1. Electromagnetic power is ejected along the rotation axis in the form of a torsional Alfven wave. Eventually the output Poynting flux power should be dissipated in the production and acceleration of particles and a fast jet.
2. The back-reaction of the magnetic field accelerates the ergospheric plasma (in which it is anchored) to relativistic speeds against the rotation of the black hole. The counter-rotating ergospheric plasma now formally has negative angular momentum and negative energy (negative mass); that is, it has given up more than its rest mass in energy to the external environment. It is on orbits that must intersect the black hole horizon, and, when it does, the mass of the black hole decreases by a value equal to that negative energy.

This process is the magnetic equivalent of the Penrose process, but instead of extracting black hole rotational energy by particle scattering, the energy is extracted by scattering of an Alfven wave off the ergospheric plasma particles. Determining whether the BZ or PC process occurs in certain systems is an important question for future study.

#### 2.1.3 Output Engine Power: Thick Accretion Flows Make Better Jets

The output Poynting flux power of the rotating magnetic field depends on the strength of the poloidal component of the field $`B_{p0}=(B_{R0}^2+B_{Z0}^2)^{1/2}`$, its angular speed $`\mathrm{\Omega }_0`$, and the size of the rotating region $`R_0`$. In the non-relativistic magnetized disk theory of BP the jet power is given by

$$L_{jet}=B_{p0}^2R_0^3\mathrm{\Omega }_0$$
(1)
In the relativistic theory of rotating black holes (BZ) the output power is

$$L_{jet}=fB_{p0}^2R_0^4\mathrm{\Omega }_0^2/(4c)$$
(2)
The geometric factor $`f`$ is of order unity in BZ and in several early papers that use these formulae; however, others  have argued for a value $`f1/8`$, which reduces the estimated power by almost an order of magnitude. Eq. (2) occurs in a variety of relativistic cases, not just in BZ. PC’s jets are the equivalent of the BP disk process, but in a black hole ergosphere; they also find an output power with a similar form and $`f1`$. A similar expression is obtained for pulsar winds if one takes the output power to be $`L_{jet}=\mathrm{\Gamma }_{jet}\dot{M}_{jet}c^2`$, where $`\dot{M}_{jet}`$ is the mass outflow rate, and uses the general pulsar result that $`\mathrm{\Gamma }_{jet}\sigma B_{p0}^2R_0^4\mathrm{\Omega }_0^2/(4\dot{M}_{jet}c^3)`$ , the magnetization parameter. Eq. (2), therefore, generally is used to estimate the power in relativistic cases (most of those considered here), while eq. (1) is used in non-relativistic situations, such as jets from protostars or planetary nebulae.

Eq. (2) has interesting implications for the output power for accretion disks of various thicknesses. It has been argued  that the poloidal magnetic field in an accretion disk is only a fraction of the azimuthal field: $`B_{p0}(H_0/R_0)B_{\varphi 0}`$, where $`H_0`$ is the disk half-height at radius $`R_0`$ and $`B_{\varphi 0}`$ is the azimuthal field that is responsible for the angular momentum transport in the accretion disk at $`R_0`$. Substituting into eq. (2) we obtain

$$L_{jet}=fH_0^2B_{\varphi 0}^2R_0^2\mathrm{\Omega }_0^2/(4c)$$
(3)
Therefore, thick accretion flows with $`H_0R_0`$, such as ADAFs, are expected to have much more powerful jets than thin accretion flows and $`H_0<<R_0`$, such as standard accretion disks. We have used this property  to explain the observed presence of jets in the microquasar low/hard state and the absence of jets in the high/soft state . Recent numerical results  which perform 3-dimensional global simulations of the magneto-rotational instability, show a jet being launched, but only from the inner portion of the accretion disk where the flow is geometrically thick and the poloidal magnetic field is substantial.

### 2.2 Formation of the Jet: Acceleration and Collimation

#### 2.2.1 Slow Acceleration and Collimation is Probably the Norm

Because the dynamical time scale is of order 0.1 ms or less in these objects, a steady state is set up fairly quickly in jet ejection events that last even only a few seconds. In a steady state, the wind accelerates as it expands vertically away from the rotator. A jet is not fully formed until its speed exceeds the local wave propagation speed, i.e., the total Alfven speed $`V_A=[(B_R^2+B_Z^2+B_\varphi ^2)/(4\pi \rho )]^{1/2}`$, where $`\rho `$ is the mass density in the outflowing material. The place where this occurs, often called the Alfven point or Alfven surface, generally is well above the rotating object producing the accelerating torsional Alfven wave. Analytic  and numerical  studies of this steady state show that the outflow is rather broad at the base, and it slowly focuses as it is accelerated. At a height $`Z_A>10R_0`$ above the disk, the total Alfven speed is exceeded, the flow is focused into a narrow cylindrical or conical flow, and little more acceleration and collimation takes place. The terminal jet speed $`v_{jet}`$ is of order $`V_A(Z_A)`$, and this speed is usually of order the escape speed from the central rotator $`V_{esc}(R_0)`$.

There now is observational evidence that, in at least some extragalactic systems, the steady-state picture of slow acceleration and collimation is correct. Very high resolution VLBA radio images of the M87 jet  show a broad opening angle at the base that narrows to only a few degrees after a few hundred Schwarzschild radii. In addition, it has been argued  that most quasar jets must be broad at the base: they lack soft, Comptonized and relativistically-boosted X-ray emission that would be expected from a narrow, relativistic jet flow near the black hole. For microquasars, a similar result still would imply a collimation region much too small to resolve with current telescopes — $`100r_S10^8`$ cm or 2 nano-arcseconds at a distance of 3 kpc.

#### 2.2.2 Rapid Acceleration and Collimation May be Possible for Strong Fields

We have found that when the MHD luminosity of the jet exceeds a critical value

$$L_{crit}=E_{escape}/\tau _{freefall}=4\pi \rho _0R_0^2(GM/R_0)^{3/2}$$
(4)
rapid acceleration of the plasma can take place . In this case, magnetic forces will exceed gravitational and centrifugal forces and the field will dynamically pinch the plasma above the rotator. Angular momentum conservation will cause this pinched material to spin very rapidly, and if this material then re-connects to the rotator below, strong shear in the re-connected region will create an even stronger toroidal magnetic field that rapidly accelerates and collimates the outflow. The resulting jet is very fast, possibly significantly exceeding the escape speed $`V_{esc}(R_0)`$, and highly-collimated within a few $`R_0`$. We have called this process the “magnetic switch”, because it sets in abruptly when $`L_{jet}>L_{crit}`$. Such strong acceleration and collimation near the rotator should occur only in very special cases when the field is dynamically dominant and rapidly rotating (e.g., in corona above an accretion disk or rapidly-spinning neutron star or black hole).

### 2.3 Attaining Relativistic Speeds: Strong Magnetic Fields Far from the Central Engine

Some of the microquasar phenomena listed in Sect. 1 achieve very fast jet speeds. Technically, these do not exceed the escape speed from the surface of a black hole ($`v_{jet}=c`$), but in practice they seem far too large to be explained by the simple MHD wind model discussed in Sect. 2.2.1. How, then, are highly-relativistic speeds attained? It is unlikely that the magnetic switch process can explain them. Not only should this process be rather rare, but observational evidence discussed in Sect. 2.2.1 rules out the magnetic switch as the explanation for the high $`\mathrm{\Gamma }_{jet}`$ seen in M87 and in many quasars: those jets seem too broad at their bases to be rapidly accelerated close to the black hole. By analogy, we probably also should look for another explanation in classical microquasars and GRBs.

One possible model is that of long, straight magnetic fields that dominate the jet dynamics. The argument is as follows. In order to attain relativistic speeds we need a relativistic Alfven speed, or

$$\mathrm{\Gamma }_A=V_A/c=B/(4\pi \rho c^2)^{1/2}>>1$$
(5)
Either $`B`$ must be strong inside the jet or “mass-loading” of the magnetic field lines must be low. These requirements present their own problems. Any magnetic field carried with the flow has an effective mass density of $`\rho _mB_{}^2/8\pi c^2`$, where $`B_{}`$ is the component of the field that is perpendicular to the jet flow vector. If $`B_{}B`$, then substitution of $`\rho _m`$ into eq. (5) shows that $`\mathrm{\Gamma }_A`$ never will be able to attain a value much greater than unity. One solution to this problem is to keep the magnetic field well-ordered and straight over long distances and primarily parallel to the jet flow, so that $`B_{}<<B`$. The jet flow then slips along the parallel magnetic component, which does not contribute to the plasma inertia, only occasionally accelerated further by the oscillating and rotating transverse component $`B_{}`$. The acceleration can continue until $`\mathrm{\Gamma }_{jet}>\mathrm{\Gamma }_A`$.

Semi-analytic models of such “Poynting-flux-dominated” jets have been built . However, no numerical simulations of these highly relativistic jets have been performed yet. The best numerical results so far are from non-relativistic simulations , which compute a jet loaded with a decreasing density (increasing $`V_A`$) material. In this non-relativistic simulation, the field pitch angle is not so small, so $`B_{}B_{}`$. But, the important point is that the flow is stable, even over long distances. The torsional Alfven wave is able to transport energy and further accelerate the flow far from its origin.

## 3 MHD Jet-Powered Supernovae: Microquasars Buried inside Stars

Several authors have suggested in the past that MHD phenomena may power supernovae . The recent discovery that SN ejecta are elongated by an asymmetric jet-like flow has stimulated renewed interest in these models and, in particular, in the possibility that an MHD jet produced by the proto-pulsar may be the source of the explosion energy in all core-collapse SN. We have proposed  an explosion mechanism that is consistent with the above properties of MHD jets. The jet is produced in the iron mantle, just outside the proto-neutron star. An object with a $`10^{15}`$ G field and a rotation period of $`1`$ ms can produce a jet power of $`3\times 10^{51}\mathrm{erg}\mathrm{s}^1`$ and a total energy of $`3\times 10^{52}`$ erg — more than enough to eject the outer envelope and account for the observed explosion energy. The proto-neutron star spins down to more respectable rotation periods ($`>10`$ ms) in about $`10`$ seconds. (The model is similar to that of Ostriker & Gunn , with their $`10^{12}`$ G pulsar fields replaced by $`10^{15}`$ G proto-pulsar fields.) The jet outflow is composed of iron-rich material and is initially broad at the base. It therefore can couple well to the outer envelope and eject it. The flow then collimates at large distances ($`>10^{78}`$ cm) from the core, forming a bipolar outflow that imparts an elongated shape to the ejecta.

This model also includes a gamma-ray burst trigger. In very rare instances, the field can be dynamically strong ($`B>10^{16}`$ G), leading to satisfaction of the magnetic switch condition (eq. 4). The jet then becomes narrow and very fast, coupling poorly to the mantle, punching through the outer envelope , escaping the star, and producing a heavy iron “lobe” outside it, traveling at a speed of 0.05-0.3 c. The explosion therefore fails, and much of the mantle falls back onto the proto-neutron star, putting the system into a state very similar to that at the beginning the “failed SN” GRB model . When the mantle fallback accretes enough material onto the proto-neutron star (after several minutes to hours), the neutron star is crushed to a black hole, and a new very fast ($`\mathrm{\Gamma }_{jet}>>1`$) jet is produced via the BZ or PC mechanisms discussed above. The relativistic jet catches up with the slow, iron-rich lobe at a distance of $`dv_{jet}\tau _{fallback}10^{1213}`$ cm, and the interaction of jet and lobe produces gamma-rays, optical afterglow, and an iron-rich spectrum.

## 4 Towards a Unified Model for All Galactic Relativistic Jet Sources

The possible unification of SN and GRBs, as being different possible outcomes in the final stages of the death of a massive star and both caused by MHD-powered jets, strongly suggests a unifying evolutionary sequence for all galactic sources with relativistic jets. The model is shown in Figure 1, and includes all objects discussed in Sect. 1. The sequence begins with a progenitor massive star that is about to undergo core collapse. Most collapse to a neutron star, ejecting a broad MHD jet in the process that drives the SN explosion and produces the observed asymmetry. After the envelope dissipates, if the pulsar is an isolated object, residual rotation of the magnetized remnant still drives an MHD outflow and a relativistic jet like that seen in the Crab and Vela pulsars. If the pulsar resides in a binary system, it may accrete material from its companion star in a super-Eddington phase ($`\dot{M}_{acc}>>10^{18}\mathrm{g}\mathrm{s}^1`$) and appear like SS433 for a brief time. Cessation of the accretion, angular momentum evolution of the pulsar, and possible collapse to a black hole all could serve to alter SS433’s present state.

In rare circumstances, the MHD SN jet will fail to eject the envelope, or perhaps the progenitor core will collapse directly to form a black hole. In either case a GRB event is generated in a manner similar to that in the failed SN model. The GRB jet event will not spin down the black hole completely (although a significant amount of rotational energy may be extracted from the black hole by another means — gravitational waves). After the envelope dissipates, if the black hole is an isolated object, it will emit little radiation and be difficult to detect. On the other hand, if the newly-formed hole is in a binary system, it also can accrete plasma and field from its companion, thereby producing a strong jet and classical microquasar. Again, changes in the accretion rate and angular momentum evolution of the black hole will alter the microquasar’s observational state. Many old microquasars may have masses and angular momenta quite different from those they possessed when first formed.

The key element of this unified model is that the final evolutionary outcome of a massive star core is ultimately determined by the magnitude and direction of that star core’s angular momentum and magnetic field. We therefore should consider the jets seen in young pulsars and SS433-type objects to be vestiges of the mechanism that exploded the massive stars from which they came and, in a similar manner, consider the jets in microquasars to be the remnants of the gamma-ray burst that triggered the black hole’s formation eons ago. Jets are the echoes of violent events of the distant past.

The $`10^{1415}`$ G magnetic field strengths needed in SN cores are the real key to the success of the MHD SN model. Magnetars are believed to have surface field strengths of this order, but pulsars typically have fields of order $`10^{1213}`$ G, which are too weak to produce the observed explosion power or energy. If stronger fields existed in pulsars at the time they were formed, they must have been dissipated either during the SN process or shortly thereafter, but it is not known how that dissipation may have taken place. Secondly, there also may be competing jet mechanisms (neutrino radiation pressure, etc.) which we have not discussed here. Thirdly, while we have suggested a possible SN failure mechanism (the magnetic switch), much more detailed theoretical work will be needed before we will be able to perform the simulations necessary to rule out different such mechanisms. Finally, there is a problem that needs to be addressed by all SN models. The iron mantle in the progenitor star is very neutron rich. If much of it is ejected (and the $`1.4M_{}`$ proto-neutron star is left), then the predicted amount of r-process material may be much larger than that observed. It is a general problem for all core-collapse SN models to produce a neutron star remnant while still not over-producing the r-process elements.

The model also predicts that the formation of a “microblazars”  will appear as a GRB, along with possible mass sterilizations or extinctions on the earth if close enough . A very bright event may have left a permanent record on one hemisphere of the moon or on other natural satellites in the solar system.

## Acknowledgments

This research was performed at the Jet Propulsion Laboratory, California Institute of Technology, under contract to NASA.


text:
# Ising transition in the two-dimensional quantum 𝐽₁-𝐽₂ Heisenberg model

## Abstract

We study the thermodynamics of the spin-$`S`$ two-dimensional quantum Heisenberg antiferromagnet on the square lattice with nearest ($`J_1`$) and next-nearest ($`J_2`$) neighbor couplings in its collinear phase ($`J_2/J_1>0.5`$), using the pure-quantum self-consistent harmonic approximation. Our results show the persistence of a finite-temperature Ising phase transition for every value of the spin, provided that the ratio $`J_2/J_1`$ is greater than a critical value corresponding to the onset of collinear long-range order at zero temperature. We also calculate the spin- and temperature-dependence of the collinear susceptibility and correlation length, and we discuss our results in light of the experiments on Li2VOSiO4 and related compounds.

The study of frustrated quantum spin systems is one of the most challenging and exciting topics in theoretical magnetism. A very extensively investigated, yet largely debated model is the so-called $`J_1J_2`$ Heisenberg model with competing antiferromagnetic couplings ($`J_1,J_2>0`$) between nearest-neighbors ($`n.n`$) and next-nearest-neighbors ($`n.n.n.`$)

$$\widehat{}=J_1\underset{n.n.}{}\widehat{𝑺}_𝒊\widehat{𝑺}_𝒋+J_2\underset{n.n.n.}{}\widehat{𝑺}_𝒊\widehat{𝑺}_𝒋,$$
(1)
where $`\widehat{𝑺}_𝒊`$ are spin-$`S`$ operators on a periodic lattice with $`N=L\times L`$ sites; hereafter $`\alpha =J_2/J_1`$ defines the frustration ratio.

In the classical limit ($`S\mathrm{}`$), the minimum energy configuration has conventional Néel order with magnetic wave vector $`𝑸=(\pi ,\pi )`$ for $`\alpha <0.5`$. Instead, for $`\alpha >0.5`$, the antiferromagnetic order is established independently on the two sublattices, with the two (staggered) magnetizations free to rotate with respect to each other. Among this degenerate manifold, two families of collinear states, with pitch vectors $`𝑸=(\pi ,0)`$ or $`(0,\pi )`$, are selected by an order-by-disorder mechanism as soon as thermal or quantum fluctuations are taken into account. As a result, for $`\alpha >0.5`$ the classical ground state breaks not only the spin rotational and translational invariance of the Hamiltonian – as the conventional Néel phase – but also its invariance under $`\pi /2`$ lattice rotations, the resulting degeneracy corresponding to the group $`O(3)\times Z_2`$. Remarkably, the additional discrete $`Z_2`$ symmetry can in principle be broken at finite temperatures without violating the Mermin-Wagner theorem mermin , which applies in two dimensions only to continuous ones. On this basis, in a seminal paper ccl , Chandra, Coleman and Larkin (CCL) proposed that the two-dimensional $`J_1J_2`$ model could sustain a Ising phase transition at finite-temperature, with an order parameter directly related to the $`Z_2`$ degree of freedom induced by frustration. They also provided quantitative estimates of the critical temperatures in the large-$`\alpha `$ limit for both the classical and the quantum cases.

While the CCL transition in the classical model has been recently established by an extensive Monte Carlo (MC) study weber , the occurrence of a low-temperature phase with a discrete broken symmetry in the quantum case is still a subject of debate. Besides its own theoretical interest, this issue has become particularly important in connection with the discovery of three vanadate compounds ($`\mathrm{Li}_2\mathrm{VOSiO}_4`$, $`\mathrm{Li}_2\mathrm{VOGeO}_4`$, and $`\mathrm{VOMoO}_4`$) whose relevant magnetic interactions involve nearest and next-nearest spin-$`1/2`$ $`V^{4+}`$ ions on weakly coupled stacked planes melzi ; carretta . In particular, NMR and $`\mu `$SR measurements on $`\mathrm{Li}_2\mathrm{VOSiO}_4`$ melzi  indicate the occurrence of a transition to a low-temperature phase with collinear order at $`T__\mathrm{N}2.8`$ K. The selection of the collinear ground state suggests the CCL mechanism as possible underlying explanation. Unfortunately, a clear experimental and theoretical picture is still elusive: in the experiments with vanadate compounds, structural distortions, interlayer and anisotropy effects are likely to come into play melzi , and on the other hand the theoretical investigation cannot rely on the insight provided by quantum Monte Carlo methods as their reliability in presence of frustration is strongly limited by the infamous sign problem revgs .

The necessary condition for the CCL transition to take place is the presence of collinear order at zero temperature. To this respect, the existent theoretical results revgs  point towards a collinear-ground state for frustration ratios $`\alpha >\alpha _c`$, with the critical value, $`\alpha _c`$, increasing as the value of the spin decreases (for $`S=1/2`$, $`\alpha _c0.6`$). Below this value quantum fluctuations seem to be strong enough to stabilize a low-temperature phase with short-range magnetic correlations pig , but above it a CCL transition is in principle possible. However, this possibility has been recently challenged by various high-temperature expansion studies rosener ; misguich ; singh  which were not able to detect any evidence of a finite-temperature transition for $`S=1/2`$. On this basis, Singh et al. singh  have recently proposed a scenario where, due to quantum fluctuations, the broken lattice symmetry of the collinear ground state would be restored at any non-zero temperature.

In this paper, we present a complete study of the thermodynamic properties of the the quantum $`J_1J_2`$ model in its collinear phase, obtained within an effective Hamiltonian approach: the pure-quantum self-consistent harmonic approximation (PQSCHA) Cuccolietal95 . This approach, based on to the path-integral formalism, allows one to separate the classical from the pure-quantum contribution to the thermodynamics of the system. Both the classical physics and the purely quantum linear effects are exactly described within the PQSCHA at any temperature, while the purely quantum non-linear contributions are treated within a self-consistent harmonic approximation. This feature makes the PQSCHA a valid tool to investigate the effects of quantum fluctuations on phase transitions – like the CCL one – whose character is essentially classical. In particular, this approach has been successfully applied to a variety of spin systems displaying Kosterlitz-Thouless and/or Ising critical behaviors, providing reliable estimates of the transition temperatures even for $`S=1/2`$ pqschacritical .

Within the PQSCHA framework, the thermodynamics of a quantum system is rephrased in terms of a classical effective Hamiltonian with renormalized parameters depending on the spin value, temperature, and frustration. The derivation of the effective Hamiltonian for the $`J_1J_2`$ model closely follows the steps shown in Ref. Cuccolietal95 . The only detail which is worth mentioning here is that, in this case, the calculation of quantum renormalizations, involving a harmonic expansion around one of the two families of collinear states, gives rise in general to solutions with an explicitly broken symmetry under $`\pi /2`$ lattice rotations. However, it is possible to show that, to $`O(1/S)`$, the effective Hamiltonian can be recast in a form preserving all the symmetries of the original model, and that reads (except for uniform terms):

$$^{\mathrm{eff}}=J_1^{\mathrm{eff}}\stackrel{~}{S}^2\underset{n.n.}{}𝒔_𝒊𝒔_𝒋+J_2^{\mathrm{eff}}\stackrel{~}{S}^2\underset{n.n.n.}{}𝒔_𝒊𝒔_𝒋,$$
(2)
where $`𝒔_𝒊`$ are classical vectors of length 1, $`\stackrel{~}{S}=S+\frac{1}{2}`$ is the effective spin length Cuccolietal95 , and $`J_1^{\mathrm{eff}}=(\theta _x^2+\theta _y^2)\theta _2^2J_1/2`$, $`J_2^{\mathrm{eff}}=\theta _2^4J_2`$, are the quantum-renormalized exchange integrals, with spin-, temperature- and frustration-dependent renormalization parameters $`\theta _x`$, $`\theta _y`$ and $`\theta _2`$. These, e.g. referred to the ground state with $`𝑸=(\pi ,0)`$, are given by $`\theta _\alpha ^2=1𝒟_\alpha /2`$ ($`\alpha =x,y,2`$) where the coefficients

$$𝒟_\alpha =\frac{1}{N\stackrel{~}{S}}\underset{𝒌}{}\frac{a_𝒌^+}{a_𝒌^{}}\left(1\gamma _𝐤^{(\alpha )}\right)_𝒌$$
(3)
are self-consistently determined with

$`{\displaystyle \frac{a_𝒌^\pm }{2\stackrel{~}{S}\sqrt{J_1}}}`$ $`=\sqrt{\alpha \theta _2^2\left(1\pm \gamma _𝒌^{(2)}\right)+{\displaystyle \frac{\theta _{xy}^2}{2}}\pm \theta _x^2\gamma _𝒌^{(x)}+\theta _y^2\gamma _𝒌^{(y)}},`$
$`_𝒌`$ $`=\mathrm{coth}f_𝒌{\displaystyle \frac{1}{f_𝒌}},f_𝒌={\displaystyle \frac{\mathrm{}\omega _𝒌}{2\stackrel{~}{S}k_\mathrm{B}T}},`$ (4)
where $`\theta _{xy}^2=\theta _x^2\theta _y^2`$, $`\gamma _𝒌^{(x,y)}=\mathrm{cos}k_{x,y}/2`$, $`\gamma _𝒌^{(2)}=\mathrm{cos}k_x\mathrm{cos}k_y`$, $`T`$ is the temperature, and the renormalized dispersion relation is $`\omega _𝒌=a_𝒌^+a_𝒌^{}`$. Interestingly, at $`T=0`$ the PQSCHA turns out to be equivalent to the modified spin-wave theory mswt ; singh  which is expected to be a faithful representation of the low-energy properties in the collinear phase. In particular, the spin-wave dispersion relation $`\omega _𝒌`$ has been recently shown to be in remarkable quantitative agreement with series expansion results in the entire range of momenta for $`\alpha >\alpha _c`$, and it is therefore expected to provide an accurate description of the low-energy excitations of the model singh .

The occurrence of the CCL transition in the quantum case can be directly addressed within our approach by calculating the critical temperatures as functions of the spin and of the frustration ratio: a zero value of the critical temperature, or the breakdown of the self-consistent harmonic treatment of quantum fluctuations, would signal a possible absence of the phase transition. In particular, using a simple scaling argument the critical temperatures in the quantum case $`T_c(S,\alpha )`$ can be related to those of the classical model $`T_c^{(cl)}(\alpha )`$ through the following self-consistent relation pqschacritical

$$T_c(S,\alpha )=j_1^{\mathrm{eff}}(T_c,S,\alpha )T_c^{(cl)}(\alpha ^{\mathrm{eff}}(T_c,S,\alpha )),$$
(5)
where $`j_1^{\mathrm{eff}}=J_1^{\mathrm{eff}}\stackrel{~}{S}^2/J_1`$ and $`\alpha ^{\mathrm{eff}}=J_2^{\mathrm{eff}}/J_1^{\mathrm{eff}}`$. The classical transition temperature, $`T_c^{(cl)}(\alpha )`$ is accurately known through extensive MC simulations for $`\alpha 2`$; it vanishes for $`\alpha 1/2`$ and grows more or less linearly for $`\alpha >1`$. Beyond $`\alpha 2`$ the determination of the critical temperatures becomes troublesome due to severe finite-size effects related to the width of the domain walls between domains with $`𝑸=(\pi ,0)`$ and $`𝑸=(0,\pi )`$ weber . However, for large values of the frustration ratio the classical CCL estimate of the critical temperature, $`T_c=0.768J_2/[1+0.135\mathrm{ln}(J_2/J_1)]`$, is expected to be reliable ccl ; weber . This vanishes logarithmically in the limit $`J_2/J_1\mathrm{}`$, corresponding to two decoupled unfrustrated Heisenberg systems.

In order to represent the whole interval of $`\alpha [1/2,\mathrm{})`$ in Fig. 1 we have plotted both the MC and the CCL estimates of the classical critical temperatures as a function of $`\alpha /(1+\alpha )`$. The mismatch between the MC and CCL predictions is a minor flaw that can be easily accounted for, and corrected by slightly modifying CCL’s criterion for the determination of the transition temperature as explained in Ref. weber . This gives rise to the curve marked in Fig. 1 as CCL. Using the latter estimate, and the classical MC results of Ref. weber , the transition temperatures in the quantum case can be determined by numerically solving Eq. (5). As shown in Fig. 1, the critical temperatures decrease as the spin decreases, due to the enhancement of quantum fluctuations. Remarkably, while for large $`\alpha `$ the transition temperature vanishes for $`\alpha \mathrm{}`$ for any value of the spin, in the opposite limit the critical temperatures vanish approaching a critical value $`\alpha _c>0.5`$ that increases as $`S`$ decreases, thus confirming the existence of a non-magnetic phase in the regime of high frustration. In particular, for $`S=1/2`$, $`\alpha _c0.6`$ in agreement with the previous estimates of the zero-temperature quantum critical point revgs . For large $`\alpha `$, the PQSCHA results turn out to be consistent with the CCL estimates for the quantum $`S=1/2`$ system ccl ; weber . For intermediate values of $`\alpha `$, the transition temperatures remain finite for any spin value. However for $`S=1/2`$, though sizeable ($`T_c/J_20.2`$), the critical temperatures are more than an order of magnitude smaller than those considered in Ref. singh  in the discussion of the high-temperature expansions results leading to the proposal of a $`T=0`$ critical scenario. On the contrary, a finite-temperature phase transition at the critical temperatures we estimate is in fact consistent with the numerical results of Ref. singh .

The study of the thermodynamics of the effective classical model (2) provides a deeper analysis of the CCL transition. To this end, we have performed classical MC simulations on the effective Hamiltonian on $`L\times L`$ lattices, with $`L`$ up to 300. The PQSCHA expression for the order parameter associated to the CCL transition ccl  is $`\sigma =\theta _2^2(\theta _x^2+\theta _y^2)|(𝒔_1𝒔_3)(𝒔_2𝒔_4)|_{\mathrm{eff}}/8`$, where $`(1,2,3,4)`$ are the sites of on an elementary plaquette of the lattice with counterclockwise numbering, and $`\mathrm{}_{\mathrm{eff}}`$ is the statistical average associated to the effective classical Hamiltonian (2). Another quantity bearing clear signatures of the transition is the specific heat, calculated here as the numeric derivative of the internal energy per spin, $`c=u/T`$, where $`u=_{\mathrm{eff}}/NJ_1\stackrel{~}{S}^2(\theta _x^4\theta _y^4)`$. These quantities are shown for $`\alpha =0.65`$ in Fig. 2. The Ising transition is clearly marked by a (finite-size) peak in the specific heat in correspondence to the temperature where the Ising order parameter vanishes. By decreasing the spin, the saturated values of $`\sigma `$ decrease as well, due to the increased quantum fluctuations, and so does the peak of the specific heat, making the transition in the quantum case generally weaker than in the classical one. When $`\alpha `$ is increased, the signatures of the transition are even more dramatically suppressed, due to the mentioned effects related to the width of the domain walls weber .

The Heisenberg features become more and more important with respect to the frustration effects, in fact, as shown in Fig. 3, already for $`\alpha =1`$, the Ising peak of the specific heat tends to be masked by the broad maximum reminiscent of the unfrustrated limit $`\alpha \mathrm{}`$, and very large values of $`L`$ are required in order to resolve the logarithmic divergence (inset). Similarly, the absence of critical features in the recent numerical calculations of the specific heat misguich  can be traced back to the limited range of the correlators generated by the high-temperature expansion privmisg .

In order to investigate the effect of frustration on the antiferromagnetic correlations, we have also calculated the collinear susceptibility

$$\chi (𝐐)=\frac{S(S+1)}{3}+\frac{\theta _0^4\stackrel{~}{S}^2}{3}\underset{𝒓0}{}e^{i𝑸𝒓}𝒔_\mathrm{𝟎}𝒔_𝒓_{\mathrm{eff}},$$
(6)
with $`𝐐=(\pi ,0)`$ or $`(0,\pi )`$, and the corresponding correlation length (through the second moment estimator Cooperetal82 ). The results for the case $`S=1/2`$ for different values of $`\alpha `$ are shown in Fig. 4. We observe that both quantities are strongly suppressed by frustration for $`\alpha 1`$, but for larger $`\alpha `$ the results are extremely close to those in the unfrustrated Heisenberg model, corresponding to $`\alpha \mathrm{}`$. Therefore neutron scattering experiments on Li2VOSiO4 and related compounds with a large $`\alpha `$ are not likely to show any strong frustration effects in the magnetic correlations, as also indicated by preliminary experimental results neutron .

Finally, we compare the estimated critical temperature for $`S=1/2`$ with the transition temperature, $`T__\mathrm{N}=2.8`$ K, observed in Li2VOSiO4. For this compound, various ratios $`J_2/J_1`$ have been estimated, ranging from $`J_2/J_1`$ = 1.1 with $`J_1=3.9`$ K melzi  to $`J_2/J_1=`$ 4.76 with $`J_1=1.25`$ K misguich . Using these estimates, we get $`T_c1.01`$ K and 1.46 K, respectively, which are well below the transition to three-dimensional collinear order observed at $`T__\mathrm{N}2.8`$ K. The CCL critical behavior is therefore not detectable in this compound melzi . In general, due to the weak nature of the transition for $`J_2/J_11`$, previously discussed, the observation of the CCL transition would require realizations of a $`J_1J_2`$ model with a smaller value of the ratio $`J_2/J_1`$.

In conclusion, using the pure-quantum self-consistent harmonic approximation, we have provided a complete and consistent picture of the collinear phase of the 2D quantum $`J_1J_2`$ antiferromagnet. Our results indicate that the finite temperature transition predicted by Chandra, Coleman, and Larkin ccl  persists down to $`S=1/2`$ provided that the ratio $`J_2/J_1`$ is greater than a critical value corresponding to the stabilization of collinear long-range order in the ground state. We believe that our findings will be a valid reference point for future experimental investigations on Li2VOSiO4 and related compounds.

We thank F. Becca, P. Carretta, A. Cuccoli, G. Misguich, and F. Mila for fruitful discussion and correspondence. This work was supported by NSF under Grant No. DMR02-11166 (L.C.), DOE under Grant No. DE-FG03-01ER45908 (T.R.), and by INFN, INFM and MIUR-COFIN2002 (A.F. and V.T.).


text:
# Hydrodynamic effects in interacting Fermi electron jets

## Abstract

We theoretically study hydrodynamic phenomena originating from electron-electron collisions in a two-dimensional Fermi system. We demonstrate that an electron beam sweeping past an aperture creates a pumping effect, attracting carriers from this aperture. This pumping effect originates from the specific electric potential distribution induced by the injected electrons. In the regions nearby the main stream of injected electrons, a positive potential is induced by the injected electrons. Thus, the normally repulsive Coulomb interaction leads to an attractive force in the Fermi system. This quantum pumping mechanism in a Fermi system differs qualitatively from the Bernoulli pumping effect in classical liquids. We also discuss possible experimental realizations.

Electron-electron (e-e) scattering in a degenerate electron gas forms one of the central concepts of Fermi-liquid theory Landau ; Landau1 . Electron states with energy slightly above the Fermi surface are not stationary, since they decay accompanied by the creation of electron-hole pairs in the Fermi sea Landau . The total momentum in the e-e scattering process is conserved, and hence the e-e collisions do not in the main affect the conductivity. At the same time, the e-e collisions play an important role in experiments which involve the phase coherence time of the electron Webb-Willett ; mag-imp , and in physical effects implicating hydrodynamics hydro ; hydro1 ; Axel ; Govorov . At low temperatures, the e-e collision processes slow down due to Fermi statistics Chaplik ; Quinn ; AA , leading, in the ideal two dimensional electron system (2DES), to the inverse e-e lifetime rapidly decreasing upon lowering the temperature $`T`$ Chaplik ; Quinn :

$$\frac{1}{\tau _{ee}}=\frac{(k_BT)^2}{hE_F}[\mathrm{ln}\frac{E_F}{k_BT}+\mathrm{ln}\frac{4}{a_0^{}k_F}+1],$$
(1)
where $`h`$, $`E_F`$, and $`v_F`$ are the Planck’s constant, the Fermi energy, and the Fermi velocity, respectively; $`a_0^{}`$ denotes the effective Bohr radius. To render hydrodynamic effects in 2DESs observable, e-e collisions should occur more often than impurity scattering events. Mathematically, this condition is obvious: $`l_{ee}<l_p`$, where $`l_{ee}=v_F\tau _{ee}`$ is the electron mean free path related to e-e scattering and $`l_p`$ is the momentum relaxation mean free path. The above condition is satisfied in typical high-mobility GaAs/GaAlAs heterostructures, in the temperature range $`T535K`$ (Fig. 1a) ref11 . Therefore, the hydrodynamic effects should be accessible in experimental low-temperature studies. Here we describe a new hydrodynamic phenomenon in a low-temperature electron plasma which occurs when an electron beam is injected from a narrow aperture into a 2DES (Fig. 1b). We show that the injected beam creates an unusual potential pattern which can result in a hydrodynamic pumping effect. This pumping effect exists in mesoscopic structures where the injected electrons experience just few e-e collisions. In contrast to the Bernoulli effect in classical liquids, the predicted quantum pumping behaves linearly in the excitation, and can only be observed in a Fermi system at low temperatures.

Another potential application of the predicted hydrodynamic effect concerns measurements of the electron phase coherence time, $`\tau _\varphi `$. The low-temperature behavior of $`\tau _\varphi `$ in nanostructures is a long standing problem. According to the standard theory, e-e scattering becomes very weak at low temperatures and therefore $`\tau _\varphi `$ should tend to infinity at zero temperature. However, the experiments demonstrate that $`\tau _\varphi `$ saturates to a finite value at low temperatures Webb-Willett ; mag-imp . Magnetic-impurity scattering has been implicated amongst others mag-imp . Yet, e-e scattering itself is a nontrivial problem in mesoscopic structures, where an electron experiences scattering by boundaries as well as impurities. For example, it is accepted that in diffusive metals, the formula $`1/\tau _{ee}T^2`$ should be strongly modified due to disorder AA . Measurements of the hydrodynamic effect predicted in this work can directly reveal the contribution of e-e scattering to the phase coherence time in mesoscopic ballistic structures at low temperatures.

To describe hydrodynamic effects in a stationary electron beam (Fig. 1b) we employ the linearized Boltzmann equation:

$$𝐯\frac{f_1}{𝐫}+e𝐄\frac{f_0}{𝐩}=J(f_1),$$
(2)
where $`f_1(𝐫,𝐩)`$ is the distribution function of the non-equilibrium electrons, $`𝐫=(x,y)`$ and $`𝐩`$ are the two-dimensional coordinate and momentum, respectively; $`f_0(ϵ)`$ is the equilibrium Fermi function, $`𝐯=𝐩/m`$ is the electron velocity, and $`ϵ`$ and $`m`$ are the energy and the effective mass of the electron, respectively; $`𝐄`$ is the in-plane electric field, $`e=|e|`$ is the electron charge, and $`J`$ is the collision integral. At low temperature, the non-equilibrium electrons have energies close to the Fermi surface and the function $`f_1`$ can be written as $`f_1(𝐫;ϵ,\theta )=\frac{f_0}{ϵ}F(𝐫;\theta )`$, where $`\theta `$ is the angle between the velocity and the direction $`+x`$, with $`0<\theta <2\pi `$. Our choice of $`(x,y)`$ coordinates is indicated in Fig. 1b.

We treat e-e collisions in the relaxation-time approximation. Due to the complexity of the collision integral incorporating the long-range Coulomb interaction, theoretical studies based on the long-range Coulomb collision integral usually include only the first e-e collision event hydro ; Davies . In contrast, the relaxation-time approach allows us to obtain analytical results for an infinite number of collisions and to describe fundamental hydrodynamic effects appearing in the multi-collision regime. Within the relaxation-time approximation, the collision integral describing scattering events in the vicinity of the Fermi surface, takes the form:

$$J(F)=\frac{F\overline{F}2\mathrm{cos}\theta \overline{\mathrm{cos}\theta F}2\mathrm{sin}\theta \overline{\mathrm{sin}\theta F}}{\tau _{ee}}$$
(3)
where $`\overline{F}=_0^{2\pi }F(\theta )𝑑\theta /2\pi `$ and $`\tau _{ee}`$ is the e-e scattering time. Note that the e-e collision integral (3) conserves both the number of particles and the momentum. In addition, the collision integral (3) assumes an ideal system without disorder and is valid if $`l_{ee}<l_p`$.

To solve the Boltzmann equation in the half-plane $`x>0`$ we need to impose the boundary condition (BC) at the line $`x=0`$. Outside the aperture, the BC describes the elastic collision of an electron with an ideal border, $`F(0,y;\theta )F(0,y;\pi \theta )=0`$. In order to express the injection process, we now introduce the injection function $`g(y,\theta )`$, nonzero only in the angle intervals $`0<\theta <\pi /2`$ and $`(3/2)\pi <\theta <2\pi `$. It is convenient to consider the BC separately in two intervals, $`\pi /2<\theta <\pi /2`$ and $`\pi /2<\theta <(3/2)\pi `$. In the first angular interval, the outgoing flux of electrons $`v_FF(\theta )`$ should equal the sum of the incoming and the injected fluxes, $`v_FF(\pi \theta )+v_Fg(\theta )`$. A similar argument is applied to the second interval. In both intervals, the BC condenses to a single formula:

$$F(0,y;\theta )F(0,y;\pi \theta )=g(y;\theta )g(y;\pi \theta ).$$
(4)
Importantly, the BC (4) leaves some freedom in choosing the function $`F(0,y;\theta )`$. A general solution of eq. 4 can be written as $`F(0,y;\theta )=w_1(y;\theta )+w_2(y;\theta )`$, where the function $`w_1(\theta )`$ is determined by the injection $`g(y;\theta )`$, whereas the function $`w_2(\theta )`$ is arbitrary and satisfies the elastic-collision condition $`w_2(y;\theta )w_2(y;\pi \theta )=0`$.

The BCs in this problem are given by the equation 4 at the line $`x=0`$ and by the condition $`F(x\mathrm{})0`$ at infinity. To solve this problem in a rather convenient way, we now consider a symmetric problem, involving the entire two-dimensional plane and two symmetric current sources (two jets) in the vicinity of $`𝐫=0`$. Including the two current sources, we write the linearized Boltzmann equation as follows:

$$𝐯\frac{F}{𝐫}e\mathrm{𝐄𝐯}=J(F)+G(y;\theta )\delta (x)+G(y;\pi \theta )\delta (x),$$
(5)
where the function $`G(y;\theta )`$ describes the injection. By exploiting the symmetry of the problem and integrating eq. 5 over $`x`$ in the vicinity of $`x=0`$, we determine that the solution of eq. 5 satisfies the necessary BC (4) with $`G(\theta )=v_F\mathrm{cos}\theta g(\theta )`$. Equation (5) can be solved using Fourier transformation,

$$i\mathrm{𝐯𝐤}F_ke𝐄_k𝐯=\frac{F_k\overline{F}_k2\mathrm{cos}\theta \overline{\mathrm{cos}\theta F}_k2\mathrm{sin}\theta \overline{\mathrm{sin}\theta F}_k}{\tau _{ee}}+G_{k_y}(\theta )+G_{k_y}(\pi \theta ),$$
(6)
where $`F_𝐤(\theta )=_{\mathrm{}}^+\mathrm{}d^2𝐫e^{i\mathrm{𝐤𝐫}}F(𝐫;\theta )`$. The electric field $`𝐄`$ in eq. 6 originates from the non-equilibrium electrons. We now assume that the heterostructure containing the 2DES is covered by a top metallic gate, with the distance between the 2DES and the top gate $`d`$ smaller than any lateral size of the system. This condition does not unduly restrict experimental situations. Imposing this condition ensures that the potential $`\varphi `$ in the plane of 2D plasma is proportional to the non-equilibrium 2DES density $`\delta n(𝐫)`$. Thus, we can write $`\varphi (𝐫)=(4\pi ed/ϵ_s)\delta n(𝐫)`$, where $`ϵ_s`$ denotes the dielectric constant of the semiconductor Govorov ; Frank . After Fourier transformation, we obtain $`𝐄_k=i𝐤\varphi _k=i𝐤(4\pi ed/ϵ_s)\delta n_k`$. Simultaneously, the electron density is expressed through the function $`\overline{F}`$, $`\delta n_k=\overline{F}_kD_{2D}`$, where $`D_{2D}=m/\pi \mathrm{}^2`$ represents the 2D density of states. By manipulating eq. 6 and integrating over angles, we obtain a closed system of equations for $`\overline{F}_k`$, $`\overline{\mathrm{cos}\theta F}_k`$, and $`\overline{\mathrm{sin}\theta F}_k`$. The 2DES density can be determined by the functions

$$\overline{F}_𝐤=\frac{I_1\frac{2k_0}{k^2}(k_0W_01)+I_2}{(1+4d/a_0^{})(1k_0W_0)},$$
(7)
$$W_0(k)=\frac{1}{\sqrt{k^2+k_0^2}},I_1=_0^{2\pi }G_{k_y}(\theta )\frac{d\theta }{\pi v_F},I_2(𝐤)=_0^{2\pi }\frac{G_{k_y}(\theta )+G_{k_y}(\pi \theta )}{ik\mathrm{cos}(\theta \alpha )+k_0}\frac{d\theta }{2\pi v_F},$$
(8)
where $`\mathrm{tan}\alpha =k_y/k_x`$ and $`k_0=(v_F\tau _{ee})^1=1/l_{ee}`$. We also derive analytical expressions for the current densities, $`j_x(𝐤)=v_FD_{2D}\overline{\mathrm{cos}\theta F}_k`$ and $`j_y(𝐤)=v_FD_{2D}\overline{\mathrm{sin}\theta F}_k`$.

For the injection function, we choose

$$G(y,\theta )=G_{max}e^{\frac{y^2}{L^2}}\frac{\mathrm{\Theta }(\theta _0|\theta |)}{2\theta _0},$$
(9)
with $`\mathrm{\Theta }(\theta )=1`$ if $`\theta >0`$ and $`0`$ otherwise. The parameters $`L`$ and $`\theta _0`$ describe the spatial width of the aperture and the width of the angular distribution of injected electrons, respectively. The parameter $`G_{max}`$ is proportional to the injected current density in the middle of the aperture. Using the injection function, $`G_{max}`$ can be related to the total injected current, by $`I=|e|D_{2D}L/(2\sqrt{\pi })G_{max}`$. Typically, the resistance of the injecting aperture exceeds the resistance of the leads and thus the potential drop across the aperture, $`\mathrm{\Delta }V`$, dominates the potential applied to the system. Using the Landauer-Büttiker formalism, we can write $`I=(2e^2/h)N\mathrm{\Delta }V`$ Conductance , where $`N`$ represents the number of conducting modes in the aperture. Although quantization of the conductance is not necessary for the observation of the hydrodynamic effect ($`N`$ can be large), the Landauer-Büttiker formalism forms a convenient framework to link the experimental variables, $`L`$, $`N`$, $`\mathrm{\Delta }V`$ and $`I`$. By combining the above equations, we obtain: $`G_{max}=4\sqrt{\pi }|e|N/(hLD_{2D})\mathrm{\Delta }V`$. In addition, it was assumed that the injected electrons possess energies in the vicinity of the Fermi surface.

Numerical results for the non-equilibrium density distribution follow from the reverse transformation, $`\delta n=D_{2D}exp(i\mathrm{𝐤𝐫})\overline{F}_k𝑑𝐤/(2\pi )^2`$. Figure 2 shows that $`\delta n`$ is large and positive inside the ballistic beam, as expected. But $`\delta n`$ is depressed to negative values in regions nearby the main stream of injected electrons. The negative $`\delta n`$ corresponds to depletion. In Fig. 3, we schematically show the streamlines associated with injection. Interestingly, in the regions adjacent to the main stream, the currents flow towards the beam. Qualitatively, we can understand this behavior in terms of e-e scattering: the injected electrons create an effective pressure and scatter the background Fermi-sea electrons toward the right. Numerical calculations show that this happens not in the main stream, where the density of excess electrons is high, but rather on the sides of the main stream. The currents flowing toward the main stream tend to compensate for the lack of electrons.

The electron depletion in the vicinity of the injected beam can lead to carrier pumping toward this beam. The potential induced by the non-equilibrium electrons can be expressed as $`\varphi (𝐫)=(4\pi ed/ϵ_s)\delta n(𝐫)`$, reflecting the fact that a local net charge will lead to a local potential of the same sign. If a detector aperture is situated in the region of electron depletion ($`\delta n<0`$), the detector will experience a positive potential (Fig.3). In voltage measurement mode, the detector can be considered a closed reservoir with net zero current. A positive potential denotes a lack of electrons in the detector reservoir, the result of a net pumping of electrons toward the injected beam. We can also consider the pumping in terms of currents. Suppose that we turn on the injected current $`I`$ at $`t=0`$. In the region of the detector window, the pumping effect extracts electrons from the detector. After some time, the system reaches steady state, and the net current through the detector window vanishes. Hence a counter current of electrons into the detector must be generated, by a positive potential on the detector lead. If on the contrary current is allowed to flow, electrons will be pumped through the aperture in steady state. To achieve the steady state pumping, we can connect the detector contact to the Fermi sea in the right-hand side, including a resistor to maintain the current at a level sufficiently low for the latter to be regarded as a weak perturbation. In all above cases, the positive potential induced by the hydrodynamic effects in the vicinity of the injected beam, effectively result in a pumping phenomenon.

According to eq. 1, the length $`l_{ee}=v_F\tau _{ee}`$ strongly depends on temperature, leading to a temperature dependence of the pumping effect. In the ideal disorderless system, the pumping potential depends on the ratios $`L/l_{ee}`$, $`x/l_{ee}`$, and $`y/l_{ee}`$ (Fig. 1b). It is revealing to analyze the temperature dependence of the induced electric potential at a fixed position with coordinates $`(x_A,y_A)`$ where a detector window can be located (Fig. 3). Calculations (Fig. 3) indicate that the potential induced by the injected beam at the point $`A`$ with coordinates $`(x_A=2\mu m,y_A=2\mu m)`$ is negative at low and high temperatures, while for intermediate temperatures, $`325K`$, the hydrodynamic effects render the potential positive. In this regime, $`l_{ee}x_Ay_A`$ and electron-electron interaction leads to just a few scattering events in the vicinity of the detector. Therefore, the pumping effect occurs only in the regime of few scattering events. Our calculations show that the pumping voltage increases by decreasing the angle $`\theta _0`$. Hence, better experimental conditions to observe the pumping signal can be found in relatively wide apertures with flared openings, where the collimation effect is typically stronger Molenkamp . In addition, since $`\varphi \delta nG_{max}\mathrm{\Delta }VI`$, the pumping voltage is a linear function of the applied voltage or injected current.

In the case of one-dimensional injection ($`L\mathrm{}`$), the function $`\delta n(x)`$ can be obtained from eq. 7 by setting $`G_{k_y}\delta (k_y)`$. The calculated electron density clearly demonstrates the hydrodynamic effect: the Fermi sea depletes in the region $`xl_{ee}`$ due to the effective pressure created by the injected beam (Fig. 4). This effect can also be applied toward a pumping mechanism involving a quasi-one-dimensional channel featuring an injecting barrier and a detector window, as illustrated in Fig. 4.

It is interesting to compare our results with the hydrodynamics of classical liquids. Of course, the local non-linear equations of fluid mechanics differ qualitatively from the non-local kinetic Boltzmann equation. For example, the Bernoulli pumping effect, resulting from the spatial variation of local speed in the moving liquid, is quadratic in terms of fluid speed, hence non-linear. As result the Bernoulli pumping effect remains unchanged if we reverse the current. In the 2DES case discussed in this work, the pumping force is linear in terms of applied voltage or current and changes sign as we reverse the current flow. The linearity is a consequence of the electron Fermi statistics. Indeed, at low temperatures, we can consider the flow equally in terms of electrons or of holes near the Fermi surface. Mathematically, the described linear response originates naturally from the linearized Boltzmann equation. Physically, when the negative voltage is applied to the injecting contact, the injected beam consists of electrons which induce an effective pumping force for the electrons from a detector (Fig. 3). When a positive voltage is applied, the injected beam can be treated as a beam of holes near the Fermi surface; these holes now induce an effective pumping force for the holes from the detector and therefore the pumping voltage reverses its sign, along with the applied voltage. The concurrent voltage reversals lead to a linear dependence at low excitations. The linear dependence stands in contrast to classical liquids where currents consist of like particles and the above Fermi-gas description cannot be applied.

To conclude, we have shown that the Coulomb interaction in an injected ballistic beam results in attractive forces which can be exploited toward a pumping effect. The quantum pumping described by us is a peculiar property of a degenerate 2DES and is qualitatively different from the hydrodynamic effects in classical liquids.

We thank Axel Lorke for helpful discussions. This work was supported by NSF (DMR-0094055) and by the Condensed Matter and Surface Science Program at Ohio University.


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# Ultrametricity in Fund of Funds Diversification

## 1 Introduction

Before confined to off shore destinations, Hedge Funds (HF) are managed portfolios under the least number of constraints. HF, enjoying more freedom than traditional institutional funds, could historically achieve better returns under the same market conditions: for example, short selling means the possibility to make profit out of a bear market. Investing in a HF is a trust contract between the investor and the fund manager’s strategy. However complete freedom in managing investors money is hard to sell. In order to require a minimum transparency between the HF manager strategy and investors, national regulatory institutions ask the hedge funds to declare the adopted policy in the statement. Practice has shrank the ”types” of style management in some, by now, well known classes. Why do we care about hedge fund type of style management? Because a growing market practice tends to classify HF as normal assets, hence as objects of a further investor portfolio optimization. Unawareness of HF peculiarities and biases may hide the risk of being fooled by randomness. For a nice introduction to HF consult e.g. \[Lha02\].

Data on HF performances present more shortcomings than asset time series: HF Net Asset Value (NAV) are quoted just once a month. Give the highly proprietary character of applied strategies, which are jealously guarded, the only public data are about indexes grouping HF by style. These indices contain a set of disappearing and appearing HF, inducing an unavoidable ”survivor bias”.

In this first paper we focus our attention on the characterization of the applied strategy, in particular our data set shows that strategies plays in HF a role similar to market sectors for traditional assets. Indeed we apply combinatorial optimizing techniques to analyze those characteristics that cluster funds together and those that diversify them. Finally we show how this approach can be used to monitor and select HF investments highlighting those individual HF with a tendency to depart from their stated investment strategy.

## 2 The Data

We use $`N`$ single HF NAV time series of $`T`$ synchronous observations, where:

* Time: Jan-1999 - Jan-2003 of 49 monthly observations; $`T=49`$
* Assets:

+ 62 Funds with strategies reported in Table (see \[Lha02\] for strategies definition ).
    + 5 Market Indices: MIB30, DJ, HSI, NDQ, FTSE, SP500

## 3 Noise and Signal in Correlation

Rank reduction for correlation matrices is usually obtained via a standard zeroed-eigenvalues reduced-rank approximation \[Bri01, RJ99\]. As in \[VP01\] we identify the significant eigenvalues of correlation matrix by selecting those which depart from the spectrum of a same size symmetric random matrix. Random Matrix Theory (RMT) offers a way to clean the matrix from the random components \[Met90\]. The “cleaned” correlation matrix is then used to determine Euclidean distances between funds.

We first normalize monthly returns for the all series, then compute the equal time cross-correlation $`N\times N`$ matrix $`C`$. Problems in measurement (see e.g. \[VP01\]) are: (i) non stationarity of the matrix as market conditions change; (ii) the finite length of time series available to estimate cross correlations introduces ”measurement noise”. As $`T`$ increases to avoid problem (ii), problem (i) increases. From both sources (i) and (ii) we get random contributions into the correlation matrix.

We test the eigenvalues of the matrix C against the null hypothesis given by eigenvalues generated by a same size symmetric random matrix. In the limit $`N,T\mathrm{}`$ with a fixed radio $`Q=T/N1`$, the spectral density is given by \[SM99\]:

$$P_{rm}\left(\lambda \right)=\frac{T}{2\pi }\frac{\sqrt{\left(\lambda _+\lambda \right)\left(\lambda \lambda _{}\right)}}{\lambda },\text{where }\lambda _\pm =1+\frac{1}{Q}\pm 2\sqrt{\frac{1}{Q}}$$
(1)
The three highest eigenvalues of the correlation matrix spectrum for 62 HF and 5 market indices, is compared to the highest eigenvalue $`\lambda _+`$ given by eq: 1. To gain hindsight on the measurement accuracy for the three highest observed eigenvalues $`\lambda _1,\lambda _2,\lambda _3`$ we have determined the bootstrapped distribution of their estimators. Since eq: 1 is valid for $`N,T\mathrm{}`$ s.t. $`Q=T/N1`$ is fixed, we test the finite size effect on $`\lambda _{max}=\lambda _+`$ determination. Results are reported on Fig: 1(a), showing that the three highes eigenvalues of the observed correlation matrix are not compatible with the Random Matrix Hypothesis. In the following we will use the rank-reduced matrix $`\overline{C}`$ obtained by zeroing all the eigenvalues lower than $`\lambda _3`$. Since zeroing eigenvalues has altered the diagonal we may consider $`\overline{C}`$ as a covariance matrix, the associated correlation matrix can be recovered as follow:

$$\widehat{C}_{ij}=\frac{\overline{C}_{ij}}{\sqrt{\overline{C}_{ii}\overline{C}_{jj}}}$$

## 4 Minimum Spanning Tree: How to Visualize Dependencies

We consider HF time series as points in $`^T`$ Euclidean space. The method is based on a similarity concept expressed by distance: similarity grows as distance shrinks. A frequently used measure is the Euclidean distance $`d_{ij}`$ between two normalized time series, that can be calculated starting from the linear correlation coefficient \[Man99, RRV86\].

$$d_{ij}^2=\stackrel{}{𝐒_i}\stackrel{}{𝐒_j}^2=\underset{k=1}{\overset{n}{}}\left(S_{ik}S_{jk}\right)^2=2\left(1\widehat{C}_{ij}\right)$$
(2)
Given distances between all funds and by considering each fund as a node of a tree structure, it is possible to determine a data representation known as Minimum Spanning Tree (MST). It is the unique graph that connects all nodes with the minimum extension. The minimum spanning tree is obtainable through simple algorithms \[PA01\]. Distance minimization between tree nodes allows for a natural HF classification in clusters containing elements with similar realizations.

In our example, using return time series of 62 hedge funds in the period January 2000 to January 2003, we determined the associated MST (Fig. 1(b)). We note how the clustering process leads to an economic meaningful classification of strategies and how anomalies can be promptly detected. For some clusters (cona, gta/glm, emn, emm) there exist a fund that acts as a reference center (cona 43, cta51, emm30, ), while strategies as ”Long-Short” do not show peculiar characteristics, coherently with heterogeneity and discretion in this management style. This observation may suggest that the less discretionary management policies are (for examples, those following mathematical models implemented by software decisions), the more similar corresponding returns are.

## 5 Conclusions

We observe a broad coherence between the usual qualitative classification of HF and the phenomenological classification deduced from historical data of HF returns. Albeit managers discretionality, macro strategies seems to share enough common points in the realized returns to be quantitatively classified. In a universe where transparency towards investors is low, where operative strategies are protected, data mining and classification instruments allow to extract maximum information from available data and to verify whether the declared strategies in the fund statement are verified. In particular, anomalous nodes with respect to the reference cluster, let identify funds that require a deeper investigation. Beyond qualitative control, these results are useful to maximize portfolio diversification, by selecting funds belonging to different clusters and by paying special attention to those characterizing central nodes. Moreover, those characteristics that identify a cluster help to define the actual benchmark for a given strategy. Finally, the tree structure offers an objective basis to extract economic conclusions, portfolio selection and control. By extracting the structure hidden in large correlation matrices, trees are easier to interpret than inspection of large correlation matrices!