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# Searching for Gravitational Waves from the Inspiral of Precessing Binary Systems: Astrophysical Expectations and Detection Efficiency of “Spiky” Templates.

## I Introduction

Relativistic spin-orbit and spin-spin couplings can cause inspiraling binary compact systems containing neutron stars (NS) or black holes (BH), to precess, provided that at least one of the two spins is of significant magnitude and misaligned with respect to the orbital angular momentum. This precession leads to a periodic change of the orbital plane orientation and therefore modify the inspiral gravitational wave (GW) signal received by ground-based detectors. Currently binary inspiral searches with interferometric detectors, soon expected to be at optimal sensitivity, such as Laser Interferometric Gravitational Wave Observatory (LIGO) Abram92 , VIRGO Caron97 , and GEO600 Danzm95 , rely on sophisticated signal processing techniques to extract the signal from the intrinsic noise of the instruments. For binary compact objects, the best available linear filter is the well-known matched-filtering technique Helst68 ; OwenS99 . For the maximum possible signal-to-noise ratio (SNR), this method requires the best possible a priori knowledge of GW signal waveforms to be used as templates. Schematically, the basic idea is to search for correlations between the output of the detector and the chosen family of templates. The maximum SNR is achieved when the signal coincides with one of the templates. If this is not the case, the loss in SNR can be measured by the fitting factor (FF), with relates the actual SNR to the maximum one by :

$$\left(\frac{S}{N}\right)=\mathrm{FF}\times \left(\frac{S}{N}\right)_{\mathrm{max}},$$
(1)
as introduced in ApostCST94  (see also GrandKV03 ; GrandK03 , for more details on FF).

This paper represents the continuation of our group’s work, previously presented in GrandKV03 ; GrandK03  (hereafter Papers I and II, respectively). This series is devoted to the study of precessing compact binaries and, more precisely to the effects of precession on the detectability of binary inspiral signals. If precession is not taken into account in the templates, it would cause a loss in SNR measured by $`\mathrm{FF}`$ (averaged over source orientation) and consequently a decrease in detection rate by a factor $`\mathrm{FF}^3`$, assuming a homogeneous space distribution of the sources111However, note that a recent study of the actual galaxy distribution in the nearby Universe shows that the slope-dependence of the number of sources within a certain distance is closer to 2.5 instead of 3 Nutzman .. It has been shown in Papers I and II as well as in Apost96 ; BuonaCV03 ; PanBCV03  that the detection rate could be greatly reduced (by up to an order of magnitude). It has also been known for some time now that this effect is more important in binaries with high mass ratios Apost96 . Therefore in this paper, we restrict ourselves to systems with a typical $`1.4M_{}`$ NS and and a stellar-mass BH of $`10M_{}`$. Let us note however, that according to BulikGB03 , the most probable system to be detected by the first generation of detectors is not of that type, but rather consists of two black holes with mass ratio close to unity. Our current understanding of the physics of the interior of NS suggests that, in a binary system, the NS is not expected to have a spin of significant magnitude TayloW82 ; Wolsz91 ; BildsC92 . So we will assume that the most massive object, i.e. the BH, will carry all the spin. For this case where only one object is spinning, Apostolatos et al. (1994-1995) have derived an analytical approximation of the emitted waveform, valid up to 1.5 post-Newtonian (PN) order : the simple precession regime ApostCST94 ; Apost95 . For simplicity and computational efficiency, we will use this approximation, instead of integrating the full set of 2PN equations describing the dynamics of the system Kidde95 . We will see that the results are very close to the ones obtained by Buonanno et al. using more detailed signals BuonaCV03 . As in Papers I and II we will use the initial LIGO noise curve throughout the paper (values taken from table IV of DamouIS01 ).

In a realistic data analysis pipeline, it is difficult to implement a search that uses the “full” precession waveforms as templates. Indeed such waveforms depend on a large number of parameters, typically ten (e.g., magnitude and orientation of the spins, orientation and position of the binary, etc), so that the computational burden to compute the cross-correlations with the output of the detector for all the possible values of the parameters is beyond the reach of current resources. To solve this problem, one can hope to find a family of “mimic” templates which depend on formally few parameters, but still leads to high $`\mathrm{FF}`$ values. Following and extending an initial proposal by Apostolatos Apost96 , we presented, in Paper II, a strategy based on a hierarchical search, where successive corrections are applied to the phase of the templates. The final correction is the sum of an oscillatory term of the form proposed by Apost96  and several spike-like features, hence the name “spiky” templates.

Apart from the mass ratio, the effect of the precession modulation and hence the $`\mathrm{FF}`$ also depends on the spin magnitude of the most massive object (here the BH of $`10M_{}`$) and the tilt angle of this spin with respect to the orbital angular momentum. Until now none of the studies focused on the detectability of precessing binary inspiral have considered the astrophysical origin of the compact object spin magnitudes and orientations and their expected probability distributions. Clearly these will affect any realistic probability statement about the detectability of precession-modulated signals must take these into account. The physical origin of the tilts has been understood uniquely in the context of asymmetric compact object formation and the existence of supernova kicks KaspiBMSB96 ; WexKK00 ; PorteY98 . Our current astrophysical understanding is well developed and allows theoretical predictions for the distribution of tilt angles among different populations of binary compact objects. On the other hand, the evolution of compact object magnetic field strengths is not as well understood, and therefore reliable probability distributions of spin magnitudes are difficult to calculate and the results are strongly model dependent.

The goal of this paper is twofold. In the first part of the paper (Sec. II), we examine more realistic precession waveforms (that include Thomas precession) and we show (Sec. II.1) that the results are in excellent agreement with those obtained through numerical integration of equations that describe the orbital dynamics BuonaCV03 . In section II.2 we point out our intriguing result that precession can, in some cases, help detection and increase the value of the signal-to-noise ratio. In the second part of the paper (Sec. III) we introduce, for the first time, the coupling between astrophysical predictions for the probability distributions of tilt angles with FF calculations and we obtain astrophysically relevant results for the detection rate degradation as a function of the compact object spin magnitude. Conclusions are presented in section IV.

## II Behavior of the “Spiky” templates

### II.1 Dependence of FF on adopted precession inspiral signal

In Paper II, we proposed a technique to detect gravitational waves from precessing binaries, based on a three step hierarchical search. The first step was to just use the standard chirp templates, possibly including 2.5 PN corrections to the phase SathyD91 ; DhuraS94 ; BalasD94 . The second step was originally proposed by Apostolatos Apost96  and consists of the addition of a three parameter $`𝒞,B,\delta `$ oscillatory term in the phase $`𝒞\mathrm{cos}\left(f^{2/3}+\delta \right)`$ (see Eq. (12) of Apost96 ). Although this helped, we proposed to improve the efficiency of the procedure by searching for spike-like features (that we found appear in the residual phase after the two steps) in the phase as a third correction. Each spike depends on only two (rather well constrained) parameters (the position $`f_0`$ and the width in frequency space, given by $`\sigma `$) plus a boolean parameter (the sign $`\epsilon =\pm 1`$). More precisely the equation of a given spike is :

$`\mathrm{If}f>f_0\mathrm{then}P(f_0,\sigma ,\epsilon )`$ $`=`$ $`\epsilon \pi \left[\sqrt{\left(1{\displaystyle \frac{1}{\left(\sigma \left(ff_0\right)+1\right)^2}}\right)}1\right]`$ (2)
$`\mathrm{If}f<f_0\mathrm{then}P(f_0,\sigma ,\epsilon )`$ $`=`$ $`\epsilon \pi \left[\sqrt{\left(1{\displaystyle \frac{1}{\left(\sigma \left(ff_0\right)1\right)^2}}\right)}+1\right].`$
The spikes are searched one by one until some convergence criterium is achieved. We refer the reader to Paper II for more details.

The results presented in Paper II were quite encouraging. However there is a number of points that still need some exploration. One of them is an important difference between the results presented in Paper II and the ones obtained in parallel and independently by Buonanno et al. BuonaCV03 . Indeed, even though the two proposed schemes are completely different, the effects of precession should be the same, when using the standard (non-precessing) chirp signal. This was not the case : the lower curve of Fig. 12 of Paper II shows a fitting factor as low as 0.5 whereas, for the same system, Fig. 14 of BuonaCV03  exhibits minimum values around 0.7. After some investigations, we determined that the main difference was coming from the assumption made in Papers I and II that the Thomas precession term in the simple precession formalism (given by Eq. (29) of ApostCST94 ) is not important and could be ignored. As mentioned in Paper I, this term was believed to be mainly monotonic and well recovered by mismatching the parameters of the templates with respect to the physical ones of the signal. In contrast as we will see, the addition of the Thomas precession term (using 1.5 PN expressions for $`\dot{\omega }`$) in the computation of the signal changes significantly the FF values.

Along with this main improvement we made a few other modifications. First, as already mentioned in Paper II, we have implemented the use of FFT techniques to find the maximum FF with respect to the time at coalescence $`t_c`$, at the first step of our procedure. By increasing the speed of the code, this modification enables us to explore a greater part of the parameter space. For example, contrary to Papers I and II, for which we used mainly Newtonian order for both the templates and the non-precessing part of the signal, in this work, we always use the 2.5 PN chirp signal, which depends on the total mass $`m_\mathrm{T}=m_1+m_2`$ and the chirp mass $`=\left(m_1^3m_2^3/m_\mathrm{T}\right)^{1/5}`$. We determined that using 1024 points for the FFT algorithm is sufficient to reach an accuracy of the order of $`1\%`$ in identifying $`t_c`$.

We also modify some of the computational parameters involved in setting the templates database. More precisely, we increased the number of templates for both $`m_\mathrm{T}`$ and $``$. In the previous papers, we determined those numbers by demanding that, in the cases without precession, the recovered FF would be $`\text{FF}0.97`$, which is similar to what is done for the searches with LIGO. On the other hand, it is possible that this criterion is not be sufficient for precise comparison with the work by Buonanno et al. BuonaCV03 . Indeed in BuonaCV03 , the maximum FF is obtained by using a maximization algorithm and not by setting a grid of templates so that the precision is probably better than the one obtained by imposing $`\text{FF}0.97`$ without precession. In order to make a meaningful comparison we increased the number of templates for the masses, requiring that the resulting precision of the FF was better than $`1\%`$ , measured by convergence of the FF when increasing the number of templates (see Paper II for details). Once again, this leads to using too many templates especially compared to real searches. The new computational parameters for the masses are the following : the chirp mass (or the total mass) parameter is chosen between $`80\%`$ and $`115\%`$ ($`0.5\%`$ and $`310\%`$) of the signal masses. Those intervals are populated, in logarithmic scale, by $`250`$ templates for the chirp mass and $`350`$ for the total mass.

The last modification is a slight change in the criterion used for ending the search for spikes. In Paper II we used a relative convergence of the FF. However, for real searches, it is probably more convenient to adopt a criterion with respect to the SNR, given that the FF is not a very useful notion for noisy signals. Therefore we end the search for spikes when the SNR is modified by less than $`\mathrm{\Delta }_{\mathrm{SNR}}=0.2`$ between two consecutive spike fittings. Let us however note that this value is an important parameter. For real searches, in the presence of noise, preliminary results seem to indicate that it should be carefully chosen in order to avoid high false alarm rate. The precise effect of noise on the spikes is a subtle subject and is beyond the scope of this paper. Let us just mention that we have to deal with two competitive effects : on one hand, the smaller $`\mathrm{\Delta }_{\mathrm{SNR}}`$, the more spikes we find and so the higher the FF. On the other hand, the smaller the $`\mathrm{\Delta }_{\mathrm{SNR}}`$ the more spikes are found, even in the presence of only noise, thus leading to a high false-alarm rate. This, once again, explains that this parameter must be chosen very carefully, given the specific behavior of the instrument noise.

In Figure 1 we show the calculated average $`\mathrm{FF}`$ values as a function of the cosine of the misalignment angle $`\kappa \widehat{𝐒}\widehat{𝐋}`$, which is a conserved quantity, as long as simple precession is used. We consider only a maximally spinning BH (the spin measured as a fraction of $`m_1^2`$ is $`S_1=1`$). The circles and the dotted line denote the $`\mathrm{FF}`$ obtained by using only the standard templates. The most striking feature is that the curve is well above the values found in our Fig. 12 of Paper II. We have verified that two factors contribute to that : i) the use of PN templates instead of Newtonian ones ii) the addition of the Thomas precession term, the latter being the more important contribution, roughly by a factor of five. It is somewhat surprising that adding a term related to precession actually increases the FF, but this seems to be the case. The lower curve of Fig. 1 is now in very good agreement with the one labeled “SPAs” in Fig. 14 of BuonaCV03 , indicating that the simple precession regime is, indeed, a good approximation. Let us point out that the only significant difference is present for $`\kappa `$ close to unity. This effect may seem surprising but is easy to understand and has actually little to do with precession. In the simple precession regime, when $`\kappa =1`$, the signal coincides exactly with the chirp SPA signal (i.e. the modulations $`\mathrm{AM}`$ and $`\mathrm{PM}`$ in Eq. (10) of Apost95  are zero). So, for values of $`\kappa `$ close to unity (i.e., small spin tilt angles), with a signal generated via simple precession, the FF should go to unity, as observed in Fig. 1. However, when using another way of generating the signal, that may not be true. Indeed, in BuonaCV03 , the signal is generated by numerically integrating equations for $`\omega `$, the spin and the orbital momentum. In the case $`\kappa =1`$ the only relevant equation is the one for $`\omega `$ (i.e. Eq. (1) of BuonaCV03 ). The numerical solution coincides with the one used to derive the SPA waveform (see Eq. (7.11a) of WillW96  for example), only up to the given PN order. Higher order terms cause a small difference between the two waveforms, difference sufficient to explain an average FF as low as 0.8, even for $`\kappa =1`$. All those considerations illustrate the very important fact that the detailed results can depend greatly from the exact formalism used to generate the precessing signal. Although we will restrict ourselves to simple precession in this paper, we plan to conduct a more extensive study of those effects in the future.

Figure 1 shows that, for low values of the spin tilt angle (i.e., $`\kappa >0.6`$), $`\mathrm{FF}`$ is close to 0.9 or higher. With such high values, the spikes are not as important in recovering the precession signal (this is why the solid and dashed curves almost coincide). However, for larger values of $`\kappa `$, the oscillatory correction begins to fail and the addition of the spikes leads to a significant gain, the maximum efficiency of the spikes being around $`\kappa =0.5`$. After the three steps of the procedure, we are able to obtain fitting factors around 0.9, for all the possible values of the spin tilt angle. Such efficiency is comparable to the one shown by the alternative technique proposed by Buonanno et al. (see the top solid curve of Fig. (14) of BuonaCV03 ).

In order to convolve the results with astrophysical expectations (see Sec.III.1), we have computed $`\mathrm{FF}`$ values for the standard, non-precessing 2PN templates for a wide range of BH spin magnitudes. Results are shown in Fig. 2. The spin magnitude ranges from $`0.1`$ (upper curve) to $`1`$ (lower curve), with an increment of $`0.1`$ from curve to curve. The computational parameters are the same than the ones used for Fig 1. Let us point out that the dependency on $`S`$ is very moderate, at least for small tilt angles (i.e. high values of $`\kappa `$). The curves that do not go to $`1`$ when $`\kappa =1`$ (see $`S=0.5`$ for example) correspond to cases where the simple approximation breaks down. This is not a worrisome effect, given that such break-down only occurs for very misaligned configurations ($`\kappa `$ close to $`1`$) which are very unlikely to occur in reality (see Sec. III.1).

### II.2 Can Precession Help Detection ?

The efficiency of our procedure can also be presented without using the concept of FF, but rather by computing SNRs. Fixing the distance to $`20\text{Mpc}`$, as an example, we simulate a set of 5,000 different binaries. Then we compute the SNR at which detection is achieved. Figure 3 shows the number of events for each particular interval of SNRs. The three different curves show the values after each step of our three-step procedure. Only the events with $`\mathrm{SNR}8`$ are presented (as this is our assumed detection limit). We can see that, even though the overall shape of the distribution does not change drastically, more and more events are detected when the successive corrections to the phase are added. The fraction of detected events are given by the percentiles in the legend-box of Figure 3. The improvement coming form Apostolatos’ ansatz (Step II) and from the spikes (Step III) are both significant, the latter being half of the first one. Given the results of Fig. 1, we expect that the improvement comes mainly from systems with $`\kappa `$ close to $`0.5`$ (remember that, in this section, $`\kappa `$ is evenly distributed in $`[1,1]`$ ; for astrophysical considerations on the distribution function of $`\kappa `$, see Sec. III).

The thick black curve of Fig. 3 represents the results using the same sets of orientations but setting $`S=0`$. We first point out that the shape of the distribution is somewhat different from the same cases with precession (dotted line of Fig. 3). On one hand, for signals without precession there is a larger number of signals with high SNRs compared to those with precession, and this is quite intuitive. On the other hand, for low to moderate SNRs ($`8`$ to $`10`$), there is significantly more systems with precession that without. This effect is so important that the number of events detected with precession, after the last step ($`54.2\%`$) is very close to the one without precession ($`54.34\%`$), even with FF values smaller than 1.

The conclusion is that there are systems for which the SNR with precession is higher than without. How is that possible ? Let us recall that the actual SNR is given by Eq. (1), where the $`\left(S/N\right)_{\mathrm{max}}`$ is given by the norm of the signal, i.e. by $`\left(W|W\right)^{1/2}`$ (the optimum choice of scalar product is given by Eq. (2.3) of CutleF94  ; see also Apost96 ; Apost95 ; Helst68 ; Finn99  for details). Without precession the FF is 1 so, in order to get systems with higher SNR when $`S=1`$ than when $`S=0`$, there must exists some systems for which $`\left(S/N\right)_{\mathrm{max}}\left(S=1\right)>\left(S/N\right)_{\mathrm{max}}\left(S=0\right)`$. In other words, at least for some systems, precession will enhance the strength of the gravitational wave signal. This can be physically understood as follows: consider a system which, when entering the frequency band of the detector, is oriented in the worst possible configuration, hence giving the lowest SNR possible. In the case $`S=1`$, because of precession, the orientation of the orbital plane with respect to the detector is going to change and the system will no longer be in the worst possible orientation, hence will have higher SNR that what would be the case without precession. Of course there must also be systems for which the reverse is true, i.e. for which precession decreases the SNR.

To be more quantitative, we compute $`\left(S/N\right)_{\mathrm{max}}`$ with $`S=0`$ and $`S=1`$ for a set of 5,000 configurations. Then we isolate the $`72.4\%`$ of the systems that are detected in one case or the other, i.e. the systems for which either $`\left(S/N\right)_{\mathrm{max}}\left(S=0\right)8`$ or $`\left(S/N\right)_{\mathrm{max}}\left(S=1\right)8`$. For those systems, Fig. 4 shows the distribution of the ratio of the two $`\left(S/N\right)_{\mathrm{max}}`$, in logarithmic scale. As expected, there is roughly half of the configurations for which precession enhances the strength of the signal and half for which it decreases it. However, let us note that the distribution is asymmetric so that the mean increase value is higher than the mean decrease one. This modification accounts for the fact that the distribution of SNR on Fig. 3 is different in the two cases $`S=0`$ and $`S=1`$ (respectively thick black curve and dotted curve). So to conclude with this effect, the “real” SNRs are modified by precession in two ways :

* the match between the templates and the signal is no longer perfect. This is measured by a decrease in FF.
* the $`\left(S/N\right)_{\mathrm{max}}`$ are modified, which can either increase or decrease the strength of the signal.

In view of this understanding, let us come back to Fig. 3. The second effect is the same no matter what templates are used. The only difference between the various steps of our procedure is the fact that the FF increases. It is interesting to note that when using only the first two steps (non-precessing templates and Apostolatos’ ansatz) the net effect of precession is to reduce to number of systems detected. However, when the spikes are included, the decrease of FF is sufficiently small to be compensated by the enhancement in $`\left(S/N\right)_{\mathrm{max}}`$, causing roughly the same number of systems to be detected than in the case $`S=0`$. However, it is true that for some events the $`\left(S/N\right)_{\mathrm{max}}`$, hence the actual SNR, decreases, as it seems to be the case for the systems with very high SNRs. To summarize, we have illustrate the fact that, by modifying the signal, precession, if correctly accounted for by the templates (i.e. with sufficiently high FF), can help recovering the same number of detection than with $`S=0`$. From this point of view, it seems that, in some cases, precession could help the detection of inspiral signals.

## III Spin Tilts in Double Compact Objects

### III.1 Spin Tilt Astrophysics

Inspiraling binaries have already been detected in our Galaxy and are known as relativistic binary pulsars (the Hulse-Taylor systems PSR B1913+16 being the prototype HulseT75 ). All the known double compact objects with coalescence lifetimes shorter than the Hubble time consist of two neutron stars or a neutron star and a white dwarf (their inspiral is relevant to the planned space mission LISA LISA\_NASA ; LISA\_ESA ). Nevertheless current theoretical understanding of binary compact object formation (consistent with the binary pulsars) undoubtedly leads to the prediction for the existence of close binaries with a NS and a BH, and for the majority of models of binary BHs (e.g.BelczKB02  ; hereafter BKB) . Their formation is understood as the outcome of many different binary evolutionary sequences all of which involve a long chain of phases of mass and angular momentum transfer between binary components (the progenitors of the compact objects) as well as mass and angular momentum losses from the binaries (see BKB). Of all these evolutionary links there is only one that is believed to be the origin of spin-orbit misalignments, at least for binaries in the galactic field, i.e. not in globular clusters: the asymmetric collapse of massive stars that imparts a randomly oriented recoil velocity (known as “kick”) to the nascent compact objects, which affects the binary orbital characteristics and depending on its magnitude and direction can cause the orbital plane to tilt from its pre-collapse orientation. Observational evidence in support of NS kicks has accumulated over the past two decades from a variety of sources, most important being the large measured space velocities of pulsars HeuveP97 . For a couple of binary pulsar systems (one of them being the Hulse-Taylor binary), careful timing and polarization pulsar measurements have provided evidence in support of a non-zero tilt angle between the pulsar spin axis and the orbital angular momentum axis. Such misalignments have been theoretically interpreted as the result of asymmetric kicks and have been used to provide quantitative constraints on kick magnitude and orientation KaspiBMSB96 ; WexKK00 .

This basic theoretical understanding has already been used in a preliminary study of the tilt angle distributions expected for BH-NS and BH-BH binaries and their general implications for the reduction in detection rate, if non-precessing templates are used in GW inspiral searches (see Kalogera Kalog00 , hereafter K00). As discussed in K00 in more detail, the tilt-angle calculation is possible in part because of two main evolutionary factors:

* The complicated evolutionary history of binary compact objects includes multiple phases of strong tidal interactions and mass-transfer phases. The spins of the binary components are expected to be aligned with the orbital angular momentum axis just prior to the formation of the second compact object because of the exchanged angular momentum between the stars and the orbit through these tidal interactions. Therefore, even if earlier in the evolution of the binary compact object progenitors spins were misaligned, all momenta axes are expected to be aligned just prior to the second supernova explosion.
* In a BH-NS binary the BH is expected to form from the initially more massive star in the binary. Since more massive stars evolve faster, the BH is expected to be formed first and its spin is expected to be aligned with the orbit just prior to the second explosion. The NS formed in this second explosion is expected to receive a natal kick, which can result in the post-explosion orbital plane being tilted with respect to the pre-explosion orbital plane. Given the extremely small cross section of the BH, its spin remains unaffected and aligned with the pre-explosion orbital angular momentum, and hence misaligned with respect to the orbital angular momentum axis of the newly formed double compact object222Similar considerations hold for a BH-BH binary, where the NS is typically replaced by the least massive of the two BHs. However, note that it has been recently shown BulikGB03  that relatively massive BH-BH with mass ratios close to unity have the highest detection probability and that such systems are not expected to receive significant kicks (if any)..

K00 developed a basic scheme for the quantitative modeling of the orbital dynamics during an asymmetric explosion and the resultant distributions of orbital-plane tilt angles, under the assumption of circular pre-supernova orbits. Based on the above considerations these tilt angles are the misalignment angles between the BH spin and the orbital angular momentum axis, right after the formation of the double compact object. Furthermore, it has been shown that the time-scale for any evolution in the tilt angle due to spin-spin and spin-orbit couplings is much longer than the age of the universe Ryan95 . Consequently, the post-explosion tilts are expected to be preserved during the inspiral phase and to be relevant at the very late phases when the GW frequencies enter the detection bands of ground-based interferometers ($`40`$ Hz for initial LIGO, for example). The results in K00 indicated that BH-NS systems can have significant (up to $`70\%`$ of the systems with tilt angles in the range $`50^{}100^{}`$) tilt angles, whereas heavier BH-BH systems with typically smaller kick magnitudes tend to have very small tilt angles (more than $`90\%`$ of the systems with a tilt angle smaller than $`30^{}`$).

Apart from the assumption of circular pre-explosion orbits, K00 adopted a number of simplifications: (i) tilt distributions were calculated for a few specific sets of pre-explosion binary parameters (component masses and orbital separations) without taking into account the probability distributions of pre-explosion binary characteristics, given the prior evolutionary history of the systems; (ii) the tilt distributions were not convolved with detailed calculations of FF and its dependence on tilt angle and spin magnitude. Here we present a more sophisticated analysis that expands the preliminary study in K00 in three major ways: (i) we use binary compact object population models that account for the full evolutionary history of binaries from their formation as primordial binaries in the Galaxy until double compact objects form; these population models provide a detailed record of the distribution function of binaries in their parameter space (4-dimensional: two masses, orbital semi-major axis, and eccentricity) just prior to the second explosion that introduces the BH spin tilt; (ii) we expand the mathematical derivation of K00 to account for the general case of eccentric binaries; (iii) we convolve our astrophysical predictions for tilt angle distributions with our results for the FF values as a function of spin tilt and magnitude. This allows us to derive astrophysically “weighted” FF as a function of spin magnitude and examine the systematics of our results for different population models.

### III.2 Spin Tilt Calculations and Results

Although many of the details of binary evolution are not well understood, the current general understanding (based both on theoretical stellar evolution calculations and comparisons with a very wide range of different binary types) is quantitative enough to allow the statistical modeling of binary populations and the calculation of probability distributions of all physical parameters of interest. For a wide variety of scientific problems, such population synthesis calculations have been used for more than 20 years now, especially in the area of binaries with compact objects DeweyC87 . Most commonly Monte Carlo methods are used to generate a large number ($`10^610^7`$) of primordial binaries with physical properties that follow certain distribution functions. The evolution of each binary is independent of the other (since in the Galactic field the interaction time is longer than the age of the Milky Way) and is modeled through long sequences of evolutionary phases, until the end of the binary’s lifetime. Throughout the calculation the binary characteristics are calculated self-consistently. The overall normalization of the models is fixed by observational constraints on the supernovae and the star formation rates of the galaxy.

For our calculations we use the code StarTrack that was originally developed by Belczynski et al. (2002) specifically for the study of binary compact object coalescence rates and physical properties (BKB). The code, results, and comparisons with earlier work by other groups have been described extensively in BKB, so we will not repeat the astrophysical description here. We further note that in the past year the population synthesis code has been modified with special focus on the treatment of mass-transfer phases: a new, computationally efficient scheme has been developed that, for the first time allows the calculation of mass-transfer rates and binary evolution through mass-transfer phases that have been carefully tested against results of detailed stellar evolution codes and are in very good agreement BelczKRT03 . Using this updated code we have studied the properties of double compact objects using a subset of the set of models considered by BKB. We find that the results from the updated version are qualitatively identical to the early models (presented in detail in BKB) and, in terms of the tilt-angle distributions, quantitatively similar but with noticeable differences (typically the new models have a somewhat larger fraction of binaries formed with tilt angles in excess of $`10^{}`$).

In what follows we consider the results from two models already presented in BKB: the standard model A and the model E1 (with $`\alpha _{\mathrm{CR}}\lambda =0.1`$). These have been selected because they provide the widest variations in results in terms of tilt-angle distribution functions. The details of the physical parameters in each model and the reasons for their choice are described in detail in BKB. We avoid the repetition here, since, as we will see, the astrophysical motivation and details are not important for the results and conclusions from this study. However we do describe here the calculation of the tilt angles for eccentric pre-explosion orbits, since the derivation does not appear anywhere else in the literature.

We adopt a reference frame analogous of the one used in K00. However, we need to slightly modify it to take into account eccentric orbits. The axes are defined as follows. $`\stackrel{}{e}_y`$ lies into the direction of the initial velocity $`\stackrel{}{V}_r`$ of the progenitor, $`\stackrel{}{e}_z`$ in the direction of the orbital momentum and we have $`\stackrel{}{e}_x=\stackrel{}{e}_y\times \stackrel{}{e}_z`$. Then, the $`(x,y)`$ plane is the orbital one. This system is the same than the one used in K00 except that, for eccentric orbits, the BH is no longer always in the x-direction. Let us call $`A_0`$ the semi-major axis of the orbit and $`r`$ the separation at the moment of explosion. We call $`V_c`$ the value of $`V_r`$ when $`r=A_0`$ (the subscript c stands for circular). The magnitude of the kick velocity is given by $`V_k`$ and its orientation by the two angles $`\theta `$ and $`\varphi `$ (cf. Fig. 5).

The velocity $`\stackrel{}{V}=\stackrel{}{V}_r+\stackrel{}{V}_k`$ of the NS, after explosion is then given by (see also Hills83 , by replacing $`\varphi \pi /2\varphi `$) :

$`{\displaystyle \frac{V_x}{V_c}}`$ $`=`$ $`u_k\mathrm{sin}\theta \mathrm{sin}\varphi `$ (3)
$`{\displaystyle \frac{V_y}{V_c}}`$ $`=`$ $`(V_r/V_c)+u_k\mathrm{cos}\theta =\sqrt{2A_0/r1}+u_k\mathrm{cos}\theta `$ (4)
$`{\displaystyle \frac{V_z}{V_c}}`$ $`=`$ $`u_k\mathrm{sin}\theta \mathrm{cos}\varphi `$ (5)
where we have defined $`u_kV_k/V_c`$.

As in K00, the tilt angle $`\omega `$ can be calculated by considering that it is the angle between two vectors: the initial velocity $`\stackrel{}{V}_r`$ and the projection $`\stackrel{}{V}_p`$ of $`\stackrel{}{V}`$ onto the plane $`\varphi =0`$ (note a typo in K00). This leads to :

$$\kappa \mathrm{cos}\omega =\frac{\sqrt{2A_0/r1}+u_k\mathrm{cos}\theta }{\sqrt{(\sqrt{2A_0/r1}+u_k\mathrm{cos}\theta )^2+(u_k\mathrm{sin}\theta \mathrm{cos}\varphi )^2}}$$
(6)
In the case of a circular orbit, for which $`A_0=r`$, we recover Eq. (3) of K00. The radius $`r`$ is chosen proportionally to the time spent at each point of the orbit before the explosion.

In Fig. 6 our results for the probability distribution of $`\kappa `$ are shown for the two population models. Each panel shows the distribution for binaries of types NS-NS and BH-NS. We did not show the BH-BH binaries because the statistics we got was to low to be meaningful. In general it is evident that it is very difficult to tilt the orbital plane by large angles. It can be shown mathematically that the tilt angle increases as the magnitude of the kick velocity component perpendicular to the pre-explosion orbital plane ($`\stackrel{}{V}_\mathrm{k}\stackrel{}{e}_z`$) increases too. However, as this quantity increases, statistically so does the total kick magnitude. On the other hand, the latter is has the effect of disrupting the binary and hence not forming a binary compact object. This is the physical reason for why low tilt angles are more favored: they occur in systems that have avoided disruption.

The results from the two systems behave in a rather similar manner. The probability density drops rapidly of 1-2 orders of magnitude between $`\kappa =1`$ and $`\kappa =0`$ and remains relatively constant afterwards ($`\kappa <0`$). The main difference between the two models is that it is easier to get large tilt angles in the standard model A than for E1. This effect is very noticeable and, as we will see, will reflect on the $`\mathrm{FF}`$ distribution. For both models, it seems that the BH-NS systems are slightly easier to tilt than the NS-NS ones. This is another reason, apart from the fact that precession is more important for system with very different masses, to consider only precession for BH-NS systems.

### III.3 Astrophysically Relevant Fitting Factors

In Sec. II.1 $`\mathrm{FF}`$ are calculated for a representative BH-NS binary and for a grid of BH spin magnitudes $`S`$ and spin tilts $`\kappa `$. Here we use the astrophysical model predictions for the distribution of $`\kappa `$ to derive “astrophysically weighted” fitting factors $`\mathrm{FF}_{\mathrm{astro}}`$ that depend only on the BH spin magnitude and are defined as:

$$\mathrm{FF}_{\mathrm{astro}}(S)=_1^1f(\kappa )\mathrm{FF}(\kappa ,S)𝑑\kappa .$$
(7)
In Fig. 7 we show the derived astrophysical $`\mathrm{FF}_{\mathrm{astro}}^3`$ values as a function of the BH spin magnitude. The variation across the range is moderate and $`\mathrm{FF}_{\mathrm{astro}}^3`$ values are typically $`0.7`$. They depend only moderately on $`S`$ and on the details of the population models. As expected from the probabilities shown on Fig. 6, the model E1 exhibits values above the standard one by about 20%. The decrease in detection rate, if precession is ignored in the inspiral templates, is only moderate and about 20-30%. This result is the outcome of a balance between the fact that the lowest $`\mathrm{FF}`$ occur for $`\kappa 0.5`$ (see. Fig. 2) and that there is only a low probability for BH-NS to have such large tilts (see Fig. 6). Figure 7 also shows the values obtained when using both Apostolatos’ waveforms (empty symbols) and the “spiky” templates (filled symbols), for model A (the squares) and E1 (the diamonds). We can see that the improvement induced by the spikes is not very important in this case. This is not surprising, given that the spikes are efficient in the region $`\kappa 0.5`$ which is a value which is not favored at all by astrophysical models (see. Fig. 6). The inclusion of the mimic templates is also more efficient for the model A than for E1 and is easily explained by the fact that the model A produces significantly more systems with large values of the misalignment angle.

## IV Conclusions

The first part of this paper is the natural continuation of previous work and is devoted to a more detailed study of various precessing effects. We used more detailed signals than in Papers I and II, always generated by the simple precession formalism, but using 2PN expressions for the non-precessing terms and including Thomas precession. It turns out that those two modifications significantly increases the values of $`\mathrm{FF}`$, compared to what was previously found, which is somewhat surprising and counter-intuitive. On the other hand, the results are now in very good agreement with the ones obtained by BuonaCV03 .

Using those more detailed signals, we then explored the efficiency of the family of “spiky” templates proposed in Paper II. The values of $`\mathrm{FF}`$ being higher, the spikes are less efficient that previously found. However, the overall procedure still leads to values of $`\mathrm{FF}`$ comparable to the ones found by BuonaCV03  (see however recent work in PanBCV03 , where even higher $`\mathrm{FF}`$ are achieved). Using our “spiky” templates we then computed “real” SNRs, fixing the distance of the binary to $`20\mathrm{M}\mathrm{p}\mathrm{c}`$. In doing so, we were able to illustrate and quantify the fact that precession can, in some cases, help detection. This is due to the fact that, even if $`\mathrm{FF}<1`$, the strength of the signal can be enhanced by precession. In future work, we plan to see how the efficiency of our procedure is modified by using more complicated signals, mainly by dropping the adiabatic approximation. We also plan to explore the behavior of the “spiky” templates in the presence of noise.

In the second part of this paper, for the first time, we explore the effect of precession on gravitational-wave inspiral searches in view of the most current understanding of the physical origin of spin-orbit tilt angles and associated predictions for the probability distributions of tilt angles. Taking into account detailed models for the full evolutionary history of close binary compact objects we calculate the probability distributions of tilt angles for different types of systems and find that the strong majority of tilts are smaller than $`60^{}`$. This is mainly due to the requirement that binaries remain bound after compact object formation and in a tight orbit (with coalescence times shorter than the Hubble time).

We use the predictions for tilt-angle distributions to calculated “astrophysically-weighted” fitting factors $`\mathrm{FF}_{\mathrm{astro}}`$ as a function of black hole spin magnitude. We find that most probably Nature protects us from a large decrease of the inspiral detection rate in the case that non-precession templates are used: for a wide range of binary evolution models, the decrease factors of detection rates turn out not to depend strongly on the spin magnitude and they remain rather well restricted within $`2030`$% of the maximum possible.

The implication of our results on the astrophysical expectations of tilt angles is that precession effects may not as important as previously thought for the searches of gravitational-wave inspirals. However, precession in principle can still be important, if larger tilt angles are more favored than currently thought. Given the fact that the current understanding of binary compact object formation is far from perfect and that the anticipated detection rates for first-generation interferometers may be low, it is probably best to still account for precession effects in the best way possible in gravitational-wave data analysis.

###### Acknowledgements.

This work is supported by NSF Grant PHY-0121420. V.K. also acknowledges financial support form the David and Lucile Packard Foundation, in the form of a Fellowship in Science and Engineering.


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# Sommese Vanishing for non-compact manifolds

## Introduction

Let $`X`$ be a smooth algebraic manifold of dimension $`\mathrm{𝖽𝗂𝗆}X=n`$ over an algebraically closed field $`k`$ of characteristic $`\mathrm{𝖼𝗁𝖺𝗋}k=0`$. Assume that $`X`$ is equipped with a birational projective map $`\pi :XY`$ to a normal irreducible algebraic manifold $`Y`$. The Kodaira Vanishing Theorem admits a well-known generalization to this relative situation, namely, the Grauert-Riemenschneider Vanishing Theorem, which claims that the higher direct image sheaves $`R^k\pi _{}\mathrm{\Omega }_X^n`$ on $`Y`$ are trivial for $`k>0`$. One could conjecture that the stronger Kodaira-Nakano Theorem can also be generalized to the relative situation, so that one would have $`R^p\pi _{}\mathrm{\Omega }_X^q=0`$ for $`p+q>n`$. However, a moment’s reflection – take $`X`$ to be the blowup of a smooth point – shows that this is not true, unless one imposes some additonal assumptions on $`X`$ or on the map $`\pi `$.

The goal of this paper is to prove the relative version of Kodaira-Nakano Theorem for one set of such additional assumptions. We will prove (see Theorem 1.1 below) that $`R^p\pi _{}\mathrm{\Omega }_X^q=0`$ if $`p+q>\mathrm{𝖽𝗂𝗆}X\times _YX`$, the dimension of the fibered product of $`X`$ with itself over $`Y`$. We do not need the map $`XY`$ to be birational, projective is enough. In the case when $`\mathrm{𝖽𝗂𝗆}X\times _YX=X`$, the condition on degrees is the original one, that is, $`p+q>n`$. Such maps $`XY`$ are necessarily generically finite, and they are known as semismall maps.

A vanishing theorem of the same type has been proved some time ago by A. Sommese \[S\], but only in the case when the base manifold $`Y`$ is compact. Sommese Theorem is global – rather than consider the direct images, he considers the global cohomology groups $`H^p(X,\mathrm{\Omega }_X^q\pi ^{}M)`$, where $`M`$ is an ample line bundle on $`Y`$. There is a well-known procedure for deducing the vanishing of higher direct images from such a global vanishing, but there is a hitch – in order to apply it, one has to compactify $`X`$, $`Y`$ and $`\pi :XY`$ so that all assumptions on $`\pi `$ are preserved. Unfortunately, usually it is not possible to compactify a semismall map so that it stays semismall.

Our proof uses essentially the same ideas, but we arrange the induction on dimension in a slightly different way; this allows us to use an arbitrary smooth compactification but make all the unpleasantness stay at infinity, where it belongs. The characteristic $`0`$ assumption is used in two places: firstly, we need it to use Hodge Theory, secondly, we need the resolution of singularities to construct smooth compactifications. The Hodge Theory part is not critical, since it can be done in characteristic $`p`$ by the famous method of Delign-Illusie \[DI\] (at the cost of some additional assumptions on $`X`$ such as liftability to the ring of second Witt vectors). But the resolution of singularities seems essential.

As an application, we prove a general theorem on the topology of symplectic contractions over $``$ (Theorem 3.2). Roughly speaking, we assume that $`Y`$ is affine, $`\pi :XY`$ is birational, and $`X`$ carries a non-degenerate closed $`2`$-form $`\mathrm{\Omega }`$, and we deduce that for the fiber $`E_y=\pi ^1(y)X`$ of the map $`\pi :XY`$ over any closed point $`yY`$, the cohomology group $`H^k(E_y,)`$ is trivial if $`k=2p+1`$, and carries a pure Hodge structure of type $`(p,p)`$ if $`k=2p`$. We note that in the particular case of the so-called Springer resolution, this statement has been proved by a direct geometric argument in \[dCLP\].

The author is definitely not an expert in the field of vanishing theorems. For those like him, he would like to mention at this point that there is an excellent and standard reference for all things related to algebraic vanishing theorems, namely, the book \[EV\] by H. Esnault and E. Viehweg. In particular, it is from this book that the author has learned the Sommese Theorem, as well as its proof and all the ideas needed for the proof. The present paper has also been very much influenced by the beautiful paper \[dCM\] devoted to the geometry of semismall maps.

The fibered product $`X\times _YX`$ appears in the statements for purely numerical reasons. It would be interesting to see if it has any real singificance.

### Acknowledgements.

This paper is a part of an ongoing joint project with R. Bezrukavnikov on algebraic symplectic manifolds and their quantization; although he didn’t take part in this particular effort, it is easily understood that his implicit contribution goes way beyond the usual friendly help. I am very much indebted to M. de Cataldo for explaining to me the results of \[dCM\] and for continuously answering my questions, some of them offensively stupid. Part of the work was done while I was visiting the University of Mainz at the invitation of M. Lehn. It is a pleasure to thank this wonderful institution. It is even greater pleasure to thank M. Lehn for his hospitality, patience and expertise. Many thanks are due to E. Amerik, R. Bezrukavnikov and A. Kuznetsov, who have read a preliminary version of this paper and suggested several improvements. Finally, I am grateful to M. de Cataldo for indicating a mistake in the proof of Lemma 2.1, and to V. Ginzburg for attracting my attention to the paper \[dCLP\].

## 1 Statements and preliminaries.

Fix an algebraically closed field $`k`$ of characteristic $`\mathrm{𝖼𝗁𝖺𝗋}k=0`$. Let $`X`$ be a regular scheme over $`k`$ of dimension $`\mathrm{𝖽𝗂𝗆}X=n`$. Assume given a projective map $`\pi :XY`$ from $`X`$ to a normal irreducible algebraic variety $`Y`$ over $`k`$. Denote by $`X\times _YX`$ the fibered product of $`X`$ with itself over $`Y`$. Here is our main theorem.

###### Theorem 1.1

For any $`p,q0`$ such that $`p+q>\mathrm{𝖽𝗂𝗆}X\times _YX`$ we have

$$R^p\pi _{}\mathrm{\Omega }_X^q=0.$$

Before we start proving it, we need to set up some preliminary machinery. First of all, we explain the numerical bound in Theorem 1.1.

###### Lemma 1.2

Assume given a smooth variety $`X`$ over $`k`$ equipped with a proper map $`\pi :XY`$ into an affine variety $`Y`$. Then

$$H_{DR}^l(X)=0$$

whenever $`l>\mathrm{𝖽𝗂𝗆}X\times _YX`$.

###### Proof.

Since $`k`$ has characteristic $`0`$, we may assume $`k=`$ and work in the analytic topology. We can compute the cohomology $`H_{DR}^{\text{}}(X)=H^{\text{}}(X,)`$ by applying the Leray spectral sequence for the map $`\pi :XY`$. Let $`Y_pY`$ be the closed subvariety of points $`yY`$ such that $`\mathrm{𝖽𝗂𝗆}\pi ^1(y)p`$. By proper base change, the sheaf $`R^k\pi _{}`$ is supported on $`Y_p`$, where $`p`$ is the smallest integer such that $`k2p`$. Since $`Y_pY`$ are affine varieties, the group

$$H^{lk}(Y,R^k\pi _{})=H^{lk}(Y_p,R^k\pi _{})$$

vanishes whenever $`lk>\mathrm{𝖽𝗂𝗆}Y_p`$. On the other hand, $`\mathrm{𝖽𝗂𝗆}X\times _YX\mathrm{𝖽𝗂𝗆}Y_p+2p`$, so that $`l>\mathrm{𝖽𝗂𝗆}X\times _YX`$ implies $`l>\mathrm{𝖽𝗂𝗆}Y_p+2p`$. Collecting all this together, we see that

$$H^{lk}(Y,R^k\pi _{})=0$$

whenever $`l>\mathrm{𝖽𝗂𝗆}X\times _YX`$. $`\mathrm{}`$

Next, assume given a smooth manifold $`X`$ over $`k`$ equipped with a line bundle $`L`$.

###### Definition 1.3

A flag for $`L`$ is a sequence

$$\mathrm{}=W_l\mathrm{}W_1W_0=X$$

such that $`W_{i+1}`$ is either empty or a Cartier divisor in $`W_i`$, and the line bundle $`𝒪_{W_i}(W_{i+1})`$ on $`W_i`$ is isomorphic to the restriction of the line bundle $`L`$ onto $`W_i`$. A flag is called smooth if all the $`W_i`$ are smooth.

If in addition $`X`$ is equipped with a simple normal crossing divisor $`D`$, then a flag $`W_i`$ is said to be transversal to $`D`$ if every $`W_i`$ intersects transversally with every intersection of the components of the divisor $`D`$. If this is the case, then in particular the union $`DW_1`$ is a simple normal crossing divisor in $`X`$. Moreover, by induction $`(DW_i)W_{i+1}`$ is a normal crossing divisor in $`W_i`$ for every $`i`$.

###### Lemma 1.4

Assume given a line bundle $`L`$ on a smooth manifold $`X`$ over $`k`$. If $`L`$ is base-point free, it admits a smooth flag. Moreover, if $`X`$ is equipped with a normal crossing divisor $`D`$, then such a flag can be chosen so that it is transversal to $`D`$.

###### Proof.

By induction on $`\mathrm{𝖽𝗂𝗆}X`$, it suffices to find a smooth divisor $`W_1X`$ in the linear system $`|L|`$, transversal to $`D`$ if necessary. By the Bertini Theorem, a generic member of $`|L|`$ will do. $`\mathrm{}`$

###### Remark 1.5

If the line bundle $`L`$ is very ample, a flag for $`L`$ is of length $`n=\mathrm{𝖽𝗂𝗆}X`$. However, this need not be so if $`L`$ is only base-point free. In the extreme case of trivial $`L`$, a flag consists of two subvarieties: $`W_0=X`$ and $`W_1=\mathrm{}`$. Nevertheless, it is a smooth flag.

###### Lemma 1.6

Let $`X`$ be a smooth manifold over $`k`$ equipped with a normal crossing divisor $`D`$, a line bundle $`L`$ and a smooth flag $`W_i`$ for $`L`$ which is transversal to $`D`$. Then the logarithmic de Rham sheaves $`\mathrm{\Omega }_X^{\text{}}DL`$ admit an increasing filtration $`F_i`$ such that

$$\mathrm{𝗀𝗋}_F^i\left(\mathrm{\Omega }_X^{\text{}}DL\right)=\mathrm{\Omega }_{W_i}^{\text{}}(DW_i)W_{i+1}.$$

###### Proof.

By induction on $`\mathrm{𝖽𝗂𝗆}X`$, it suffices to prove that the natural restriction map $`\mathrm{\Omega }_X^{\text{}}L\mathrm{\Omega }_{W_1}^{\text{}}L`$ and the embedding $`\mathrm{\Omega }^{\text{}}DW_1\mathrm{\Omega }^{\text{}}DL`$ induced by the embedding $`𝒪𝒪(W_1)L`$ together give a short exact sequence

(1.1)
$$0\mathrm{\Omega }_X^{\text{}}DW_0\mathrm{\Omega }_X^{\text{}}DL\mathrm{\Omega }_{W_1}^{\text{}}DW_1L0.$$

This sequence is well-known, see e.g. \[EV, Property 2.3c\]. We give a proof for the sake of completeness. The claim is local, so that we may assume that the manifold $`X`$ is $`𝔸^n`$ with coordinates $`z_1,\mathrm{},z_n`$, that $`W_1X`$ is the coordinate hyperplane $`z_1=0`$, and that $`DX`$ is the union of the coordinate hyperplanes $`z_i=0`$, $`i=2,\mathrm{},l`$ for some $`ln`$. We have

$$\mathrm{\Omega }_X^{\text{}}DW_1=\mathrm{\Omega }_{𝔸^1}^{\text{}}o\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}o\mathrm{}\mathrm{\Omega }_{𝔸^1}^{\text{}}o\right)\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}\mathrm{}\mathrm{\Omega }_{𝔸^1}^{\text{}}\right),$$

where $`\mathrm{\Omega }_{𝔸^1}^{\text{}}o`$ is the logarithmic de Rham complex of $`𝔸^1`$ with singularities at the origin point $`o𝔸^1`$, and the logarithmic factors correspond to coordinates $`z_1`$ and $`z_2,\mathrm{},z_l`$. Moreover, we have

$$\mathrm{\Omega }_X^{\text{}}DL=\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}𝒪(o)\right)\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}o\mathrm{}\mathrm{\Omega }_{𝔸^1}^{\text{}}o\right)\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}\mathrm{}\mathrm{\Omega }_{𝔸^1}^{\text{}}\right),$$

and

$$\mathrm{\Omega }_{W_1}^{\text{}}(DW_1)L=k_o\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}o\mathrm{}\mathrm{\Omega }_{𝔸^1}^{\text{}}o\right)\left(\mathrm{\Omega }_{𝔸^1}^{\text{}}\mathrm{}\mathrm{\Omega }_{𝔸^1}^{\text{}}\right),$$

where $`k_o`$ is the skyscraper sheaf supported at the origin. Therefore 1.1 follows from the obvious exact sequence

$$\begin{array}{ccccccccc}0& & \mathrm{\Omega }_{𝔸^1}^{\text{}}o& & \mathrm{\Omega }_{𝔸^1}^{\text{}}𝒪(o)& & k_o& & 0.\end{array}$$

This finishes the proof. $`\mathrm{}`$

## 2 Proofs.

We can now start proving Theorem 1.1. First we reduce the problem to a particular case.

###### Lemma 2.1

To prove Theorem 1.1, it suffices to prove that for every $`p`$, $`q`$ with $`p+q>\mathrm{𝖽𝗂𝗆}X\times _YX`$, the sheaf

$$R^p\pi _{}\mathrm{\Omega }_X^q$$

vanishes if it is supported set-theoretically on a finite union $`Y_0Y`$ of closed points in $`Y`$.

###### Proof.

Apply induction on $`n=\mathrm{𝖽𝗂𝗆}X`$. Assume that Theorem 1.1 is proved for all $`X^{}`$ with $`\mathrm{𝖽𝗂𝗆}X^{}<n`$, and assume that support of the sheaf $`R^p\pi _{}\mathrm{\Omega }_X^q`$ has an irreducible component $`Y_0Y`$ of dimension $`r=\mathrm{𝖽𝗂𝗆}Y_0>0`$. Shrinking $`Y`$ if necessary, we may assume that $`Y_0`$ is smooth and affine, and that $`Y`$ admits a smooth projection $`\rho _0:Y𝔸^r`$ into the affine space $`𝔸^r`$ which restricts to an étale map $`\rho _0:Y_0U`$ from $`Y_0Y`$ onto an open subset $`U𝔸^r`$. Shrinking $`Y`$ even further, we can also assume that the associated projection $`\rho =\rho _0\pi :XY_0`$ is a smooth map. Moreover, we may assume that $`R^p\pi _{}\mathrm{\Omega }_X^q`$ is supported on $`Y_0Y`$. The smooth map $`\rho :XU`$ induces a filtration on $`\mathrm{\Omega }_X^q`$ with associated graded pieces

(2.1)
$$\mathrm{\Omega }^k(X/U)\rho ^{}\mathrm{\Omega }_U^l,k+l=q,$$

where $`\mathrm{\Omega }^k(X/U)`$ is the sheaf of relative $`k`$-forms on $`X/U`$. The projection formula gives

$$R^p\pi _{}\left(\mathrm{\Omega }^k(X/U)\rho ^{}\mathrm{\Omega }_U^l\right)=R^p\pi _{}\mathrm{\Omega }_X^k\mathrm{\Omega }_U^l.$$

This sheaf tautologically vanishes whenever $`l>r`$. For any closed point $`uU`$, the fiber $`X_u=\rho ^1(u)X`$ is smooth and equipped with a projective map $`\pi :X_uY_u`$ into the fiber $`Y_u=\rho _0^1(u)Y`$. By induction on $`n=\mathrm{𝖽𝗂𝗆}X`$, we may assume that

$$R^p\pi _{}\mathrm{\Omega }_{X_u}^k=0$$

whenever $`p+k>\mathrm{𝖽𝗂𝗆}X_u\times _{Y_u}X_u`$. By base change, this implies that

$$R^p\pi _{}\mathrm{\Omega }^k(X/U)=0$$

if $`p+k>\mathrm{𝖽𝗂𝗆}X_u\times _{Y_u}X_u`$ for all $`uU`$. By our assumptions, for a generic $`uU`$ we have

$$\mathrm{𝖽𝗂𝗆}X\times _YX=\mathrm{𝖽𝗂𝗆}Y_0+\mathrm{𝖽𝗂𝗆}X_u\times _{Y_u}X_u.$$

Shrinking $`U`$ if necessary, we may assume that this holds for any closed point $`uU`$. Therefore $`p+q>\mathrm{𝖽𝗂𝗆}X\times _YX`$ and $`l\mathrm{𝖽𝗂𝗆}Y_0`$ implies $`k+p=p+ql>\mathrm{𝖽𝗂𝗆}X_u\times _{Y_u}X_u`$. We conclude that

$$R^p\pi _{}\left(\mathrm{\Omega }^k(X/Y_0)\rho ^{}\mathrm{\Omega }_U^l\right)=0$$

whenever $`p+q=p+k+l>\mathrm{𝖽𝗂𝗆}X\times _YX`$. Applying the spectral sequence associated to the filtration 2.1, we conclude that indeed, $`R^p\pi _{}\mathrm{\Omega }_X^q=0`$. $`\mathrm{}`$

###### Proof of Theorem 1.1..

By Lemma 2.1, we may assume that all the sheaves $`R^p\pi _{}\mathrm{\Omega }_X^q`$ with $`p+q>\mathrm{𝖽𝗂𝗆}X\times _YX`$ are supported in a finite subset in $`Y`$. Without loss of generality we may also assume that $`Y`$ is affine. Choose a projective variety $`\overline{Y}`$, a smooth projective variety $`\overline{X}`$ and a projective map $`\pi :\overline{X}\overline{Y}`$ so that $`Y\overline{Y}`$ is a dense open subset in $`\overline{Y}`$, $`X=\pi ^1(Y)\overline{X}`$ is a dense open subset in $`\overline{X}`$, $`\pi :\overline{X}\overline{Y}`$ extends the given map $`\pi :XY`$, and the complement $`D=\overline{X}X`$ is a simple normal crossing divisor in $`\overline{X}`$. Choose an ample line bundle $`M`$ on $`\overline{Y}`$. Let $`l>>0`$ be an integer large enough so that the sheaves

$$R^p\pi _{}\mathrm{\Omega }_{\overline{X}}^qM^l$$

are acyclic for all $`p,q`$. Replace $`M`$ with $`M^l`$.

The line bundle $`L=\pi ^{}M`$ on $`\overline{X}`$ is base-point free. By Lemma 1.4, there exists a smooth flag $`W_i`$ for the bundle $`L`$ which is transversal to $`D`$. By construction, we have $`W_i=\pi ^1(Z_i)`$, where $`Z_i`$ form a flag for $`M`$ on $`\overline{Y}`$. In particular, for any $`i`$ the complement $`W_iW_{i+1}`$ comes equipped with a projective map

$$\pi :W_iW_{i+1}Z_iZ_{i+1},$$

and the intersection $`\left(Z_iZ_{i+1}\right)Y`$ is affine. By Lemma 1.2, we have

$$H_{DR}^l\left(\left(W_iW_{i+1}\right)X\right)=0$$

whenever $`l>\mathrm{𝖽𝗂𝗆}W_i\times _{Z_i}W_i`$. If $`l>\mathrm{𝖽𝗂𝗆}X\times _YX`$, then the vanishing holds for all $`i`$.

The cohomology $`H_{DR}^l((W_iW_{i+1})X)`$ can be computed by means of the logarithmic de Rham complex $`\mathrm{\Omega }_{W_i}^{\text{}}(DW_i)W_{i+1}`$. Moreover, the Hodge-de Rham spectral sequence for this complex degenerates, so that we have

$$H^p(\overline{X},\mathrm{\Omega }_{W_i}^q(DW_i)W_{i+1})=0$$

whenever $`l=p+q>X\times _YX`$. Applying Lemma 1.6, we deduce that

(2.2)
$$H^p(\overline{X},\mathrm{\Omega }_{\overline{X}}^qDL)=0$$

under the same assumption on $`p`$, $`q`$.

Consider now the sheaves $`\mathrm{\Omega }_{\overline{X}}^{\text{}}L`$ on $`\overline{X}`$ and the Leray spectral sequence for the map $`\pi :\overline{X}\overline{Y}`$. By our assumption on $`L=\pi ^{}M`$, the spectral sequence degenerates, and we have

$$H^p(\overline{X},\mathrm{\Omega }_{\overline{X}}^qL)=H^0(\overline{Y},R^p\pi _{}\mathrm{\Omega }_{\overline{X}}^qM)$$

for every $`p`$, $`q`$. Since $`Y\overline{Y}`$ is affine, the same degeneration holds over $`Y`$.

Assume from now on that $`p+q>\mathrm{𝖽𝗂𝗆}X\times _YX`$. By our general assumption, the sheaf $`R^p\pi _{}\mathrm{\Omega }_X^q`$ is supported in a finite union of closed points in $`Y`$. In particular, its support is distinct from the complement $`\overline{Y}Y`$, and it is therefore a direct summand in the sheaf $`R^p\pi _{}\mathrm{\Omega }_{\overline{X}}^q`$ on $`\overline{Y}`$. We conclude that the natural restriction map

(2.3)
$$\begin{array}{c}H^p(\overline{X},\mathrm{\Omega }_{\overline{X}}^qL)=H^0(\overline{Y},R^p\pi _{}\mathrm{\Omega }_{\overline{X}}^q)\hfill \\ \hfill H^p(X,\mathrm{\Omega }_X^qL)=H^0(Y,R^p\pi _{}\mathrm{\Omega }_X^q)\end{array}$$

is surjective.

On the other hand, denote by $`j:X\overline{X}`$ the open embedding. Since $`D=\overline{X}X`$ is a divisor in $`\overline{X}`$, the map $`j`$ is affine, so that the higher direct images $`R^kj_{}`$ are trivial for $`k1`$ and arbitrary coherent sheaf $``$ on $`X`$. Therefore the restriction map 2.3 is induced by the embedding of sheaves $`\mathrm{\Omega }_{\overline{X}}^qLj_{}\mathrm{\Omega }^qL`$, which factors as

$$\begin{array}{ccccc}\mathrm{\Omega }_{\overline{X}}^qL& & \mathrm{\Omega }_{\overline{X}}^qDL& & j_{}\mathrm{\Omega }_X^qL.\end{array}$$

Since the sheaf in the middle has no cohomology in degree $`p`$ by 2.2, the composition induces $`0`$ on the cohomology groups of degree $`p`$. We conclude that

$$H^p(X,\mathrm{\Omega }_X^qL)=H^0(R^p\pi _{}\mathrm{\Omega }_X^qM)=0.$$

Since $`Y`$ is affine, this proves the Theorem. $`\mathrm{}`$

## 3 Applications.

We will now apply Theorem 1.1 to derive a topological vanishing theorem for symplectic manifolds. Assume that $`X`$ is a smooth algebraic variety over $`k`$ equipped with a non-degenerate closed $`2`$-form $`\mathrm{\Omega }H^0(X,\mathrm{\Omega }_X^2)`$. Assume moreover that $`X`$ is equipped with a projective birational map $`\pi :XY`$ onto a normal algebraic variety $`Y`$.

###### Lemma 3.1

The map $`\pi :XY`$ is semismall, in other words, $`\mathrm{𝖽𝗂𝗆}X\times _YX=\mathrm{𝖽𝗂𝗆}X`$.

###### Proof.

For any $`p0`$, let $`Y_pY`$ be the closed subvariety of points $`yY`$ such that $`\mathrm{𝖽𝗂𝗆}\pi ^1(y)p`$. It suffices to prove that $`\mathrm{𝖼𝗈𝖽𝗂𝗆}Y_p2p`$. By \[K, Lemma 2.9\], there exists an open dense subset $`UY_p`$ such that the restriction $`\mathrm{\Omega }_F`$ of the form $`\mathrm{\Omega }`$ onto the smooth part $`F\pi ^1(U)`$ of the set-theoretic preimage $`\pi ^1(U)X`$ satisfies

$$\mathrm{\Omega }_F=\pi ^{}\mathrm{\Omega }_U$$

for some $`2`$-form $`\mathrm{\Omega }_UH^0(U,\mathrm{\Omega }_U^2)`$. Therefore the rank $`\mathrm{𝗋𝗄}\mathrm{\Omega }_F`$ satisfies $`\mathrm{𝗋𝗄}\mathrm{\Omega }_F\mathrm{𝖽𝗂𝗆}U`$. On the other hand, since $`\mathrm{\Omega }`$ is non-degenerate on $`X`$, we have $`\mathrm{𝗋𝗄}\mathrm{\Omega }_F\mathrm{𝖽𝗂𝗆}F\mathrm{𝖼𝗈𝖽𝗂𝗆}F`$. Together these two inequalities give $`\mathrm{𝖼𝗈𝖽𝗂𝗆}Y_p=\mathrm{𝖼𝗈𝖽𝗂𝗆}F+p\mathrm{𝖽𝗂𝗆}F\mathrm{𝖽𝗂𝗆}U+p=2p`$, as required. $`\mathrm{}`$

###### Theorem 3.2

Let $`\pi :XY`$ be a projective birational map with smooth and symplectic $`X`$. Let $`yY`$ be a closed point, and let $`E_y=\pi ^1(y)X`$ be the set-theoretic fiber over the point $`y`$. Then for odd $`k`$ we have $`H^k(E_y,)=0`$, while for even $`k=2p`$ the Hodge structure on $`H^k(E_y,)`$ is pure of weight $`k`$ and Hodge type $`(p,p)`$.

###### Lemma 3.3

Let $`p`$ be an integer, and let $`V`$ be an $``$-mixed Hodge structure with Hodge filtration $`F^{\text{}}`$ and weight filtration $`W_{\text{}}`$. Assume that $`W_{2p}V=V`$ and $`F^pV=V`$. Then $`V`$ is a pure Hodge-Tate structure of weight $`2p`$ (in other words, every vector $`vV`$ is of Hodge type $`(p,p)`$).

###### Proof.

Since $`V=F^pV`$, the same is true for all associated graded pieces of the weight filtration on $`V`$. Therefore we may assume that $`V`$ is pure of weight $`k2p`$. If $`k<2p`$, we must have $`V=F^pV\overline{F^pV}=0`$, which implies $`V=0`$. If $`k=2p`$, the same equality gives $`V=V^{p,p}`$. $`\mathrm{}`$

###### Proof of Theorem 3.2..

By Lemma 3.1, Theorem 1.1 applies to $`\pi :XY`$ and shows that

(3.1)
$$R^p\pi _{}\mathrm{\Omega }_X^q=0$$

whenever $`p+q>\mathrm{𝖽𝗂𝗆}X`$. Since $`X`$ is symplectic, we have an isomorphism $`𝒯_X\mathrm{\Omega }_X^1`$ between the tangent and the cotangent bundle on $`X`$. This implies that $`\mathrm{\Omega }_X^q\mathrm{\Omega }_X^{\mathrm{𝖽𝗂𝗆}Xq}`$, and 3.1 also holds whenever $`p>q`$.

Denote by $`𝔛`$ the completion of the variety $`X`$ in the closed subscheme $`E_y=\pi ^1(y)X`$. Since the map $`\pi :XY`$ is proper, by proper base change the group

$$H^p(𝔛,\mathrm{\Omega }_𝔛^q)$$

for any $`p`$, $`q`$ coincides with the completion of the stalk of the sheaf $`R^p\pi _{}\mathrm{\Omega }_X^q`$ at the point $`yY`$. Therefore $`H^p(𝔛,\mathrm{\Omega }_𝔛^q)=0`$ whenever $`p>q`$. The stupid filtration on the de Rham complex $`\mathrm{\Omega }_𝔛^{\text{}}`$ of the formal scheme $`𝔛`$ induces a descreasing filtration $`F^{\text{}}`$ on the de Rham cohomology groups $`H_{DR}(𝔛)`$ which we call the weak Hodge filtration. Of course, the associated spectral sequence does not degenerate. Nevertheless, since $`H^p(𝔛,\mathrm{\Omega }_𝔛^q)=0`$ when $`p>q`$, we have $`H_{DR}^k(𝔛)=F^pH_{DR}^k(𝔛)`$ whenever $`k2p`$.

It is well-known that the canonical restriction map

$$H_{DR}^{\text{}}(𝔛)H^{\text{}}(E_y,)$$

is an isomorphism. By definition (see \[D\]), to obtain the Hodge filtration on the cohomology groups $`H^{\text{}}(E_y)`$, one has to choose a smooth simplicial resolution $`E_y^{\text{}}`$ for the variety $`E_y`$ and take the usual Hodge filtration on $`H^{\text{}}(E_y^{\text{}})`$. The embedding $`E_y𝔛`$ gives a map $`E_y^{\text{}}𝔛^{\text{}}`$, where $`𝔛^{\text{}}`$ is $`𝔛`$ considered as a constant simplicial variety. The corresponding restriction map

$$H_{DR}^{\text{}}(𝔛)H_{DR}^{\text{}}(E_y^{\text{}})$$

is also an isomorphism, and it sends the weak Hodge filtration on the left-hand side into the usual Hodge filtration on the right-hand side. We conclude that $`H^k(E_y)=F^p(E_y)`$ whenever $`k2p`$. It remains to recall that by definition, we have $`H^k(E_y)=W_kH^k(E_y)`$, and apply Lemma 3.3. $`\mathrm{}`$

To conclude the paper, we would like to note that in the particular case when $`X=T^{}(G/B)`$ is the Springer resolution of the nilpotent cone $`Y=𝒩𝔤^{}`$ in the coadjoint representation $`𝔤^{}`$ of a semisimple algebraic group $`G`$, Theorem 3.2 has been already proved by C. de Concini, G. Lusztig and C. Procesi in \[dCLP\]. They proceed by a direct geometric argument. As a result, they obtain more: not only do the cohomology groups carry a Hodge structure of Hodge-Tate type, but in fact they are spanned by cohomology classes of algebraic cycles. This is true even for cohomology groups with integer coefficients. Motivated by this, we propose the following.

###### Conjecture 3.4

In the assumptions of Theorem 3.2, the cohomology groups $`H^k(E_y,)`$ are trivial for odd $`k`$, and are spanned by cohomology classes of algebraic cycles for even $`k`$.

We also expect that an analogous statement holds for $`l`$-adic cohomology groups, possibly even over fields of positive characteristic.

Steklov Math Institute
Moscow, USSR

E-mail address: kaledin@mccme.ru


text:
# Fixed points of quantum gravity

## Abstract

Euclidean quantum gravity is studied with renormalisation group methods. Analytical results for a non-trivial ultraviolet fixed point are found for arbitrary dimensions and gauge fixing parameter in the Einstein-Hilbert truncation. Implications for quantum gravity in four dimensions are discussed.

preprint: CERN-TH-2003-299, SHEP 03-32

Classical general relativity is acknowledged as the theory of gravitational interactions for distances sufficiently large compared to the Planck length. At smaller length scales, quantum effects are expected to become important. The quantisation of general relativity, however, still poses problems. It is known since long that quantum gravity is perturbatively non-renormalisable, meaning that an infinite number of parameters have to be fixed to renormalise standard perturbation theory. It has been suggested that Einstein gravity may be non-perturbatively renormalisable, a scenario known as asymptotic safety Weinberg . This requires the existence of a non-trivial ultraviolet fixed point with at most a finite number of unstable directions. Then it would suffice to adjust a finite number of parameters, ideally taken from experiment, to make the theory asymptotically safe. Non-perturbative renormalisability has already been established for a number of field theories Parisi:1975im .

The search for fixed points in quantum field theory calls for a renormalisation group study. A particularly useful approach is given by the Exact Renormalisation Group, based on the integrating-out of infinitesimal momentum shells within a path integral representation of the theory ERG-Reviews . The strength of the method is its flexibility when it comes to approximations. Furthermore, general optimisation procedures are available Litim:2000ci , increasing the domain of validity and the convergence of the flow. Concequently, the reliability of results based on optimised flows is enhanced Litim:2002cf .

For Euclidean quantum gravity the Exact Renormalisation Group has been made accessible by Reuter Reuter:1996cp . Explicit flow equations have been constructed using background field techniques Reuter:1996cp ; Lauscher:2001ya ; Lauscher:2002mb . Diffeomorphism invariance under local coordinate transformations is controlled by modified Ward identities, similar to those known for non-Abelian gauge theories Freire:2000bq . In general, methods originally developed for gauge theories Litim:1998qi , with minor modifications, can now be applied to quantum gravity.

So far most studies have been concerned with the Einstein-Hilbert truncation based on the operators $`\sqrt{g}`$ and $`\sqrt{g}R(g)`$ in the effective action, where $`g`$ is the determinant of the metric tensor $`g_{\mu \nu }`$ and $`R(g)`$ the Ricci scalar. In four dimensions, the high energy behaviour of quantum gravity is dominated by a non-trivial ultraviolet fixed point Lauscher:2001ya ; Souma:1999at ; Reuter:2001ag , which is stable under the inclusion of $`R^2(g)`$ interactions Lauscher:2002mb  or non-interacting matter fields Percacci:2002ie . Further indications for the existence of a fixed point are based on dimensionally reduced theories Forgacs:2002hz  and on numerical studies within simplicial gravity Hamber:1999nu . For phenomenological applications, see Bonanno:2000ep .

In this Letter, we study fixed points of quantum gravity in the approach put forward in Reuter:1996cp , amended by an adequate optimisation Litim:2000ci ; Litim:2002cf . The main new result is the existence of a non-trivial ultraviolet fixed point in the Einstein-Hilbert truncation in dimensions higher than four, a region which previously has not been accessible. Analytical results for the flow and its fixed points are given for arbitrary dimension. The optimisation ensures the maximal reliability of the result in the present truncation, thereby strengthening earlier findings in four dimensions. Implications of these results are discussed.

The Exact Renormalisation Group is based on a momentum cutoff for the propagating degrees of freedom and describes the change of the scale-dependent effective action $`\mathrm{\Gamma }_k`$ under an infinitesimal change of the cutoff scale $`k`$. Thereby it interpolates between a microscopic action in the ultraviolet and the full quantum effective action in the infrared, where the cutoff is removed. In its modern formulation, the renormalisation group flow of $`\mathrm{\Gamma }_k`$ with the logarithmic scale parameter $`t=\mathrm{ln}k`$ is given by

$$_t\mathrm{\Gamma }_k=\frac{1}{2}\mathrm{Tr}\left(\mathrm{\Gamma }_k^{(2)}+R\right)^1_tR.$$
(1)
The trace stands for a sum over indices and a loop integration, and $`R`$ (not be confused with the Ricci scalar) is an appropriately defined momentum cutoff at the momentum scale $`q^2k^2`$. For quantum gravity, we consider the flow (1) for $`\mathrm{\Gamma }_k[g_{\mu \nu }]`$ in the Einstein-Hilbert truncation, retaining the volume element and the Ricci scalar as independent operators. Apart from a classical gauge fixing, the effective action is given by

$$\mathrm{\Gamma }_k=\frac{1}{16\pi G_k}d^dx\sqrt{g}\left[R(g)+2\overline{\lambda }_k\right].$$
(2)
In (2) we have introduced the gravitational coupling constant $`G`$ and the cosmological constant $`\overline{\lambda }`$. The Ansatz (2) differs from the Einstein-Hilbert action in $`d`$ Euclidean dimensions by the fact that the gravitational coupling and the cosmological constant have turned into scale-dependent functions. This is a consequence of the momentum cutoff, expressed in (1). We introduce dimensionless renormalised gravitational and cosmological constants $`g_k`$ and $`\lambda _k`$ as

$$\begin{array}{c}g_k=k^{d2}G_kk^{d2}Z_{N,k}^1\overline{G}\hfill \\ \lambda _k=k^2\overline{\lambda }_k\hfill \end{array}$$
(3)
$`\overline{G}`$ and $`\overline{\lambda }`$ denote the unrenormalised Newtonian coupling and cosmological constant at some reference scale $`k=\mathrm{\Lambda }`$, and $`Z_{N,k}`$ denotes the wave function renormalisation factor for the Newtonian coupling. Their flows follow from (1) by an appropriate projection onto the operators in (2). A scaling solution of the flow (1) in the truncation (2) corresponds to fixed points for the couplings (3).

Explicit momentum cutoffs have been provided for the fluctuations in the metric field in Feynman gauge Reuter:1996cp , and for its component fields in a traceless transverse decomposition in a harmonic background field gauge with gauge fixing parameter $`\alpha `$ Lauscher:2001ya . In either case the tensor structure of the regulator is fixed, while the scalar part is left free. Here, we employ the optimised cutoff $`R_{\mathrm{opt}}=(k^2q^2)\theta (k^2q^2)`$ for the scalar part Litim:2000ci ; Litim:2002cf . In the setup (1) – (3), we have computed the flow equation for arbitrary $`\alpha `$ and arbitrary dimension. To simplify the notation, a factor $`1/\alpha `$ is absorbed into the definition (3). Below we present explicit formulæ only for the limit $`\alpha \mathrm{}`$ where the results take their simplest form. The general case is discussed elsewhere. The $`\beta `$-functions are

$$\begin{array}{c}\beta _\lambda _t\lambda =\frac{P_1}{P_2+4(d+2)g}\hfill \\ \beta _g_tg=(d2+\eta )g=\frac{(d2)gP_2}{P_2+4(d+2)g}\hfill \end{array}$$
(4)
with polynomials $`P_{1,2}(\lambda ,g;d)`$

$`P_1`$ $`=`$ $`16\lambda ^3+4\lambda ^2(410dg3d^2g+d^3g)`$
$`+4\lambda (10dg+d^2gd^3g1)`$
$`+d(2+d)(d16g+8dg3)g`$
$`P_2`$ $`=`$ $`8(\lambda ^2\lambda dg)+2.`$
A numerical factor $`c_d=\mathrm{\Gamma }(\frac{d}{2}+2)(4\pi )^{d/21}`$ originating mainly from the momentum trace in (1), is scaled into the gravitational coupling $`gg/c_d`$, unless indicated otherwise. The graviton anomalous dimension is given by

$`\eta `$ $`=`$ $`{\displaystyle \frac{(d2)(d+2)g}{(d2)g2(\lambda \frac{1}{2})^2}}.`$ (5)
It vanishes for vanishing gravitational coupling, in two and minus two dimensions, or for diverging $`\lambda `$. On a non-trivial fixed point the vanishing of $`\beta _g`$ implies $`\eta _{}=2d`$, and reflects the fact that the gravitational coupling is dimensionless in $`2d`$. This behaviour leads to modifications of the graviton propagator at large momenta, e.g. Lauscher:2001ya . The flows (4) are finite except on the boundary $`g_{\mathrm{bound}}(\lambda )(2\lambda 1)^2/(2d4)`$ derived from $`1/\eta =0`$. It signals a breakdown of the truncation (2). Some trajectories terminate at $`gg_{\mathrm{bound}}`$. The boundary is irrelevant as soon as the couplings enter the domain of canonical scaling: the limit of large $`|\lambda |`$ implies that $`\beta _\lambda =2\lambda `$ and $`\beta _g=(d2)g`$ modulo subleading corrections. This entails $`\eta =0`$. Then the flow is trivially solved by $`g_k=g_\mathrm{\Lambda }(k/\mathrm{\Lambda })^{d2}`$ and $`\lambda _k=\lambda _\mathrm{\Lambda }(k/\mathrm{\Lambda })^2`$, the canonical scaling of the couplings as implied by (3). Here, $`\mathrm{\Lambda }`$ denotes the momentum scale where the canonical scaling regime is reached. In the infrared limit $`g/g_{\mathrm{bound}}(\lambda )(k/\mathrm{\Lambda })^{d+2}`$ becomes increasingly small for any dimension.

In the remaining part, we discuss the fixed points of (4) and their implications. A first understanding is achieved in the limit of vanishing cosmological constant, where the flow for the dimensionless gravitational coupling is

$$\beta _g=\frac{(14dg)(d2)g}{1+2(2d)g}.$$
(6)
The flow (6) displays two fixed points, the Gaussian one at $`g=0`$ and a non-Gaussian one at $`g_{}=1/(4d)`$. In the vicinity of the non-trivial fixed point for large $`k`$, the gravitational coupling behaves as $`G_kg_{}/k^{d2}`$. This behaviour is similar to asymptotic freedom in Yang-Mills theories. The anomalous dimension of the graviton (5) remains finite and $`0`$ for all $`g`$ between the infrared and the ultraviolet fixed point, because $`g_kg_{}<g_{\mathrm{bound}}(0)`$ for all $`d>2`$ and $`g_\mathrm{\Lambda }g_{}`$. At the fixed point, universal observables are the eigenvalues of the stability matrix at criticality, $`i.e.`$ the critical exponents. The universal eigenvalue $`\theta `$ is given by $`\beta _g/g|_{}=\theta `$. We find

$$\theta _\mathrm{G}=2d,\theta _{\mathrm{NG}}=2d\frac{d2}{d+2}$$
(7)
for the Gaussian (G) and the non-Gaussian (NG) fixed point, respectively. The eigenvalues at criticality have opposite signs, the Gaussian one being infrared attractive and the non-Gaussian one being ultraviolet attractive. They are degenerate in two dimensions. Away from the fixed points, the flow (6) can be solved analytically for arbitrary scales $`k`$. With initial condition $`g_\mathrm{\Lambda }`$ at $`k=\mathrm{\Lambda }`$, the solution $`g_k`$ for any $`k`$ is

$$\left(\frac{g_k}{g_\mathrm{\Lambda }}\right)^{1/\theta _\mathrm{G}}\left(\frac{g_{}g_k}{g_{}g_\mathrm{\Lambda }}\right)^{1/\theta _{\mathrm{NG}}}=\frac{k}{\mathrm{\Lambda }}.$$
(8)
and $`g_{}`$, $`\theta _\mathrm{G}`$ and $`\theta _{\mathrm{NG}}`$ as given above. Fig. 1 shows the crossover from the infrared to the ultraviolet fixed point in the analytic solution (8) in four dimensions (and with $`c_4`$ in $`g`$ reinserted). The corresponding crossover momentum scale is associated with the Planck mass, $`M_{\mathrm{Pl}}=(G)^{1/2}`$. More generally, (8) is a solution at $`\lambda =0`$ for arbitrary gauge fixing parameter and regulator. In these cases, the exponents $`\theta `$ and the fixed point $`g_{}`$ turn into functions of the latter. It is reassuring that the eigenvalues only display a mild dependence on these parameters.

Now we proceed to the non-trivial fixed points implied by the simultaneous vanishing of $`\beta _g`$ and $`\beta _\lambda `$, given in (3). A first consequence of $`P_2=0`$ is $`g_{}=(\lambda _{}\frac{1}{2})^2/d`$, which, when inserted into $`P_1/g_{}=0`$, reduces the fixed point condition to a quadratic equation with two real solutions $`(\lambda _{},g_{})0`$ as long as $`dd_+`$, where $`d_\pm =\frac{1}{2}\left(1\pm \sqrt{17}\right)`$ . The two branches of fixed points are characterised by $`\lambda _{}`$ being larger or smaller $`\frac{1}{2}`$. The branch with $`\lambda _{}\frac{1}{2}`$ displays an unphysical singularity at four dimensions and is therefore discarded. Hence,

$$\begin{array}{c}\lambda _{}=\frac{d^2d4\sqrt{2d(d^2d4)}}{2(d4)(d+1)}\hfill \\ g_{}=\frac{2\mathrm{\Gamma }(\frac{d}{2}+2)(4\pi )^{d/21}}{d^2d4}\lambda _{}^2.\hfill \end{array}$$
(9)
In (9), we have reinserted the numerical factor $`c_d`$. The solutions (9) are continuous and well-defined for all $`dd_+2.56`$ and become complex for lower dimensions. The critical exponents associated to (9) are derived from the stability matrix at criticality. In the most interesting case $`d=4`$, the two eigenvalues are a complex conjugate pair $`\theta _\pm \theta ^{}\pm i\theta ^{\prime \prime }=(5\pm i\sqrt{167})/3`$, or

$$\theta ^{}=1.667,\theta ^{\prime \prime }=4.308.$$
(10)
More generally, the eigenvalues remain complex for all dimensions $`2.56<d<21.4`$. In $`d=4`$, and for general gauge fixing parameter, the eigenvalues vary between $`\theta ^{}1.52`$ and $`\theta ^{\prime \prime }2.54.3`$. The range of variation serves as an indicator for the self-consistency of (2). The result (10) and the variation with $`\alpha `$ agree well with earlier findings based on other regulators Lauscher:2001ya ; Souma:1999at . In the approximation (6), which does not admit complex eigenvalues, the ultraviolet eigenvalue reads $`\theta _{\mathrm{NG}}=8/3`$ in $`4d`$. Both $`\theta _{\mathrm{NG}}`$ and $`\theta ^{}`$ agree reasonably well with the critical eigenvalue $`\theta 3`$ detected within a numerical study of $`4d`$ simplicial gravity with fixed cosmological constant Hamber:1999nu . In view of the conceptual differences between the numerical analysis of Hamber:1999nu  and the present approach, the precise relationship between these findings requires further clarification. Still, the qualitative agreement is very encouraging.

Next, we discuss the main characteristics of the phase portrait defined through (4). Finiteness of the flow implies that the line $`1/\eta =0`$ cannot be crossed. Slowness of the flow implies that the line $`\eta =0`$ can neither be crossed: in its vicinity, the running of $`g`$ is $`\beta _g=(d2)g+𝒪(g^2)`$, and the gravitational coupling approaches $`g=0`$ without ever reaching (nor crossing) it for any scale $`k`$. Thus, disconnected regions of renormalisation group trajectories are characterised by whether $`g`$ is larger or smaller $`g_{\mathrm{bound}}`$ and by the sign of $`g`$. Since $`\eta `$ changes sign only across the lines $`\eta =0`$ or $`1/\eta =0`$, we conclude that the graviton anomalous dimension has the same sign along any trajectory. In the physical domain which includes the ultraviolet and the infrared fixed point, the gravitational coupling is positive and the anomalous dimension negative. In turn, the cosmological constant may change sign on trajectories emmenating from the ultraviolet fixed point. Some trajectories terminate at the boundary $`g_{\mathrm{bound}}(\lambda )`$, linked to the present truncation (cf. Fig. 2). The two fixed points are connected by a separatrix. In Fig. 2, it has been given explicitly in four dimensions (with the factor $`c_4`$ in $`g`$ reinstalled). Integrating the flow starting in the vicinity of the ultraviolet fixed point and fine-tuning the initial condition leads to the trajectory which runs into the Gaussian fixed point. The rotation of the separatrix about the ultraviolet fixed point reflects the complex nature of the eigenvalues (10). At $`kM_{\mathrm{Pl}}`$, the flow displays a crossover from ultraviolet dominated running to infrared dominated running. For the running couplings and $`\eta `$ this behaviour is displayed in Fig. 3. The non-vanishing cosmological constant modifies the flow mainly in the crossover region rather than in the ultraviolet. A similar behaviour is expected for operators beyond the truncation (2). This is supported by the stability of the fixed point under $`R^2(g)`$ corrections Lauscher:2002mb , and by the weak dependence on the gauge fixing parameter. In the infrared limit, the separatrix leads to a vanishing cosmological constant $`\overline{\lambda }_k=\lambda _kk^20`$. Therefore, it is interpreted as a phase transition boundary between cosmologies with positive or negative cosmological constant at large distances. This picture agrees very well with numerical results for a sharp cut-off flow Reuter:2001ag , except for the location of the line $`1/\eta =0`$ which is non-universal.

Finally, we note that the qualitative picture detailed above persists in dimensions higher than four. Therefore quantum gravity in higher dimensions may well be formulated as a fundamental theory. This consideration is also of interest for recent phenomenological scenarios based on gravity in extra dimensions. In higher dimensions, higher dimensional operators beyond the truncation (2) are likely to be more relevant than in lower ones. Consequently, the projection of the full flow onto the Einstein-Hilbert truncation (2) and the respective domain of validity are more sensitive to the cutoff. A first analysis for specific cutoffs in $`d>4`$ has revealed that the fixed point exists up to some finite dimension, where $`\lambda _{}`$ reached the boundary of the domain of validity Reuter:2001ag . No definite conclusion could be drawn for larger dimensions. Based on an optimised flow, the main new result here is that a non-trivial ultraviolet fixed point exists within the domain of validity of (4) for arbitrary dimension. Furthermore, the fixed point is smoothly connected to its $`4d`$ counterpart, and shows only a weak dependence on the gauge fixing parameter. In the limit of arbitrarily large dimensions, this leads to $`\lambda _{}1/2`$ and $`g_{}c_d/(2d^2)`$ in the explicit solution (9). Similar results are obtained for arbitrary gauge fixing parameter. Note that $`\lambda _{}`$ approaches its boundary value very slowly, increasing from $`1/4`$ to $`0.4`$ for $`d`$ ranging from 4 to 40. Using (9) and the definition for $`g_{\mathrm{bound}}`$, we derive $`g_{\mathrm{bound}}(\lambda _{})/g_{}=(2d)/(d2)`$ at the fixed point. Hence, $`g_{}`$ stays clear by at least a factor of two from the boundary where $`1/\eta `$ vanishes, and the ultraviolet fixed point resides within the domain of validity of (4) even in higher dimensions. This stability of the fixed point also strengthens the result in lower dimensions, including four.

In summary, we have found analytic results for the flow and a non-trivial ultraviolet attractive fixed point of quantum gravity. Maximal reliability of the present truncation is guaranteed by the underlying optimisation. The fixed point is remarkably stable with only a mild dependence on the gauge fixing parameter. Furthermore, it extends to dimensions higher than four, a region which previously has not been accessible. The qualitative structure of the phase diagram in the Einstein-Hilbert truncation is equally robust. In four dimensions the results match with earlier numerical findings based on different cutoffs. Hence it is likely that the ultraviolet fixed point exists in the full theory. We expect that the analytical form of the flow, crucial for the present analysis, is equally useful in extended truncations. If the above picture persists in these cases, gravity is non-perturbatively renormalisable in the sense of Weinberg’s asymptotic safety scenario.