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# Desperately Seeking The Standard Model

## 1 Introduction

Since this is the last talk of this meeting, and everybody is already exhausted, following the suggestion of the organizers I will try to give an ‘entertaining’ talk about string phenomenology. To tell you the truth, I do not know whether something concerning string phenomenology can be entertaining for an audience. In any case, please do not take too seriously all things that I am going to say. Some of them are jokes!, or perhaps exaggerations.

The outline of the talk is very simple. Basically, it is divided in two parts. The first one is very brief and I will give an optimistic view about string theory and phenomenology. Following Dyson’s analogy between the quantum field theory and the 19th-century chemistry–both explain how but not why–one could also establish an analogy between atomic physics and string theory. Atomic physics was needed to answer the question why in chemistry, string theory is supposed to answer the question why in the standard model of particle physics. I will review this attempt in the second part of this talk. In this sense, in that part I will give a more realistic view of string phenomenology. Perhaps, some of you in the audience will consider this view slightly pessimistic. Let us see!

## 2 Optimistic View

Dyson, in an article written in 1953 , drew the following analogy between the quantum field theory and the 19th-century chemistry: ‘The latter described the properties of the chemical elements and their interactions. How the elements behave; it did not try to explain why a particular set of elements, each with its particular properties, exists. To answer the question why, completely new sciences were needed: atomic and nuclear physics. (…) The quantum field theory treats elementary particles just as 19th-century chemists treated the elements. The theory is in its nature descriptive and not explanatory. It starts from the existence of a specified list of elementary particles, with specified masses, spins, charges and specified interactions with one another. All these data are put into the theory at the beginning. The purpose of the theory is simply to deduce from this information what will happen if particle $`A`$ is fired at particle $`B`$ with a given velocity. We are not yet sure whether the theory will be able to fulfill even this modest purpose completely. Many technical difficulties have still to be overcome. One of the difficulties is that we do not yet have the complete list of elementary particles (see Table 1). Nevertheless the successes of the theory in describing experimental results have been striking. It seems likely that the theory in something like its present form will describe accurately a very wide range of possible experiments. This is the most that we would wish to claim for it’.

Now, in 2003, as shown in Table 2, we do have the complete list of elementary particles (at least at energies below the electroweak scale, and given some uncertainties related to the Higgs sector)–the proton, pi meson, etc. which appeared in the chart of fundamental particles in Dyson’s presentation should be regarded as an amusing historical anecdote–and we do know that the theory fulfilling the modest purpose mentioned by Dyson is the standard model .

What the 19th-century chemistry did with the chemical elements, the 20th-century standard model does with the elementary particles. It describes how the elementary particles behave but does not try to explain why a particular set of elementary particles, each with its particular properties, exists. To answer the question why it seems that new sciences, as atomic and nuclear physics in the case of chemistry, are not needed, but just new theories. This is precisely one of the purposes of string theory (as a matter of fact, originally, the main purpouse of the modern string theory was “simply” to unify all gauge interactions with gravity  in a consistent way ).

As is well known, in string theory the elementary particles are not point-like objects but extended, string-like objects. It is still surprising that this apparently small change allows us to answer fundamental questions that in the context of the quantum field theory of point-like particles cannot even be posed. For example: Why is the standard model gauge group $`SU(3)\times SU(2)_L\times U(1)_Y`$? Why are there three families of particles? Why is the mass of the electron $`m_e=0.5`$ MeV? Why is the fine structure constant $`\alpha =1/137`$?

In this sense one can have the temptation of thinking that the comment about chemists that Dyson wrote in his article –‘Looking backward, it is now clear that 19th-century chemists were right to concentrate on the how and to ignore the why. They did not have the tools to begin to discuss intelligently the reasons for the individualities of the elements. They had to spend a hundred years building up a good quantitative descriptive theory before they could go further. And the result of their labors, the classical science of chemistry, was not destroyed or superseded by the later insight that atomic physics gave.’–will be written similarly by somebody in the future about 20/21th–century physicists, substituting elements by elementary particles, science of chemistry by standard model and atomic physics by string theory.

Of course, let us hope that in this case the task will be accomplished before a hundred years since the standard model started to be built. Otherwise, many of the people following this talk (including the speaker) will be probably dead and buried!

## 3 Realistic (Pessimistic?) View

What is string phenomenology? A possible answer to this question is to say that string phenomenology is the search of the standard model in string theory. Of course, this is not the only task, but clearly to found the standard model is a necessary condition in string phenomenology. It would be a little bit annoying to explain the big bang singularity using strings but not to be able to obtain the standard model! In this sense, is is fair to say that almost 20 years have gone by since string phenomenology started, and the standard model has not been found yet.

Now, is this really a big problem? Perhaps, in order to answer this question, we should get some inspiration from the three great leaders shown in Fig. 1. They have not found the weapons of mass destruction yet, but they want us to believe that they will found them in a few months. In the same way, we have not found the standard model yet, but we want the people to believe that we will find it in a few years.

More seriously, let us briefly review the history of string phenomenology concerning the search of the standard model. May be, in this way, we will be able to have a more clear opinion about whether the (string) standard model can be found in the near future. In a sense, the compactification of the ten-dimensional heterotic string  on six-dimensional spaces might be consider as the starting point for this race . In particular, Calabi-Yau spaces , orbifolds  and fermionic constructions  proved to be interesting methods to carry out the task. It was shown pretty soon that these compactifications of the $`E_8\times E_8`$ heterotic string can give rise to four-dimensional standard-like models as well as GUT-like models -. Clearly, these results were extremely interesting. Since then we know that (at least) something close to the real world can arise from strings.

For the sake of concreteness, let us review the case of orbifolds, without entering into many mathematical details or technicalities. It was first shown that the use of discrete Wilson lines  on the torus defining a symmetric orbifold can give rise to four-dimensional supersymmetric models with gauge group  $`SU(3)\times SU(2)\times U(1)^5\times G_{hidden}`$. In addition, it was also shown that three generations of chiral particles (plus extra particles) appear in a natural way using just two Wilson lines. In fact this result was obtained in the case of the $`Z_3`$ orbifold. The latter is constructed by dividing $`R^6`$ by the $`[SU(3)]^3`$ root lattice modded by the point group ($`P`$) with generator $`\theta `$, where the action of $`\theta `$ on the lattice basis is $`\theta e_i=e_{i+1}`$, $`\theta e_{i+1}=(e_i+e_{i+1})`$, with $`i=1,3,5`$. The two-dimensional sublattices associated to $`[SU(3)]^3`$ are shown in Fig. 2. In orbifold constructions, twisted strings appear attached to fixed points under the point group. In the case of the $`Z_3`$ orbifold there are 27 fixed points under $`P`$, and therefore there are 27 twisted sectors. We will denote the three fixed points of each two-dimensional sublattice as shown in Fig. 2. Thus the three generations arise because in addition to the overall factor of 3 coming from the right-moving part of the untwisted matter, the twisted matter come in 9 sets with 3 equivalent sectors on each one. Let us suppose that the two Wilson lines correspond to the first and second sublattices The three generations correspond to move the third sublattice component (x $``$ o) of the fixed point keeping the other two fixed.

The next step was the calculation of the $`U(1)`$ charges and the study of the mechanism for anomaly cancellation in these models , since an anomalous $`U(1)`$ is usually present after compactification . This allowed the construction of combinations of the non-anomalous $`U(1)`$’s giving the physical hypercharge for the particles of the standard model, although it was also found that the hidden sector is, in general, mixed with the observable one through the extra $`U(1)`$ charges. Fortunately, it was also noted that the Fayet–Iliopoulos D-term , which appears because of the presence of the anomalous $`U(1)`$, can give rise to the breaking of the extra $`U(1)`$’s and, as a consequence, to the hiding of the previously mixed hidden sector . This is because, in order to preserve supersymmetry at high energies, some scalars with $`U(1)`$’s quantum numbers acquire large vacuum expectation values (VEVs). In this way it was possible to construct supersymmetric models  (or, more precisely, vacuum states) where the original $`SU(3)\times SU(2)\times U(1)^5\times SO(10)\times U(1)^3`$ gauge group  was broken to $`SU(3)\times SU(2)\times U(1)_Y\times SO(10)_{hidden}`$. In addition, the extra particles are highly reduced since many of them get a high mass ($`10^{1617}`$ GeV) through the Fayet–Iliopoulos mechanism, thus disappearing from the low-energy theory.

But…is a model with the gauge group of the standard model and three families of quark and leptons, the sought-after standard model? By no means! For this the right model must reproduce also the correct mass hierarchy for quarks and leptons. For example, to obtain

$$\frac{m_t}{m_u}10^5,\frac{m_\tau }{m_e}10^3,$$
(1)
is not a trivial task, although it is true that one can find interesting results in the literature concerning this point. In particular, orbifold spaces have a beautiful mechanism to generate a mass hierarchy at the renormalizable level. Namely, Yukawa couplings between twisted matter can be explicitly computed and they get suppression factors, which depend on the distance between the fixed points to which the relevant fields are attached -. The couplings can be schematically written as

$$\lambda e^{_ic_\lambda ^iT_i},ReT_iR_i^2,$$
(2)
where the $`T_i`$ are the moduli fields associated to the size and shape of the orbifold. The distances can be varied by giving different VEVs to these moduli, implying that one can span in principle five orders of magnitude the Yukawa couplings .

Unfortunately, this is not the end of the story. As if to obtain this hierarchy were not difficult enough, Nature is even more cruel with string phenomenologists. It tells us that a weak coupling matrix exists  with weird magnitudes for the entries

$`V_{CKM}=\left(\begin{array}{ccc}0.9741to0.9756& 0.219to0.226& 0.0025to0.0048\\ 0.219to0.226& 0.9732to0.9748& 0.038to0.044\\ 0.004to0.014& 0.037to0.044& 0.9990to0.9993\end{array}\right),`$ (6)
and that therefore we must arrange our up-and down-quark Yukawa couplings in order to have specific off diagonal elements,

$$H_2^0\overline{u}_{L\alpha }\lambda _u^{\beta \gamma }u_{R\gamma }+H_1^0\overline{d}_{L\alpha }\lambda _d^{\beta \gamma }d_{R\gamma }.$$
(7)
In principle this property arises naturally in orbifolds -,. For example, in the $`Z_3`$ orbifold with two Wilson lines, if the SU(2) doublet $`H_2`$ corresponds to (o o o), the three generations of (3,2) quarks to (o o (o, x, $``$)) and the three generations of ($`\overline{3}`$, 1) up-quarks to (o o (o, x, $``$)), then there are three couplings allowed from the space group selection rule (the components of the three fixed points in each sublattice must be either equal or different): $`\lambda _{tt}H_2^0\overline{t}_Lt_R`$ associated to (o o o)(o o o)(o o o) with $`\lambda _{tt}`$ 1, $`\lambda _{cu}H_2^0\overline{c}_Lu_R`$ associated to (o o o)(o o x)(o o $``$) with $`\lambda _{cu}e^{T_5}`$, and $`\lambda _{uc}H_2^0\overline{u}_Lc_R`$ associated to (o o o)(o o $``$)(o o x) with $`\lambda _{uc}e^{T_5}`$. In this simple example one gets one diagonal Yukawa coupling without suppression factor and two off diagonal degenerate ones $`e^{T_5}`$, but other more realistic examples producing the observed structure of quark and lepton masses and mixing angles can be obtained using three generations of Higgses  or three Wilson lines .

Unfortunately, although the mechanisms discussed above are attractive, it is extremely difficult to implement them in a particular model. Given a model, everything is essentially fixed, and it is not possible to play around. For example, one can have a model with the coupling for the bottom allowed but not for the top, or with both forbidden, or with no element 13 in the CKM matrix (6), or… The truth is that no model has been found with all the necessary Yukawa couplings. As a matter of fact, not even a model close to obtain them. And this sentence can also be applied to any of the interesting models constructed in more recent years .

In this sense, in my opinion the main difficulty in string model building resides in how to obtain the weird structure of fermion masses and mixing angles. My good friend and old collaborator Alberto Casas always says, ‘I wouldn’t mind to die once I knew the mechanism generating the CKM matrix’. Thus, please, do not find it too soon, we want him to stay alive, at least for a while.

Needless to say, the recent experimental confirmation of neutrino masses makes this task even more involved. Now, in addition to hierarchies such as those shown in eq. (1), we have to explain others such as

$$\frac{m_e}{m_\nu }>10^6,$$
(8)
and in addition to the matrix (6), we have to explain the weak coupling matrix  with the charged leptons

$`V_{MNS}=\left(\begin{array}{ccc}0.73to0.89& 0.45to0.66& <0.24\\ 0.23to0.66& 0.24to0.75& 0.52to0.87\\ 0.06to0.57& 0.40to0.82& 0.48to0.85\end{array}\right).`$ (12)
Again, as usual in string theory, one can find interesting mechanisms to try to explain these experimental results. For example, if the Yukawa coupling for the neutrino is of order $`m_e`$ and the see saw scale is 1 TeV, then the expected neutrino mass is

$`{\displaystyle \frac{m_e^2}{1TeV}}=0.25eV,`$ (13)
which is within an order of magnitude of the experimental values. This suggests that a natural situation is one in which a see-saw mass of order a few TeV is generated by the electroweak symmetry breaking. The first guess for the neutrino see-saw superpotential is then

$`W_\nu \lambda _\nu H_2^0L_L\nu _R+\lambda _NN\nu _R\nu _R,`$ (14)
where $`N`$ is the same singlet that dynamically generates the $`\mu `$ term through the coupling 111Note in this context that the Giudice–Masiero mechanism to generate a $`\mu `$ term through the Kähler potential is not available for prime orbifolds such as the $`Z_3`$ orbifold. $`NH_2^0H_1^0`$ . Therefore $`N`$ is expected to get a VEV of order 1 TeV, and the coupling $`\lambda _\nu `$ is expected to be sufficiently small as to reproduce the neutrino mass. Since small couplings can be naturally obtained in orbifolds as discussed in eq. (2), this mechanism is in principle interesting. But recall: to implement any mechanism in a particular model is highly non-trivial.

However, since we are optimistic people, we can argue that if the standard model arises from strings (something that we believe firmly!) there must exist one model where the above mechanism can be implemented, producing the correct structure for Yukawas. This means a model with: 1) the necessary Yukawas couplings, $`H_2^0\overline{u}_L\lambda _{uu}u_R+H_2^0\overline{u}_L\lambda _{uc}c_R+H_1^0\overline{d}_L\lambda _{db}b_R+\mathrm{}`$, 2) the correct values, i.e. at least one is able to put by hand the values of $`T_i`$ such that $`\lambda _t(T_i)1`$, $`\lambda _u(T_i)10^5`$, etc. If, at the end of the day, such a model exists this would be a great success. But, in order to be sure that this is really the superstring standard model one should be able to compute explicitly the values of the Yukawas, and for this we need to know the VEVs of the $`T_i`$-moduli. Unfortunately, these are related to the breaking of supersymmetry, and this is one of the biggest problems in string theory222 As a matter of fact we should also be able to compute the values of the gauge couplings $`g_3,g_2,g_1`$, determined by the VEV of the dilaton field $`S`$. Let us recall that this field arises from the gravitational sector of the theory, and that in string theory there are no free parameters, all coupling constants are in fact no constants but fields.. It is true that there are candidates for this task, such as gaugino condensation in a hidden sector with a non-perturbative superpotential $`W(S,T_i)`$, and that we have hidden gauge groups that could condensate. However, again, implementing this mechanism in a particular model is not easy.

The above discussion could be summarized with the two transparencies shown in Fig. 3. What is annoying for me is that I prepared these two transparencies for a meeting in Trieste  in 1990, and still I can use them in this meeting 13 years later! In a sense the problem of string theory is that it is too ambitious: the correct model must reproduce not only the gauge group and families of the standard model, but also the correct values of the gauge couplings, the correct masses of quark and leptons, a realistic CKM matrix, etc., i.e. the more than 20 parameters fixed by the experiment in the standard model.

In addition, there are thousands of models (vacua) that can be built. Some of them have the gauge group of the standard model or GUT groups, three families of particles, and other interesting properties, but many others have a number of families different from three, no appropriate gauge groups, no appropriate matter, etc. A perfect way of solving this problem would be to use a dynamical mechanism to select the correct model (vacuum). Such a mechanism should be able to determine a point in the parameter space of the heterotic string determining the correct compactification with $`SU(3)\times SU(2)_L\times U(1)_Y`$, three families of particles, and such that the mechanism of supersymmetry breaking (whatever it is) produces $`S,T_i`$ generating the correct values for

$$g_3,g_2,g_1,\lambda _u,\lambda _d,\lambda _c,\lambda _s,\lambda _t,\lambda _b,\lambda _e,\lambda _\mu ,\lambda _\tau ,\lambda _{\nu _e},\lambda _{\nu _\mu },\lambda _{\nu _\tau },\delta ,\theta _c,\mathrm{}$$
(15)
In a sense, it is hard to believe that there exists a (top-bottom) mechanism with such a precision determining everything. But here we apply again our optimism, arguing that the standard model must arise from strings, and that therefore such a marvellous mechanism must exist. The only problem is that…it has not been discovered yet.

So, for the moment, the best we can do is…keep trying!, i.e. to use the experimental results available (such as $`SU(3)\times SU(2)_L\times U(1)_Y`$, three families, fermion masses, mixing angles, etc.), to discard models. Although the model space is in principle huge, a detailed analysis can reduced this to a reasonable size. For example, within the $`Z_3`$ orbifold with two Wilson lines, one can construct in principle a number of order 50000 of three-generation models with the $`SU(3)\times SU(2)\times U(1)^5`$ gauge group associated to the first $`E_8`$ of the heterotic string. However, a study implied that most of them are equivalent , and in fact, at the end of the day, only 192 different models were found . This reduction is remarkable, but we should keep in mind that the analysis of each one of these models is painful.

In summary, to obtain a connection between (string) theory and present (standard model) experiments is possible in principle but difficult in practice. But, what about future experiments (such as LHC)? Well, if Nature is supersymmetric at the weak scale, as many particle physicists believe (ironically string phenomenologists, at least some of them, who were originally supersymmetry phenomenologists, are not so enthusiastic nowadays with supersymmetry as in the past because of the recent developments), eventually the spectrum of supersymmetric particles will be measured providing us with a possible connection with the high–energy world of superstrings. Let us recall that in superstring constructions there is a natural hidden sector built in, the singlet fields $`S`$ and $`T_i`$ mentioned above, and that the Kähler potential $`K(S,S^{},T_i,T_i^{})`$ and the gauge kinetic function $`f(S,T_i)`$ of the four-dimensional supergravity Lagrangian are known. As a consequence, the soft supersymmetry-breaking terms, scalar masses $`m_\alpha `$, gaugino masses $`M_a`$, etc., can be computed in principle and compared with the experimentally observed supersymmetric spectrum , i.e. we will be able to do what one could call  “Soft Phenomenology”.

Although this approach will not probably be sufficient to select the superstring standard model, at least it will allow us to discard many constructions not producing the correct values for the soft terms. In addition, if experimentalists find some extra particles which arise naturally in a particular string framework , this might be helpful.

In any case we should not forget that the cosmological constant contributes to the value of the soft terms, introducing in principle another problem in our discussion. First of all, we have a new free parameter in the computation, e.g. $`m_\alpha ^2m_{3/2}^2+V_0/M_P^2`$. Second, as is well known, in any theory including gravity the natural value of the cosmological constant is huge (in our case $`V_0m_{3/2}^2M_P^2`$ once supersymmetry is broken), and this is one of the biggest problems in particle physics. If we use a specific mechanism for the breaking of supersymmetry, all this may be specially disturbing, e.g. in gaugino condensation $`V_0`$ turns out to be negative and including this contribution one might obtain $`m_\alpha ^2<0`$.

Until recently, the $`E_8\times E_8`$ heterotic superstring framework discussed above was thought as the only way in order to construct realistic string models. However, in the late nineties it has been discovered that D-brane configurations from string vacua or heterotic M-theory can also give rise to explicit models, with interesting phenomenological properties  (although with unrealistic Yukawas for the moment, as in the case of the perturbative heterotic models). Of course, this means that we have more work to do since we have more models to analyze, but also… that the Pandora’s box opened. As you know, Jupiter had crammed into a box all the diseases, sorrows, vices that afflict poor humanity. Pandora, the first woman, who did not know this, was seized with an eager curiosity to know what the box contained. One day she slipped off the cover and…forthwith there escaped all plagues for hapless man In our case, as shown in Fig. 4, when D-branes are included in the game, many possibilities completely forbidden in the context of the heterotic string are now allowed: Non-supersymmetric models can be constructed , the string scale $`M_{string}`$ may be anywhere between the weak scale $`M_W`$ and the Planck scale $`M_{Planck}`$ , large extra dimensions are possible , etc. Exaggerating, now the question is not the old one: What is possible to predict in string theory?, but, What is not possible to predict?

Let me point out, however, that some of these possibilities imply a hierarchy problem. For example, embedding the standard model inside D3-branes, one has

$`{\displaystyle \frac{M_{string}^4}{M_c^3}}={\displaystyle \frac{\alpha M_{Planck}}{\sqrt{2}}}=3.5\times 10^{17}GeV,`$ (16)
where $`\alpha `$ is the gauge coupling and $`M_c`$ is the compactification scale in the case of an overall modulus $`T`$. Thus one gets $`M_{string}10^{11}`$ GeV much smaller than the Planck scale with $`M_c10^9`$ GeV, i.e. an apparently modest input hierarchy. However, in fact those values would imply

$`S={\displaystyle \frac{1}{\alpha }}24,T={\displaystyle \frac{1}{\alpha }}\left({\displaystyle \frac{M_{string}}{M_c}}\right)^410^9.`$ (17)
Thus one has a hierarchy problem but with the VEVs of the fields that one has to determine dynamically. Of course, if we want to lower $`M_{string}`$ further the hierarchy problem is worse. E.g. using eq. (16) for the case of two different compact dimensions $`M_110^{13}`$ GeV (i.e. 1 millimeter) and $`M_2=M_310^4`$ GeV, one obtains $`M_{string}=(M_1M_2^2\times 3.5\times 10^{17}GeV)^{1/4}1`$ TeV. But then,

$`S={\displaystyle \frac{1}{\alpha }}24,T_2={\displaystyle \frac{1}{\alpha }}\left({\displaystyle \frac{M_{string}^4}{M_1^2M_3^2}}\right)10^{31},T_1={\displaystyle \frac{1}{\alpha }}\left({\displaystyle \frac{M_{string}^4}{M_2^2M_3^2}}\right)10^3.`$ (18)
In any case, it is clear that nowadays these constructions are the new super-stars, and that supersymmetry, Planck scale physics, small extra dimensions, or anything not involving D-branes is…out of fashion! Please, do not feel attack if you still work in these out-of-fashion issues… Of course I am joking and exaggerating, and in fact after following the talks of this meeting my impression is that (although clearly the winners are the Branes) the ‘old’ constructions, such as the perturbative heterotic string, are having a revival. See Table 3 for more details.

Finally, given the previous discussion, let me summarize the evolution of string phenomenology using a few figures. First of all, the evolution from the monkey to the string phenomenologist is shown in Fig. 5. As is well known, the string phenomenologist is a fellow who spends most of the time using her/his computer compulsively: Sending revised versions to hep-ph (and even to hep-th), complaining about references, preparing talks… Fortunately, from time to time she/he has a small hole in her/his tight schedule and spend some time thinking about string phenomenology. This is precisely the moment shown in Fig. 6. Clearly, the poor guy sit down at the front of the room is a string phenomenologist. In 1985 he really believed that the standard model was somewhere around him and that he would be able to find it. The problem, as you can see, is that the search of the standard model in strings is like to look a needle in a haystack. What about the guy at the back of the office? Well, he is clearly a string theoretician. As you can see he seems quite confident having a look to his very nice classification of string theories, $`E_8\times E_8`$ heterotic, type I, type IIA, …, and with all the machinery to work with them in the shelves. But what for this theoretician is a nice classification, for the phenomenologist is a horrible nightmare. He has a incredible mess, a jungle, in his hands. As shown in Fig. 7, because of the huge number of models, each one with its own characteristics, the situation was, in a sense, depressing.

Now, we can see the evolution in the search of the standard model comparing Figs. 6 and 8. In the latter we see the same string phenomenologist but in 2003. Do you see any difference? Clearly, the mess is exactly the same: terrible333An optimistic view of this situation was pointed out to me by the experimentalist H.U. Martyn. In his opinion, working in string phenomenology is healthy because 18 years have gone by between the two photographs and the guy does not look old at all!. Wait a moment, this is not true, as shown in Fig. 9 the mess is even worse! Because of the recent developments, the number of possible models is now bigger, and therefore the number of different results increases.

Anyway, the meeting is finishing, you are going back home, and I do not want you to leave Durham crying and depressed. So, let me tell you something very optimistic about string phenomenology. Not only the topic: from another viewpoint this situation is good because this means that still there is a lot work to do for newcomers. I am in the position of telling you something much stronger. Usually people says that the problem of strings is that they do not have a clear prediction that can be tested. On the contrary, I can tell you very proudly that predictions can be done. Indeed, I did an important prediction using strings two years ago. This prediction has been finally fulfilled. The British experimentalists have tested it very recently. Please, have a look to Fig. 10, where the abstract and date of the article containing the prediction is shown. Thank you very much for your attention.

## Acknowledgments

I thank the organizers of this wonderful conference in Durham during July 29-August 4, 2003, for suggesting me the idea of giving an ‘entertaining’ talk about string phenomenology. At least I tried.

The photograph shown in Figs. 6 and 8 is a work of art made by Jeff Wall in 1994, with the title “Untangling”. Although several colleagues thought that I was the author, I only deserve the reputation of the modifications shown in Figs. 7 and 9. When I first saw this photograph in October 1999, in an exhibition of the Pamela and Richard Kramlich collection of media art at San Francisco Museum of Modern Art, I immediately thought ‘This is the best possible summary of the state-of-the-art in string phenomenology’.


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# An Error Analysis of the Geometric Baade-Wesselink Method

## 1 Introduction

Since its conception, the Baade-Wesselink (BW) method (Baade, 1926; Wesselink, 1946) has been adopted as a preferred way to measure the distance of pulsating stars. In its classical formulation, the distance modulus of a star is derived from the stellar physical radius, obtained by integrating the stellar radial velocity curve, and its effective temperature. The method has been applied to calibrate the Period-Luminosity relation for different classes of pulsators, among which RR Lyræ (McDonald, 1977; Jones et al., 1992; Cacciari et al., 1992; Fernley, 1994; Bono et al., 1994), Cepheids (see review by Gautschy 1997), Delta Scuti and SX Phoenix variables (Meylan et al., 1986).

The main limitation of this technique, however, consists in finding a reliable observable yielding an accurate estimate of the stellar $`T_{\mathrm{eff}}`$ (Böhm-Vitense et al., 1989). As a result, many variants of the BW method have been developed to circumvent this problem, by using different combinations of colors and band-passes (see e.g. Gieren et al. 1993; Laney & Stobie 1995; Ripepi et al. 1997; Balog et al. 1997). Despite these ongoing observational efforts, discrepancies in the BW distances derived with different colors are still present (Laney & Stobie, 1995; Krockenberger et al., 1997).

Recent progress in interferometric techniques have made possible direct determination of angular diameter variations in nearby pulsating stars. This achievement has resulted in the development of a *geometric* version of the Baade-Wesselink method, which is in principle free of the limitations of the color-based techniques. Applied to the galactic Cepheids, this method should eventually lead to a reliable zero point of the Cepheid distance scale (Sasselov & Karovska, 1994).

Attempts to measure the angular radial displacements of pulsating Cepheids were made using the IOTA interferometer (Kervella et al., 2001), the Palomar Testbed Interferometer (PTI, Lane et al. 2000, 2002) and the Naval Prototype Optical Interferometer (NPOI). The results of these observations show that indeed the BW method can be used to yield distances of nearby Cepheids with a much better accuracy than other methods, including geometric parallax (Feast & Catchpole, 1997; ESA, 1997).

The geometric BW method is limited in its accuracy by uncertainties due to observational errors and model dependencies. These model dependencies derive from the need to translate the observed visibilities into angular diameters, which require accurate center-to-limb brightness profiles specific for the pulsating star. These profiles can be derived from hydrodynamic models of the stellar atmosphere (Marengo et al. 2002, hereafter Paper I). The conversion of radial velocities into radial displacement requires the knowledge of a projection factor which is computed by modeling line formation in the pulsating atmosphere (Sabbey et al., 1995). To these model-dependent uncertainties one should add the intrinsic errors of the interferometric measurements, and possible irregularities in the periodic pulsational behavior of the star.

In this paper we revisit the geometric BW method, in order to discuss the relative importance of various uncertainties, assessing their contribution to the accuracy of the final distance determination. We first derive an original analytical solution for the BW method fitting procedure, which simplify the determination of the best fit distance and average radius from the observational data, and allows a more transparent analysis of the individual error sources. We then apply our revised method on $`\zeta `$ Gem PTI data (Lane et al., 2002), and we conclude with a discussion of the importance of the errors due to the pulsational model uncertainties (projection factor and limb darkening) and the phase shift between the lightcurve of the pulsator and the dynamical phases of the radial velocities.

## 2 Geometric Baade-Wesselink method

The *geometric* BW method allows deriving the distance and the mean radius of a pulsating star by fitting the variations of its angular diameter measured interferometrically, with the radial displacement $`\mathrm{\Delta }R(\varphi )`$ of the stellar photosphere. The radial displacement is in turn derived by integrating the pulsational velocity over time:

$$\mathrm{\Delta }R(\varphi )=_{\varphi _0}^\varphi p(\varphi ^{})\left[v_r(\varphi ^{})\gamma \right]\text{d}\varphi ^{}$$
(1)
where $`v_r(\varphi )`$ is the radial velocity, which should be corrected for the systemic velocity $`\gamma `$ and the projection factor $`p(\varphi )`$ to yield the pulsational velocity.

As explained in Paper I the systemic velocity is calculated by requiring the conservation of the radius over one period. It takes into account the radial motion of the star relative to the Solar System, and physical inconsistencies in the measurement of the radial velocities with spectral data. An appropriate $`p`$-factor is computed by modeling spectral line formation for a given pulsating star, including spectral line asymmetries and the dynamics of the pulsation. Models for several classical Cepheids have been computed by Sabbey et al. (1995), from which the pulsational phase-dependent $`p`$-factors are derived. The variations of the radial velocity with the pulsational phase are instead measured spectroscopically. A recent compilation of radial velocity data for 40 Cepheids have been published by Bersier et al. (1994b), by using the CORAVEL spectrophotometer. The measurements are provided as a Fourier expansion of $`v_r`$, in terms of the pulsational phase $`\varphi `$. The integration of the $`v_r(\varphi )`$ curve provides the required radial displacement $`\mathrm{\Delta }R(\varphi )`$, used in combination with the measured angular diameters in the geometric BW method.

The BW distance $`D`$ and average radius $`R_0`$ of the pulsating star are solved as a two parameter $`\chi ^2`$ minimization:

$$\chi ^2(R_0,D)=\underset{i}{}\left[\frac{\mathrm{\Theta }_i\theta _i}{\sigma _i}\right]^2=\underset{i}{}\left[\frac{2\frac{R_0+\mathrm{\Delta }R_i}{D}\theta _i}{\sigma _i}\right]^2$$
(2)
where the index $`i`$ runs on the data points, $`\theta _i`$ is the angular diameter measured at a certain phase $`\varphi _i`$ and $`\mathrm{\Delta }R_i=\mathrm{\Delta }R(\varphi _i)`$ is the radial displacement derived with equation 1 for the same phase. The terms $`\sigma _i`$ are the errors associated with each data point, including the uncertainty in the radial displacement. Note that when converting the time of each individual data point $`\theta _i`$ into the pulsational phase $`\varphi _i`$ of the radial displacement curve, special care is required to take into account the phase shift observed between the stellar lightcurve and the radial velocity curve from which $`R(\varphi _i)`$ is derived. Note also that the diameters $`\theta _i`$, when measured with an interferometer, should consider the Limb Darkening (LD) of the stellar atmosphere. As in the case of the $`p`$-factor, this quantity is also affected by the stellar pulsation, and depends on the pulsational phase. In paper I a method was presented to compute wavelength and phase dependent LD, using the same hydrodynamic models from which the Sabbey et al. (1995) p-factor was derived.

The $`\chi ^2`$ fit for the geometric BW method is solved by minimizing equation 2 with respect to the average radius $`R_0`$ and the distance $`D`$. The minimum $`\chi ^2`$ is found at the stationary point of $`\chi ^2(R_0,D)`$:

$$\{\begin{array}{ccc}_{R_0}\chi ^2\hfill & =\hfill & 0\hfill \\ _D\chi ^2\hfill & =\hfill & 0\hfill \end{array}$$
(3)
which gives a system of two linear equations in $`D`$, quadratic in $`R_0`$:

$$\{\begin{array}{ccc}D\hfill & =\hfill & \frac{2A}{B}R_0+\frac{2C}{B}\hfill \\ D\hfill & =\hfill & 2\frac{AR_0^2+2CR_0+F}{BR_0+E}\hfill \end{array}$$
(4)
where the following coefficients are defined as:

$$\{\begin{array}{ccc}A\hfill & =\hfill & _i\left(\frac{1}{\sigma _i^2}\right)\hfill \\ B\hfill & =\hfill & _i\left(\frac{\theta _i}{\sigma _i^2}\right)\hfill \\ C\hfill & =\hfill & _i\left(\frac{\mathrm{\Delta }R_i}{\sigma _i^2}\right)\hfill \\ E\hfill & =\hfill & _i\left(\frac{\mathrm{\Delta }R_i\theta _i}{\sigma _i^2}\right)\hfill \\ F\hfill & =\hfill & _i\left(\frac{\mathrm{\Delta }R_i^2}{\sigma _i^2}\right)\hfill \\ G\hfill & =\hfill & _i\left(\frac{\theta _i^2}{\sigma _i^2}\right)\hfill \end{array}$$
(5)
The system in equation 4 describes two curves intersecting at the minimum $`\chi ^2`$. The angular coefficient of the first curve, which is a first order polynomial, is $`2A/B`$. The second curve, when linearized to the first order, has an angular coefficient also very close to $`2A/B`$. This means that the two curves described by the system in equation 4 are almost parallel. Their intersection will thus result in a large uncertainty along the $`D/R_0=2A/B`$ direction, and a much smaller error on the orthogonal direction.

The system in equation 4 can be solved by direct substitution, obtaining first an explicit solution for $`R_0`$ in terms of the coefficients defined in equation 5. When the solution for $`R_0`$ is substituted back into the second equation, the quadratic terms cancel, leaving a unique solution for $`D`$. Thus the best fit distance $`\overline{D}`$ and mean radius $`\overline{R}_0`$ are:

$$\{\begin{array}{ccc}\overline{R}_0\hfill & =\hfill & \frac{CEBF}{BCAE}\hfill \\ \overline{D}\hfill & =\hfill & 2\frac{BC^2ABF}{B^2CABE}\hfill \end{array}$$
(6)
The value of the $`\chi ^2`$ for the best fit parameters is obtained by substituting $`\overline{R}_0`$ and $`\overline{D}`$ into equation 2, obtaining the following expression:

$$\chi _{min}^2=\chi ^2(R_0,D)|_{D=\overline{D}}^{R_0=\overline{R}_0}=\left[4A\left(\frac{R_0}{D}\right)^2+8C\frac{R_0}{D^2}+4\frac{F}{D^2}4B\frac{R_0}{D}4\frac{E}{D}+G\right]_{D=\overline{D}}^{R_0=\overline{R}_0}$$
(7)
The error region for the best fit solution is determined by the confidence levels of the $`\chi ^2(R_0,D)`$. Assuming a gaussian error distribution, the 68% confidence level (giving the 1$`\sigma `$ error) is defined by the equation:

$$\chi ^2(R_0,D)=\chi _{min}^2+\chi _{\text{68\%}}^2$$
(8)
where $`\chi _{\text{68\%}}^2=2.33`$ for a two parameter fit (see e.g. Frodesen et al. 1979). The explicit form of the error contour in terms of $`R_0`$ and $`D`$ is obtained from equation 7 by substitution of $`\chi _{min}^2`$ with $`\chi _{min}^2+\chi _{\text{68\%}}^2`$. Note that the equation describes a tilted ellipse having the major axis oriented along $`D=R_0`$.

Error bars for the $`R_0`$ and $`D`$ best fit solution, at a certain confidence level, can be obtained analytically by determining the intersection of the error ellipse with appropriate lines parallel to the $`R_0`$ and $`D`$ axis. Each line intersects the ellipse in two points (given by a quadratic equation). The intersections which provide the error bars are the ones where these two points coincide; there are two such intersections for each axis, each of them given by the solution of a quadratic equation in $`D`$ and $`R_0`$ respectively. These solutions can be solved explicitly in terms of the coefficients defined in equation 5 as:

$$X^\pm =\pm \overline{X}\pm \frac{\pm \beta _X\sqrt{\beta _X^2\alpha _X\gamma _X}}{\alpha _X}$$
(9)
where $`X`$ is either $`D`$ or $`R_0`$, and where the numeric coefficients in the two cases are:

$$\{\begin{array}{ccc}\alpha _D\hfill & =\hfill & B^2AG+A\left(\chi ^2+\chi _{\text{68\%}}^2\right)\hfill \\ \beta _D\hfill & =\hfill & 2\left(AECB\right)\hfill \\ \gamma _D\hfill & =\hfill & 4\left(C^2AF\right)\hfill \end{array}$$
(10)
and

$$\{\begin{array}{ccc}\alpha _{R_0}\hfill & =\hfill & B^2AG+A\left(\chi ^2+\chi _{\text{68\%}}^2\right)\hfill \\ \beta _{R_0}\hfill & =\hfill & BE+C\left(\chi ^2+\chi _{\text{68\%}}^2\right)CG\hfill \\ \gamma _{R_0}\hfill & =\hfill & E^2+F\left(\chi ^2+\chi _{\text{68\%}}^2\right)FG\hfill \end{array}$$
(11)
The best fit angular diameter is simply obtained as $`\overline{\mathrm{\Theta }}_0=\overline{R}_0/\overline{D}`$. Note that the expression for $`\mathrm{\Theta }=R_0/D`$ is the equation for the major axis of the error ellipse. Lines parallel to the ellipse major axis are the regions of constant angular size for the generic $`R_0`$ and $`D`$ solutions; the error bars for $`\overline{\mathrm{\Theta }}_0`$ are thus given by the intersections of these lines with the error ellipse. The solution can then be found analytically, as in the case of the error bars of $`R_0`$ and $`D`$, with the following coefficients:

$$\{\begin{array}{ccc}\alpha _{\mathrm{\Theta }_0}\hfill & =\hfill & C^2AF\hfill \\ \beta _{\mathrm{\Theta }_0}\hfill & =\hfill & BFCE\hfill \\ \gamma _{\mathrm{\Theta }_0}\hfill & =\hfill & E^2+F\left(\chi ^2+\chi _{\text{68\%}}^2\right)FG\hfill \end{array}$$
(12)
## 3 Application to the Classical Cepheid $`\zeta `$ Gem

To illustrate the procedure described in the previous section, and analyze the relative importance of the various error sources in the final solution, we can consider the case of the Classical Cepheid $`\zeta `$ Gem, recently observed with the PTI interferometer (Lane et al., 2002).

The Uniform Disk (UD) angular diameters $`\theta _i^{(UD)}`$ obtained for $`\zeta `$ Gem in the near-IR H-band using the PTI have been published in Table 4 of Lane et al. (2002). Each diameter results from a number of individual measurements (*scans*) performed at a certain date (in Julian Days, JD). The JD of each measurement is converted into the $`\zeta `$ Gem *lightcurve* phase $`\varphi _L^{(i)}`$ by using the published period $`P=10.150079`$ days and the zero-phase epoch $`T_0=2,444,932.736`$ (Lane et al., 2002). As mentioned previously, the fitting procedure requires reconciling the “*dynamical*” phase $`\varphi _V`$ of the radial velocity curve with the lightcurve phase $`\varphi _L`$ of the observations. This is done by correcting for the *phase shift* $`\mathrm{\Delta }\varphi =\varphi _L\varphi _V`$ observed between the maximum luminosity and the minimum radius. From the data collected by Bersier et al. (1994a, b) we derive $`\mathrm{\Delta }\varphi 0.28`$. This is the value we will use in the following discussion. Limitations of this approach for deriving the phase shift are discussed in section ssec-shift.

To derive an accurate distance with the geometric BW method, the angular diameter measurements $`\theta _i`$ should be corrected for the LD. For clarity, however, we first solve the BW fit using the published UD diameter, deferring the discussion of the effect of the LD, and the errors associated with it, to a separate section. For the same reason, we adopt the value of the $`p`$-factor of 1.43 used in Lane et al. (2002), which is the average value derived by Sabbey et al. (1995) over the $`\zeta `$ Gem pulsational cycle, consistent with the model we adopted for computing the LD.

As discussed before, the terms $`\sigma _i`$ are the errors associated with each data point. They are the geometric sum of the individual errors for each observation:

$$\sigma _i^2=\left[\sigma _i^{(\theta )}\right]^2+\left[\sigma _i^{(\mathrm{\Delta }R/D)}\right]^2$$
(13)
where $`\sigma _i^{(\theta )}`$ is the error of the interferometric measurement and $`\sigma _i^{(\mathrm{\Delta }R/D)}`$ is the error related to the diameter variation. According to Lane et al. (2002) the errors in the interferometric PTI UD data vary between 0.01 and 0.06 mas (10–60% of the predicted amplitude of $`\zeta `$ Gem pulsations, of $`0.1`$ mas), depending on the quality of each measurement. Note that these errors refer only to the determination of the UD diameters. When computing the *true* distance of the star using the diameters corrected for the LD, we will also take into account the errors involved into the LD correction.

An estimate of the error related to $`\mathrm{\Delta }R/D`$ is more difficult to obtain. The first component in this error is due to the uncertainty in the radial velocity measurement. From Bersier et al. (1994a) we get that the average error in the $`\zeta `$ Gem velocity measurement is about 0.4 km/s over velocities up to $`20`$ km/s, which takes into account possible irregularities in the pulsational behavior of the star. This is a relative error of up to $`2`$% (when the velocity is maximum), which translates to a maximum uncertainty in the expected stellar radius variation of $`0.002`$ mas for the predicted amplitude of the $`0.1`$ mas $`\zeta `$ Gem pulsation. Another contribution to this error is the uncertainty in the $`p`$-factor; we use the same value of $`1.43\pm 0.06`$ as Lane et al. (2002), which takes into account the variation of Sabbey et al. (1995) $`p(\varphi )`$ with the pulsational phase. This adds a further $`4`$% relative uncertainty on the measured pulsation amplitude (equivalent to $`0.004`$ mas). The total error associated to the $`\zeta `$ Gem angular diameter variation due to the uncertainties in the $`\mathrm{\Delta }R/D`$ fitting function (again assuming that the two error sources are not correlated, and add as their geometric sum) is thus of $`4.5`$%. This is equivalent to a maximum error of $`0.005`$ mas for the predicted amplitude of the $`\zeta `$ Gem pulsations. Note that this error, in general, is smaller than the error of the current interferometric data, but may become important in the future, given the promising advances in the interferometric techniques. To include the $`\sigma _i^{(\mathrm{\Delta }R/D)}`$ in the BW fit, we have first solved equation 6 in order to have a preliminary estimate of $`D`$, and then evaluated the $`\sigma _i^{(\mathrm{\Delta }R/D)}(0.06\mathrm{\Delta }R_i/D)`$ for each point. Finally, we have repeated the $`\chi ^2`$ fitting procedure considering both error sources.

The best fit results are summarized in Figure An Error Analysis of the Geometric Baade-Wesselink Method, which shows the BW distance and average radius for the PTI UD data, and the error regions for the 90% (external oval) and 68% (inner oval) confidence level. As expected, the error regions are ellipses with the major axis oriented along the $`R_0/D=const`$ direction. The ellipses are very narrow, resulting in large errors, individually, in the best fit $`R_0`$ and $`D`$, but a small error in their ratio $`\mathrm{\Theta }_0=R_0/D`$. This is not surprising, since the accuracy of the interferometric measurements is good enough to produce a reasonable fit to the average angular radius of the pulsating star; a much higher accuracy is instead required to measure the radial displacement, from which $`R_0`$ and $`D`$ are measured with the BW method. Equation 2 can in fact be written as:

$$\chi ^2=\underset{i}{}\left[\frac{\left(\mathrm{\Theta }_0+\frac{2\mathrm{\Delta }R_i}{D}\right)\theta _i}{\sigma _i}\right]^2$$
(14)
Given that the maximum angular diameter variations are less than 10% of the average angular diameter, then for most phases $`\mathrm{\Theta }_02\mathrm{\Delta }R_i/D`$. This means that the fit is essentially a one-parameter fit for $`\mathrm{\Theta }_0`$, which can be determined with good accuracy. The measurement errors plays a much larger effect in limiting the accuracy of $`R_0`$ and $`D`$ along $`R_0/D=\mathrm{\Theta }_0`$.

### 3.1 Phase Shift Determination

Two basic questions remain open when discussing the accuracy of the fit using the BW method. The first concerns the assumption that the phases of the interferometric data and radial velocities are well synchronized, e.g. that there is not an unknown phase shift component between the luminosity lightcurve and radial pulsations. The second question concerns the LD correction, which we need to apply to the UD measurement to derive the correct BW distance.

As mentioned before, the BW method requires defining a common phase reference for diameter observations and radial velocity data. This is usually provided by the lightcurve phases $`\varphi _L`$, with the zero-phase set to coincide with the maximum luminosity. A complication can however arise when observable quantities are related to phase dependent parameters which are derived from dynamic modeling of pulsating stars. Typical parameters are the $`p`$-factor (Sabbey et al., 1995) and the LD correction (Paper I). The traditional choice of the lightcurve phase is not convenient when dealing with time-dependent hydrodynamic models, e.g. the ones from which the $`p`$-factor and the LD are computed. The emergent flux in a given waveband is in fact a derived quantity (which can only be computed with extensive radiative transfer modeling), and is usually not available in hydrodynamic numeric computations. A better approach in this case is to choose the zero-phase reference based on hydrodynamic quantities directly tied with observables, as the radial velocity $`v_r`$. This leads to the “dynamical phase” $`\varphi _V`$ mentioned before.

The complication in reconciling the lightcurve and dynamical phase references is due to the phase shifts occurring between the zero phases in the two systems. This quantity can be obtained by carefully measuring the lightcurve and velocity curve of the pulsating star, as done by Bersier et al. (1994a, b). This procedure yields for $`\zeta `$ Gem the quantity $`\mathrm{\Delta }\varphi 0.28`$ used in the previous section; different values should be expected for different stars, since the phase shift is determined by the unique dynamics of the pulsator. A different approach was followed by Lane et al. (2002), in which the phase shift was derived as a separate quantity in the BW fit, on the assumption that having a third free parameter would produce a better agreement between the measured angular diameters and the radial displacement curve.

To assess the effects on the fit results by an independent determination of the phase shift, we repeated the BW fit of the $`\zeta `$ Gem PTI UD diameters leaving this parameter free. The results are showed in Figure An Error Analysis of the Geometric Baade-Wesselink Method, where the best fit is plotted in the case of a free phase shift (dashed line), and a fixed phase shift (solid line) as determined from Bersier et al. (1994a, b) data. The best fit results with their errors are shown in Table 1.

The results show that the small difference in the phase shift, although “visually” improving the fit of the data points, does not change significantly the best fit results. The difference in $`R_0`$, $`D`$ and $`\mathrm{\Theta }_0`$ is well below the error bars resulting from the fit, which suggests that the shift itself can be a statistical deviation due to the uncertainties of the data points. It is however interesting to investigate the possible causes of this discrepancy, since an unaccounted phase shift would have profound implications in terms of the evolution of pulsating stars.

Since the actual phase of interferometric data acquired at certain JD is determined by folding many pulsational periods starting from the zero phase epoch, an uncertainty in the period determination can play a significant role in changing the measured phase shift. The typical uncertainty for the Cepheid periods tabulated in Bersier et al. (1994a) is of the order of $`10^4`$ days. The zero phase epoch for $`\zeta `$ Gem is around day 2,444,933, while the observations were made between JD 2,451,605 and JD 2,451,896. Clearly the 300 days span in the time during which the observations were collected is not important since it corresponds to less than 30 periods. The time lag between the zero epoch and the data acquisition is instead of $`7000`$ days, which is approximately 690 periods. Given the accuracy of the $`\zeta `$ Gem period, the possible shift is of the order of $`0.07`$ days. This is less than a 0.01 phase shift error, which is one order of magnitude less than the unaccounted phase shift derived by fitting the PTI data. Therefore, if the measured phase shift is real, it is not explained by the current uncertainty in the pulsational period.

Berdnikov et al. (2000) analyzed archival data of the maximum luminosity epochs for a number of Classical Cepheids, in search for secular variations of their period due to evolutionary changes. In the case of $`\zeta `$ Gem, they found a decrease of 0.07 days over a time of about 5000 pulsational cycles. This means a decrease of the period of $`1.410^5`$ days per period, which is much less than the period uncertainty adopted in this paper and in Lane et al. (2002).

Another unaccounted source of possible variations in the phase shift involves the possibility that the interferometric angular diameter may be slightly different (and off-phase) from the radius obtained by integrating the radial velocity measured from spectral lines. This discrepancy is mostly taken into account by the $`p`$-factor, but there may be unaccounted effects introducing an extra phase lag. Finally, even though the period may be stable for better than $`10^4`$ days per cycle, there may still be a variable phase shift between maximum light and minimum radius, causing a drift of the $`\mathrm{\Delta }R(\varphi _V)/D`$ curve with respect to the lightcurve phase $`\varphi _L`$. This is a possibility that can potentially affect the phase dependent quantities involved into the calculations using the BW method, among which the projection factor $`p(\varphi )`$ and the LD correction derived from hydrodynamic models, which require the exact knowledge of the phase relation between models (computed in terms of the dynamical phase) and observations (dependent on the lightcurve phase). There are no indications, however, that such effect is present. Our best fit results in Table 1, in fact, suggest that the uncertainty in the phase shift only affects the best fit diameter for less than 0.001 mas,which is less than 1% of the estimated amplitude of the $`\zeta `$ Gem pulsation. This error is small enough to be ignored when applying the BW method, compared to the other larger uncertainties in the data.

These considerations suggest that, given the current accuracy of interferometric data, we are not in the position to provide an independent measurement of the phase shift with better quality than the available data from Bersier et al. (1994a, b). The effect measured with the independent fit is very small and does not affect significantly the fit of $`R_0`$ and $`D`$. For these reasons we conclude that a two-parameter fit for the BW method is currently preferable than leaving the phase shift as a third free parameter.

However, we note that possible variations in the maximum luminosity – minimum radius phase shift should be taken into consideration when the precision of interferometric measurements, and the accumulation of good quality data over long period of time, make their direct observation feasible. Even though unpredicted phase shifts may appear unlikely with our current data, their possible occurrence should be monitored, as they can provide important insights on the mechanics of pulsations, and their relation for the stellar evolution.

### 3.2 Limb Darkening

The remaining question concerning the accuracy of the BW fit involves the limb darkening. The LD correction is necessary in order to take into account the non uniform brightness of the stellar disk, resulting from the different depths in the stellar atmosphere probed by different lines of sight. When a star is partially resolved by interferometric observations, the existence of LD induces a change in the measured visibility with respect to the simpler case of a uniform brightness disk. The translation of interferometric visibilities into angular diameters takes into account this effect, by fitting the data with limb darkened model visibilities. Alternatively, when the original data have already been fitted with a UD model, a LD correction can be applied.

As in the case of the $`p`$-factor, the LD corrections can be obtained by solving the dynamic structure of the pulsating stellar atmosphere, and then computing a complete radiative transfer model to derive the center-to-limb intensity profile. Using this approach we have derived a method to compute LD profiles for pulsating Cepheids, presented in Paper I. We have then computed specific phase- and wavelength-dependent LD corrections for $`\zeta `$ Gem, taking into account second-order accurate one-dimensional hydrodynamic calculations performed in spherical geometry, and a full set of atomic and molecular opacities (Marengo et al. 2003, hereafter Paper II).

To convert the UD diameters $`\theta _i^{(UD)}`$ used in the previous section into the LD ones, one has to divide by the LD correction $`k(\lambda ,\varphi )`$:

$$\theta _i^{(LD)}=\frac{\theta _i^{(UD)}}{k(\lambda ,\varphi )}$$
(15)
Figure An Error Analysis of the Geometric Baade-Wesselink Method shows the LD corrections we presented in Paper II for $`\zeta `$ Gem. The top curve shows $`k`$ as a function of the pulsational phase for the PTI H-band. The model LD correction does indeed change with phase, with a $`\pm 0.3`$% variation around the average value $`\overline{k}=0.979`$. The largest change occurs close to minimum radius, when a shock wave crosses the Cepheid atmosphere (see Paper I). Barring systematic errors in our models, we can assume the uncertainty in the phase dependence as the total error on our LD correction estimate. From Paper II we have that this uncertainty results in an extra error of $`\sigma _i^{(LD)}0.003`$ mas ($`3`$% of the $`\zeta `$ Gem pulsational amplitude), which is small with respect to the interferometric data errors. The BW distance computed with this correction is shown in Figure An Error Analysis of the Geometric Baade-Wesselink Method and in Table 2. For comparison we have also solved the $`\zeta `$ Gem BW fit using the LD correction $`k0.96\pm 0.01`$ (dashed line in Figure An Error Analysis of the Geometric Baade-Wesselink Method), derived from tabulated values computed by Claret et al. (1995) for static yellow supergiants. This values have been used by Lane et al. (2002) to derive the PTI BW distance for $`\zeta `$ Gem published in their paper. Given the quoted uncertainty, this results in an extra error source of $`\sigma _i^{(LD)}0.02`$ mas (as much as 20% of the pulsational amplitude).

Figure An Error Analysis of the Geometric Baade-Wesselink Method shows that, within the quoted error uncertainties, the two solutions for the BW fit with different LD correction are mutually exclusive, as the respective 1$`\sigma `$ error regions do not intersect. In fact, the two LD solutions are also separate from the BW distance computed for UD diameters. This shows that, even if the final error range in the best fit $`R_0`$ and $`D`$ includes all three solutions, interferometric techniques can potentially be used to discriminate between different models of limb darkening. Alternatively, this result can be seen as an indication of how an independent determination of the LD will result in a much better measurement of pulsating star distance with the BW method.

## 4 Discussion and conclusions

Table 3 summarizes the error balance of the geometric BW method. For each error source, the table provides the resulting uncertainty in the determination of the Cepheid angular diameter, in mas and as a fraction of the $`\zeta `$ Gem 0.1 mas pulsation amplitude. The last column of the table shows how these uncertainties affect the final determination of the BW distance. The statistical error in the interferometric data is still the main source of error in the method, leading to the final $`1\sigma `$ error bars of $`14`$% in our fit. The systematic errors (related to the radial velocity and phase shift measurements, the $`p`$-factor and the limb darkening) still play a secondary role. Note that the effect of the relative uncertainty of the systematic error sources, which we have estimated for the *amplitude* of the stellar pulsation, should be scaled down by roughly one order of magnitude to estimate their effect on the best fit distance, since the BW distance depends on the stellar *radius* which is more than 10 times larger than the pulsation amplitude.

The second error source in importance is the determination of the average value of the LD correction. The difference between the best fit value of the BW distance obtained with our $`\zeta `$ Gem model and with the LD coefficient derived by Claret et al. (1995) is $`3`$%. Our $`\zeta `$ Gem fit shows that using a LD correction that is not appropriate for the observed Cepheid can introduce an error as large as when not using LD at all (e.g. using a UD model). This stresses the importance of reliable modeling of the Cepheid atmosphere even when using interferometric data with the currently best available quality.

The table also shows that the uncertainties in the radial velocity, phase shift, p-factor and phase dependence of the LD correction at near-IR wavelength, all together are responsible for less than a 1% error in the BW distance determination. These uncertainties plays only a secondary role compared to the measurement errors. However, with the constant progress in the development of the interferometric techniques, the visibility errors are bound to be reduced, and at that point these other factors, as discussed above, will become essential to fulfill the potential of the BW method. This will be especially true for interferometers operating at visible wavelengths. Figure An Error Analysis of the Geometric Baade-Wesselink Method shows the LD correction we have computed for $`\zeta `$ Gem with our model in the V-band (bottom solid line). The plot suggests that at certain phases in which the hydrodynamic effects play an important role (close to minimum radius and in presence of shockwaves) the interferometric measurement of the Cepheid pulsation amplitude can be affected by as much as 20%. This may result in a further uncertainty of up to 2% in the BW distance determination, which can only be corrected with an accurate time-dependent hydrodynamic modeling of the Cepheid atmosphere.

Even considering all the error sources discussed in the previous sections, the current error bar for the $`\zeta `$ Gem BW diameter is already two times better than the quoted error in parallax measurements for this star, which is $``$30% (Hipparcos, ESA 1997). A careful analysis of the error regions in the best fit plane, shows that the error in the best fit angular diameter is in fact much smaller than the individual errors in $`R_0`$ and $`D`$, leaving room for dramatic improvements in the distance measurement if independent constraints are set on the stellar radius. These can be derived by modeling the structure of the pulsating atmosphere.

The results presented in this work show that a better determination of the limb darkening of the pulsating star can already lead to different estimates of the distance and average radius which are mutually exclusive. This justifies the recent efforts in producing accurate predictions for the model dependent quantities needed by the BW method, by means of detailed self-consistent hydrodynamic models of the pulsating atmosphere (see e.g. Paper I and II). An independent determination of the LD correction for nearby pulsating stars, which will be attainable once interferometers with baselines of several hundred meters will become operative, will thus provide a direct test for such models. This will open the road for a large scale application of the geometric BW method, to derive the distances of a large sample of pulsating stars, and thus attain the goal of an accurate calibration of their PL relation.

We wish to thank the anonymous referee for his/her comments that helped us to improve this paper. This work was partially supported by NSF grant AST 98-76734. M.K. is a member of the Chandra Science Center, which is operated under contract NAS8-39073, and is partially supported by NASA.


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# Sherlock: An Automated Follow-Up Telescope for Wide-Field Transit Searches

## 1 Introduction

Wide-field photometric surveys for transits of short-period gas-giant planets consist of several months of single-band observations of typically 5000 targets in a six-degree-square field of view. A number of such surveys, including the network consisting of Sleuth 111 http://www.astro.caltech.edu/~ftod/sleuth.html (Palomar, PI: D. Charbonneau, see 7 ), STARE 222 http://www.hao.ucar.edu/public/research/stare/stare.html (Tenerife, PI: T. Brown) and PSST (Lowell, PI: E. Dunham) have produced several candidates with light curves very similar to that of HD 209458 1 . The most significant challenge facing such surveys is not the difficulty of obtaining the requisite precision and phase coverage, but rather the ability to rule out the large number of false positives that are typically encountered. These false positives can be removed through high-resolution spectroscopy, as was done in the case of the OGLE-III transit candidates 2 ; 4 . However, for relatively bright stars, there is an easier way to reject such candidates.

Brown 3  discusses various transit-like signals typically identified by searches similar to Sleuth and classifies them into a number of specific types. There are three primary sources of these false positives. The first of these are binary stars undergoing a grazing eclipse (MSU). The second and third types involve blends between a binary star undergoing a deep eclipse and a third star, either a foreground object (MSDF) or a third member of the system (MSDT). Using a typical transit campaign for the STARE instrument, Brown calculates that for every 10000 stars observed, 0.39 planets will be detected with three transits. However, 2.27 false positives of type MSU will also appear, 1.26 false positives of type MSDF will be present, and 0.98 candidates of type MSDT will be observed. Combining these numbers, Brown finds that a transit survey will observe more than 10 false positives for every true planet. This is demonstrated by Figure 1, which shows the probability of finding different classes of object at a given transit depth. In the regime of 1-2 % eclipse depths that we study, these three sources of false positives are at least as plentiful as the planets we seek.

## 2 Sherlock: Removing the Eclipsing Binaries

We are currently assembling a telescope named Sherlock that will be dedicated to examining transit candidates from Sleuth, as well as a number of other transit surveys which monitor stars brighter than V=13. Highly automated and observing in custom RGB filters with a better angular resolution (1.7 arcsec/pixel) than Sleuth (10 arcsec/pixel), Sherlock will be able to reject most of the contaminants from these transit surveys. In so doing, Sherlock will greatly reduce the rate of false positives, bringing the number of transit candidates to a manageable level. Figures 2 & 3 show an example of how blends of eclipsing binaries can be separated from transiting planets. PSST identified a star in Auriga undergoing 2.5 % deep eclipses with a period of 2.4 days (Figure 2). Examination of the Digitized Sky Survey images (Figure 3) revealed two sources within the PSF of the PSST instrument. Photometry of the field during a subsequent eclipse with a 14-inch telescope on the rooftop of the Caltech Astronomy building demonstrated that the fainter star was undergoing deep (14 %) eclipses. When the light from both stars was summed within a single photometric aperture, the transit shape and depth as observed by the PSST was reproduced (Figure 3).

Measurement of the color dependence of the transit depth should remove both grazing incidence binaries (due to the effect of limb-darkening on the eclipse depth), and blends of eclipsing binaries (due the change in relative brightness of the blended and occulted stars as a function of color). In contrast to this, planetary transits should be nearly constant with color. Furthermore, the increased angular resolution will separate the light from physically unassociated blended stars, and subsequent photometry will reveal which object is undergoing eclipses. Sherlock will not be able to reject all sources of false detection. Central eclipses by very dim stellar objects (notably M dwarfs) will not show detectable variation with color. In addition, blends wherein the occulted and blending star have the same color will not be distinguished. Even with these exceptions, however, Sherlock is expected to reduce greatly the ratio of false positives from these surveys. Multi-epoch spectra of viable candidates will be gathered with high-resolution spectrographs on 1-2 m class telescopes, which should rule out the presence of stellar or brown dwarf companions. Surviving candidates will be monitored with Keck HIRES to determine the radial velocity orbit induced by the planetary companion.

## 3 Sherlock Specifications

Table 1 lists the specifications for Sherlock. The system will be located in the same clamshell enclosure as Sleuth, our primary transit search instrument. Weather decisions are made by the on-site 200-inch telescope night assistant, with additional protection provided by a weather station capable of closing the clamshell roof. Sherlock will be completely automated, calculating future times of eclipse for all active candidates, and observing the highest priority object in eclipse each night. The automated nature of the system is an advantage over comparatively labor- and resource-intensive multi-epoch spectroscopic follow-up. In addition, this dome hosts the new all-sky camera Snoop 333http://snoop.palomar.caltech.edu, which provides weather monitoring for the observatory. Given that observing time on this system should be plentiful, we invite teams conducting wide-field transit surveys to contact us regarding follow-up of their candidates.


text:
# Weak- to strong pinning crossover

## Abstract

Material defects in hard type II superconductors pin the flux lines and thus establish the dissipation-free current transport in the presence of a finite magnetic field. Depending on the density and pinning force of the defects and the vortex density, pinning is either weak-collective or strong. We analyze the weak- to strong pinning crossover of vortex matter in disordered superconductors and discuss the peak effect appearing naturally in this context.

Pinning of vortices by material defects is crucial in establishing the defining property of a superconductor, its ability to transport electrical current without dissipation. Collective pinning theory LO\_79 , describing the concerted action of many weak pins on the vortex system, is playing a central role in our understanding of this complex statistical mechanics problem review . On the other hand, first attempts describing flux pinning go back to Labusch Lab\_69 , who described the interaction between vortices and strong pinning centers which introduce large (plastic) deformations in the vortex system. In this letter, we describe how these two theories relate to one another; given the density $`n_\mathrm{p}`$ and force $`f_\mathrm{p}`$ of pinning centers, as well as the vortex density $`n_\mathrm{v}=1/a_0^2`$, we identify the regimes where individual vortex lines and the bulk vortex lattice are pinned by the collective action of many weak pins or by the independent action of strong pins, see Fig. 1. We naturally recover the peak effect pippard\_69  described in the work of Larkin and Ovchinnikov LO\_79  and establish its formal relation to the Landau theory of phase transitions.

In a type II superconductor, the field ($`𝐁`$) induced vortices subject to a current flow $`𝐣`$ experience the Lorentz force density $`𝐅_\mathrm{L}=𝐣𝐁/c`$ and the resulting vortex motion leads to dissipation. The superconducting response is resurrected through material inhomogeneities pinning the vortices at energetically favorable locations. The pinning force density $`𝐅_{\mathrm{pin}}`$ defines a critical current density $`j_c=cF_{\mathrm{pin}}/B`$ below which the current can flow free of dissipation. Usually, this critical current density is considerably reduced with respect to the depairing current density $`j_0cH_c/4\pi \lambda c\epsilon _0/\mathrm{\Phi }_0\xi `$; here, $`H_c=\mathrm{\Phi }_0/2\sqrt{2}\pi \lambda \xi `$ is the critical magnetic field, $`\lambda `$ and $`\xi `$ denote the penetration depth and the coherence length $`\xi `$, respectively, $`\mathrm{\Phi }_0=hc/2e`$ is the flux unit, and $`\epsilon _0=(\mathrm{\Phi }_0/4\pi \lambda )^2`$ is the (line) energy scale. Below, we focus on the most generic situation of isotropic superconductors and ignore effects due to thermal fluctuations.

When pinning is strong Lab\_69 ; LO\_79 ; LO\_NSC\_86  defects act individually and the pinning force density $`F_\mathrm{p}`$ is linear in the density $`n_\mathrm{p}`$ and average pinning force $`f_{\mathrm{pin}}`$ of defects. The classic arguments characterizing strong pinning go back to Labusch Lab\_69 , see also LO\_79 ; LO\_NSC\_86 : A strong pinning defect induces plastic deformations in the vortex lattice Brandt\_86gen ; OvIv\_91 ; Schoenenberger\_96 ) and the energy landscape $`e_{\mathrm{pin}}(𝐑)`$ becomes multi-valued in the vortex position $`𝐑`$, see Fig. 2. The averaging over defect locations then has to account for the preparation of the system. We concentrate on the critical current density and thus search for the force against drag; the vortex position then is parametrized through the two-component drag parameter $`𝐑_\mathrm{d}`$ fixing the position of the unperturbed lattice with respect to the defect. Dragging the system along the $`x`$-direction, we express the drag force $`_xe_{\mathrm{pin}}(x,y)`$ integrated along $`x`$ through the jump $`\mathrm{\Delta }e_{\mathrm{pin}}(y)>0`$ in the pinning energy and average over ‘impact parameters’ $`y`$,

$$f_{\mathrm{pin}}=_0^{L_x}𝑑x_0^{L_y}𝑑y\frac{_xe_{\mathrm{pin}}(x,y)}{L_xL_y}=_0^{a_0}𝑑y\frac{\mathrm{\Delta }e_{\mathrm{pin}}(y)}{a_0\stackrel{~}{a}(y)},$$

where $`\stackrel{~}{a}`$ denotes the distance between periodic jumps note . For moderately strong pins with deformations not exceeding the lattice constant we have $`\stackrel{~}{a}a_0`$ and assuming a maximal transverse trapping distance $`t_{}`$ along the $`y`$-axis we obtain the mean pinning force

$$f_{\mathrm{pin}}\frac{t_{}}{a_0^2}\mathrm{\Delta }e_{\mathrm{pin}}(0)\frac{t_{}t_{}}{a_0^2}f_\mathrm{p}\frac{S_{\mathrm{trap}}}{a_0^2}f_\mathrm{p},$$
(1)
with the jump $`\mathrm{\Delta }e_{\mathrm{pin}}(0)t_{}f_\mathrm{p}`$ expressed via the typical impurity force $`f_\mathrm{p}`$ and the bistability range $`t_{}`$ of $`e_{\mathrm{pin}}(x,0)`$; the product $`t_{}t_{}`$ defines the trapping area $`S_{\mathrm{trap}}`$ associated with the strong pin OvIv\_91 . The low impurity concentration $`n_\mathrm{p}`$ implies non-interfering defects and we obtain a critical current density $`j_c=cn_\mathrm{p}f_{\mathrm{pin}}/B`$ linear in $`n_\mathrm{p}`$,

$$j_c(c/B)n_{\mathrm{eff}}f_\mathrm{p}j_0[n_\mathrm{p}\xi S_{\mathrm{trap}}]f_\mathrm{p}/\epsilon _0,$$
(2)
with the effective impurity density $`n_{\mathrm{eff}}=n_\mathrm{p}(S_{\mathrm{trap}}/a_0^2)`$.

In order to derive a quantitative criterion for the appearance of strong pinning, we consider a single defect at the origin with a pinning potential $`e_\mathrm{p}(𝐫)`$. Such a defect acts on the vortex system to produce a pinning energy density $`E_\mathrm{p}(𝐫,𝐮)=_\nu e_\mathrm{p}(𝐫)\delta ^2(𝐑𝐑_\nu 𝐮(𝐑_\nu ,z))`$, with vortices positioned at $`𝐑_\nu +𝐮(𝐑_\nu ,z)`$, $`𝐑_\nu `$ the equilibrium positions and $`𝐮`$ the displacement field. The latter follows from the solution of the implicit equation ($`𝐫_\nu =(𝐑_\nu ,z)`$)

$`u_\alpha (𝐫_\nu )={\displaystyle d^3r^{}G_{\alpha \beta }(𝐫_\nu 𝐫^{})[_{u_\beta }E_\mathrm{p}](𝐫^{},𝐮^{})}`$
$`={\displaystyle \underset{\nu ^{}}{}}{\displaystyle 𝑑z^{}G_{\alpha \beta }(𝐫_\nu 𝐫_\nu ^{})f_{\mathrm{p},\beta }(𝐑_\nu ^{}+𝐮(𝐫_\nu ^{}),z^{})}`$
$`=G_{\alpha \beta }(𝐑_\nu 𝐑_\mathrm{d},0)f_{\mathrm{p},\beta }(𝐑_\mathrm{d}+𝐮(𝐑_\mathrm{d},0),0),`$ (3)
with $`G_{\alpha \beta }(𝐫)`$ the elastic Green’s function and $`𝐟_\mathrm{p}=_ue_\mathrm{p}(𝐮)`$ the pinning force of the defect. In the last equation we have assumed a moderately strong pinning potential (pinning one vortex at most) of range much smaller than the lattice constant $`a_0`$ and have chosen $`𝐑_\mathrm{d}`$ as the distance to the vortex closest to the defect 111Effects of very strong pinning (overdrag into the next cell and multi-vortex pinning) are not considered here.. Evaluating (3) for $`𝐫_\nu =(𝐑_\mathrm{d},0)`$, we arrive at the self-consistency equation (note that $`G_{\alpha \beta }(𝐫=0)`$ is diagonal)

$$𝐮(𝐑,0)\overline{C}^1𝐟_\mathrm{p}(𝐑+𝐮(𝐑,0),0),$$
(4)
with the effective elastic constant $`\overline{C}^1=d^3k/(2\pi )^3`$ $`G_{xx}(𝐤)`$. For weak pinning the displacement $`𝐮`$ is small and the solution $`𝐮(𝐑,0)𝐟_\mathrm{p}(𝐑)/\overline{C}`$ is unique. Strong pinning, however, produces multi-valued functions $`𝐮(𝐑,0)`$ and $`e_{\mathrm{pin}}(𝐑)`$, cf. Fig. 2. The solution of (4) turns multi-valued as the displacement collapses when $`_Ru\mathrm{}`$. Assuming a defect symmetric in the plane, $`e_\mathrm{p}(𝐑,z)=e_\mathrm{p}(R,z)`$, and dragging the lattice through the defect center along the $`x`$-axis, we find $`u^{}=f_\mathrm{p}^{}(x+u)`$ $`[\overline{C}f_\mathrm{p}^{}(x+u)]^1`$ (note that $`x>0`$ implies $`u<0`$) and arrive at the (Labusch) criterion Lab\_69  in the form

$$_xf_\mathrm{p}=_x^2e_\mathrm{p}=\overline{C};$$
(5)
hence, in order to produce strong pinning the (negative) curvature of the pinning energy $`e_\mathrm{p}`$ has to overcompensate the lattice elasticity (the Labusch criterion involves the maximal negative curvature above the inflection point). Note that the Labusch criterion tests an individual pinning center and classifies it as a weak or strong one.

When pinning is weak, the elastic forces dominate over the pinning forces and the defects compete; we then are faced with the problem of the statistical summation of individual pinning forces. For weak pins the average $`f_{\mathrm{pin}}`$ vanishes and pinning is due to fluctuations in the pinning force density: the forces of the competing pins (with pinning force $`f_\mathrm{p}`$, density $`n_\mathrm{p}`$, and extension $`r_\mathrm{p}\xi `$) add up randomly and produce the pinning energy

$$_{\mathrm{pin}}^2(V)^{1/2}\left[f_\mathrm{p}^2n_\mathrm{p}(\xi /a_0)^2V\right]^{1/2}\xi ;$$
(6)
only vortex cores are pinned by the disorder, hence the factor $`(\xi /a_0)^2`$. Within weak collective pinning theory the sublinear growth of $`_{\mathrm{pin}}^2(V)^{1/2}`$ with volume turns linear when the displacement $`u`$ increases beyond the scale $`\xi `$ of the pinning potential, thus defining the collective pinning volume $`V_c`$. Each volume of size $`V_c`$ is pinned independently with a pinning energy $`U_c=_{\mathrm{pin}}^2(V_c)^{1/2}`$ and we obtain a proper pinning force density

$$F_{\mathrm{pin}}U_c/V_cr_\mathrm{p}\left(f_\mathrm{p}^2n_\mathrm{p}(\xi /a_0)^2/V_c\right)^{1/2};$$
(7)
balancing this pinning force density against the Lorentz force density $`jB/c`$ we find a finite critical current density $`j_ccF_{\mathrm{pin}}/B`$. The remaining task is the determination of the collective pinning volume $`V_c`$; its calculation is complicated by the dispersion and anisotropy of the vortex lattice, see below and Ref. review  for a detailed discussion.

It is instructive to compare the weak- and strong pinning schemes and their dependence on dimensionality, particularly in the limit of a small defect density $`n_\mathrm{p}`$ (in the following, we assume pinning sites characterized by their force $`f_\mathrm{p}`$ and extension $`\xi `$). An isolated vortex line (1D) is always subject to strong pinning forces as the effective elastic coefficient $`\overline{C}`$ vanishes due to the diverging integral. At the same time, the deformation of the line due to the pins is large and we cannot ignore their mutual competition. Comparing the elastic energy $`\epsilon _0\xi ^2/L_c`$ and the pinning energy $`U_c=(f_\mathrm{p}^2n_\mathrm{p}L_c\xi ^2)^{1/2}\xi `$, we find the collective pinning length $`L_c(\epsilon _0^2/f_\mathrm{p}^2n_\mathrm{p})^{1/3}`$ and a critical current density

$$j_cj_0\left(n_\mathrm{p}\xi ^3f_\mathrm{p}^2/\epsilon _0^2\right)^{2/3}.$$
(8)
This result is valid as long as many pins compete within the volume $`\xi ^2L_c`$; the condition $`n_\mathrm{p}\xi ^2L_c>1`$ defines the lower limit $`\overline{n}_{1\mathrm{D}}f_\mathrm{p}/\epsilon _0\xi ^3<n_\mathrm{p}`$ where the critical current density assumes the value $`\overline{j_c}j_0(f_\mathrm{p}/\epsilon _0)^2`$.

For small densities $`n_\mathrm{p}<\overline{n}_{1\mathrm{D}}`$ the pins acts individually and we determine $`j_c`$ from the force balance $`(\mathrm{\Phi }_0/c)j_clu\mathrm{\Delta }e_{\mathrm{pin}}f_\mathrm{p}u`$, with $`ut_{}`$ the displacement directed along the force. The displacement $`u`$ and the length $`l`$ between two subsequent pins fixing the vortex derives from an analysis of the pinned vortex geometry, see Fig. 1 inset: integrating the force equation $`\epsilon _0_z^2u=f(z)`$ (with $`f(z)`$ the force per unit length acting on the line) over one pinning center, we find the distortion angle $`\theta =_zuu/lf_\mathrm{p}/\epsilon _0`$ alternative . A vortex segment of length $`l`$ deformed by the angle $`\theta `$ in the direction of the driving force encounters $`\theta l^2\xi n_\mathrm{p}`$ defects (with the trapping length $`t_{}\xi `$). At the distance $`l`$, this number is unity, hence $`l\sqrt{\epsilon _0/f_\mathrm{p}n_\mathrm{p}\xi }`$ and we obtain the critical current density

$$j_cj_0\left(n_\mathrm{p}\xi ^3f_\mathrm{p}^3/\epsilon _0^3\right)^{1/2}.$$
(9)
At the crossover density $`\overline{n}_{1\mathrm{D}}f_\mathrm{p}/\epsilon _0\xi ^3`$ the critical current density matches up with the weak pinning result; also, the displacement $`ulf_\mathrm{p}/\epsilon _0`$ is of order $`\xi `$ at the crossover density $`\overline{n}_{1\mathrm{D}}`$ and hence matches the displacement field relevant in the collective pinning scenario. Note that collective pinning (8) dominates over the strong pinning (9) at large densities $`n_\mathrm{p}>\overline{n}_{1\mathrm{D}}`$.

For the vortex lattice (3D bulk pinning; we assume $`a_0<\lambda `$) the Labusch criterion (5) offers a distinction between weak and strong pinning centers; using the Green’s function for the vortex lattice (see, e.g., review ) we find $`\overline{C}\epsilon _0/a_0`$. According to (5) a pinning center changes from weak to strong at $`f_\mathrm{p}f_{\mathrm{Lab}}\epsilon _0\xi /a_0`$. We first review the weak pinning situation with $`f_\mathrm{p}<f_{\mathrm{Lab}}`$ (where necessary, we encode quantities in this regime with a superscript ‘\<’). The determination of the anisotropic collective pinning volume $`V_c=R_c^2L_c^\mathrm{b}`$ has to account for the dispersion in the tilt modulus at intermediate scales $`a_0<R_c<\lambda `$, see Ref. review , and produces the results

$`j_cj_0{\displaystyle \frac{\xi ^2}{a_0^2}}\left[{\displaystyle \frac{a_0}{L_c}}\right]^\nu e^{2c\left[L_c/a_0\right]^3},R_c<\lambda ,`$ (10)
$`j_cj_0{\displaystyle \frac{\xi ^2}{\lambda ^2}}\left[{\displaystyle \frac{a_0}{L_c}}\right]^6,R_c>\lambda ;`$ (11)
we have made use of the single vortex pinning parameter $`L_c/a_0(f_{\mathrm{Lab}}^2/f_\mathrm{p}^2a_0\xi ^2n_\mathrm{p})^{1/3}`$. The numericals $`c`$ and $`\nu `$ follow from a 2-loop renormalization group analysis wagner ; book . These results are valid as long as many (competing) pins are active in the volume $`V_c`$, $`n_\mathrm{p}(\xi ^2/a_0^2)V_c>1`$. For $`f_\mathrm{p}<f_{\mathrm{Lab}}`$ this condition is violated in the large $`n_\mathrm{p}`$ limit. However, with increasing pinning density $`n_\mathrm{p}`$, the collective pinning radius $`R_c`$ decreases, first below $`\lambda `$ at $`\overline{n}_\lambda f_{\mathrm{Lab}}^2/f_\mathrm{p}^2a_0\xi ^2\mathrm{ln}(\lambda /a_0)`$ delineating the dispersive regime, and then below $`a_0`$ at $`\overline{n}_{a_0}^<f_{\mathrm{Lab}}^2/f_\mathrm{p}^2a_0\xi ^2`$ where the condition $`n_\mathrm{p}(\xi ^2/a_0^2)V_c>1`$ is still fulfilled. At the crossover density $`\overline{n}_{a_0}^<`$ the 3D weak collective pinning crosses over to the 1D weak collective pinning result (8).

Turning to strong pinning $`f_\mathrm{p}>f_{\mathrm{Lab}}`$ (encoded with a superscript ‘\>’) we start at high densities; as the Labusch criterion is not effective in 1D, the system remains collectively pinned for $`n_\mathrm{p}>\overline{n}_{1\mathrm{D}}`$ and crosses over to 1D strong pinning as $`n_\mathrm{p}`$ drops below $`\overline{n}_{1\mathrm{D}}`$. Decreasing $`n_\mathrm{p}`$ further, the pinning distance $`la_0\sqrt{(f_{\mathrm{Lab}}/f_\mathrm{p})/n_\mathrm{p}a_0\xi ^2}`$ increases beyond $`a_0`$ as $`n_\mathrm{p}`$ decreases below $`\overline{n}_{a_0}^>(f_{\mathrm{Lab}}/f_\mathrm{p})/a_0\xi ^2`$ and the system enters the 3D strong pinning regime, see Fig. 1. The calculation of the mean pinning force density $`F_{\mathrm{pin}}n_\mathrm{p}f_{\mathrm{pin}}`$ proceeds along the lines discussed above and involves the trapping area $`S_{\mathrm{trap}}t_{}t_{}`$ with $`t_{}\xi `$ and $`t_{}uf_\mathrm{p}/\overline{C}`$; we obtain the force density $`F_{\mathrm{pin}}n_\mathrm{p}(\xi /a_0)f_\mathrm{p}^2/\epsilon _0`$ and a critical current density

$$j_cj_0a_0\xi ^2n_\mathrm{p}\frac{f_\mathrm{p}^2}{\epsilon _0^2}j_0\frac{\xi ^2}{a_0^2}n_\mathrm{p}a_0\xi ^2\frac{f_\mathrm{p}^2}{f_{\mathrm{Lab}}^2}.$$
(12)
The bulk strong pinning result (12) smoothly transforms into the 1D expression (9) at $`\overline{n}_{a_0}^>`$ where $`la_0`$. On the contrary, the strong pinning expression (12) does not match up with the bulk weak collective pinning results (10) and (11) at $`f_\mathrm{p}=f_{\mathrm{Lab}}`$ (we concentrate on low impurity densities with $`n_\mathrm{p}a_0\xi ^2<1`$, cf. Fig. 1). However, we have to keep in mind that our rough derivation of the strong pinning result (12) breaks down on approaching the critical force $`f_{\mathrm{Lab}}`$. Indeed, since the displacement field $`𝐮(𝐫)`$ turns single valued below $`f_{\mathrm{Lab}}`$, strong pinning vanishes altogether (with a power $`[f_\mathrm{p}f_{\mathrm{Lab}}]^2`$, see (15)) and pinning survives only in the form of weak collective pinning due to fluctuations in the impurity density. Within the approximative scheme adopted here the sharp rise of the critical current density at $`f_\mathrm{p}>f_{\mathrm{Lab}}`$ is encoded in a jump $`j_c|_{\mathrm{sp}}/j_c|_{\mathrm{wcp}}(\lambda ^2/a_0^2)/n_\mathrm{p}a_0\xi ^2>1`$ for $`n_\mathrm{p}<\overline{n}_\lambda `$ ($`\mathrm{exp}[2c/n_\mathrm{p}a_0\xi ^2]`$ for $`n_\mathrm{p}>\overline{n}_\lambda `$).

The crossover from strong to weak pinning at the Labusch condition (5) can be analyzed within a Landau type expansion: We define the free energy functional $`e_{\mathrm{pin}}(𝐮,𝐑_\mathrm{d})=\overline{C}u^2/2+e_\mathrm{p}(𝐑_\mathrm{d}+𝐮)`$ from which the self-consistency equation (4) follows by variation. Note that the derivative $`_xe_{\mathrm{pin}}=f_{\mathrm{p},x}(𝐑_\mathrm{d}+𝐮)`$ provides the force along $`x`$ acting on a vortex separated from the defect by $`𝐑_\mathrm{d}`$ and deformed by $`𝐮`$, c.f. Fig. 1; it is this force which has to be averaged over in the definition of $`f_{\mathrm{pin}}`$.

We first concentrate on the trajectory $`𝐑_\mathrm{d}=(x,0)`$ with $`𝐮=(u,0)`$. The curvature $`e_\mathrm{p}^{\prime \prime }(u)`$ relevant in (5) assumes a maximal negative value; we denote the corresponding location and value by $`u_\kappa `$ and $`\kappa `$, respectively. Next, we expand the curvature around $`u_\kappa `$, $`e_\mathrm{p}^{\prime \prime }(u)\kappa +\alpha (uu_\kappa )^2/2`$; integrating in $`u`$ and combining with the elastic term $`\overline{C}u^2/2`$ we arrive at the expansion

$`e_{\mathrm{pin}}[u,x]`$ $``$ $`\overline{C}u^2/2+\nu (x+uu_\kappa )`$
$``$ $`\kappa (x+uu_\kappa )^2/2+\alpha (x+uu_\kappa )^4/24.`$
This pinning energy maps to the free energy $`e_{\mathrm{mag}}[\varphi ,h]=\tau \varphi ^2/2+\alpha \varphi ^4/24h\varphi `$ of a one-component magnet in a magnetic field LL  if we define the ‘order parameter’ $`\varphi =x+uu_\kappa `$, the ‘temperature difference’ $`\tau =\overline{C}\kappa `$, and the ‘magnetic field’ $`h=\overline{C}(xu_\kappa \nu /\overline{C})`$. The ‘high-temperature’ phase $`\tau >0`$ describing the paramagnet corresponds to weak pinning, while the two ferromagnetic phases at ‘low temperatures’ $`\tau <0`$ stand for the pinned ($`\varphi <0`$) and unpinned ($`\varphi >0`$) states; the transition between these states is discontinuous and the associated coexistence regime extends over the ‘field’ domain $`|h|<h^{}=(2/3\overline{C})\sqrt{2/\alpha }|\tau |^{3/2}`$. At $`h^{}`$ the trapping/detrapping of the vortex from the defect produces jumps $`\mathrm{\Delta }\varphi =3\sqrt{2/\alpha }|\tau |^{1/2}`$ in the ‘order parameter’, leading to jumps $`\mathrm{\Delta }e=\mathrm{\Delta }e_{\mathrm{pin}}/2=(9/2\alpha )\tau ^2`$ in the energy.

For finite ‘impact parameters’ $`y`$ we have to determine the trapping distance $`t_{}`$. Assuming rotational symmetry, the bistable regime is bounded by a circle of radius $`R=x^{}=u_\kappa +\nu /\overline{C}`$ and hence $`t_{}2x^{}`$ (note that at $`\tau =0`$ we have $`h^{}=0`$ but the critical drag parameter $`x^{}`$ does not vanish). The (uncompensated) trapping area determining the average pinning force $`f_{\mathrm{pin}}`$ is shown in Fig. 2; combining the above results for the jump in pinning energy and the transverse trapping distance we find the averaged pinning force (c.f. (1))

$$f_{\mathrm{pin}}18(u_\kappa +\nu /\overline{C})[\overline{C}\kappa ]^2/\alpha a_0^2.$$
(14)
Defining the individual force of (equal) pinning centers via $`f_\mathrm{p}=\mathrm{max}_u[_uf_\mathrm{p}](u)\xi =\kappa \xi `$ (then $`f_{\mathrm{Lab}}=\overline{C}\xi `$) we can translate (14) into an expression for the critical current density $`j_c`$ extending the strong pinning result (12) to the vicinity of the Labusch point,

$$j_cj_0(\xi ^2/a_0^2)n_\mathrm{p}a_0\xi ^2[f_\mathrm{p}/f_{\mathrm{Lab}}1]^2.$$
(15)
Comparing with the weak pinning result (11), we note a sharp rise in the critical current density $`j_c`$ once the strong pinning force overcomes the weak pinning result LO\_79 . With the small parameter $`\delta =(a_0/\lambda )\sqrt{n_\mathrm{p}a_0\xi ^2}<1`$, this crossover appears above but still close to the Labusch point as $`f_{\mathrm{Lab}}\overline{C}`$ decreases below $`f_\mathrm{p}/(1+\delta )`$.

Another remarkable result is the interpretation of the collective pinning scenario in terms of the strong pinning picture; indeed, summing over competing pins within the collective pinning volume $`V_c`$ produces the corresponding critical Labusch force. Quantitatively, we compare the force gradient $`f^{}[n_\mathrm{p}(\xi ^2/a_0^2)V]^{1/2}f_\mathrm{p}/\xi `$ accumulated within the (anisotropic) volume $`V=LR^2=(\lambda /a_0)R^3`$ with the elastic parameter $`\overline{C}(R)=\epsilon _0\lambda R/a_0^3`$ for smooth distortions on the scale $`R>\lambda `$ (non-dispersive regime) and apply the Labusch criterion (5). We then find the scale $`R_c=\lambda f_{\mathrm{Lab}}^2/f_\mathrm{p}^2n_\mathrm{p}a_0\xi ^2`$, where the accumulated pinning force overcompensates the elastic force; this length agrees with the 3D collective pinning length in the non-dispersive regime review . The resulting bistable solutions are the signature of the alternative pinning valleys which the collective pinning volume can select beyond the scale $`R_c`$.

The above discussion sheds light on the general concept of pinning. Pinning is absent in the rigid limit. A finite but large elasticity (with $`f_{\mathrm{Lab}}>f_\mathrm{p}`$) allows only for weak deformations and individual pins cannot hold the lattice as the averaging over individual pinning forces produces a null result. Hence, pinning is due only to fluctuations in the pinning forces and thus collective. Reducing the elasticity, strong pinning defects appear when $`f_{\mathrm{Lab}}`$ drops below $`f_\mathrm{p}`$; they pin the lattice individually and strong pinning, linear in the defect density $`n_\mathrm{p}`$, outperforms collective pinning. The important role played by the curvature $`e_\mathrm{p}^{\prime \prime }<0`$ in the pinning potential is an interesting topic for numerical studies. The crossover between weak collective and strong pinning can be realized in experiments: increasing the magnetic field towards its critical value $`H_{c_2}`$ leads to a marked softening of the elastic moduli. The reduction in the elastic moduli entails a decrease of the Labusch force $`f_{\mathrm{Lab}}`$ and triggers the crossover from weak- to strong pinning, producing the well known peak effect in the critical current density LO\_79 ; pippard\_69 .

We acknowledge discussions with Anatoly Larkin and financial support from the Swiss National Foundation.