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# The initial conditions of the universe: how much isocurvature is allowed?

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## Abstract

We investigate the constraints imposed by the current data on correlated mixtures of adiabatic and non-adiabatic primordial perturbations. We discover subtle flat directions in parameter space that tolerate large ($`60\%`$) contributions of non-adiabatic fluctuations. In particular, larger values of the baryon density and a spectral tilt are allowed. The cancellations in the degenerate directions are explored and the role of priors elucidated.

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A major observational program is underway to determine the physical properties of the universe. A key element of this program is to fully characterise the primordial fluctuations that seeded structure. The availability of precision cosmic microwave background (CMB) datasets from satellite experiments  and smaller scale ground-based experiments , complemented by large-scale structure (LSS) data from galaxy redshift surveys , has now made it possible to work towards this ambitious goal.

The simplest characterisation of the primordial perturbations involves a Gaussian, nearly scale-invariant spectrum of fluctuations arising from adiabatic initial conditions. These features are motivated by the simplest single-field models of inflation. To rigorously establish the character of the primordial perturbations, however, it is necessary to study a wider class of models. It therefore seems reasonable to consider more general possibilities for the primordial perturbations.

In this paper we adopt a phenomenological approach to the problem of determining the initial conditions of structure formation. Adiabatic initial conditions, characterised by a single, spatially uniform equation of state for the stress-energy content of the universe, have so far received much attention in the literature. Such fluctuations arise from perturbing all particle species in spatially uniform ratios, resulting in an overall curvature perturbation to the hypersurfaces of constant cosmic temperature. However, isocurvature perturbations also provide regular initial conditions for the evolution of fluctuations. Perturbations of this type result from spatially varying abundances of particle species that are arranged to cancel locally so that the curvature of the spatial hypersurface is unperturbed.

In a universe filled with photons, neutrinos, baryons and a cold dark matter (CDM) component, four regular isocurvature modes arise in addition to the familiar adiabatic mode. The cold dark matter isocurvature (CI) and the baryon isocurvature (BI) modes, in which spatial variations in the cold dark matter density or baryon density are compensated by photon density perturbations, were studied some time ago . The possibility of creating a neutrino isocurvature density (NID) mode, in which perturbations in the neutrino density are balanced by opposing photon density fluctuations, or a neutrino isocurvature velocity (NIV) mode, where perturbations in the velocity of neutrinos are compensated by equal and opposite photon velocity perturbations, was realised more recently .

When two or more perturbation modes are excited, the possibility of non-trivial correlations between these modes arises. The most general Gaussian perturbation of the five regular modes is completely characterised by the symmetric, matrix-valued power spectrum,

$$P_{ij}(k)\delta ^3(𝐤𝐤^{})=A_i(𝐤)A_j(𝐤^{}),$$

where the indices $`(i,j=1,2,3,4,5)`$ label the modes and $`A_i`$ are the mode amplitudes . If attention is restricted to quadratic observables, like the CMB angular power spectrum, this description also suffices for non-Gaussian fluctuations. Under the assumption that the power spectrum for each mode is a smoothly varying function of $`k`$, each auto-correlation and cross-correlation mode may be parameterised by an amplitude and a spectral index.

The viability of isocurvature perturbations in the light of observational data has been explored before , over restricted sets of parameters. A detailed exploration of the likelihood space of cosmological parameters and initial conditions was undertaken in  to forecast how the WMAP and Planck satellite experiments would measure the amplitude of primordial isocurvature fluctuations. However, due to the unavailability of satellite data, this analysis was restricted to a perturbative exploration of the likelihood surface around an adiabatic model. Here we utilize current CMB anisotropy and large-scale structure data to measure the amplitude of correlated non-adiabatic fluctuations over a broad range of flat cosmologies.

We consider a sixteen dimensional parameter space that includes the physical baryon and cold dark matter density parameters, $`\omega _b`$ and $`\omega _c,`$ the fractional energy density of a cosmological constant, $`\mathrm{\Omega }_\mathrm{\Lambda },`$ the optical depth parameter to the reionisation epoch, $`\tau ,`$ and $`\beta ,`$ quantifying redshift-space distortions in the large-scale structure measurements. As a prior, we require $`\tau 0.3,`$ as in . The mode correlations are described by the ten parameters, $`A_iA_j,`$ and a single overall tilt parameter, $`n_s,`$ for all the modes. To avoid introducing an artificial degeneracy, we exclude the BI mode, as its prediction for the CMB spectrum is identical to that of the CI mode .

We treat the mode contributions as follows. Firstly, the CMB and matter power spectra for each pure mode are normalized by its mean square power, defined as its contribution, $`\delta T^2=(2\mathrm{}+1)C_{\mathrm{}},`$ to the CMB temperature anisotropy from $`\mathrm{}_{min}=2`$ to $`\mathrm{}_{max}=2000.`$ The cross-correlation spectra are rescaled by the geometric mean of the corresponding pure mode powers. A mixed model is constructed from these spectra using coefficients, $`z_{ij},`$ that are normalized to have total rms amplitude equal to one. Geometrically a set of symmetric $`z_{ij}`$ corresponds to a position $`𝐳,`$ on the unit nine-sphere. The CMB and matter power spectra for the mixed model are then rescaled by the mean square power of the admixture before being multiplied by a normalization parameter, $`P`$, to yield the final model spectra. The parameter $`P`$ quantifies the mean square power of the resulting model, which is well measured from current data. We impose uniform priors on the direction $`𝐳,`$ and on $`P`$.

The CMB temperature and temperature-polarisation cross-correlation angular power spectra, and the matter power spectrum were evaluated using a modified version of the grid-based DASh software package , extended to compute auto-correlation and cross-correlation spectra for adiabatic and isocurvature modes. The computation of 10 mode spectra, for a given cosmological model, takes 20 seconds on a single Pentium 3 processor. The CMB power spectra computed with our improved version of DASh agree with those computed using the latest version of CMBFAST  to within 0.5%, which is sufficient for our likelihood computations.

To sample the parameter space efficiently, we employ a Markov Chain Monte Carlo method, using the Metropolis algorithm. We are able to sample the posterior distribution for each parameter quickly and accurately using an efficient proposal distribution, for which we take a scaled best guess of the covariance matrix of the posterior. To obtain an adequate estimate of this covariance matrix, requires updating a series of chains, of cumulative length $`10^5`$ steps. However, with this approximate covariance matrix, the subsequent single chains used in our analysis converge over much shorter lengths, requiring typically 20,000 likelihood calculations. Our criterion for convergence to the underlying distribution is that the sample variance of the mean of each parameter, computed using a spectral method, is less than one percent of the variance of that parameter. More details of the above methods are given in .

We compare our model spectra to measurements of the CMB anisotropy from WMAP  and a compilation of CMB data on small scales  from the ACBAR, BOOMERANG, CBI, and VSA experiments . A combination of the galaxy power spectrum measurement by 2dFGRS  and CMB measurements constitutes our second dataset. We use the CMB likelihood functions provided in  and  for the WMAP and small-scale CMB data, respectively, and the large-scale structure likelihood function available in , restricting ourselves to the linear regime $`0.01<k<0.15h\text{Mpc}^1`$. The normalization of the observed galaxy power spectrum depends on the redshift-space distortion parameter, $`\beta ,`$ that was measured in  to be $`0.43\pm 0.07`$, which we include as a Gaussian prior. We follow the method of  in normalizing the theoretical matter power spectrum to the galaxy power spectrum. However, we do not include an independent prior on the bias, $`b,`$ nor treat the effects of peculiar velocities, important at smaller scales.

For pure adiabatic models our results are consistent with the WMAP analysis , for CMB data alone and for CMB data combined with LSS data. The quality of fit of the highest likelihood models, together with the median parameter values and 68% confidence intervals are given in table I. The marginalised parameter distributions are also displayed in Fig. 1. When correlated adiabatic and isocurvature initial conditions are allowed the situation changes significantly. We find that large fractions of isocurvature models are tolerated by current data. The best-fit mixed model has a likelihood higher by a factor $`e^{5/2}`$ than that of the best-fit pure adiabatic model. Fig. 3 shows the best-fit model spectra with their parameter values listed in the caption; the pure adiabatic model and the mixed model are essentially indistinguishable. The relative magnitude of the non-adiabatic component $`z_{\text{ISO}}`$, defined as $`z_{\text{ISO}}=\sqrt{(1z_{\text{AD}}^2)},`$ is measured for the CMB data alone to be $`0.84_{0.13}^{+0.08}`$ and comprises roughly equal proportions of pure isocurvature modes. To extract a fractional non-adiabatic contribution we define $`f_{\text{ISO}}=z_{\text{ISO}}/(z_{\text{ISO}}+z_{\text{AD}})`$, calculated to be $`0.60_{0.11}^{+0.09}`$.

If large-scale structure data is included the relative magnitude of non-adiabatic modes is slightly reduced to the median value of $`0.79_{0.13}^{+0.09}`$, with $`f_{\text{ISO}}=0.57\pm 0.09`$. The inclusion of isocurvature modes does not improve the fit to the 2dF data, but neither does this dataset significantly constrain the isocurvature fraction. This is true because we have allowed the normalization of the galaxy power spectrum to vary, only indirectly constraining it through our prior on $`\beta `$. We find that smaller values of $`\beta `$ are favoured, corresponding to larger biases at fixed $`\mathrm{\Omega }_m`$. This is not surprising given that the matter power spectra generated in isocurvature models are lower in amplitude relative to the adiabatic spectrum, as illustrated in Fig. 3. Therefore models with higher isocurvature content have correspondingly larger biases. For both datasets the median value of $`n_s`$ is larger than in the adiabatic case with a much broader distribution.

Turning to the cosmological parameters, we find that $`\omega _c`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ have broader distributions shifted relative to the adiabatic case, when CMB data alone is considered. The constraints on these parameters become tighter when 2dF data is included, mainly because the matter power spectrum is sensitive to a combination of $`\mathrm{\Omega }_m`$ and $`h`$, the dimensionless Hubble parameter, which in our parameterisation translates into improved constraints on $`\omega _c`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, within the range of flat models. The reionisation parameter, $`\tau ,`$ which has a fairly broad distribution in the adiabatic case, is very poorly constrained in mixed models.

The greatest impact, however, is on the baryon density distribution, which is significantly broadened, with a median value twice as large as in the adiabatic case. The drastic shift in the baryon density is associated with a flat direction in parameter space, which was observed previously in  but not investigated further. Here we clarify the nature of this degeneracy. In Fig. 4 we illustrate how a change in a high-likelihood model $`C_{\mathrm{}}`$ due to a 10% increase in $`\omega _b`$ is compensated by a 40% increase in the power of the pure NIV mode, a 1.4% increase in the value of $`n_s`$ and a 14% decrease in the power of the pure AD mode, to well within the CMB error bars. We have found that there is a high-likelihood plateau connecting the mixed model to the adiabatic model. It is along this plateau that $`\omega _b`$ and $`n_s`$ are shifted to higher values.

We found that the allowed fractional contribution of isocurvature modes depends sensitively on the choice of prior. The problem is that no natural notion of a “uniform” prior stands out, in particular when correlations between the modes are allowed. The prior presented earlier can be argued to be biased against models where a single mode dominates (such as the pure adiabatic model) because such models have a comparatively minuscule phase space density. This “entropy” effect is illustrated in the bottom left hand panel of Fig. 4, where the a posteriori distribution for $`z_{\text{AD}}`$ that would result with no data is plotted. We observe that the pure adiabatic model has zero density solely on account of phase space volume effects. In the bottom centre panel of Fig. 4 we show the posterior distribution for $`z_{\text{AD}}`$ that would result from dividing out this phase space density effect (solid curve), compared to the original posterior (dashed). After the rescaling of the prior, the allowed isocurvature contribution is greatly suppressed. In the bottom right panel of Fig. 4 we see that the reweighted posterior for $`\omega _b`$ overlaps with the conventional value, although much higher values are still allowed.

We have restricted our analysis to flat models and have assigned a single spectral index to all modes. Relaxing either of these restrictions will open up interesting regions of parameter space. However, it is evident from the results presented here that further precision data is required before meaningful constraints can be placed on extended parameter sets. Future high quality CMB polarisation data promises to provide such strong constraints , while improved temperature and polarisation spectra from WMAP, the recently available SDSS dataset and higher quality small-scale temperature measurements from ground-based experiments will allow further progress on these issues.

Acknowledgments: MB thanks Mr D. Avery for support through the SW Hawking Fellowship in Mathematical Sciences at Trinity Hall. JD acknowledges a PPARC studentship. PGF thanks the Royal Society. KM acknowledges a PPARC Fellowship and a Natal University research grant. CS is supported by a Leverhulme Foundation grant. We thank R. Durrer, U. Seljak, D. Spergel and R. Trotta for useful discussions.


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# 1 The damage reported in Fig. 1 of Ref. () is plotted together with the front perimeter (solid line) and the SOS approximation (dotted line). As shown in the inset, the perimeter displays substantial overhangs, whose size is comparable with the width, and it is thus not self-affine.

Comment on: “Roughness of Interfacial Crack Fronts: Stress-Weighted Percolation in the Damage Zone”

A recent Letter Sch\_03 , by Schmittbuhl, Hansen and Batrouni (SHB) addresses the question of how interfacial cracks roughen in the presence of disorder. SHB explain this process by a stress induced gradient percolation model that takes into account the damage accumulated, and translates that into a self-affine crack front profile. In this comment, we point out that the results presented in Ref. Sch\_03  do not prove self-affinity but rather support self-similarity of the crack fronts. This result however would be in disagreement with experiments maloy .

In the model of SHB the strain gradient induces a damage profile and a crack front results. As the load is raised the width of the front $`W`$ increases approximately as a power law, and eventually saturates. As in gradient percolation SAP , the saturated width $`W^{}`$ scales with the gradient of the damage profile $`1/l_y`$ as $`W^{}l_y^\alpha `$ with $`\alpha =\nu /(1+\nu )`$ where $`\nu `$ is the correlation exponent of the underlying percolation problem. Since in Ref. Sch\_03  $`l_yL_x`$, where $`L_x`$ is the lattice size parallel to the front, SHB combine the initial dynamic scaling with the that of the saturated width into a “Family-Vicsek”-like scaling form $`W(L_x,t)=L_x^\alpha f(t/L_x^z)`$, and conclude that the fronts are self-affine interfaces. Such an attempt is misleading, since presenting data in such a form does not imply that the fronts are self-affine. In gradient percolation $`\alpha `$ can not be interpreted as a roughness exponent SAP : the front is self-similar (i.e. the scaling is isotropic) up to a lengthscale $`\xi W`$ GAB  and it is trivially flat on scales beyond $`\xi `$. Self-affinity implies instead that on any lengthscale $`l<\xi `$ the system rescales anisotropically. Although strain induced correlations could change the values of the critical exponents from the standard percolation ones, the basic picture remains the same.

Fig. 1 shows the data of the corresponding Figure 1 from Sch\_03 , displaying the broken springs. We also include the hull of the (damage) gradient percolation cluster and the corresponding Solid-On-Solid (SOS) interface. Comparing these two shows that the SOS presentation is just an artificial projection from the fractal perimeter of the damage zone which it is not self-affine. In particular, we see that the size of overhangs is of the same order of the width. We have also studied an effective medium model in the spirit of Ref. zhr  in which the strain profile is computed similarly to Ref. Sch\_03 , but the damage is replaced by its average along the transverse direction own . This model is able to reproduce the features of the “Family-Vicsek” data collapse of SHB, but the fronts are obviously described by standard gradient percolation. From our simulations we find that the gradient $`l_y`$ depends on the elastic constants of the problem. In Ref. Sch\_03  the Green function $`G_{ij}`$ is normalized so that $`_{ij}G_{ij}/(L_xL_y)`$ is constant. Since $`L_y`$ is kept constant this amounts to rescaling the elastic constant by $`L_x`$, producing an effective dependence of $`l_y`$ on $`L_x`$.

In conclusion, a correct interpretation in the framework of gradient percolation of the data presented in Ref. Sch\_03  implies that fronts are self-similar rather than self-affine. Thus the model of Ref. Sch\_03  does not explain the roughness of planar cracks observed experimentally maloy .

M.J. Alava1,2, S. Zapperi2

1Laboratory of Physics, Helsinki University of Technology, FIN-02015 HUT, Finland.

2SMC-INFM, Dipartimento di Fisica, Università “La Sapienza”, P.le A. Moro 2 00185 Roma, Italy


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# On the Nature of X-ray Bright Optically Normal Galaxies

## 1 Introduction

Recent deep X-ray surveys with ROSAT, Chandra and XMM-Newton have resolved more than 80% of the 0.1-10 keV cosmic X-ray background into discrete sources (Hasinger et al. 1998; Mushotzky et al. 2000; Giacconi et al. 2001; Brandt et al. 2001). Optical identifications of these X-ray sources show that many are, as expected, luminous active galactic nuclei (AGNs). However, rather unexpectedly, a sizeable number of relatively bright X-ray sources have been spectroscopically identified with early-type “normal” galaxies without any obvious signature of nuclear activity in their optical spectra (Fiore et al. 2000; Hornschemeier et al. 2001; Giacconi et al. 2001; Barger et al. 2001; Comastri et al. 2002a,b).

The existence of this unusual class of sources was already pointed out by Elvis et al. (1981) more than 20 years ago, based on an analysis of Einstein observations. It was later confirmed by Griffiths et al. (1995) using ROSAT data. The sources have been given a variety of names, such as Optically Dull Galaxies (Elvis et al. 1981), Passive Galaxies (Griffiths et al. 1995), X-ray Bright Optically Normal Galaxies (XBONGs, Comastri et al. 2002b), and Elusive Active Galactic Nuclei (Maiolino et al. 2003). We will adopt the name XBONG in this paper. According to Maiolino et al. (2003), the fraction of XBONGs among local galaxies is comparable to or even higher than that of optically selected Seyfert nuclei.

The large X–ray–to–optical flux ratios of XBONGs, as well as their hard spectra in X–rays (at least in the brighter sources for which spectral analysis is possible), suggest that AGN activity is occurring in these objects. The lack of evident optical emission lines is, however, a puzzle. There are several possible explanations.

One explanation is that XBONGs are luminous AGNs that happen to be heavily obscured. The obscuration must be in all directions, not just in a torus, since the sources lack both broad lines and narrow lines in their spectra (Marconi et al. 1994, 2000; Genzel et al. 1998; Spoon et al. 2000; Fabian 2003). Dudley & Wynn-Williams (1997) predicted that a deep silicate absorption at $`9.7\mu \mathrm{m}`$ should be detected in this case. The feature has been seen in two XBONGs (NGC 4945: Maiolino et al. 2000; NGC 4418: Spoon et al. 2001), indicating that the complete obscuration idea is correct for at least some XBONGs.

Despite this success, it seems unlikely that the obscuration model applies to all XBONGs. Severgnini et al. (2003) performed a detailed spectral analysis of three XBONGs observed with XMM-Newton and found that only one out of the three is X-ray obscured ($`N_H2\times 10^{23}\mathrm{cm}^2`$), while the other two sources are relatively unobscured ($`N_H4\times 10^{21},1\times 10^{21}\mathrm{cm}^2`$, respectively). A similar result was obtained by Page et al. (2003), who carried out optical spectroscopy of a number of X-ray sources from the 13 hr XMM-Newton/Chandra deep survey. Of their 70 sources, 23 were found to be XBONGs, half of which were unabsorbed in X-rays.

A second explanation for XBONGs is that proposed by Moran, Filippenko, & Chornock (2002) and Severgnini et al. (2003) according to which the lack of significant emission lines in XBONGs may be due to dilution of the nuclear spectrum by starlight from the host galaxy. However, the intrinsic optical continuum emission from XBONGs is weaker than in luminous, quasar-like AGNs (e.g., Comastri et al 2002b), which suggests that the emission-line luminosities are also intrinsically low. In terms of the spectral index $`\alpha _{ox}`$ (defined by $`F_\nu \nu ^{\alpha _{\mathrm{ox}}}`$) between 2500 Å and 2 keV, Severgnini et al. (2003) find that $`\alpha _{ox}1.2`$ for a small sample of XBONGs. This value is systematically smaller than $`\alpha _{ox}1.5`$ for luminous AGNs (Brandt, Laor & Wills 2000).

A third possibility is that XBONGs are BL Lac-like objects. Observations by Chandra and XMM-Newton of at least one XBONG, the source “P3” (§2.2), indicate no significant flux or spectral variability over a time interval of seven months (Comastri et al. 2002a). This is highly unusual for a BL Lac object. The presence of a large calcium break and a lack of detectable radio emission in several XBONGs (Fiore et al. 2000) are additional arguments against the BL Lac model. Nevertheless, this model is hard to rule out and may well describe some XBONGs, though it seems unlikely to apply to a majority of XBONGs.

The last possibility, the one we focus on in this paper, is that the intrinsic weakness of XBONGs in the optical/UV waveband is because these sources lack an optically-thick accretion disk at small radii. Instead of a cool disk, we suggest that the gas at small radii is in the form of a very hot radiatively inefficient accretion flow (RIAF, also known as an advection-dominated accretion flow or ADAF). We discuss this model in §2 and show that it is qualitatively consistent with the spectra of two XBONGs (§§2.1, 2.2). We conclude in §3 with a summary and discussion.

## 2 RIAF Model of XBONGs

The redshift and luminosity distribution of XBONGs provide clues to the nature of these sources. In a sample of 71+45 hard X–ray sources selected from the HELLAS2XMM and Chandra surveys, Comastri et al. (2002b) found 10 XBONGs. The 10 sources are at low redshift and have low luminosities. Brusa et al. (2003) have presented optical identifications for a sample of 35 sources, selected again from the HELLAS2XMM survey. They find that at low redshift, the sources consist of a mix of Broad Line AGNs, Narrow Emission-Line galaxies and XBONGs, whereas at $`z>1`$ all the sources are spectroscopically classified as Broad Line AGNs. Similarly, the 23 XBONGs identified by Page et al. (2003) all lie at $`z<1`$ and have lower X-ray luminosities, whereas the non-XBONG sources in their sample extend over a wide range of redshift and are typically brighter.

These results indicate that XBONGs have lower luminosities compared to standard AGNs. The fact that the sources are also found preferentially at lower redshift follows naturally. Supermassive black holes in the nuclei of high redshift galaxies are generally believed to have a lot of gas available for accretion and are therefore quite luminous. At lower redshifts there should be less gas and we expect the nuclei to be less luminous. Therefore, if XBONG behavior is associated with lower luminosities, then the sources should be found at somewhat lower redshifts than bright AGNs. But why should lower luminosity AGNs have proportionately less optical emission compared to more luminous objects? We propose that these sources do not have a standard geometrically-thin optically-thick disk at small radii. Instead, the disk is truncated at a “transition” radius $`R_{\mathrm{tr}}`$, and the accretion flow inside $`R_{\mathrm{tr}}`$ is in the form of an optically-thin RIAF. (Early versions of the RIAF model were called ADAFs, Narayan & Yi 1995; see Narayan, Mahadevan & Quataert 1998 and Kato, Fukue, & Mineshige 1998 for reviews). Because of the absence of an optically-thick disk at small radii, the source emits much less optical and UV radiation.

This paradigm — an inner RIAF plus an outer standard thin disk — has been shown to work very well (even required) in several types of sources: black hole X-ray binaries in the hard state (Esin, McClintock & Narayan 1997; Poutanen, Krolik & Ryde 1997; Dove et al. 1998; see McClintock & Remillard 2003 and Zdziarski & Gierlinski 2004 for reviews), low-luminosity AGNs in our local universe (Quataert et al. 1999; Shields et al. 2000), and some Seyfert 1 galaxies (Chiang 2002; Chiang & Blaes 2003). Quataert et al. (1999) estimated $`R_{\mathrm{tr}}100R_s`$ for the LLAGNs, M 81 and NGC 4579, while Chiang & Blaes (2003) estimated $`R_{\mathrm{tr}}3080R_s`$ for the Seyfert 1 galaxy NGC 5548. The lack of a big blue bump in the spectra of LLAGNs (Ho 1999) indicates that an optically-thick disk is not present at small radii in these sources, and there is a similar suggestion in the case of NGC 5548 from the lack of a relativistically broadened and skewed Fe K$`\alpha `$ line in its X-ray spectrum (Pounds et al. 2003). As in the case of the XBONGs, all these sources have relatively low optical luminosities compared to quasars. M81 and NGC 4579 have bolometric luminosities $`10^4`$ Eddington, while NGC 5548 has a luminosity of $`10^2`$ Eddington. Finally, as mentioned in §1, Severgnini et al. (2003) measured a spectral index $`\alpha _{\mathrm{ox}}1.2`$ for three XBONGs, which is lower than $`\alpha _{\mathrm{ox}}1.5`$ for typical AGNs. In comparison, LLAGNs have $`\alpha _{\mathrm{ox}}0.75`$$`1.08`$, with a mean value of $`0.9`$ (Ho 1999), and NGC 5548 has $`\alpha _{\mathrm{ox}}1.1`$ (Chiang & Blaes 2003).

In view of all these indications that XBONGs are spectrally similar to LLAGNs and some Seyfert 1 galaxies, it is reasonable to suppose that the same accretion geometry, viz., an inner RIAF plus an outer thin disk, is present in all the sources. Comastri et al. (2002a) have ruled against such a model for XBONGs using two different arguments. First, they used the variability trend found by Nandra et al. (1997) to argue that if XBONGs are low-luminosity AGNs, they should be highly variable, whereas there is no evidence for significant variability. However, Ptak et al. (1998) have shown that AGNs with luminosities below a certain threshold do not follow the Nandra et al. trend. Indeed, Ptak et al. cite this as evidence that LLAGNs have ADAFs/RIAFs. Second, Comastri et al. (2002a) compared the spectrum of the XBONG source P3 with certain model spectra from Quataert & Narayan (1999) and claimed that the radio flux of the source is incompatible with a RIAF model. However, such a comparison is very crude; for example, the effect of the mass of the black hole was not taken into account. In fact, the detailed calculations presented below show that a RIAF model is consistent with the data.

We now analyze in detail two XBONG sources and show that the model explains the main features of their spectral energy distributions.

### 2.1 Source #1

The spectral data available on XBONGs is generally rather limited, with XMMJ021822.3-050615.7, or “Source #1” (Severgnini et al. 2003), having perhaps the best data (see Figure 1). A radio flux is available from VLA observations, and X-ray data have been obtained with XMM-Newton. The X-ray luminosity is $`L_{210\mathrm{k}\mathrm{e}\mathrm{V}}=5.6\times 10^{42}\mathrm{erg}\mathrm{s}^1`$, and the X-ray photon index is $`\mathrm{\Gamma }=1.66\pm 0.30`$. Severgnini et al. (2003) measured $`\alpha _{ox}=1.2\pm 0.1`$, which gives the 2500Å data point shown in Figure 1. Using the Magorrian et al. (1998) relation between black hole mass and bulge luminosity, we estimate the black hole mass to be $`M_{\mathrm{bh}}3\times 10^9M_{}`$. This value should be regarded as an upper limit (Ferrarese & Merritt 2000).

We have modeled the spectrum of Source #1 using a current version of the RIAF model. Recent numerical simulations (Stone, Pringle, & Begelman 1999; Hawley & Balbus 2002; Igumenshchev et al. 2003) and analytical work (Blandford & Begelman 1999; Narayan et al. 2000; Quataert & Gruzinov 2000) indicate that probably only a fraction of the gas that is available at large radius in a RIAF actually accretes onto the black hole. The rest of the gas is either ejected from the flow or is prevented from accreting by convective motions. However, the details are likely to depend on the accretion rate. In the case of XBONGs, since the accretion rate is probably moderately high, the Bernoulli parameter as well as the entropy gradient are likely to approach zero. As a result, outflows and convection may be less well-developed. Given the theoretical uncertainty, we consider two different kinds of models. In the first model, we assume that the accretion rate in the RIAF varies with radius as

$$\dot{M}_{\mathrm{RIAF}}(R)=\dot{M}_0\left(\frac{R}{R_{\mathrm{tr}}}\right)^s,RR_{\mathrm{tr}}.$$
(1)
Here $`R_{\mathrm{tr}}`$ is the transition radius between the outer thin disk and the inner RIAF, and $`\dot{M}_0`$ is the accretion rate of the RIAF at $`R_{\mathrm{tr}}`$. We assume $`s=0.3`$ as in the case of Sgr A\* (Yuan, Quataert & Narayan 2003), and we correspondingly set $`\delta `$, the fraction of the turbulent energy that heats the electrons, equal to 0.5 (see Quataert & Gruzinov 1999). In the second model, we assume that the accretion rate is independent of radius, i.e., $`s=0`$, and we correspondingly set $`\delta =10^2`$ (as in the original ADAF model, e.g., Narayan et al. 1998). We solve the radiation-hydrodynamic equations of the RIAF self-consistently to obtain the profiles of density and electron temperature, and we then calculate the emergent spectrum (see Yuan, Quataert & Narayan 2003 for details). The radiative processes we consider in the RIAF include synchrotron and bremsstrahlung emission, and the Comptonization of these photons as well as soft photons from the outer thin disk. For the thin disk, we assume that the emitted spectrum is locally a blackbody. We include both the energy from viscous dissipation within the disk and the reprocessing of hot radiation impinging from the RIAF.

The thick solid line in Figure 1 shows the predicted spectrum of the first model (with $`s=0.3`$, $`\delta =0.5`$) for $`\dot{M}_0=10^2\dot{M}_{\mathrm{Edd}}`$ and $`R_{\mathrm{tr}}=60R_s`$. The dashed line shows the spectrum from the RIAF alone and the dot-dashed line from the outer thin disk alone. The combined spectrum fits the optical and X-ray data quite well. The under-prediction of the radio data is common in RIAF models (e.g., Quataert et al. 1999). The flux would be enhanced if the source has a jet (e.g., Yuan, Markoff, & Falcke 2002a; Yuan et al. 2002b), or if the RIAF has nonthermal electrons (e.g., Mahadevan 1999; Özel, Psaltis & Narayan 2000; Yuan, Quataert & Narayan 2003). We have not taken these effects into account in the present paper. The transition radius in the model is a little smaller than in the models of M81 and NGC 4579 ($`100R_s`$; Quataert et al. 1999), but appear to be similar to that found for the Seyfert 1 galaxy NGC 5548 ($`3080R_s`$; Chiang & Blaes 2003). The smaller radius explains why $`\alpha _{\mathrm{ox}}`$ is larger in Source #1 and NGC 5548 compared to LLAGNs. The thin solid line in Figure 1 shows the result of the second model (with $`s=0,\delta =10^2`$). Because of a degeneracy between $`s`$ and $`\delta `$ (see Quataert & Narayan 1999), the parameters are very similar to the thick solid line, $`\dot{M}=10^2\dot{M}_{\mathrm{Edd}}`$ and $`R_{\mathrm{tr}}=40R_s`$.

The low optical flux of the model is a direct consequence of truncating the thin disk at $`R_{\mathrm{tr}}`$. For comparison, we show by the three dotted lines the emission from three standard thin disks extending down to the innermost stable circular orbit (ISCO) at $`3R_S`$, with accretion rates of $`\dot{M}_0=10^3,2\times 10^4`$, and $`5\times 10^5\dot{M}_{\mathrm{Edd}}`$, respectively. The upper two models predict too much flux in the optical and are immediately ruled out. Although the model with $`\dot{M}_0=5\times 10^5\dot{M}_{\mathrm{Edd}}`$ can reproduce the 2500 Å flux, it would require the X-ray flux (which is presumably produced by a corona above the disk) to be $`50\%`$ of the bolometric luminosity, which is highly unusual for an AGN.

In the above models, the mass of the black hole we have adopted is an upper limit. It is not easy to estimate the uncertainty in the mass, but fortunately this parameter does not affect any of the conclusions. For instance, if the black hole mass is 10 times lower, i.e., $`M_{\mathrm{bh}}3\times 10^8M_{}`$, we only need to change the parameters to $`\dot{M}_02\times 10^2\dot{M}_{\mathrm{Edd}}`$ and $`R_{\mathrm{tr}}55R_s`$, while keeping the other parameters unchanged ($`s=0.3,\delta =0.5`$), to match the data. Also, we find that a standard thin disk extending down to the ISCO is still inconsistent with the data.

### 2.2 Source P3

The second object we analyze is the source P3, which is the first known example of an XBONG (Fiore et al. 2000). This source is interesting because Comastri et al. (2002a) claimed that the RIAF model cannot fit its spectrum. The mass of the central black hole is estimated from the observed B luminosity of the galaxy bulge to be $`M_{\mathrm{bh}}4\times 10^8M_{}`$ (Fiore et al. 2000). As before, this is an upper limit on the mass.

Multiwavelength observations of P3 were carried out by Comastri et al. (2002a) and the results are plotted in Figure 2. Radio observations at 5 GHz give a 3 $`\sigma `$ upper limit of 0.15 mJy. Near-infrared and optical observations again give only upper limits which are not very useful to constrain models. We show the optical upper limits in Figure 2. 111Note that an extinction-correction has been applied to the optical limits using the $`N_\mathrm{H}`$ value derived from XMM-Newton data In addition, we arbitrarily assume that the value of the spectral index $`\alpha _{\mathrm{ox}}`$ is identical to that of Source #1, i.e., $`\alpha _{\mathrm{ox}}=1.2`$. The approximate optical luminosity at 2500 Å thus calculated is indicated by the filled circle in the optical band. P3 was observed in X-rays by both Chandra and XMM-Newton. Unfortunately, due to the weakness of the source, only a small number of counts were obtained, $`60`$ and $`200`$ in the two observations. The Chandra data give a photon index of $`\mathrm{\Gamma }1.4`$, assuming a Galactic column density. For the XMM-Newton observations, acceptable fits are obtained with a power-law of photon index $`\mathrm{\Gamma }=1.1\pm 0.35`$, or $`\mathrm{\Gamma }=1.8`$ (an average value for AGNs). The latter fitting gives an absorption-corrected 2-10 keV luminosity of about $`3\times 10^{42}\mathrm{erg}\mathrm{s}^1`$. The X-ray “bow-tie” corresponds to the two extremes of the X-ray data, with two photon indices $`\mathrm{\Gamma }=1.1`$ and 1.8.

Comastri et al. (2002a) considered the obscuration model in detail for P3. Assuming an average value of the optical-to-X-ray flux ratio typical of hard X-ray-selected unobscured quasars, and taking a standard Galactic extinction curve, they calculated the expected optical magnitude of the source corresponding to the best-fit $`N_\mathrm{H}`$ from the X-ray analysis. They concluded that the nuclear emission would probably have been detected in the optical band, in conflict with observations. In fact, even when they assumed that the obscuring material is Compton-thick ($`N_H1.5\times 10^{24}\mathrm{cm}^2`$ for which there is no observational evidence), by comparing the spectra of P3 and NGC 6240, the prototype of a heavily obscured AGN, they found that although they could explain the absence of optical activity in P3, the radio and IR flux of the source are significantly lower than that of NGC 6240.

The thick solid line in Figure 2 shows the spectrum predicted by a RIAF model of P3 with $`\dot{M}_0=1.3\times 10^2\dot{M}_{\mathrm{Edd}}`$, $`R_{\mathrm{tr}}=60R_s`$. These parameters are similar to those of Source #1. The dashed line shows the spectrum from the RIAF alone and the dot-dashed line from the outer thin disk alone. The combined spectrum satisfies all the available constraints. In particular, we see that the model is consistent with the upper limit on the radio flux, contrary to the claim of Comastri et al. (2002a). The three dotted lines show the emission from three standard thin disks extending down to the ISCO, with accretion rates of $`\dot{M}_0=8\times 10^5,8\times 10^4`$, and $`10^2\dot{M}_{\mathrm{Edd}}`$, respectively. As in the case of Source #1, none of these models fits the spectrum well.

## 3 Summary and Discussion

We have investigated in this paper the nature of the population of X-ray bright, optically normal galaxies, or XBONGs. While the absence of optical activity in some XBONGs may be due to obscuration, this explanation is unlikely to apply to all XBONGs. We consider the possibility that many XBONGs possess radiatively inefficient accretion flows (RIAFs, formerly ADAFs). According to this model, the accretion flow occurs as a geometrically-thin optically-thick disk for radii larger than a transition radius $`R_{\mathrm{tr}}`$, and as an optically-thin RIAF for radii below $`R_{\mathrm{tr}}`$. Because of the absence of an optically-thick disk at small radii, there is very little optical or UV emission, and therefore very little broad or narrow line emission. Since RIAFs are possible only at small accretion rates (Narayan & Yi 1995; Esin et al. 1997), XBONGs are expected to populate the low-redshift, low-luminosity end of the AGN distribution. This is confirmed by observations.

XBONGs are spectrally very similar to LLAGNs in our local universe as well as some Seyfert 1 galaxies. All of these sources have weak optical/UV emission and relatively large X-ray fluxes. The spectral index $`\alpha _{ox}`$ between 2500Å and 2keV is $`1.2`$ for XBONGs, $`1.1`$ for the Seyfert 1 galaxy NGC 5548, and $`0.9`$ for a small sample of LLAGNs. These values are small compared to $`\alpha _{ox}1.5`$ for luminous AGNs. Both LLAGNs and NGC 5548 have been successfully modeled by RIAFs (Quataert et al. 1999; Chiang & Blaes 2003). The case for considering a similar model for XBONGs is thus strong. To test this proposal, we have modeled two XBONGs, Source #1 (§2.1) and P3 (§2.2). We find that the RIAF model fits the available spectral data on both sources reasonably well (Figures 1, 2). We also find that any model in which the thin disk comes all the way down to the innermost stable circular orbit (ISCO) is inconsistent with the data.

It is useful to place XBONGs in the context of other accreting black hole sources. Figure 3 shows the transition radius $`R_{\mathrm{tr}}`$ in Schwarzschild units and the luminosity $`L`$ in Eddington units for a number of objects whose spectra have been fitted with the RIAF model. Luminous black hole sources, including AGNs at high redshifts and black hole X-ray binaries in the high soft state, have standard radiatively efficient accretion disks extending down to the ISCO. When the luminosity is below a certain value, say $`0.03L_{\mathrm{Edd}}`$, an advection-dominated RIAF is allowed (Esin et al. 1998), and it is postulated that the thin disk is then truncated and the innermost region of the flow is replaced by a RIAF. It is also expected that the lower the luminosity $`L/L_{\mathrm{Edd}}`$ the larger the transition radius $`R_{\mathrm{tr}}/R_s`$ (e.g., Narayan & Yi 1995; Esin et al. 1997; Narayan et al. 1998; Rózańska & Czerny 2000; Manmoto & Kato 2000). Such a correlation is clearly seen in Figure 3. In order of decreasing luminosity $`L/L_{\mathrm{Edd}}`$, the sources shown are: 1) X-ray binaries in the soft state and bright AGNs; 2) X-ray binaries in the hard state and Seyfert 1 galaxies; 3) XBONGs; 4) LLAGNs; 5) X-ray binaries in the quiescent state; 6) ultra-dim AGNs. Note that we have analyzed only two XBONGs in this paper, both of which appear to be brighter than typical LLAGN when measured in Eddington units. As a class, however, XBONGs are quite heterogeneous, and it is possible that other XBONGs are similar in luminosity to LLAGNs, or perhaps even dimmer.

One caveat to note is that our estimates of $`R_{\mathrm{tr}}/R_S`$ for Source #1 and P3 are sensitive to the assumed optical fluxes of the two sources. The optical flux of Source #1 was obtained by Severgnini et al. (2003) by an indirect method, while P3 has no optical measurement and we have arbitrarily assumed the same flux as in Source #1. Our estimates of the transition radii are thus rather uncertain.

Finally, while we have suggested in this paper that a RIAF is present in many XBONGs, we do not mean to imply that the RIAF necessarily produces the entire emission. It is possible, for instance, that some of the radiation (e.g., radio) comes from a jet. The BL Lac-type model mentioned in §1 is an extreme example of this scenario in which most of the emission comes from a highly relativistic and beamed flow. Another significant zone of emission is the base of the jet, or the region where the jet and the disk meet (e.g., see Livio, Pringle & King 2003). The Doppler factor here is expected to be small so variability should be weak. A model of this region has been successfully worked out for Sgr A\* (Yuan, Markoff, & Falcke 2002a) and NGC 4258 (Yuan et al. 2002b).

We thank our second referee for a number of useful comments which helped improve the manuscript greatly. This work was supported in part by NSF grant AST-0307433 and NASA grants NAG5-9998 and NAG5-10780.


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# Effect of Bilayer Thickness on Membrane Bending Rigidity

## I Introduction

Thin films of surfactants are found in numerous contexts, ranging from emulsions and colloids to biological membranes. bsoft  The bending rigidity of such films is a key determinant of many structures and processes including cell shape, fusion, and adhesion. Surfactant studies to date have been largely limited in scope by synthetic chemistry capabilities, and thus, generalizations of emergent properties have been similarly constrained. Several groups have nevertheless developed theoretical and numerical methods to predict properties of monolayers and bilayers from both continuum and molecular perspectives. bbloom ; bigal ; blebowski ; bevans ; bhelfrich  Experimentally, the advent of techniques such as living anionic polymerization bpolim  has provided the means to create relatively monodisperse amphilphilic diblock copolymers – the macromolecular analogues to “short” chain surfactants. Besides finding novel uses in the above contexts, balexan  these macromolecules also serve to test the limits of existing theories.

In this letter, we examine the dependence of the bending rigidity $`k_c`$ on the hydrophobic thickness $`d`$ of closed bilayer membranes (vesicles). Other important properties that vary with $`d`$, such as permeability and elasticity, are discussed elsewhere. bdischerfamily ; bharry  From the simplest models, a bilayer can be pictured as being composed of thin elastic shell(s). The deformation of such a shell blandl ; bbloom  is given by the 2-D Lame coefficients $`\mu `$ and $`\lambda `$ and the shell thickness $`l`$. It follows that the area elastic modulus $`K_A=\lambda +\mu `$ and the bending rigidity $`k_c=(\lambda +2\mu )l^2/12`$. Taking the shear modulus $`\mu =0`$ for fluid membranes leads to the often-cited result, bevans ; bhelfrich

$$k_c=\beta K_Ad^2$$
(1)
(where $`\beta `$ is a constant). This relation serves as motivation for our study. Any possible interdigitation in the bilayer does not affect the scaling of $`k_c`$, but is instead reflected in the prefactor $`\beta `$. blandl ; bbloom  When the membrane is taken as uncoupled monolayers free to slide past one another, $`\beta =1/48`$, and when taken as completely coupled monolayers, $`\beta =1/12`$. More complex descriptions bigal  include effects such as chain flexibility and associated entropy, with $`k_cd^{2.5}`$. Note that for a rigid plate, bboal  $`k_cd^3`$, and thus we expect a strong scaling dependence, regardless of the exact details.

The picture of a biological membrane is clearly more complicated, as it is perforated by integral proteins and has associated proteins attached to its surfaces. In particular, the presence of a surface brushy layer, or glycocalyx, is likely to contribute to bending resistance, as well as other properties and processes. bhairy  Brushes on lipid membranes have been studied to a limited extent by attaching poly(ethylene oxide) (PEO) to phospholipid headgroups. These “Stealth” vesicles have found wide use in drug delivery applications, bstealth  and they presumably suppress immune response by means of the surface steric stabilization imparted by PEO. However, lipid vesicles generally cannot accommodate more than $`15`$ mol % of PEO-conjugated lipid due to resulting curvature effects and subsequent micellization. bdestab ; bisrael  This limitation on the amount of PEO that can be incoporated into lipid membranes implies that the PEO is probably in a mushroom or marginal brush configuration at best. bdegennes

In contrast to lipid membranes (and perhaps closer to biomembranes), polymer membranes have a dense PEO layer, likely in a brush or partially collapsed brush state. bwonbrush  The effect of brushes on membrane elasticity and rigidity has been studied theoretically by several groups, blaradji ; bmarques  but experimental verifications with lipid-based systems bevansfuzzy  are limited for the reasons mentioned above. Various model scenarios are depicted schematically in Figure 1. While it may not be possible to experimentally decouple the contributions of the hydrophobic and hydrophilic segments, direct measurements over a broad range of $`d`$ can still yield insight into general membrane behavior.

## II Experimental Methods

The polymers of PEO-polybutadiene (PEO-PBD) as well as PEO-poly(ethylethylene) (PEO-PEE) were synthesized by standard living anionic polymerization techniques. bhillmyer  The number of monomer units in each block was determined by 1H NMR. Gel permeation chromatography with polystyrene standards was used to determine number-average molecular weights $`\overline{M}_n`$ as well as polydispersity indices (always $`<`$ 1.10) (Table 1). The hydrophobic membrane thickness $`d`$ was previously determined by direct imaging of vitrified samples with cryogenic transmission electron microscopy (cryo-TEM). bharry  Measurements of related micelles via cryo-TEM agree well with independent small-angle neutron scattering (SANS) results. bwonbrush ; bwonscience

Giant vesicles were prepared by typical film rehydration techniques bbnb  and imaged under bright-field optics to provide distinct imaging of the vesicle membrane. Narishige manipulators were connected to a custom manometer system with pressure transducers (Validyne, Northridge, CA) for control and monitoring of the aspiration pressure. To obtain small pressures ($`10`$ Pa), Mitutoyo digital micrometers were used to displace the relative heights of water in the manometer system. In the micromanipulation technique, bskalak ; braw  a giant vesicle is made slightly flaccid and then aspirated into a micropipet. From vesicle geometry, the applied pressure, and the aspirated projection length, one can calculate the imposed membrane tension $`\mathrm{\Sigma }`$ and the relative area dilation $`\alpha \mathrm{\Delta }A/A_o`$. The area dilation is related to the membrane elastic constants, and is generally written bnuovo ; bmilner  as a superposition of the entropic elasticity of surface undulations and direct membrane stretching against cohesive forces:

$$\alpha =(k_BT/8\pi k_c)\mathrm{ln}(1+cA\mathrm{\Sigma })+\mathrm{\Sigma }/K_A,$$
(2)
where the coefficient $`c`$ ($`0.1`$) depends on the type of mode expansion used to describe the undulations (e.g., plane wave or quasispherical approach). From Eq. (2), $`k_c`$ is directly obtained from a plot of $`\mathrm{ln}(\mathrm{\Sigma })`$ versus $`\alpha `$.

Here we use two different, but related, micropipet aspiration techniques. Soft membranes, those with $`k_c`$ about $`10100k_BT`$, will exhibit commensurate surface undulations. These fluctuations can be analyzed optically boptical  or be suppressed with a micropipet bevanspip  (Fig. 2a). We have chosen the latter approach, since it also gives other material properties such as interfacial elasticity in a single measurement. For stiffer membranes ($`k_c>100k_BT`$) thermal fluctuations are suboptical and potentially dampened by viscous dissipation within the bilayer, requiring other methods to determine $`k_c`$. One particular micropipet approach was developed by Zhelev and co-workers to study neutrophils, bdoncho  which are quite stiff because of their highly viscous cytoplasmic interiors. Initial observations of polymer vesicles formed from OB18 (PEO80-PBD125) and higher $`\overline{M}_n`$ polymers indicated that viscous effects were not negligible, bharry  and thus would be better suited for this dual-pipet technique. By simultaneously aspirating a vesicle with two pipets (Fig. 3a), and accounting for the energy of the deformed regions, one obtains:

$$\mathrm{\Delta }P_s=f_0k_c/R_{ps}^3+f_1\mathrm{\Delta }P_l/R_{ps}$$
(3)
where the coefficients $`f_0`$ and $`f_1`$ are functions of the pipet and vesicle geometry. bdoncho  Aspiration pressures and pipet radii are denoted by $`\mathrm{\Delta }P`$ and $`R_p`$, respectively, and the subscripts $`l`$ and $`s`$ distinguish between large and small pipets. From Eq. (3), $`k_c`$ is obtained from the intercept of $`\mathrm{\Delta }P_s`$ vs. $`\mathrm{\Delta }P_l`$.

## III Results and Discussion

The use of different techniques is necessitated by the strong effect of $`d`$ on membrane properties. Although the present study of diblocks is still limited in size, it considerably extends the range of membrane thickness over prior studies braw  with lipid vesicles ($`d=2.43.4`$ nm). A further difficulty with lipid or “short” chain systems is the ambiguity regarding the applicability of polymer theory. Polymeric systems are able to mitigate both of these limitations by virtue of their macromolecular nature.

Observations of vesicles made from OE7 (PEO40-PEE37) and OB2 (PEO26-PBD46) indicated that these membranes were relatively lipid-like and hence would have fairly low values of $`k_c`$. It is important to note that microscopic fluctuations persist at all levels of tension, thereby renormalizing the area elastic modulus. bevanspip  By virtue of their increased thickness, polymer membranes have larger $`k_c`$ and maximum areal strains $`\alpha _c`$, bharry  and thus the correction to $`K_A`$ is less than $`5\%`$. For thinner and softer membranes, the apparent elastic modulus $`K_{app}\mathrm{\Sigma }/(A/A)`$ is related to the true modulus $`K_A`$ by

$$K_A/K_{app}=1+K_Ak_BT/8\pi k_c\mathrm{\Sigma }.$$
(4)
From Eq. (4), the crossover tension $`\mathrm{\Sigma }_x`$ between the regime dominated by fluctuations and the regime dominated by direct expansion is expected to decrease with $`d`$, since $`\mathrm{\Sigma }_x=K_Ak_BT/8\pi k_cd^2`$. Indeed we find for OB2 a lower value of $`\mathrm{\Sigma }_x`$ compared to lipids with $`k_c=24.7\pm 11.1k_BT`$ ($`N=6`$). As a control, we also examined the prototypical lipid SOPC (1-stearoyl-2-oleoyl phosphatidylcholine) having $`d=3`$ nm, and found $`k_c=16.4\pm 6.9k_BT`$ ($`N=9`$), in good agreement with published values. braw  For the thickest membrane studied here, OB18, measurements with the dual pipet technique give $`k_c=466\pm 157k_BT`$ ($`N=4`$), substantially larger than any lipid (Table 2 and Fig. 3).

At first glance it may seem surprising that OB2 has a lower value of $`k_c`$ than OE7, even though it has a thicker hydrophobic core $`d`$. However, the PEO contribution to the overall membrane thickness might also need to be considered. bevansfuzzy ; bcastro  The contrast from PEO via cryo-TEM is rather limited, essentially prohibiting direct measurement of the corona by this technique. We can however, make an estimate of this contribution from polymer theory. Inspection of Table 1 reveals that OB2 has a shorter PEO chain than OE7. Evidence for a brush or partially collapsed PEO brush in related diblock micelles bwonbrush  suggests that the PEO chains are stretched relative to a Gaussian state. Given the large incompatibility between PEO and PBD, a conservative yet reasonable estimate of the PEO length would come from assuming these diblocks are in the strong segregation limit (SSL). In the SSL, the characteristic domain length scales with molecular weight as $`RN^{2/3}`$, with the result that OE7 should be about $`10\%`$ thicker than OB2. While this difference is modest, it may be sufficient to explain the data given the strong dependence of $`k_c`$ with membrane thickness.

Single pipet measurements were not performed with OB18 but it is expected that any such attempts would be frustrated by long response times and viscous dissipation within the membrane. For a $`d=15`$ nm membrane, Eq. (4) predicts $`\mathrm{\Sigma }_x1\times 10^2`$ dyne/cm, indicating the difficulty in measuring $`k_c`$ by this technique. Thicker membranes ($`d>15`$ nm) are predisposed to viscous and entanglement effects, bharry  and were therefore not pursued further. Similarly, we did not carry out dual pipet measurements for our thinner membranes. As has been previously noted by Zhelev et al., bdoncho  dual pipet measurements are not very sensitive and hence are best suited for much stiffer membranes where such errors can be tolerated.

Combining the above results in Figure 4 shows good agreement with mean-field predictions for $`k_c`$, even though these systems are quite different from the classic phospholipid and surfactant systems motivating these theories. Rescaling these chemically distinct amphiphiles by the elastic area modulus $`K_A`$ is essential: for fluid membranes (such as these blee ), it has been shown both theoretically bhelf  and experimentally bharry  that $`K_A`$ is controlled by details of the interfacial chemistry and not by the thickness $`d`$. The extent of interdigitation is described by the numerical prefactor $`\beta `$, which in principle could vary with $`d`$, amphiphile persistence length, or chemistry. Thus it is not so surprising that SOPC and OB2 have low values of $`\beta `$, given their visibly soft nature (Table 2). For OB18, Eq. (1) gives $`\beta =1/13`$, implying that its leaflets are essentially coupled together. This result is consistent with other observations that OB18 is a highly viscous, and possibly entangled, membrane. blee  Rigorously, both $`\beta `$ and $`K_A`$ are needed to determine the scaling, but we do not have independent measurements of the former. It is interesting to note that the product $`\beta K_A`$ may remain constant by having leaflet coupling (structure) offset changes in the interfacial tension (chemistry).

## IV Conclusions

Sensitive micropipet techniques are used to examine single vesicles and extract the bending rigidity $`k_c`$ for membranes self-assembled from amphiphilic diblock copolymers. The macromolecular nature of these amphiphiles considerably broadens the range over which these systems can be studied, even to the point where bulk effects arise. We find the scaling of $`k_c`$ with thickness $`d`$ to be nearly quadratic, in agreement with existing theories for bilayer membranes. The results will likely influence future work on extending surfactant assemblies, since bending is often a predominant mode of deformation in soft matter systems. Future work with mixing of short and long chains (e.g., OB2 with OB18) is expected to cause a dramatic lowering of $`k_c`$ and is yet another means of controlling interfacial properties.

## Acknowledgments

The authors thank the Bates group at the University of Minnesota for synthesis and characterization of the copolymers in Table 1. Funding was provided by NSF-MRSEC and NASA.


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# Untitled Document

Factor Temporal Prognosis
of Tick-Borne Encephalitis Foci Functioning on the South of Russian Far East

E.I. Bolotin G.Sh. Tsitsiashvili
Pacific Ocean Institute of Geography Institute of Applied Mathematics
Far Eastern Branch of RAS Russia Far Eastern Branch of RAS
Vladivostok, Russia Vladivostok, Russia
. e-mail:guram@iam.dvo.ru
I.V. Golycheva
Institute of Applied Mathematics
Far Eastern Branch of RAS Vladivostok Russia
e-mail: iragol@yandex.ru

Abstract

A method of temporal factor prognosis of TE (tick-borne encephalitis) infection has been developed. The high precision of the prognosis results for a number of geographical regions of Primorsky Krai has been achieved. The method can be applied not only to epidemiological research but also to others.

1. Introduction

While studying various complex systems the examination of their functioning both in the past and in the future is of great importance. The most informative index of natural pest foci is the changing of human infection rate. Epidemic temporal rows of infection integral expression of influence of a number of factors. They comprise prognosis data which can be used to study this or that phenomenon in future .

Prognosis approach in scientific research, including the development of methodological base of natural - foci infection rate prognosis, is the main research and practical goal. It is of great importance nowadays because the epidemic situation has become worse not only in Russia, but also in many regions and countries of the world.

There exist two ways of temporal prognosis. The first one is extrapolation prognosis. It is based on the analysis of temporal rows of infection for the past several years and on their direct extrapolation.

The second approach to temporal prognosis is a factor one and it has several stages. Possibilities and advantages of temporal factor prognosis are the following.

$``$ First, a researcher, using extrapolation prognosis, deals with average characteristics which reflect general trend of phenomenon development. This trend is an artificial line where the most important for prognosis of critical level conditions of the analysed system are graded.

$``$ Second, the results of the extrapolation prognosis depend on the length of temporal raw and are specified by the type of long standing development of the researched phenomenon.

$``$ Third, the results of extrapolation prognosis have probable character and are limited by confidence intervals. The range of such limits, however, can be so broad that it makes the obtained results so ”vague” that considerably limits possibility of their objective interpretation.

$``$ Forth, extrapolation prognosis is realized by the ”black box” principle, it is deprived of the possibility to analyse the caused factor and mechanism which form the temporal raw.

These limitations define our interest to more sophisticated and yet more objective factor method in the prognosis of the epidemic activity of tick-borne encephalitis, the area of which extends from Europe to Japan , .

The levels of connection turned out to be unstable according to what we have found out from our special preliminary research in study of connection stability between the long standing row of infection rate and some influential factors. Such unstable correlation between infection rate and influential factors strictly limits the possibilities of linear statistic models use. Thus, the prognosis goal setting was changed. The nature of which was to forecast indefinite index but infection rates which could be higher or equal to some extreme line given by an expert. Such goal setting is particularly important methodologically because the way of its realisation has a unique character and can be easily reproduced in other scientific spheres.

The factor prognosis research which we use has been divided into two stages. The first stage included the realisation of the epidemiological index and the questions concerning the potential prognosis results accuracy by the different statistic selection were also discussed. The aim of the second research stage was firsthand factor prognosis of critical infection rate of tick-bome encephalitis in a real time. Thus, while at the first stage of the investigation purely academic problems were solved and methodological approaches of putting it into practice were developed, the second stage can be of practical importance not only for tick-bome encephalitis but for wide range of other phenomena as well.

2. Main results of research

The experimental material for factor temporal prognosis presents statistic data on tick-bome infection dynamics during the last 30 years in a number of epidemic areas of Primorski Krai, previously determined by us .

On prognosis on the first investigational stage the use was made of influential factors that are long standing rows of average annual meaning of 8 meteorological factors of 3 meteorological stations, that characterise southern, middle and northern regions of Primorski Krai. The used meteorological factors include: average January temperature, absolute temperature minimum, average annual temperature, the length of non-frosty period, average May temperature, average snow blanket and snow-temperature coefficient.

On the second stage of temporal factor prognosis the materials on long standing dynamics of population Ixodes persulcatus - the main TE virus carrier were drawn in addition.

Methods of factor prognosis of critical levels of TE infection were based on the following algorithm worked out by us. Firstly, empirical information of TE and influential factors was introduced as the matrix of initial data in which rows indicate years and columns indicate index of infection and influential factors. Further, the years rows with critical level of infection and corresponding indexes of influential factors were emphasized. The emphasized years with critical levels of infection form intervals of particular influential factor meanings. However, these intervals may also include years in which the infection is lower than critical level that we emphasized earlier. Let’s mark such years as ”false critical”. Having marked the amount of critical and ”false critical” years as ”$`x`$” and ”$`y`$” accordingly. We have a ratio $`p=x/(x+y)`$ which can be interpreted as possibility to identify correctly the critical years on emphasized intervals of influential factors.

As a whole the developed method of factor temporal prognosis was based on the image recognition principle. But the quality prognosis, realized by original algorithm, was determined according to selection by number of non-critical years falsie taken for critical by the determined final rule of recognition. And at the first stage of investigation the final rule of the year recognition as a critical was based on the condition of 100$`\%`$ this year being in the defined meaning intervals of influential factors of critical years.

However, at the second stage of investigation i.e. on prognosis of critical events in real time, it turned out that such condition is just of secondary meaning. This conclusion was made during numerous calculating experiments that we conducted.

As a result, new prognosis rule was established in which a number of identifying factors fluctuated between 50 and 75 percents of all the used ones. Critical infection rate was also chosen depending on statistic sample with the amount of critical years being more that one. It should be noted that during the repeated besting of prognosis rule, simplicity and speed of included calculations were of the primary importance.

On the whole, some most significant moments of conducted factor prognosis can be signed out. Thus, accuracy of factor prognosis totalled from 50 to 100 percents.

The maximum prognosis rate was provided southerner territories of investigated region, however, some other geographic regions characterized by close prognosis figures were mentioned.

The prognosis rate is considerably influenced by the amount and concrete set of affecting factors while the increase of used factors number does not always result in higher prognosis accuracy. This remarkable fact requires further thorough investigation and specification.

The received data concerning the connection between prognosis accuracy and used critical infection rate are also interesting. It was found out that in some cases this connection can be direct and indirect in the others. This quite substantial fact also requires serious analysis and consideration.

It was revealed that the usage of factual materials on long-term Ixodes perculcatus’s population dynamics had not improved prognosis accuracy. It remained the same or even lowered. This tendency again proves our opinion about the insignificant influence of carriers population on human’s suffering from tick-borne Encephalitis. If we compare the results of both the first and second stages of temporary factor prognosis, their considerable similarity can be marked.

3. Conclusion

On the whole, the developed method of critical infection rates temporary factor prognosis solves an extremely vital problem of non-linear .character, from the other side it has several important features.

$``$ First, this method is quite easy for realization, but at the same time it is all-purpose; namely it is able to work with any information presented in the form of dynamic rows.

$``$ Second, all the calculations performed with the aid of prepared program can easily be conducted manually.

$``$ Third, the proposed method can be regarded as one of the highest level steps for real prognosis , based on dynamic cause-and-effect models.

$``$ Forth, the method of critical disease rate analysis has good perspectives as it deals with a number of important problems. For example, how will the results of the prognosis change if the number and nature of the factors are altered? What is the effect of modifying the length of rows and critical disease ranges? How can the quality of the program of the prognosis be modified in case of correlating the disease and the influential factors with different logs? How is the influential factors hierarchy modified with regard to their prognosis importance in the course of temporal rows analysis? There also exits quite a number of vitally important problems. This work is the first and quite a modest attempt to solve some of these problems.

Thus, the developed temporal factor prognosis method being of both theoretical and practical interest, poses a number of important questions as well. Having solved the problems by means of wide-range testing of the proposed algorithm, it is possible to receive, for the future, a universal method of temporal factor prognosis.

References
1. Iagodinsky V.N. ”Dynamics of Epidemiological Process”, Moscow, Medicine, 1977, 240 p.
2. Zlobin V.I., Gorin O.Z. ”Tick-Borne Encephalitis”, Novosibirsk, Medicine, 1996, 177 p.
3. Korenberg A.I. ”Biohorological Structure of Species (on Example of Taiga Tick)”, Moscow, Science, 1979, 172 p.
4. Bolotin E.I. ”On a Functional Organization of Natural Tick-Bome Encephalitis Foci and Prognosis of Their Epidemic Manifestation: Analysis of Monodimensional Temporal Rows of Infection”. Parazitology, 2001; 35, 5, 386-393.


text:
# Squeezed Light for the Interferometric Detection of High Frequency Gravitational Waves

## 1 Introduction

It was first proposed by Caves  that squeezed light injected into the dark port of a gravitational wave (GW) interferometer can be employed to reduce the high laser power requirements. Later Unruh  and others  have found and proven in different ways that squeezed light with a frequency dependent orientation of the squeezing ellipse can reduce the quantum noise over the complete spectrum. Therefore quantum noise spectral densities below the so-called standard quantum limit (SQL) are possible. In all cases interferometer topologies without signal-recycling were considered. Chickarmane et al.  investigated the signal-recycled interferometer with Fabry-Perot arm cavities and injected squeezed light. Radiation pressure noise was not taken into account. Recently Harms et al.  have shown that high power signal-recycled interferometers will benefit from squeezed light similarly to conventional interferometers.

GEO 600  is the only first-generation detector that not only uses power recycling , but also includes the more advanced technique of signal recycling. The original idea of the signal-recycling (SR) was due to Meers , who proposed its use for dual-recycling, which is the combination of power- and signal-recycling. With signal recycling, part of the GW induced signal light is retro-reflected at the dark port and back into the interferometer, establishing an additional cavity which can be set to resonate at a desired gravitational-wave frequency (Fig. 1). Signal recycling leads to a well known (optical) resonance structure in the interferometer’s noise curve. This resonance can already beat the standard quantum limit even in the absence of squeezed light input . Buonanno and Chen have also predicted a second, opto-mechanical resonance in signal-recycled interferometers, around which the interferometer gains sensitivity, and which can also beat the standard quantum limit .

In this paper, we investigate the benefit of injecting squeezed vacuum with frequency-dependent squeezing angle into GEO 600s dark port. We focus on the frequency range between 1 kHz and 10 kHz where the interferometer is expected to be shot-noise limited. We use the two-photon input-output formalism of quantum optics  which has also been used by Harms et al. in . Our results are presented in terms of noise spectral densities and are compared with the thermal noise expected for GEO 600. Several different types of astrophysical sources have been predicted, that might radiate gravitational waves in the kHz spectrum. Generally speaking, small objects of 1 to 10 solar masses and of about 10 km diameters are considered. Due to theoretical models, neutron star bar-mode instabilities, black hole ringing, merging neutron star binaries  and other sources are discussed. For an overview we refer to the article by Kokkotas in this issue.

## 2 Spectral noise densities of GEO 600

GEO 600 is, as already mentioned above, a dual-recycled interferometer with folded interferometer arms. Recently the GEO 600 interferometer in Ruthe near Hannover has been completed by the implementation of the signal-recycling mirror. Relevant technical parameters of GEO 600 are summarized in Fig. 1.

Here we are interested in the optical noise of GEO 600 above 1 kHz. Quantum noise and thermal noise have to be considered. Generally, the optical noise in an interferometer can be expressed in terms of the (single-sided) noise spectral density of the output field normalized by the transfer function of the signal. Fig. 2a shows expected linear noise spectral densities (square root of the noise spectral densities) of the GEO 600 interferometer. The upper grey curved line in Fig. 2a represents the quantum noise in the amplitude quadrature. The straight solid lines represents the internal ($`\sqrt{1/f}`$) and the photo-refractive thermal noise limits ($`1/f`$). GEO 600s standard quantum limit (SQL) is given as a reference (straight dashed line):

$$\sqrt{h_{\mathrm{SQL}}}=\sqrt{\frac{20\mathrm{}}{m\mathrm{\Omega }^2L^2}}.$$
(1)
We have used the two-photon input-output relation of quantum optics , which maps the numerous input fields $`\overline{𝐢}_n`$ and the gravitational-wave signal $`h=\mathrm{\Delta }L/L`$ onto the detected output field $`\overline{𝐨}`$. $`\overline{𝐢}`$ and $`\overline{𝐨}`$ are two-dimensional vectors, where the first components represent the fields amplitude quadrature and the second ones the phase quadrature. The general expression for the resulting quantum noise spectral density $`S_h`$ can be found in . We note that optical losses and radiation pressure noise at the beam-splitter is not considered here. According to the table in Fig. 1 we chose the signal-recycling cavity to be detuned from the carrier frequency by 0.075 rad. The SR cavity is therefore resonant for 3 kHz gravitational wave signals. It can be seen in Fig. 2a that at this optical resonance GEO 600 is expected to be quantum noise (shot-noise) limited. The second resonance at lower frequencies stems from the classical opto-mechanical coupling of the light field with the anti-symmetric mode of the otherwise free mirrors : in detuned signal-recycling schemes, the phase-modulation sidebands induced by a gravitational wave are partly converted into amplitude modulation, which beat with the carrier field, producing a motion-dependent force and acting back on the test masses. This opto-mechanical resonance is likely to be buried by thermal noise which is also expected for GEO 600. Only above 1 kHz will squeezed light injected into the dark port of the interferometer be able to reduce the overall noise-floor.

For all noise spectra in this paper we assume homodyne detection at the dark port of the interferometer. The detected quadrature of angle $`\zeta `$ is assumed to be the amplitude quadrature in respect to the carrier field inside the interferometer ($`\zeta =0`$). An appropriate local oscillator can be provided by differential loss in the two interferometer arms. In the case of no differential loss, but while locking the interferometer slightly offset to the dark fringe, the phase quadrature will be detected which is the upper dashed line in Fig. 4a. Apart from more quantum noise at intermediate frequencies, all results from this paper remain valid for homodyne detection of the phase quadrature or of any other quadrature of angle $`\zeta `$. The quantum noise in a heterodyne readout scheme has also been analyzed and tends towards higher noise floors .

## 3 Squeezed light enhanced GEO 600

Generally, quantum noise can be understood in terms of vacuum fluctuations. Since the interferometer is operated at the dark fringe, vacuum fluctuations impinging on the photo diode at the interferometers dark port stem from vacuum fluctuations that have been reflected back. Indeed the beat between these vacuum fluctuations and the carrier laser light entering the bright port excites the interferometers anti-symmetric mode of motion. On the other hand, vacuum noise entering the bright port excites the irrelevant symmetric mode of motion and does not effect the quantum noise of the GW detector. For this reason, squeezed light is planned to be injected into the interferometers dark port. Recently, a scheme using a Faraday rotator has been experimentally demonstrated on a table-top power-recycled Michelson-interferometer . Squeezed light is currently most efficiently generated in optical parametric amplifiers (OPAs). At a laser wavelength of 1064 nm, MgO:LiNbO3 crystals are heated to about $`107^{}\mathrm{C}`$ to meet the phase matching condition between the fundamental and the green second harmonic pump frequency. The relative phase shift of both frequencies can be locked by a servo loop and determines what quadrature of the infrared OPA output will be squeezed. The orthogonal quadrature will then be anti-squeezed at least by the same factor due to the Heisenberg uncertainty principle. A reduction of quantum noise variances of up to 7 dB has been reported at sideband frequencies of a few MHz with squeezing bandwidths of also a few MHz , . For the use in GW interferometers broadband squeezed light at GW frequencies needs to be generated with a frequency dependent rotation of the squeezed quadrature. The lowest frequency that squeezed light has been demonstrated at so far is at 220 kHz . Frequency dependent squeezing has not been demonstrated yet.

Fig. 2a shows the reduction of quantum noise in the amplitude quadrature expected for GEO 600 if a non-classical vacuum state which is optimally frequency dependently squeezed in variance by -6 dB throughout the complete spectrum from 3 to 10000 Hz is injected into the dark port. In Fig. 2b we zoom into the optical resonance. The dashed lines give the results of applying frequency independent squeezed light, where the squeezing is chosen to be in amplitude, at $`45^{}`$, in phase and at $`45^{}`$, respectively. It is well-known that frequency dependent squeezed light is crucial for a GW interferometer to benefit from non-classical quantum noise reduction. We therefore focus now on the issue how to implement appropriate filter cavities that convert frequency independent into frequency dependent squeezed vacuum states of light.

As said above, squeezed vacuum can be generated with a variable but frequency-independent squeezing angle $`\lambda `$ (see for example ). A frequency-dependent squeezing angle can then be obtained by subsequently filtering the initial squeezed light through detuned Fabry-Perot (FP) cavities, as proposed by Kimble et al.  for so-called quantum-non-demolition interferometers. Harms et al. found that for signal-recycled GW interferometers, two filter cavities are necessary to cancel rotations due to the SR cavity as well as rotation due to the radiation pressure force if the readout quadrature is frequency independent . Here we consider an optical resonance which is well separated from the opto-mechanical one. Therefore the radiation pressure noise need not to be taken into account and the quantum noise in Fig. 2a above 1 kHz is solely due to shot noise. The rotation due to the SR cavity is therefore the only one which needs to be cancelled, again if the readout quadrature is frequency independent. As an example, an appropriate single filter cavity, labeled by FP, could match the SR cavity parameters apart from a negative detuning from the carrier light $`\varphi `$:

$$\mathrm{\Omega }^{\mathrm{filter}\mathrm{res}}=\frac{\varphi _{\mathrm{FP}}c}{L_{\mathrm{FP}}}\mathrm{i}\frac{\mathrm{c}\tau _{\mathrm{FP}}^2}{4\mathrm{L}_{\mathrm{FP}}}=\frac{\varphi \mathrm{c}}{\mathrm{L}}\mathrm{i}\frac{\mathrm{c}\tau ^2}{4\mathrm{L}}.$$
(2)
Here $`\mathrm{\Omega }^{\mathrm{filter}\mathrm{res}}`$ is the filter cavity resonant frequency, $`L`$ is the cavity length and $`\tau `$ the transmissivity of the cavity input mirror. When detecting the quadrature at angle $`\zeta `$, the required initial (frequency independent) squeezing angle $`\lambda _0`$ is found to be

$$\lambda _0=\zeta \pi /2,$$
(3)
which puts the minor axis of the noise ellipse onto the $`\zeta `$ quadrature. Note, here $`\lambda _0=0`$ defines squeezing of the phase quadrature, according to definitions in Eq. (12) of Ref. . If for example the amplitude quadrature of the light field at the dark port is detected, then, at the SR cavity resonant frequency, the amplitude quadrature needs to be squeezed. The phase reference is set by the carrier light field inside the Michelson interferometer. For a more general consideration in case of more filter cavities required we refer to the work of Purdue and Chen in Appendix A of Ref.  and to the work of Harms et al. .

In Fig. 3a we propose a scheme that implements the desired single filter cavity. Lets assume that the laser light inside the interferometer is horizontally polarized. A polarizing beam splitter is placed between the SR mirror and the interferometers beam splitter. A mirror matching the SR mirror is added to form an additional cavity, now for the vertical mode. This new cavity can be detuned independently from the SR cavity and can thereby provide the desired filter cavity. If $`\varphi _{\mathrm{FP}}=\varphi `$ then the phase shift on squeezed vacuum noise that is subsequently reflected from both cavities cancels to zero. This is shown in Fig. 3b where the detuning of the filter cavity is varied at the fixed detuning of the SR cavity.

## 4 Variational output

The quantum noise spectral density of interferometers can benefit simultaneously and independently from both frequency-dependent squeezed light input, and frequency-dependent homodyne read-out (variational output). This has been shown for conventional interferometers without signal-recycling by Kimble et al.  and for optical-spring signal-recycled interferometers by Harms et al. . Both the squeezed input and the variational output schemes require additional optics and rotating filter cavities.

Starting from the squeezing enhanced curve in Fig. 2a, we have plotted three additional lines (dashed) in Fig. 4a. Together with the lower solid curve they form an array of squeezed spectral noise densities at different fixed output quadrature detection angles $`\zeta `$. Here $`\zeta `$ is varied from 0 (solid line) to $`3/4\pi `$ in equidistant steps. It can be seen that above the optical resonance and at the opto-mechanical resonance non-zero values for $`\zeta `$ provide lower quantum noise floors. The lower boundary of the array is indeed achievable by applying the variational output scheme. In Fig. 4b we zoom into the optical resonance and consider three different detunings of the SR-cavity ($`\varphi =0.035,0.075`$ and $`0.175\mathrm{rad}`$). It can be seen that at all three resonance frequencies, variational output will give an improvement, but only far above the noise minima in the wings of the resonances. This improvement is not significant for GEO 600s noise-floor above 1 kHz.

## 5 Conclusion

We have shown that squeezed light will be able to reduce the overall noise floor of the signal-recycled gravitational wave interferometer GEO 600 at frequencies above 1 kHz, where GEO 600 is expected to be shot-noise limited. Our investigations are based on a non-classical vacuum state of light with quantum noise variance reduced by -6 dB at sideband frequencies between 1 and 10 kHz. If such a state is injected into the dark port of the interferometer, then GEO 600 with its current design parameters can be made thermal noise limited up to 4 kHz without further reduction of bandwidth. The interferometer might reach a strain sensitivity of $`6\times 10^{23}`$ above 1 kHz (tunable) with a bandwidth of around 350 Hz. An optimized rotation of the squeezed quadrature along the spectrum is one of the essential properties of the squeezed light used. We have shown, for the special case considered here, that just one filter cavity is sufficient to provide the desired rotation, and can be realized from GEO 600s signal-recycling cavity with additional polarizing optics.


text:
# Cluster computing performances using virtual processors and mathematical software

## 1 Introduction

The processors virtualization technology permits to split a real physical processor into two virtual chips, so that the operating system, as MS Windows or Linux, of a computer can use the virtual processors as two real chips. Example of such technology is Intel’s Hyper Threading . The hardware can so be considered as a symmetric multi-processor machine and the software can use it as a true parallel environment.

In this work I show some results obtained with parallel computations using Matlab  programs on Intel technology. A previous paper  describes the same cases for an older Matlab version and for a single dual processor machine. The physical and logical characteristics of the used cluster are presented in the following tables:

| Hardware |  |
| --- | --- |
| Type | 2 nodes HP Compaq ProLiant DL360 |
| Processors | 2 Intel Xeon 3.20 GHz for each node |
| Ram | 2 GB for each node |
| Network | 1 Gb switch for nodes connection |
| Storage | 4 SCSI disks 36.5 GB - Raid 5 for each node |

| Software |  |
| --- | --- |
| Operating System | MS Windows Server 2000 partition, |
|  | SuSE Linux 8.1 partition |
| Matlab | v. 6.5.0 release 13 |

The Matlab programs used for these experiments was based on cycles of floating-point computations.

## 2 The parallel Matlab environment

The package Matlab has not a native support for parallel elaboration and multithreading . Yet, there are some extensions, as tools and libraries , for the use of a parallel environment on multi-processors hardware. With the cluster I have used the method of splitting a given computation on multiple instances of the runtime Matlab program. A single master instance starts the slave copies on nodes and assigns to each of them the same set of instructions on different sets of data. Hence in the cluster I have simulated a SPMD computation.

In this way the parallel environment is simple, because there is not need of external libraries or calls to interfaces, and flexible, because to a single slave copy it can be assigned a set of different instructions for realizing a MPMD computation.

With this method the exchange of messages among independent processes is a problem. The only way to communicate from one Matlab copy to another is the use of shared files. In a second type of experiments I show that this method is not critical for the time execution if one uses fast mass-storage as SCSI or FiberChannel systems, and the nodes are connected in a fast private Lan.

### 2.1 The SPMD programs

In the experiments I have defined a master Matlab function which writes to a shared file system the .m scripts to be executed by slaves Matlab copies. These copies are launched in background mode for the parallel execution. The master program controls the end of the computations using a simple set of lock-files. The slaves finish their work, save on files the results and cancel the own lock-file. The master reads the sets of data from these files for other possible computations. Now I describe the principal code of the program.

This is the declaration of the function masterf. The lockarray variable is an array for testing the presence of the lock-files during the slaves computation. The finalres is an array for the collection of the partial results from slaves. The string computing is the mathematical expression to use in the computation. The array nodes contains the names of the cluster’s machines and it’s used for the remote startup of the Matlab engines.

function \[elapsedtime,totaltime,executiontime\]=masterf(nproc,maxvalue,step,computing)
%
% MASTERF: master function for parallel background computation.
%
% sintax:
% \[elapsedtime,totaltime,executiontime\]=masterf(nproc,maxvalue,step,computing)
%
% input parameters:
%
% nproc = number of processes;
% maxvalue = sup-limitation of the data-array to process; the inf-limitation is 0;
% step = difference from two consecutive numbers in the data-array;
% computing = the string of the mathematical expression to compute;
%
% output parameters:
%
% elapsedtime = total elapsed time to complete the execution of the computation;
% totaltime = sum of the single slaves CPU-time to complete the single computation;
% executiontime = single slaves CPU-time to complete the assigned computation;
ostype=computer;
tottime=0.;
lockarray=0:nproc-1;
numbervalues=maxvalue;
computingstring=\[’ ’ computing\];
finalres=\[\]; nodes=\[node01 node02\];

After the assignment of the own value to variable workdir, working directory of Matlab, a cycle writes on storage the slaves lock-files.

for i=0:nproc-1
filelock = strcat(workdir,’filelock’,int2str(i));
fid=fopen(filelock,’wr’);
fwrite(fid,”);
fclose(fid);
end

In the next fragment of program, the master sets the commands for the writing of an appropriate Matlab .m script for every slave process. Such script contains the instruction for determining the CPU-time spent on calculus, the expression of the mathematical computation, the instruction to save on storage the data computed and the CPU-time, finally the instruction to delete the lock-file.

for i=0:nproc-1
if (i==0) middlestep=0; else middlestep=1; end
infdata=i\*(numbervalues/nproc) + middlestep\*step;
supdata=(i+1)\*(numbervalues/nproc);
fileworker = strcat(workdir,’fileworker’,int2str(i),’.m’);
commandworkertmp = …
strcat(’x=’,num2str(infdata),’:’,num2str(step),’:’,num2str(supdata),…
’; t1=cputime; ’,computingstring,…
’; t2=cputime-t1; save out’,int2str(i));
commandworker = \[’cd ’ workdir ’; ’ commandworkertmp …
’ y t2; ’ ’delete filelock’int2str(i) ’; exit;’\];
fid = fopen(fileworker,’wt’);
fwrite(fid,commandworker);
fclose(fid);
end

The following instructions are OS-dependent, and are necessary for the right setting of the command for remote startup of Matlab engines on nodes:

switch ostype
case ’PCWIN’
osstring = ’dos’;
workdir=strcat(matlabroot,’$`\backslash `$work$`\backslash `$’);
startcommand=’rcmd’;
case ’LNX86’
osstring = ’unix’;
workdir=strcat(matlabroot,’/work/’);
startcommand=’rsh’;
end

After the instructions for determining the CPU-time and the elapsed-time (tic) spent by the master program, a cycle launches the same number of slaves Matlab runtimes on each node. In the case of Windows operating system, the startcommand string is ”rcmd”, the OS command for the background running of an executable program on a remote machine, and the osstring string is ”dos”. In the case of Unix-like operating system, the string are ”rsh” and ”unix” respectively. Each slave executes immediately the fileworker script, as shown by the Matlab ”-r” parameter. The basic remote command is integrated by the name of the node, alterning the order of startup for a simple reason of load balancing.

t1 = cputime;
tic;
for i=0:nproc-1
if (mod(i,2)==0), startcommand = \[startcommand node02\]; else …
startcommand = \[startcommand node01\]; end;
fileworker = strcat(’fileworker’,int2str(i));
commandrun = \[startcommand ’ matlab -minimize -r ’ fileworker\];
eval(strcat(\[osstring,’(’,””,commandrun,””,’);’\]));
end

In the next fragment of code the master program executes a cycle for determining the end of slaves computations. It controls if the lockarray variable has some process’s rank non negative. In this case, it attempts to open the relative lock-file; if the file still exists, the master closes it, else the lockarray process position is set to -1. The pause instruction can be useful for avoiding an excessive frequency, hence an high cpu-time consuming, in the ”while” cycle.

lockarraytmp=find(lockarray $`>`$ -1);
while (length(lockarraytmp) $`>`$ 0)
pause(.1);
for i=lockarraytmp
fid = fopen(strcat(’filelock’,int2str(i-1)),’r’);
if (fid $`<`$ 0)
lockarray(i) = -1;
else
fclose(fid);
end
end
lockarraytmp=find(lockarray $`>`$ -1);
end

At the end, the master reads the partial slaves computation outputs and stores them in an array. At this point the master cpu-time and elapsed time are registered too. The total execution time is defined as sum of the slaves computation cpu-time, and is useful for comparison with the execution time in the case $`\text{nproc}=1`$. The single slave execution time is defined as the arithmetic mean of all the partial execution times.

for i=0:nproc-1
partialres = load(strcat(’out’,int2str(i)));
finalres = \[finalres partialres\];
end
elapsedtime = toc;
totaltime = cputime - t1;
for i=0:nproc-1
tottime = tottime + partialres(i).t2;
executiontime = tottime/nproc;
end

## 3 Tests and results

For the tests I have used the following values for the masterf parameters:
nproc: from 2 to 16, step=2 (even numbers only, for right balancing
of the nodes load);
maxvalue: m * 10000, where m = 2, 4, 6;
step: 0.001;
computing: $`y=5432.060708\mathrm{cos}((\mathrm{sin}(x^{9.876}))^{1.2345})`$.

I have also tested the program without the slaves saving of partial computations results and their final master load, for determining the influence of the I/O storage operations on the times of execution.

In the following table, the values are expressed in seconds. The number 2,…,16 are the values of the nproc parameter. I have not reported the elapsed-times, because they weren’t different from the cpu-times registered, probably due to the fact that, during the experiments, the cluster was dedicated only to the computations.

In the case of no storage writing and reading of data results, the times are 20%-30% lower. The time values are those of MS-Windows case; in the Linux case the registered times are in general 15%-20% higher. This fact is probably due to a non optimized installation of Linux distribution on nodes.

Table 1. Total execution cpu-times, with data storage:

| m | 2 | 4 | 6 | 8 | 10 | 12 | 14 | 16 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2 | 48.29 | 27.70 | 32.51 | 22.56 | 28.14 | 31.34 | 33.28 | 35.04 |
| 4 | 126.53 | 65.21 | 74.79 | 54.27 | 63.17 | 74.29 | 83.01 | 91.34 |
| 6 | 263.37 | 109.48 | 121.30 | 78.41 | 116.23 | 125.69 | 138.51 | 145.93 |

## 4 Analysis of results

From the results of the previous section, I deduce the following observations:

1. The case nproc=8, hence the number of possible Hyper-Threading virtual processors based on the four physical chips, has the better performances for all the values of the m parameter;
2. The case nproc=4, the number of physical processors in the cluster, has a local peak of performances for all the values of the m parameter;
3. The speedup  seems to be better for increasing values of the parameter m, hence for larger amount of data to be computed; in the case m=2 the speedup of 8 running processes over the case of 2 processes is about 2.14, while in the case m=6 the same speedup is about 3.35 (quasi-linear speedup).

In the Fig. 1 the graphs are interpolations of the Table 1. data. The peaks of performances at nproc=4 and nproc=8 are well visible, specially in the case m=6.

### 4.1 Conclusions

From the previous facts one can deduce that a virtual processors technology as Hyper Threading on a cluster environment can be a good choice for running SPMD programs in the case that

* the number of parallel processes is equal to the number of virtual processors;
* the data to be computed have a large amount, particularly when their distribution among processes and the merging of final results are based on files stored on fast storage system.

## 5 Acknowledgements

I wish to thank Simone Rossato, member of Infrastructures and Systems Area at ICT Department, Riello Group, for helpful discussions about the SuSE distribution of Linux, and Dr. Marco Cavallone of MathWorks-Italy for the possibility of a free evaluation account for Linux version of Matlab 6.5 .