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# Effective Temperatures in Driven Systems: Static vs. Time-Dependent Relations

## Abstract

Using simulations of glassy systems under steady-state shear, we compare effective temperatures obtained from static linear response with those from time-dependent fluctuation-dissipation relations. Although these two definitions are not expected to agree, we show that they yield the same answer over two and a half decades of effective temperature. This suggests that a more complete conceptual framework is necessary for effective temperatures in steady-state driven systems.

Temperature is one of the fundamental variables in an equilibrium system that determines not only the system’s average properties, such as pressure or density, but also fluctuations around those averages. Temperature also relates, via linear response, fluctuations in a thermodynamic quantity to that quantity’s response to a small perturbation in its conjugate variable. When a system is far out of equilibrium, temperature is no longer well-defined. Nevertheless, in many cases there will still be fluctuations although they are not thermal in origin. An example of this is a steady-state driven system such as a sheared material where shear introduces fluctuations that are not described by a thermal bath temperature. Can one define an appropriate “effective temperature” to characterize these fluctuations?

For the idea of an effective temperature to be useful, a clear prescription for defining it should exist and this prescription should apply generally in different contexts. Various groups have defined and measured different effective temperatures in systems far from equilibrium jou ; barrat ; invariant ; cugliandolo2 . We will show here that two prescriptions based on linear response that have seemed to be fundamentally incompatible do, surprisingly, give the same value for the effective temperature. For this to occur, neither prescription can work infallibly in all cases. Thus, our results pose the conceptual question: under which conditions should either linear response prescription be applied?

Linear response provides a large number of possible definitions for the effective temperature, each based on a different pair of conjugate variables, which all reduce to the true temperature in thermal equilibrium. Effective temperatures based on these different relations have been used to model simulations of particulate systems driven out of equilibrium by steady-state shear berthier ; makse ; ono . There are two ways in which such relations have been implemented with significant success. One way uses static linear response which relates equal-time fluctuations to the response at infinite-times to yield an effective temperature $`T_I`$. The other way, argued to be more fundamentalkurchan ; berthier2 , measures the autocorrelation function and relates it to the response as a function of time. In equilibrium there is a strict proportionality between correlation and response at all times and therefore a single well-defined temperature, but in driven systems the situation is more subtle. The conceptual picture behind this is that there can be two widely separated time scales in the presence of shear. Degrees of freedom that decay on a short time scale are characterized by one effective temperature, $`T_S`$, while those that take a longer time to decay are characterized by a different (higher) value, $`T_L`$. It has been predicted that $`T_S`$ is the bath temperature because fast degrees of freedom decay before shear has any effect, while $`T_L`$, which can only be obtained from the long-time behavior of correlation and response, corresponds to a well-defined effective temperature characterizing structural rearrangements driven by shear kurchan .

As will be made clear below, an effective temperature based on infinite time, or static linear response, $`T_I`$, should generally not agree with $`T_L`$ obtained from time-dependent linear response in non-equilibrium systems. Indeed, for the same pair of conjugate variables we always find in our simulations that $`T_IT_L`$. However, for a wide variety of simulations we find that $`T_I`$ for one conjugate pair can be equal to $`T_L`$ for a different pair. Therefore, it appears that under different conditions both definitions of effective temperature must be equally valid. The conceptual framework cugliandolo ; cugliandolo2  that has been used to argue for the validity of $`T_L`$ would imply that $`T_I`$ should never be valid, in contradiction to our findings. That scenario must therefore be incomplete.

In order to demonstrate these results, we have performed numerical simulations of systems undergoing linear shear flow in both two and three spatial dimensions ($`2d`$ and $`3d`$) under conditions of fixed volume, fixed number of particles and fixed shear rate. The systems are composed of $`50`$-$`50`$ bidisperse mixtures with diameter ratio $`1.4`$, which prevents crystallization and segregation. The system is enclosed in a cubic simulation cell with Lees-Edwards periodic boundary conditions to impose shear in the $`x`$-direction and a shear gradient in the $`y`$-direction. Particles interact via one of the following pairwise, finite-range, purely repulsive potentials:

$`V^{hs}(r_{ij})`$ $``$ $`{\displaystyle \frac{ϵ}{2}}\left(1r_{ij}/\sigma _{ij}\right)^2`$
$`V^H(r_{ij})`$ $``$ $`{\displaystyle \frac{2ϵ}{5}}\left(1r_{ij}/\sigma _{ij}\right)^{5/2}`$ (1)
$`V^{RLJ}(r_{ij})`$ $``$ $`{\displaystyle \frac{ϵ}{72}}\left[(\sigma _{ij}/r_{ij})^{12}2(\sigma _{ij}/r_{ij})^6+1\right],`$
where $`ϵ`$ is the characteristic energy scale of the interaction, $`\sigma _{ij}`$ is the average diameter of particles $`i`$ and $`j`$, and $`r_{ij}`$ is their separation. All potentials (harmonic spring, Hertzian nonlinear spring, and repulsive Lennard-Jones) are zero when $`r_{ij}\sigma _{ij}`$. Our results have been obtained with packing fractions ranging from $`\varphi =[0.70,0.84]`$ in $`3d`$ and $`\varphi =[0.85,1.20]`$ in $`2d`$, which are all above random close-packinglongJ . We varied the number of particles in the range $`N=[256,1024]`$ and found no appreciable finite-size effects for the results reported here. The units of length, energy, and time are $`\sigma `$, $`ϵ`$, and $`\sigma \sqrt{m/ϵ}`$, respectively where $`m`$ is the particle mass and $`\sigma `$ is the small-particle diameter.

We have studied both thermal and athermal (or dissipative) systems to show that our results are not specific to any particular dynamics. Thermal systems under shear can be described by the Sllod equations of motion for the position $`\stackrel{}{r}_i`$ and velocity fluctuation $`\stackrel{}{v}_i`$ of each particle around the average linear velocity profile evans :

$$\frac{d\stackrel{}{r}_i}{dt}=\stackrel{}{v}_i+\dot{\gamma }y_i\widehat{x},\frac{d\stackrel{}{v}_i}{dt}=\stackrel{}{F}_i^r/m\dot{\gamma }v_{yi}\widehat{x}\alpha \stackrel{}{v}_i,$$
(2)
where $`\stackrel{}{F}_i^r=_jdV(r_{ij})/dr_{ij}\widehat{r}_{ij}`$ is the repulsive force on particle $`i`$ due to neighboring particles $`j`$, $`\dot{\gamma }`$ is the shear rate, and $`\alpha `$ is chosen to fix the kinetic energy per degree of freedom, $`T_{KE}`$, associated with velocity fluctuations. We always set $`T_{KE}`$ to be below the glass transition temperature of the unsheared system.

Athermal dissipative systems can be described byluding :

$$m\frac{d^2\stackrel{}{r}_i}{dt^2}=\stackrel{}{F}_i^rb\underset{j}{}(\stackrel{}{v}_i^t\stackrel{}{v}_j^t),$$
(3)
where $`\stackrel{}{v}_i^t`$ is the total velocity (including shear) of particle $`i`$, $`b>0`$ is the damping coefficient, and the sum over $`j`$ only includes particles that overlap particle $`i`$. At finite shear rate, these systems reach a steady-state where the power put in by the shear flow balances the power dissipated. In this study, we focused on underdamped dissipative dynamics and therefore fixed the dimensionless damping coefficient $`b^{}=b\sigma /\sqrt{ϵm}1`$.

We now describe how to calculate the effective temperature from a set of conjugate variables and then show explicitly the incompatibility of the static and the time-dependent definitions for the same conjugate pair of variables. Since we are concerned with systems in steady-state shear, we assume a final steady state in which averaged quantities become time independent. Consider an observable, $`A(t)`$, that fluctuates in time $`t`$, such as the number density or the total pressure of the system. Then one can define the autocorrelation function:

$$\stackrel{~}{C}_A(t)=A(t)A(0)A^2$$
(4)
where $`A`$ represents an average of $`A`$ over time and configurations. If $`B`$ is the thermodynamic field conjugate to $`A`$, then one can also define an integrated response function which measures the response to a small constant perturbation, $`\delta B`$, applied from time $`t=0`$ onward:

$$\stackrel{~}{R}_A(t)=\frac{A(t)A(0)}{\delta B}$$
(5)
If we now introduce the rescaled variables

$$R_A(t)=\frac{\stackrel{~}{R}_A(t)}{\stackrel{~}{C}_A(t=0)}\mathrm{and}C_A(t)=\frac{\stackrel{~}{C}_A(t)}{\stackrel{~}{C}_A(t=0)},$$
(6)
the fluctuation-dissipation relation states that

$$R_A(t)=\frac{1}{T}\left(1C_A(t)\right).$$
(7)
This implies that if $`R_A`$ is plotted parametrically against $`C_A`$, the result should be a straight line with slope $`1/T`$ for an equilibrium system. Moreover, the infinite-time limit, which is the intercept of such a plot on the $`R`$-axis, has the value $`1/T`$. According to Eqs. 6 and 7, the intercept satisfies

$$\stackrel{~}{R}_A(t=\mathrm{})=\stackrel{~}{C}_A(t=0)/T$$
(8)
Thus, the intercept, which defines a temperature $`T_I`$, corresponds to the static linear response relation whereby the infinite-time response, $`\stackrel{~}{R}_A(t=\mathrm{})`$ (Eq. 5), is related to the equal-time correlation function, $`\stackrel{~}{C}_A(t=0)`$ (Eq. 4).

As indicated earlier, Kurchan kurchan  has predicted that for driven systems in steady state such a parametric plot has two regimes kurchan ; berthier . Berthier and Barrat have conducted simulations of sheared Lennard Jones glasses and shown that at short times ($`C_A`$ close to one and $`R_A`$ close to zero), the slope of the line, $`1/T_S`$, defines a temperature characterizing the fast modes in the system and corresponds to the bath temperature, $`T_{KE}`$. At long times the slope, $`1/T_L`$, is a good measure of the effective temperature produced by the shear for the slow modes. We show a similar plot for a $`2d`$ sheared thermal system in Fig. 1(a) using as the variable the Fourier component of the number density of the large particles at various values of the wavevector, $`\stackrel{}{k}`$:

$$\rho (\stackrel{}{k},t)=\underset{i=1}{\overset{N/2}{}}e^{i\stackrel{}{k}\stackrel{}{r}_i(t)}.$$
(9)
For this variable, we calculate the incoherent part of the scattering function for the large particles, $`C_{\rho (k)}(t)`$ berthier . In Fig. 1(a), there is a well-defined slope at short times and a smaller slope at long times (i.e., at smaller values of $`C_A(t)`$). It is quite obvious that the long-time slopes are all the same so that there is a common effective temperature that describes the fluctuation and response for all of these variables. These results are completely consistent with the results found by Berthier and Barrat berthier  for a three-dimensional system. Note that in all of these cases, the value at which each of these curves intercepts the $`R_{\rho (k)}`$ axis cannot have the value $`1/T_L`$. This could only be the case if $`T_S=T_L`$ (as in equilibrium), or if the regime corresponding to $`T_S`$ shrinks to zero mayer . If the curve is not a straight line, then $`T_I`$ (determined from the intercept) must be different from either $`T_S`$ or $`T_L`$.

In Fig. 1(b), we show the parametric plot for the identical system as in Fig. 1(a) but for a different variable, namely the total pressure, $`P`$. We calculate the pressure $`P=P_{\alpha \alpha }/d`$ in $`d`$ spatial dimensions, using the following expression for the pressure tensor

$$L^dP_{\alpha \beta }=\underset{i=1}{\overset{N}{}}mv_{\alpha i}v_{\beta i}+\underset{i=1}{\overset{N1}{}}\underset{j=i+1}{\overset{N}{}}r_{\alpha ij}F_{\beta ij}^r,$$
(10)
where $`\alpha `$,$`\beta =x`$,$`y`$, or $`z`$ and $`L`$ is the edge length of the simulation box. The shape of this curve is very different from those shown in Fig. 1(a). In this case, the response rises rapidly at short times and then turns over and becomes horizontal at long times flat ; cugliandolo2 . The striking result is that, although this curve is manifestly different from those shown earlier, it has an intercept temperature, $`T_I`$, with the same value, $`T_I=T_L`$, obtained from the late-time slopes of the curves in Fig. 1(a).

We stress here that this is not a coincidence. In Fig. 2 we show for an athermal system the response versus correlation plots for the same sets of variables as shown for thermal systems in Fig. 1. Again we see that $`T_I`$ obtained from $`P`$ has the same value as $`T_L`$ obtained from $`\rho (k)`$. To indicate the full extent of agreement we plot in Fig. 3 the ratio $`T_L/T_I`$ versus $`\mathrm{log}_{10}T_L`$ for all systems studied. This figure shows that within error $`T_L=T_I`$ over two and half decades of effective temperature. These data are collected from thermal and athermal simulations at different values of the shear rate and density in $`2d`$ and $`3d`$ for systems with different particle interactions. For the thermal simulations, we also varied the bath temperature.

We have shown that both static linear response and time-dependent fluctuation-dissipation relations can yield consistent values of effective temperature. However, it is unclear when one should use static relations and when one should use time-dependent ones. Pressure is not the only observable for which the static relation is appropriate. Previously, we showed that static relations yield a consistent effective temperature for shear stress and potential energy, as well ono . It is also not true that one should invariably use the static relation for quantities involving pressure. We have calculated response vs. correlation for pressure at different values of $`\stackrel{}{k}`$ in $`2d`$ sheared systems. At large $`k`$, $`T_L`$ yields the correct effective temperature whereas at $`k=0`$ $`T_I`$ does.

It is not true that the effective temperature for all zero-wavevector observables should be given by static linear response. While static linear response appears appropriate for $`k=0`$ pressure, energy and shear stress, we find other examples for which this does not hold, including $`P_{zz}`$ berthier  and the deviatoric pressure $`P_{dev}=(2P_{11}P_{22}P_{33})/3`$ where $`1,2,3=x,y,z`$ parisi . We find that the response-correlation curves for each of these $`k=0`$ variables are not flat as in Fig. 1(b), but have nonzero long-time slopes. However, the corresponding effective temperatures can be off by factors of $`510`$ from those shown in Fig. 1(a) even when other effective temperatures agree.

There are regimes where the idea of an effective temperature is valid and regimes where it breaks down uslater . For example, at high densities (e.g. $`\varphi 1.1`$, typical of liquids) and high bath temperatures ($`T>0.1T_g`$) we find that all the different effective temperatures are the same. However, these begin to deviate as the bath temperature is lowered. Previous studies berthier2 ; kurchan  have suggested that the concept of effective temperature should be valid when there is a clear separation between the short-time (bath temperature) regime and the long-time, shear-rate-dependent regime. This criterion cannot be sufficient because as the bath temperature is lowered, the separation between these two time scales does not decrease.

We have shown that $`T_I`$ for the zero-wavevector pressure is equal to $`T_L`$ for $`\rho (k)`$ over a range of two and a half decades in effective temperature. This remarkable result suggests that static as well as time-dependent linear response relations can be used to define a consistent effective temperature, in contradiction to expectations based on spin models subjected to non-conserved fieldsberthier2 ; kurchan . These results also leave us with a puzzle: when should one use static linear response and when should one use a time-dependent relation? For a given pair of conjugate variables, there is no obvious criterion for which of these two kinds of relations should be used.

We thank L. Cugliandolo, D. Durian, J. Kurchan, M. Robbins, P. Sollich, and N. Xu for useful comments. Grant support from NSF-DMR-0087349 (CSO,AJL), DE-FG02-03ER46087 (AJL), NSF-DMR-0089081 (CSO,SRN) and DE-FG02-03ER46088 (SRN) is gratefully acknowledged.


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# 1 Introduction.

## 1 Introduction.

The Planar Restricted Circular Three Body Problem (PCR3BP) has attracted much attention of scientists. In particular, some transport properties of this system may be applied in space mission design (see  and references given there). The problem has been studied by Koon, Lo, Marsden and Roos in , where the numerical evidence of the resonance transitions for the PCR3BP for the parameter values corresponding to the Sun-Jupiter-Oterma system is presented. The rigorous proof of some facts discovered in  was given by Wilczak and Zgliczynski in  (see also Stoffer and Kirchgraber paper ).

In the present paper, as in , we restrict our attention to the following parameter values for PCR3BP $`C=3.03`$, $`\mu =0.0009537`$ \- the parameter values for Oterma comet in the Sun-Jupiter system (see ). For this parameter values there are two hyperbolic periodic orbits $`L_1^{}`$ and $`L_2^{}`$, the Liapunov orbits, around the libration points $`L_1`$ and $`L_2`$, respectively. In  and  it was proven that there exist homoclinic solutions to both $`L_1^{}`$ and $`L_2^{}`$ periodic orbits and a pair of heteroclinic connections between them in both directions.

In this paper we present the proof of the following facts:

* The PCR3BP possesses two pairs of homoclinic orbits both to $`L_1^{}`$ and $`L_2^{}`$. These homoclinic orbits are geometrically different. Informally speaking they are close to different resonances, namely 3:2, 5:3 for the orbits homoclinic to $`L_1^{}`$ and 1:2, 2:3 for the orbits homoclinic to $`L_2^{}`$. Moreover, it is possible for a comet to move between these four resonances in arbitrary order.
* The PCR3BP possesses an infinite number of geometrically different symmetric periodic and homoclinic orbits.

Let describe now what constitute a new element in the present paper. While the numerical evidence of three of the above mentioned homoclinic orbits is given in , the 2:3 homoclinic orbit appear to be a new one. The technique of the proof of the existence of these homoclinic orbits and the symbolic dynamics is the same as in , i.e. combines topological tools (covering relations) with rigorous numerics.

The main novelty of the present paper, when compared to , is the existence of an infinite number of geometrically different symmetric periodic and homoclinic orbits. While the numerical evidence of the simplest symmetric homoclinic orbits is given in  the numerical method used there cannot yield the existence of an infinite number of them even with the help of validated numerics. In this paper we use the topological method introduced recently by Wilczak in  and developed later by both authors in . For the purpose of this introduction we briefly describe the main points of method for symmetric periodic points. The method is based on two observations:

* to detect symmetric periodic orbits for map $`P`$ (a Poincaré map) with an reversing symmetry $`R`$ (in the PCR3BP case composition of a suitable reflection and the time inversion) it is enough to look for intersections of $`\mathrm{Fix}(R)=\{x|R(x)=x\}`$ with $`P^k(\mathrm{Fix}(R))`$. This is the Fixed Set Iteration method  (also known as DeVogelaere method ). Any point from such intersection give rise to $`2k`$-periodic point.
* covering relations give some control of pieces of $`P^k(\mathrm{Fix}(R))`$, which make it possible to prove that $`P^k(\mathrm{Fix}(S))\mathrm{Fix}(R)`$ is nonempty for $`k`$ sufficiently large and that the period of the periodic point is indeed equal to $`2k`$.

The paper is organized as follows. In Section 2 we recall the PCR3BP and its properties. In Section 3 the proof of the existence of a new pair of homoclinic orbits both in exterior and interior regions to the Lyapunov orbits $`L_1^{}`$, $`L_2^{}`$ is presented. In Section 4 the symbolic dynamics on six symbols is established. We also discuss the resonance transitions there. In Section 5 the existence of symmetric periodic and homoclinic orbits is proven.

Throughout the paper we will use the definitions and notations from .

## 2 Short description of the system.

We follow papers  and use the notation introduced there.

Let $`S`$ and $`J`$ be two bodies called Sun and Jupiter, of masses $`m_s=1\mu `$ and $`m_j=\mu `$, $`\mu (0,1)`$, respectively. They rotate in the plane in circles counter clockwise about their common center and with angular velocity normalized as one. Choose a rotating coordinate system, so that origin is at the center of mass and the Sun and Jupiter are fixed on the $`x`$-axis at $`(\mu ,0)`$ and $`(1\mu ,0)`$ respectively. In this coordinate frame the equations of motion of a massless particle called the comet or the spacecraft under the gravitational action of Sun and Jupiter are (see  and references given there)

$$\ddot{x}2\dot{y}=\mathrm{\Omega }_x(x,y),\ddot{y}+2\dot{x}=\mathrm{\Omega }_y(x,y),$$
(1)
where

$`\mathrm{\Omega }(x,y)={\displaystyle \frac{x^2+y^2}{2}}+{\displaystyle \frac{1\mu }{r_1}}+{\displaystyle \frac{\mu }{r_2}}+{\displaystyle \frac{\mu (1\mu )}{2}}`$
$`r_1=\sqrt{(x+\mu )^2+y^2},r_2=\sqrt{(x1+\mu )^2+y^2}`$
Equations (1) are called the equations of the planar circular restricted three-body problem (PCR3BP). They have a first integral called the Jacobi integral, which is given by

$$C(x,y,\dot{x},\dot{y})=(\dot{x}^2+\dot{y}^2)+2\mathrm{\Omega }(x,y).$$
(2)
We consider PCR3BP on the hypersurface

$$(\mu ,C)=\{(x,y,\dot{x},\dot{y})|C(x,y,\dot{x},\dot{y})=C\},$$

and we restrict our attention to the following parameter values $`C=3.03`$, $`\mu =0.0009537`$ \- the parameter values for Oterma comet in the Sun-Jupiter system (see ).

The projection of $`(\mu ,C)`$ onto position space is called a Hill’s region and gives the region in the $`(x,y)`$-plane, where the comet is free to move. The Hill’s region for the parameter considered in this paper is shown on Figure 1 in white, the forbidden region is dark. The Hill’s region consists of three regions: an interior (Sun) region, an exterior region and Jupiter region.

As was mentioned in the Introduction we restrict our attention to the following parameter values $`C=3.03`$, $`\mu =0.0009537`$ \- the parameter values for Oterma comet in the Sun-Jupiter system (see ). Since we work with fixed parameter values we usually drop the dependence of various objects defined throughout the paper on $`\mu `$ and $`C`$, so for example $`=(\mu ,C)`$.

### 2.1 Poincaré maps.

We consider Poincaré sections: $`\mathrm{\Theta }=\{(x,y,\dot{x},\dot{y})|y=0\}`$, $`\mathrm{\Theta }_+=\mathrm{\Theta }\{\dot{y}>0\}`$, $`\mathrm{\Theta }_{}=\mathrm{\Theta }\{\dot{y}<0\}`$.

On $`\mathrm{\Theta }_\pm `$ we can express $`\dot{y}`$ in terms of $`x`$ and $`\dot{x}`$ as follows

$$\dot{y}=\pm \sqrt{2\mathrm{\Omega }(x,0)\dot{x}^2C}$$

Hence the sections $`\mathrm{\Theta }_\pm `$ can be parameterized by two coordinates $`(x,\dot{x})`$ and we will use this identification throughout the paper. More formally, we have the transformation $`T_\pm :^2\mathrm{\Theta }_\pm `$ given by the following formula

$$T_\pm (x,\dot{x})=(x,0,\dot{x},\pm \sqrt{2\mathrm{\Omega }(x,0)\dot{x}^2C}\text{ })$$

The domain of $`T_\pm `$ is given by an inequality $`2\mathrm{\Omega }(x,0)\dot{x}^2C0`$.

Let $`\pi _{\dot{x}}:\mathrm{\Theta }_\pm `$ and $`\pi _x:\mathrm{\Theta }_\pm `$ denote the projection onto $`\dot{x}`$ and $`x`$ coordinate, respectively. We have $`\pi _{\dot{x}}(x_0,\dot{x}_0)=\dot{x}_0`$ and $`\pi _x(x_0,\dot{x}_0)=x_0`$.

We will say that $`(x,\dot{x})\mathrm{\Theta }_\pm `$ meaning that $`(x,\dot{x})`$ represents two-dimensional coordinates of a point on $`\mathrm{\Theta }_\pm `$. Analogously we give a meaning to the statement $`M\mathrm{\Theta }_\pm `$ for a set $`M^2`$.

We define the following Poincaré maps between sections

$`P_+:\mathrm{\Theta }_+\mathrm{\Theta }_+`$
$`P_{}:\mathrm{\Theta }_{}\mathrm{\Theta }_{}`$
$`P_{\frac{1}{2},+}:\mathrm{\Theta }_+\mathrm{\Theta }_{}`$
$`P_{\frac{1}{2},}:\mathrm{\Theta }_{}\mathrm{\Theta }_+.`$
As a rule the sign $`+`$ or $``$ tells that the domain of the maps $`P_\pm `$ or $`P_{\frac{1}{2},\pm }`$ is contained in $`\mathrm{\Theta }_\pm `$ (the same sign). Observe that

$$P_+(x)=P_{\frac{1}{2},}P_{\frac{1}{2},+}(x),P_{}(x)=P_{\frac{1}{2},+}P_{\frac{1}{2},}(x)$$

whenever $`P_+(x)`$ and $`P_{}(x)`$ are defined. These identities express the following simple fact: to return to $`\mathrm{\Theta }_+`$ we need to cross $`\mathrm{\Theta }`$ with negative $`\dot{y}`$ (this is $`P_{\frac{1}{2},+}`$ first and then we return to $`\mathrm{\Theta }`$ with $`\dot{y}>0`$ (this is $`P_{\frac{1}{2},}`$).

Sometimes we will drop signs in $`P_\pm `$ and $`P_{\frac{1}{2},\pm }`$, hence $`P(z)=P_+(z)`$ if $`z\mathrm{\Theta }_+`$ and $`P(z)=P_{}(z)`$ if $`z\mathrm{\Theta }_{}`$, a similar convention will be applied to $`P_{\frac{1}{2}}`$.

### 2.2 Symmetry properties of PCR3BP

Notice that PCR3BP has the following symmetry

$$R(x,y,\dot{x},\dot{y},t)=(x,y,\dot{x},\dot{y},t),$$

which expresses the following fact, if $`(x(t),y(t))`$ is a trajectory for PCR3BP, then $`(x(t),y(t))`$ is also a trajectory for PCR3BP. From this it follows immediately that

$$\begin{array}{c}\hfill \text{if}P_\pm (x_0,\dot{x}_0)=(x_1,\dot{x}_1)\text{then}P_\pm (x_1,\dot{x}_1)=(x_0,\dot{x}_0),\\ \hfill \text{if}P_{\frac{1}{2},\pm }(x_0,\dot{x}_0)=(x_1,\dot{x_1})\text{then}P_{\frac{1}{2},}(x_1,\dot{x}_1)=(x_0,\dot{x}_0).\end{array}$$
(3)
We will denote also by $`R`$ the map $`R:\mathrm{\Theta }_\pm \mathrm{\Theta }_\pm `$ $`R(x,\dot{x})=(x,\dot{x})`$ for $`(x,\dot{x})\mathrm{\Theta }_\pm `$. Now Eq. (3) can be written as

$$\begin{array}{c}\hfill \text{if}P_\pm (x_0)=x_1\text{then}P_\pm (R(x_1))=R(x_0),\\ \hfill \text{if}P_{\frac{1}{2},\pm }(x_0)=x_1\text{then}P_{\frac{1}{2},}(R(x_1))=R(x_0).\end{array}$$

## 3 The existence of new homoclinic orbits.

The goal of this section is to present the proof of the existence of new homoclinic orbits with different resonances.

The notion of the resonance. We rewrite here an informal definition of the resonance from \[4, Sec. 5.1\]. Recall that the PCR3BP is a perturbation of the two-body problem. Hence, outside a small neighborhood of Jupiter, the trajectory of a comet follows essentially a two-body orbit around the Sun. In the heliocentric inertial frame, the orbit is nearly elliptical. The mean motion resonance of the comet with respect to Jupiter is equal to $`a^{3/2}`$ where $`a`$ is the semi-major axis of this elliptical orbit. Recall that the Sun-Jupiter distance is normalized to be $`1`$ in the PCR3BP. The comet is said to be in $`p:q`$ resonance with Jupiter if $`a^{3/2}p/q`$, where $`p`$ and $`q`$ are small integers. In heliocentric inertial frame, the comet makes roughly $`p`$ revolutions around the Sun in $`q`$ Jupiter periods. Observe that this definition of the resonance make also sense for the orbits, which are non-periodic (for example orbits homoclinic to $`L_1^{}`$ or $`L_2^{}`$), we just have to compute the semi-major axis for the piece of orbit away from Jupiter. A heuristic approach, which allows to read the resonance of an orbit from the trajectory in the rotating frame is described in Appendix.

In  the following theorem was proved.

###### Theorem 3.1.

\[12, Thm.6.5,Thm.6.7\] Consider PCR3BP with $`C=3.03`$, $`\mu =0.0009537`$. Then

* there exist a homoclinic orbit to the $`L_1^{}`$ orbit (in Sun region). This orbit is close to the $`3:2`$ resonance.
* there exist a homoclinic orbit to the $`L_2^{}`$ orbit (in exterior region). This orbit is close to the $`1:2`$ resonance.

These orbits are presented in Fig. 1.

In this section we establish the existence of new homoclinic connections both in exterior and interior regions. The new homoclinic orbit in exterior region is close to the 2:3 resonance. As was mentioned in the Introduction this orbit has been found numerically in , see Fig. 5.4 the and the intersection stable and unstable manifolds of $`L_2^{}`$ at $`L=\sqrt{a}1.26`$. The other new homoclinic orbit in interior region is close to the 5:3 resonance appears to be a new one.

### 3.1  The existence of the $`2:3`$ homoclinic orbit in the exterior region.

We define the following h-sets $`G_i=t(c_i,u_i,s_i)`$, for $`i=0,\mathrm{},4`$, where

$`c_0`$ $`=`$ $`(1.12327231155833984,0),`$
$`c_1`$ $`=`$ $`(1.093337837571255552,0.02510094170679043584),`$
$`c_2`$ $`=`$ $`(1.047131544421841024,0.001056187943513949696),`$
$`c_3`$ $`=`$ $`(1.08194053721089792,2.52136116590333388810^5),`$
$`c_4`$ $`=`$ $`(1.04682616720451456,9.16934527754560307210^7)`$
and

$`\begin{array}{ccccccc}s_0\hfill & =\hfill & (110^8,410^7),\hfill & & u_0\hfill & =\hfill & R(s_0),\hfill \\ s_1\hfill & =\hfill & (110^7,2110^8),\hfill & & u_1\hfill & =\hfill & R(s_1)/10,\hfill \\ s_2\hfill & =\hfill & (110^7,3510^8),\hfill & & u_2\hfill & =\hfill & R(s_2)/10,\hfill \\ s_3\hfill & =\hfill & (110^7,2310^8),\hfill & & u_3\hfill & =\hfill & R(s_3)/10,\hfill \\ s_4\hfill & =\hfill & (110^7,3510^8),\hfill & & u_4\hfill & =\hfill & R(s_4)/4.\hfill \end{array}`$
We assume, that $`G_0,G_2,G_4\mathrm{\Theta }_+`$ and $`G_1,G_3\mathrm{\Theta }_{}`$. With a computer assistance we proved the following

###### Lemma 3.2.

The maps

$`P_{\frac{1}{2},+}`$ $`:`$ $`G_0G_2G_4\mathrm{\Theta }_{},`$
$`P_{\frac{1}{2},}`$ $`:`$ $`G_1G_3\mathrm{\Theta }_+`$
are well defined and continuous. Moreover, the following covering relations hold

$`G_0\stackrel{P_{1/2,+}}{}G_1\stackrel{P_{1/2,}}{}G_2\stackrel{P_{1/2,+}}{}G_3\stackrel{P_{1/2,}}{}G_4\stackrel{P_{1/2,+}}{}H_2^2.`$
###### Theorem 3.3.

For PCR3BP with $`C=3.03`$ and $`\mu =0.0009537`$ there exists an orbit homoclinic to $`L_2^{}`$ close to the $`2:3`$ resonance.

###### Proof.

From Lemma 3.2 and \[12, Lemma 5.6\] it follows that

$$G_0\stackrel{P_{1/2,+}}{}G_1\stackrel{P_{1/2,}}{}G_2\stackrel{P_{1/2,+}}{}G_3\stackrel{P_{1/2,}}{}G_4\stackrel{P_{1/2,+}}{}H_2^2\stackrel{P_{}}{}H_2\stackrel{P_{}}{}H_2$$

Note that the h-set $`G_0`$ is $`R`$-symmetric by its definition. Therefore

$$\begin{array}{c}\hfill H_2=R(H_2)\stackrel{P_{}}{}R(H_2)\stackrel{P_{}}{}R(H_2^2)\stackrel{P_{1/2,}}{}R(G_4)\stackrel{P_{1/2,+}}{}R(G_3)\\ \hfill R(G_3)\stackrel{P_{1/2,}}{}R(G_2)\stackrel{P_{1/2,+}}{}R(G_1)\stackrel{P_{1/2,}}{}R(G_0)=G_0\end{array}$$

Since $`P_{}`$ is hyperbolic on $`|H_2|`$ (\[12, Lemma 5.5\]) the assertion is a consequence of \[2, Theorem 4\]. ∎

### 3.2 The existence of the $`5:3`$ homoclinic orbit in the interior region.

As in the previous section we construct a chain of covering relations in order to prove the existence of homoclinic orbit to $`L_1^{}`$ orbit. We define h-sets $`V_i=t(c_i,u_i,s_i)`$, for $`i=0,\mathrm{},4`$, where

$`c_0`$ $`=`$ $`(0.5217056203008400006,0),`$
$`c_1`$ $`=`$ $`(0.5822638014577352639,0.2793408708392046136),`$
$`c_2`$ $`=`$ $`(0.919204446847046941,0.004093829363524479834),`$
$`c_3`$ $`=`$ $`(0.9522506335647477061,0.0001333182992547130779),`$
$`c_4`$ $`=`$ $`(0.9208022956271231241,2.91836427734002802810^6)`$
and

$`\begin{array}{ccccccc}s_0\hfill & =\hfill & (110^7,210^7),\hfill & & u_0\hfill & =\hfill & R(s_0),\hfill \\ s_1\hfill & =\hfill & (210^8,410^7),\hfill & & u_1\hfill & =\hfill & (310^8,0),\hfill \\ s_2\hfill & =\hfill & (410^7,10210^8),\hfill & & u_2\hfill & =\hfill & R(s_2)/5,\hfill \\ s_3\hfill & =\hfill & (110^7,36510^9),\hfill & & u_3\hfill & =\hfill & R(s_3)/10,\hfill \\ s_4\hfill & =\hfill & (110^7,2573301110^{14}),\hfill & & u_4\hfill & =\hfill & R(s_4)/2.\hfill \end{array}`$
We assume, that $`V_0,V_2,V_4\mathrm{\Theta }_+`$ and $`V_1,V_3\mathrm{\Theta }_{}`$. With a computer assistance we proved the following

###### Lemma 3.4.

The maps

$`P_{\frac{1}{2},+}`$ $`:`$ $`V_0V_2V_4\mathrm{\Theta }_{},`$
$`P_{\frac{1}{2},}`$ $`:`$ $`V_1V_3\mathrm{\Theta }_+`$
are well defined and continuous. Moreover, we have the following chain of covering relations

$`V_0\stackrel{P_{1/2,+}}{}V_1\stackrel{P_{1/2,}}{}V_2\stackrel{P_{1/2,+}}{}V_3\stackrel{P_{1/2,}}{}V_4\stackrel{P_+}{}H_1^2.`$
###### Theorem 3.5.

For PCR3BP with $`C=3.03`$ and $`\mu =0.0009537`$ there exists an orbit homoclinic to $`L_1^{}`$ close to the $`5:3`$ resonance.

###### Proof.

Since the sets $`H_1`$ and $`H_1^2`$ are $`R`$-symmetric \[12, Lemma 5.6\] and \[12, Corollary 3.14\] imply that

$$H_1^2=R(H_1^2)\stackrel{P_+}{}R(H_1)=H_1\stackrel{P_+}{}H_1.$$

After combining the above with Lemma 3.4 we obtain

$$V_0\stackrel{P_{1/2,+}}{}V_1\stackrel{P_{1/2,}}{}V_2\stackrel{P_{1/2,+}}{}V_3\stackrel{P_{1/2,}}{}V_4\stackrel{P_+}{}H_1^2\stackrel{P_+}{}H_1\stackrel{P_+}{}H_1.$$

Note that the h-set $`V_0`$ is $`R`$-symmetric by its definition. Therefore

$$\begin{array}{c}\hfill H_1\stackrel{P_+}{}H_1^2\stackrel{P_+}{}R(V_4)\stackrel{P_{1/2,+}}{}R(V_3)\stackrel{P_{1/2,}}{}R(V_2)\stackrel{P_{1/2,+}}{}R(V_1)\stackrel{P_{1/2,}}{}R(V_0)=V_0\end{array}$$

Since $`P_+`$ is hyperbolic on $`|H_1|`$ (\[12, Lemma 5.5\]) the assertion is a consequence of \[2, Theorem 4\]. ∎

## 4 Symbolic dynamics on six symbols and resonance transitions.

As a consequence of theorems proved in  and in the previous section we obtain the existence of symbolic dynamics on six symbols. Let $`L_1`$, $`L_2`$ denote the Lyapunov orbits regions (see ) , $`S`$ and $`I`$ denote two parts of the Sun region corresponding to suitable vicinities of two homoclinic orbits to $`L_1^{}`$. Let $`X`$ and $`E`$ denote two parts the exterior region corresponding to suitable vicinities of two homoclinic orbits to $`L_2^{}`$ orbit. Schematically this situation is shown in Fig. 3

In  the symbolic dynamics on four symbols, i.e. $`\{L_1,L_2,X,S\}`$ was established. The new homoclinic orbits allow us to include more symbols in it.

We state this result more precisely. Let $`\alpha ,\beta \{L_1,L_2,X,E,I,S\}`$ be such that there is an arrow from $`\alpha `$ to $`\beta `$ on the graph presented in Fig. 3. We define the function

$$f_{\beta ,\alpha }=\{\begin{array}{cc}P_+,\hfill & \text{if }(\alpha ,\beta )=(L_1,L_1)\hfill \\ P_{},\hfill & \text{if }(\alpha ,\beta )=(L_2,L_2)\hfill \\ P_{}(P_{1/2,+}P_{1/2,})^4P_{1/2,+}P_+,\hfill & \text{if }(\alpha ,\beta )=(L_1,L_2)\hfill \\ P_+P_{1/2,}(P_{1/2,+}P_{1/2,})^4P_{},\hfill & \text{if }(\alpha ,\beta )=(L_2,L_1)\hfill \\ P_+(P_{1/2,}P_{1/2,+})^2P_{1/2,}\hfill & \text{if }(\alpha ,\beta )=(S,L_1)\hfill \\ P_+P_{1/2,}(P_{1/2,+}P_{1/2,})^2\hfill & \text{if }(\alpha ,\beta )=(L_1,S)\hfill \\ P_{}^2P_{1/2,+}(P_{1/2,}P_{1/2,+})^2\hfill & \text{if }(\alpha ,\beta )=(X,L_2)\hfill \\ (P_{\frac{1}{2},}P_{1/2,+})^2P_{1/2,}P_{}^2\hfill & \text{if }(\alpha ,\beta )=(L_2,X)\hfill \\ P_{}(P_{1/2,+}P_{1/2,})^2P_{1/2,+},\hfill & \text{if }(\alpha ,\beta )=(E,L_2)\hfill \\ P_{1/2,}(P_{1/2,+}P_{1/2,})^2P_{},\hfill & \text{if }(\alpha ,\beta )=(L_2,E)\hfill \\ P_+^2(P_{1/2,}P_{1/2,+})^2,\hfill & \text{if }(\alpha ,\beta )=(I,L_1)\hfill \\ (P_{1/2,}P_{1/2,+})^2P_+^2,\hfill & \text{if }(\alpha ,\beta )=(L_1,I)\hfill \end{array}$$
(6)
For each symbol $`\alpha \{L_1,L_2,X,E,I,S\}`$ we define the h-set $`Q_\alpha `$, where $`Q_{L_1}=H_1`$, $`Q_{L_2}=H_2`$, $`Q_S=E_0`$, $`Q_X=F_0`$, $`Q_I=V_0`$, $`Q_E=G_0`$.

###### Definition 4.1.

The bi-infinite sequence $`(\alpha _i)_i`$ is called *admissible* if for every $`i`$ there is an arrow from $`\alpha _i`$ to $`\alpha _{i+1}`$ on the graph presented in Fig. 3.

The finite sequence $`(\alpha _0,\alpha _1,\mathrm{},\alpha _n)`$ is called *admissible* if for every $`i=0,1,\mathrm{},n1`$ there is an arrow from $`\alpha _i`$ to $`\alpha _{i+1}`$ on the graph presented in Fig. 3.

Let $`\mathrm{\Gamma }`$ be the set of all admissible sequences $`(\alpha _i)_i\{L_1,L_2,X,E,I,S\}^{}`$.

###### Theorem 4.2.

For every $`(\alpha _i)_i\mathrm{\Gamma }`$ there exists a sequence $`(x_i)_i`$ satisfying

1. $`x_i|Q_{\alpha _i}|`$ for $`i`$,
2. $`f_{\alpha _{i+1},\alpha _i}(x_i)=x_{i+1}`$, for $`i`$.

Moreover, we have

periodic orbits: if the sequence $`(\alpha _i)_i`$ is periodic with the principal period $`k`$ then the trajectory $`(x_i)_i`$ may be chosen so that $`x_k=x_0`$, hence its trajectory is periodic

homo- and heteroclinic orbits: if the sequence $`(\alpha _i)_i`$ is such that $`\alpha _k=L_i_{}`$ for $`kk_{}`$ and $`\alpha _k=L_{i_+}`$ for $`kk_+`$, where $`i_{},i_+\{1,2\}`$ then

$$\underset{k\mathrm{}}{lim}x_k=L_i_{}^{},\underset{k\mathrm{}}{lim}x_k=L_{i_+}^{}.$$

###### Proof.

The same as \[12, Theorem 7.1\]. ∎

### 4.1 Resonance transitions.

Theorem 4.2 implies the possibility for a comet to move between various resonances. If we interpret staying close to $`L_1^{}`$ or $`L_2^{}`$ periodic orbits as the $`1:1`$ resonance, then Theorem 4.2 says that the comet can travel between exterior and Sun regions in both directions and can move between $`5:3`$, $`3:2`$, $`1:2`$, $`2:3`$ and $`1:1`$ resonances in an arbitrary order.

## 5 Symmetric periodic and homoclinic orbits.

In Section 2.2 the symmetry property of PCR3BP and the associated Poincaré maps are described. In this section we give the proof of the existence of an infinite number of symmetric periodic and homoclinic orbits.

###### Definition 5.1.

Let $`Itu(t)^4`$ be a solution of PCR3BP, where $`I`$ is the maximal interval of the existence of the solution. An orbit $`tu(t)`$ is called *$`R`$-symmetric* iff

$$\mathrm{Image}(u)=\{u(t)|tI\}=\{R(u(t))|tI\}=R(\mathrm{Image}(u)).$$

In this section we apply the method for finding symmetric periodic, homo and heteroclinic orbits first introduced in  for the planar case and later developed in  in multidimensional situation. We recall here the basic definitions.

###### Definition 5.2.

Let $`N`$ be a h-set with one unstable and one stable direction and let $`\gamma :[a,b]^2`$ be a continuous curve. We say that $`\gamma `$ is a horizontal curve in $`N`$ if the following conditions hold:

1. $`\gamma ((a,b))\mathrm{int}(|N|)`$
2. either $`\gamma (a)N^{le}and\gamma (b)N^{re}`$,
or $`\text{ }\gamma (a)N^{re}and\gamma (b)N^{le}.`$

The geometry of this concept is shown in Fig. 4.

###### Definition 5.3.

Let $`N`$ be a h-set with one unstable and one stable direction and let $`\gamma :[a,b]^2`$ be a continuous curve. We say that $`\gamma `$ is a vertical curve in $`N`$ if the following conditions hold:

1. $`\gamma ((a,b))\mathrm{int}(|N|)`$
2. either $`\gamma (a)N^{te}and\gamma (b)N^{be}`$,
or $`\text{ }\gamma (a)N^{te}and\gamma (b)N^{be}.`$

The following theorem is a special case of \[13, Thm.3\].

###### Theorem 5.4.

Assume $`N_0,N_1,\mathrm{},N_k`$ are h-sets with one unstable and one stable direction and

$$N_0\stackrel{f_0}{}N_1\stackrel{f_1}{}\mathrm{}\stackrel{f_{k1}}{}N_k.$$

If $`\gamma :[a,b]^2`$ is a horizontal curve in $`N_0`$ and $`\overline{\gamma }:[\overline{a},\overline{b}]^2`$ is a vertical curve in $`N_k`$ then there exists $`t_0(a,b)`$ such that

$`(f_m\mathrm{}f_0\gamma )(t_0)\mathrm{int}(|N_{m+1}|),`$ (7)
for $`m=0,\mathrm{},k1`$ and

$`(f_{k1}\mathrm{}f_0\gamma )(t_0)\overline{\gamma }((\overline{a},\overline{b})).`$ (8)
Theorem 5.4 was first proven in  for a planar case and direct covering relations. The generalization to a higher dimension with one unstable direction and the direct (forward) covering is presented in . The proof of a general situation (i.e. direct and backward covering in multidimensional case) requires more sophisticated techniques and is presented in .

### 5.1 Symmetric periodic orbits.

In this section we will use Theorem 5.4 in order to prove the existence of an infinite number of geometrically different symmetric periodic orbits.

Before we state the main result in this section we introduce some notation. Let $`(\alpha ,\beta )\{L_1,L_2,X,E,I,S\}^2`$ be an admissible sequence of symbols. Let the maps $`f_{\beta ,\alpha }`$ be defined as in (6).

Notation: By $`Q_\alpha \stackrel{f_{\beta ,\alpha }}{}Q_\beta `$ we will denote the chain of covering relations associated with the sequence $`(\alpha ,\beta )`$, i.e.

$$Q_\alpha \stackrel{P_1}{}V_1\stackrel{P_2}{}V_2\stackrel{P_3}{}\mathrm{}\stackrel{P_{k1}}{}V_{k1}\stackrel{P_k}{}Q_\beta ,$$

where $`f_{\beta ,\alpha }=P_k\mathrm{}P_1`$ and $`V_i`$, $`i=1,\mathrm{},k1`$ are suitable h-sets.

###### Definition 5.5.

Let $`f:XX`$. By $`\mathrm{Fix}(f)`$ we will denote the set of fixed points of $`f`$, i.e.

$$\mathrm{Fix}(f)=\{yX|f(y)=y\}.$$

###### Theorem 5.6.

Let $`\varphi :\times ^4^4`$ denotes the local flow induced by the PCR3BP with $`C=3.03`$ and $`\mu =0.0009537`$. Assume $`(\alpha _0,\alpha _1,\mathrm{},\alpha _n)\{S,I,X,E,L_1,L_2\}^n`$, $`n>0`$ is admissible sequence of symbols. Then there exists a point $`x_0|Q_{\alpha _0}|`$ such that

$`(f_{\alpha _m,\alpha _{m1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)|Q_{\alpha _m}|,`$
$`(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)(x_0)|Q_{\alpha _m}|,`$ (9)
for $`m=1,\mathrm{},n`$, i.e., the trajectory of $`x_0`$ is coded by the periodic sequence of symbols

$$(\alpha _n,\mathrm{},\alpha _1,\alpha _0,\alpha _1,\mathrm{},\alpha _n).$$
(10)
Moreover, $`x_0`$ is periodic and its orbit is $`R`$-symmetric.

###### Proof.

From the definitions of the h-sets used in the proof of homo- and heteroclinic chains it follows that the sets $`H_1,H_2,V_0,G_0,E_0,F_0`$ are $`R`$-symmetric. Therefore $`\mathrm{Fix}(R)`$ may be parameterized both as a horizontal and as a vertical curve in each of these sets (see Fig 5). Let $`\gamma :[a,b]|Q_{\alpha _0}|`$ be the horizontal curve in $`Q_{\alpha _0}`$ and $`\overline{\gamma }:[\overline{a},\overline{b}]|Q_{\alpha _n}|`$ be the vertical curve in $`Q_{\alpha _n}`$, such that $`\gamma ([a,b])\overline{\gamma }([\overline{a},\overline{b}])\mathrm{Fix}(R)`$. Now, Theorem 5.4 applied to the sequence

$$Q_{\alpha _0}\stackrel{f_{\alpha _1,\alpha _0}}{}Q_{\alpha _1}\stackrel{f_{\alpha _2,\alpha _1}}{}Q_{\alpha _2}\stackrel{f_{\alpha _3,\alpha _2}}{}\mathrm{}\stackrel{f_{\alpha _n,\alpha _{n1}}}{}Q_{\alpha _n}$$

implies that there exists a point $`x_0=\gamma (t_0)|Q_{\alpha _0}|\mathrm{Fix}(R)`$ such that

$`(f_{\alpha _m,\alpha _{m1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)|Q_{\alpha _m}|,\text{for}m=1,\mathrm{},n,`$
$`(f_{\alpha _n,\alpha _{n1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)\overline{\gamma }((\overline{a},\overline{b}))\mathrm{Fix}(R).`$
From the definition of $`f_{\beta ,\alpha }`$ (see Eq.(6)) as a composition of suitable Poincaré maps it follows that there exists $`T>0`$ such that

$$\varphi (T,x_0)=(f_{\alpha _n,\alpha _{n1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)\mathrm{Fix}(R).$$

Since $`R`$ is the reversing symmetry of $`\varphi `$ we obtain

$$\varphi (T,x_0)=R(\varphi (T,x_0))=\varphi (T,R(x_0))=\varphi (T,x_0)$$

which proves $`x_0`$ is periodic and its orbit is $`R`$-symmetric.

There remains to prove that the trajectory of $`x_0`$ is coded by the sequence (10), i.e. (9) is satisfied. We formulate this as a separate lemma. ∎

###### Lemma 5.7.

Assume $`(\alpha _0,\mathrm{},\alpha _n)`$ is an admissible sequence of symbols. If $`x\mathrm{dom}(f_{\alpha _n,\alpha _{n1}}\mathrm{}f_{\alpha _1.\alpha _0})`$ then $`R(x)\mathrm{dom}(f_{\alpha _{n1},\alpha _n}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)`$ and

$$(Rf_{\alpha _m,\alpha _{m1}}\mathrm{}f_{\alpha _1,\alpha _0})(x)=(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1R)(x),$$

for $`m=1,\mathrm{},n`$. Moreover, if $`x=R(x)`$ then

$$(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)(x)|Q_{\alpha _m}|$$

for $`m=1,\mathrm{},n`$.

###### Proof.

One observes that if $`(\alpha ,\beta )`$ is admissible, then $`(\beta ,\alpha )`$ is admissible, too. Moreover, from the definition of $`f_{\beta ,\alpha }`$ (Eq. (6)) it follows that $`Rf_{\beta ,\alpha }=f_{\alpha ,\beta }^1R`$. Let $`x\mathrm{dom}(f_{\alpha _k,\alpha _{k1}}\mathrm{}f_{\alpha _1.\alpha _0})`$. Then

$$\begin{array}{c}\hfill (Rf_{\alpha _m,\alpha _{m1}}\mathrm{}f_{\alpha _1,\alpha _0})(x)=\\ \hfill (f_{\alpha _{m1},\alpha _m}^1Rf_{\alpha _{m1},\alpha _{m2}}\mathrm{}f_{\alpha _1,\alpha _0})(x)=\\ \hfill \mathrm{}=(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1R)(x),\end{array}$$

for $`m=1,\mathrm{},n`$. If in addition $`x=R(x)`$ then $`x\mathrm{dom}(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)`$ and

$$(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)(x)R(|Q_{\alpha _m}|)=|Q_{\alpha _m}|.$$

###### Remark 5.8.

Theorem 5.6 implies that there exist infinitely many geometrically different symmetric periodic orbits. This follows immediately from the fact that there exists an infinite number of admissible chains satisfying the assumptions of Theorem 5.6.

### 5.2 Symmetric homoclinic orbits.

In this section we apply Theorem 5.4 in order to prove the existence of infinitely many geometrically different symmetric homoclinic orbits to $`L_1^{}`$ and $`L_2^{}`$ Lyapunov orbits.

The following theorem shows how to use the method of covering relations in order to prove the existence of symmetric homoclinic or heteroclinic orbits. Later we will apply it to Poincaré maps for PCR3BP.

###### Theorem 5.9.

Let $`N_0,N_1,\mathrm{},N_k`$ be h-sets, such that

$$N_0\stackrel{f_0}{}N_1\stackrel{f_1}{}\mathrm{}\stackrel{f_{k1}}{}N_k\stackrel{f_k}{}N_k$$

and let $`\gamma :[a,b]^2`$ in $`N_0`$ be a horizontal curve in $`N_0`$. If $`f_k`$ is hyperbolic (see \[2, Def. 1\]) on $`N_k`$, then there exists a point $`x_0\gamma ((a,b))`$ such that

$`(f_m\mathrm{}f_0)(x_0)\mathrm{int}(|N_{m+1}|),\text{for }m=0,1,\mathrm{},k1,`$
$`(f_k^nf_{k1}\mathrm{}f_0)(x_0)\mathrm{int}(|N_k|),\text{for }n>0.`$
Moreover,

$`\underset{n\mathrm{}}{lim}(f_k^nf_{k1}\mathrm{}f_0)(x_0)=x_{},`$
where $`x_{}`$ is a unique fixed point of $`f_k`$ in $`|N_k|`$.

###### Proof.

From Theorem 5.4 it follows that for every $`n>0`$ there exists $`t_n[a,b]`$ such that

$`(f_m\mathrm{}f_0)(\gamma (t_n))\mathrm{int}(|N_{m+1}|),\text{for }m=0,1,\mathrm{},k1,`$
$`(f_k^nf_{k1}\mathrm{}f_0)(\gamma (t_n))\mathrm{int}(|N_k|).`$
Since $`\gamma ([a,b])`$ is compact we can find $`t_{}[a,b]`$ such that

$`(f_m\mathrm{}f_0)(\gamma (t_{}))\mathrm{int}(|N_{m+1}|),\text{for }m=0,1,\mathrm{},k1,`$
$`(f_k^nf_{k1}\mathrm{}f_0)(\gamma (t_{}))\mathrm{int}(|N_k|),\text{for }n>0.`$
Since neither $`f(\gamma (a))N_1`$ nor $`f(\gamma (b))N_1`$ we get $`t_{}(a,b)`$. Now, $`f_k`$ is hyperbolic on $`N_k`$. Therefore by Theorem 3 in ,

$$\underset{n\mathrm{}}{lim}(f_k^nf_{k1}\mathrm{}f_0)(x_0)=x_{},$$

where $`x_0:=\gamma (t_{})`$. ∎

Now we can state the basic result in this section.

###### Theorem 5.10.

Assume $`(\alpha _0,\alpha _1,\mathrm{},\alpha _n)`$ is an admissible nonconstant chain of symbols $`\{S,I,X,E,L_1,L_2\}`$, such that $`\alpha _n\{L_1,L_2\}`$. Then there exists a symmetric homoclinic orbit associated with the sequence of symbols

$$(\mathrm{},\alpha _n,\alpha _n,\alpha _{n1},\mathrm{},\alpha _1,\alpha _0,\alpha _1,\mathrm{},\alpha _{n1},\alpha _n,\alpha _n,\mathrm{}).$$
(11)
###### Proof.

Let $`\gamma :[a,b]|Q_{\alpha _0}|`$ be a horizontal curve in $`Q_{\alpha _0}`$ such that $`\gamma ([a,b])\mathrm{Fix}(R)`$. From Lemma 5.5 in  it follows that $`P_+`$ is hyperbolic on $`|H_1|=Q_{L_1}`$ and $`P_{}`$ is hyperbolic on $`|H_2|=Q_{L_2}`$. Since $`\alpha _n\{L_1,L_2\}`$ Theorem 5.9 there exists $`x_0\gamma ((a,b))`$ such that

$`(f_{\alpha _m,\alpha _{m1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)\mathrm{int}(|Q_{\alpha _m}|),\text{for }m=1,\mathrm{},n,`$
$`(f_{\alpha _n,\alpha _n}^kf_{\alpha _n,\alpha _{n1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)\mathrm{int}(|Q_{\alpha _n}|),\text{for }k>0,`$
$`\underset{k\mathrm{}}{lim}(f_{\alpha _n,\alpha _n}^kf_{\alpha _n,\alpha _{n1}}\mathrm{}f_{\alpha _1,\alpha _0})(x_0)=L,`$
where $`L=L_1^{}`$ or $`L=L_2^{}`$ is a unique fixed point in $`|Q_{\alpha _n}|`$. Since $`x_0=R(x_0)`$ Lemma 5.7 implies that

$`(f_{\alpha _{m1},\alpha _m}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)(x_0)\mathrm{int}(|Q_{\alpha _m}|),\text{for }m=1,\mathrm{},n,`$
$`(f_{\alpha _n,\alpha _n}^kf_{\alpha _{n1},\alpha _n}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)(x_0)\mathrm{int}(|Q_{\alpha _n}|),\text{for }k>0,`$
$`\underset{k\mathrm{}}{lim}(f_{\alpha _n,\alpha _n}^kf_{\alpha _{n1},\alpha _n}^1\mathrm{}f_{\alpha _0,\alpha _1}^1)(x_0)=R(L)=L`$
which proves that the trajectory of $`x_0`$ is a symmetric homoclinic orbit coded by the sequence of symbols (11). ∎

###### Remark 5.11.

Theorem 5.10 implies that there exist infinitely many symmetric homoclinic orbits which are geometrically different. This follows immediately from the fact that there exists an infinite number of admissible chains satisfying the assumptions of Theorem 5.10.

## 6 Technical data.

The computer assisted proofs of Lemma 3.2 and Lemma 3.4 will be not discussed here. All ideas involved in such proof were presented in . The C++ sources containing the rigorous numerical proof of Lemmas from , Lemma 3.2 and Lemma 3.4 is available at .

The program uses the interval arithmetic and set algebra package developed at Jagiellonian University by CAPD group .

## 7 Appendix. Reading resonances from the trajectory in rotating frame.

We describe the heuristic approach, which allows to read the resonance from the inspection of the trajectory in the rotating coordinate frame.

We assume that Jupiter and comet move in the heliocentric inertial frame in the counterclockwise direction and the distance comet-Sun has well visible maxima or minima along the trajectory. This means that an approximate ellipse on which the comet is moving has nonzero eccentricity.

Let $`R`$ denote the resonance. Let $`T`$ be an approximate period of the comet in the heliocentric frame. Let us recall that the period of the Jupiter is equal to $`1`$. Hence

$$R=\frac{1}{T}$$
(12)
Then in the heliocentric inertial frame the average angular velocity of the comet is $`\frac{2\pi }{T}`$ and that of the Jupiter is equal to $`2\pi `$.

For an approximate periodic trajectory of a comet in the rotating frame we introduce the following notation

* $`\theta `$ is the number of full turns around the Sun during the whole period. This number is positive for trajectories in the interior region and negative in the exterior region.
* $`M`$ \- the number of maxima (or minima) of the distance between the Sun and the comet.

Since the distance Sun-comet reaches the maximum (or minimum) only when the comet is at the aphelion (or perihelion), hence consecutive maxima (minima) occur with the period $`T`$. In the rotating frame the difference between the angular variables of the comet and Jupiter is equal to $`2\pi \theta /M`$. Observe that this difference is the same in both reference frames, the inertial one and the rotating one. Hence

$`{\displaystyle \frac{2\pi \theta }{M}}`$ $`=`$ $`\left({\displaystyle \frac{2\pi }{T}}2\pi \right)T`$
$`{\displaystyle \frac{\theta }{M}}`$ $`=`$ $`1T`$
$`T`$ $`=`$ $`{\displaystyle \frac{M\theta }{M}}.`$
Hence finally

$$R=\frac{M}{M\theta }.$$
(13)
Let us apply (13) to Figures 1 and 2. For interior homoclinics we count the maxima and for exterior homoclinic we count the minima. We have

* the interior homoclinic orbit in Figure 1: $`\theta =1`$, $`M=3`$. Hence $`R=\frac{3}{2}=3:2`$.
* the interior homoclinic orbit in Figure 2: $`\theta =2`$, $`M=5`$. Hence $`R=\frac{5}{3}=5:3`$.
* the exterior homoclinic orbit in Figure 1: $`\theta =1`$, $`M=1`$. Hence $`R=\frac{1}{2}=1:2`$.
* the exterior homoclinic orbit in Figure 2: $`\theta =1`$, $`M=2`$. Hence $`R=\frac{2}{3}=2:3`$.


text:
# Redshift distortions in one-dimensional power spectra

## 1 Introduction

Measurement of distances in cosmology is only possible for nearby cosmic objects, and even there it is plagued with observational biases. Velocities, however, are directly measured by means of the Doppler redshifts. Most observational data is therefore described in terms of redshifts. Three dimensional galaxy surveys provide the angular positions and the redshifts of galaxies. Absorption lines in quasars (QSO) spectra are characterized by their redshift coordinate along lines of sight (LOS) to quasars. Redshifts differ from distances by the peculiar velocities (deviations from pure Hubble flow) along the line of sight. This causes systematic differences between the spatial distribution of data in redshift and distance space. These differences are termed redshift distortions. On large scales, these redshift distortions amount to an enhancement of the power spectrum estimated from the galaxy distributions in redshift surveys. In a seminal paper, Kaiser (Kaiser 1987, see also Lilje & Efstathiou 1989, McGill et al. 1990) derived an expression which accounts for the effect of linear peculiar motions in three-dimensional (3D) power spectra. Since then, the impact of redshift distortions on the 3D power spectrum (and higher order statistics) has been studied intensively using analytic and numerical methods to constrain $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and $`\mathrm{\Omega }_m`$ from measurements of the distortions parameter $`\beta `$ (e.g. Peacock 1992; Hamilton 1993; Peacock & Dodds 1994; Fisher, Sharf & Lahav 1994; Cole, Fisher & Weinberg 1994; Fisher & Nusser 1996; Ballinger, Peacock & Heavens 1996; Loveday et al. 1996; Ratcliffe et al. 1996; Taylor & Hamilton 1996; Heavens & Matarrese & Verde 1998; Magira, Jing & Suto 2000; Kang et al. 2002)

In this paper we will focus on the effect of redshift distortions in one-dimensional (1D) power spectra, as they could be computed from data along individual lines of sight. We will also address how nonlinear corrections affect the shape and the amplitude of the 1D redshift space power spectrum. To model the linear and nonlinear evolution of 1D power spectra, we will rely on analytic formulae which have been calibrated by means of numerical simulations (e.g. Bardeen et al. 1986; Smith et al. 2003). The subject of this work is timely in view of the large sample of QSOs now provided by the Sloan Digital Sky Survey (SDSS). The SDSS collaboration obtained spectra of comoving length $`80h^1\mathrm{Mpc}`$ for $`100000`$ quasars, with spectral resolution $`R2000`$ in the range 3800-9200$`\AA `$ (e.g. Abazajian et al. 2003). These spectra will improve significantly the statistics of the (dimensionless) flux power spectrum $`\mathrm{\Delta }_\mathrm{F}`$ of the Ly$`\alpha `$ forest which has been extensively used in the past years to constrain the linear 3D matter power spectrum $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}`$ (e.g. Croft et al. 1998, 1999, 2002; McDonald et al. 2000, McDonald 2003).

The paper is organized as follow. In §2 we present our notation and briefly review the linear theory of redshift distortions in 3D power spectra. In §3 we apply linear theory to model distortions in 1D power spectra. In §4 we extend the analysis to include nonlinear effects. We conclude with a discussion of our results in §5.

## 2 Basic relations

In this section we describe briefly the basic definitions and relations relevant to our calculations of redshift distortions in 1D power spectra.

Our notation is as follows. The comoving real space (distance) and redshift coordinates, both in $`\mathrm{km}\mathrm{s}^1`$, are denoted by $`𝐱`$ and $`𝐬`$, respectively. The comoving peculiar velocity in $`\mathrm{km}\mathrm{s}^1`$ at position $`𝐱`$ is $`𝐯`$. The local density of a distribution of particles is $`\rho `$ and the corresponding density contrast is $`\delta =\rho /\overline{\rho }1`$ where $`\overline{\rho }`$ is the mean density. The cosmological mass density and vacuum energy parameters are $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ respectively. The superscripts $`r`$ and $`s`$ will designate quantities in real and redshift space, respectively.

### 2.1 3D and 1D power spectra

The three-dimensional Fourier transform of a 3D field $`f(𝐱)`$ is

$$f_𝐤^{3\mathrm{D}}=\frac{\mathrm{d}^3𝐱}{(2\pi )^3}\mathrm{exp}(i𝐤𝐱)f(𝐱).$$
(1)
If the field $`f`$ is given only along the $`z`$ axis, we then define its 1D Fourier transform at a wavenumber $`q`$ as

$$f_q^{1\mathrm{D}}=\frac{\mathrm{d}z}{2\pi }\mathrm{exp}(iqz)f(z),$$
(2)
where for brevity we denote a point on the z axis only by its $`z`$ coordinate (the $`x`$ and $`y`$ coordinates being zeros). We can express $`f_q^{1\mathrm{D}}`$ in terms of $`f_𝐤^{3\mathrm{D}}`$ as (e.g. Kaiser & Peacock 1991)

$$f_q^{1\mathrm{D}}=\frac{\mathrm{d}^2𝐤_{}}{(2\pi )^2}f_{k_{}=q,𝐤_{}}^{3\mathrm{D}},$$
(3)
where $`k_{}`$ and $`𝐤_{}`$ are the components of $`𝐤`$ parallel and perpendicular to the $`z`$ axis. It should be noted that this relation holds in real and redshift space.

Using (3) the covariance matrices of the 1D and 3D Fourier modes are given by

$$f_q^{}^\mathrm{s}f_q^\mathrm{s}=\frac{\mathrm{d}^2𝐤_{}}{(2\pi )^2}\frac{\mathrm{d}^2𝐤_{}^{}{}_{}{}^{}}{(2\pi )^2}f_{q^{},𝐤_{}^{}{}_{}{}^{}}^{3\mathrm{D}s}f_{q,𝐤_{}}^{3\mathrm{D}s}.$$
(4)
The 3D and 1D power spectra are given in terms of the covariance matrices by $`f_𝐤^{3\mathrm{D}}f_𝐤^{}^{3\mathrm{D}}=(2\pi )^3P_{3\mathrm{D}}(𝐤)\delta _\mathrm{D}(𝐤+𝐤^{})`$, and $`f_qf_q^{}=2\pi P_{1D}(q)\delta _\mathrm{D}(q+q^{})`$. We work with the dimensionless power spectrum $`\mathrm{\Delta }`$, which is the density variance per logarithmic interval of wavenumber $`k`$. Adopting the convention of Peebles (1980), we have

$$\mathrm{\Delta }_{3\mathrm{D}}(k)=\frac{k^3}{2\pi ^2}P_{3\mathrm{D}}(k),\mathrm{\Delta }_{1\mathrm{D}}(k)=\frac{k}{\pi }P_{1\mathrm{D}}(k).$$
(5)
Using (3) and (4) we arrive at the relation

$$\mathrm{\Delta }_{1\mathrm{D}}(q)=\frac{q}{2\pi }\mathrm{d}^2𝐤_{}\frac{\mathrm{\Delta }_{3\mathrm{D}}(q,𝐤_{})}{\left(q^2+𝐤_{}^2\right)^{3/2}}.$$
(6)
This a general relation which is valid for 3D and 1D power spectra in real and redshift space. This relation will be the basis of our calculation of redshift distortions in 1D power spectra.

### 2.2 Redshift distortions

The corresponding redshift space coordinate, also in $`\mathrm{km}\mathrm{s}^1`$, is

$$𝐬=𝐱+v_{}(𝐱),$$
(7)
where $`v_{}(𝐫)=𝐯\widehat{𝐱}`$, and $`\widehat{𝐱}=𝐱/|𝐱|`$ is the unit vector along the line of sight. Assuming a one-to-one mapping between $`𝐱`$ and $`𝐬`$, the density in redshift space, $`\rho ^\mathrm{s}`$, can be related to $`\rho ^\mathrm{r}`$ by means of the equation of mass conservation (continuity)

$$\rho ^\mathrm{s}(𝐬)d^3𝐬=\rho ^\mathrm{r}(𝐱)d^3𝐱.$$
(8)
Using (7) and expanding the continuity equation to first order in $`\delta ^{s,r}`$ and $`\mathrm{d}v_{}/\mathrm{d}r`$ yields

$$\delta ^\mathrm{s}(𝐬)=\delta ^\mathrm{r}(𝐱)\frac{dv_{}}{dr}(𝐱),$$
(9)
The continuity equation (8) and its linearised version (9) refer to the distribution of any points that have the velocity field $`v_{}`$. In this paper we are mainly interested in the effect of redshift distortions in 1D matter power spectra, and the fluctuation field $`\delta ^\mathrm{r}`$ is simply the matter density contrast $`\delta _m^\mathrm{r}`$. The present calculation can be extended to fluctuation fields which are closely related to the underlying mass (dark matter) distribution by means of a linear bias factor, $`b`$ (e.g. Kaiser 1987). In this case, $`\delta ^\mathrm{r}=b\delta _m^\mathrm{r}`$ where $`\delta _m^\mathrm{r}`$ is the real space mass density contrast. In the case of galaxy surveys, $`b`$ is the traditional bias factor between the galaxy and mass distributions.

### 2.3 Linear distortions in 3D power spectra

As clear from equation (9), a quantification of the effect of redshift distortions on the properties of an observed field $`\delta ^\mathrm{s}`$ requires knowledge of the velocity field $`𝐯`$. Over scales where the density contrast is small, linear theory yields the relation

$$\delta ^\mathrm{r}=\beta ^1𝐯,$$
(10)
where $`\beta `$ is proportional to the logarithmic derivative of the growth factor, $`\mathrm{dln}D_+/\mathrm{dln}a`$ (e.g. Peebles 1980). $`\beta \mathrm{\Omega }_m(z)^{0.6}/b`$ is a good approximation for a wide range of CDM models. Hence, at redshift $`z>1`$, one can safely assume $`\beta b^1`$.

In linear theory, the 3D power spectra of $`\delta ^\mathrm{s}`$ and $`\delta ^\mathrm{r}`$ can be related as follows (e.g. Kaiser 1987). Assuming potential flow, i.e. that the velocity is derived from a potential, the linear theory relation can be expressed in Fourier space as

$$𝐯_𝐤=\frac{i𝐤}{k^2}\beta \delta _𝐤^\mathrm{r},$$
(11)
where $`𝐯_𝐤`$ and $`\delta _𝐤^\mathrm{r}`$ are the Fourier coefficients of the velocity and real space density fields, respectively.

Here and throughout the paper we work in the “distant observer” limit, and assume that the observed region lies in the $`z`$ direction (see e.g. Heavens & Taylor 1995, Zaroubi & Hoffman 1996 for the general case). Hence, we write $`\mu =𝐤\widehat{𝐳}`$, and the Fourier transform of eq. (9) leads, for a given wavenumber $`𝐤`$,

$$\delta _𝐤^\mathrm{s}=\delta _𝐤^\mathrm{r}\left(1+\beta \mu ^2\right).$$
(12)
The redshift space, dimensionless power spectrum $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{s}(𝐤)`$ is then

$$\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{s}(𝐤)=\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}(𝐤)\left(1+\beta \mu ^2\right)^2.$$
(13)
which is known as the Kaiser formula (Kaiser 1987). To avoid the proliferation of indices, we will hereafter drop indices when they characterise real space quantities.

## 3 Linear redshift distortions in 1D power spectra

In this Section, we compute the 1D redshift space matter power spectrum in the linear regime. The bias factor is therefore $`b=1`$. Moreover, since the strength of linear redshift distortions increases with $`\beta `$, we choose to present results at redshift $`z=3`$. This choice is also aimed at facilitating the comparison between theory and observations (e.g. Croft et al. 1998, 2002; McDonald et al. 2000).

We aim at deriving an expression for the 1D power spectrum in redshift space, $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$, in terms of the 3D linear power spectrum in real space, $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}`$. To this extent we substitute $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{s}`$ as given in terms of $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}`$ in eq. (13) into the basic relation (6) and obtain

$$\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}(q)=q_q^{\mathrm{}}dk\frac{\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}(k)}{k^2}\left[1+\beta \left(\frac{q}{k}\right)^2\right]^2.$$
(14)
$`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}(k)`$ is now the linear 3D power spectrum in real space. Eq. (14) is the counterpart of the Kaiser relation for 1D spectra. Defining the functions $`I_n(q)`$ as

$$I_n(q)=q^n_q^{\mathrm{}}dk\frac{\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}}{k^{n+1}},$$
(15)
we can write the 1D, redshift space power spectrum as follows,

$$\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}(q)=\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}(q)+2\beta I_3(q)+\beta ^2I_5(q),$$
(16)
where we used the fact that $`I_1(q)`$ is the 1D power spectrum in real space $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}`$. Using the relation (6), it is also possible to integrate the functions $`I_n`$ by part and express $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}(q)`$ as a function of $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}(q)`$ alone.

### 3.1 The linear PS in a $`\mathrm{\Lambda }`$CDM cosmology

In Fig 1, we show the real and redshift space 1D power spectra, $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}`$ and $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$, as the dotted and solid curves respectively. They are computed using the 3D power spectrum given by the fitting formula of Bardeen et al. (1986) for a $`\mathrm{\Lambda }`$CDM model. The cosmological parameters that we use are listed in Table 1. The $`\mathrm{\Lambda }`$CDM model has a present-day, rms of fluctuations $`\sigma _8=0.9`$ on scale $`8h^1\mathrm{Mpc}`$, and a spectral index $`n_s`$. A value $`n_s=0.91`$ is consistent with the latest observations of the CMB, the large-scale structure and the Ly$`\alpha `$ forest, which constrain the spectral index to be $`n_s=0.93\pm 0.03`$ on scale $`0.07h\mathrm{Mpc}^1`$ (Spergel et al. 2003).

#### 3.1.1 The large scale behaviour

In Fig. 1 we see that redshift distortions vanish on large scales, although one might have expected a large-scale effect from the Kaiser formula. Moreover, the figure shows also that the slope of the redshift power spectrum approaches unity in the large-scale limit, irrespective of the spectral index. To explain this, let us examine in more detail the large scale behaviour of each of the terms on the r.h.s of (16). Consider first the term $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}`$. Using (6), we can express it in term of the 3D power spectrum $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}`$ as

$$\frac{\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}}{q}=_q^{\mathrm{}}dk\frac{\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}(k)}{k^2}.$$
(17)
In CDM cosmological models $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}k^{n_s+3}`$ and $`k^{1n_s}`$ on large and small scales scales respectively. Thus, the integral in (17) converges as $`q`$ tends to infinity so that $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}q`$ in that limit. Following similar arguments, we find $`I_3q^3`$ and $`I_5q^{n_s+3}`$ in that limit. Therefore, the main contribution to $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ on large scales is the term $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{r}q`$.

#### 3.1.2 The small scale behaviour

Fig. 1 shows that redshift distortions enhance the power by a factor of $`2`$ on scales $`q>0.1h\mathrm{Mpc}^1`$. On these scales $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ is very sensitive to the spectral index $`n_s`$. This is clear from the left panel of Fig. 2, where the linear, 1D redshift space power spectrum is plotted for spectral index $`n_s=0.9,1`$ and 1.1. Curves corresponding to models with $`n_s1`$, were shifted vertically so that they match the model $`n_s=1`$ on large scales. Since we are working in the linear regime, this matching can also be achieved by a change in $`\sigma _8`$ for these models. For $`q>0.1h\mathrm{Mpc}^1`$, the amplitude of the 1D, redshift space fluctuations increases significantly with the spectral index. Based on this, one would hope to constrain the spectral index from measurements on scale $`q>0.1h\mathrm{Mpc}^1`$. However, as we will show next the small scale power spectrum in redshift space is strongly affected by nonlinear effects.

## 4 Nonlinear redshift distortions in 1D power spectra

So far we considered linear perturbations for which the 3D power spectra in redshift and real space are related by the Kaiser relation (13). At redshift $`z3`$ however, nonlinear corrections are already important for wavenumbers $`|𝐤|>1h\mathrm{Mpc}^1`$. As clearly seen from relation (6), nonlinearities contaminate $`\mathrm{\Delta }_{1\mathrm{D}}(q)`$ at scales significantly larger than the nonlinear scale (e.g. Zaldarriaga & Scoccimarro & Hui 2003).

### 4.1 The nonlinear 3D power spectrum

Given the initial power spectrum we wish to estimate the non-linear 1D power spectrum in redshift space. Nonlinearities come in two different ways. First, the dynamical growth of density perturbations is faster than linear theory prediction on small scales. Second, nonlinear random and coherent motions suppress the small-scale power in redshift space. This is because overdense regions with strong velocity shear are seen stretched along the LOS (the “finger of God” effect) in redshift space. This stretching wipes out the small-scale power in redshift space.

The nonlinear evolution of the 3D power spectrum in real space can be easily described by simple fitting formulae which have been calibrated using a large suite of N-body simulations (e.g. Hamilton et al. 1991; Jain et al. 1995; Peacock & Dodds 1996; Smith et al. 2003). We will use hereafter the fitting formula proposed in Smith et al. (2003) (cf. Appendix C of their paper) to model the nonlinear 3D power spectrum given an initial linear power spectrum.

Incorporating the effect of peculiar velocities is more complicated. The reason is the lack of a convenient relation, similar to the linear eq. (11), between the velocity and density in the nonlinear regime. However, several workers in the field have investigated the effect of peculiar motions on the 3D power spectrum in redshift space using N-body simulations (e.g. Peacock 1992; Peacock & Dodds 1994; Cole & Fisher & Weinberg 1995; Bromley, Warren & Zurek 1997; Magira, Jing & Suto 2000; Jing & Börner 2001). It was found that this effect can be modelled in the 3D power spectrum by multiplying the r.h.s. of eq. (13) with a filtering function of the form (Jing & Börner 2001),

$$D[k\mu \sigma _{12}]=\left[1+\frac{1}{2}\left(k\mu \sigma _{12}\right)^2+\eta \left(k\mu \sigma _{12}\right)^4\right]^1.$$
(18)
where $`\sigma _{12}`$ is the LOS pairwise velocity dispersion (PVD) of dark matter on scale $`k1/r`$, and $`\eta `$ is a constant calibrated using numerical simulations. For illustration, we have $`\eta =0.00759`$ for a $`\mathrm{\Lambda }`$CDM model. This scaling relation holds relatively well for $`k\mu \sigma _{12}<20`$. The PVD of the dark matter, $`\sigma _{12}`$, can be computed directly from N-body simulation, but the calculation is rather tedious. Mo, Jing & Börner (1997) provide a simple, physically motivated fitting formula for $`\sigma _{12}(k)`$. This formula is a reasonable fit to the CDM cosmological models examined in the present paper. Note that at large separations, the pairwise velocity dispersion is $`\sigma _{12}(0)=\sqrt{2/3}v_1^2^{1/2}`$, where $`v_1^2^{1/2}`$ is the density-weighted rms peculiar velocity of the dark matter. We also have typically $`v_1^2^{1/2}5001000\mathrm{km}\mathrm{s}^1`$ in the CDM cosmological models considered here. Therefore, we can mimic the small-scale damping caused by nonlinear motions by combining the fitting formula (18) of Jing & Börner (2001) with the ansatz of Mo, Jing & Börner (1997). Although numerical simulations are needed to accurately calibrate $`D[k\mu \sigma _{12}]`$ as a function of the cosmological model (in particular the spectral index $`n_s`$) and redshift, we expect this approximation to be valid for $`n_s1`$.

### 4.2 The nonlinear 1D power spectrum

Following the previous discussion, we extent the validity of relation (14) to the nonlinear regime by computing the 1D power spectrum $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ from the 3D, redshift space power spectrum according to

$$\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}(q)=q_q^{\mathrm{}}dk\frac{\mathrm{\Delta }_{3\mathrm{D}}^{\mathrm{NL}}(k)}{k^2}\left[1+\beta \left(\frac{q}{k}\right)^2\right]^2D\left[q\sigma _{12}(k)\right].$$
(19)
In the general case, $`\sigma _{12}`$ is a function of $`k`$ and the damping factor $`D[q\sigma _{12}(k)]`$ cannot be extracted from the integral. In Fig. 3 we compare at $`z=3`$ the nonlinear 1D, real space power spectrum (dotted curve) with its redshift space counterpart as computed from eq. (19) (dotted curve). The damping factor $`D`$ erases the power on scale $`q>1h\mathrm{Mpc}^1`$. A comparison with the 1D power spectrum $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ as computed from a damping factor $`D=D[q\sigma _{12}(0)]`$ (long-dashed) reveals also that $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ is very sensitive to the exact behaviour of $`\sigma _{12}(q)`$. Finally, it should be noted that, since the contribution from virialized dark matter haloes to the pairwise dispersion $`\sigma _{12}`$ increases with time, the characteristic wavenumber of the cutoff decreases with decreasing redshift.

In this analysis, we did not take into account higher order terms of the Taylor expansion of the continuity equation (9) (see, for example, Cole, Fisher & Weinberg 1994 for a discussion of this effect). However, these corrections are implicitly included in the low-pass band filter $`D`$. One could also perform a perturbative calculation to address this issue in a more consistent way (e.g. Heavens, Matarrese & Verde 1998; Viel et al. 2004). Perturbation theory is useful for describing distortions in 3D power spectra in the mildly nonlinear regime. However, according to relation (6), 1D power spectra on a given scale are contaminated by the evolution of 3D power on all smaller scales, and one should therefore ensure that the 3D power spectrum decays rapidly enough on small scale before applying perturbation theory. In this paper we follow the practical approach outlined above.

### 4.3 Sensitivity to the cosmological parameters

#### 4.3.1 The large scale behaviour

To illustrate the dependence of the 1D power spectra on the cosmological parameters, we plot on Fig. 4 the nonlinear 1D, redshift space power spectrum $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$. It is computed from equations (14) and (19) for various CDM models : $`\mathrm{\Lambda }`$CDM (left panel), OCDM (middle panel) and SCDM (right panel). The corresponding cosmological parameters are listed in Table 1. For each cosmological model, we plot $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ for three different values of $`\sigma _8`$, as quoted in Fig. 4. In each panel, the solid (short-dashed) shows $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ for the largest (lowest) $`\sigma _8`$. Note that the spectral index is set to $`n_s=1`$. Fig. 4 illustrates the importance of nonlinear corrections, which drive the 1D redshift space power spectra $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ of various CDM models towards a power spectrum nearly insensitive to the cosmological parameters and primordial spectral index. This is a consequence of nonlinear gravitational dynamics, which drive the linear, 3D real space power spectrum $`\mathrm{\Delta }_{3\mathrm{D}}^\mathrm{r}`$ towards a universal power-law spectrum of effective spectral index $`n=1.6`$ (Scoccimarro & Frieman 1996, see also Zaldarriaga, Scoccimarro & Hui 2003). As a result, aliasing causes the effective spectral index $`n_{1\mathrm{D}}`$ to be insensitive to $`n_s`$ on scale $`q<1h\mathrm{Mpc}^1`$. Fig. 4 demonstrates also that aliasing substantially enhances the large-scale normalisation of $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$. At redshift $`z=3`$, the large-scale amplitude of the nonlinear power spectrum $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ is larger than its linear counterpart by a factor 5.6, 7.9 and 4.3 for the $`\mathrm{\Lambda }`$, O and SCDM models respectively. Neglecting nonlinear corrections would therefore lead to a severe overestimation of $`\sigma _8`$.

#### 4.3.2 The small scale behaviour

As we can see from Fig. 4, the nonlinear 1D, redshift space power spectrum reaches its maximum for some $`q`$ in the range $`110h\mathrm{Mpc}^1`$. On smaller scale, $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ features a sharp cutoff due to nonlinear motions. The precise shape of the small-scale cutoff depends on the assumed filter $`D`$. It is sensitive to the amplitude of $`\sigma _{12}(q)`$ which, for a given cosmological model, is mostly set by $`\sigma _8`$. As expected, the amplitude of the power spectrum decreases with $`\sigma _8`$, and $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ peaks at smaller scales. Therefore, although the nonlinear $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ does not seem to change much with $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, its overall shape depends on the exact value $`\sigma _8`$. The right panel of Fig. 2 shows that the shape of the nonlinear $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ is also sensitive to the spectral index $`n_s`$. However, the small-scale nonlinear $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ is much less sensitive to $`n_s`$ than that in the linear regime. There is obviously a degeneracy between $`\sigma _8`$ and $`n_s`$. Unfortunately, since the fitting formulae of Mo, Jing & Börner (1997) and Jing & Börner (2001) were estimated for $`n_s=1`$ CDM numerical simulations, one has to extend the validity of these approximations to $`n_s1`$ in order to address this issue any further.

## 5 discussion

In this paper we modelled in detail power spectra estimated from data given along lines of sight rather than in 3D space.

Redshift distortions on large scales, both in the linear and nonlinear regimes, vanish in power spectra estimated from data given along lines of sight. On small scales ($`q>1h\mathrm{Mpc}^1`$), linear redshift distortions enhance the power spectrum, but the nonlinear random motions and the strong velocity shear work in the opposite direction of suppressing the power. The net result is that the nonlinear 1D power spectrum in redshift space falls below its counterpart in real space on small scales. On large scales however, they both have similar shapes, but the amplitude of the nonlinear power spectrum is significantly higher. The dimensionless 1D power spectrum peaks at a scale which depends on the pairwise velocity dispersion (PVD). The PVD is a strong function of the normalization of the power. Therefore the shape of $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ is set by $`\sigma _8`$, and to a lesser extent by the spectral index $`n_s`$. For the CDM models considered in this paper, $`\mathrm{\Delta }_{1\mathrm{D}}^\mathrm{s}`$ peaks at $`q110h\mathrm{Mpc}^1`$ which is roughly the scale at which the flux power spectrum $`\mathrm{\Delta }_\mathrm{F}`$ of the Ly$`\alpha `$ forest peaks. Note that, on scale $`q>1h\mathrm{Mpc}^1`$, the flux power spectrum is also sensitive to thermal broadening which is another redshift space effect (e.g. Theuns, Schaye & Haehnelt 2000). In a future work, we will model the Ly$`\alpha `$ flux power spectrum. We will also explore the implications of the observations on the cosmological model.

## 6 Acknowledgment

We would like to thank Saleem Zaroubi for useful discussions, and the anonymous referee for a careful reading of the manuscript. This Research was supported by the Binational Science Foundation, the German-Israeli Foundation for the Development of Science and Research, and the EC RTN network “Physics of the Intergalactic Medium”.


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# Phase transitions in ferro-antiferromagnetic bilayers with a stepped interface

## Abstract

We have studied magnetic ordering in ferro/antiferromagnetic (F/AF) bilayers using Monte Carlo simulations of classical Heisenberg spins. For both flat and stepped interfaces we observed order in the AF above the Néel temperature, with the AF spins aligning collinearly with the F moments. In the case of the stepped interface there is a transition from collinear to perpendicular alignment of the F and AF spins at a lower temperature.

, ,

Magnetic properties of ferro/antiferromagnetic (F/AF) bilayers can be very different from those of free F and AF films. These coupled systems exhibit a shift in the hysteresis loop (exchange bias) and larger coercivity than the free F film . Other effects of the F/AF coupling include the order in the AF observed above the Néel temperature and the perpendicular orientation of the F with the AF moments. Understanding these effects and the nature of the F/AF interfaces remains a challenge.

In this paper we use Monte Carlo simulations to study the effect of the interfacial exchange and roughness on the magnetic ordering in F/AF bilayers. The work is motivated by recent experiments for Fe3O4/CoO multilayers. We consider a ferromagnetic (F) film coupled to an antiferromagnetic (AF) film where the lattice is coherent across the F/AF interface. Each film is a bcc lattice, with linear sizes $`L_x=L_y=L96`$ and $`12`$ staggered (because of the bcc structure) layers of classical spins $`|𝐒_𝐫|=1`$, which interact via the Hamiltonian

$$=J_F\underset{𝐫,𝐫^{}\mathrm{F}}{}𝐒_𝐫𝐒_𝐫^{}K_F\underset{𝐫\mathrm{F}}{}(S_𝐫^z)^2$$

$$J_A\underset{𝐫,𝐫^{}\mathrm{AF}}{}𝐒_𝐫𝐒_𝐫^{}K_A\underset{𝐫\mathrm{AF}}{}(S_𝐫^y)^2J_I\underset{𝐫,𝐫^{}\mathrm{F}/\mathrm{AF}}{}𝐒_𝐫𝐒_𝐫^{}$$

where $`𝐫,𝐫^{}`$ denotes nearest-neighbor pairs of spins coupled with exchange interactions $`J_F=5J>0`$ in the F film, $`J_A=J<0`$ in the AF film, and $`J_I=J`$ at the F/AF interface. Spins in the AF film have a uniaxial single-site anisotropy $`K_A=J`$, whose easy axis is along the $`y`$ axis. The demagnetizing field on the F film is modeled with a hard-axis ($`K_F=0.5J`$) along the $`z`$ direction, which is perpendicular to the F/AF interfacial plane. No external magnetic field is applied. We use periodic boundary conditions along the $`x`$ and $`y`$ directions and free boundary conditions along the $`z`$ direction. We model flat interfaces that are fully uncompensated as well as uniformily stepped ones that are compensated on average. The stepped interface has $`6`$, $`L`$, and one spin per terrace in the $`x`$, $`y`$, and $`z`$ directions, respectively.

The F and AF order parameters are the uniform ($`m`$) and staggered ($`m_s`$) magnetization per spin, respectively. $`m_x`$ and $`m_y`$ denote the two components of $`m`$ in the interfacial plane. We perform Monte Carlo simulations with Metropolis algorithm at fixed temperature $`T`$. Typically we discard $`3\times 10^5`$ Monte Carlo Steps/site (MCS) for thermalization and then use about $`2\times 10^5`$ MCS for averages. Whenever not shown, error bars in the figures are smaller than the symbol sizes.

The $`T`$-dependence of $`m`$ shown in Figs.1(a) and 1(b) plus finite-size analysis (not shown) indicate an F ordering transition at $`T_c9.3J/k_B`$. A free 12-atomic-layer AF film undergoes a phase transition at the Néel temperature $`T_N2.2J/k_B`$.

For both flat and stepped interfaces, the spins on the F film orient predominantly in a direction collinear with the easy axis of the AF at high $`T`$ (see Fig.1), even above $`T_N`$. This is an indication that there is still order in the AF above $`T_N`$ due to the coupling to the ferromagnet. As $`T`$ is lowered in the case of the stepped interface the F spins switch to orient in a direction that is perpendicular to the AF spins. Our results suggest that the onset of this perpendicular orientation is very sharp and it occurs at a temperature below $`T_N`$. The $`z`$-components of $`m`$ and $`m_s`$ are very small for all $`T`$. In the absence of the AF film, spins on the F film have global rotation symmetry in the $`x`$-$`y`$ plane, which is their easy plane. The preferential orientations of the F spins observed either below or above $`T_N`$ result from the exchange coupling to the AF film.

Fig.2 shows $`m_s`$ versus $`T`$ for different $`L`$ for stepped and flat interfaces. In the former case the decay to zero of $`m_s`$ at $`T2.2J/k_B`$ becomes sharper for larger $`L`$ (see the inset), suggesting an AF phase transition at $`T_N`$. In contrast, with a flat (uncompensated) interface there is no finite-size dependency of $`m_s`$ near $`T_N`$, suggesting the absence of an AF phase transition there.

Research partially supported by NSF grant DMR-0094422 and DOE-OS/ASCR through the Laboratory Technology Research Program under contract DE-AC05-00OR22725 with UT-Battelle, LLC. Simulations performed on the IBM SP at NERSC and ORNL.