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# Physics of Econophysics

## 1 Introduction

Econophysics is a developing field in recent years. It’s a subject applying and proposing idea, method and models in Statistical Physics and Complexity into analyzing data coming from economical phenomena. Economics is a subject about human behavior related with the management of the resources, finances, income, the production and consumption of goods and services. So Economics is usually regraded as a social science. But in some ways, the laws in Economics are similar with natural science. Although it has to deal with incentive and human decision, but sometimes the collective behavior can be described by determinant process, at least in a statistical way. So the aim of Econophysics is to apply the idea of natural science as far as well into economics. Maybe this will disentangle natural laws and human behaviors in economical phenomena, and end with a new Economics.

Also because of the plenty data records of different systems in our economy behavior, it’s a treasure to physicists, especially to the one being interested in Complex Systems, in which many subsystems and many variables interact together. And the development of Economics also provide many open questions, like stock price, exchange rate and risk management, which may require technics dealing with mass data and complex systems.

Physics tries to construct a picture of the movement of the whole nature. Mechanism is the first topic cared by physicists. So trying to describe and understand the phenomena is the first step of econophysicists facing the mass data in economical phenomena. Till now, we have to say, the most works in Econophysics are empirical study of different phenomena to discover some universal or special laws, and also some initial effort about models and mechanism.

Therefor, in this talk, we will begin with three examples of empirical works in Econophysics, and discuss very shortly about the corresponding models and mechanism. Focus will be on the Physics of Econophysics, to present the power of Physics to Econophysics and some benefit which Physics will get from Econophysics.

## 2 Three main topics of Econophysics

Recent works in Econophysics mainly in three objects. First one is the time series of stock prices, exchange rates and prices of goods. Size of firms, GDP, individual wealth and income are the second topic, which can be regarded as wealth of different communities. The third one is network analysis of economical phenomena.

### 2.1 Fluctuation of stock prices and exchange rates

The prices of stocks are recorded every minute or every few second everyday in stock market all over the world. The price of a stock is driven by many factors, such as the whole economy environment, achievement of enterprise, the prices of other stocks, and by the buying or selling activity of stockholders. At the same time, the behavior of stockholders is effected by the price, and further more, everyone has his/her own decision which is different with each other, but effected each other. So such phenomena seem complex. While every enterprise has its own characters, and every stockholder decide his/her behavior on his/her own knowledge, information and belief, and every stock market has its own environment, the empirical study shows some common stylized facts valid for almost all stocks.

A typical time series of stock price, S$`\&`$P500 index, denoted as $`S\left(t\right)`$, is showed in figure 1. Actually S$`\&`$P500 is a stock index, which is a weighted mean value of stocks in a market, can be used as a indicator of stock price. Some papers use the data of indexes, some use individual stock, and also some paper investigate all stocks in a market as an ensemble of stocks. In this talk, we just use analysis of individual stock as examples.

Because economy is in growth, so the time series of stock price has a long term trend to increase. This means it’s nonstationary. So other than the original price, other quantities like different and return may be better to use as analysis object. The difference is defined as

$$D_{\mathrm{\Delta }t}\left(t\right)=S\left(t+\mathrm{\Delta }t\right)S\left(t\right),$$
(1)
in which $`\mathrm{\Delta }t`$ is the time step to sample the time series. It can be the time step of record, or a large time scale. Return is defined as

$$G_{\mathrm{\Delta }t}\left(t\right)=\mathrm{ln}\left(S\left(t+\mathrm{\Delta }t\right)\right)\mathrm{ln}\left(S\left(t\right)\right).$$
(2)
It’s equivalent with $`\frac{D_{\mathrm{\Delta }t}\left(t\right)}{S\left(t\right)}`$ when $`\mathrm{\Delta }t`$ is small enough.

Most works use return as object time series. The figures in the lower part of figure 1 show examples of $`G\left(t\right)`$, while the last one is a Gaussian noise signal for comparison.

A statistical analysis of one time series can be classified as two parts, the distribution properties which dismiss the time information, and the autocorrelation analysis which mainly takes time into account.

#### 2.1.1 Distribution properties

The frequency account of a data set formed by collecting all the return values will give us the distribution, as shown in figure 2. Detailed fitting shows the central part is a log-normal distribution ($`p(x)e^{\mathrm{ln}^2x}`$) while the tail is a power law distribution ($`p(x)x^\alpha `$). The more important thing here is the universality. The distribution shape is independent on the time scale ($`\mathrm{\Delta }t`$), and is a common distribution for different stocks in different markets, even in different countries. When an empirical statistical result is universal, we have to ask for the common nature behind it.

Another distribution properties is about the volatility of stock, which is related with risk. So its characters is important for risk management. Usually it’s defined by local variation,

$$V_T\left(t\right)=\underset{\tau =t}{\overset{t+T}{}}\left(G\left(\tau \right)\overline{G}_T\right)^2$$
(3)
in which $`T=n\mathrm{\Delta }t`$ is a time window moving along with the time, and $`\overline{G}_T`$ is the mean value of $`G\left(t\right)`$ in the window, as

$$\overline{G}_T=\frac{1}{n}\underset{\tau =t}{\overset{t+T}{}}G\left(\tau \right).$$
(4)
In some papers, volatility is also defined as

$$V_T\left(t\right)=\underset{\tau =t}{\overset{t+T}{}}\left|G\left(\tau \right)\right|,$$
(5)
in which absolute value is equivalent with square, and we don’t care about the mean value of $`V_T`$, which can be set to be zero when we analysis the distribution function or autocorrelation. Also it was found that the distribution function is universal for different stocks in different market during different time. Similarly the center part is log-normal, while the tail is power law, which is shown in figure 3.

#### 2.1.2 Autocorrelation

Besides the distribution property, most information of time series is included in time. Now we present the result of autocorrelation analysis of return and volatility. The autocorrelation of a stationary time series is defined as

$$C\left(\tau \right)=\frac{G\left(t+\tau \right)G\left(t\right)G\left(t+\tau \right)G\left(t\right)}{G^2\left(t\right)G\left(t\right)^2}$$
(6)
It can be investigated by spectrum analysis. But for a nonstationary one, a recently developed detrend fluctuation analysis (DFA) is commonly used.

In figure 4, the autocorrelation functions of return and volatility are plotted together. We can find an exponential drop off in return with a time scale of minute, while a power law decrease in volatility without a finite time scale. Think about this phenomenon, a time series almost without an autocorrelation, but a extremely high autocorrelation in absolute value, or local variation. It’s amazing. The fast dropping off guarantee the validness of Efficient Market Hypothesis, while the long time autocorrelation in volatility make it possible to construct a theory of risk management. So such works will boost the development of risk management, even a reformation.

#### 2.1.3 Price and volume

All the analysis above looks like kinetics, which solve the question how to describe the movement and what’s the movement. The next question in the tradition of Physics is how can such movement happen. So next step, let’s think about what are the factors effect the stock price. And again, we may try to keep our eyes on empirical study as far as we can. Demand and supply decide the price is a central law in Economics. Although we know it’s for price of goods, maybe it will still be valid for stocks. So it leads us to empirical study of order book of stocks, which study the relation between difference of prices and the transaction volume. For a individual stock, they recorded transaction volume $`\omega `$ as the total volume of every transaction before the price changed, and define the difference of the logarithm of the price now and price before such change as price shift,

$$\mathrm{\Delta }p\left(t_{i+1}\right)=\mathrm{ln}S\left(t_{i+1}\right)\mathrm{ln}S\left(t_i\right).$$
(7)
Then plots of price shift ($`\mathrm{\Delta }p\left(t\right)`$) vs transaction volume ($`\omega \left(t\right)`$) are presented in the up part of figure 5. In the lower part, the authors found all curves can be collapse onto a common line by rescale. So it’s also a universal law for all stocks.

From the above results, it seems that stock price is only determined by transaction volume. But it’s sad to say, the transaction volume is also decided by price. No direct way to predict transaction volume. It should be decided together with price by other predictable or known variables. So let’s say if we have only one stock, and the whole history of this stock is already known, the achievement and activity of the enterprise is also predictable by other ways, and so is the external economy environment, at least in a statistical way, which means if they are random variables we know the distribution and correlation, in such condition, is the future of this stock determinant, and is it predictable or chaotic? Or at least we can reproduce the similar data with the same statistical characters as the empirical data? If it’s possible, what’s the central variables, and how it can be generalized into a stock ensemble, not only one stock?

#### 2.1.4 Toy models

The questions above ask for a mechanism model of stocks. Maybe it’s not very possible to reproduce the exact time series, but if the stylized statistical facts are reproduced, the model is well done in physical sense, although not in a sense of making money. Let’s check what’s the central variable left after so many things settled down by us including initial condition (even history), boundary condition (only one stock), external variables (enterprise and environment). So the only one thing left here is how do stockholders buy and sell the stock under different price and how does the price effected by the transaction.

The first idea here is activities of all stockholder are effected each other. Such interaction maybe is indirectly through the price and market, or by external way such as personal relationship. As a tradition in Physics, a first approximation is treat every stockholder independently, so they will only effected each other through market. Like in spin model, every stockholder will has a unit volume can buy or sell every time. Buying will improve the price while selling lowers the price. Everyone is trying to make more money in this game. So till now, a toy model has been constructed for mechanism of stock price. When the detail of benefit evaluation of every player and the effect on price by one unit volume is set, this toy model will evolute in its own way, of course when some specific behavior of all external variables are also settled down.

Although it’s only a toy model, we also can test some fundamental knowledge, such as benefit and rational agent, and also try different form of external variables. For example, we can take for granted that external variables are random signals with fixed distribution and without autocorrelation of any order. So our task will be how can we construct our model to reproduce the autocorrelation behavior in empirical study from no autocorrelation input external data.

And then, if the output data is totally incomparable, maybe we have to add something we dismissed, like the relation between stocks. You know a phone call from your close friend may change your decision. So it’s very possible we have to take such interaction into consideration. The model in , is a representative one of such toy models. Although many different interaction forms we can try, or even we can coevolute the interaction strength together with the stock price, it’s possible that the output data is still incomparable with empirical one. Then, we will have to include the interaction between different stocks, and maybe further more a coevolution system including the behavior of enterprises.

Oh, no, wait a minute, this is not on the way of physics now. More and more variables, more and more subsystems, uglier and uglier picture. It shouldn’t. The Physics of Complex System tells us maybe only a few ones rule the system. So the toy model maybe imply something valuable. Now we come back to empirical study and toy model, but in another way, the way keeping Physics in mind.

#### 2.1.5 Goods, options and others

Not only the stocks, also exchange rates, goods and options are under analysis nowadays. However, the universal results for stocks seems not valid for other goods and options. The empirical study of land price gives the high skew and heavy tail distribution of price ($`S\left(t\right)`$) and power law distribution for relative price ($`r\left(t\right)=\frac{S\left(t+1\right)}{S\left(t\right)}`$. And empirical study of return of options shows unsymmetrical power law distribution.

And not only the prices, waiting time can also be take into consideration. In a real stock market, transactions do not always happen in every minute or every half minute. It’s also a random variable. And the prices change depending on the transactions. This is the so-called continuant time stochastic process. Empirical and model analysis just started up.

### 2.2 Distribution of firm sizes, GDP, personal income and wealth

Interaction between different communities such as trade, cooperation and competition, plays important roles in economy. As a result of such activities, the wealth distribution carries some valuable information for researchers to investigate the properties of such interaction. So the second active main topic in Econophysics is about the size distribution. For a firm, size can be measured by employee, sales or capitals, while GDP for a country, income or wealth for a person.

#### 2.2.1 Distribution of size

In , the author collected data including more firms especially small firms in a longer history than the database in , so the result of power law distribution seems more convincing than the log-normal distribution in the later. And the important character about such distribution is the universality. Different measurement of size such as total employees, sales, assets and capitals give the same distribution. And it doesn’t depend on the time, even during the years of significant change of working force. Further investigation shows it’s also a common law in different countries. A typical distribution is shown in figure 6.

Similar results have been get for GDP of countries all over the world. Power law distribution of GDP per capita of different counties has been revealed in .

For individual such distribution can be analyzed by personal income or wealth. A typical result is shown in figure 7. The lower income seems like exponential distribution while the higher part is power law. From experience of ideal gas, we know, the equilibrium energy distribution of a random exchange system is exponential. So maybe in the lower income community, the cooperation and competition between individuals is in a way similar with random exchange. But for the higher income part, different interaction like preferential attachment part more important role.

#### 2.2.2 Growth rate

Growth rate of firm size is defined similarly with return as

$$r\left(t\right)=ln\left(S\left(t+1\right)/S\left(t\right)\right).$$
(8)
Then in an ensemble of firms, every firm has its own track, and at every time, we have a cross-section data set including all firms. In a tradition of Statistical Physics, analysis can be done along two ways, keeping eyes on individual time series or just dealing with cross-section data. In an ensemble consist of identical systems, those two ways will give the same result. However, although here we can make an assumption that all firms act in a common way, which is the way we want to find, our ensemble is not consist of identical systems. So the compromise here was to treat the firms with the same size as identical systems, and to dismiss the time information and mix them together.

At last, we will have conditional distribution function for different size as $`p\left(r|s_0\right)`$, where $`s_0`$ is the initial form size. Actually, such analysis is on the first way we mentioned, keeping eyes on fixed firm, so we get $`p\left(r|s_{i0}\right)`$, where $`i`$ is the label of firm. But here, a little further we go, the tracks starting at the same size are combined together. The distribution of growth rate is shown in figure 8 as Laplace distribution,

$$p\left(r|s_0\right)=\frac{1}{\sqrt{2}\sigma \left(s_0\right)}\mathrm{exp}\left(\frac{\sqrt{2}\left|r\overline{r}\right|}{\sigma \left(s_0\right)}\right).$$
(9)
Similar growth rate analysis has also been done for GDP. The gross growth rate of GDP is defined as

$$p_i\left(t\right)=\mathrm{ln}\left(\frac{G_i\left(t+1\right)}{G_t\left(t\right)}\right).$$
(10)
But since the long term growth trend of economy, when we want to analysis the fluctuation information, such endogenous unknown trend has to been excluded. In , the author suggested to use a decomposition as below,

$$p_i\left(t\right)=\delta _i+\varphi \left(t\right)+r_i\left(t\right),$$
(11)
where $`\delta _i`$ is the long term expected endogenous growth rate, $`\varphi \left(t\right)`$ is a common fluctuation to all counties, and $`r_i\left(t\right)`$ is the residual which represents fluctuation, the one we want to investigate. It shows the same Laplace distribution as shown in figure 8.

#### 2.2.3 Relation between fluctuation and size

From experience in Statistical Physics, relation between fluctuation and size usually gives important information of the underlying processes. Like in idea gas with independent particles, the magnitude of fluctuation is invert of the square root of the system size as

$$\sigma \left(N\right)N^{\frac{1}{2}}.$$
(12)
Corresponding analysis can be done for growth rate of firm size and GDP. A power law relation but with exponent other than $`\frac{1}{2}`$ has been revealed by researchers. And further more, such exponents is universal for different measurement of firm size, independent on time and locations, and the values for firm size and GDP is very close. Results are shown in figure 9. So maybe this implies some common mechanism for firms and GDPs.

### 2.3 Complex Networks of economy systems

Economy is a many-body system including agents as individuals, firms, countries, goods as produce, production and service, and subsystems as financial system, manufacturing, agriculture, service industry. And all of them interact with each other. A general way developed recently to describe such system is Complex Networks. In a complex network, every agent is represented by a vertex and the interaction between any two agents is described by a link between the two corresponding vertexes. Further more, the weight of links can be used as the strength of the interaction and a directed link can be used when the interaction is not symmetrical.

A recent such development is the web of trade, in which vertexes are the countries and links are the inport/outport relation. The basic structure and efficiency has been analyzed, like high clustering coefficient, scale-free degree distribution.

Another widely used network of economy system is the interaction between stock agents. Every stockholder is a vertex in the network, and the effect from decision of one agent to another is a directed link from the former vertex to the later. So the network acts as a whole system to drive the stock price. The geometrical character of such network will have some important effects on the dynamical behavior of stock price. Therefor, such investigation maybe will reveal the interaction pattern between stock agents.

The third proposed works about network of economy systems is the network analysis of product input/output table. Like the Predator-Prey Relationships in food web, every product made from other products or raw materials, and also become input of other products. So the input/output relationship between products forms a network. Actually the input/output table analysis in Economics has the same spirit but in a highly clustered level and asking for different questions. So, although a database of product relation is what we need, a clustered group product relation data set will also be able to be used here as an beginning analysis of basic structure characters. And further works will require detailed data on input/output relation of products.

Construction and analysis of such clustered product network is in progress. Characters on degree distribution, clustering coefficient, weight and weight distribution, average shortest distance have been gotten, but questions about the universality of such properties need to be tested on more networks. The links between products can be regarded as technology. So a score analysis such as link betweenness will show the relative importance of different technics, therefor it may imply some new direction of development of technology. Further questions about the robustness of such networks can be asked as how many total product will be lost if one or several inter-products were in shortage, or when the resource distribution was changed, or as how many total product will be lost when one or several link (technics) were dismissed, or inversely, if a new link was invented how many product will grow in total. Such investigation will relate traditional questions in economics such as resource allocation, social welfare, and effect of new technology with network analysis of product. It can have a far-reaching effect both on economics and network analysis.

## 3 Why is Econophysics?

We took a review of Econophysics including empirical study and models on three topics above. Now we try to discuss the question why is Econophysics? Since dynamics of Stock price is also a topic of Mathematical financial, what’s the difference between this and Econophysics? If Physics provide insightful tools for this new field, can Physics also benefit from it?

### 3.1 Physics as tools

First, let’s discuss the role of Physics as tools in Econophysics, the application of concepts, models and method developed in Physics into Econophysics.

#### 3.1.1 Physics as analysis method

There is many-years experience to deal with many-body system and complex system in Physics. The concepts and technics such as ensemble statistics, correlation and self-correlation analysis, have been widely used to reveal the property of economy phenomena. And the more important thing here is experience in Physics helps to understand what the properties imply. For instance, a power law is usually related with critical phenomena in Physics, including critical point of equilibrium and non-equilibrium phase transition. And so does a long range order and a high self-correlation. Also as pointed in , relation between variation and size imply the form of interaction.

Another central analysis method transplanted from Physics is Data Collapse and Universality. If relation curves from different systems can be collapsed onto a master curve by scaling, it’s very possible to find some common mechanism from such systems. And if an empirical or theoretical relation is independent on time period, some different detail of objects, it’s called universality. When a universal law is found for different systems, the systems must be equivalent in some ways. So it implies common mechanism and others can be understood if we know one of them very well. Therefor, it open a new way to investigate such systems, especially when some models with similar properties in Physics and other fields can be used here as a reference model for economy phenomena.

#### 3.1.2 Physics as reference model

Spin model is widely used to describe human decision in stock market or other economy activity. Usually, status of an agent can be one of $`\{1,0,1\}`$, which is interpreted as buying, waiting and selling, or one of $`\{1,1\}`$. So the status space of the whole system with $`N`$ agents is $`(S_1,S_2,S_3,\mathrm{},S_N)`$. The benefit of every agent is determined by a payoff function $`E(\stackrel{}{S},\stackrel{}{J},IEs)`$, in which $`\stackrel{}{J}`$ are the interaction constants of all orders and $`IEs`$ are the internal variables as stock price, or external information like environment and behavior of enterprise. Everyone intend to maximize its own benefit in a statistical way like

$$\omega _i\left(S_i\left(t\right)S_i\left(t+1\right)\right)e^{\frac{\mathrm{\Delta }E_i}{T}},$$
(13)
in which $`T`$ is an average evaluation coefficient, which means the effect on ones decision for a unit benefit. Actually such form of human decision comes from the ensemble distribution in Statistical Mechanics. In metropolis simulation of a spin system, the probability for a spin to transfer its status is overruled by a similar form. An ensemble distribution here means in statistical way, in a many body system, although everyone try to stay on maximum position, but the end status is much like an ensemble distribution.

Such application gives some reasonable results, although it may be not totally equivalent with assumption in Economics, where every agent must stay on its maximum point, not a distribution function. In Mechanics, the status of physical object is determined by Newton’s equations or minimum action principle, but for a many-body system in Statistical Mechanics, ensemble distribution is used instead. Although it’s not deduced from first principle, it works widely. Maybe similar approach can be developed in Economics.

Ideal gas is another reference model widely used in Econophysics. In a first order approximation model of competition and cooperation between firms, or between individuals, every agent can be regarded as random exchange wealth with each other, like random exchange energy in ideal gas. So the equilibrium distribution will take the exponential form. It’s amazing that the central part of personal wealth is actually exponential form. Further possible model can be generalized random interaction model, including not random exchange, but also random increase or decrease process, or extended model with bias exchange model, like preferential exchange, in which rich one has higher probability to get richer.

### 3.2 Economics as Physics

In above section, we discussed the role of Physics in Econophysics. In this section, we ask for the inverse question, what Physics can benefit from Econophysics, not only as an insightful tool.

#### 3.2.1 Economy systems as physical objects

Frankly, physicists are kinda aggressive, so is Physics. When a question asking for reason of a phenomenon in a common sense, or in a fundamental way, according to physicists it’s a physical question. Econophysics is such an example. It choose the special phenomena from Economics, and ask for the reason, or mechanism in physical language. Most phenomena concerned in Econophysics exhibit universality independent on time period, detail of systems, and even different economical structure of countries. So such question is likely very much to ask the behavior of a system with known interactions, or the interaction form of a system with known behaviors. It’s a typical physical question.

Like DFA method proposed by researchers in Statistical Physics from works in DNA sequence and physiologic signals, new technics can also be invented from Econophysics. Hopefully, not only technics, but also concepts and fundamental approach may also be proposed.

For instance, effect of geometrical property such as dimension and curvature on dynamical behavior is an important question in Physics. Actually it’s widely studied in Physics including Relativity, Quantum Physics and especially Phase Transition and Critical Phenomena. So if geometrical quantities can be defined in Complex System, and the effect on dynamical process is known, it will partially predictable just through grasping the geometrical properties of such systems. For example, in principle, the make-from relationship between all products is tractable. So the network can be explicitly constructed, and even part of the history is known, like the things changed when reformation of technics happened. So Economics provide some nearly perfect treasure for Physics. And further more, the special character of such network will definitely require new quantities or technics to describe the effect. This will maybe boost the development of Physics.

#### 3.2.2 Natural parts of human behavior

Not all human behaviors are rational or determinant, like impulsion and inspiration, but some of them, are determined by environment at least in a statistical way. Personal character affects human decision. But if all other factors could be determined by physical way like a dynamical equation, and the statistical properties of personal characters of the system were known, it will be easy to predict the behavior of the system. So the most valuable question left here is that whether we can describe economy system and human behavior by physical way as far as possible and leave something unknowable in physical sense. If it’s possible, how to do it. I think, Econophysics is a good try in such sense.

Economics is a science of human behavior, but it’s fortunate that Economics is not totally a science of human creativity and inspiration like fine art. This means that some part, even most part according mathematicians working in Economics, of Economics can be modelled in an abstract or mathematical form. It’s interesting to point out that it’s Physics the most famous masterpiece applying Mathematics into nature, not any other field of Applied Mathematics. So it’s natural to incorporate Physics into Economics like to imitate masterpieces.

And through such exploration, it’s possible that Physics will be widely used in social science. This will greatly extend the scope of Physics, and maybe will help Physics to deal with some hard topic such as turbulence, or more general complex systems.

## 4 Conclusion – Is Econophysics a subject of Physics?

At lease, Econophysics provides, invents and develops tools for analysis of Economy phenomena, and investigation of economy system generalizes the scope of Physics. But will Econophysics effect concepts and thought in Physics? It depends on the future. However, we are sure that both Economics and Physics can benefit from such exploration. Therefor, as a researcher in physics in the new century, or a potential economist, should we learn from each other?

## 5 Acknowledgement

Thanks is given to Fukang Fang and Zhanru Yang for their simulating discussion, and to graduate students 2002 in System Science Department for their warm discussion and good questions. The author Wu want to give thanks to Qian Feng for her encouragement and understanding. This work is partially supported by National Natural Science Foundation of China under the Grant No. 70371072 and No. 70371073.


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# Nuclear liquid-gas phase transition and supernovae evolution

## Abstract

It is shown that the large density fluctuations appearing at the onset of the first order nuclear liquid-gas phase transition can play an important role in the supernovae evolution. Due to these fluctuations, the neutrino gas may be trapped inside a thin layer of matter near the proto-neutron star surface. The resulting increase of pressure may induce strong particle ejection a few hundred milliseconds after the bounce of the collapse, contributing to the revival of the shock wave. The Hartree-Fock+RPA scheme, with a finite-range nucleon-nucleon effective interaction, is employed to estimate the effects of the neutrino trapping due to the strong density fluctuations, and to discuss qualitatively the consequences of the suggested new scenario.

journal: Physics Letters Bthanks: Present address: Institut für Theoretische Physik, Universität Tübingen, D-72076 Tübingen, Germany

The first simulations of Colgate and White  and Arnett  have settled the general scenario of explosive supernovae, which schematically goes as follows. Stars with more than about ten times the Sun mass develop central iron cores which eventually become unstable and collapse to neutron stars, due to electron capture and photodisintegration onto iron-group nuclei. The interior of neutron stars is denser than nuclear matter and initially extremely hot. Above nuclear density, the equation of state becomes stiff enough to produce a bounce of the core, and a shock wave is formed, moving to the infalling outer core and enveloppe. Particle reactions at such conditions create a huge number of neutrinos, which eventually escape from the dense neutron star, transferring energy to the matter in the still infalling outer layers of the star. This neutrino heating is believed to cause the violent disruption of the star in a supernova explosion. However, from the very beginning it was found that the resulting shock wave is not energetic enough. Recently, an enormous effort has been done to describe the neutrino production and interactions in great detail , including the effects of stellar rotation and of violent anisotropic plasma motions. Convective processes in the supernova core had been recognized to accelerate the energy transport inside the neutron star and to enhance the deposition of energy by neutrinos in the outer stellar layers, thus supporting the explosion of the star (the ”delayed” mechanism). Along some decades, numerical simulations were performed, starting from the previous 1D codes  and the flux-limited neutrino transport scheme  to reach the multi-dimensional calculations, showing the importance of convection and Rayleigh-Taylor instabilities, and the most refined neutrino transport methods . Nevertheless, the outcome of these worldwide most elaborate supernova simulations is disappointing, as no explosions could be obtained. This negative result shatters the widely accepted view of how the explosion starts.

In this letter we point out that large density fluctuations associated to the first order nuclear liquid-gas phase transition, can play an important role in the neutrino trapping. Indeed, the scattering of neutrinos is hugely increased at the onset of strong density fluctuations, so that neutrinos should be trapped inside a thin layer of the proto-neutron star (PNS) for densities in the range between about $`0.1\rho _0`$ and $`0.6\rho _0`$, where $`\rho _0`$ is the nuclear matter density at saturation. The resulting increase in the neutrino pressure may induce strong particle ejection a few hundred milliseconds after the bounce of the collapse, contributing to the revival of the shock wave.

The neutrino-nucleon cross section is obtained from a phase space integration of the nuclear response function. In the non-relativistic limit, the neutrino mean-free path $`\lambda `$ is given by the well-known expression

$`{\displaystyle \frac{1}{\lambda (\mathrm{k}_\nu ,T)}}={\displaystyle \frac{G_F^2}{16\pi ^2}}{\displaystyle 𝑑𝐤_3\left(c_V^2(1+\chi )𝒮^{(0)}(q,T)+c_A^2(3\chi )𝒮^{(1)}(q,T)\right)},`$ (1)
where $`k_\nu `$ is the neutrino energy-momentum, $`T`$ is the temperature, $`G_F`$ is the Fermi constant, $`c_V`$ ($`c_A`$) the vector (axial) coupling constant, $`𝐤_3`$ the final neutrino momenta, $`q=k_\nu k_3`$ the transferred energy-momentum, and $`\chi =\mathrm{cos}\theta =\widehat{𝐤}_\nu \widehat{𝐤}_3`$. The dynamical structure factors $`𝒮^{(S)}(q,T)`$ describe the response of nuclear matter to excitations induced by neutrinos, and they contain the relevant information on the medium. The vector (axial) part of the neutral current gives rise to density (spin-density) fluctuations, corresponding to the $`S=0`$ ($`S=1`$) spin channel. Density and spin-density responses contribute to the scattering of neutrinos, while the isospin-flip response contribute to neutrino absorption process, which is known to dominate the total cross section . In the following, we shall show that large isoscalar fluctuations can give the dominant contribution at subnuclear densities.

Clearly, an enhancement of the response function in either channel will result in a quenching of the neutrino mean-free path. It has been shown  that at densities higher than $`\rho _0`$ a ferromagnetic instability can appear, leading consequently to a zero neutrino mean-free path . However, the density at which such an instability could appear is not yet a settled question. For instance, whereas all Skyrme effective interactions predict a ferromagnetic transition for densities less than $`3.5\rho _0`$ , recent microscopic calculations  push it to higher densities, in case it exists.

At present, a large nuclear community is currently studying the liquid-gas phase transition which occurs during multi-fragmentation experiments in heavy-ion collisions. A present status is reviewed in the recent article of Ph. Chomaz et al.  and we recall the main features directly related to our purpose. Such a transition appears below the saturation density $`\rho _0`$ of nuclear matter, at around $`0.6\rho _0`$, i.e. $`0.1`$ fm-3. Heavy nuclei are located on the liquefaction curve for $`T`$=0 MeV and the critical temperature is located between 15 and 20 MeV, depending on the specific nuclear model used. The onset of liquid-gas coexistence phase is associated to the spinodal instability, related to a negative curvature in the nucleonic free energy density such that the speed of sound vanishes. The analysis of the topology of the thermodynamic potential show that the phase transition is first order in symmetric and asymmetric nuclear matter. A unique spinodal instability is expected and the asymmetry do not modify its properties . The spinodal instability is isoscalar (chemical instability), because the interaction between protons and neutrons is attractive at low density. In the density regime close to the spinodal, the density response function will be enhanced, thus affecting the un-charged current neutrino opacity while the charge current neutrino opacity is not modified. This may result in a reduced total neutrino mean-free path.

It is worth pointing out that Sawyer obtained a quite similar result, in his investigation on the dependence of the neutrino opacity and the equation of state of pure neutron matter . Assuming that the neutrino scattering is dominated by the classical fluctuations, he concluded that a local softening of the equation of state could produce a thin layer, near to the star surface, quite opaque to neutrinos of some energy. In this work we consider asymmetric nuclear matter and we substantiate Sawyer’s crude estimate by calculating consistently both the density fluctuations and the nuclear equation of state using the Gogny D1P finite-range nucleon-nucleon effective interaction . We describe the nuclear isoscalar and isovector density fluctuations within the Hartree-Fock (HF) plus the Random Phase Approximation (RPA). The calculation of the RPA response functions is performed in the Landau approximation, ignoring the Landau coefficients beyond the dipole one in both density and spin channels . It is worth recalling that some values of Landau parameters are related to different instabilities. In particular, the density at which the dimensionless Landau parameter $`F_0`$ equals -1 indicates the onset of the spinodal instability. In Fig. 1, we show the Landau parameters $`F_0`$ and $`F_0^{}`$ versus the total density for symmetric nuclear matter and several densities. The thin line correspond to asymmetric nuclear matter with $`x_pZ/(N+Z)=0.25`$. The results in asymmetric nuclear matter look very similar and we clearly see that out of the spinodal region, $`F_0`$ is attractive for a wide range of densities and temperatures. The Landau parameter $`F_0^{}`$ which is responsible to isospin-flip fluctuations do not show any instable behaviour, which confirms that the instability is isoscalar.

In Fig. 2 we plot the pressures and particle fractions as a function of the density for asymmetric nuclear matter at a temperature of $`T`$=10 MeV and leptonic fraction $`Y_l`$=0.285, defined as $`(\rho _e+\rho _\nu )/\rho `$. In the low density region $`\rho <\rho _0`$, the total pressure is mainly supported by electrons, and the contribution of neutrinos is about 20% or less . Hence, an increase of the neutrino pressure by a factor of 5 will increase by a factor of 2 the total pressure.

Let us assume the extreme hypothesis that, after a few hundred milliseconds, all the neutrinos contained inside the star are trapped inside the thin layer near the surface, and that the initial distribution of neutrino density is quasi-uniform. Therefore, the increase of the neutrino pressure inside the thin layer is given by the ratio of the PNS radius $`R`$ over the width $`ϵ`$ of the thin layer and writes

$$\frac{P_{\mathrm{layer}}}{P_{\mathrm{inside}}}\left(\frac{R}{3ϵ}\right)^{4/3}$$
(2)
where the neutrino pressure is polytropic versus the density with the power $`4/3`$. Hence, for a typical radius of 10 km and a width of 100 m, the neutrino pressure increases by a factor greater than 200. Of course, the Pauli principle should strongly moderate this factor, but this schematic calculation points out the possible efficiency of the neutrino trapping.

This qualitative calculation assumes that all species are independent from each other. In fact, neutrinos are in $`\beta `$-equilibrium, so that a modification of their number implies a corresponding change of the number of other particles, in particular the electrons. If the neutrino density is increased at constant temperature and constant baryonic density, then the $`\beta `$ equilibrium shifts in the direction to raise the number of electrons and protons. This is the consequence of Le Chatelier’s principle of minimum constraint extended to quantum systems. The same principle predicts that when the temperature is increased, the system tends to move towards the endothermic direction, thus increasing the number of electrons and protons. Consequently, raising both neutrino density and temperature produces electrons and protons. As electrons are mainly responsible for the pressure at low density, the overall effect of neutrino trapping is the increase of the total pressure.

Now we concentrate on the mechanism responsible for neutrino trapping. In the following, we will approach the liquid-gas phase transition from the homogeneous nuclear matter. This can be done by decreasing either the density at constant temperature or the temperature at constant density. In both cases, we should keep the density beyond the spinodal one or the temperature beyond the critical one. The density-density response function $`𝒮^{(0)}(q,T)`$ is represented in Fig. 3 for density values approaching the spinodal point, namely $`\rho _0`$ (panel a) and 0.75$`\rho _0`$ (panel b). The solid line stands for the HF calculation while the dashed line includes the RPA correlations, with a particle-hole interaction described in terms of the monopolar and dipolar Landau parameters. In the left panel, we see two symmetric collective states inside the continuum strength. These states indicate that near the Fermi surface, the residual interaction is repulsive. It can be seen that when the system approaches the liquid-gas phase transition, a zero energy mode becomes increasingly enhanced. In fact, the peak diverges at the spinodal density. This is a signature of a strong attractive residual interaction, which indeed induces the phase transition.

The neutrino mean-free path as a function of the density is plotted in Fig. 4 for a temperature $`T`$=10 MeV and a leptonic fraction $`Y_l=0.285`$. Left and right panels correspond to HF and RPA results, respectively. One can see that the RPA correlations induce a strong reduction of the neutrino mean-free path inside the liquid-gas phase transition in agreement with the previous results of R. Sawyer . Hence, neutrinos could be massively trapped inside the thin external layer with densities near the densities of the liquid-gas phase transition, and a radius close to the radius of the proto-neutron star. The spinodal density is close to 0.6$`\rho _0`$ in symmetric nuclear matter and is nearly constant in asymmetric nuclear matter until $`\rho _x/\rho 0.1`$ ($`x=n`$ or $`p`$.

Of course, the RPA scheme can be questionable in such a large fluctuations regime. The result of effects as short-range correlations, possible contributions of two or more loop processes at these densities have to be elucidated, as well as the response to neutrino probes of inhomogeneous nuclear matter inside the phase coexistence. Nevertheless, we believe that our approach reflects the basic physics near the spinodal point.

Let us now analyze the physical consequences for the supernovae-II mechanism due to the interplay between neutrino propagation and the liquid-gas phase transition. During the iron core collapse, neutrino are trapped inside the core. The energy gained by the collapse is essentially carried away by the neutrinos after the bounce. Neutrinos are massively trapped for densities below the saturation one, and hence those neutrinos which are diffusing from the inner part of the PNS cannot reach the outer part of the star. An important fraction of neutrinos accumulates inside a thin layer close to the surface of the PNS. The neutrino Fermi energy increases and shifts the beta equilibrium to the production of protons and electrons. The neutrino and electronic pressures increase as well as the temperature inside the thin layer. We believe that this effect may lead to a partial conversion of the energy carried away by the neutrino gas to the matter through the beta equilibrium. According to the Euler transport equation, a local increase of pressure will produce an ejection of matter. This radiated matter will encounter the shock wave and may contribute to its revival. Indeed, the energy carried away by neutrinos represents about 98% of the collapse energy while the shock wave transports only 2% of it. If the ejection of particles carries away only 2% of neutrino energy, the total kinetic energy of matter will increased by a factor of 2. This is the reason why we believe that this new scenario may contain an efficient mechanism for the explosion.

This scenario may modify the neutrino emission signal from supernovae. Indeed, at the beginning of the collapse (for $`\rho `$1010g/cm3), an electronic neutrino burst should come from the electronic capture. Then neutrinos are trapped and do not radiate from the PNS. After the bounce, if the proposed mechanism is strong enough to produce a second shock wave, the neutrinos ”englued” inside the thin layer would be massively liberated. In this case, a second neutrino burst, mixing the leptonic flavors, would be observed. The observation of two neutrino bursts could be a signature of the second explosion. However, this scenario do not necessary imply a second shock wave but could produce only a huge ejection of matter. Then, we stress that the non-observation of two neutrino bursts is not in contradiction with this scenario.

In this letter we have explored the consequences that large density fluctuations inside the liquid-gas phase transition could have for neutrino propagation and supernovae-II explosion. The calculations presented here are very schematic and apply only to the homogeneous phase close to the coexistence region, either for densities higher than the spinodal one, or temperatures higher than the critical one. For instance, close to the critical temperature, we expect to observe the coherent scattering of neutrinos in analogy with the well-known critical opalescence phenomenon (with respect to photons) observed in condensed matter. Recently, neutrino opacity has also been found to become very high inside the pasta phase, due to the coherent scattering of neutrinos off clusters . This indicate that inhomogeneous nuclear matter should also trapp neutrinos, and increase the efficiency of our scenario. In conclusion, this article focuses on neutrino propagation close to the liquid-gas phase transition in nuclear matter and shows that not trivial medium effects can trapp neutrinos. Based on this effect, we propose to include the trapping in hydrodynamical simulations. Work in this direction is now in progress.

Acknowledgments

Interesting discussions with M. Baldo, Ph. Chomaz, H. Müther, A. Pérez-Cañellas and A. Sedrakian are gratefully acknowledged. J.M. wants also to thank N. Van Giai and late D. Vautherin for introducing him into the subject of neutrino propagation in nuclear matter. J.N. is supported by MCyT/FEDER (Spain), grant number BMF2001-0262, and Generalitat Valenciana, grant number GV01-216.


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# Insulating Behavior of a Trapped Ideal Fermi Gas

## Abstract

We investigate theoretically and experimentally the center-of-mass motion of an ideal Fermi gas in a combined periodic and harmonic potential. We find a crossover from a conducting to an insulating regime as the Fermi energy moves from the first Bloch band into the bandgap of the lattice. The conducting regime is characterized by an oscillation of the cloud about the potential minimum, while in the insulating case the center of mass remains on one side of the potential.

Recent experiments have demonstrated the possibility of reaching the superfluid regime with trapped fermionic atoms jin ; bec . In this context, the combination of trapped cold fermions and optical lattices Modugno2003 , is very promising. On the one hand it represents the natural analogy with superconductivity of electrons in crystal lattices, while on the other it might be a additional tool to manipulate the interaction properties of the system hofstetter , and to investigate the superfluid phase. Atomic Fermi gases in lattices are interesting also in view of observing novel quantum phases that have been predicted for interacting Fermi fermi  and Fermi-Bose systems fermibose .

In this work we investigate a Fermi gas of non interacting atoms trapped in a harmonic field and subjected to a one-dimensional optical lattice. We study both theoretically and experimentally the center-of-mass dynamics of the system after a sudden displacement of its equilibrium position along the lattice. We find that the statistical distribution makes the dynamical properties of such system highly non trivial. The most dramatic new feature is that the system can exhibit a conducting or an insulating behavior, depending on whether the Fermi energy lies in the first Bloch band of the lattice or in the gap region. In the first case the cloud oscillates symmetrically in the harmonic potential, while in the second case it remains trapped on one side of the potential. By tuning the width of the lattice band we observe the full crossover between the two different regimes.

Semiclassical Model. Let us first introduce our theoretical model to describe the system. Neglecting the interatomic collisions, the many-body Hamiltonian can be simply written as a sum of single particle Hamiltonians:

$`H_0`$ $`=`$ $`\left({\displaystyle \frac{p_z^2}{2m}}+{\displaystyle \frac{1}{2}}m\omega _z^2z^2+sE_R\mathrm{sin}^2(2\pi /\lambda z)\right)+`$ (1)
$`\left({\displaystyle \frac{p_x^2+p_y^2}{2m}}+{\displaystyle \frac{1}{2}}m\omega _{}^2(x^2+y^2)\right),`$
where $`s`$ is a tunable dimensionsless parameter, $`E_R=\frac{\mathrm{}^2}{2m}\left(\frac{2\pi }{\lambda }\right)^2`$ is the recoil energy and $`\lambda `$ is the wavelength of the laser creating the lattice. Since the harmonic oscillator length is typically much larger than the lattice spacing $`d=\lambda /2`$ we can study the system in the semiclassical approximation.

We first concentrate on the $`z`$-component of the Hamiltonian (1). In the limit of a vanishing harmonic field ($`\omega _z0`$), the eigenfunctions of the stationary Schrödinger equation are Bloch waves. The eigenenergies $`\epsilon _n(p_z)`$ have the typical Bloch band structure as a function of the quasimomentum $`p_z`$, defined in the first Brillouin zone ($`\pi \mathrm{}/dp_z+\pi \mathrm{}/d`$), and of band index $`n`$ (in the following we consider only the lowest energy Bloch band $`n=1`$). In a semiclassical approach, we can incorporate the effects of the periodic potential modifying the kinetic part of the Hamiltonian: $`\frac{p_z^2}{2m}\epsilon (p_z)`$, while the harmonic confinement generates a driving field. Therefore, Eq. (1) can be approximated as:

$$H_0=\epsilon (p_z)+\frac{1}{2}m\omega _z^2z^2+\frac{p_x^2+p_y^2}{2m}+\frac{1}{2}m\omega _{}^2(x^2+y^2).$$
(2)
The effects of a sudden small displacement $`z_0`$ of the center of the harmonic trap can be included adding the perturbative term $`H_{pert}(z,t)=m\omega _z^2\mathrm{\Theta }(t)z_0z`$, where $`\mathrm{\Theta }(t)`$ is the unit step function. A first insight in the behavior of the system is provided by the study of the linear dynamics in a 1-D configuration.

1-D Analysis. The physics becomes particularly clear in the semiclassical phase space, as shown in Fig. 1. The lines are isoenergetic single particle orbits; they belong to two different classes, separated by the dashed orbit, which has an energy 2$`\delta `$, corresponding to the width of the first Bloch band. The orbits are close when their energy is in the band, i.e. the particles oscillate around the trap minimum. The orbits are instead open when their energy is in the gap, because the quasimomentum is reversed at the band edges. Particles in these orbits oscillate on the sides of the harmonic potential, performing the analogous of Bloch oscillations in a linear potential. In general the oscillation frequency of both kinds of orbits shows a strong dispersion with energy.

As shown in Fig. 1A, the Fermi gas at $`T=0`$ uniformly fills the phase space region with energy below $`E_F`$. A sudden displacement of the center of the harmonic potential corresponds to a shift of the center of the phase space (see Fig. 1B). The blue region contains particles that are still in equilibrium in the new configuration of the trapping field. The red and yellow regions, containing particles moving on close and open orbits respectively, are instead out of equilibrium and give rise to a collective dipole motion. The phase space region opens and melts during the dynamics as a consequence of the energy dependence of the single particle oscillation frequency (see figs. C, D), yet leaving constant the phase space volume (because of the Liouville theorem) and therefore preserving the Pauli principle. To one hand, the red orbits dephase on a longer time scale with respect to the yellow ones. Therefore, the relaxation and the frequency of the oscillation mode are dominated by the particles moving around the center of the phase space, in the red region. To the other hand, the yellow orbits remain open, trapping the center of mass of the system on one side of the harmonic potential. Notice that in this 1-D configuration, the damping of the oscillation disappears in the linear limit (small initial displacement) at $`T`$=0.

3-D Analysis. The semiclassical phase-space distribution $`f(\stackrel{}{r},\stackrel{}{p},t)`$ is governed by the Liouville equation

$$\frac{f}{t}+\frac{H}{\stackrel{}{p}}\frac{f}{\stackrel{}{r}}\frac{H}{\stackrel{}{r}}\frac{f}{\stackrel{}{p}}=0$$
(3)
where $`H=H_0+H_{pert}`$. Such an equation correctly describes the quantum dynamics up to orders of $`O(\mathrm{}^2)`$ Wigner1 . For small displacements, we can linearize the distribution function: $`f(\stackrel{}{r},\stackrel{}{p},t)=f_0(\stackrel{}{r},\stackrel{}{p})+g(\stackrel{}{r},\stackrel{}{p},t)`$, where $`f_0(\stackrel{}{r},\stackrel{}{p})=\left(\mathrm{exp}\left(\beta (H_0(\stackrel{}{r},\stackrel{}{p})\mu (T))\right)+1\right)^1`$ is the fermionic solution of the stationary Liouville equation for temperature $`T`$ relative to $`H_0`$, and $`g(\stackrel{}{r},\stackrel{}{p},t)`$ is a small time-dependent correction induced by the perturbation $`H_{pert}(z,t)`$. The dipole oscillations evolve according to :

$$\frac{\widehat{z}(t)}{z_0}=1+\frac{2m\omega _z^2}{\pi }_0^+\mathrm{}d\omega \left(\frac{1\mathrm{cos}(\omega t)}{\omega }\right)\mathrm{}\left(\chi (\omega )\right).$$
(4)
where $`\mathrm{}\left(\chi (\omega )\right)`$ is the imaginary part of the dipole response function $`\chi (\omega )`$. In order to calculate it we solve Eq.(3) in the linear regime by the general method illustrated in Brink , by using the energy of motion in $`z`$-direction $`E_z=\epsilon (p_z)+\frac{1}{2}m\omega _z^2z^2`$ as an independent variable instead of $`p_z`$. The imaginary part of the linear response function then becomes

$`\mathrm{}\left(\chi (\omega )\right)`$ $`=`$ $`{\displaystyle \frac{1}{(\mathrm{}\omega _{})^2}}{\displaystyle \frac{\pi }{\mathrm{}}}{\displaystyle \underset{n=1}{\overset{+\mathrm{}}{}}}{\displaystyle _0^+\mathrm{}}dE_z\delta \left(\omega n\omega _0(E_z)\right)n`$
$`\left[{\displaystyle _0^+\mathrm{}}dE_{}E_{}{\displaystyle \frac{f_0(E_z+E_{},T)}{E_z}}\right]Q^2(n,E_z)`$
where

$$Q(n,E_z)=\frac{1}{n\pi }_{z_1(E_z)}^{z_2(E_z)}dz\mathrm{sin}\left(n\pi \frac{\omega _0(E_z)}{\omega _0(E_z,z)}\right)$$
(6)
and

$$\omega _0(E_z,z)=\pi \left(_{z_1(E_z)}^z\frac{\mathrm{d}\zeta }{\left(\epsilon (P_z)/P_z\right)_{P_z=P_z(\zeta ,E_z)}}\right)^1.$$
(7)
In the above equations $`\omega _0(E_z)=\omega _0(E_z,z=z_2(E_z))`$ is the single particle frequency, $`z_1(E_z)`$ and $`z_2(E_z)`$ are the inversion points of the motion (i.e. the maximum and the minimum positions reached by the particle of energy $`E_z`$). Notice that, due to the 3-D nature of the system, all values $`E_zE_F`$ contribute to the response function (Insulating Behavior of a Trapped Ideal Fermi Gas) even at zero temperature, where the integral inside the square brackets becomes $`(E_zE_F)\mathrm{\Theta }(E_FE_z)`$. As a consequence a damping due to dephasing is in general present also in the linear limit, which is different from the 1-D case. As shown by the Eqs. (4-7), in order to calculate the dipole motion we need to know explicitly the Bloch energy $`\epsilon (p_z)`$ as a function of the quasimomentum. In tight binding approximation (large lattice height, corresponding to small tunnelling between the potential barriers) the first band is $`\epsilon (p_z)=2\delta \mathrm{sin}^2(p_z\lambda /4\mathrm{})`$ where $`\delta \delta (s)`$ Meret  is a decreasing function of the lattice height. With this choice for the dispersion the frequency $`\omega _0(E_z)`$ can be expressed in terms of elliptic integrals Abramowitz  and we can calculate analytically the quantities of interest. In regimes out of tight binding we use a parametrization of the energy band banda .

Experiment. We realize experimentally the system by using a Fermi gas of $`{}_{}{}^{40}\mathrm{K}`$ atoms. The sample is prepared in the $`F=9/2`$, $`m_F=9/2`$ state and sympathetically cooled Riboli  to quantum degeneracy in a magnetic trap with frequencies $`\omega _z=2\pi \times 24`$ s-1 and $`\omega _{}=2\pi \times 275`$ s-1. Subsequently a one-dimensional optical lattice is adiabatically superimposed along the weak axis of the trap ($`z`$ direction) Modugno2003 . The lattice is created by a laser beam in standing-wave configuration, with wavelength $`\lambda =863`$ nm. The lattice height can be adjusted in the range $`U=0.18E_R`$, where $`E_R/k_B=317`$ nK. The typical Fermi gas is composed by $`\mathrm{25\hspace{0.17em}000}`$ atoms at a temperature that can be varied between $`0.2T_F`$ and $`T_F`$, where the Fermi temperature is $`T_F300`$ nK.

The system is brought out of equilibrium by displacing the magnetic trap minimum along the lattice. The typical displacement is $`z_0`$=15 $`\mu `$m, much smaller than the 1/$`e^2`$ radius of the cloud (110 $`\mu `$m) nota1 . After a variable evolution time in the trap the atoms are released from the combined potential. We detect the position of the center of mass of the cloud by absorption imaging after a ballistic expansion of 8 ms.

Results. In Fig. (2) we show both the theoretical prediction (solid line) and the experimental observation (solid circles) of the dipole oscillation of a Fermi gas at $`T=0.3T_F`$ in presence of a lattice with $`s`$=3. For comparison, we show also the dipole motion in the absence of the periodic potential (dashed line and open circles) which consists in an undamped harmonic oscillation at the trap frequency $`\omega _z`$. We observe a dramatic change of the dipole oscillation in presence of the lattice, which is well described by the 3-D model. The appearance of an offset in the oscillations is due to the significant fraction of particles moving along open orbits; for the given parameters the Fermi energy is indeed larger than the bandwidth 2$`\delta 0.4E_F`$. This fraction behaves macroscopically as an insulator, because its center of mass does not move under the harmonic force but stays trapped on one side. The fraction of the gas occupying closed orbits can instead oscillate in the harmonic potential, and has therefore a conducting nature. A damping appears as expected because of the dephasing between different orbits. Also, the oscillation frequency is reduced because of the larger effective mass of the atoms in the lattice.

To understand how such phenomenology depends on the width of the first energy band, we have performed a series of measurements by keeping the atom number and temperature of the Fermi gas constant, and varying the lattice height. In this way it was possible to move the Fermi energy within the energy gap between the first and second band of the lattice. In Figs. 3-4 we plot the measured dependencies of the offset, damping rate and oscillation frequency, that are in good agreement with the theoretical calculations. Fig. 3 shows the crossover from a conducting behavior in low lattices to an almost completely insulating behavior in higher lattices. Here we have plotted the relative oscillation offset defined as $`z_{osc}/z_0`$, where $`z_{osc}`$ is the center of oscillation of the system in the lattice, as a function of the lattice height. Note how the relative offset, which represents the insulating fraction of the Fermi gas, stays small as long as 2$`\delta <E_F`$, and then raises quite rapidly towards unity. Since in the present experiment $`E_FE_R`$, an insulating fraction appears already with low lattices; the theory however shows that the threshold for the insulation moves to higher lattices in case of smaller Fermi energies (dashed line in Fig. 3). The disagreement between experiment and theory at low lattice heights, $`s<3`$, can arise from the population of higher bands due to the finite temperature and/or Landau-Zener tunnelling, which are not included in the theoretical model. Increasing $`s`$, the energy gap between bands increases, and the single band calculations become more realistic.

In Fig. 4 we show the observed features of the conducting fraction of the gas. The damping rate of the oscillation shown in Fig. 4a, also increases with the lattice height, because of an increased dispersion of the oscillation frequencies of atoms in closed orbits 7. As shown in Fig. 4b, the oscillation frequency of this component of the gas is close to that expected for a particle at the bottom of the band $`\omega _0(E_z=0)`$. Actually, the theoretical analysis shows that this value is strictly reached only asymptotically during the oscillation, because initially closed orbits with different frequencies contribute to the dipole motion.

As a consequence of the Pauli principle, which keeps the energy distribution broad, the Fermi gas exhibits an insulating behavior even at $`T`$=0. The observed phenomena only weakly depend on the gas temperature, at least in the region 0.2-1 $`T_F`$ that we have explored so far in both experiment and theory nota , and in general we observe an increase of both offset and damping for increasing temperatures, as expected because of the broader energy distribution. An analogous insulating phenomenon can be observed in uncondensed Bose gases at temperatures larger than the bandwidth. Indeed also in this case a significative part of the single particle orbits will have energy in the gap region giving rise to insulation. However we have observed Ott  that in the case of bosons, or even in the case of fermions admixed with bosons, interatomic collisions quench the open orbits and eventually bring the system into the equilibrium position.

Conclusion. In this paper we have investigated the dynamics of a non-interacting Fermi gas in presence of a combined periodic and harmonic potential, comparing the experimental observation with a semiclassical theory. We have shown that the system crosses from a conducting to an insulating behavior by tuning the Fermi energy relatively to the first energy band of the lattice. The present work provides a basis for further investigation of interacting Fermi gases in lattices, in both normal and superfluid phases, including the superfluid Josephson-like oscillations already observed in a Bose-Einstein condensate confined in the same trapping potential Cataliotti .

This work was supported by MIUR, by EU under contract HPRICT1999-00111, and by INFM, PRA “Photonmatter”. H.O. was supported by EU under contract HPMF-CT-2002-01958.


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# Angular Correlations of the MeV Cosmic Gamma Ray Background

## 1. Introduction

Type Ia supernovae (SNIa) produce intense fluxes of nuclear gamma rays, following the electron-capture decays of 56Ni and 56Co, contributing significantly to the MeV cosmic gamma ray background (CGB). The predicted spectrum shape and normalization are both in reasonable agreement with CGB measurements from COMPTEL (Weidenspointner, 1999) and SMM (Watanabe, Leising, Share, & Kinzer, 2000). The case for the SNIa origin of the MeV CGB, including other possible sources, and the dependence on cosmological parameters and the star formation rate, has been nicely summarized by Watanabe, Hartmann, Leising, & The (1999) and Ruiz-Lapuente, Cassé & Vangioni-Flam (2001).

The SNIa gamma ray spectrum has strong line features around 1 MeV, and integration over SNIa redshifts turns these into a series of steps (Clayton & Silk, 1969; Clayton & Ward, 1975; The, Leising, & Clayton, 1993). But insufficient signal to noise and residual systematics of existing measurements smear these characteristic spectral features, and so the SNIa origin of the MeV CGB remains unproven. More fundamentally, combinations of several proposed contributions to the MeV CGB may also produce a spectrum in reasonable agreement with observations. Since redshift information is mixed when integrating over sources, this potential degeneracy makes identification of the CGB sources challenging.

We propose new techniques to identify the origin of the MeV CGB, based on the observation that angular correlations of the CGB will reveal crucial information on the three-dimensional source distributions. Since SNIa are associated with galaxies, the SNIa CGB should follow the galaxy distribution. Other possible MeV CGB sources, such as MeV blazars (Blom et al., 1995) and cosmic ray shock acceleration (Miniati, 2003), have different clustering and redshift distributions, and would lead to different angular correlations in the CGB. MeV blazars, being rare and exhibiting strong variability (Zhang et al., 2002), will lead to uncorrelated angular fluctuations. The contribution from shock acceleration models would peak at low redshift (in contrast to the SNIa contribution which follows the star formation rate), and would not show features in the energy spectrum. Thus CGB angular correlations can be exploited to break degeneracies that are present if only the flux is used. More importantly, the line emission features of the SNIa CGB are strongly enhanced in the autocorrelation function, allowing unambiguous identification of the SNIa contribution to the CGB. Furthermore, by cross correlating the CGB with galaxies, important redshift information can be recovered. The correlated angular fluctuations in the CGB that we consider are intrinsically different from the uncorrelated Poisson fluctuations considered by Cline & Gao (1990) and Gao, Cline, & Stecker (1990); that case is appropriate if there are very few sources or detected photons per angular bin, which is not the case here.

Such unambiguous extraction of SNIa CGB allows a statistically robust measure of the supernova rate (SNR) and its evolution and hence also the star formation rate (SFR). A routine one year CGB survey would reflect the statistics of $`10^7`$ unresolved SNIa, with little obscuration by dust. In contrast, individual SNIa seen by gamma ray telescopes are expected to be very rare (Timmes & Woosley, 1997). Even the proposed SNAP satellite would only optically resolve $`1000`$ SNIa per year.

We use the SNIa contribution to the CGB to illustrate our proposed techniques. We calculate the SNIa CGB mean flux spectrum in §2, the SNIa CGB auto correlation in §3, and the cross correlation with galaxies in §4, discussing the observational feasibility in §5. Based on the measurements of flux spectrum, auto correlation, and cross correlation with galaxies, respectively, we present three new and independent methods to directly measure the SNR. Finally, we discuss the impact of improved sensitivity to new physics contributions to the CGB.

## 2. CGB mean flux spectrum

The mean (angle-averaged) number flux spectrum of the SNIa CGB is

$$\overline{F}(E)=\left[\frac{L(E(1+z),z)}{4\pi }R_{\mathrm{SN}}(z)\right]𝑑\chi ,$$
(1)
where $`L(E)`$ is the number of gamma rays per SNIa per energy interval, $`R_{\mathrm{SN}}(z)`$ is the SNR, and $`\chi `$ is the comoving distance (we assume $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=1\mathrm{\Omega }_m`$, and $`h=0.7`$) and $`d\chi /dz=(c/H_0)/\sqrt{\mathrm{\Omega }_m(1+z)^3+\mathrm{\Omega }_\mathrm{\Lambda }}`$. Since $`L(E)`$ is well-predicted, $`\overline{F}(E)`$ can be used to constrain the SFR (Watanabe, Hartmann, Leising, & The, 1999; Ruiz-Lapuente, Cassé & Vangioni-Flam, 2001). The SNIa spectrum, adopted from Fig. 4 of Ruiz-Lapuente, Cassé & Vangioni-Flam (2001), is shown in the top panel of Fig. 1. The resulting mean flux spectrum, shown in the middle panel of Fig. 1, is sufficient to account for both the shape and normalization of the COMPTEL (Weidenspointner, 1999) and (not shown) SMM (Watanabe, Leising, Share, & Kinzer, 2000) data over the energy range $`0.5E3`$ MeV. At lower or higher energies, other sources besides SNIa are required to reproduce the observations.

The SNR is determined by the SFR, the efficiency for producing SNIa, and the characteristic time scale $`t_{\mathrm{SN}}`$ for a binary system to produce a SNIa ($`t_{\mathrm{SN}}=1`$ Gyr for a white dwarf + non-white-dwarf system (Ruiz-Lapuente, Cassé & Vangioni-Flam, 2001)). For the SFR, we adopt (Hippelein et al., 2003) $`R_{SF}(z1.2)\mathrm{exp}(t/2.6\mathrm{Gyr})`$ and $`R_{SF}(z>1.2)=R_{SF}(1.2)\mathrm{exp}\left((tt(z=1.2))/2.5\mathrm{Gyr}\right)`$, both in units of $`M_{}`$ yr-1 Mpc-3, and where $`t`$ is the look-back time. Following the conclusions of Watanabe, Hartmann, Leising, & The (1999) and Ruiz-Lapuente, Cassé & Vangioni-Flam (2001) that the SNIa contribution can likely account for the observed CGB, we assume this to be true and concentrate on normalization-independent techniques to test this hypothesis. We normalize the product of the star formation rate, efficiency to produce a SNIa, 56Ni yield per supernova, and gamma-ray escape probability to match the COMPTEL data.

Past efforts of analyzing the mean flux spectrum can be improved by an inversion method. The spectrum can be discretized as matrix product,

$$\overline{𝐅}=𝐊𝐑_{\mathrm{𝐒𝐍}},$$
(2)
where the components of $`\overline{𝐅}`$ and $`𝐑_{\mathrm{𝐒𝐍}}`$ are $`\overline{F}(E_i)`$ and $`R_{SN}(z_j)`$, and kernel matrix $`𝐊`$ is specified by

$$𝐊_{ij}=\frac{d\chi /dz|_{z_j}}{4\pi }_{z_j\mathrm{\Delta }z_j/2}^{z_j+\mathrm{\Delta }z_j/2}L(E_i(1+z),z)𝑑z.$$
(3)
Due to strong variations in $`L(E)`$, we must use the integral form instead of evaluating it at the median $`z_j`$.

We split $`L`$ into a smooth part $`L^S`$ and a line emission part $`L^L`$. The line emission part $`L^L`$ can be approximated as a sum of delta-like functions, $`L_m^L(E,E_m^L)`$. The central values $`E_m^L`$ do not change with $`z`$, but $`L_m^L(E,E_m^L)`$ may depend on $`z`$ due to metallicity and environment evolution. For simplicity, we neglect this possible redshift dependence, which can in principle be calibrated by SNIa observations in other bands. Thus

$$𝐊_{ij}\frac{d\chi /dz|_{z_j}}{4\pi }\left[L^S(E_i(1+z_j),z_j)\mathrm{\Delta }z_j+\underset{m}{}\frac{g_m(z_j)}{E_i}\right],$$
(4)
where $`g_m(z)=_0^{\mathrm{}}L_m^L(E^{^{}},z)𝑑E^{^{}}`$ is the total number flux from the $`E_m^L`$ emission line at $`z`$, and the values $`m`$ are determined by $`E_m^L/E1(z_j\mathrm{\Delta }z_j/2,z_j+\mathrm{\Delta }z_j/2)`$. In the relevant range, $`\overline{F}(E)`$ is dominated by the line emissions, and the smooth part ($`L^S`$) can be neglected in Eq. (4).

For each $`E`$, at most several specific emission lines and hence relatively narrow ranges of redshift contribute, as shown in Fig. 2. Since these peaks are narrow in redshift space, $`\mathrm{\Delta }z_j=0.1`$ is sufficient to minimize edge effects. It is sufficient to only keep the first several dominant $`g_m`$, so that $`𝐊`$ reduces to a sparse matrix. This keeps the dominant signal while minimizing noise from other $`z`$ ranges, simplifying and stabilizing the inversion. While present data are not sufficient, this method of inversion from $`\overline{F}(E)`$ can in principle be used to measure the SNR up to $`z1.5`$, as shown in Fig. 2.

Data irregularities caused by statistical and systematic errors may make the inversion unstable, and more advanced methods (e.g. Pen, Lu, van Waerbeke, & Mellier (2003)) or maximum likelihood analysis may help. We have assumed that the fraction of the CGB contributed by SNIa is near unity. If other sources contribute too, the SNIa fraction can be measured if the characteristic spectral features are seen. Near those features, the SNIa contribution will dominate, especially in the CGB auto angular correlation, as shown in Fig. 1 and will be explained in §3.

## 3. CGB angular autocorrelation

The CGB angular autocorrelation has a different dependence on the SNR and provides a new method to measure it. Since SNIa appear in all galaxy types, we expect the that the SNR follows the galaxy distribution with a constant bias $`b`$ after averaging over a sufficient number of galaxies. Additionally, since only SNIa produce the characteristic spectral features, the redshift averaged bias could be measured in principle. The angular resolution of the CGB experiments is generally $`1^{}`$, and at these scales we expect Gaussian fluctuations in the CGB. Since a $`(1^{})^2`$ patch of sky contains $`10^5`$ galaxies, the constant bias assumption should hold very well. Then $`F(E)`$ is given by

$$F(E)=\left[\frac{L(E(1+z),z)}{4\pi }R_{\mathrm{SN}}(z)\right](1+b\delta _G)𝑑\chi ,$$
(5)
where $`\delta _G`$ is the relative galaxy number density fluctuation. For simplicity, we assume $`b=1`$ throughout this paper.

The widths of emission lines are generally several percent of the peak energies (see Fig. 1), corresponding to spatial separations of several $`30`$ Mpc/h. Since these are much larger than the galaxy-galaxy correlation length, we can use Limber’s equation (Peacock, 1999) in the relevant multipole range ($`\mathrm{}10`$ or $`\theta 30^{}`$) to obtain $`C_\gamma `$:

$`{\displaystyle \frac{\mathrm{}^2}{2\pi }}C_\gamma (\mathrm{})\overline{F}^2`$ $`=`$ $`{\displaystyle \left[L(E(1+z),z)\frac{R_{\mathrm{SN}}(z)}{4\pi }\right]^2\pi \frac{\chi }{\mathrm{}}\mathrm{\Delta }_G^2(\frac{\mathrm{}}{\chi },z)𝑑\chi }`$ (6)
$``$ $`{\displaystyle \underset{m}{}}\left({\displaystyle \frac{R_{\mathrm{SN}}(z_j)}{4\pi }}\right)^2{\displaystyle \frac{g_{2,m}(z_j)}{E}}`$
$`\times \pi {\displaystyle \frac{\chi (z_j)}{\mathrm{}}}\mathrm{\Delta }_G^2({\displaystyle \frac{\mathrm{}}{\chi }},z_j){\displaystyle \frac{d\chi }{dz}}|_{z_j}.`$
Due to the amplification in the square, only the line emission features in $`L`$ need to be considered, and $`g_{2,m}`$ is defined analogously to $`g_m`$ above, except for $`L^2(E,z)`$ instead of $`L(E,z)`$. Since both the galaxy power spectrum (variance) $`\mathrm{\Delta }_G^2`$ and $`C_\gamma \overline{F}^2`$ are observables, by the inversion methods discussed in §2, Eq. (6) can be applied to obtain $`R_{\mathrm{SN}}(z)`$. Since $`L^2`$ is much sharper than $`L`$, the kernel matrix is more sparse than that of $`\overline{F}`$, so that different $`E`$ ranges are less correlated, improving the error and the stability of the inversion.

To quantify the sparse feature of this kernel matrix, we calculate the contributions to $`C_\gamma `$ from various $`z`$. Here $`\mathrm{\Delta }_G^2`$ can be calculated from galaxy correlation function, which we assume to be $`\xi _G(r,z)=D^2(z)(r/[5\mathrm{Mpc}/h])^\alpha `$, with $`\alpha =1.7`$, as inferred from the SDSS angular correlation results (Connolly et al., 2002), and where $`D(z)`$ is the linear density growth factor. These assumptions are accurate enough to illustrate our main results.

A direct prediction is then $`C_\gamma (\mathrm{})C_G(\mathrm{})\mathrm{}^{\alpha 3}=\mathrm{}^{1.3}`$. As expected, $`C_\gamma `$ shows strong signatures of the emission lines, as shown in Fig. 1. There are only several important $`E_m^L`$ (Fig. 2), so the inversion is straightforward. For example, a measurement at $`0.5`$ MeV would directly measure $`R_{\mathrm{SN}}(z)`$ at $`z=0.7`$. Since the density fluctuations weaken toward high $`z`$, $`C_\gamma `$ is mainly sensitive to measuring $`R_{SN}(z)`$ for $`z1`$.

Here we briefly discuss the effects on our results due to variation of the parameters in our model. As noted, the angular power spectra are insensitive to the normalization of the CGB and hence the SFR, under the assumption that SNIa are the dominant contribution. Star formation histories weighted more heavily toward low redshift produce larger angular power spectra, due to the growth of galaxy clustering. A larger delay time $`t_{\mathrm{SN}}`$ causes SNIa to explode later, and would have a similar effect. Intrinsic variation in $`t_{\mathrm{SN}}`$ would not affect extraction of the SNR, but would introduce an additional uncertainty on the inferred SFR. The feasible redshift bins used in an inversion are unlikely to be narrower than $`\mathrm{\Delta }z=0.1`$, corresponding to a time interval of $`1`$ Gyr, so the error caused by fixing $`t_{\mathrm{SN}}`$ should be negligible.

The number of SNIa is finite, and so the measured correlations will reflect some Poisson noise, which can be subtracted. About $`N10^7`$ SNIa can be observed and thus the Poisson noise is about $`1/\sqrt{N}<10^3`$, which is smaller than the angular correlation signal at degree scales (Fig. 1). This estimation assumes equal weights in the Poisson noise for SNIa with different flux and at different $`z`$. In reality, nearby SNIa should be more heavily weighted, since their bright and rare occurrence will increase the Poisson noise. However, they can be subtracted as foreground sources. For a redshift bin centered at $`\overline{z}`$ and spanning $`\mathrm{\Delta }z`$, in a one year survey with one steradian field of view, $`N(110)\times 10^6\overline{z}^2\mathrm{\Delta }z`$ SNIa can be observed (the prefractor depends on the SNR at corresponding redshift), with fractional Poisson error $`10^3(\overline{z}^2\mathrm{\Delta }z)^{1/2}`$. The volume of a $`(1^{})^2`$ angular bin is $`V8\times 10^6(\overline{z}^2\mathrm{\Delta }z)(\mathrm{Mpc}/h)^3`$, and thus the density fluctuation in this volume is $`(V^{1/3}/8)^{1.7/2}\sigma _8D(\overline{z})0.05(\overline{z}^2\mathrm{\Delta }z)^{0.3}D(z)`$. Then, for the measurement of CGB flux from these angular and redshift bins, the S/N is $`50(\overline{z}^2\mathrm{\Delta }z)^{0.2}D(\overline{z})`$. So, only for the most nearby redshift bins with $`\overline{z}0.01`$ and $`\mathrm{\Delta }z0.01`$, does the Poisson error exceed the signal. With a proposed gamma-ray telescope such as Advanced Compton Telescope, with sensitivity about $`10^7\gamma \mathrm{s}^1\mathrm{cm}^2`$, most bright nearby SNIa within $`100`$ Mpc ($`z0.02`$) can be resolved and removed, as can be inferred from Timmes & Woosley (1997). So, the Poisson error is at $`10\%`$ level. As we will see in §5, this is not the dominant error source. So for the purpose of this paper, we omit the complexity in estimating this Poisson noise in more detail.

## 4. CGB-Galaxy angular cross correlation

Since the SNIa CGB is tightly correlated with galaxies, by using the galaxy clustering data as a function of photometric redshift range, the SNIa redshift distribution can be recovered. This cross correlation provides a new and robust way to identify CGB sources. For example, any CGB sources at high redshifts have no correlation with galaxies, which is particularly important for testing some new physics models, discussed further below. Furthermore, the cross correlation provides another way to measure the SNR. The cross correlation power spectrum $`C_{\gamma G}`$ with galaxies in the redshift range $`[z_1,z_2]`$ is

$`{\displaystyle \frac{\mathrm{}^2}{2\pi }}C_{\gamma G}(\mathrm{})\overline{F}\overline{\mathrm{\Sigma }}_G`$ $`=`$ $`{\displaystyle _{z_1}^{z_2}}\left[{\displaystyle \frac{L(E(1+z),z)}{4\pi }}R_{\mathrm{SN}}(z)\right]`$ (7)
$`\times \pi {\displaystyle \frac{\chi }{\mathrm{}}}\mathrm{\Delta }_G^2({\displaystyle \frac{\mathrm{}}{\chi }},z){\displaystyle \frac{dn}{dz}}dz,`$
where $`n(z)`$ is the galaxy number distribution function and the galaxy surface density is defined as $`\mathrm{\Sigma }_G=𝑑n/𝑑z(1+\delta _G)𝑑z`$. We adopt $`dn/dz=3z^2/2/(z_m/1.412)^3\mathrm{exp}((1.412z/z_m)^{1.5})`$ and choose the median redshift $`z_m=0.5`$ for SDSS (Dodelson et al., 2002).

Just as for $`\overline{F}`$ and $`C_\gamma `$, the contribution at a given energy is dominated by at most several redshift bins, as shown in Fig. 2, due to the SNIa line emission features. These redshift bins are then optimal for the cross correlation measurement because they contain the strongest signal. With large galaxy surveys, in which redshifts are measured spectroscopically or photometrically (by colors), it would be easy to select the best ranges of redshifts for given energies. In the limit that the line emission features dominate, Eq. (7) becomes

$`{\displaystyle \frac{\mathrm{}^2}{2\pi }}C_{\gamma G}(\mathrm{})\overline{F}\overline{\mathrm{\Sigma }}_G`$ $``$ $`{\displaystyle \frac{R_{\mathrm{SN}}(z_j)}{4\pi }}{\displaystyle \frac{dn}{dz}}|_{z_j}{\displaystyle \frac{g_m(z_j)}{E}}`$ (8)
$`\times \pi {\displaystyle \frac{\chi (z_j)}{\mathrm{}}}\mathrm{\Delta }_G^2({\displaystyle \frac{\mathrm{}}{\chi }},z_j),`$
which also allows a direct measurement of $`R_{SN}(z)`$, where $`C_{\gamma G}`$ is sensitive mainly to $`z1`$ because of the increased density fluctuations and more easily observable galaxies at lower redshifts.

## 5. Observational feasibility

The three methods discussed above to recover $`R_{SN}(z)`$ involve very few assumptions. The cosmological parameters have been or will be measured precisely, and measurements of galaxy clustering over a broad range of scales are also rapidly improving. The multi-wavelength properties and possible evolution of SNIa will be calibrated by present and future observations. Thus the feasibility of our proposed methods depends mainly on the CGB observations. Low gamma ray fluxes and low $`S/N`$ make the measurements of $`\overline{F}(E)`$, $`C_{\gamma G}`$, and especially $`C_\gamma `$ highly challenging, but the results would provide new and important tests of $`R_{\mathrm{SN}}(z)`$. Here we estimate the requirements for such measurements.

In the MeV range, the main noise sources arise from cosmic rays and radioactivities in the detectors (Weidenspointner, 1999); these can be treated as Poisson noise and subtracted. Then the uncertainty in the measured $`C_\gamma `$ is given by

$$\frac{\delta (C_\gamma \overline{F}^2)}{C_\gamma \overline{F}^2}=\sqrt{\frac{2(1+\frac{C_{N,\gamma }}{W_{\mathrm{}}^2C_\gamma })^2}{(2\mathrm{}+1)\mathrm{\Delta }\mathrm{}f_{\mathrm{sky}}^{CGB}}}.$$
(9)
The noise power spectrum is given by $`C_{N,\gamma }=4\pi f_{\mathrm{sky}}^{CGB}[(N_{N,\gamma }/N_\gamma )^2/N_{N,\gamma }+1/N_\gamma ]`$, where the first term is the Poisson noise of the instrumental background and the the second term is the Poisson noise of the signal. Here $`f_{\mathrm{sky}}^{CGB}`$ is the fractional sky coverage, and $`N_{N,\gamma }`$ and $`N_\gamma `$ are the total numbers of received instrumental events and CGB gammas, respectively. Here we have assumed equal weights for all SNIa. As discussed in §3, this simplification is sufficient for addressing $`N_\gamma `$, the most relevant parameter for the uncertainty on the CGB correlations. On the average, each SNIa contributes less than one detected gamma ray, so the signal Poisson noise is determined by $`N_\gamma `$ instead of the total number of SNIa in the survey volume and observing period. The window function $`W_{\mathrm{}}`$ reflects the angular resolution of CGB experiment, which we assume to be $`W_{\mathrm{}}=\mathrm{exp}(\mathrm{}^2\theta _p^2/16\sqrt{\pi })`$, where $`\theta _p`$ is the angular resolution of the survey.

For fixed survey time (fixed $`N_{N,\gamma }`$ and $`N_\gamma `$), the optimal survey strategy has to compromise between a larger $`f_{\mathrm{sky}}`$, which decreases the cosmic variance, and a smaller $`f_{\mathrm{sky}}`$, which decreases the noise power spectrum $`C_{N,\gamma }`$. Thus there exists an optimal sky coverage $`f_{\mathrm{sky}}^{\mathrm{opt}}`$ for each $`\mathrm{}`$ such that the relative error of $`C_\gamma `$ is the smallest:

$$f_{\mathrm{sky}}^{\mathrm{opt}}=\mathrm{min}(\frac{W_{\mathrm{}}^2C_\gamma }{C_{N,\gamma }(f_{\mathrm{sky}}^{CGB}=1)},1).$$
(10)
The uncertainty in the measured $`C_{\gamma ,G}`$ is then given by

$$\frac{\delta (C_{\gamma G}\overline{F}\overline{\mathrm{\Sigma }}_G)}{C_{\gamma G}\overline{F}\overline{\mathrm{\Sigma }}_G}=\sqrt{\frac{2r^2(1+\frac{C_{N,\gamma }}{W_{\mathrm{}}^2C_\gamma })(1+\frac{C_{N,G}}{W_{\mathrm{}}^2C_G})}{(2\mathrm{}+1)\mathrm{\Delta }\mathrm{}\mathrm{min}(f_{\mathrm{sky}}^{CGB},f_{\mathrm{sky}}^G)}}.$$
(11)
The noise power spectrum of the galaxy survey is $`C_{N,G}=4\pi f_{\mathrm{sky}}^G/N_G`$, where $`N_G`$ is the number of galaxies observed with a sky coverage $`f_{\mathrm{sky}}^G`$, and $`r`$ is the cross correlation coefficient between the CGB and a galaxy survey. For the cross correlation, larger $`f_{\mathrm{sky}}^{CGB}`$ always improves the measurement. Our results are shown in Fig. 3. We have adopted SDSS as the target galaxy survey. We found that the optimal angular scale for correlation detections is the degree scale, essentially the smallest scale allowed by the detector angular resolution. Though higher accuracy could be achieved at smaller scales, some of the assumptions about Gaussian fluctuations and constant bias may begin to break down. At degree scales, for surveys containing $`N10^7`$ galaxies, the galaxy Poisson noise (the $`C_{N,G}/W_{\mathrm{}}^2C_G`$ term in Eq. 11) is negligible, and $`\delta C_{\gamma G}/C_{\gamma G}f_{\mathrm{sky}}^{1/2}`$. Thus for a shallower survey covering the whole sky and containing the same amount of galaxies as SDSS, the accuracy of the measured $`C_{\gamma G}`$ could be improved by a factor of 2. But in order to study high redshift SNIa with the cross correlation, surveys deeper than SDSS are required.

The key requirements for the necessary detections are (a) good S/N ($`0.1`$), (b) large sky coverage ($`f_{\mathrm{sky}}1`$), and (c) large number of gamma detections ($`N_\gamma 10^7`$). The gamma flux is $`10^7(100\mathrm{cm}^2)^1\mathrm{sr}^1\mathrm{yr}^1`$, so a field of view of $`1\mathrm{sr}`$ and an integration time of $`1`$ year are required. These requirements guarantee $`10^3`$ contributing SNIa per pixel, and will average out the time dependence of the SNIa gamma ray emission (bright for $`1`$ year) and possible dispersion in SNIa spectra.

COMPTEL satisfied all of these requirements but (a). Its poor $`S/N`$ makes the measurement of $`C_\gamma `$ and $`C_{\gamma G}`$ unfeasible, as illustrated in Fig. 3. The proposed Advanced Compton Telescope (ACT) 111ACT, http://hese.nrl.navy.mil/gamma/detector/ACT/ACT.htm satisfies all three requirements (Milne, Kroeger, Kurfess, & The, 2002). With ACT and SDSS, several percent precision in both $`C_\gamma `$ and $`C_{\gamma G}`$ measurement would be possible (Fig. 3), and this would allow a comparable precision in the inverted $`R_{\mathrm{SN}}(z)`$. MEGA 222http://www.mpe.mpg.de/gamma/instruments/mega/www/mega.html (Bloser et al., 2002) and and NCT 333http://ssl.berkeley.edu/gamma/nct.html fall in between COMPTEL and ACT. The ultimate possible precision, $`1\%`$, is set by the limited gamma flux in a one year survey.

## 6. Discussion and summary

We have presented the power of using angular correlations to identify and measure the SNIa component of the MeV CGB. The CGB fluctuations should follow from the underlying large-scale structure of galaxies on degree scales, with rms fluctuations varying from several $`1\%`$ to order unity, depending on the energy band. At the degree scale, such measurements are feasible and the interpretation is robust. We estimate that ACT + SDSS would be able to measure $`C_\gamma `$ and $`C_{\gamma G}`$ with several percent accuracy. The combination of CGB mean flux and angular correlations will help to separate SNIa contributions from other possible sources and allows an statistically robust measurement of the SNIa rate to $`z1`$. Additionally, our proposed inversion technique using the mean flux spectrum would probe the SNIa and SFR rates to even higher redshifts.

A variety of new physics models predict or allow contributions to the present-day MeV CGB, for example the decay of non-baryonic cold dark matter (Olive & Silk, 1985; Barbieri & Berezinsky, 1988; Daly, 1988; Gondolo, 1992; Ellis et al., 1992; Kamionkowski, 1994; Kribs & Rothstein, 1997; Abazajian, Fuller, & Patel, 2001; Chen & Kamionkowski, 2004; Feng, Rajaraman, & Takayama, 2003), the decay of massive gravitons predicted by models of extra dimensions (Arkani-Hamed, Dimopoulos, & Dvali, 1999; Hall & Smith, 1999; Hannestad & Raffelt, 2003; Casse, Paul, Bertone, & Sigl, 2004; Kolb, Servant, & Tait, 2003), and primordial black hole evaporation (Kim, Lee, & MacGibbon, 1999; Daghigh & Kapusta, 2002; Sendouda, Nagataki, & Sato, 2003). When those photons arise from high-redshift sources, their angular distribution will be very isotropic and their energy spectrum may be featureless, though they may contribute an MeV CGB flux comparable to the observations. However, such sources may be separated from the SNIa contribution by using the techniques introduced in this paper, allowing more stringent tests of new physics than with the flux constraint alone. Similarly, these techniques can discriminate against exotic gamma ray sources that follow the halo profile of the Milky Way.

Finally, if the origin of the MeV cosmic gamma ray background is indeed type Ia supernovae, then this flux should be closely connected to the $`10`$ MeV cosmic neutrino background from type II, Ib, and Ic (core-collapse) supernovae. Type Ia supernovae (arising from stars less massive than about $`8M_{}`$) only efficiently produce gamma rays, and core-collapse supernovae (arising from stars more massive than about $`8M_{}`$) only efficiently produce neutrinos. Nevertheless, for an assumed initial mass function, the ratio of the gamma ray and neutrino fluxes should be mostly independent of the SFR.

Each type Ia supernova produces $`0.5M_{}`$ of 56Ni, leading to $`10^{55}`$ gamma rays. In contrast, in a core-collapse supernova, the inner $`1.5M_{}`$ core radiates about $`10^{58}`$ neutrinos, the dominant energy loss mechanism. The core-collapse supernova rate is about 10 times larger than the type Ia supernova rate, so therefore the supernova neutrino background flux should exceed the supernova gamma ray background flux by $`10^4`$. Recently, the experimental limit on the supernova neutrino flux has been greatly improved by Malek et al. (2003), and is now very near the theoretical predictions (Kaplinghat, Steigman, & Walker, 2000; Fukugita & Kawasaki, 2003; Ando, Sato, & Totani, 2003; Strigari, Kaplinghat, Steigman, & Walker, 2003). In addition, Beacom & Vagins (2004) have shown that a modification of the Super-Kamiokande detector would dramatically improve the signal to noise, allowing a clear discovery.

Though neither the gamma ray nor neutrino background has been clearly measured yet, the predicted integrated fluxes, with $`F_\nu 10^2`$ cm-2 s-1 (summed over flavors) and $`F_\gamma 10^2`$ cm-2 s-1, are indeed in roughly the expected ratio. In the standard scenario, both backgrounds arise dominantly from supernovae with $`z1`$. Exotic scenarios might predict rather different flux ratios, or might produce gamma rays and neutrinos at high redshift, such that the gamma rays cascade to lower energies by scattering, but the neutrinos simply redshift. Though at present this comparison is rather crude, it could be made much more precise, and the excellent prospects for detection of both the gamma ray and neutrino backgrounds makes this potentially a very important test of the assumed astrophysical scenarios (e.g., the timescale for a binary to form a SNIa) as well as more exotic physics models.

Acknowledgments: We thank Brian Fields and Dieter Hartmann for helpful discussions. This work was supported by Fermilab (operated by URA under DOE contract DE-AC02-76CH03000) and by NASA grant NAG5-10842.