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# 1 Schematic of the setup. LBO denotes the LiB3O5–frequency doubling crystal, PD 1-3 photo detectors, IF interference filter, and PLL phase-locked loop, respectively. Details are described in the text. Two additional servo loops (not shown in the Figure) were used for a slow stabilization of 𝑓_{𝑟𝑒𝑝} and Δ𝑥 in order to keep the beat signals within the hold-in range of the PLL tracking oscillators.

Absolute frequency measurement of the 435.5 nm 171Yb+ clock transition with a Kerr-lens mode-locked femtosecond laser

Jörn Stenger, Christian Tamm, Nils Haverkamp, Stefan Weyers, and Harald R. Telle

Physikalisch-Technische Bundesanstalt, Bundesallee 100, 38116 Braunschweig, Germany

We have measured the frequency of the $`6s^2S_{1/2}5d^2D_{3/2}`$ electric-quadrupole transition of 171Yb+ with a relative uncertainty of $`1\times 10^{14}`$, $`\nu _{Yb}`$ = 688 358 979 309 312 Hz $`\pm `$ 6 Hz.  A femtosecond frequency comb generator was used to phase-coherently link the optical frequency derived from a single trapped ion to a cesium fountain controlled hydrogen maser. This measurement is one of the most accurate measurements of optical frequencies ever reported, and it represents a contribution to the development of optical clocks based on an 171Yb+ ion standard.

Frequency comb generators based on Kerr-lens mode-locked femtosecond lasers  have dramatically simplified absolute optical frequency measurements. Such measurements of optical clock transitions in samples of cold atoms or single trapped ions mark an important step towards the realization of future optical clocks. Several optical transition frequencies have already been directly compared with primary cesium standards by the femtosecond comb technique, such as the hydrogen Lyman-$`\alpha `$ transition , the 657 nm intercombination transition in Ca , or a mercury ion transition at 282 nm . Recently, the indium ion clock transition at 237 nm was measured with respect to a cesium-fountain calibrated He-Ne standard . Here we report the first absolute frequency measurement of the $`6s^2S_{1/2}(F=0)5d^2D_{3/2}(F=2)`$ transition of 171Yb+ at 435.5 nm (688 THz).

This transition is attractive for optical clocks due to its small natural linewidth of 3.1 Hz and a $`\mathrm{\Delta }m_F`$ = 0 component with vanishing low-field linear Zeeman frequency shift. A single 171Yb+ ion is laser cooled in a spherical radiofrequency Paul trap so that the Lamb-Dicke condition is satisfied at 435.5 nm. The clock transition is alternately probed on both sides of the resonance line with the frequency-doubled output of an extended-cavity diode laser emitting at 871.0 nm. One laser cooling and probe excitation cycle lasts 80 ms. The frequency of the probe laser is stabilized to the line center with an effective time constant of 30 s through a second-order integrating servo algorithm. Short-time fluctuations are reduced by stabilization to an environmentally isolated high-finesse cavity. More details are given in Ref. . In the measurements reported here the 171Yb+ clock transition was resolved with an essentially Fourier-limited linewidth of 30 Hz.

A frequency comb was generated by a Kerr-lens mode-locked femtosecond laser. The emitted periodic pulse train corresponds in the frequency domain to a comb-like spectrum, which can be completely characterized by only three numbers: the line spacing equal to the repetition rate $`f_{\mathrm{rep}}`$, the longitudinal mode order $`m`$ of a line and an offset frequency $`\nu _{\mathrm{ceo}}`$, which reflects the frequency offset of the whole comb with respect to the frequency origin. Thus, an external optical frequency $`\nu _{ext}`$ can be written

$$\nu _{ext}=\nu _{ceo}+mf_{rep}+\mathrm{\Delta }x,$$
(1)
where $`\mathrm{\Delta }x`$ is the beat frequency of the external optical signal with the $`m`$th comb mode. In the experiment the radiofrequencies $`\nu _{ceo}`$, $`f_{rep}`$, and $`\mathrm{\Delta }x`$ are referenced to a hydrogen maser, which in turn is compared with a cesium fountain.

The experimental setup is schematically shown in Fig. 1. The frequency comb generator comprises a 10 fs Kerr-lens mode-locked Ti:Sapphire laser and a microstructure fiber  for external broadening of the spectrum via self-phase modulation. More details are given in Ref. . By coupling approximately 30 mW of the laser output into a 10 cm long piece of fiber we achieved a spectrum ranging from 500 nm to 1200 nm.

The 871 nm light from the 171Yb+ standard was guided to the frequency comb generator via a 250 m long single-mode polarization preserving fiber. About 1 mW of that light was combined with light from the femtosecond laser. After spectral filtering by a 10 nm (FWHM) interference filter and spatial filtering in a short piece of single mode fiber the beat note $`\mathrm{\Delta }x`$ was detected with a fast Si PIN photodiode (PD 1), filtered by a phase-locked loop (PLL) and counted by a totalizing counter.

Special care had to be taken for a phase-resolved determination of the repetition rate $`f_{rep}`$, which, according to eqn. (1), enters the optical frequency measurement with a large multiplication factor $`m`$. Thus we detected the 103rd harmonic of $`f_{rep}`$ at 10 GHz with a fast InGaAs PIN photodiode (PD 2) after spectral filtering with a fused-silica etalon. This microwave signal was downconverted, filtered and frequency-multiplied by 288. Owing to the resulting large overall multiplication factor of 29 664 the digitization error was reduced below the instability of the hydrogen maser. The wavelength of the 871 nm signal was pre-measured by a lambdameter with absolute accuracy corresponding to 1.5 MHz, thus determining the longitudinal mode order $`m`$.

The frequency $`\nu _{ceo}`$ was measured by detecting the beat note between frequency-doubled comb modes around 1070 nm and modes around 535 nm. According to eqn. (1) the frequencies of the comb modes are shifted by $`\nu _{ceo}`$ whereas the harmonics are shifted by $`2\nu _{ceo}`$. The resulting beat note $`\nu _{ceo}`$ was detected by a photo multiplier (PD 3) after spatial and spectral filtering both fields with a single mode fiber and a 600 l/mm grating, respectively. The signal was tracked with a third PLL and finally counted.

Data were taken on three different days. By averaging we derive the following value for the $`6s^2S_{1/2}(F=0)\mathrm{\hspace{0.33em}5}d^2D_{3/2}(F=2)`$ electric-quadrupole clock transition of the 171Yb+ ion:

$$\nu _{Yb}=\mathrm{688\hspace{0.33em}358\hspace{0.33em}979\hspace{0.33em}309\hspace{0.33em}312}\mathrm{Hz}\pm 6\mathrm{Hz}.$$
(2)
This frequency includes the frequency shift of the 171Yb+ transition due to isotropic blackbody radiation at an ambient temperature of 298 K. This shift is calculated to $``$ 0.4 Hz using tabulated atomic data . Fig. 2 shows the Allan standard deviation of one day’s data. The typical instability of the hydrogen maser (open circles in Fig 2) is approached.

The combined $`1\sigma `$ uncertainty of 6 Hz is given by the random and systematic contributions listed in Table 1. Sources of systematic uncertainties are the cesium fountain frequency standard  and the 171Yb+ frequency standard. The contributions due to thermally and acoustically induced length fluctuations both of the coaxial cable carrying the 100 MHz hydrogen maser signal and of the optical fiber guiding the 871 nm light were measured to be below $`1\times 10^{15}`$ and thus are negligible. For the 171Yb+ frequency standard we take into account a servo uncertainty of 1 Hz due to probe laser frequency drifts which are in the range of \- 0.05 $`\pm `$ 0.03 Hz/s and a 3 Hz uncertainty due to confinement-related shifts of the atomic transition frequency. The dominant source of these is the electric-quadrupole interaction of the upper state of the clock transition with stationary electric field gradients. In order to avoid quadrupole shifts by the trap field, the applied trap voltage contained no dc component. The residual shift due to uncompensated stray field gradients is estimated to be not larger than 1 Hz for atomic $`D_{3/2}`$ and $`D_{5/2}`$ states . An arrangement of compensation coils was used to adjust a magnetic field of $`1\pm 0.2\mu `$T in the trap region during excitation of the 171Yb+ clock transition. The corresponding quadratic Zeeman shift of the $`\mathrm{\Delta }m_F`$ = 0 reference transition is in the range of only 0.05 Hz. The trap region was protected from ambient heat sources by the light shield of the trap setup. We assume that the thermal radiation field in the trap region represented an equilibrium blackbody field at room temperature and neglect the corresponding contribution to the uncertainty budget.

In conclusion, we measured the frequency of the electric-quadrupole clock transition of the 171Yb+ ion with a relative uncertainty of $`1\times 10^{14}`$. This demonstrates the potential of the 171Yb+ standard as an ultraprecise optical frequency reference. Simultaneously, we demonstrated the capability of a femtosecond comb generator of measuring optical frequencies with Cs clock accuracy. A future application can be the direct frequency comparison of the 171Yb+ standard with another optical standard such as the cold-atom based calcium standard, aiming e.g. to measure a possible variation of fundamental constants . A drift of the relative frequencies of these optical standards due to a drift of the finestructure constant $`\alpha `$ by more than $`10^{15}`$ per year appears excluded . However, the unprecedented measurement accuracy achievable with femtosecond comb generators encourages one to pursue such fundamental, ultra-precise measurements.

We gratefully acknowledge financial support from the Deutsche Forschungsgemeinschaft through SFB 407 and contributions of Burghard Lipphardt, Uwe Sterr, Andreas Bauch, Günter Steinmeyer and Ursula Keller in several stages of the experiment. We are also indebted to Robert Windeler of Lucent Technologies for providing the microstructure fiber.


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# Introduction

## Introduction

It is always a good practice to provide the physical content of an analytical result. The following algebraic inequality lends itself well to this purpose: For any finite sequence of real numbers $`r_1,r_2,\mathrm{},r_N`$, we have

$$(r_1^3+r_2^3+\mathrm{}+r_N^3)^2(r_1^2+r_2^2+\mathrm{}+r_N^2)^3.$$
$`(1)`$
A standard proof is given in . An alternative proof follows from the isoperimetric inequality

$$A^336\pi V^2,$$

where A is the surface area and V the volume of any three-dimensional body. Setting the area $`A=_{i=1}^N4\pi r^2`$ and the volume $`V=_{i=1}^N(4/3)\pi r^3`$ yields (1).

## A Bubble Proof

We give yet another proof, now using elements of surface tension theory and ideal gas laws to the formation and coalescence of bubbles. This proof, found in , runs as follows.
According to a well-known result in surface tension theory, when a spherical bubble of radius R is formed in the air, there is a difference of pressure between the inside and the outside of the surface film given by

$$p=p_0+\frac{2T}{R},$$
$`(2)`$
where $`p_0`$ is the (external) atmospheric pressure on the surface film of the bubble, p is the internal pressure, and T is the surface tension that maintains the bubble .

Suppose initially that N spherical bubbles of radii $`R_1,R_2,\mathrm{},R_N`$ float in the air under the same surface tension T and internal pressures $`p_1,p_2,\mathrm{}p_N`$. According to (2),

$$p_k=p_0+\frac{2T}{R_k},k=1,2,\mathrm{}N.$$
$`(3)`$
Now suppose that all N bubbles come close enough to be drawn together by surface tension and combine to form a single spherical bubble of radius R and internal pressure p, also obeying Eq. (2). When this happens, the product of the internal pressure p and the volume v of the resulting bubble formed by the coalescence of the initial bubbles is, according to the ideal gas law , given by

$$pv=p_1v_1+\mathrm{}+p_Nv_N,$$
$`(4)`$
where $`v_k`$ (k=1,2,…, N) are the volumes of the individual bubbles before the coalescence took place. For spherical bubbles, (4) becomes

$$pR^3=p_1R_1^3+\mathrm{}+p_NR_N^3.$$
$`(5)`$
Substituting the values of p and $`p_k`$ given in (2) and (3) into (5), we obtain

$$R^3R_1^3R_2^3\mathrm{}R_N^3=\frac{2T}{p_0}(R_1^2+R_2^2+\mathrm{}+R_N^2R^2).$$
$`(6)`$
Now, if the total amount of air in the bubbles does not change, the surface area of the resulting bubble formed by the coalescence of the bubbles is always smaller than the sum of the surface area of the individual bubbles before coalescence. Thus,

$$R_1^2+R_2^2+\mathrm{}+R_N^2R^2.$$
$`(7)`$
Since the potential energy of a bubble is proportional to its surface area, (7) is a physical condition that the surface energy of the system is minimal after the coalescence.

It follows from (7) and the fact that $`p_0`$ and T are positive constants that the left hand side of equation (6) satisfies

$$R_1^3+R_2^3+\mathrm{}+R_N^3R^3.$$
$`(8)`$
The equality, which implies conservation of volumes, holds when the excess pressure in the bubble film is much less the atmospheric pressure. Combining (7) and (8) yields the inequality (1), which is also valid for negative numbers.

## Acknowledgment.

O.B. would like to thank Dr. Joel Hass for pointing out the isoperimetric proof of (1), and FAPESP for support under grant 97/14430-2.


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# Communication and optimal hierarchical networks

## Abstract

We study a general and simple model for communication processes. In the model, agents in a network (in particular, an organization) interchange information packets following simple rules that take into account the limited capability of the agents to deal with packets and the cost associated to the existence of open communication channels. Due to the limitation in the capability, the network collapses under certain conditions. We focus on when the collapse occurs for hierarchical networks and also on the influence of the flatness or steepness of the structure. We find that the need for hierarchy is related to the existence of costly connections.

thanks: Partially supported by DGES of the Spanish Government, grants PB96-0168 and PB97-0131, and EU TMR grant ERBFMRXCT980183

Nowadays, physicists pay a lot of attention to the dynamics of complex social and economic systems . In particular the influence of the topology of the underlying interactions on the behavior of such systems  deserves special interest. We focus on the behavior of hierarchical structures formed by agents (or elements, in general) that interact with each other via communication processes. This framework is especially adequate to study for instance packet flow in computer networks like the Internet , traffic networks , river networks  and particularly information flows in organizations .

Using Radner’s words :

> The typical U.S. company is so large that a substantial part of its workforce is devoted to information-processing, rather than to “making” or “selling” things in the narrow sense. Although precise definitions and data are not available, a reasonable estimate is that more than one-half of U.S. workers (including managers) do information-processing as their primary activity.

Thus it is worth considering an organization as a system of information processors.

In this work, we extend a general and simple model for communication processes that has been recently proposed . The original model considers agents that deliver information packets through well established channels. These agents have an infinite capacity to store packets and the only limitation comes from the fact that they do not have an infinite capacity to deliver. Despite its simplicity, the model reproduces the main characteristics of the flow of information packets in a network and a continuous phase transition from a free to a congested regime is observed and properly characterized by means of an order parameter .

In the present extension of the model, we introduce a cost associated to the establishment of links so that the agents in the communication network cannot be linked to an arbitrary number of neighbours or, at least, it has a negative influence on their performance. In both cases, with and without cost associated to the links, the optimal organizational structures are studied.

The organization is mapped into a hierarchical (Bethe) lattice (see Fig. 1) where nodes represent the communicating agents (employees) and the links between them represent communication lines. These tree like structures are characterized by two quantities: the branching factor, $`z`$, and the number of levels, $`m`$. From now on, we will use the notation $`(z,m)`$ to describe a particular tree.

The dynamics of the model is the following. At each time step $`t`$, an information packet is created by every agent with probability $`p`$. When a new packet is created, a destination agent, different from the origin, is chosen at random in the network. Thus, during the following time steps $`t,t+1,\mathrm{},t+T`$, the packet is traveling toward its destination: once the packet reaches this destination agent, it is delivered and disappears from the network. One can think in a problem solving scenario  and say that, from time to time, problems arise in the organization; these problems need to be solved somewhere in the network. When an agent receives a packet (problem), she knows whether the destination (solution) is to be found somewhere below her. If so, she directs the packet downwards in the right direction. Otherwise, she transmits it upwards to the agent overseeing her. Thus, the information packets move toward their destination following the shortest path. The time a packet remains in the network is related not only to the distance between the origin and the destination agents, but also to the amount of packets in the network. In particular, at each time step, all the agents try to send each one of the packets they are handling. For each packet, there is a probability $`q_{ij}`$ to go from the present agent $`i`$ to the next one $`j`$. We call $`q_{ij}`$ the quality of communication between agents $`i`$ and $`j`$ and it is defined as

$$q_{ij}=\sqrt{k_ik_j}.$$
(1)
where $`k_\alpha `$ represents the capability of agent $`\alpha `$ to communicate at each time step. For $`k_\alpha `$ we propose:

$$k_\alpha =Q_L(c_\alpha )f(n_\alpha )$$
(2)
where $`c_\alpha `$ is the number of links of agent $`\alpha `$, $`0<Q_L(c)1`$ is a cost factor related to these links (note that, the higher the number of links, the smaller $`Q_L`$, so $`Q_L`$ is a monotonically decreasing function of its argument), $`L`$ is the linking capability that tunes the magnitude of this cost (higher values of $`L`$ correspond to low linking cost and viceversa), $`n_\alpha `$ is the total number of packets currently at agent $`\alpha `$, and $`0<f(n)1`$ is the function that determines how the capability of a particular agent decreases when the number of information packets to handle grows (again, $`f(n)`$ is a decreasing function of the argument).

A suitable election for $`f(n)`$ seems to be

$$f(n)=\{\begin{array}{ccc}1\hfill & \text{for}& n=0\hfill \\ 1/n\hfill & \text{for}& n=1,2,3,\mathrm{}\hfill \end{array}$$
(3)
although other functional forms can be considered and one observes different interesting behaviours .

As a first step, let us focus in the simpler case $`L\mathrm{}`$, i.e. cost less connections. The probability of generating a packet per agent and time unit, $`p`$, is an exogenous parameter that controls the behavior of the system. For small values of $`p`$, all the packets are delivered and so, after a transient, the system reaches a steady state in which the total number of packets, $`N`$, fluctuates around a constant value, i.e. the number of delivered packets is equal, on average, to the number of generated packets. However, for large values of $`p`$, not all the packets can be delivered, and $`N`$ grows in time without limit. The transition between one regime and the other is a continuous phase transition and occurs for a well defined critical value of $`p`$, $`p_c`$ .

It is possible to give an analytical estimation of $`p_c`$. Within a mean field approach, it is if we do not consider fluctuations and we assume that the behavior of all the agents in the same level is statistically identical, one gets the following expression for $`p_c`$

$$p_c=\frac{\sqrt{z}}{\frac{z(z^{m1}1)^2}{z^m1}+1}.$$
(4)
For values of $`z`$ and $`m`$ such that $`z^{m1}1`$ (note that this condition is satisfied even for relatively small values of $`z`$ and $`m`$), this expression can be approximated by

$$p_cz^{3/2m}.$$
(5)
Although strictly speaking (4) (and its approximation (5)) provides an upper bound to $`p_c`$, it is an excellent estimation for $`z4`$, as can be seen in Fig. 2 of Ref. .

More interesting to us is the maximum number of information packets that can be generated in a time step without collapsing the organization, $`N_c=p_cS`$, with $`S`$ standing for the size of the organization. It is given by

$$N_c=\frac{\sqrt{z}}{\frac{z(z^{m1}1)^2}{z^m1}+1}\frac{z^m1}{z1}\frac{z^{3/2}}{z1}$$
(6)
again with the same approximation as in (5). Thus the total number of packets a network can deal with does not depend on the number of hierarchical levels. Furthermore $`N_c`$ is a monotonically increasing function of $`z`$, suggesting that, fixed the number of agents in the organization, $`S`$, the optimal organizational structure, understood as the structure with higher capacity to handle information, is the flattest one, with $`m=2`$ and $`z=S1`$.

However, from a practical point of view this structure is not possible: an organization with 10,000 employees, for instance, cannot be organized in only two hierarchical levels, since it is impossible to maintain such a enormous number of communication lines. Thus, it is necessary to introduce the cost for establishing links in order to get a more realistic picture of the problem. In this case, following arguments analogous to that used in the case of cost less connections, we can arrive to the following expression for $`p_c`$:

$$p_c=\frac{\sqrt{zQ_L(z)Q_L(z+1)}}{\frac{z(z^{m1}1)^2}{z^m1}+1}.$$
(7)
Again, for $`z`$ and $`m`$ such that $`z^{m1}1`$, the maximum number of packets that can be generated per time step without collapsing the system is independent of $`m`$, and is given by

$$N_c\frac{z^{3/2}(Q_L(z)Q_L(z1))^{1/2}}{z1}.$$
(8)
To check the effect of the cost factor, we propose the following form for $`Q_L(c)`$

$$Q_L(c)=1\mathrm{tanh}\frac{c}{L},$$
(9)
Although the election of $`Q_L`$ is completely arbitrary, (9) has two desirable properties: (i) it is a monotonically decreasing strictly positive function and (ii) $`Q_L`$ decreases linearly for small values of $`c`$ (compared to $`L`$). Also, $`Q_L`$ decreases faster for small values of $`L`$ and viceversa.

As can be seen from Fig. 2, the scenario that arises with the introduction of the cost factor is much more interesting. Now, the cost term compete with the behavior we have found for the critical number of generated packets, $`N_c`$, in the case of cost less connections. Thus, there is a maximum in $`N_c`$ related to an optimum value of $`z`$, $`z^{}`$, which defines an optimal organizational structure different from the trivial $`m=2`$ and $`z=S1`$.

Summarizing we have studied a model of communication that includes cost for establishing communication channels. While in the absence of such cost the flat structure is the most efficient (in spite of the congestion phenomena), the need for hierarchy arises because of the existence of even small costs. Remarkably, in both cases with and without costs, the capacity of the network to handle information packets does not depend on the number of levels of the hierarchy but in the branching factor of the structure.


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# Non-linear macroscopic polarization in III-V nitride alloys

## I Introduction

III-V nitrides and their alloys have recently emerged as a strategic materials system for the design and manufacture of high-frequency light emitting devices and high power transistors.  Recent theoretical investigations  have suggested that the macroscopic polarization of wurtzite nitrides has a major influence on the design criteria of low-dimensional nanostructures aimed to address the technological goals mentioned above. Indeed, III-V nitrides in their wurtzite structure posses a large spontaneous polarization and larger-than-usual piezoelectric constants. As a consequence, fixed and approximately two-dimensional charges resulting from polarization discontinuities occur at nitride heterointerfaces, causing built-in electrostatic fields and/or free-charge accumulation, completely unusual in conventional III-V’s. By and large, these findings have been confirmed experimentally  through the observation of optical shifts in quantum wells, and of high-density two-dimensional electron gases in field-effect transistor structures, and have been used as a guideline in the design and optimization of non-conventional high-frequency, high-breakdown voltage heterostructure field-effect transistors.

In nanostructure modeling or experiment interpretation, it was assumed so far  that polarization in nitride alloys would interpolate linearly between the limiting values determined by the parent binary compounds, i.e. follow a Vegard-like behavior. The structural properties generally follow Vegard’s law in many semiconductor alloys. On the other hand, electronic properties such as the optical band gap often depart from linear behavior: it is thus a plausible expectation that macroscopic polarization may also exhibit non-linearity. In this paper, we investigate the dependence of the macroscopic polarization on the composition and microscopic structure in AlGaN, InGaN and AlInN alloys, by means of ab initio density-functional techniques. Whereas the structural properties do follow Vegard’s law closely, we find a strong non-linear dependence of the polarization on alloy composition. The non-linearity of the spontaneous polarization depends appreciably on the microscopic structure of the alloy. By contrast, the non-linearity of the piezoelectric polarization is a pure bulk effect: Vegard’s law holds closely if the non-linear strain dependence of bulk piezoelectricity is accounted for.

## II Alloy structure

The calculation of the macroscopic polarization of an alloy requires the knowledge of its equilibrium structure. Nitride alloys are commonly thought to be characterized by a random distribution of the group-III elements on the wurtzite cation sites, while anion sites are always occupied by nitrogen. Recent experimental  work (with support from theoretical  investigations) has suggested that ordering takes place in some nitride alloys under suitable growth conditions. The ordering in question was reported to consist of 1$`\times `$1 super-lattice structures oriented along the (0001) direction, with Al (or In) atomic planes alternating with Ga planes. Given these suggestions, a theoretical investigation of the alloy phase diagram would require the study of surface thermodynamics and kinetics as a function of the growth conditions. This is outside the scope of the present work. Here we accept as plausible that both random and ordered structures may be obtained depending on the growth conditions, and consider a sample of both structures in our polarization calculation. The ordered structure just mentioned bears evident similarities with the CuPt-like structure found in epitaxially ordered alloys of zincblende materials, where the super-lattices are formed in the (111) direction; we therefore label this structure as CP. On the other hand, the microscopic structure of a random alloy can also be represented efficiently in periodic conditions using the special quasi-random structure (SQS) method. Given its successes in the prediction of band gap non-linearity in zincblende-structure alloys, the SQS method is the natural choice to study polarization non-linearity in III-V nitride alloys. We enforce the periodic boundary conditions needed to compute the macroscopic polarization in the Berry phase approach  by using repeated supercells, as done previously in Ref.  to study Born charges and IR spectra in amorphous SiO2. As a compromise between computational workload and the accurate description of random structures, a 32-atom 2$`\times `$2$`\times `$2 wurtzite supercell is adopted. In analogy to zincblende-based alloys, it is possible to reproduce the statistical properties (pair correlation functions, etc.) of a random wurtzite alloy for a molar fraction $`x`$=0.5 by suitably placing the cations on the 16 sites available in the cell, i.e. by a so-called SQS-16 structure. Even smaller structures such as SQS-8 were previously found to be adequate to mimic random zincblende-based alloys, so we are confident that our SQS-16 is a good model of the present random alloys. Since other molar fractions cannot be described as easily, and also because non-linear effects are expected to be largest for this concentration, our investigation on random alloys is restricted to the case $`x`$=0.5.

As a further ingredient, we consider ordered structures other than the CuPt mentioned earlier for each of the ternaries (AlGaN, InGaN, AlInN). The chalchopyrite-like structure (henceforth labeled CH) is defined by each anion site being surrounded by two cations of one species and two of the other, with the constraint of fitting periodically into our (2$`\times `$2$`\times `$2) wurtzite supercell. This structure is highly symmetric, as there are only two kinds of inequivalent anion sites, differing in the orientation of the neighbors, and not in their chemical identity. Among the possible ordered structure, CH is in a sense the most homogeneous for the given composition. A further useful ordered structure we consider is a luzonite-like structure, resembling the luzonite structure used for zincblende-based alloys. In this structure (labeled LZ), each nitrogen atoms is surrounded by three cations of one species, and one of the other: in a sense, this is the analog to the CH structure for molar fractions $`x=0.25`$ and $`0.75`$.

The comparison between chalchopyrite-like and SQS “random” structures will give us insights on the effect of randomness versus ordering without the biases due to specific super-lattice ordering as in the CuPt structure. Luzonite-like structure will provide values of the polarization at intermediate molar fractions.

## III Method

As for the technical ingredients of the calculations, we work within the density-functional-theory pseudopotential plane-wave framework as implemented in the VASP code. Ultrasoft pseudopotentials  provided with VASP are used for all the elements involved; Ga and In $`d`$ semicore states are included in the valence. Since we are interested in the effects on polarization due to (among other) internal strains related to size mismatch of the two alloyed materials, it is imperative that our calculation reproduce relative mismatches with the highest possible accuracy. Comparing DFT calculations using both the LDA and GGA (in its PW91 variant) exchange-correlation functional, we found that GGA does a better job of reproducing the relative mismatch between the binary constituents, besides getting closer to the experimental structure. We therefore used the GGA for all the present calculations. We reported recently in some detail the properties of binary nitrides, including polarization, as calculated in the GGA vs LDA in Refs. and .

Another precaution adopted throughout this work was to use the same 32-sites supercell for both binaries and alloys, the same k-points for reciprocal space integration (a 4$`\times `$4$`\times `$4 Monkhorst-Pack mesh) and for the Berry phase calculations, and the same safe plane-wave cutoff of 325 eV, regardless of composition. Although more costly, this route reduces the systematic convergence errors. All forces and stress components have been converged to zero within 0.005 eV/Å and 0.01 Kbar, respectively, for free-standing alloys. For GaN-epitaxial alloys (Sec. V), only the $`zz`$ stress component has been zeroed. The polarization of the binary compounds as obtained in the supercell calculations is always within less than 0.001 C/m2 of the value obtained in a bulk calculation using a 12$`\times `$12$`\times `$12 k-points mesh.

## IV Spontaneous polarization

We start our analysis comparing the values of the lattice constants and spontaneous polarization computed for the free standing alloys, with the predictions of Vegard’s law. The latter relates the lattice constants $`a`$ and $`c`$, and the spontaneous polarization $`P_{\mathrm{sp}}`$ of an alloy AxB1-xN, to their values for the binary costituents AN and BN (A and B indicate two generic cations among In, Al, and Ga) by

$`a(\mathrm{A}_\mathrm{x}\mathrm{B}_{1\mathrm{x}}\mathrm{N})=xa(\mathrm{AN})+(1x)a(\mathrm{BN}),`$ (1)
$`c(\mathrm{A}_\mathrm{x}\mathrm{B}_{1\mathrm{x}}\mathrm{N})=xc(\mathrm{AN})+(1x)c(\mathrm{BN}),`$ (2)
and

$`P_{\mathrm{sp}}(\mathrm{A}_\mathrm{x}\mathrm{B}_{1\mathrm{x}}\mathrm{N})=xP_{\mathrm{sp}}(\mathrm{AN})+(1x)P_{\mathrm{sp}}(\mathrm{BN}).`$ (3)
The existence of compositional non-linearities (i.e. non-Vegard behavior) in a generic measurable quantity in an alloy can be described in a first approximation by a parabolic model involving a so-called bowing parameter. In particular, we expect to be able to describe the possible non-linear dependence of the spontaneous polarization on the composition as

$`P(\mathrm{A}_\mathrm{x}\mathrm{B}_{1\mathrm{x}}\mathrm{N})`$ $`=`$ $`xP(\mathrm{AN})+(1x)P(\mathrm{BN})`$ (4)
$`b_{\mathrm{AB}}x(1x),`$ (5)
where the bowing parameter is by definition as

$`b_{\mathrm{AB}}=2P(\mathrm{AN})+2P(\mathrm{BN})4P(\mathrm{A}_{0.50}\mathrm{B}_{0.50}\mathrm{N})`$ (6)
involving only the knowledge of the polarization for ternary alloys with molar fraction $`x=0.5`$. Given the bowing parameter, the spontaneous polarization can be obtained at any composition.

### A Polarization non-linearity

In Fig. 1, we compare with Vegard-law predictions our calculated equilibrium lattice parameters $`a`$ and $`c`$ for all the alloy structures and compositions studied. Both $`a`$ and $`c`$ follow quite closely Vegard’s law in all cases. The dependence of the polarization on composition is then the same as that on the lattice parameter(s), modulo a multiplicative factor. Therefore, in Figs.2 and 3 we can compare with Vegard-law predictions the calculated data, respectively, for the random and Cu-Pt–ordered (Fig.2), and chalcopyrite- or luzonite-like ordered (Fig. 3) alloys, displayed in the (P,$`a`$) plane. The ordinates of the filled symbols are the calculated spontaneous polarization, the abscissas are the calculated lattice constants; the open symbols and dashed lines are the Vegard-law predictions; the solid lines are fits of Eq.5 to the calculated values.

We identify two main points. First, there is a large non-linear dependence of the spontaneous polarization on the lattice parameter, hence on alloy composition. Alloys with large lattice mismatch between the constituents (e.g. AlInN and InGaN) show the largest bowing, while in AlGaN the non-linearity is modest, although sizable. Regardless of the alloy structure and composition, the spontaneous polarization shows always an upward bowing. Second, CP-ordered (Fig. 2) and CH-ordered (Fig. 3) alloys have very different bowing. This is at variance to the case of the band gap: ordering is known to cause an increase of the band gap bowing, but more homogeneous across different ordered structures, and never as dramatic as that of polarization in the CP ordered alloy.

The CH and LZ ordered structures offer the possibility to test the validity of the interpolation model based on the bowing parameter. The ordered LZ structure is analogous to CH for molar fractions of 0.25 and 0.75. The size of the deviations of the LZ values from those predicted by the fit of Eq.5 through the binaries and the CH ($`x`$=0.5) value, indicates whether or not non-parabolicity occurs in the $`P`$($`x`$) relation for CH-like order. Since the polarization of the CH structure behaves qualitatively as that of the random structure (Fig. 3), the conclusions for CH may be exported to the random phase. In Fig. 3 the values of the polarization calculated for the LZ structures at molar fractions 0.25 and 0.75 lay very close to the parabolic curve for InGaN and AlGaN; this confirms the accuracy of the quadratic hypothesis embodied in Eq.5. For AlInN, the calculated values lay somewhat above (below) the parabolic relation for $`x`$=0.25 ($`x`$=0.75), showing that some polarization non-parabolicity occurs, and specifically that the bowing is higher for low In concentration in AlInN. Compared to the quadratic non-linearity (Eq.5), the non-parabolicity causes relatively modest additional deviations (of order 10 %) for AlInN. A legitimate conclusion is then that the bowing relation should predict polarization in AlInN with about 10 % accuracy, and much better for InGaN and AlGaN.

It is clear that these result have a considerable technological relevance for nanostructure devices. Polarization differences across interfaces in, say, multi-quantum-wells, generate localized interface charges  which in turn cause electrostatic fields and/or charge accumulation at the interfaces. The non-linearity just reported modifies considerably the polarization-induced interface charge densities, and must be accounted for in any attempt at quantitative comparisons with, or predictions on experiments. We will be considering this aspect in detail in forthcoming work. In the following Sec.IV B we attempt instead to gain insight on the nature of the non-linear behavior of the polarization in III-V nitrides.

### B Microscopic origin of polarization non-linearity

It is known from earlier theoretical work on III-V zincblende-based alloys  that band gap non-linearities can be attributed to essentially three sources: i) chemical effects due to the different cation electronegativity of the components; ii) internal strain effects, due to varying cation-anion bond lengths (the so-called bond alternation); iii) disorder effects due to the random distribution of the chemical elements on the cation sites. Chemical effects and internal strain are dominant, whereas disorder gives only a modest contribution. On the basis of these indications, one expects a large bowing in random alloys whose constituents have a large lattice mismatch. Such a behavior for the fundamental gap bowing was indeed found for zincblende III-V nitrides alloys. Also, the bowing in ordered structures should be similar to, but larger than in random structures.

For the polarization, we only find a qualitative behavior similar to the band gap bowing in the case of random alloys, while the ordered phases CH and CP do not seem to show identifiable trends. It is especially surprising that i) the random and CP phases of AlGaN have nearly the same bowing; ii) the InGaN CH ordered alloy shows a smaller bowing than its random phase. The reason for this anomalous behavior must be found in the peculiar nature of the polarization bowing. While the band gap is a scalar, the polarization is a vector of fixed direction, namely, for wurtzites, the (0001) direction. Thus, bond alternation will affect the polarization bowing only if it changes the projection of the bond length in the (0001) direction. This idea is supported by the fact that in pure binaries the polarization is strongly influenced by the relative displacement of the cation and anion sub-lattices in the (0001) direction.

Indeed, we find that a clear correlation exists between the so-called u parameter of the wurtzite structure, i.e. the bond length along the singular polar (or pyroelectric) axis, and the value of the polarization. In Fig. 4, we show the calculated spontaneous polarization of free-standing binaries and $`x`$=0.5–alloys in the various structures, vs. the average internal parameter u. The latter is defined as the average value of the projection of the connecting vector of a nitrogen atom with its first neighbor in the (000$`\overline{1}`$) direction along this same direction. This definition can be used also for random phase alloys in spite of the displacements off the ideal sites. We see in Fig. 4 that for a given alloy composition, the spontaneous polarization of free-standing alloys of different microscopic structure depends linearly on the average u parameter of the alloy structure. This indicates that spontaneous polarization differences between alloys of the same composition are due essentially to structural and bond alternation effects; disorder appears to have a negligible influence. It appear instead that the chemical identity of the constituents plays a role of some importance (beyond the obvious fact that it implicitly determines the structure).

The points mentioned above are now easily explained. The random and CP phases in AlGaN have almost the same average $`u`$, hence almost the same polarization. In InGaN, the random alloy has a larger $`u`$ than the CH phase, while the opposite holds for AlInN and AlGaN: therefore the CH-vs-random bowing behavior in InGaN is opposite with respect to the others. Also, the huge bowing of CP-ordered AlInN and InGaN matches the very large deviation of the average $`u`$ in those phases from the random and CH-like structures. If structure were the only source of polarization bowing, all of the points in Fig. 4 would fall on the same straight line.

To check this role, we set up a model based on the polarization of binaries and alloys in a constrained ideal wurtzite structure. In this structure, only the $`a`$ parameter is independent, whereas $`c`$ and $`u`$ are fixed at the values determined by maximal sphere packing, namely u=0.375 and c/a=$`\sqrt{8/3}`$. Each nitrogen atom is then surrounded by four equidistant cations – that is, all bonds have the same length for a given lattice constant $`a`$. By construction, then, bond alternation do not play any role, and the effects of chemical identity of the constituents can be easily disentangled.

We assume that Vegard’s law holds for the lattice constant $`a`$, as was found to be the case for the alloys in the preceeding Subsection. This establishes a (linear) relation between composition and lattice constant. We then calculate the polarization in each of the binary nitrides in their ideal structure as function of the lattice constant $`a(x)`$. Finally, we express the alloy polarization as a composition-weighted Vegard-like average of the polarizations of the binaries as

$`P_{sp}(\mathrm{A}_x\mathrm{B}_{1x}\mathrm{N})=xP_{sp}^{a(x)}(\mathrm{AN})+(1x)P_{sp}^{a(x)}(\mathrm{BN}).`$ (7)
In this model, any non-linearity must come from the different response of polarization to changes in $`a(x)`$, hence to hydrostatic compression, in the ideal binary compounds.

We report in Fig. 5 three sets of quantities: the polarizations computed in the ideal wurtzite structure for the three ternary alloys at their calculated equilibrium volume (filled circles); the polarization of the binaries in the ideal structure as a function of the lattice parameter a (open symbols); the Vegard interpolation Eq.7 of the latter polarizations (the bowed shaded triangle) for the alloys. We see that the computed values for the alloys and the Vegard prediction essentially coincide. Therefore, the origin of the “chemical” non-linearity, and its large values in In-containing alloys, becomes clear: in AlN and GaN, the polarization decreases with hydrostatic pressure, while it increases in InN. Also to be noted, polarizations in the ideal structure are between 35 to 50 % of their value in free standing alloys, and despite the absence of bond alternation, the bowing is still very large.

The above model provides an expression of the bowing parameter of ideal wurtzite structure alloys as function of the polarization response to hydrostatic pressure:

$`b_{\mathrm{model}}^{\mathrm{AB}}`$ $`=`$ $`(a_{\mathrm{BN}}a_{\mathrm{AN}})\left({\displaystyle \frac{P_{\mathrm{BN}}}{a}}{\displaystyle \frac{P_{\mathrm{AN}}}{a}}\right)|_{a=a(1/2)}`$ (8)
$`+`$ $`{\displaystyle \frac{1}{4}}(a_{\mathrm{BN}}a_{\mathrm{AN}})^2\left({\displaystyle \frac{^2P_{\mathrm{AN}}}{a^2}}+{\displaystyle \frac{^2P_{\mathrm{BN}}}{a^2}}\right)|_{a=a(1/2)}.`$ (9)
The agreement of the latter expression with the $`b`$ resulting from a fit to the calculated values is very good (e.g. for the extreme case of AlInN, $`b_{\mathrm{model}}`$=–0.0225 C/m2, while from direct calculation we get –0.0208 C/m/2). On the basis of the model, it is now understandable that the AlGaN bowing is pretty moderate since the region of interest is small (3.1 Å to 3.2 Å) and the responses to hydrostatic pressure of AlN and GaN are similar. On the contrary, in the large range 3.1–3.6 Å, AlN and InN have opposite behaviors, whence the huge bowing found in AlInN alloys. The same goes, although to a lesser extent, for InGaN alloys.

## V Piezoelectric polarization

The knowledge of the spontaneous polarization in alloys is not sufficient to predict the values of interface charge accumulations or electrostatic fields in wurtzite-nitride–based nanostructures, because the latter are usually grown pseudomorphically and under strain on the (0001) or (000$`\overline{1}`$) faces of a substrate (typically sapphire or SiC, with or without AlN or GaN buffer layers). The ensuing symmetry-conserving strain causes a change in polarization that amounts to a piezoelectric polarization. In general, the polarization in the active layers of a nanostructure is a combination of spontaneous and piezoelectric polarization. In this context, the aim of this Section is threefold. First, we demonstrate that piezoelectricity in nitride alloys is non-linear; second, we show that this non-linearity is due to a pure bulk effect, i.e. the non-linear behavior of bulk binary piezoelectric constants vs symmetry-conserving strain; third, we suggest how to use this understanding in practice to predict piezoelectricity in any nitride alloy.

We consider for definiteness (but with no loss of generality as to the scheme to predict piezoelectricity in arbitrary alloys) the technologically relevant case of an alloy pseudomorphically grown on an unstrained GaN substrate. Using the same technical ingredients as previously, we repeat the polarization calculations with the costraint that $`a^{\mathrm{alloy}}`$=$`a^{\mathrm{GaN}}`$, fully reoptimizing all structures. We compute the piezo component as the difference of the total polarization obtained in this calculation and the spontaneous part calculated previously for the free-standing alloy.

In Fig. 6 we show the piezoelectric polarization as a function of the alloy composition. Symbols are the calculated polarizations in the various alloy structures and compositions; it is clear that, contrary to spontaneous part, the piezoelectric polarization component hardly depends on the microscopic structure of the alloy. We now ask whether the piezoelectric polarization of the alloy can be reproduced by a Vegard-like model containing only the knowledge of the properties of the binaries, i.e.

$`P_{\mathrm{pz}}^{\mathrm{ABN}}(x)=xP_{\mathrm{pz}}^{\mathrm{AN}}+(1x)P_{\mathrm{pz}}^{\mathrm{BN}}.`$ (10)
In a first approximation, one may calculate the piezoelectric polarization of the binary compounds for symmetry-conserving in-plane and axial strains as

$`P_{\mathrm{pz}}^{\mathrm{AN}}=e_{33}ϵ_3+2e_{33}ϵ_1,`$ (11)
where the piezoelectric constants $`e`$ are calculated in the equilibrium structure of the binary AN, and by definition do not depend on strain. The dashed lines in Fig. 6 represent the piezoelectric term as computed from the above relations using the piezoelectric constants computed  for the binaries. Clearly, when combined with Eq.11, Vegard’s law (Eq.10) fails to reproduce the calculated polarization, and misses the strong non-linearity of the piezoelectric term evident in Fig. 6.

This is due to a genuine non-linearity of the bulk piezoelectricity of the binary constituents, of non-structural origin; hence, the bowing due to the microscopic structure of the alloys is negligible. The proof of this statement is in two steps. First, we directly calculate the piezoelectric polarization as a function of basal strain for AlN, GaN, and InN, optimizing all structural parameters. The results, collected in Fig. 7, clearly show that the piezoelectric polarization of the binaries is an appreciably non-linear function of $`a`$, i.e. of basal strain. Since all lattice parameters closely follow Vegard’s law, the non-linearity cannot be related to deviations from linearity in the structure.

Second, we plug the non-linear piezoelectric polarization just computed for the binaries into the Vegard interpolation Eq.10. We obtain thereby the solid lines in Fig. 6: we see that the predictions of this scheme are in excellent agreement with the polarization calculated directly for the alloys. Therefore, we can conclude that a) the non-linearity in bulk piezoelectricity dominates over any effects related to disorder, structure, bond alternation, etc., and that b) Vegard’s law holds for the piezoelectric polarization of III-V nitrides alloys, provided that the non-linearity of the bulk piezoelectric of the constituents is accounted for.

The latter conclusion suggests a straightforward scheme for predicting the piezoelectric polarization of any nitride alloy at any strain: pick a value for $`x`$, calculate the basal strain $`\epsilon (x)`$ from Vegard’s law, calculate $`P_{\mathrm{pz}}`$ from Eq.10 using the non-linear piezoelectric polarization of the binaries (Fig. 7). This scheme is of obvious interest in the modeling of nanostructures, especially for high In contents and AlInN alloys.

## VI Summary and acknowledgements

In this paper, we studied the non-linear dependence of the polarization on composition and strain in ternary III-V nitride wurtzite-based alloys. The spontaneous polarization is characterized by a large bowing, strongly dependent on the alloy microscopic structure. The bowing is due to the different response of the bulk binaries to hydrostatic pressure, and to internal strain effects due to bond alternation. Disorder effects are minor. Deviations from parabolicity (simple bowing) are of order 10 % in the most extreme case (the AlInN alloy), much less for all other compositions.

Piezoelectric polarization is also strongly non-linear. This behavior is independent of microscopic structure or disorder effects (the structural parameters for all alloys closely follow Vegard’s law and linear elasticity), and is due entirely to the non-linear strain dependence of the bulk piezoelectric response. Based on our understanding of this behavior, we suggested that it is possible to predict the (non-linear) piezoelectric polarization for any alloy composition using the knowledge of the binary compound piezoelectricity.

We acknowledge support from a MURST Cofin99 project and from Iniziativa Trasversale Calcolo Parallelo of INFM.


text:
# 1 Heavy quark loop correction to the electromagnetic current

MZ-TH/01-06

hep-ph/0103047

March 2001

Low-energy gluon contributions to the
vacuum polarization of heavy quarks
S. Groote1 and A.A. Pivovarov1,2
1 Institut für Physik der Johannes-Gutenberg-Universität,

Staudinger Weg 7, 55099 Mainz, Germany

2 Institute for Nuclear Research of the

Russian Academy of Sciences, Moscow 117312

## Abstract

We calculate a correction to the electromagnetic current induced by a heavy quark loop. The contribution of this correction to the vacuum polarization function appears at the $`O(\alpha _s^3)`$ order of perturbation theory and has a qualitatively new feature – its absorptive part starts at zero energy in contrast to other contributions where the absorptive parts start at the two-particle threshold. Our result imposes a constraint on the order $`n`$ of the moments used in the heavy-quark sum rules, $`n<4`$.

PACS: 11.40.-q, 12.20.-m, 12.38.Bx, 02.70.Hm

Keywords: vacuum polarization function, spectral density, moments, QCD sum rules

High precision tests of the standard model remain one of the main topics of particle phenomenology. The recent observation of a possible signal from the Higgs may complete the experimentally confirmed list of the standard model particles . Because experimental data are becoming more and more accurate, the determination of numerical values of the parameters of the standard model lagrangian will require more accurate theoretical formulae. Recently an essential development in high-order perturbation theory calculations has been observed. A remarkable progress has been made in the heavy quark physics where a number of new physical effects have been described theoretically with high precision. The cross section of top–antitop production near the threshold has been calculated at the next-to-next-to-leading order of an expansion in the strong coupling constant and velocity of a heavy quark with an exact account for Coulomb interaction (as a review, see Ref. ). This allows for the best determination of a numerical value of the top quark mass. The method of Coulomb resummation resides on a nonrelativistic approximation for the Green function of the quark-antiquark system near the threshold and has been successfully used for the heavy quark mass determination within the sum rules . Being applied to quarkonium systems this method is considered to give the best estimates of heavy quark mass parameters . Technically an enhancement of near-threshold contributions to sum rules is achieved by considering integrals of the spectral density of the heavy quark production with weight functions which suppress the high-energy tail of the spectrum. The integrals with weight functions $`1/s^n`$ for different positive integer $`n`$, $`s=E^2`$, where $`E`$ is the total energy of the quark-antiquark system, are called moments of the spectral density and most often used in the sum rules analysis .

In the present note we show that there is a strong constraint on the order $`n`$ of the moment that can be used in heavy quark sum rules. Because of the contribution of low-energy gluons, only moments with $`n<4`$ exist if theoretical expressions for the corrrelators include the $`O(\alpha _s^3)`$ order of perturbation theory.

The basic quantity for the analysis within sum rules is a vacuum polarization function $`\mathrm{\Pi }(q^2)`$

$$12\pi ^2iTj_\mu (x)j_\nu (0)e^{iqx}d^4x=(q_\mu q_\nu g_{\mu \nu }q^2)\mathrm{\Pi }(q^2)$$
(1)
of the vector current $`j^\mu =\overline{q}\gamma ^\mu q`$ of a heavy fermion $`q`$. With the spectral density $`\rho (s)`$ defined by the relation

$$\rho (s)=\frac{1}{2\pi i}(\mathrm{\Pi }(s+i0)\mathrm{\Pi }(si0)),s>0$$
(2)
the dispersion representation

$$\mathrm{\Pi }(q^2)=\frac{\rho (s)ds}{sq^2}$$
(3)
holds. A necessary regularization (subtractions, for instance) is assumed in Eq. (3). The normalization of the vacuum polarization function $`\mathrm{\Pi }(q^2)`$ in Eq. (1) is chosen such that one obtains a high-energy limit $`lim_s\mathrm{}\rho (s)=1`$ for a lepton. For the quark in the fundamental representation of the $`SU(N_c)`$ gauge group a high-energy limit of the spectral density reads $`\rho (\mathrm{})=N_c`$. The integral in Eq. (3) runs over the whole spectrum of the correlator in Eq. (1) or over the whole support of the spectral density $`\rho (s)`$ in Eq. (2). The moments of the spectral density $`\rho (s)`$ of the form

$$_n=\frac{\rho (s)ds}{s^{n+1}}$$
(4)
are usually studied within the sum rules method for heavy quarks . These moments are related to the derivatives of the vacuum polarization function $`\mathrm{\Pi }(q^2)`$ at the origin,

$$_n=\frac{1}{n!}\left(\frac{d}{dq^2}\right)^n\mathrm{\Pi }(q^2)|_{q^2=0}.$$
(5)
Such moments are chosen in order to suppress a high energy part of the spectral density $`\rho (s)`$ which is not measured accurately in the experiment. Within the sum rule method one assumes that the moments in Eq. (4) can be calculated for any $`n`$ or, equivalently, that the derivatives in Eq. (5) exist for any $`n`$. The existence of moments seems to be obvious because one implicitly assumes that the spectral density of the heavy quark electromagnetic currents $`\rho (s)`$ vanishes below the two-particle threshold $`s=4m^2`$, which means that the vacuum polarization function of heavy quarks $`\mathrm{\Pi }(q^2)`$ is analytic in the whole complex plane of $`q^2`$ except for the cut along the positive real axis starting from $`4m^2`$. This assumption about the analytic properties of the vacuum polarization function $`\mathrm{\Pi }(q^2)`$ is known to be wrong if a resummation of Coulomb effects to all orders of perturbation theory is performed: as a result of such a resummation the Coulomb bound states appear below the perturbation theory threshold $`s=4m^2`$. The assumption that the moments in Eq. (4) exist for any $`n`$ may also be wrong in high orders of perturbation theory in models with massless particles, for example, in QCD with massless gluons. The validity of this assumption depends on details of the interaction. In QCD, at the $`O(\alpha _s^3)`$ order of perturbation theory there is a contribution of massless states to the correlator in Eq. (1) that leads to the infrared (small $`s`$) divergence of moments for large $`n`$ because of the branching point (cut) singularity of $`\mathrm{\Pi }(q^2)`$ at the origin. We determine the behaviour of the vacuum polarization function $`\mathrm{\Pi }(q^2)`$ at small $`q^2`$ ($`q^2m^2`$) as

$$\mathrm{\Pi }(q^2)|_{q^20}=C_g\left(\frac{q^2}{4m^2}\right)^4\mathrm{ln}\left(\frac{\mu ^2}{q^2}\right)$$
(6)
with

$$C_g=\frac{17}{243000}d_{abc}d_{abc}\left(\frac{\alpha _s}{\pi }\right)^3.$$
(7)
Here $`d_{abc}`$ are the totally symmetric structure constants of the $`SU(N_c)`$ gauge group defined by the relation $`d_{abc}=2\mathrm{t}\mathrm{r}(\{t^a,t^b\}t^c)`$, and $`t^a`$ are generators of the group with normalization $`\mathrm{tr}(t^at^b)=1/2`$. For the $`SU(3)`$ gauge group of QCD one has $`d_{abc}d_{abc}=40/3`$. The parameter $`\mu `$ in Eq. (6) is the renormalization point.

The singularity of the vacuum polarization function given in Eq. (6) (a cut along the positive real axis in a complex $`q^2`$-plane) prevents one from calculating moments of the spectral density in Eq. (4) with $`n>4`$. Indeed, the high order derivatives of $`\mathrm{\Pi }(q^2)`$ at the origin determining the high order moments according to Eq. (5) do not exist for $`n>4`$ because of a branching point singularity as one can see from Eq. (6). In terms of the moments one can see this by calculating the behaviour of the spectral density at small energy $`s`$,

$$\rho (s)|_{s0}=C_g\left(\frac{s}{4m^2}\right)^4$$
(8)
which makes integrals in Eq. (4) divergent at small $`s`$ for $`n>4`$. The formulae for the vacuum polarization function in Eqs. (6) and (7) are given for a heavy quark in the $`SU(N_c)U(1)`$ gauge model. The result for QED may be obtained with the obvious substitution $`\alpha _s\alpha `$ for the coupling constant and by setting $`d_{abc}d_{abc}=1`$. Contributions of light (massless) quarks appear in the $`O(\alpha _s^4)`$ order of perturbation theory and are neglected.

We now present a derivation of our result given in Eqs. (6) and (7) and discuss some consequences for the phenomenology of heavy quarks. Note that the induced current is a correction of order $`1/m^4`$ in the inverse heavy quark mass which vanishes in the limit of an infinitely heavy quark. Corrections in inverse heavy quark masses are important for tests of the standard model at the present level of precision and have been already discussed in various areas of particle phenomenology .

A diagram which gives a correction to the electromagnetic current due to a heavy quark loop is given in Fig. 1. Two-gluon transitions are forbidden according to a generalization of Farry’s theorem to nonabelian theories . We are interested in a behaviour of the amplitude associated with the diagram Fig. 1 at low energy and therefore take the limit of a very heavy quark. Formally the limit $`m\mathrm{}`$ is taken which in physical terms means that $`m`$ is much larger than all momenta of external legs of the diagram, namely the three gluons and the photon. The induced current $`J^\mu `$ is written in a covariant form as a derivative of an antisymmetric operator $`𝒪_{\mu \nu }`$ built from the gluon fields only,

$$J_\mu =_\nu 𝒪_{\mu \nu },𝒪_{\mu \nu }+𝒪_{\nu \mu }=0.$$
(9)
This structure of the induced current automatically guarantees the current conservation

$$_\mu J^\mu =0$$
(10)
as it should be for the electromagnetic current.

A straightforward calculation of the diagram presented in Fig. 1 gives the result for the induced correction to the electromagnetic current

$$J^\mu =\frac{g_s^3}{1440\pi ^2m^4}\left(5_\nu 𝒪_1^{\mu \nu }+14_\nu 𝒪_2^{\mu \nu }\right)$$
(11)
with

$$𝒪_1^{\mu \nu }=d_{abc}G_{\mu \nu }^aG_{\alpha \beta }^bG_{\alpha \beta }^c,𝒪_2^{\mu \nu }=d_{abc}G_{\mu \alpha }^aG_{\alpha \beta }^bG_{\beta \nu }^c$$
(12)
where $`G_{\mu \alpha }^a`$ is a gauge field strength tensor for the gauge group $`SU(N_c)`$.

A correlator of the induced current $`J^\mu `$ has a general form

$$TJ_\mu (x)J_\nu (0)=_\alpha _\beta T𝒪_{\mu \alpha }(x)𝒪_{\nu \beta }$$
(13)
where an explicit expression of the current as a derivative of the antisymmetric operator $`𝒪_{\mu \nu }`$ has been employed. The resulting correlator $`T𝒪_{\mu \alpha }(x)𝒪_{\nu \beta }`$ in Eq. (13) contains only gluonic operators as is seen from Eqs. (11) and (12). Such correlators were considered previously in the framework of perturbation theory . In the leading order of perturbation theory the correlator in Eq. (13) has a topological structure of a sunset diagram. Technically, a convenient procedure of computing the sunset-type diagrams is to work in the configuration space . We find

$$TJ_\mu (x)J_\nu (0)=\frac{34}{2025\pi ^4m^8}\left(\frac{\alpha _s}{\pi }\right)^3d_{abc}d_{abc}\left(_\mu _\nu g_{\mu \nu }^2\right)\frac{1}{x^{12}}$$
(14)
A Fourier transform of the correlator in Eq. (14) gives the vacuum polarization function in momentum space which reads

$$12\pi ^2iTJ_\mu (x)J_\nu (0)e^{iqx}d^4x=C_g(q_\mu q_\nu g_{\mu \nu }q^2)\left(\frac{q^2}{4m^2}\right)^4\mathrm{ln}\left(\frac{\mu ^2}{q^2}\right)$$
(15)
with the constant $`C_g`$ taken from Eq. (7). The spectral density of the polarization function in Eq. (15) is given in Eq. (8).

Note that the spectral density of the correlator in Eq. (14) can be found without an explicit calculation of its Fourier transform. Instead one can use a spectral decomposition (dispersion representation) in configuration space,

$$\frac{i}{x^{12}}=\frac{\pi ^2}{2^8\mathrm{\Gamma }(6)\mathrm{\Gamma }(5)}_0^{\mathrm{}}s^4D(x^2,s)𝑑s$$
(16)
with $`D(x^2,s)`$ being the propagator of a scalar particle of mass $`\sqrt{s}`$,

$$D(x^2,m^2)=\frac{im\sqrt{x^2}K_1(m\sqrt{x^2})}{4\pi ^2(x^2)}$$
(17)
where $`K_1(z)`$ is a McDonald function (a modified Bessel function of the third kind, see e.g. Ref. ). $`\mathrm{\Gamma }(z)`$ is Euler’s gamma function.

An asymptotic behaviour of the spectral density of the corresponding contribution for large energy (when the limit of massless quarks can be used) is well known  and reads

$$\left(\frac{\alpha _s}{\pi }\right)^3\frac{d_{abc}d_{abc}}{1024}\left(\frac{176}{3}128\zeta (3)\right).$$
(18)
Here $`\zeta (z)`$ is the Riemann $`\zeta `$ function and $`\zeta (3)=1.20206\mathrm{}`$. The contribution to the spectral density given in Eq. (18) is negative while our result given in Eq. (8) is positive as it should be for the spectral density of the electromagnetic current which is an Hermitian operator.

In QCD we find

$$\mathrm{\Pi }_{\mathrm{QCD}}(q^2)|_{q^20}=\frac{17}{18225}\left(\frac{\alpha _s}{\pi }\right)^3\left(\frac{q^2}{4m^2}\right)^4\mathrm{ln}\left(\frac{\mu ^2}{q^2}\right).$$
(19)
Our result has an immediate application to the determination of heavy quark parameters within the method of sum rules. Because of the low-energy gluon contributions, the large $`n`$ ($`n>4`$) moments of the spectral density do not exist and cannot be used for phenomenological analyses. Note that in early considerations of sum rules quite large $`n`$ were used. For instance, the numerical value of the gluon condensate was extracted from sum rules for the moments with $`n10÷20`$ . In view of our result one has either to limit the accuracy of theoretical calculations for the moments to the $`O(\alpha _s^2)`$ order of perturbation theory which seems insufficient for a high precision analysis of quarkonium systems (especially if the Coulomb resummation in all orders is performed) or to use only a few first moments with $`n<4`$. For small $`n`$, however, the high-energy contribution, which is not known experimentally with a reasonable precision, is not sufficiently suppressed and introduces a large quantitative uncertainty into sum rules for the moments. An alternative analysis based on finite energy sum rules is free from such a problem and can be used in phenomenological applications .

Note in passing that there is no low-energy gluon contribution (and low-energy divergence problem) for correlators of the currents containing only one heavy quark with mass $`m`$. The spectrum of such correlators starts at $`m^2`$ and there are no massless intermediate states contributing to the correlator in perturbation theory. The theoretical expressions for such correlators can be used for high precision tests when the accuracy of experimental data in correspondent channels will improve in the future.

To conclude, we have presented a correction to the electromagnetic current of a heavy quark induced by a virtual heavy quark loop. The spectrum of the correlator of such an induced current starts at zero energy. This fact makes impossible the standard analysis of the moment sum rules for $`n>4`$ at the $`O(\alpha _s^3)`$ order of perturbation theory.

The work is partially supported by the Russian Fund for Basic Research under contract 99-01-00091. A.A. Pivovarov is an Alexander von Humboldt fellow. S. Groote acknowledges a grant given by the Deutsche Forschungsgemeinschaft, Germany.


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# 1 Introduction

## 1 Introduction

Energy price risk management is still in its infancy compared to the more developed interest rate and foreign exchange markets . However, we have to bear in mind that commodity markets are not anywhere near as straightforward as financial markets. They have to deal with the added complexity of physical substance , which cannot simply be manufactured, transported and delivered, at the press of a button.

An innate energy industry conservatism coupled with highly profitable years caused stagnation despite the two oil price shocks of the 1970s. But the world oil price collapse of 1986 and the beginning of electric utility deregulation and privatization throughout the world are continuing to drive change in energy commodity markets .

In the wake of the recent price run-ups and defaults, managers have been forced to review their credit and counterparty risk policies. Traditional credit analysis has emphasized the financial risk associated with the failure of a buyer to pay for the goods purchased. Although this can be a concern in the power market, recent events have highlighted the substantial and perhaps less predictable market risk resulting from the failure to deliver by a seller . The defaults in late June 1998 threw the US buyers into a superheated Midwest market, desperate for replacement power. This resulted in soaring prices that reportedly topped out at $7,500 in real-time trading – 300 times the average price of $25/MWh!

The possibility of extreme price movements increases the risk of trading in electricity markets. Unfortunately a number of standard financial tools cannot be readily applied to pricing and hedging electricity derivatives. But before we explain why let us briefly describe today’s electricity markets.

## 2 Electricity markets

The deregulation of the electricity industry is giving way to a global trend toward the commoditization of electric energy . This trend has recently intensified in Europe and North America, where market forces have pushed legislators to begin removing artificial barriers that shielded electric utilities from competition. As a result, during the last decade, we have witnessed a major explosion in the number of nontraditional power suppliers and financial engineers marketing electricity and electricity derivatives in the wholesale power markets. Only in the early four year period 1993-96 over 200 new marketers (qualified energy brokers) have appeared on the US electricity market . Similarly, during the last six months more then 70 companies have obtained licenses to trade electricity on the just liberalized Polish wholesale power market.

Organizations which have been used to long-term fixed price contracts are now becoming increasingly exposed to price volatility and, of necessity, are seeking to hedge and speculatively trade to reduce their exposure to price risk. The scenario in today’s energy market is similar in many ways to the emergence of derivatives trading in the capital markets. From the modest beginnings in the late 1970s, financial markets have seen a massive explosion in the use of derivative products. Starting with simple futures contracts and forward rate agreements through swaps and on to increasingly ingenious and complex contracts. The financial derivatives markets invented layer upon layer of new derivatives products using the basic building blocks to design tailor made hedges for customers .

Most derivatives markets begin with exchange traded futures. Global energy markets are no different. Heating oil futures appeared on the New York Mercantile Exchange (NYMEX) in November 1978 and futures on crude oil appeared there in March 1983. As in all other markets options followed quickly – on crude oil futures in 1986 and on heating oil a year later. Commercial banks began providing commodity price risk management products in 1986, when The Chase Manhattan Bank arranged the first oil swap . Natural gas futures and OTC instruments began in 1990. And electricity futures contracts began trading on the world’s most mature Scandinavian power market (Nord Pool – the Nordic Power Exchange) in 1995 followed next year by the US (NYMEX) and Australian/New Zealand markets. First electricity options appeared on NYMEX in 1996. Last year Nord Pool introduced first exchange traded exotic options – asian (average) options on electricity futures. Gas and electricity are now accelerating the change process of liquid trading and cross-energy commodity arbitrage. In effect, a conservative industry is continuing to be transformed through financial engineering.

## 3 Arbitrage pricing

Demand and supply of electricity are balanced on a knife-edge because electric power cannot be economically stored, end user demand is largely weather dependent (see Fig. 1), and the reliability of the grid is paramount. Relatively small changes in load or generation can cause large changes in price and all in a matter of hours, if not minutes. In this respect there is no other market like it.

Because of storage problems standard arbitrage type arguments cannot be used to price a number of electricity derivatives . For example, when pricing a forward contract on crude oil, i.e. a contract for delivery of a specified amount of oil for a fixed price $`K`$ at a specified location and time in the future, we use the formula

$$K=U(1+rT)+C,$$

where $`U`$ is the current price of crude oil, $`r`$ is the risk-free interest rate, $`T`$ is the time to maturity of the contract, and $`C`$ is the so called cost of carry (a sum of storage, insurance, spoilage, and obsolescence costs). The formula can be derived by analyzing the following strategy :

* take a short position in the forward contract (i.e. agree to deliver oil for a fixed price $`K`$ at maturity) and take a loan from a bank to finance buying crude oil worth $`U`$ dollars,
* store the oil until maturity (for time $`T`$) incurring the cost of carry $`C`$,
* at maturity deliver the oil to the buyer of the forward contract for a fixed price $`K`$ and return the loan (with interest) to the bank.

The forward price $`K`$ should be such that from today’s (the time we sign the contract) perspective no arbitrage is possible, i.e. we cannot make money without taking risk. Thus the forward price should equal today’s price ($`U`$) plus interest ($`UrT`$) paid to the bank for lending the money plus the cost of carry ($`C`$). However, for contracts written on electricity the cost of carry is very large (or even infinite) compared to the value of the delivered commodity and for this reason arbitrage type arguments cannot be used to price electricity derivatives. So what can we do? Well, we can either use other methods (eg. weather correlations, consumption prediction) for pricing such derivatives or use derivatives written not on electricity itself but on other derivatives. The former method is used for pricing the first layer of derivatives – forwards and futures on electricity, whereas the latter for next layers – options on futures (note that all exchange traded options are written on electricity futures and not electricity itself), swaptions, etc.

## 4 Volatility

In Figure 2 the average daily prices of the California Power Exchange (CalPX) spot market and their returns are plotted for the period April 1st, 1998 – January 31st, 2000. Note that, unlike in the financial markets, electricity is traded every hour of the year – including nights, weekends and holidays. Average daily price is a simple reference index constructed by adding up all 24 hourly prices during a day and dividing the sum by 24. One hour is the smallest time interval when prices can change, because in spot electricity trading prices are set constant for delivery of power during a certain hour.

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. Applying the classical notion of volatility – the standard deviation of returns (i.e. logarithmic price changes: $`r_t=\mathrm{log}x_{t+1}\mathrm{log}x_t`$), we obtain that measured on a daily scale for a series roughly one year in length:

* treasury bills and notes have a volatility of less than 0.5%,
* stock indices have a moderate volatility of about 1-1.5%,
* commodities like crude oil or natural gas have higher volatilities (1.5-4%),
* very volatile stocks have volatilities not exceeding 4%,
* and electric energy has the highest volatility – up to 30%!

However, when measured on different time scales, electricity price volatility does not behave like that for financial instruments. For the data illustrated in Fig. 2 daily volatility is about 23%, whereas monthly (30-day) volatility is about 33%. This is much less then predicted by Brownian motion (the distance traveled by a particle is proportional to the square root of time) for which we would obtain $`23\%\times \sqrt{30}125\%`$. Thus Black-Scholes type formulas  should in general overestimate premiums of long-term options written on electricity!

Another feature of electricity price volatility is its seasonal character. The daily and weekly seasonality of volatility can be illustrated  by the intra–weekly plot of mean absolute hourly price changes, see Fig. 3. The statistical week is divided into 168 hours from Monday 0:00-1:00 to Sunday 23:00-24:00. Each bar represents the mean absolute change in prices for every hour from the same week–days counted for energy prices from CalPX. The sampling period starts with the opening of the exchange (April 1st, 1998) and lasts until January 25th, 2000, so that we analyze 95 full weeks.

The patterns of volatility are clearly correlated to the on-peak/off-peak specification of the market. The lowest volatility is observed on the weekends and during night (off-peak) hours. However, unlike for the global interbank FX (currency) market , the volatility during weekends is of the same order of magnitude as that for working days. High volatility is observed during on-peak working day hours, with a maximum for hour 15:00-16:00. Saturday has a similar volatility pattern, but on Sunday the maximum is postponed till 17:00-18:00.

## 5 Autocorrelation of returns

Seasonality of a time series of returns $`r_t`$ can be demonstrated by plotting the autocorrelation function

$$\mathrm{𝐚𝐜𝐟}(r,k)=\frac{_{t=k+1}^N(r_t\overline{r})(r_{tk}\overline{r})}{_{t=1}^N(r_t\overline{r})^2},$$

where $`N`$ is the sample length and

$$\overline{r}=\frac{1}{N}\underset{t=1}{\overset{N}{}}r_t,$$

for different time lags $`k`$ as in Fig. 4. For electricity spot price returns there is a strong 7-day dependence which, when we think about it, is not that surprising. However, what is surprising is the fact that this dependence structure lasts almost forever (or as long as the analyzed data set)! For most financial data autocorrelation of returns dies out (or more precisely: falls into the confidence interval of Gaussian random walk) after 10-20 days and long-term autocorrelations are found only for squared returns or absolute value of returns .

This 7-day cyclic correlation can be removed by differentiation, i.e. by constructing the data series $`z_t=r_{t+7}r_t`$. The lagged autocorrelation of $`z_t`$ is shown in Fig. 5. We can observe two evident outliers: for lag=1 day and for lag=7 days. Both have negative correlations. This implies a strong mean-reverting property  of the returns as was already suggested by the results of Section 3.

## 6 Final remarks

As we have shown the price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. However, the term structure of volatility distinguishes electricity from most financial assets and forces us to use Black-Scholes type models with great care and a doze of skepticism. On the other hand, the mean-reverting property puts electricity in the same box as interest rates and suggests that the search for models of electricity price dynamics should be started with examining and calibrating certain interest rate models .


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# X-rays and accretion discs as probes of the strong gravity of black holes

## Introduction

The optical (e.g. Ghez et al 2000; Eckart et al 1997; Gebhardt et al 2000; Ferrarese & Merritt 2000) and radio (e.g. Miyoshi et al 1995) evidence for compact central masses in the nuclei of many nearby galaxies is now very clear. The compact objects are consistent with being supermassive black holes. The data do not however probe the strong gravity regime of these holes, since the observed stars and gas orbit at more than 40,000 gravitational radii from the centre.

Much of the X-ray emission from accreting black holes should emerge from within a few 10s of gravitational radii. Aspects of this emission can provide us with a probe of the strong gravity of black holes. In particular the rapid variability, or in some cases quasi-periodic oscillations, and soft thermal emission from an accretion disc demonstrates the small size of the X-ray emission region.

Here I concentrate on the broad iron emission lines seen in the spectra of some Seyfert 1 galaxies. The line profile and its variability can reveal the geometry of the accretion flow, and strong gravitational effects, within a few gravitational radii of the black hole. The dominant expected line is that due to iron, as shown in Fig. 1 (George & Fabian 1991; Matt, Perola & Piro 1991). The spectrum shown is the result of a Monte-Carlo simulation of the emergent spectrum when a flat surface has been irradiated with a power-law X-ray spectrum. The gas is assumed to be neutral, although the important issue here is that the metals retain their K and L-shell electrons. The major emission line is iron K-$`\alpha `$, due to its relatively high abudance (a cosmic mix is assumed) and high fluorescent yield (which increases as $`Z^4`$). Doppler broadening of this emission line, produced by the irradiation of the surface of an accretion disc by hard X-rays from its corona, together with thr special relativistic effects of beaming and the transverse doppler effect and the general relativistic effect of gravitational redshift, lead to the observed profile being very broad and skew (Fabian et al 1989: Figs. 2, 3). The ’blue horn’ of the line is most sensitive to the inclination angle of the disc (i.e. the importance of doppler broadening) and the ’red wing’ is most sensitive to the inner radius (i.e. the gravitational redshift).

## I Observations of broad iron lines

A clear broad iron line was first seen with data from a 1994 ASCA observation of the Seyfert 1 galaxy MCG–6-30-15 (Tanaka et al 1995: Fig. 4). This was the result of a 4.5 day exposure on the source and is shown with the dominant power-law continuum removed. The data are well fit (Fabian et al 1995) by emission from an accretion disc stretching from about 6 gravitational radii (i.e. $`6r_\mathrm{g}=6GM/c^2`$) to about 40 $`r_\mathrm{g}`$ and an inclination of about 30 deg. The surface emissivity falls as radius $`r^3`$. A similar clear line has also been seen in NGC 3516 (Nandra et al 1999: Fig. 4). The shape of these lines is entirely consistent with the emitting region being a flat disc in Keplerian rotation close to a black hole.

K. Nandra (priv. comm.) has compiled the line spectra of several more Seyfert 1 galaxies (Fig. 5) which generally are weaker in flux, or have shorter exposures than for MCG–6-30-15. A broad red wing is seen in most. Further work on the strength and width of iron lines in Seyferts is reported by Lubiński & Zdziarski (2000).

Occasionally the iron line in MCG–6-30-15 changes its profile, as in a deep minimum (Iwasawa et al 1996) or after a flare (Iwasawa et al 1999), and appears to stretch more to the red. This is possible evidence that the black hole is spinning rapidly (Iwasawa et al 1996; Dabrowski et al 1997), although matter streaming from the innermost stable orbit around a non-spinning black hole might mimic this result (Reynolds & Fabian 1997; Young et al 1998).

XMM-Newton, which has a much larger effective area than ASCA, has now observed MCG–6-30-15 and several other Seyfert 1 galaxies. The iron line profile, kindly supplied by the PI of the observation, Joern Wilms, is shown in Fig. 8. The data in this ratio plot resemble the shape of the iron line from ASCA (Fig. 2). In the case of Mrk205 (Fig. 9) the line appears to peak around 6.7 keV, which may indicate an ionized disc (i.e. the metals have only K-shell electrons). The sharp peak at 6.4 keV may be a fluorescent line from more distant cold gas within the galaxy. Models of ionized discs have been made for constant density (e.g. Ross & Fabian 1993) and more recently for atmospheres in hydrostatic equilibrium (Nayakshin, Kazanas & Kallman 2000; Ballantyne, Ross & Fabian 2001: Fig. 7). An example of a constant density model fitted to the ASCA MCG–6-30-15 data is shown in Fig. 6. The models predict that the iron line shifts to 6.7 keV in the rest frame and oxygen and other features should be present below 1 keV. Whether these low energy features are detectable depends on their strength relative to the steep continuum.

Broad iron lines are generally not seen in objects with luminosity exceeding a few time $`10^{44}\mathrm{erg}\mathrm{s}^1`$ in the 2–10 keV band (Iwasawa & Taniguchi 1993; Nandra et al 1997). An example from XMM-Newton of a narrow iron line from a powerful distant quasar, PKS 0537-286, is shown in Fig. 9, from Reeves et al 2001). Narrow iron lines are expected in many AGN from reflection by outer gas at parsecs and beyond (Ghisellini et al 1994) and are seen in some Seyferts (e.g. Yaqoob et al 2000).

## II Iron line variability

The intensity of the iron line in MCG–6-30-15 does vary (Iwasawa et al 1996; 99), but not in any obvious way in response to the continuum. A long observation made simulataneously with ASCA and RXTE in 1997 (Lee et al 2000) confirms this. Vaughan & Edelson (2000) have re-analysed the RXTE data with the results shown in Fig. 10. There is real variability in the iron line flux but it is not correlated with the continuum flux. The continuum power-law slope is correlated in the sense that the spectrum steepens as the flux increases. Further work by Matsumoto et al (2000) on a 10 day ASCA observation in 1999 extends the peculiar behaviour. The RMS variability decreases towards high energy, particularly around the iron line (Fig. 11).

Various ideas have been mooted in order to explain the variability. Possibilities include; a) transrelativistic motion of flares (Reynolds & Fabian 1997; Beloborodov 1999) so that an observed bright continuum is associated with flux beamed away from the disc and vice versa (this has the problem that the spectral index trend with flux would be opposite to that observed); b) smoke from the coronal flares themselves (Merloni & Fabian in prep.) in which electron scattering in the corona smears out transmitted line emission when the regions are spatially large, and hence bright; and c) ionization variations (Lee et al 2000; Reynolds 2000).

The lack of any clear iron line – continuum correlation so far suggest that iron line reverberation (Reynolds et al 1999) may be complicated.

## III Broad oxygen lines?

A recent development has been the observation of Seyfert galaxies at high spectral resolution, provided by the gratings on Chandra and XMM-Newton. Branduardi-Raymont et al (2001) claim from XMM-Newton RGS spectra of MCG–6-30-15 the presence of relativistically-broadened oxygen, nitrogen and carbon lines. As already noted, emission lines from these elements are expected from an ionized disc. The surprise is that they might be so strong. Moreover, the spectrum of the source below 2 keV has been previously well modelled by a variable warm absorber (Fabian et al 1994; Otani et al 1996). In their original paper, Branduardi-Raymont et al (2001) rely on some unspecified mechanism for the observed spectral turndown below 2 keV and argue from the weak, broad ($`2000\mathrm{km}\mathrm{s}^1`$) absorption lines seen in their spectra that the column density of any warm absorber is too low to provide an edge large enough to account for the spectral jump at $`0.7\mathrm{keV}`$ (Fig. 12), moreover the jump occurs in the wrong place, requiring a redshift of $`16,000\mathrm{km}\mathrm{s}^1`$.

Chandra HETG spectra provide a different view of the same object (Lee et al 2001; Fig. 13). The 3 times higher spectral resolution shows that the linewidths are $`<200\mathrm{km}\mathrm{s}^1`$ and, from curve of growth analysis of the OVII line series, argues for the presence of a significant warm absorber. Part of the redshift of the OVII photoelectric edge is then accounted for by the convergence of the OVII absorption line series.

The poster paper on the XMM-Newton RGS spectrum by Sako et al (2001; these proceedings) now includes a warm absorber, together with relativistically-broadened hydrogenic, C, N and O lines. Absorption by neutral iron is suspected to be a further important ingredient by the Chandra team. The neutral iron presumably being in the form of dust, which must be present to explain the high optical/UV reddening seen in the object (Reynolds et al 1997).

Since the conference, Lee et al (2001) have accounted for a major feature around the OVII edge in terms of neutral iron absorption. Of the three edges of iron-L, known as L3, L2 and L1, the absorption near threshold of Fe L3 is a deep trough in laboratory data (Kortright & Kim 2000) and in the spectrum of Cyg X-1 (Schulz et al 2001). This trough exactly matches the broad absorption feature seen in the Chandra spectrum of MCG–6-30-15 at 0.71 keV (Fig. 13) and accounts for the apparent redshift of the OVII edge (Fig. 12). Fe L2 and OVII absorption together explain the remaining features between 0.7 and 0.75 keV.

Much more detailed modelling is required, covering a wider spectral band, but it is now clear that MCG–6-30-15 does have a significant dusty warm absorber. It is plausible that there is in addition some emission from ionized C, N and O within the disc, but debatable as to whether it is strong enough to create detectable features. The relativistic line broadening parameters quoted by Branduardi-Raymont et al (2001) do not yet agree with those found for the time-averaged ASCA spectra. The ASCA results (Fig. 4) appear to be in accord with the XMM-Newton EPIC data (Fig. 8) taken simultaneously with the RGS spectra.

The Chandra spectrum does not show two spectral jumps, one of which can be explained by photoelectric absorption and the other by the blue wing of an emission line. I conclude that the large spectral jump seen around 0.7 keV is dominated by absorption features from a dusty warm absorber. Whether relativistically-broadened emission features are also present remains to be seen.

## IV Summary

The broad iron lines seen in MCG–6-30-15 and NGC 3516 are well explained by X-ray irradiation of an accretion disc extending very close to a black hole. The skewed shape of the lines is mainly due to the strong gravitational redshift in this region.

The variability of the iron line and the lack of correlation with continuum variations is not understood. The emission region is plausibly complex with ionization, bulk motion and scattering effects likely.

The case for a broad oxygen line in MCG–6-30-15 is unclear.

## V Acknowledgements

I thank David Ballantyne, Claude Canizares, Kazushi Iwasawa, Julia Lee, Raquel Morales, Patrick Ogle, Randy Ross, Norbert Schulz and Simon Vaughan for help and Chiho Matsumoto, Paul Nandra, James Reeves, Masao Sako and Joern Wilms for sending me plots in advance of publication.