text:
# Truncation of geometrically thin disks around massive black holes in galactic nuclei

## 1 Introduction

The form of accretion around black holes depends on the accretion rate. For low, sub-Eddington accretion rates a solution was found in which the accreting gas has a very low density and is unable to cool efficiently within an accretion time (Ichimaru 1977, Rees et al. 1982, Narayan & Yi 1994, 1995a, 1995b, Abramowicz et al. 1995, Honma 1996, for a reviews see Narayan et al. 1998, Kato et al. 1998). In this mode of accretion (advection-dominated accretion flow, ADAF) advection rather than radiation removes the locally generated accretion heat. This is only possible in the inner region. At larger distance the mass accretes via a cool geometrically thin standard disk. Esin et al. (1997) considered accretion flows where the ADAF region extends outward to a certain transition radius, surrounded by a cool outside standard disk (with a corona above as continuation of the hot flow further inward). This picture was confirmed by the successful modeling of the spectral transitions observed for Nova Muscae 1991. In this investigation the transition was taken according to the “strong ADAF principle” (Narayan & Yi 1995).

The transition to the ADAF can be understood as caused by evaporation of mass from the thin cool disk at the midplane to a hot coronal layer above. Such a corona exists predominantly above the inner region of the cool disk. The investigation of the equilibrium between these interacting layers shows that a continuous evaporation of gas occurs. The computation of the vertical structure of the corona allows to determine the amount of mass which flows inward in the corona at each distance from the black hole, depending on the mass of the compact star (Meyer & Meyer-Hofmeister 1994). A detailed description of this process with application to disks around black holes is given in Meyer et al. (2000b). With decreasing distance from the black hole more and more mass flows in the corona. Where the coronal flow reaches 100% of the total accretion flow the cool disk in the midplane ends and inside is only a hot coronal/advection-dominated flow. The aim of the present paper is the application of our results to accretion disks around supermassive black holes.

Coronae in AGN were considered since many years by several authors (Liang & Price (1977), Haardt & Maraschi (1991), Nakamura & Osaki (1993), Kusunose & Mineshige(1994), Svensson & Zdziarski (1994), Życki et al. (1995), Abramowicz et al. (1995) and subsequent workers). For a review on X-ray spectra of AGN see Mushotzky et al. (1993).

Recently the co-existence of the hot and the cold gas around galactic black holes and in AGN was investigated in detail by Różańska & Czerny (2000a, 2000b). Their work follows in principle the same line as the work of Meyer & Meyer-Hofmeister (1994) and Meyer et al. (2000b) on the equilibrium between corona and thin cool disk around a white dwarf or a black hole, but focuses on the innermost regions near the black hole and incorporates the physics of a two-temperature corona.

In new investigations of the low luminosity galactic nuclei of M81 and NGC 4579 (Quataert et al. 1999) evidence was found for thin disks truncated at about 100 Schwarzschild radii, similar to the result for NGC 4258 (Gammie et al. 1999). The low luminosity in the elliptical galaxy M87 (NGC 4486) was pointed out by Reynolds et al. (1996), illustrating the problem of a “quiescent” black hole. The nuclear regions of six elliptical galaxies were studied by Di Matteo et al. (1999, 2000). From the X-ray emission together with recent high-frequency radio observations new constraints for the physical properties of any proposed ADAF were derived. These radio and submillimeter observations seem to demand that, at least in some galaxies, a significant fraction of mass, angular momentum and energy is removed from the accretion flow by a wind.

In this paper we first give a short description of the physics of evaporation, as included in our computations (Sect. 2). In Sect. 3 we present the results, and compare in Sect. 4 with findings from the spectra of low luminosity AGN and elliptical galaxies. In Sect. 5 we discuss a new suggestion for an innermost thin disk which comes from the evaporation/condensation picture and might help to solve discrepancies which were already found applying the ADAF model to low-luminosity galaxies.

## 2 The equilibrium between thin disk below and corona above: evaporation of cool gas

The equilibrium between a cool disk and the corona above it is investigated in order to determine how much of the gas flows in the corona, that is, the amount evaporated from the cool disk into the corona. This evaporation efficiency strongly depends on the mass of the compact central object. For a given mass the efficiency increases with decreasing distance to the center (except in an innermost part).The co-existence of a cool disk and a corona had already been investigated for disks in dwarf nova systems (Meyer & Meyer-Hofmeister 1994, Liu et al. 1995). The situation is the same in disks around neutron stars, stellar and supermassive black holes. For the properties of two-temperature, optically thin ADAFs (Narayan et al. 1998) successfully applied to accretion in stellar black holes and galactic nuclei, the quantities accretion rate and distance were written in units of Eddington accretion rate and Schwarzschild radius. ($`\dot{M}_{\mathrm{Edd}}=40\pi GM/\kappa c`$, $`r_\mathrm{S}=2GM/c^2`$, with $`M`$ mass of central black hole and $`\kappa `$ electron scattering opacity). The solutions then are invariant. Our relation between evaporation rate and distance is also invariant.

We solve a set of four ordinary differential equations for motion of the gas, mass, energy and thermal flux (Meyer et al. 2000b) to model the equilibrium between cool disk and corona near the inner edge of the thin disk. The boundary conditions are: (1) at infinity no pressure (i.e. no artificial confinement, which requires sound transition at some height) and no influx of heat and (2) at the bottom of the corona chromosphere temperature and no heat inflow.

## 3 Results of computations

We carried out computations for massive black holes of $`2.5\times 10^6`$ and $`10^8M_{}`$ with Schwarzschild radii of $`7.38\times 10^{11}`$ and $`2.95\times 10^{13}`$ cm, respectively. In Table 1 and 2 we list mass flow rates $`\dot{M}`$ in the corona for a number of distances $`r`$. $`\dot{M}`$ and $`r`$ are also given in units of Eddington accretion rate and Schwarzschild radius. The relation between $`\dot{M}`$ and $`r`$ is invariant if accretion rates and distances are measured in these units. The same is true for the coronal temperature (compare Fig. 3 and the comments in Meyer et al. 2000b) and for the fraction of matter carried away by the wind. Also given are the values of pressure and mass flow rate into the corona at the lower boundary. Note that three similar rates are considered: the evaporation rate is equal to the mass flow rate in the thin disk at its inner edge; the mass flow rate in the corona is equal to the evaporation rate minus wind loss (accretion rate onto the black hole, if no wind loss further in).

In Fig. 1 we show the relation between the location of the inner disk edge and the accretion rate. For example for the mass flow rate $`\dot{M}/\dot{M}_{\mathrm{Edd}}`$=$`10^3`$ the thin disk is truncated at about 6$`10^3`$ Schwarzschild radii. Inside the accretion flow is hot and optically thin, the thin disk has a “hole”.

Also shown in Fig. 1 is a measure for the effective temperature $`T_{\mathrm{eff}}^4=3GM\dot{M}/8\pi \sigma r^3`$ near the inner edge of the thin disk. The effective temperature does not scale. The higher the black hole mass the lower is the temperature. These disk temperatures are important for the spectral fits. For comparison we also show the temperature in a disk around a stellar black hole.

The recent investigations of Różańska & Czerny (2000a, 2000b) mostly concentrate on the hot flow properties and use a two-temperature plasma. They find a slightly different relation between evaporation rate and distance. We investigate the equilibrium where the assumption of a one-temperature plasma is a still valid.

## 4 Comparison with observations

The investigation of nuclei of bright nearby elliptical galaxies by Fabian & Canizares (1988) already showed that the galactic nuclei are very under luminous. As suggested by Fabian & Rees (1995) and confirmed by detailed calculations of Mahadevan (1997) the problem is resolved if the galactic nuclei accrete via an ADAF. Likewise the apparently contradictory observations of Sgr$`\mathrm{A}^{}`$ could be understood by advection-dominated accretion (suggestion by Rees (1982), first spectral model by Narayan et al. (1995)). Further successful applications of the ADAF model were carried out for the maser galaxy NGC 4258 and the nearby galactic nuclei M87 and M60 (for a review see Narayan et al. 1998).

Recent observations in X-rays and in additional different wavelength bands brought further information and at the same time new constraints. Improvement also comes from new measurements of accurate mass and distance, e.g. for NGC 4258 (Herrnstein et al. 1997, 1999).

Di Matteo et al. (1999) examined high-frequency radio observations of three giant low-luminosity elliptical galaxies in the Virgo cluster NGC 4649, NGC 4472 and NGC 4636 using the VLA (Very Large Array) and SCUBA (Submillimetre Common-User Bolometer Array) on the Clerk Maxwell Telescope, and hard X-ray emission. They found radio fluxes lower than the emission predicted by the standard ADAF model. In a second paper Di Matteo et al. (2000) discuss constraints for the advection-dominated flow in the three Virgo ellipticals and three cluster galaxies M87 (NGC 4486), NGC 1399, and NGC 4696 and suggest that mass loss is important in the radiatively inefficient accretion flow.

In Fig. 2 we summarize the results to show the wide range of values allowed from spectral fits. In investigations including wind loss the quantity $`r_{\mathrm{out}}`$ is used instead of a transition radius and the wind loss is parametrisized by assuming that the mass flow rate decreases as $`\dot{M}=\dot{M}_{\mathrm{out}}(r/r_{\mathrm{out}})^p`$. For some galaxies only fits for very different truncation radii were investigated, e.g. radii of 300 or $`10^4`$ $`r_\mathrm{S}`$ were considered by Di Matteo et al. (2000) for the elliptical galaxies, together with rates $`\dot{M}/\dot{M}_{\mathrm{Edd}}`$ in the range 0.01 to 0.001. We show their best and second best fit. We also show the results from recent ADAF modeling of $`\mathrm{SgrA}^{}`$ and the very similar galactic transient source V404 Cyg (Quartaert & Narayan 1999) which explains the spectra well without wind loss. Also the observations for M87 can be modeled without mass loss (Di Matteo et al. 2000). Quataert et al. (1999) pointed out that for accretion rates of 0.03 $`\dot{M}_{\mathrm{Edd}}`$ the thin accretion disks in M87 and NGC 4696 must be truncated at $`10^4`$ Schwarzschild radii.

For $`\mathrm{SgrA}^{}`$, M87 (fit without wind loss) and NGC 4649 predictions and fit results agree reasonably. For elliptical galaxies the spectral fits were performed only for radii much larger or much smaller than the transition radius predicted from our model, which makes the comparison difficult. Quataert & Narayan (1999) argued that infall of gas from a cooling flow could change the location of the truncation. Such a boundary condition is not included in our analysis. But new observations by Chandra might anyhow change the picture. Mushotzky et al. (2000) report on observations of 4 giant elliptical galaxies, NGC1399, NGC1401, NGC4472 and NGC4636 and the possibility to set upper limits for the radiation, but quantitative results are not yet presented.

For the low luminosity AGN (LLAGN) M81 and NGC 4579 the observed UV flux demands a truncation far inward, which is in contradiction to our findings. Quataert et al. (1999) already pointed out that it needs to be explained how for similar mass flow rates such different transition radii are found, about 100 $`r_\mathrm{S}`$ for the LLAGN and $`10^3`$ to $`10^4r_\mathrm{S}`$ for nuclei of elliptical galaxies. These authors raised the question whether the cooling flow in ellipticals could be responsible for this difference. But comparing with our results the LLAGN are the systems which need to be explained. Possibly the evaporation picture can offer an alternative view as will be discussed in the next section. For a review of UV and optical continuum emission in AGN see Koratkar & Blaes (1999).

## 5 Discussion and conclusions

We discussed how the transition radii predicted by our model compare to the results for the truncation found from the spectral fits using an ADAF for the innermost region and a geometrically thin disk further out. We find three different groups: (1) agreement with our prediction is found for M87 (model without wind loss) and NGC 4649 (see also Liu et al. 1999). We want to point out the good agreement of our $`r`$-$`\dot{M}`$ relation for the stellar black hole source V404 Cyg, the soft X-ray transient with the best X-ray data available. The agreement is generally good in the case of X-ray novae (Meyer et al. 2000b). This is important since the constraints are more severe for the galactic black hole binaries. The observed $`\mathrm{H}\alpha `$ emission lines give the maximum rotational velocity in the disk and therefore indicates the truncation. (2) The comparison for nuclei of elliptical galaxies is difficult since the radii taken for spectral fits are much larger or smaller than the radii expected from our predictions. A better comparison will be possible when the new Chandra observations (Mushotzky et al. 2000) will become available. (3) A clear discrepancy is found for the low luminosity AGN (LLAGN), especially M81.

Concerning the discrepancy found for LLAGN we discuss in the following whether one could imagine other sources of UV radiation than a geometrically thin standard disk. In the modeling the evaporation efficiency has a maximum around a critical radius of 300 $`r_\mathrm{S}`$ (the number depends on the chosen value of the viscosity in the hot coronal gas, $`\alpha `$=0.3, and might be influenced by simplifications in the computational method). If the mass accretion rate is sufficiently low the thin disk should be truncated there or further outward. The decreasing evaporation efficiency inside the critical radius suggests that inside mass could settle again in a thin disk in the equatorial plain. We have not yet included the physics of a two-temperature gas which becomes important with decreasing distance from the black hole. Różańska & Czerny (2000a) discuss the condensation of matter from the hot coronal flow in a cool disk below. The possible existence of such an interior disk was also mentioned in connection with spectral transitions (Meyer et al. 2000a). We note that such a disk could be cool and the mass flow rate within this disk could be low (an “inert” disk), so that most of the mass flow remains in the ADAF. Spectral observations of a reflection component and the Fe $`\mathrm{K}\alpha `$ line, observed for many black hole sources (see e.g. Gilfanov et al. 1999), led to detailed discussions of the accretion flow geometry and give evidence for an inner disk below the ADAF region. In this context it is interesting that Vilhu et al. (2000) modeled observations for the galactic black hole source GRS 1915+105 with a corona above an interior disk. The interaction of hot protons in the ADAF with such an inner disk underneath could transfer accretion energy from the ADAF to the disk where it is radiated away in various wavelength bands, depending on the black hole mass (compare the effective temperatures at the transition radius, Fig. 1). The observed UV radiation then would not necessarily point to a disk truncation at 100 Schwarzschild radii.

###### Acknowledgements.

We thank Friedrich Meyer for discussions.


format: text

text:
# Caustic rings and cold dark matter

## 1 Introduction

Revealing the nature of dark matter is fundamental to cosmology and particle physics. A combination of observations and theory suggests that the dark matter consists of non-baryonic particles, and in this large class of hierarchical cosmogonic models a universe dominated by cold dark matter (CDM) remains plausible albeit with some potential problems on small scales.

The only convincing method for confirming the existence of non-baryonic dark matter is by direct detection. Many such experiments are in progress and are beginning to probe the parameter space allowed by cosmological and particle physics constraints (e.g. DAMA, CDMS). Direct and indirect detection experiments are highly sensitive to the local density of particles and their velocity distribution. For example, the flux of gamma-rays on Earth from neutralino annihilations in the galactic halo depends on the amount of substructure in the dark matter (e.g. Bergstrom etal 1999). It is therefore crucial to understand the phase space structure of galactic halos in hierarchical models in order that experiments can be fine tuned to search for the appropriate signals, and that event rates or modulation effects can be correctly interpreted (Ullio etal 2000).

Many of the ongoing dark matter searches adopt the principle that CDM particles passing through the solar system have a smooth continuous density distribution with isotropic Maxwellian velocities. Other halos models have been studied e.g. Sikivie (1992, 1999), who assume axially symmetric and cold collapse of matter to infer the presence of caustic rings in the solar neighbourhood. We can now use the results of high resolution computer simulations of structure formation within a CDM universe to examine these assumptions more carefully.

## 2 Collisionless dark matter halos

### 2.1 Axially symmetric cold collapse

Caustics are singularities in phase space (e.g. Hogan 1999). For example, it may be possible to observe a radial caustic in the galaxy distribution surrounding clusters as material on the turnaround shell is projected onto the zero velocity surface. Physical singularities in density can occur, for example as shells of material turnaround during the collapse of a dark matter halo. Spherical symmetry gives rise to shells and a singularity at the halo center whereas axial symmetry produces a sequence of caustic rings.

Under certain conditions dynamically significant caustics are a theoretical possibility. Sikivie has calculated the radial positions and structure of caustic rings that occur during cold and axially symmetric collapse. Predictions from this model are often used to calculate rates for direct and indirect detection experiments therefore its assumptions should be critically examined.

Cold initial conditions are essential for the formation of narrow caustics otherwise they will be smeared out over a radial scalelength $`R_{200}\sigma _{infall}/\sigma _{halo}`$. Here $`R_{200}`$ is the virialised extent of the halo and $`\sigma _{infall}`$ is the velocity dispersion of infalling material. In order to achieve a significant density enhancement, the infalling shells must have a velocity dispersion $`<10\%`$ of the velocity dispersion of the final halo. Unfortunately such a cold collapse is globally unstable to the radial orbit instability (Aguilar and Merritt 1990). This is demonstrated in Figure 1 which shows the gravitational collapse of $`10^7`$ particles with initial velocity dispersion $`10\%`$ of the final velocity dispersion. As the central region virialises the bar instability creates a prolate mass distribution with an axial ratio larger than 2:1. This is incompatible with observational constraints on halo shapes.

Figure 1. The collapse of a cold, collisionless sphere. The final structure is a highly flattened prolate system that results from a radial orbit instability.

### 2.2 Hierarchical growth

CDM halos form via a series of many mergers and accretions of dark matter clumps along highly filamentary mass distributions. The assumptions of symmetry and locally cold flows is an incorrect over-simplification of the true hierarchical growth.

At a given point in a CDM halo, the “smooth” dark matter background arises from material that has been tidally stripped from less massive halos. The infalling background of CDM is a hierarchy of tiny halos that are unresolved in current numerical simulations. Globally, the fraction of CDM in bound objects is expected to be 100%, whereas current simulations that can resolve just one level of the hierarchy find a value of $`50\%`$.

If the power spectrum was cutoff on small scales, e.g. warm or hot dark matter, then locally cold material would fall onto halos giving rise to caustic structures. These features would be phase wrapped only a few times and it is possible that they have observable consequences. The power spectrum of fluctuations in the CDM model allows small dense dark matter halos to collapse at very early epochs – the cutoff scale from the free streaming of neutralinos is approximately $`10^{12}M_{}`$. The first halos to collapse will have prominent caustics although on a tiny scale compared to the solar system. Infalling material will be scattered by various processes such as tidal fields and halo-halo encounters which smear out the caustic sheets of CDM mini-halos (e.g. Tremaine 1999, Helmi and White 1999).

We have used numerical simulations to investigate the structure of dark matter halos across a range of mass scales from $`10^7M_{}`$ to $`10^{15}M_{}`$. Rather than run many simulations at low resolution we have simulated several at very high resolution. One of the key results that we find is that substructure within hierarchical models is essentially scale free. The distribution and orbital properties of “halos-within-halos” is independent of halo mass – CDM galaxy halos contain literally thousands of halos more massive than those that surround the dwarf satellite galaxies in our own halo, Draco and Ursa-Minor.

Figure 2 shows the formation of a single CDM halo resolved with $`10^6`$ particles and force resolution $`<0.001R_{200}`$. The substructure visible within the CDM halo in Figure 2 is nearly self-similar. If we could zoom into a single subhalo it would appear like a scaled version of the entire system.

Figure 2. The hierarchical collapse of a CDM halo. The grey scale shows the local density of dark matter at the indicated redshifts. The size of each panel is 4 comoving Mpc for H=50 km/s/Mpc.

Figure 3. From top left to bottom right we plot the spherically averaged rotation curve and and 1d velocity dispersion profile of a CDM halo, the short to long axis ratios of two CDM halos, the angular momentum vector of these two halos and the anisotropy parameter within a single halo simulated at different resolutions. From these plots it is clear that the global properties of halos are complex and axial symmetry is not preserved.

Finally, we show the structure in velocity space as a function of location within a CDM halo. We have taken 3 cubes at different positions in the halo that are smooth in density space. Each cube contains 2000 particles and has no bound subhalos within them as can been seen in the central panels. The left panel shows the histogram of one component of the distribution of particle speeds in each cube – the curve shows a Maxwellian distribution with $`\sigma `$ set equal to the spherically averaged value at $`0.1R_{200}`$. The right panels show the $`x`$ and $`y`$ components of velocity plotted against each other. In the outer halo streams of tidally stripped particles have made just one or two complete orbits and they remain very distinct and cold features in velocity space. As one moves from the outer to the inner halo, the streams are significantly more wound up in phase space and the velocity distribution becomes close to a Maxwellian. However this is purely a resolution effect since higher resolution would resolve smaller halos and a network of cold streams at the solar radius.

Figure 6. The left panels show velocity histograms of particles extracted from small patches of the halo where the particles are smoothly distributed in density space (center panel) but show complex velocity distributions (right panels).

## 3 Summary

We have presented preliminary results from simulations of CDM halos that are the highest resolution possible using todays supercomputers. These simulations have just begun to resolve sub-kiloparsec scales, giving rise to several important predictions on the global structure and substructure of collisionless dark matter halos. The steep central cusps and abundant dark matter substructure of CDM halos are fundamental and testable predictions.

The phase space structure of halos resulting from complex merger histories are just begining to be resolved with current simulations. We find that tidally stripped debris leaves characteristic structure in phase space and the velocity distributions depends sensitively on the location of the observer within triaxial CDM halos (Evans etal 2000, Ullio etal 2000). However, a great deal of work remains to determine the rate and energy distribution of CDM particles through a detector $`1m^3`$ (Copi & Krauss 2001).

The prominence of caustics depends crucially on the small scale power spectrum. Detectable caustic rings require very special initial conditions that are incompatible with the CDM paradigm – namely axial symmetry and locally cold velocity fields.

Future simulations and analytic work will be able to answer the key questions: Is there a smooth component of dark matter on the scale of the solar system? Is the earth likely to be passing through a single cold tidal stream or the superposition of many such streams?


text:
# Micellization in the presence of polyelectrolyte

## I Introduction

Interaction between polyelectrolytes and ionic amphiphiles has attracted significant attention in both the molecular biology and the condensed matter physics communities . The driving motivation for this surge in interest is the possible application of polyelectrolyte-amphiphile complexation in gene therapy . One of the major stumbling blocks in designing a successful gene therapy is the lack of a transfection mechanism by which a DNA strand can be inserted into a cell . The problem arises as a result of strong electrostatic repulsion between the DNA and the molecular membrane, both of which are negatively charged. This repulsion prevents a DNA segment from coming in contact with a cell membrane, thus precluding any possibility of transfection. To overcome the electrostatic repulsion a number of protocols have been developed. The most explored ones rely on genetically modified viral vectors. A number of complications which can arise from the viral gene therapy have stimulated a development of non-viral methods . One such method explores the association between a negatively charged DNA and cationic lipids or surfactants. A particular method which has attracted much attention relies on formation of lipoplexes . These are complexes composed of a DNA strand and cationic lipid vesicles. Unfortunately the non-viral methods are also prone to problems since, as is well known, the cationic surfactants and lipids are toxic to an organism . An interesting question which then arises is what is the minimum concentration of cationic amphiphile needed to form a lipoplex or a surfoplex? This question is well posed, since it has been known for some time that the polyelectrolyte-ionic amphiphile complexation occurs in a cooperative manner . It is, therefore, possible to identify the location of the cooperative condensation with the critical concentration needed to form complexes. What is the internal structure of such complexes? Are the condensed amphiphiles uniformly distributed along the DNA or do they form micellar aggregates on the surface of a polyion? As a first attempt to study this difficult problem we shall appeal to a very simple model .

## II The Model

We consider a rigid polyion modeled as a cylinder of length $`Zb`$ and radius $`Rb`$ inside a uniform medium of dielectric constant $`ϵ`$. The total charge of a polyion, $`Zq`$, is uniformly distributed along the length of the cylinder so that each one of the $`Z`$ monomers has charge $`q`$. To further simplify the calculations, the longitudinal and angular degrees of freedom are discretized. The surface of the cylinder is subdivided into $`Z`$ parallel rings of $`n`$ sites each. The $`m`$ condensed amphiphiles are restricted to move between the $`Zn`$ ring sites, on the surface of the cylinder.

Each amphiphile has a charged head group and a hydrocarbon tail. For generality we shall take the head group to have charge $`\alpha q`$. The hardcore repulsion between the amphiphiles requires that each site is occupied by at most one amphiphile. For the specific case of DNA and dodecyltrimethyl amonium bromide (DoTAB) at the cooperative binding transition $`m0.8Z`$ .

We define the occupation variables $`\sigma _{ij}`$, with $`i=1,\mathrm{},Z`$ and $`j=1,\mathrm{},n`$, in such a way that $`\sigma _{ij}=1`$ if a surfactant is attached at $`j`$’th ring position of the $`i`$’th monomer and $`\sigma _{ij}=0`$ otherwise. Since the number of amphiphiles is fixed, the values of occupation variables obey the constraint

$$\underset{i=1}{\overset{Z}{}}\underset{j=1}{\overset{n}{}}\sigma _{ij}=m.$$

The Hamiltonian for this model has the following contributions:

* Electrostatic surfactant-monomers interaction:

$$\beta _1=\alpha \xi \underset{i,j=1}{\overset{Z}{}}\underset{k=1}{\overset{n}{}}\frac{\sigma _{ik}}{\sqrt{R^2+(ij)^2}},$$
(1)

where we have introduced a dimensionless charge density, the Manning parameter ,

$$\xi \frac{\beta q^2}{bϵ}.$$
(2)
* Electrostatic surfactant-surfactant interaction:

$$\beta _2=\frac{\alpha ^2\xi }{2}\underset{i,j=1}{\overset{Z}{}}\underset{k,l=1}{\overset{n}{}}\frac{\sigma _{ik}\sigma _{jl}(1\delta _{ij}\delta _{kl})}{\sqrt{(ij)^2+4R^2\mathrm{sin}^2\left(\frac{\pi }{n}|kl|\right)}}.$$
(3)
* Hydrophobic interactions between the hydrocarbon tails:

$$\beta _3=\chi \underset{i=1}{\overset{Z}{}}\underset{j=1}{\overset{n}{}}\sigma _{ij}\sigma _{i,j+1}\chi \underset{i=1}{\overset{Z1}{}}\underset{j}{\overset{n}{}}\sigma _{ij}\sigma _{i+1,j},$$
(4)

where $`\sigma _{i,n+1}=\sigma _{i1}`$. The first term of Eq. (4) is due to the interactions between nearest neighbor amphiphiles on the same ring, while the second term is due the interactions between equivalent sites on consecutive rings. The hydrophobicity parameter $`\chi `$ can be related to the size of the amphiphiles alkyl chain .

The hydrophobic interactions between surfactant and water produce an effective attraction between the amphiphiles, forcing them to stick together. By doing so they expel the water molecules from their vicinity, lowering the overall free energy. The pairwise additive form of the hydrophobic interaction adopted in Eq. (4) is clearly an over simplification. Nevertheless, we expect that this simple expression will help shed some light on the structure of the polyion-amphiphile complexes.

## III Mean Field Theory

To begin our study of the distribution of surfactants along the polyion we shall appeal to the mean field theory . A note of caution, however, must be raised. While the mean field theory is expected to work very well for Coulombic long ranged interactions, it might not be so successful with the short ranged hydrophobic forces. This is in particular so since the problem is intrinsically one dimensional, and the fluctuations associated with the short ranged hydrophobic interactions are expected to be significant . With this note of caution in mind we shall proceed with the mean field study.

The Gibbs-Bogoliubov inequality puts an upper bound on the total free energy, $`_0+_0_0\overline{}`$, where $`_0`$ is the free energy associated with the trial Hamiltonian $`_0`$. To perform the calculations we shall take $`_0`$ to be of a particularly simple one body form,

$$_0=q\underset{i}{\overset{Z}{}}\underset{p}{\overset{n}{}}\varphi _{ip}\sigma _{ip}.$$
(5)
The partition function associated with $`_0`$ can be calculated straight forwardly

$$Z_0=\underset{\{\sigma \}}{}\mathrm{exp}\left\{\beta q\underset{i,p}{}\varphi _{ip}\sigma _{ip}\right\}=\underset{i,p}{}\left\{1+\mathrm{exp}\left(\beta q\varphi _{ip}\right)\right\},$$
(6)
and the free energy is

$$_0=\frac{1}{\beta }\underset{i,p}{}\mathrm{ln}\left\{1+\mathrm{exp}\left(\beta q\varphi _{ip}\right)\right\}.$$
(7)
The average occupation of site $`p`$ on the ring $`i`$, $`\rho _{ip}<\sigma _{ip}>_0`$, is then

$$\rho _{ip}=\frac{1}{1+e^{\beta q\varphi _{ip}}}$$
(8)
or

$$\varphi _{ip}=\frac{1}{\beta q}\mathrm{ln}\left(\frac{1\rho _{ip}}{\rho _{ip}}\right).$$
(9)
The free energy associated with $`_0`$ can be rewritten as

$$_0=\frac{1}{\beta }\underset{i,p}{}\mathrm{ln}(1\rho _{ip}).$$
(10)
After evaluating the average of $`_0_0`$ with respect to $`_0`$, the upper bound to the total free energy becomes

$`\beta \overline{}`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\mathrm{ln}(1\rho _{ij})\alpha \xi {\displaystyle \underset{i,j}{\overset{Z}{}}}{\displaystyle \underset{k}{\overset{n}{}}}{\displaystyle \frac{\rho _{ik}}{\sqrt{R^2+(ij)^2}}}+{\displaystyle \frac{\alpha ^2\xi }{2}}{\displaystyle \underset{i,j}{\overset{Z}{}}}{\displaystyle \underset{k,l}{\overset{n}{}}}{\displaystyle \frac{\rho _{ik}\rho _{jl}(1\delta _{ij}\delta _{kl})}{\sqrt{(ij)^2+4R^2\mathrm{sin}^2\left(\frac{\pi }{n}|kl|\right)}}}`$ (12)
$`\chi {\displaystyle \underset{i}{\overset{Z}{}}}{\displaystyle \underset{j}{\overset{n}{}}}\rho _{ij}\rho _{i,j+1}\chi {\displaystyle \underset{i=1}{\overset{Z1}{}}}{\displaystyle \underset{j}{\overset{n}{}}}\rho _{ij}\rho _{i+1,j}{\displaystyle \underset{i}{\overset{Z}{}}}{\displaystyle \underset{j}{\overset{n}{}}}\rho _{ij}\mathrm{ln}\left({\displaystyle \frac{1\rho _{ij}}{\rho _{ij}}}\right).`$
To find the optimum upper bound, Eq. (12) must be minimized with respect to the average site occupation, leading to

$$\rho _{ij}=\frac{1}{1+e^{\beta (\phi _{ij}+\mu )}},$$
(13)
where $`\mu `$ is a Lagrange multiplier introduced to enforce the constraint $`_{i,j}\rho _{ij}=m`$ and

$`\beta \phi _{ij}`$ $`=`$ $`\alpha \xi {\displaystyle \underset{k}{\overset{Z}{}}}{\displaystyle \frac{1}{\sqrt{R^2+(ik)^2}}}+\alpha ^2\xi {\displaystyle \underset{k}{\overset{Z}{}}}{\displaystyle \underset{l}{\overset{n}{}}}{\displaystyle \frac{\rho _{kl}(1\delta _{ik}\delta _{jl})}{\sqrt{(ik)^2+4R^2\mathrm{sin}^2\left(\frac{\pi }{n}|jl|\right)}}}`$ (15)
$`\chi (\rho _{i,j1}+\rho _{i,j+1})\chi \left[(1\delta _{iZ})\rho _{i+1,j}+(1\delta _{i1})\rho _{i1,j}\right].`$
Using the constraint above, $`\mu `$ can be evaluated leading to a self consistent equation for the average site occupation,

$$\rho _{ij}=\frac{m}{m+_{k,l}(1\rho _{kl})e^{\beta (\phi _{ij}\phi _{kl})}}.$$
(16)
Eq. (16) can be solved numerically to find the equilibrium amphiphile distribution along the polyion.

In Fig. 3 we show the average number amphiphiles per ring along the polyion for $`\xi =4.17`$ and $`\chi =1`$. We note that the amphiphiles are uniformly distributed along the polyion except at the ends of the macromolecule, where their density is strongly depleted.

For $`\chi 1.35`$ a curious phenomenon occurs, as shown in Fig. 4. At this value of hydrophobicity the sites of the central ring become preferentially occupied by the amphiphiles. This corresponds to a micellization transition, in which the strong hydrophobic attraction between the surfactants overcomes entropy to produce a mesoscopic aggregate of amphiphiles. As $`\chi `$ increases, a number of other peaks appear. Within the mean field theory we find that the micellization transition is of first order. The fact that a short ranged interaction produces a first order transition in a pseudo one dimensional system should leave us concerned. To check the existence of this transition we have carried out a set of Monte-Carlo simulations (MC).

## IV Simulations

To simulate this model we use a standard Monte Carlo with particle-hole exchange, not restricted to nearest-neighbors pairs. The density profiles and the energy were measured after thermalization, results being both time and sample averaged. The simulations considered where done for DNA with $`\xi =4.17`$, $`Z=201`$, $`n=160`$, $`m=5`$ and various values of $`\chi `$. The averages were obtained using 100 samples.

For $`\chi <1.35`$ we find that the mean field theory is in excellent agreement with the MC. For $`\chi >1.35`$, on the other hand, the simulations do not find any evidence of the micellization transition present in mean field (see Fig. 5). The energy is a smooth function of $`\chi `$, with no indication of the first order micellization transition, Fig. 6. As expected, the short ranged hydrophobic interaction can not result in a phase transition in a one dimensional system.

In spite of the absence of a true phase transition, the correlations between the condensed amphiphiles can lead to formation of structures along the polyion. To study these, we have constructed a histogram of amphiphile cluster sizes within the Monte Carlo simulation. Here the size of a cluster is defined by the number of amphiphiles per ring. Fig. 7 shows that for amphiphiles with short alkyl tails (small hydrophobicity) the clusters are composed of only one amphiphile, with larger aggregates being highly improbable. With the increase in $`\chi `$ we find, however, that this is no longer the case and a significant fraction of amphiphiles belongs to the maximum sized cluster of $`n`$ amphiphiles. Although this is not a thermodynamic transition, the change in behavior evident in Fig. 7 can be associated with the micellization.

## V Conclusions

We have studied a simple model of micellization in the presence of polyelectrolyte. It is found that the mean field theory predicts a first order micellization transition for the ionic amphiphiles condensed on a polyion. This thermodynamic transition is an artifact of the mean field approximation and is the result of neglect of fluctuations associated with the short ranged hydrophobic interactions. Monte Carlo simulations show that the mean field works very well for small hydrophobicities, but fails completely for strong short ranged interactions. Indeed the simulations do not find any evidence of a phase transition. Nevertheless, if the hydrophobic interaction are sufficiently strong they will lead to significant correlations between the condensed amphiphiles, which can be interpreted as a micellar formation along the polyion chain.

ACKNOWLEDGMENTS

This work was supported in part by CNPq and Fapergs, Brazilian science agencies.


text:
# Extinction of gamma-ray burst afterglows as a diagnostic of the location of cosmic star formation

## 1 Introduction

One of the major recent achievements in extra-galactic astronomy has been an estimate of the history of the cosmic star formation rate, using two types of complementary measurements. First, optical and near-infrared observations can be made of distant galaxies. The rest-frame ultraviolet (UV) or optical luminosities of these galaxies can then be converted into star formation rates and summed over a representative sample of galaxies in each redshift interval to derive the form of the comoving star formation rate of the Universe as a function of redshift, as is conventionally presented in the Madau plot (Lilly et al. 1996, Madau et al. 1996; see Somerville, Primack & Faber 2000 or Blain 2001 for recent compilations). Secondly, submm (Blain et al. 2000) and far-infrared (Kawara et al. 1998; Puget et al. 1999) measurements of source counts and the extra-galactic background light (Fixsen et al. 1998; Hauser et al. 1998; Schlegel et al. 1998) can be used to infer the amount of dust-enshrouded high-redshift star-formation activity. The redshift distribution of sources contributing to these source counts and backgrounds is poorly known; nevertheless the constraints are tight enough that reasonable progress has been made in constructing a far-infrared/submm Madau plot (Blain et al. 1999b, Blain 2001).

At redshifts $`z>3`$ the most luminous UV-bright galaxies are the Lyman break galaxies, identified by the Lyman break technique of Steidel et al. (1996) and the most luminous submm galaxies are the galaxies seen by the Submillimetre Common User Bolometer Array (SCUBA) on the James Clerk Maxwell Telescope (Smail, Ivison & Blain 1997, Barger et al. 1998, Hughes et al. 1998, Eales et al. 1999). Both the Lyman break (Steidel et al. 1999) and some SCUBA (Ivison et al. 1998, 2000) galaxies are now being studied in some detail.

The most striking conclusion from these studies are that the Lyman break and SCUBA galaxies appear to be distinct populations of objects. The Lyman break galaxies are faint at submm wavelengths (Ouchi et al. 1999; Peacock et al. 2000; Sawicki 2000), although they certainly undergo some internal dust extinction (Calzetti et al. 1997; Steidel et al. 1999). The SCUBA galaxies tend to be faint at rest-frame ultraviolet wavelengths (Ivison et al. 2000; Smail et al. 2000, 2001) given their huge bolometric luminosities. Both sets of sources contain extremely luminous galaxies. In fact the 850-$`\mu `$m background is composed at the 50% level by sources with bolometric luminosities above 1012 L (Blain et al. 1999a) 111Luminosities corresponding to 850-$`\mu `$m flux densities of 1 mJy or greater., comparable to those of local ultraluminous infrared galaxies (ULIGs; Sanders & Mirabel 1996). These conclusions are perhaps suggestive of an analogy with the nearby Universe, in which the most powerful star-forming galaxies are either UV-bright late-type giant Sc galaxies like NGC 4603 (see Fig. 1a) or infrared-bright ULIGs like Arp 220 (see Fig. 1b), which are extremely faint at rest-frame UV wavelengths (Meurer et al. 2001), presumably due to internal extinction.

It is therefore plausible that the star formation in the Universe happened predominantly in two distinct modes – UV and submm. If the analogy with the nearby Universe is valid (for the SCUBA galaxies this is still speculative since very-high-resolution submm maps do not yet exist), then we expect the star formation to occur in either relatively diffuse and unobscured UV-bright star-forming galaxies or in very compact and heavily obscured (the internal extinction to the central power source in Arp 220 is greater than 30 mag; Genzel et al. 1998, Scoville et al. 1998, Shioya, Trentham & Taniguchi 2001) submm-bright ULIGs.

One important remaining question is: how much of the star formation that has happened over the age of the Universe occurred in each mode? It appears that most of the energy is generated in the submm mode (Blain et al. 1999b,c). However, this does not necessarily mean that most of the star formation in the Universe is happening in this mode, since (i) the stellar initial mass function (IMF) may be high-mass biased in the SCUBA galaxies (Blain et al. 1999b), resulting in more energy generation per unit mass of stars formed; (ii) there may be a substantial contribution to the energy output of SCUBA galaxies from active galactic nuclei (AGNs). Given the huge line-of-sight extinctions to the galaxy centres, it is not possible to determine the power sources unambiguously; (iii) there may be considerable star formation activity in UV-bright galaxies that is hidden by dust, but in which the extinction is not sufficiently great to generate SCUBA galaxies (Adelberger & Steidel 2000). What we see directly in the UV would then only be a fraction of the total star formation activity in those galaxies. Both the total amount of obscured star formation in the Lyman break galaxies and the conversion factor from UV luminosity to a star formation rate are uncertain (Pettini et al. 2001).

We now attempt to address this question by studying the extinction towards gamma-ray bursts (GRBs) and their afterglows. Several arguments suggest such an approach. First, GRBs are thought to be associated with the deaths of massive stars and so their formation rate ought to trace that of the massive stars responsible for the observed UV and far-infrared luminosities of both the Lyman break and SCUBA galaxies (Totani 1997, Blain & Natarajan 2000; Lamb & Reichart 2000; Ramirez-Ruiz, Fenimore & Trentham 2001). Secondly, GRBs are the final phase of the evolution of these massive stars. These stars do not live long enough to travel far from their place of birth, and so GRBs should be located where the stars formed. Thirdly, GRB afterglows are seen in both the optical and X-ray wavebands, and so we can hope to exploit the differential effects of extinction between the two wavebands to test whether large amounts of dust and gas are present in the galaxies hosting the GRBs. We can then infer how many of the GRBs occurred in galaxies with both moderate and considerable amounts of dust, likely to be Lyman break and SCUBA galaxies respectively.

To elucidate the total amount of obscured star formation that happened over the age of the Universe, we investigate the direct observational constraints on the UV/submm fraction of cosmic star formation in more detail in Section 2. We outline properties of GRBs and their afterglows that make them suitable for this kind of analysis in Section 3, and in Section 4 we describe how dust might affect the emergent X-ray and optical radiation from GRBs and their afterglows. The constraints on the UV/submm fraction from analysis of the extinction of GRB afterglows are presented in Section 5. We present some caveats in Section 6, and in Section 7 we summarise our results and outline future prospects. We assume $`H_0=65\mathrm{kms}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$.

## 2 The location of cosmic star formation

A compilation of measurements of the UV star formation rate history is presented in Figure 2 (Somerville, Primack & Faber 2000), along with a model curve that shows the total (UV and submm) star formation rate history that has been derived from a fit to the far-infrared and submm counts and backgrounds (Blain 2001). Since the curve is so much higher than the points it is immediately apparent that most star formation has happened in the submm mode, subject to the caveats discussed in the last section. Given that a significant fraction of the submm-wave background is originated in luminous SCUBA galaxies (Blain et al. 1999a), this suggests that most of the high-mass star-formation activity in the Universe is heavily obscured.

To investigate this in more detail we now compute $`F_{\mathrm{submm}}`$, the fraction of the total star formation activity over the age of the Universe that has taken place in the submm mode, and compare with the fraction of GRBs for which afterglows might have been expected to be extinguished by an amount greater than the average line-of-sight optical depth to a star forming in a SCUBA galaxy. We define

$$F_{\mathrm{submm}}=\frac{_{\mathrm{}}^0\dot{\rho }_{\mathrm{submm}}(z)\frac{\mathrm{d}t}{\mathrm{d}z}dz}{_{\mathrm{}}^0\dot{\rho }_{\mathrm{TOT}}(z)\frac{\mathrm{d}t}{\mathrm{d}z}dz},$$
(1)
where

$$\dot{\rho }_{\mathrm{TOT}}(z)=\dot{\rho }_{\mathrm{submm}}(z)+\dot{\rho }_{\mathrm{UV}}(z)$$
(2)
is shown by the solid line in Fig. 2, while $`\dot{\rho }_{\mathrm{UV}}`$ is shown by the dashed line. Here $`t(z)`$ is the age-redshift relation, determined by the adopted cosmology. In order to evaluate this integral, we need to derive the instantaneous submm fraction

$$f_{\mathrm{submm}}(z)=\frac{\dot{\rho }_{\mathrm{submm}}(z)}{\dot{\rho }_{\mathrm{TOT}}(z)}$$
(3)
as a function of redshift.

We can compute $`f_{\mathrm{submm}}(z)`$ in two different ways, both shown in Figure 3. First, in Method A, we simply evaluate the ratio $`\dot{\rho }_{\mathrm{submm}}(z)/\dot{\rho }_{\mathrm{TOT}}(z)`$ from Figure 2. Secondly, in Method B, we assume that all the star-formation activity in objects above some threshold far-infrared luminosity $`L_{\mathrm{FIR},\mathrm{c}}`$ is obscured and occurs in the submm mode, whereas at luminosities less than the threshold, all the star-formation activity is unobscured and visible in the UV mode. This assumption is motivated by the observation (Rieke & Lebofsky 1986) that for low-redshift galaxies, the blue luminosity is proportional to the far-infrared luminosity for luminosities below some critical value (6.31 $`\times 10^{10}`$ L in terms of the 60-$`\mu `$m luminosity L60). If we assume that this value does not depend on redshift, then

$$f_{\mathrm{submm}}(z)=\frac{_{6.31\times 10^{10}\mathrm{L}_{}}^{\mathrm{}}L_{60}\varphi (L_{60},z)dL_{60}}{_0^{\mathrm{}}L_{60}\varphi (L_{60},z)dL_{60}}$$
(4)
where (Blain 2001)

$$\varphi (L_{60},z)=\varphi (L_{60}/g(z),0),$$
(5)
$$g(z)=10.42(1+z)^{1.5}\mathrm{sech}^2[2.2\mathrm{ln}(1+z)1.84],$$
(6)
$$\varphi _z(L_{60})=\frac{1}{L_{60}\mathrm{ln10}}\left(\frac{L_{60}}{L_{60}^{}}\right)^{1\alpha }e^{h(L_{60})},$$
(7)
$$h(L_{60})=\frac{1}{2\sigma ^2}\mathrm{log}_{10}^2\left(1+\frac{L_{60}}{L_{60}^{}}\right),$$
(8)
and ($`\alpha `$, $`\sigma `$, $`L_{60}^{}`$) = (1.1, 0.724, 7.0 $`\times `$ 108 L), as for the local Universe (Saunders et al. 1990, adapted to our cosmology).

The computed values of $`f_{\mathrm{submm}}(z)`$ are presented in Figure 3. The methods agree reasonably well, except at high redshift where the data is rather sparse and uncertain, and so the models of $`\dot{\rho }_{\mathrm{TOT}}(z)`$ are poorly constrained.

The global submm fractions $`F_{\mathrm{submm}}`$ are then 0.82 $`\pm `$ 0.10 (method A) or 0.74 $`\pm `$ 0.12 (method B). This quantifies a statement we made earlier: about three quarters of the star formation in the Universe happened in the submm mode.

As the interpretation of the rest of this paper depends on the accuracy of this statement, it is worth examining the caveats we listed in the previous section in some detail.

1. IMF dependence. If the IMF is high-mass biased in the SCUBA galaxies, we need to multiply $`F_{\mathrm{submm}}`$ by

$$\zeta =\frac{\xi }{1+F_{\mathrm{submm}}(\xi 1)}$$
(9)
to get the total fraction by mass of the stars in the local Universe that formed in the submm mode, where

$$\xi =\frac{\mathrm{\Phi }_\mathrm{S}\mathrm{mdm}}{\mathrm{\Phi }_{\mathrm{UV}}\mathrm{mdm}},$$
(10)
$`\mathrm{\Phi }_\mathrm{S}`$ is the IMF of stars forming in a SCUBA galaxy and $`\mathrm{\Phi }_{\mathrm{UV}}`$ is the IMF of stars forming in a UV-bright galaxy. If $`\mathrm{\Phi }_\mathrm{S}`$ is truncated at lower masses $`\zeta `$ can be significantly less than 1. In this work however, we are concerned with $`F_{\mathrm{submm}}`$ and not $`\zeta F_{\mathrm{submm}}`$ since GRBs are expected to be generated only by the highest mass stars.
2. AGN dependence. If the SCUBA sources are powered predominantly by AGN, then our derived value of $`F_{\mathrm{submm}}`$ should be multiplied by a factor $`(1f_{\mathrm{AGN}})/(1f_{\mathrm{AGN}}F_{\mathrm{submm}})`$, where $`f_{\mathrm{AGN}}`$ is the luminosity-weighted AGN fraction.
3. The star formation rates in UV-bright galaxies could be underestimated because either the UV-luminosity-to-star-formation-rate conversion factor assumed is too large or the UV luminosities are underestimated due to internal absorption in the galaxies, as even small amounts of dust can have appreciable signatures at UV wavelengths. It is conventional to make corrections for this latter effect using an empirical extinction law (Calzetti et al. 1997). However, recent near-infrared observations (Pettini et al. 2001) suggest that the star formation rate derived from the H$`\beta `$ line can be close to that derived from the UV luminosity with no correction for extinction.

## 3 $`\gamma `$-ray bursts and massive stars

Until recently, GRBs were devoid of observable traces at other wavelengths. Measurement and localisation of fading X-ray signals from some GRBs has now lead to the detection of optical and radio afterglows, and enabled the measurement of redshifts and the identification of host galaxies. The bursts with known redshifts (in the range 0.43 $`z`$ 4.5) are brightenough to be detectable out to much larger distances than those of the most luminous quasars. An example of this was the discovery (Akerlof et al. 1999) of a prompt, extremely bright ($`V=9`$), optical flash 50 s after GRB 990123 started at $`z=1.6`$. However, such bright prompt optical flashes may be very rare, because they have not yet been detected in another burst. Within the first minutes to hours after the burst, optical light from the afterglows of bursts normally has $`10<V<15`$.

One can understand the dynamics of the afterglows of GRB in a fairly simple manner, independent of any uncertainties about the progenitor systems, from the relativistic generalisation of the method used to describe supernova remnants. The basic model for GRB afterglow hydrodynamics is a relativistic blast wave expanding into the surrounding medium \[Rees & Mészáros 1994, Sari & Piran 1995, Sari, Piran & Narayan 1996, Mészáros & Rees 1997\]. External shocks arise from the interaction of the shell with the surrounding matter. The typical scale is the Sedov length, $`l(E/n_{\mathrm{ism}}m_\mathrm{p}c^2)^{1/3}`$. The rest-mass energy $`E`$ within a sphere of radius $`l`$ equals the energy of the shell. Typically $`l10^{18}`$cm. The relativistic external shocks convert a significant fraction of their kinetic energy into radiation at

$$R_{\mathrm{aft}}=l/\gamma ^{2/3}10^210^1\mathrm{pc},$$
(11)
the radius at which the external mass of ISM encountered equals $`\gamma ^1`$ of the mass of the shell.

The most widely discussed models of the central engine of GRBs involve either the cataclysmic collapse of a massive star in a very energetic hypernova-like explosion \[Paczyński 1998, MacFadyen & Woosley 1999, McFayden, Woosley & Heger 2001\], or the coalescence of two compact objects such as black holes or neutron stars \[Lattimer & Schramm 1976\]222The formation of a black hole with a debris torus around it is a crucial ingredient of both these scenarios. The binding energy of the orbiting debris and the spin energy of the black hole are the two main energy reservoirs available, with the total extractable energy being up to $`10^{54}`$ ergs \[Rees 1999\].. The former are expected to occur near to or within star-forming regions of their host galaxies, while most of the latter are expected to occur outside the galaxies in which they were born.

For the long-duration GRB afterglows localised so far, the host galaxies show signs of the ongoing star-formation activity necessary for the presence of young, massive progenitor stars (e.g. Paczyński 1998; Fruchter et al. 1999). Castander & Lamb (1998) showed that the light from the host galaxy of GRB 970228, the first burst for which an afterglow was detected, is very blue. Subsequent analyses of the colour of this (Castander & Lamb 1999) and other host galaxies (Kulkarni et al. 1998; Fruchter 1999) have strengthened this conclusion, as has the detection of O\[II\] and Ly$`\alpha `$ emission lines from several other host galaxies (see Bloom et al. 1998; Kulkarni et al. 1998). X-ray spectral edges and resonance absorption lines are expected to be detectable in the immediate environment of the GRB, in particular from the remnants of massive progenitor stellar systems (Mészáros & Rees 1998). Observations with the BeppoSAX and Chandra X-ray spectrographic cameras have provided tentative evidence for iron line and edge features in the spectrum of at least two bursts (GRB 991216, Piro et al. 2000; GRB990705, Amati et al. 2000). One possible explanation of the iron lines is that X-rays from the afterglow illuminated an iron-enriched supernova remnant, produced days or weeks before the burst by the same progenitor, leading to iron recombination line emission (Vietri et al. 2000; but see Rees & Mészáros 2000 for an alternative explanation involving continued decaying X-ray emission from the GRB outflow impacting on the stellar envelope following core collapse). There is independent evidence that suggests that at least in some bursts, a supernova may be the origin of a red component, a factor of about 60 times brighter in flux than the extrapolated afterglow, detected several weeks after the burst (GRB980326, Bloom et al. 1999; GRB970228, Reichart 1999). The presence of iron line features would strongly suggest a massive stellar progenitor; however, the exact nature of the central engine and the progenitor depend on the details of the models, since we are not able to observe them directly.

These associations provide indirect evidence that long-duration GRBs and their afterglows are produced by highly relativistic jets emitted in core-collapse explosions. In this context, high-redshift GRBs could become invaluable probes of the history of high-mass star formation and galaxy evolution (Blain & Natarajan 2000; Lamb & Reichart 2000). Because $`\gamma `$-rays are not attenuated by intervening dust and gas, the selection of cosmic sites of massive star formation by this method is unlikely to be affected by the biases associated with dust absorption.

## 4 Extinction of GRB afterglows

Because GRBs represent the final phase of the evolution of very massive stars which do not live long enough to leave their birth place, a large fraction are likely to be still enshrouded in their placental clouds of molecular gas and dust. This environment will attenuate the GRB afterglow radiation at X-ray and optical wavelengths. Since we expect the molecular clouds and dust to be more prevalent in submm galaxies than in UV ones, we expect the afterglows originating in the submm galaxies to be more attenuated.

### 4.1 Optical extinction

Dust that is associated with a column density $`N_H`$ of cold gas extinguishes $`V`$-band optical radiation by an amount

$$A_V=N_\mathrm{H}/1.79\times 10^{21}\mathrm{cm}^2,$$
(12)
if external galaxies have dust-to-gas ratios similar to that of the Milky Way (Predehl & Schmitt 1995).

The line-of-sight extinction to a GRB is, however, complicated by local physical processes. For example, optical/UV/X-ray radiation from the GRB may heat and sublime nearby dust (Waxman & Draine 2000), or winds from the GRB progenitor may tunnel a hole through the surrounding medium. A slowly-varying near- and mid-infrared emission should be detectable from the dust reprocessed in the vicinity of the GRB (Venemans & Blain 2001), especially if the GRB emission is isotropic. Both processes would partially allow the escape of optical photons which would otherwise be extinguished. Such processes are probably important as (i) the observed optical absorption is 10–100 times less than that inferred from the corresponding X-ray absorption, and (ii) the standard afterglow model fits to the data seems to indicate an ambient gas density that is generally lower than that expected in star-forming clouds (Galama & Wijers 2001). The result is that optical afterglows could be visible at distances far from the GRB in the absence of further extinction.

In ULIGs, however, there is expected to be very substantial further extinction along most lines of sight. There can be up to tens of magnitudes of extinction, maybe more, to the centre of ULIGs at optical wavelengths, as shown in Figure 4 for the case of Arp 220, where considerable amounts of dust are certainly present.

This cumulative extinction is due to the large amounts of dust along our line of sight and differs fundamentally from the extinction removed by the sublimation of dust, which is essentially a local phenomenon. The X-rays from the GRB are unable to destroy the dust responsible for the bulk of the extinction in ULIGs, since the X-ray/UV flux $`d^2`$, so dust grains at $`>>`$ 10 pc from the GRB are unaffected (Waxman & Draine 2000).

### 4.2 High-energy extinction

The X-ray radiation transmitted through high atomic column densities is modified significantly by both absorption and Compton scattering. To study the effects we consider a homogeneous spherical cloud of cold material surrounding a central source of X-ray photons. We use the Monte Carlo code constructed by Wilman & Fabian (1999), which computes the transmission through a sphere with a radius set by the column density $`N_\mathrm{H}`$. Both photoelectric absorption by neutral material (of solar composition) and Compton down-scattering are modelled, the latter being described by the Klein–Nishina cross section, with elastic scattering enhancing the photo-electric absorption probability (see Madau, Ghisellini & Fabian 1993). The downscattering of X-ray photons by cold electrons modifies the transmitted spectrum above an energy $`Em_\mathrm{e}c^2/\tau _\mathrm{C}^2`$. The results of some Monte Carlo calculations are shown in Fig. 5, where an incident power law spectrum with photon index 2.5 is seen in transmission through clouds of different column density $`N_H`$. Only 40–70 per cent of the power incident in the range 50–400 keV directly escapes from a medium with $`\tau _\mathrm{C}=`$3–5; the range of optical depths $`\tau _\mathrm{C}=1`$–6 corresponds to $`N_\mathrm{H}=10^{24.225}`$ cm-2. This percentage progressively increases in the $`\gamma `$-ray region due to the Klein–Nishina reduction of the Compton cross section at high energies.

## 5 Observational constraints

### 5.1 Optical emission

About three quarters of the star formation in the Universe appears to be heavily obscured (see Section 2). If the SCUBA galaxies are high-redshift counterparts of the ULIGs, and are powered mainly by star-formation, then one would expect three quarters of GRBs to have no optical afterglows.

The optical observations of GRB afterglows are marginally consistent with this picture. Optical afterglows have been detected for about one third of the well and rapidly localized GRBs. Most of these bursts, however, were observed with different telescopes, at various times and in different filters. Among the 31 X-ray afterglows detected by the WFC of BeppoSAX, excluding GRB 980425 and X-ray transients, $`60\pm 15`$% had no optical counterparts. Lazzati, Covino & Ghisellini (2001) demonstrate that this is due neither to adverse observing conditions nor delays in performing the observations. Some limitations are necessarily inherent in their approach and selection of data. Nevertheless, recent studies using different burst samples give similar results: Reichart & Yost (2001) find that 58 $`\pm 13`$ of all bursts (95 % of all “failed” optical afterglows preceding GRB 000630) have no optical counterpart down to R=24; while Djorgovski et al. (2001) show that the maximum fraction of optical afterglows hidden by dust is of the order of 50 $`\pm 10`$.

Lazzati et al. (2001) also find that X-ray transients with no optical counterparts are not affected by unusually large Galactic absorbing columns. They conclude that a minimum absorption of 2 magnitudes in the R band is required for more than half of the bursts333To convert dust absorption values from a wavelength to a different one, Lazzati et al. (2001) use the analytic approximation for the dust extinction curve given in Cardelli et al (1989), assuming that the bursts are at $`z`$=1, close to the average value of the detected afterglows.. This is much less that the line-of-sight extinction expected in ULIGs (Fig. 4), but more than would be expected for a GRB embedded in the Orion Nebula.

The non-detection of afterglows at optical/infrared wavelengths would provide interesting insight into the location of obscured star formation. If the number of bursts with no optical afterglows is much less than three quarters, this could mean that these GRBs did not occur in heavily optically thick molecular cores like those observed in ULIGs such as Arp 220 (see Section 6 for further discussion).

### 5.2 X-ray and $`\gamma `$-ray emission

X-ray afterglows were observed in almost all the bursts detected by the WFC of BeppoSAX (Lazzati et al. 2001). Even for extreme submm galaxies like Arp 220, the obscuring column densities are not high enough (Fig. 4) to completely extinguish the hard X-ray fluxes, and so $`F_{\mathrm{submm}}`$ equal to three quarters is consistent with these observations as well.

These results imply that even if GRBs are located in the most absorbed regions of SCUBA galaxies, then the corresponding absorption is not enough to hide their X-ray afterglows. At these sorts of column densities, however, we expect the ratio between the BeppoSAX LECS (0.2–6 keV) and MECS (2–10 keV) for bursts with non-detected optical afterglows to be affected (Fig. 6), with the soft X-rays being considerably more attenuated than the hard ones.

Column densities of the order of $`10^{23.5}`$ cm-2 or higher are required for noticeable effects on the X-ray spectrum; this corresponds to the average line-of-sight extinction to the core of Arp 220. The transmitted spectra in the 0.5–2 keV energy range would be almost completely extinguished; measurements in this energy interval are therefore particularly important to probe the global column density of the parent galaxy.

Interestingly, the X-ray and $`\gamma `$-ray properties of X-ray transients with no optical counterpart are not systematically different from those with an optical detection, indicating that they are indeed intrinsically optically faint (Fynbo et al. 2001; Lazzati et al. 2001). Based on the BATSE Hardness Ratio (hereafter HR, defined as the ratio of the fluence at 100-300 keV and the fluence at 50-100 keV) derived by Fynbo et al. (2001) for the GRB with non-detected afterglows, we estimate that the line-of-sight column densities for these bursts are characteristically below $`10^{23.5}`$ cm-2, but greater than $`10^{22}`$ cm-2. These results assume that the sources are located at $`z`$=1.0 and have a power-law spectrum. The column densities derived here are much greater than those typically found in star-forming clouds, but generally less than would be expected for a GRB deeply embedded in the core of Arp 220. This analysis agrees with the idea that the abscence of optical detections is most likely the result of circumburst extinction. The density of the burst medium probably spans many orders of magnitude from densities as low as the ones found in typical star-forming clouds to densities as high as the ones found in the core of Arp 220.

### 5.3 Very high energy emission

If the column density of the parent galaxy is greater than $`10^{25}`$ cm-2 in any significant fraction of the SCUBA sources, then we expect the GRB spectra to peak at very high energies (Fig 6).

GRBs are typically identified by sharp increases in the count rates in the 50–200 keV band. Although some of these bursts have been observed up to very high energies (e.g., Atkins et al. 2000), concerns have been voiced that a whole class of very hard bursts may have been missed due to the use of the X-ray band for identifying GRBs (e.g. Piran & Narayan 1996). If the current detection strategy discriminates against bursts with harder than average spectra, then there may exist GRBs that emit strongly at energies greater than 1 MeV, but whose emission near 100 keV falls below the detection threshold. The data show very small numbers of hard bursts, e.g., only five bursts out of the 136 in the Cohen, Piran & Narayan (1998) sample are harder than 1 MeV. Nevertheless, this does not mean that there are fewer GRBs above 1 MeV, since harder bursts have fewer photons and thus the decrease of BATSE sensitivity above 300keV makes their detection very difficult (Cohen et al. 1998). The existence of a large population of unobserved hard gamma-ray bursts is still an open question. Harris & Share (1998) used data from the Solar Maximum Mission Gamma-Ray Spectrometer to show that there is a deficiency of GRBs with hardness above 3 MeV, relative to those peaking at $``$ 0.5 MeV, but these data are consistent with a population of hardness that extends up to 2 MeV. If SCUBA galaxies with column densities greater than $`10^{25}`$ cm-2 exist in large numbers, then a large population of unobserved hard gamma-ray bursts may exist. These bursts can be used to detect a putative population of highly obscured galaxies.

## 6 Caveats

A number of caveats apply to our analysis.

### 6.1 Massive stars and GRB formation

In the previous sections we have assumed that the underlying physics which turns a massive star into a GRB is the same for stars forming in both the UV and submm modes. This may be incorrect for various reasons.

Quantitative insight into the formation of GRBs is hindered by the lack of detailed core-collapse calculations. However, the insightful work of MacFadyen & Woosley (1999) suggests that GRBs can occur in stars with a range of radii. The radii depend on the evolutionary state of the massive progenitor, its binarity, rotation, and more importantly metallicity \[MacFadyen & Woosley 1999, Heger, Langer & Woosley 2000\]. A picture in which stars produced in the submm mode are more metal rich than those in the UV mode would lead to an overestimate of $`F_{\mathrm{submm}}`$ via GRBs since low metallicity raises the mass threshold for the removal of the hydrogen envelope by stellar winds, thus increasing the mass of the heaviest helium core and favouring black hole formation \[Maeder 1991, MacFadyen & Woosley 1999, Maeder & Meynet 2000\]. In the local Universe, UV-bright star-forming galaxies tend to have very low metallicities (e.g. I Zw 18; Hunter & Thronson 1995) relative to submm-bright ULIGs (Sanders & Mirabel 1996). The same may be true at high redshift, with stars in submm-bright galaxies probably forming at higher densities than the stars in UV-bright galaxies, which may also affect the evolutionary state of the progenitors to GRBs. One expects various outcomes ranging from GRBs with large energies and durations, to asymmetric, energetic supernovae with weak GRBs. Observations of the medium surrounding a GRB would distinguish naturally between different stellar explosions \[Chevalier & Li 1999, Ramirez-Ruiz et al. 2001\].

### 6.2 Extinction in the UV mode

In the previous sections we have assumed that the sources of UV star-formation are not highly obscured and therefore that the afterglows of GRBs in this mode are not likely to be attenuated. However, there may be patches of dust which could attenuate optical but not X-ray afterglows, if their column densities are between 1021 and 1023 cm-2. Such patches would need to have greater column densities than lines of sight through the Orion Nebula (Lazzati et al. 2001), but less than those through Arp 220. This implies that GRBs in UV-bright galaxies could also be attenuated by dust, biasing our estimate of $`F_{\mathrm{submm}}`$ too high.

If all GRBs ultimately turn out to have optical afterglows, and $`F_{\mathrm{submm}}`$ is intrinsically low, then this concern is not longer valid. We will then also learn that there is not a large amount of local extinction in UV-bright galaxies. Such a possibility is suggested by the approximate concordance between the shape of the UV Madau plot at $`z<3`$ and the GRB rate derived using the luminosity–variability relation (Ramirez-Ruiz et al. 2001).

### 6.3 AGN fraction

It is worth examining the assertion that the submm-bright sources are powered by star formation rather than dust-enshrouded AGNs. The arguments in favour of star formation as the dominant power source are

1. The radio luminosities of the SCUBA sources (Smail et al. 2000) are not large and are consistent with having been produced by supernova remnants.
2. Radiative transfer modelling (Rowan-Robinson 2000 & references therein) suggests that most of the far-infrared radiation emerging longward of 50 $`\mu `$m in the rest frame, at which the bulk of the energy from the SCUBA sources emerges, originates from star formation as opposed to an AGN. However, the uncertain and probably complex geometry of the SCUBA galaxies could complicate this interpretation.
3. Most luminous SCUBA sources are not luminous X-ray sources and so are consistent with being starburst-powered. This deduction is, however, not conclusive. Hard X-ray observations can uncover the presence of a dominant AGN power source in even highly obscured sources, and hence provide a simple estimate of the AGN fraction in the submm mode (Bautz et al. 2000; Fabian et al. 2000). Unfortunately, even for high-redshift sources Chandra provides relatively poor hard X-ray response, and so these X-ray studies have so far only confirmed the presence of modestly-obscured AGN in two galaxies already confirmed to contain AGN from optical spectroscopy.

The primary argument against star formation as the dominant power source is that any stars produced in the SCUBA galaxies need to disappear by the present epoch, as only a negligible fraction (about 1 per cent; Trentham 2001) of the stars in the local Universe are found at the high densities observed in ULIGs and thought to exist in the SCUBA galaxies ($`>`$100 M pc-3). AGNs then become an attractive alternative since super-massive black holes exist in just the right number to have been produced in the SCUBA galaxies, given the energy output from these galaxies: see both Table 2 and the accompanying discussion in Trentham & Blain (2001).

### 6.4 Stellar IMF

The precise form of the IMF in starburst galaxies is very much an open question. Some indirect observations that guide us to believe that the IMF in the local ULIGs could be high-mass biased (e.g. Goldader et al. 1997). If the analogy between these objects and high-redshift submm galaxies is valid, then the IMF could also be biased in the high-redshift galaxies, leading to an overestimate of $`F_{\mathrm{submm}}`$ in Section 2.

Another important issue is the relative shapes of the very high-mass-end of the IMF in submm and UV-bright galaxies, since very high mass stars are thought to produce GRBs. Any difference of this type could strongly affect a comparison of $`F_{\mathrm{submm}}`$ with the fraction of GRBs without afterglows. A strong difference of this type, however, is unlikely in the nearby Universe, since the radio–far-infrared correlation (Condon, Frayer & Broderick 1991) holds over a large range of galaxy luminosity and the very-high mass stars are the ones responsible for generating the far-infrared radiation. First indications (Frayer et al. 1998, 1999; Ivison et al. 1998, 2000) are that the few high-redshift SCUBA sources that have been studied in detail lie close to the low-redshift radio–far-infrared correlation.

### 6.5 Alternative causes of non-detection of optical afterglows

We have assumed that dust obscuration is the most likely reason for the non-detection of optical transients. However, there are other possible explanations:

1. Bursts with and without afterglows are intrinsically different – bursts of a given $`\gamma `$-ray luminosity could be either optically bright or faint (Fynbo et al. 2001; Lazzati et al. 2001)
2. The absence of detectable optical flux accompanying strong X-ray emission in the 2–10 keV BeppoSAX energy band may simply be due to the strong redshift dependence of dust obscuration at optical wavelengths in comparison to the X-rays, i.e. $`\tau _{\mathrm{opt}}/\tau _{\mathrm{x}\mathrm{ray}}(1+z)^4`$ (Taylor et al. 1998).
3. A large fraction of GRB occur at $`z`$ $`>>`$ 5 and so are optically invisible due to Lyman-$`\alpha `$ absorption by intervening systems (Fynbo et al. 2001; Lazzati et al. 2001). However, using the sample of BATSE bursts without optical afterglows for which high-resolution light curves are available, we can estimate the redshifts using the variability–luminosity relation derived by Fenimore & Ramirez-Ruiz (2001) for long-duration GRBs; all are less than 5.

## 7 Summary and future prospects

In summary, we expect about three quarters of the star formation in the Universe to have occurred in submm-bright as opposed to UV-bright galaxies. High-redshift submm galaxies (the SCUBA galaxies) are thought to have properties similar to local ULIGs, based on the concordance between their luminosities and spectral energy distributions. If this is the case, we expect that GRBs in submm-bright galaxies should typically have their optical afterglows absorbed by internal dust extinction, but only very few should have had their 2$``$10 keV X-ray afterglows completely extinguished.

The value of three quarters that we quote is marginally consistent with observations of GRBs: $`60\pm 15`$ per cent of GRBs have no detected optical afterglow, although almost all have an X-ray afterglow.

A more definitive statement could be made with detailed observations of soft X-ray afterglows (e.g. HETE-2 and Swift). This is because we expect X-ray afterglows to be extinguished in the 0.5$``$2 keV, but not at harder X-ray bands (Fig. 5). If X-ray afterglows of a large number of GRBs disappear, then this would provide strong evidence that much of the star-formation activity in the Universe happened in a heavily obscured submm mode.

The detection of afterglows at soft X-ray wavelengths would then provide interesting insight into the location of cosmic star formation. This could mean that our value of three quarters is too high, perhaps because $`f_{\mathrm{AGN}}`$ is significant, or one of the other caveats discussed in Section 6 is important. Alternatively, it might mean that star formation in submm-bright galaxies does not occur in very compact regions, and so the analogy with local ULIGs is incorrect – the luminosity and spectral energy distribution concordance would then be just a coincidence. This would also resolve a problem discussed in Section 6.3 – if stars form in submm-bright galaxies away from very compact regions, then most of the stars in the local Universe could form in this way, and not just the 1 per cent with high densities in elliptical galaxy cores. Looking for high-density molecular tracers like CS and HCN in high-redshift submm-bright galaxies would be one way to test the connection hypothesis (Trentham 2001). However, such measurements would be difficult.

If GRB afterglow and submm source positions can be correlated, then this would provide a direct way to probe the nature of high-mass star formation (Mirabel, Sanders & Le Floch 2001). At present, we expect about 20 per cent of GRB host galaxies to exceed the 2-mJy 850-$`\mu `$m detection threshold of the SCUBA camera at the JCMT if the GRB rate follows the cosmic star formation rate (Fig. 7). An important caveat is that most detected X-ray afterglows had error boxes of a few square arcminutes, a region large enough to contain from tens up to a few hundred galaxies. Therefore it is very difficult to identify the host galaxy unambigously without detections of optical, infrared, radio or Chandra X-ray afterglows.

Studies of the galaxy hosts of the GRBs detected with the next generation of $`\gamma `$-ray observatories (e.g. HETE-2 and Swift) with submm and infrared telescopes (e.g. SIRTF, NGST, ALMA and FIRST-Herschel), would reveal whether or not most of the high-mass star formation activity in the Universe is heavily obscured.

## Acknowledgements

We thank D. Lazzati, M. Rees, A. Merloni, E. Rossi, I. Smail, N. Tanvir and A. Emmanouil for useful comments and suggestions. We are particularly grateful to R. Wilman for useful insight regarding the Monte-Carlo calculations. We thank I. Smail, R. Ivison and M . Pettini for providing the images. We thank J. Greiner for maintaining the GRB web archive. ERR acknowledges support from CONACYT, SEP and the ORS foundation. AWB thanks the Raymond & Beverly Sackler Foundation for support.