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# Abundances in Stars from the Red Giant Branch Tip to the Near the Main Sequence Turnoff in M71: I. Sample Selection, Observing Strategy and Stellar Parameters Based on observations obtained at the W.M. Keck Observatory, which is operated jointly by the California Institute of Technology and the University of California

## 1 Introduction

By virtue of their large populations of coeval stars, the Galactic globular clusters present us with a unique laboratory for the study of the evolution of low mass stars. The combination of their extreme ages, compositions and dynamics also allows us a glimpse at the early history of the Milky Way and the processes operating during its formation. These aspects become even more significant in the context of the star-to-star light element inhomogeneities found among red giants in every globular cluster studied to date. The large differences in the surface abundances of C, N, O, and often Na, Mg, and Al have defied a comprehensive explanation in the three decades since their discovery.

Proposed origins of the inhomogeneities typically break down into two scenarios: 1) As C, N, O, Na, Mg, and Al are related to proton capture processes at CN and CNO-burning temperatures, material cycled through a region above the H-burning shell in evolving cluster giants may be brought to the surface with accompanying changes in composition. While standard models of low mass stars do not predict this “deep mixing,” several theoretical mechanisms have been proposed (e.g., the meridional mixing of Sweigart & Mengel 1979, and turbulent diffusion, Charbonnel 1994, 1995) with varying degrees of success. Moreover, there is ample observational evidence that deep mixing does take place during the red giant branch (RGB) ascent of metal-poor cluster stars (see the reviews of Kraft 1994 and Pinsonneault 1997 and references therein). 2) It has also become apparent that at least some component of these abundance variations must be in place before some cluster stars reach the giant branch. Spectroscopic observations of main sequence turn-off stars in 47 Tuc (Briley et al. 1996, & Cannon et al. 1998 and references therein), NGC 6752 (Suntzeff & Smith 1991, Gratton et al. 2001) and most recently in M71 (Cohen 1999, Briley & Cohen 2001) have shown variations in CN and CH-band and in some cases Na and O line strengths as well consistent with patterns found among the evolved giants of these clusters.

All we know about stellar evolution strongly suggests that these low mass main sequence globular cluster stars are incapable of producing significant amounts of C, N or O while on the main sequence and also incapable of deep dredge-up. Both would be required to reproduce the observed abundance variations. This leads directly to the possibility that the early cluster material was at least partially inhomogeneous in these elements or that some form of modification of the relative abundances of these elements has taken place within the cluster since the currently observed cluster stars were formed. Some suggested culprits include mass-loss from intermediate mass asymptotic giant branch stars and supernovae ejecta (see Cannon et al. 1998 for an excellent discussion of these possibilities).

In addition, King et al. (1998) have added another complication to the issue of abundance variations within globular clusters. Their analysis of a small number of sub-giants in M92 yields \[Fe/H\] = $``$2.52 dex 111The standard nomenclature is adopted; the abundance of element X is given by \[X/H\] = log10\[N(X)/N(H)\] $``$ log10\[N(X)/N(H)\]., a value smaller by about a factor of two than that derived from the spectra of giants in M92 by many authors including Cohen (1978) and Sneden et al. (1991). If this is not due to some error in the analysis or a variation in non-LTE corrections that has not been properly included, this result is quite puzzling since the Fe abundance in the photosphere of these stars could not possibly be altered by mixing.

In an effort to unveil the source of the star-to-star element variations seen among the light elements within globular clusters, as well as to determine the constancy, or lack thereof, of the abundances of the heavy elements such as Fe, where no foreseeable mixing can be expected to alter its abundance, we have in initiated the present program to study at high dispersion stars over a large range in luminosity within the nearer galactic globular clusters. We begin with the nearest globular cluster easily reached from a northern hemisphere site, M71.

## 2 The Selection of Stars

Stars were chosen to span the range from the tip of the red giant branch to the main sequence turnoff of M71. Membership considerations at this stage involved location on the existing $`B,V`$ photometric sequences of Arp & Hartwick (1971) and, for the more luminous stars, assignment of a high probability of membership by Cudworth (1985) in his proper motion survey of this globular cluster. When possible, stars were chosen which had known CH and CN band strengths from the survey by Briley, Smith & Claver (2001) of the red giant branch or the work of Cohen (1999) for the main sequence region. Unpublished spectra of these bands from Cohen were available for some of the subgiants as well. Within luminosity ranges of 1 mag, an effort was made to select stars that spanned the full range of observed CH and CN band strengths, i.e. CN weak and CN strong stars. Only reasonably isolated stars were selected.

Because this cluster lies at low galactic latitude, field star contamination is a serious issue. It was not possible to define the cluster sequence clearly in the subgiant regime. There the evolution is rapid, hence the stellar density along the isochrone is low, while the number of field stars is rising rapidly towards fainter magnitudes. Cudworth’s (1985) proper motion survey in M71 does not reach faint enough to include subgiants, and even with the very recent study of Geffert & Maintz (2000), not available at the time our sample was selected, isolation of a clean sample of subgiants in M71 would be quite difficult.

Throughout this paper, the star names are from Arp & Hartwick (1971), or, when not included in the former, are created from the object’s J2000 coordinates.

## 3 The HIRES Observations

All spectra were obtained with HIRES (Vogt et al. 1994) at the Keck Observatory. A maximum slit length of 14 arc sec can be used with our instrumental configuration without orders overlapping. Since an image rotator for HIRES is available (built under the leadership of David Tytler), if we can find pairs of program stars with separations less than 8 arcsec, they can be observed together on a single exposure. Ideally pairs consisted of two members of the M71 sample, but when that was not feasible, pairs with a random star of suitable brightness (i.e. brighter than the sample star) were chosen in the hope that the second star would also turn out to be a member of M71.

The desired minimum SNR was 75 over a 4 pixel resolution element for a wavelength near the center of echelle order 56 ($``$6400 Å). This is calculated strictly from the counts in the object spectrum, and excludes noise from cosmic ray hits, sky subtraction, flattening problems, etc. Since the nights were dark, sky subtraction is not an issue except at the specific wavelengths corresponding to strong night sky emission lines, such as the Na D doublet. This SNR goal was achieved, at considerable cost in observing time, for all but the faintest star. The faintest star was not a program star, but rather an object that fell within the slit for a program star setup. Its SNR is only 50 per resolution element.

The fainter program stars required integration times of several hours. If there was more than one potential brighter second star, then both such could be observed during the course of the exposures for the fainter star by changing the position angle of the instrument’s slit at some point during the exposure sequence while still keeping the faint M71 star in the slit.

Approximate measurements of the radial velocity were made on line, and if a star was determined to be a non-member, the observations were terminated. If the probable non-member was the second component in a pair, an attempt was made to switch to another position angle to pick up a different second star, when a possible candidate that was bright enough was available within the limits of the 8 arcsec maximum separation. Through creative use of close pairs, a sample of 29 stars was observed in M71 with HIRES.

To avoid crowding of spectral lines, the observations were centered at about 6500Å. A 1.15 arcsec slit was used, which provides a spectral resolution of 34,000. All long integrations were broken up into separate exposures, each 1200 sec long, to optimize cosmic ray removal.

Because the HIRES detector is undersized, our spectra do not cover the full length of each echelle order without gaps in the wavelength coverage. We wanted to include key lines of critical elements, specifically the 6300, 6363 \[OI\] lines, the 7770 O triplet, the Na doublet at 6154, 6160Å, and the 6696, 6698Å Al I lines. Two instrumental configurations were used for the brightest stars, as it was impossible to create a single one which included all the desired spectral features in the wavelength range 6000 to 8000 Å. In particular, although the 6696, 6698Å Al I doublet is the most useful feature of that element in this spectral region, we could not get it to fit into a single instrumental configuration together with the O lines. For the faintest stars, only a single configuration was used, which included the O lines but did not include the Al I doublet.

The spectra were reduced by BBB using Figaro (Shortridge 1993) scripts with commands written by McCarthy and Tomaney (McCarthy 1988) specifically for echelle data reduction.

Table 1 gives details of the HIRES exposures for each star, with the total exposure time for the primary and for the Al configuration. The signal level per pixel in the continuum at 6150 Å is also given, from which the SNR can be calculated assuming Poisson statistics and ignoring issues of cosmic ray removal, flattening etc. The latter become non-negligible for the very long HIRES integrations necessary as faint as possible in M71. Also listed is the radial velocity for each star measured from the HIRES spectra and the probability of membership assigned by Cudworth (1985) based on his proper motion study, which included only the brighter stars in the sample. A montage of spectra of a single echelle order for selected stars covering the luminosity range of the sample is shown in Figure 1.

It should be noted that to acquire this set of relatively high precision and high dispersion spectra took a total of five nights of assigned time at the Keck Observatory. One of the assigned nights was used for a backup program due to poor seeing conditions.

## 4 Radial Velocities

Radial velocities were measured from all the HIRES spectra by cross correlating orders 56 and 57 against the spectrum of a bright template star (in practice the brightest observed M71 star) from each run. The radial velocity of the template star from each run was determined by fitting Gaussians to 20 strong isolated features in these two orders using wavelengths from the NIST Atomic Spectra Database Version 2.0 (NIST Standard Reference Database #78). Heliocentric corrections appropriate for each exposure were then applied.

The internal radial velocity errors were calculated following the precepts of Davis & Tonry (1979) using the relation $`\sigma (v_r)=\alpha /[1+R(TD)]`$, where the parameter $`R(TD)`$ is a measure of the ratio of the height of the peak of the cross correlation to the noise in the cross correlation function away from the peak. The constant $`\alpha `$ was set at 15 km s-1, which represents a value at the upper end of those found in other recent HIRES programs using similar instrumental configurations by Mateo et al. (1998), Cook et al. (1999), and Côté et al. (1999). Every star except the faintest one observed, G53414\_4435, has an internal error in $`v_r`$ under 1 km s-1, while this star only has a somewhat larger internal error of 1.5 km s-1.

Based on their measured radial velocities, four of the 29 stars observed with HIRES are not members of M71 (stars Y, G53425\_4608, G53475\_4547 and G53394\_4624). All of these four stars were chosen not as members of the primary M71 sample but as bright(er) stars to complete a pair, i.e. chosen primarily on the basis of their location on the sky without as careful scrutiny of their colors as was done for the primary sample.

The radial velocities for the 25 members of M71 observed with HIRES are listed in Table 1. They have a mean $`v_r`$ of $``$21.7 km s-1. After removing in quadrature an internal uncertainty of 1.0 km s-1, we find $`\sigma `$ = 2.6 km s-1. This is in excellent agreement with the value of Peterson & Latham (1986) of $``$22.5 km s-1 ($`\sigma `$ = 2.4 km s-1) determined from a sample of 17 bright giants in M71.

The only star which shows lines obviously broader than those expected from the instrumental resolution is M71 I-80, a RHB star. The profiles of weak lines of this star suggest that it is rotating at a projected velocity of $``$8 km s-1, an issue which will be discussed by B.Behr in a future publication.

## 5 The Stellar Parameters

We seek to determine for the M71 sample of stars the stellar atmosphere parameters necessary to carry out an abundance analysis from our HIRES data. We adopt for M71 the distance (3900 pc) and reddening (E(B-V) = 0.25 mag) from the on-line compilation of Harris (1996). 222The extinction maps of Schlegel, Finkbeiner & Davis (1998) from their analysis of the COBE/DIRBE database are not reliable this close to the galactic plane. For M71, with $`b=4.6^{}`$, they deduce $`E(BV)=0.32`$ mag. The relative extinction in various passbands is taken from Cohen et al. (1981) (see also Schlegel, Finkbeiner & Davis 1998). Based on the high dispersion analysis of Cohen (1983) for several red giants in M71, since confirmed by additional high resolution studies of giants in M71 by Leep, Oke & Wallerstein (1987) and by Sneden et al. (1994), we adopt as an initial guess a metallicity for the cluster of \[Fe/H\] = $``$0.7 dex.

### 5.1 $`T_{eff}`$ From Broad Band Colors - Predictions of the Model Atmospheres

We utilize here the grid of predicted broad band colors and bolometric corrections of Houdashelt, Bell & Sweigart (2000) based on the MARCS stellar atmosphere code (Gustafsson et al. 1975). Before proceeding we demonstrate that the Kurucz and MARCS predicted colors are essentially identical, at least for the specific colors used here.

We compare the colors predicted from the MARCS code from Houdshelt et al. with those from the Kurucz ATLAS code (Kurucz 1992). We take the predicted $`VK`$ color from each model in the MARCS grid with \[Fe/H\] = $`0.5`$, and interpolate within the Kurucz color grid at the same abundance and at the log($`g`$) of the MARCS model to find the $`T_{eff}`$ that would be deduced.

A contour plot of the difference $`\mathrm{\Delta }`$$`T_{eff}`$(Kurucz - MARCS) that results when the $`VK`$ color is used is shown in Figure 2. The three contour levels shown correspond to $`\mathrm{\Delta }`$$`T_{eff}`$= 0, 30 and 60 K. Also shown in this figure as the thick curve is a 12 Gyr isochrone for M71 from the very recently completed Yale2 isochrones of Yi et al. (2001). Along this isochrone, $`\mathrm{\Delta }`$$`T_{eff}`$= 0 to 25 K for the subgiants and main sequence turnoff, and $`\mathrm{\Delta }`$$`T_{eff}`$= 0 to 15 K for the red giant branch. Throughout the entire displayed range in $`T_{eff}`$,log($`g`$), $`\delta `$$`T_{eff}`$ ranges from 0 to 50 K. We thus demonstrate that to within a tolerance of 25 K, the Kurucz and MARCS temperature scales from broad band $`VK`$ colors are identical.

### 5.2 $`T_{eff}`$ From Broad Band Colors

Broad band $`B,V`$ colors are available from the work of Arp & Hartwick (1971). With such high reddening and metallicity, we chose to ignore the $`B`$ measurements. Stetson (2000) provides $`V,I`$ photometry for about 25% of the cluster area, specifically the NE quadrant. To supplement this, JGC carried out $`V,R,I`$ photometry using short exposure images of M71 taken with LRIS (Oke et al. 1995) at the Keck Observatory for slitmask alignment purposes. These frames were calibrated by observations of standard fields from Landolt (1992). The brightest M71 giants were saturated on all the LRIS images.

For a smaller sample of $``$235 stars in M71, we have obtained infrared photometry at $`K`$ using the infrared acquisition and guiding camera on NIRSPEC (McLean et al. 1998, 2000) at the Keck Observatory. These were taken during a night dedicated to infrared spectroscopy in M71, and are basically setup images for the spectroscopy. The data is calibrated to the standard stars of Persson et al. (1998). A 256 x 256 pixel NICMOS detector is used with a scale of 0.18 arcsec/pixel. Hence the fields are very small and main sequence stars dominate the sample. The frames were reduced in a standard manner. This is supplemented by the infrared photometry of Frogel, Persson & Cohen (1979) for the upper giant branch of M71. For the single star in common between the two infrared samples there is reasonable agreement (see below). Infrared photometry was obtained for a few additional stars using the camera of Murphy et al. (1995) at the 1.5m telescope at Palomar Mountain. With a scale of 0.6 arcsec/pixel and a 256x256 Nicmos array, only a small portion of M71 can be covered at once. Exposures of more than 2000 sec (broken up into many spatial positions and repeats) are required to reach the fainter stars in our sample, and the crowding is severe with these relatively large pixels. However, $`K`$ magnitudes for five of the stars in the HIRES sample were obtained in this way.

The $`V,VK`$ color magnitude diagram for M71 for the HIRES sample is shown in Figure 3. The different sources of $`K`$ photometry are indicated by different symbols. The stars observed by Frogel, Cohen & Persson (1979) are also indicated; three stars from their sample, whose membership probabilities are below 15% in the proper motion study of Cudworth (1985), have been excluded as it is unlikely that they are members of M71. There are two stars in the HIRES sample with multiple measurements for $`K`$. These are indicated by horizontal lines connecting the relevant points in this figure. (M71 1-45, the brightest star in $`V`$ in the HIRES sample, near the tip of the RGB has two measurements of $`K`$ differing by only 0.09 mag, difficult to see on the figure.)

The photometry of Frogel et al. (1979) reaches to RHB. While the number of stars in common with the previously published photometry is only one, the consistency of the M71 RGB and RHB delineated by the published photometry and by our photometry shown in Figure 3 indicates that our mixing of several different sources for $`K`$ has been done in a valid manner.

The observed broad band colors for each program star ($`VI`$ and, when available, $`VK`$), corrected for extinction, are used to determine $`T_{eff}`$. The set of models with metallicity of $``$0.5 dex, nearest to our initial estimate of \[Fe/H\], is used. Table 3 lists the $`T_{eff}`$ deduced from each of $`VI`$ and $`VK`$, when available.

The calibration of our photometric data, as distinct from that of Stetson (2000), could be better. We assume an uncertainty of 0.02 mag applies to $`VI`$ from Stetson (2000), an uncertainty of 0.03 mag applies to colors from the LRIS images, and an uncertainty of 0.05 mag applies to all $`VK`$ colors. Given the relatively high reddening of M71, there is an additional uncertainty due to possible spatial variations in reddening across the field of the cluster. We assume this occurs for $`E(BV`$) at a level of 10%, which is the fractional variation in $`E(BV)`$ detected across much more heavily reddened globular clusters by Cohen & Sleeper (1995). This translates into a total uncertainty in $`T_{eff}`$ of 75 K for giants rising to 150 K for main sequence stars using $`VI`$, divided about equally between the two contributions (uncertainty in reddening and photometric colors), and 40 K from $`VK`$ for giants rising to 70 K for dwarfs, with the dominant contribution arising from the photometric uncertainties. We adopt the larger of these uncertainties (those from $`VI`$) as applicable for our $`T_{eff}`$ determinations.

### 5.3 Computation of log($`g`$)

Once an initial guess at $`T_{eff}`$ has been established from a broad band color, it is possible with minimal assumptions to evaluate log($`g`$) using observational data. The adopted distance modulus, initial guess at $`T_{eff}`$, and an assumed stellar mass (we adopt 0.8 $`M`$ for the upper main sequence stars, and 0.6 $`M`$ for the RHB stars) are combined with the known interstellar absorption, the predictions of the model atmosphere grid for bolometric corrections as well as a broad band observed $`V`$ mag to calculate log($`g`$).

An iterative scheme is used to correct for the small dependence of the predictions of the model atmosphere grid on log($`g`$) itself. Rapid convergence is achieved.

It is important to note that because of the constraint of a known distance to M71, the uncertainty in log($`g`$) is small, $`0.1`$ dex when comparing two members of M71. Propagating an uncertainty of 15% in the cluster distance, 5% in the stellar mass, and 3% in $`T_{eff}`$ from a reddening uncertainty of 0.04 mag in $`E(BV)`$, and ignoring any covariance, leads to a potential systematic error of $`\pm `$0.2 dex for log($`g`$).

### 5.4 $`T_{eff}`$ and log($`g`$) from H$`\alpha `$ Profiles

The profiles of the Balmer lines can also be used in principle to determine $`T_{eff}`$ and log($`g`$) in the temperature range characteristic of the M71 stars. The estimates of stellar parameters obtained in this way are to first order independent of reddening and of any photometric data. There is little sensitivity to surface gravity or overall abundance. Given the constraints on log($`g`$) and known approximate metallicity imposed by the globular cluster membership of the sample stars, the primary dependence of the Balmer line profiles in this regime of $`T_{eff}`$ and log($`g`$) for the HIRES sample of members of M71 is on $`T_{eff}`$.

We attempt to use the H$`\alpha `$ profiles for this purpose. The HIRES spectra themselves are not suitable for this purpose, as the large scale continuum determination, particularly in these relatively metal rich cool stars, is suspect at the level of 1 to 2% due to imperfect removal of the variation of the instrumental response across each echelle order. Instead the Balmer line profiles were obtained from observations with LRIS (Oke et al. 1995) at the Keck Observatory. A 1200 g/mm grating with 0.7 arcsec wide slits was centered at 6500 Å to yield 0.63Å/pixel or a spectral resolution of $``$1.7Å. The same slitmasks that were designed, fabricated and utilized for the CH and CN observations of 79 main sequence stars in M71 described in Cohen (1999) were used again in M71 for these observations. An additional slitmask of subgiants was also designed and used for this purpose.

The spectra were reduced in the usual fashion using Figaro (Shortridge 1993). Continuum bandpasses were defined based on examination of the much higher dispersion HIRES spectra of M71 stars. The median value within each of the continuum regions was chosen as a representative value for the bandpass. A second order polynomial fit to the signal for each of the “line free” regions was used to define the continuum. To improve the SNR still further for the main sequence stars, the H$`\alpha `$ spectra of three to five stars of similar luminosity along the main sequence of M71 were summed, then the resulting profile was normalized. Figure 4 shows H$`\alpha `$ profiles for three stars summed near the bright end of Cohen’s (1999) main sequence sample, which corresponds in the color-magnitude diagram of M71 to the main sequence stars in the HIRES sample, as well as for a subgiant.

These profiles were compared against the spectral flux calculated by Hauschildt et al. (1999) for \[Fe/H\] = $``$0.7 dex. 333As has already been pointed out by van’t Veer-Menneret & Megessier (1996), the predicted Balmer line profiles released with the ATLAS 9 models of Kurucz (1992) are not valid and fail to reproduce the solar profile. They found, as do we, that these H$`\alpha `$ profiles over-estimate $`T_{eff}`$ by several hundred degrees. The grid spacing of the spectral synthesis is 2 Å. We fit the predicted flux of Hauschildt et al. in the region of H$`\alpha `$ using the same procedure as had been applied to the stellar spectra to generate a set of model Balmer line profiles with a normalized continuum level.

Even with the use of LRIS spectra instead of echelle spectra, the continuum determination across the H$`\alpha `$ profile is still uncertain by 1%. The sensitivity to $`T_{eff}`$ of the wings of the predicted H$`\alpha `$ profiles is not large compared to this potential uncertainty. To minimize its effect, we compared the observed and predicted H$`\alpha `$ profiles only over the region within 3 Å of the line center. The resulting values of $`T_{eff}`$ for our M71 stars are still considerably higher than those derived from the broad band colors. Because of the problems mentioned above as well as the potential impact of continued small improvements to the broadening theory for Balmer lines (see, for example, Barklem, Piskunov & O’Mara 2000), we decided to use the H$`\alpha `$ profiles only to estimate relative values for $`T_{eff}`$ from star to star within the M71 sample, forcing agreement with the $`T_{eff}`$ deduced from the colors at the main sequence.

The H$`\alpha `$ profiles provide measurements of $`T_{eff}`$ which are in agreement with those derived from the stellar colors to within the uncertainties of each method. One might hope to determine the stellar mass at the turnoff directly from the observations through the gravity dependence of these Balmer line profiles. However, the required precision in the observed Balmer line profiles of better than 1% is not easily achieved, nor is it clear that the theoretical profiles are sufficiently accurate. Furthermore, the dependence of the Balmer line profiles on $`T_{eff}`$ is much larger. Thus determining $`T_{eff}`$ itself with sufficient precision to then extract a precise value for log($`g`$) would be extremely difficult.

## 6 Comparison of Stellar Parameters with Isochrones

Table 3 provides a summary of the stellar parameters for the 25 members of our M71 sample determined both from broad band photometry and from H$`\alpha `$ fits. In addition to the values of $`T_{eff}`$ from $`VI`$, from $`VK`$ and from H$`\alpha `$ (when appropriate) 444H$`\alpha `$ is not included in the determination of $`T_{eff}`$ for the three hottest stars near the M71 main sequence turnoff., a mean temperature is listed. The weight of the H$`\alpha `$ value, when used, is half that of the values from $`VI`$ and from $`VK`$. With the adopted zero point for assignment of $`T_{eff}`$ from the H$`\alpha `$ profiles, the good agreement between the three values, consistent with the expected observational errors, is gratifying.

Given that these stars sample the population of a globular cluster, $`T_{eff}`$ should decrease monotonically as the luminosity of the star increases. Furthermore stars in the same region of the cluster isochrone ideally should have very similar stellar parameters. The weighted values of $`T_{eff}`$ given in Table 3 do not quite achieve this. We therefore slightly adjusted the weighted $`T_{eff}`$ by not more than 100 K (150 K for star G53392\_4624) (values typical of our observational uncertainties) while retaining the mean relationship unaltered to try to achieve this. The adopted $`T_{eff}`$ for each star in the M71 sample, listed in the final column of table 3, is the value used in the abundance analyses presented in subsequent papers in this series.

For the non-members, since their distances are unknown, no value of log($`g`$) can be obtained and the derived $`T_{eff}`$ will be incorrect if the reddening is different from the value adopted for M71.

Figure 5 compares the adopted $`T_{eff}`$ and log($`g`$) for our HIRES sample of members of M71 with the isochrone predicted for a stellar system with an age of 12 Gyr with \[Fe/H\] = $`0.7`$ dex from the very recently completed Yale2 tracks of Yi et al. (2001). Scaled solar mixture abundances are used in the Yale2 calculations for all elements heavier than He.

First we note that the set of M71 stars observed with HIRES provides a reasonable sample of the cluster isochrone from the RGB tip to the upper main sequence, with the exception of the lack of subgiants.

Comparing theory and observation using the set of parameters shown in Figure 5, quite different from the usual color-magnitude diagram, is a very stringent test. The agreement with with the new Yale2 isochrone is quite good. The $`T_{eff}`$ of the theoretical giant branch for the metallicity of M71, which is well known from past work and determined yet again in Paper II, is only 50 – 100 K cooler at a fixed log($`g`$) than are the observed stars.

We already know from comparison with the infrared photometry of Frogel et al. (1979) that one cannot ascribe this systematic discrepancy to uncertainties in the measurements. So we now consider the various types of systematic errors that might have occurred. There are two known systematic errors in the handling of the observational data described above. The first is a systematic underestimate of log($`g`$) by 0.04 dex as the theoretically predicted mass along the upper RGB is 0.88 M, while a mass of 0.80 Mwas used to calculate the surface gravities for the cluster stars (excluding the RHB stars) from the observed magnitudes and colors. The second is an underestimate in $`T_{eff}`$ of less than 20 K because the model grid used to define the predicted broad band colors had \[Fe/H\] = $``$0.5 dex, not the nominal metallicity of M71 of $``$0.7 dex.

As discussed in §5.3, the internal errors from star to star in log($`g`$) are small, while the systematic error is dominated by the uncertainty in the distance, and is indicated in Figure 5 by arrows. The errors indicated in $`T_{eff}`$ are dominated by the uncertainty in the reddening. An overestimate of the reddening $`E(BV)`$ by $``$0.04 mag, which seems unlikely, could reproduce most of the discrepancy shown in Figure 5 through the resulting underestimates of $`T_{eff}`$.

Another area of concern is the validity of the relationships we have adopted between color, $`T_{eff}`$, and log($`g`$). As discussed earlier, we have carefully checked the consistency of the predicted colors from Houdashelt et al. (2000) with those from Kurucz (1992) computed using the ATLAS code, and have also examined the the comparison with the empirical color–$`T_{eff}`$–\[Fe/H\] relations for dwarfs and for giants established by Alonso et al. (1996, 1999). For $`VK`$, the MARCS and Kurucz predictions are in very close agreement, while the empirical fits to the angular diameter measurements using the infrared flux method carried out by Alonso et al. yield a $`T_{eff}`$ about 50 K cooler for a fixed $`VK`$ color in the relevant range.

In addition, the theoretical tracks utilized thus far do not include enhancement of the $`\alpha `$-elements, which is common in metal poor globular cluster giants. However, the O-enhanced tracks of Bergbusch & VandenBerg (1992) do not fit any better for the nominal metallicity of M71. This is not surprising as Bergbusch & VandenBerg show that to first order the effects of enhancing O are equivalent to using a model with scaled solar abundances with an appropriately calculated higher global metallicity. This would make the predicted RGB cooler, making the discrepancy slightly worse. Their latest $`\alpha `$-enhanced models given in VandenBerg et al. (2000) retain this behavior.

We know from Paper II the correct \[Fe/H\] for M71, and will shortly know from Paper III the $`\alpha `$-element enhancements. With that information plus the stellar parameters of Table 3, once any small remaining discrepancies between the predicted and observed stellar parameters is understood, one can check for consistency with the new $`\alpha `$-enhanced tracks of VandenBerg et al. (2000).

The total effect under consideration (i.e. the discrepancy between the theoretical stellar isochrones and the behavior of the observed cluster sample in M71 shown in Figure 3) is only $``$50 – 100 K in $`T_{eff}`$. There are several possible contributions on the observational side which may be large enough to explain it, including an error in the adopted reddening for the cluster and uncertainties in the relation utilized between color and stellar atmospheric parameters. Hence we have chosen to wait for more such comparisons to be carried out in the domain of $`T_{eff}`$, log($`g`$) for additional clusters in future papers before speculating further on this issue.

## 7 Looking Forward

With this information in hand, we are ready to carry out an abundance analysis based on measurements of equivalent widths from the HIRES spectra of the M71 sample. An analysis of the Fe abundances for this sample of M71 stars is presented in the next paper in this series (Ramírez et al. 2001).

The entire Keck/HIRES and LRIS user communities owes a huge debt to Jerry Nelson, Gerry Smith, Steve Vogt, Bev Oke, and many other people who have worked to make the Keck Telescope and HIRES and LRIS a reality and to operate and maintain the Keck Observatory. We are grateful to the W. M. Keck Foundation for the vision to fund the construction of the W. M. Keck Observatory. We thank Peter Stetson for supplying his M71 photometry in easily accessible form and Peter Hauschildt for calculating a grid of H$`\alpha `$ profiles for us. Partial support was provided to MMB by a Theodore Dunham, Jr. grant for Research in Astronomy and by the National Science Foundation under grants AST-9819614 to JGC and AST-9624680 to MMB.


text:
# 𝐶^∗-algebras Associated with Branched Coverings

## 1. Introduction

Given a branched covering $`\sigma :XX`$ of a locally compact space $`X`$, we define its $`C^{}`$-algebra to be the $`C^{}`$-algebra of the r-discrete groupoid $`\mathrm{\Gamma }`$ associated by Renault to the corresponding partially defined local homeomorphism $`T`$. More precisely,

$$\mathrm{\Gamma }=\mathrm{\Gamma }(X,\sigma )=\{(x,mn,y)m,n,xdom(T^m),ydom(T^n),T^mx=T^ny\},$$

where $`T`$ is the restriction of $`\sigma `$ to the nonsingular set $`XS=U`$. Here $`dom(T^k)`$ is the domain of $`T^k`$.

It turns out that this $`C^{}`$-algebra is isomorphic to an augmented Cuntz-Pimsner algebra associated with a $`C^{}`$-correspondence $`(A,E)`$, where $`A=C_0(X),E=\overline{C_c(U)}`$, viewed as an $`A`$-Hilbert module via the right multiplication

$$(\xi f)(x)=\xi (x)f(\sigma (x)),\xi E,fA,xU,$$

and inner product

$$\xi ,\eta (x)=\underset{\sigma (y)=x}{}\overline{\xi (y)}\eta (y).$$

The left multiplication is given by the map

$$\phi :AL(E),(\phi (f)\xi )(x)=f(x)\xi (x).$$

If the singular set is empty, so that $`U=X`$, we recover previous results (see , ).

We consider several examples of $`C^{}`$-algebras arising from branched coverings, and indicate how to compute their K-theory. These examples include some of the algebras considered by R.Exel in , in the case of a partial homeomorphism.

Acknowledgements. The first author would like to thank Alex Kumjian and Bruce Blackadar for helpful discussions.

## 2. Branched coverings and groupoids

We collect here some facts about branched coverings and some examples for future reference.

###### Definition 2.1.

Let $`X,X^{}`$ be locally compact, second countable Hausdorff spaces and let $`SX,S^{}X^{}`$ be closed subsets such that $`U=XS`$ and $`V=X^{}S^{}`$ are dense in $`X`$ and $`X^{}`$, respectively. A continuous surjective map $`\sigma :XX^{}`$ is said to be a *branched covering* with *branch sets* $`S`$ (upstairs) and $`S^{}`$ (downstairs) if

1. the components of preimages of open sets of $`X^{}`$ are a basis for the topology of $`X`$ (in particular $`\sigma `$ is an open map),
2. $`\sigma (S)=S^{},\sigma (U)=V`$, and
3. $`\sigma _U`$ is a local homeomorphism.

We mention that in the original definition given by Fox (see ), $`XS`$ and $`X^{}S^{}`$ are supposed to be connected and $`S`$ and $`S^{}`$ are supposed to be of codimension 2 for topological reasons. We make no such restrictions here; in particular, we allow disconnected $`XS`$ and $`X^{}S^{}`$.

###### Examples 2.2.

1. (Folding the interval) Let $`X=X^{}=[0,1]`$, and the map

$$\sigma (t)=\{\begin{array}{cc}2t,\mathrm{\hspace{0.33em}0}t1/2\hfill & \\ 22t,\mathrm{\hspace{0.33em}1}/2t1.\hfill & \end{array}$$

Then $`S=\{1/2\},S^{}=\{1\}.`$
2. Let $`X=X^{}=𝐃^2`$ (the closed unit disc), $`\sigma (z)=z^p(p2).`$ Then $`S=S^{}=\{0\}.`$
3. Let $`X=𝐒^k`$ be the $`k`$-sphere, $`X^{}=𝐃^k`$ be the $`k`$-disc, and let $`\sigma `$ be the projection onto the equatorial plane. Then $`S=S^{}=𝐒^{k1}`$ (identified with the equator).
4. Let $`G`$ be a finite group acting non-freely on a compact manifold $`X`$, let $`X^{}=X/G`$ be the corresponding orbifold, and let $`\sigma :XX^{}`$ be the quotient map. Then $`\sigma `$ is a branched covering with $`S=`$ the set of points $`s`$ with nontrivial isotropy group $`G_s`$. The previous examples are just particular cases of this, but note that not every branched covering is associated with a group action.
5. Let $`X`$ be the unit circle, identified with the one-point compactification of $``$. Consider $`\sigma :X`$ the ususal map which wraps $``$ around the circle. Here $`\sigma `$ is not defined everywhere, but the groupoid construction will make sense.
6. Let $`p:`$ be a polynomial map of degree $`k2`$ , and define $`p(\mathrm{})=\mathrm{}`$. We get a map $`p:𝐒^2𝐒^2`$, which is a branched covering with

$$S^{}=\{w𝐒^2\text{ the equation }p(z)=w\text{ has multiple roots}\},$$

$`S=p^1(S^{})`$. In a similar way, each rational map $`q:𝐒^2𝐒^2`$ gives a branched covering.
7. If $`\sigma :UV`$ is a homeomorphism between two open subsets of $`X`$, then we are in the situation considered by Exel in , by taking $`A=C_0(X),I=C_0(V),J=C_0(U)`$.

While one can build $`C^{}`$-correspondences from any branched covering $`\sigma :XX^{}`$, in this note we shall restrict our attention to spaces covering themselves in a branched fashion.

For a locally compact space $`X`$ and a local homeomorphism $`T`$ from an open subset $`dom(T)`$ of $`X`$ onto an open subset $`ran(T)`$ of $`X`$, Renault denotes by $`Germ(X,T)`$ the groupoid of germs of $`𝒢(X,T)`$, which in turn is the full pseudogroup generated by restrictions $`T_Y`$, where $`Y`$ is an open subset of $`X`$ on which $`T`$ is injective. He proves that the groupoid of germs coincides with the semidirect product groupoid

$$\mathrm{\Gamma }(X,T)=\{(x,mn,y)m,n,xdom(T^m),ydom(T^n),T^mx=T^ny\},$$

if $`(X,T)`$ is essentially free in the sense that for all $`m,n`$, there is no nonempty open set on which $`T^m`$ and $`T^n`$ agree.

The topology on $`\mathrm{\Gamma }`$ is generated by the open sets

$$(Y;m,n;Z)=\{(y,mn,z)(y,z)Y\times Z,T^m(y)=T^n(z)\},$$

where $`Y`$ and $`Z`$ are open subsets on which $`T^m`$ and $`T^n`$ are injective, respectively. Since the range and the source maps are local homeomorphisms, $`\mathrm{\Gamma }`$ becomes a locally compact (Hausdorff) r-discrete groupoid, and so we may consider its $`C^{}`$-algebra.

Denote by $`c:\mathrm{\Gamma }(X,T)`$ the cocycle defined by $`c(x,k,y)=k`$, i.e., $`c`$ is the so-called *position cocycle*. Then $`c^1(0)`$ is an equivalence relation $`R(X,T)`$, which is the increasing union of sub-relations

$$R_N=\{(x,y)X\times XnN\text{with}x,ydom(T^n),T^nx=T^ny\}.$$

Notice that $`R_0`$ is the diagonal of $`X\times X`$, and each $`R_N`$ is r-discrete, because the range and source maps are local homeomorphisms.

## 3. $`C^{}`$-algebras defined by a branched covering

###### Definition 3.1.

Given a branched covering $`\sigma :XX`$ with branch set $`S`$, consider the local homeomorphism $`T:XSX\sigma (S)`$, and assume that $`(X,T)`$ is essentially free. We define $`C^{}(X,\sigma )`$ to be $`C^{}(\mathrm{\Gamma }(X,T))`$.

Let $`A=C_0(X)`$, and let $`E=\overline{C_c(U)}`$, where $`U=XS`$, with the structure of a Hilbert $`A`$-module given by the formulae:

$$(\xi f)(x)=\xi (x)f(\sigma (x)),\xi E,fA,xU,$$

$$\xi ,\eta (y):=\underset{\sigma (x)=y}{}\overline{\xi (x)}\eta (x),y\sigma (U),\xi ,\eta E.$$

In other words, the inner product is given by $`\xi ,\eta =P(\overline{\xi }\eta )`$, where $`P`$ is the extension of $`P:C_c(U)C_c(\sigma (U)),`$

$$(P\xi )(y)=\underset{\sigma (x)=y}{}\xi (x).$$

Note that the inner products generate the ideal $`C_0(\sigma (U))`$ in $`A`$. The left module structure on $`E`$ is defined by the equation

$$\phi :AL(E),(\phi (f)\xi )(x)=f(x)\xi (x)fA,\xi E.$$

It is straightforward to verify that $`\phi (f)`$ is in $`L(E)`$ with adjoint $`\phi (\overline{f}),fA.`$ It is also straightforward to verify that $`\phi `$ is injective. Thus, we may form the augmented Cuntz-Pimsner algebra $`\stackrel{~}{𝒪}_E`$.

###### Theorem 3.2.

The $`C^{}`$-algebras $`\stackrel{~}{𝒪}_E`$ and $`C^{}(\mathrm{\Gamma }(X,T))`$ are isomorphic.

The proof of the theorem will be given in several steps, using the notion of Fell bundle.

We recall briefly the Pimsner construction from . A $`C^{}`$-*correspondence* is a pair $`(E,A)`$, where $`E`$ is a (right) Hilbert module over a $`C^{}`$-algebra $`A`$, and where $`A`$ acts to the left on $`E`$ via a $``$-homomorphism $`\phi :AL(E)`$, from $`A`$ to the bounded adjointable module maps on $`E`$. We shall always assume that our map $`\phi `$ is injective. The module $`E`$ is not necessarily full, in the sense that the span of the inner products $`E,E`$ may be a proper ideal of $`A`$. Given a $`C^{}`$-correspondence $`(E,A)`$, Pimsner constructs a $`C^{}`$-algebra $`𝒪_E`$, which generalizes both the crossed products by $``$ and the Cuntz-Krieger algebras. The C\*-algebra generated by $`𝒪_E`$ and $`A`$ is denoted by $`\stackrel{~}{𝒪}_E`$, and is called the augmented *Cuntz-Pimsner algebra* of the correspondence. The algebra $`𝒪_E`$ is a quotient of the generalized Toeplitz algebra $`𝒯_E`$ generated by the creation operators $`𝒯_\xi ,\xi E`$ on the Fock space $`_+={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}E^n`$. Here $`E^0=A`$, and for $`n1,`$ $`E^n`$ denotes the $`n`$-th tensor power of $`E`$, balanced via the map $`\phi `$. The creation operators $`𝒯_\xi `$, $`\xi E`$, are defined by the formulae $`𝒯_\xi a=\xi a,`$ for $`aA`$, and $`𝒯_\xi (\xi _1\mathrm{}\xi _n)=\xi \xi _1\mathrm{}\xi _n,`$ for $`\xi _1\mathrm{}\xi _nE^n`$.

A $`C^{}`$-correspondence should be viewed as a generalization of an endomorphism of a $`C^{}`$-algebra. Just as an endomorphism of a $`C^{}`$-algebra can be “extended” to an automorphism of a larger algebra, so a general $`C^{}`$-correspondence can be “extended” to an “invertible” correspondence. We will not go into much detail here except to indicate how this leads to another presentation of $`𝒪_E`$.

Pimsner considers a new pair $`(E_{\mathrm{}},_E)`$, where $`_E`$ is the $`C^{}`$-algebra generated by all the compact operators $`K(E^n),n0`$ in $`\underset{}{lim}L(E^n)`$, and $`E_{\mathrm{}}=E_E`$. The advantage is that $`E_{\mathrm{}}`$ becomes an $`_E`$-$`_E`$ bimodule, such that the dual or adjoint module $`E_{\mathrm{}}^{}`$ is also an $`_E`$-$`_E`$ bimodule. More acurately, $`E_{\mathrm{}}`$ has two $`_E`$-valued inner products with respect to which $`E_{\mathrm{}}`$ satisfies all the axioms of an imprimitivity bimodule over $`_E`$, except possibly the one asserting that the left inner product is full. The $`C^{}`$-algebra $`𝒪_E`$ is represented on the two-sided Fock space

$$_{\mathrm{}}=\underset{n}{}E_{\mathrm{}}^n,$$

where for $`n<0,E_{\mathrm{}}^n`$ means $`(E_{\mathrm{}}^{})^n`$. It is isomorphic to the $`C^{}`$-algebra generated by the multiplication operators $`M_\xi L(_{\mathrm{}})`$, where for $`\xi E_{\mathrm{}}`$, $`M_\xi \omega =\xi \omega `$.

Given a branched covering $`\sigma :XX`$, we first want to identify the $`C^{}`$-algebra $`_E`$. Recall that $`T:U\sigma (U)`$ is the local homeomorphism associated to $`\sigma `$.

Note that $`E_\phi E`$ is a quotient of $`\overline{C_c(U)}\overline{C_c(U)}`$, where we identify $`\xi f\eta `$ with $`\xi \phi (f)\eta `$ for any $`\xi ,\eta E`$ and any $`fA`$. Therefore $`E_\phi E`$ can be identified, as a vector space, with the completion of the compactly supported continuous functions on the set $`U\sigma (U)`$. In a similar way, $`E^n`$ is identified (as a vector space) with $`\overline{C_c(U\sigma (U)\mathrm{}\sigma ^{n1}(U))}`$. The structure of a Hilbert $`A`$-module on $`E^n`$ is given by the equations

$$(\xi f)(x)=\xi (x)f(\sigma ^n(x)),$$

and

$$\xi ,\eta _n=P_n(\overline{\xi }\eta ).$$

Here $`P_n:C_c(U\sigma (U)\mathrm{}\sigma ^{n1}(U))C_c(\sigma ^n(U))`$ is given by

$$P_n(\xi )(y)=\underset{\sigma ^n(x)=y}{}\xi (x).$$

###### Proposition 3.3.

The $`C^{}`$-algebra $`K(E)`$ is isomorphic to $`C^{}(R(T))`$, where

$$R(T)=\{(x,y)U\times UT(x)=T(y)\}$$

is the equivalence relation associated with $`T=\sigma _U`$.

More generally, $`K(E^n)C^{}(R(T^n))`$, where

$$R(T^n)=\{(x,y)dom(T^n)\times dom(T^n)T^n(x)=T^n(y)\}$$

is the equivalence relation associated with $`T^n`$.

###### Proof.

It is known that $`K(E)=EE^{}`$, the tensor product balanced over $`A`$, where $`E^{}`$ is the adjoint of $`E`$. Since $`\xi f\eta ^{}=\xi f\eta ^{}`$, it follows that, as a set, $`K(E)=\overline{C_c(R(T))}`$. The multiplication of compact operators is exactly the convolution product on $`C_c(R(T))`$, therefore, as $`C^{}`$-algebras, $`K(E)=C^{}(R(T))`$.

In the same way, using the fact that $`K(E^n)=(E^n)(E^n)^{}`$, we get $`K(E^n)=C^{}(R(T^n))`$. ∎

If we take

$$R_N:=\underset{n=0}{\overset{N}{}}R(T^n),$$

where $`R_0`$ is the diagonal of $`X`$, then the natural inclusion $`C^{}(R_N)C^{}(R_{N+1})`$ is induced by the map

$$L(E^N)L(E^{N+1}),FFI.$$

###### Corollary 3.4.

We have $`_E=\underset{}{lim}C^{}(R_N).`$ In particular, $`_E`$ is isomorpic to $`C^{}(R(X,T))`$, where $`R(X,T)`$ is defined at the end of the previous section.

In order to establish an isomorphism between $`C^{}(\mathrm{\Gamma })`$ and $`\stackrel{~}{𝒪}_E`$ in our setting, we follow  and use the notion of Fell bundle. We show that both $`C^{}(\mathrm{\Gamma })`$ and $`\stackrel{~}{𝒪}_E`$ are isomorphic to the $`C^{}`$-algebra associated to isomorphic Fell bundles over $``$. This point of view was suggested by Abadie, Eilers and Exel in . We recall the definition of a Fell bundle and of the associated $`C^{}`$-algebra (cf.  for a more general situation).

###### Definition 3.5.

Consider a Banach bundle $`p:`$*$``$*$``$. A *multiplication* on *$``$* is a continuous map *$`\times `$* ($`(b_1,b_2)b_1b_2`$) which satisfies the conditions

1. $`p(b_1b_2)=p(b_1)+p(b_2),b_1,b_2`$*$``$,*
2. *$`_k\times _l_{k+l}`$* is bilinear,
3. $`(b_1b_2)b_3=b_1(b_2b_3),`$
4. $`b_1b_2b_1b_2`$.

An *involution* is a continuous map *$`,`$*$`bb^{}`$*,* which satisfies

1. $`p(b^{})=p(b),b`$*$`,`$*
2. *$`_k_k`$* is conjugate linear $`k`$,
3. $`b^{}=b`$.

The bundle *$``$* together with these maps is said to be a *Fell bundle* if in addition

1. $`(b_1b_2)^{}=b_2^{}b_1^{}`$,
2. $`b^{}b=b^2`$, and
3. $`b^{}b0b`$*$``$.*

Note that $`_0`$ is a $`C^{}`$-algebra. Denote by $`C_c()`$ the collection of compactly supported continuous sections. Of course, in our setting, because $``$ has the discrete topology, continuous, compactly supported sections are really elements of the algebraic direct sum $`_k`$. Given $`\xi ,\eta C_c()`$, define the multiplication and involution by means of the formulae

$$(\xi \eta )(k)=\underset{l}{}\xi (kl)\eta (l),$$

$$\xi ^{}(k)=\xi (k)^{}.$$

Then $`C_c()`$ becomes a $``$-algebra. Let $`P:C_c()_0`$ be the restriction map, $`\xi \xi (0)`$. With the inner product $`\xi ,\eta =P(\xi ^{}\eta ),C_c()`$ becomes a pre-Hilbert $`_0`$-module. For $`\xi C_c()`$, put $`\xi _2:=<\xi ,\xi >^{1/2}`$, and denote the completion of $`C_c()`$ with this norm by $`L^2()`$. Notice that

$$L^2()=\underset{k}{}_k$$

as Hilbert $`_0`$-modules. We have an embedding $`C_c()L(L^2())`$ given by left multiplication. Denote by $`C^{}()`$ the completion of $`C_c()`$ with respect to the operator norm. The map $`P:C_c()_0,\xi \xi (0)`$ extends to a conditional expectation $`P:C^{}()_0`$.

*Proof of the Theorem 3.2*. To the pair $`(E_{\mathrm{}},_E)`$, we can associate the Fell bundle $``$, where $`_n:=E_{\mathrm{}}^n,n`$. The multiplication is given by the tensor product, where we identify $`E_{\mathrm{}}^{}E_{\mathrm{}}`$ with $`_E`$ and $`E_{\mathrm{}}E_{\mathrm{}}^{}`$ with the ideal $`_E^1`$ of $`_E`$ generated by the (images of) $`K(E^n)`$, $`n1,`$ in $`limL(E^n)`$. (See .) The involution is obvious. Then

$$L^2()=_{\mathrm{}}=\underset{n}{}E_{\mathrm{}}^n.$$

Since $`_{\mathrm{}}`$ is generated by $`_E`$ and $`E_{\mathrm{}}`$, it follows that the $`C^{}`$-algebra generated by the operators $`M_\xi `$ is isomorphic to $`C^{}()`$. Hence, $`\stackrel{~}{𝒪}_EC^{}()`$.

For the groupoid $`\mathrm{\Gamma }=\mathrm{\Gamma }(X,T)`$ and $`l`$, take

$$\mathrm{\Gamma }_l:=\{(x,k,y)\mathrm{\Gamma }k=l\}=\{(x,y)X\times Xx_n=y_{n+l}\text{for large}n\},$$

and $`𝒟_l=\overline{C_c(\mathrm{\Gamma }_l)}`$ (closure in $`C^{}(\mathrm{\Gamma })`$). Then it is easy to see that $`C^{}(\mathrm{\Gamma })`$ is isomorphic to $`C^{}(𝒟)`$. But $`𝒟_0=C^{}(R(X,T))_E=_0`$, $`𝒟_1=\overline{C_c(\mathrm{\Gamma }_1)}E_{\mathrm{}}=_1`$, etc. Therefore the Fell bundles $``$ and $`𝒟`$ are isomorphic.

That concludes the proof of the theorem.

Renault has nice criteria for this $`C^{}`$-algebra to be simple and purely infinite. Applying them here, we obtain the following two propositions.

###### Proposition 3.6.

Let $`\sigma :XX`$ be an essentially free branched covering. Assume that for every nonempty open set $`DX`$ and every $`xX`$, there exist $`m,n`$ such that $`xdom(T^n)`$ and $`T^nxT^mD`$. Then $`C^{}(X,\sigma )`$ is simple.

###### Proposition 3.7.

Assume that for every nonempty open set $`DX`$ there exists an open set $`D^{}D`$ and $`m,n`$ such that $`T^n(\overline{D^{}})`$ is strictly contained in $`T^m(D^{})`$. Then $`C^{}(X,\sigma )`$ is purely infinite.

The $`C^{}`$-algebra of the equivalence relation $`R(X,T)`$ plays the role of the AF-algebra. It is an inductive limit of unital non-continuous trace algebras, similar to the dimension drop algebras considered by Elliott et al.

## 4. K-theory computations and examples

We use the six term exact sequence obtained by Pimsner to compute the K-theory of the $`C^{}`$-algebras associated to a branched covering.

###### Theorem 4.1.

Let $`\sigma :XX`$ be a branched covering of a locally compact space $`X`$ with singular sets $`S`$ and $`S^{}`$. Let $`U=XS`$. We have an exact sequence

$$\begin{array}{ccccc}K_0(C_0(U\sigma (U)))& & K_0(C_0(X))& & K_0(C^{}(X,\sigma ))\\ & & & & \\ K_1(C^{}(X,\sigma ))& & K_1(C_0(X))& & K_1(C_0(U\sigma (U)))\end{array}.$$

###### Proof.

Theorem 4.9 of  for the augmented $`C^{}`$-algebra $`\stackrel{~}{𝒪}_E`$ yields the following six term exact sequence

$$\begin{array}{ccccc}K_0(I)& \stackrel{(\iota _I[E])}{}& K_0(C_0(X))& \stackrel{i_{}}{}& K_0(C^{}(X,\sigma ))\\ \delta & & & & \delta \\ K_1(C^{}(X,\sigma ))& \stackrel{i_{}}{}& K_1(C_0(X))& \stackrel{(\iota _I[E])}{}& K_1(I)\end{array}$$

where $`I`$ is the ideal $`I=\phi ^1(K(E))C_0(\sigma (U))`$ in $`A=C_0(X)`$, and where, recall, $`C^{}(X,\sigma )\stackrel{~}{𝒪}_E`$. The maps $`\delta `$ are the boundary maps corresponding to the Toeplitz extension for $`E`$ described in . The map $`i_{}`$ is the map on $`K`$-theory induced by the inclusion of $`C_0(X)`$ in $`C^{}(X,\sigma )`$, and the two instances of $`(\iota _I[E])`$ are the maps induced by Kasparov multiplication by $`\iota _I[E]KK(I,C_0(X))`$. (Here, $`K_{}(C_0(X))`$ is identified with $`KK_{}(,C_0(X))`$, $`K_{}(𝒪_E)`$ is identified with $`KK_{}(,𝒪_E)`$, and $`K_{}(I)`$ is identified with $`KK_{}(,I)`$.) But $`\phi ^1(K(E))=C_0(U)`$, therefore $`I=C_0(U\sigma (U))`$. ∎

###### Example 4.2.

Consider the folding of the interval $`\sigma :[0,1][0,1]`$. Then

$$C^{}(R_0)=C([0,1]),C^{}(R_1)=\{f:[0,1]𝐌_2f(\frac{1}{2})I_2\},$$

$$C^{}(R_2)=\{f:[0,1]𝐌_4f(0),f(\frac{1}{4}),f(\frac{3}{4}),f(1)𝐌_2I_2,f(\frac{1}{2})I_4\}$$

etc.

Since $`([0,1],\sigma )`$ is essentially free, we may consider $`C^{}([0,1],\sigma )`$ defined above. Note that this $`C^{}`$-algebra is not simple, since the orbit of $`0`$ is $`\{0,1\}`$ which is not dense. To compute its K-theory, note that $`U=[0,1/2)(1/2,1],\sigma (U)=[0,1)`$, therefore $`I=C_0([0,1/2)(1/2,1))`$. The exact sequence becomes

$$\begin{array}{ccccc}0& & & & K_0\\ & & & & \\ K_1& & 0& & \end{array},$$

hence $`C^{}([0,1],\sigma )`$ has $`K_0=`$ and $`K_1=0`$.

###### Example 4.3.

Let

$$q(z)=\frac{(z^2+1)^2}{4z(z^21)},z𝐒^2=\{\mathrm{}\}.$$

Then $`q`$ is a rational map of degree $`4`$, which is a local homeomorphism, except at the points $`z`$ such that the equation $`q(z)=w`$ has double roots. We find

$$U=𝐒^2\{\pm i,\pm (\sqrt{2}\pm 1)\},q(U)=𝐒^2\{1,0,1\}.$$

It is known (Lattès 1918) that the Julia set of $`q`$ is the whole Riemann sphere, and that every backward orbit $`{\displaystyle \underset{n0}{}}q^n(z)`$ is dense. From Theorem 4.2.5 in , it follows that for any nonempty open set $`W`$ of $`𝐒^2`$, there is $`N0`$ such that $`q^N(W)=𝐒^2`$. Notice that the forward orbits of all the points in the singular set $`\{\pm i,\pm (\sqrt{2}\pm 1)\}`$ are finite. Denote by $`F`$ the union of these orbits. Given any open set $`D`$, we can find an open subset $`D^{}D`$ such that the closure $`\overline{D^{}}`$ does not intersect the finite set $`F`$. We can find a positive integer $`M`$ such that $`q^M_D^{}`$ is a local homeomorphism and $`q^M(D^{})=𝐒^2`$, hence $`\overline{D^{}}`$ is strictly contained in $`q^M(D^{})`$. In particular, $`(𝐒^2,q)`$ satisfies the hypotheses of Propositions 3.6 and 3.7. Hence $`C^{}(𝐒^2,q)`$ is simple and purely infinite. We have

$$IC_0(𝐒^2\{\pm i,\pm (\sqrt{2}\pm 1),0,\pm 1\}).$$

To compute the K-theory of $`I`$, we use the more general short exact sequence

$$0C_0(𝐒^2\{p_1,p_2,\mathrm{},p_n\})C(𝐒^2)\stackrel{j}{}^n0.$$

That gives

$$\begin{array}{ccccc}K_0& & ^2& \stackrel{j_{}}{}& ^n\\ & & & & \\ 0& & 0& & K_1\end{array}$$

Using the fact that $`j_{}`$ takes the Bott element into $`0`$, it follows that

$$kerj_{},cokerj_{}^{n1}.$$

We obtain

$$K_0(C_0(𝐒^2\{p_1,p_2,\mathrm{},p_n\}))=,K_1(C_0(𝐒^2\{p_1,p_2,\mathrm{},p_n\}))=^{n1}.$$

The exact sequence for our C\*-algebra becomes

$$\begin{array}{ccccc}& & ^2& & K_0(C^{}(𝐒^2,q))\\ & & & & \\ K_1(C^{}(𝐒^2,q))& & 0& & ^8\end{array}$$

Note that for a general rational map $`q`$ of degree $`2`$, the Julia set may not be the entire sphere. Its complement, the Fatou set, will provide an ideal in $`C^{}(𝐒^2,q)`$ such that the quotient will be a simple C\*-algebra. For more details about the dynamics of a rational map, we refer to .

###### Example 4.4.

Consider $`𝐒^1=\{\mathrm{}\}`$, and let $`\sigma :𝐒^1,\sigma (t)=exp(2\pi it)`$. Then $`I=C_0()`$ with $`K_0=0`$ and $`K_1=`$, therefore we have the exact sequence

$$\begin{array}{ccccc}0& & & & K_0(C^{}(𝐒^1,\sigma ))\\ & & & & \\ K_1(C^{}(𝐒^1,\sigma ))& & & & \end{array}$$

Since the map $``$ in the exact sequence is $`idid`$, hence the zero map, it follows that

$$K_0(C^{}(𝐒^1,\sigma ))^2,K_1(C^{}(𝐒^1,\sigma )).$$

Note that $`C^{}(𝐒^1,\sigma )`$ is simple, since every orbit is dense.


text:
# 1 Introduction

## 1 Introduction

In a recent paper, one of the authors (DCH)  proposed that hard spheres in the presence of gravitational field, $`g`$, undergo a condensation transition, and identified the transition temperature, $`T_c`$, as a function of external parameters, i.e.:

$$T_c=mgD\mu /\mu _0$$
(1)
where $`m`$ and $`D`$ are the mass and diameter of the hard spheres, $`\mu `$ is the dimensionless layer thickness at $`T=0`$, and $`\mu _0`$ is a constant that reflects the particular manner in which a system packs upon condensing. It was noted that there exists a critical temperature $`T_c`$ below which the total number of particles is not conserved. This is the temperature at which the density at the bottom layer becomes the close-packed density. Now, since the hard spheres cannot be compressed indefinitely, if the temperature is lowered below $`T_c`$, then the first layer should remain at the close-packed state, while the particles at the second layer try to compact themselves and thus crystallize. The crystallization then proceeds upward from the bottom layer as the temperature is lowered. This picture was later confirmed by Molecular Dynamics simulations  for mono-disperse hard spheres and was extended to the segregation of binary mixtures of hard spheres of different mass and diameters .

In the original work , the Enskog kinetic equation was used to obtain the density profile of hard spheres under gravity. However, in an attempt to solve a highly nonlinear integro-differential kinetic equation, it was assumed that the equilibrium velocity distribution function, $`f(𝐫,𝐯)`$, factorizes into a product of space and velocity dependent parts, i.e. $`f(𝐫,𝐯)=G(𝐫)\varphi (𝐯)`$ and further that the functional form of $`\varphi (𝐯)`$ is Gaussian, which should be valid for elastic hard spheres. The factorization assumption is an equilibrium ansatz, which states that the configurational statistics are separated out from the kinetics when the system is at equilibrium, so that all the equilibrium quantities can be obtained from the configurational integral of the partition function. The equilibrium state is then the configuration that minimizes the free energy. Therefore, we find it necessary to obtain the results of Ref.  by the variational method. Indeed, we will show in this paper that essentially identical results follow from an application of density functional theory (DFT)  for liquids to the problem. We will first employ the simplest form of the density functional theory known as the local density approximation (LDA), which assumes that the range of inter-particle interaction is much smaller than the typical length scale on which $`\rho (𝐫)`$ varies . We will show that the LDA and the Enskog theories are in fact identical, so that in both methods, the condensation temperature is defined as the temperature at which the sum rule breaks down. Next, we will analyze the problem with a simple weighted density approximation (WDA) \[6-9\], which takes into account the local variation of the density function. In this approximation, the condensation temperature is defined as the temperature at which the volume density at the bottom layer reaches the maximum allowed value. In this approximation, microscopic information is preserved in the density profile; notably the formation of a crystal shows up in the density profile as oscillations. The peak to peak distance of this oscillation is approximately the particle diameter. We will demonstrate that the results of both analyses present a picture identical to those presented in Ref. ; in particular we will show how the value $`\mu _0`$ that appears in Eq. (1) depends on the approximation.

## 2 Local Density Approximation

The essence of the LDA is to assume that the system may be divided into small pieces of nearly constant density and then to treat each piece as though it were part of a homogeneous system . Under these assumptions one may write a free energy functional:

$$F_{LDA}[\rho ]=𝑑𝐫\rho (𝐫)\psi (\rho (𝐫))+𝑑𝐫\rho (𝐫)U_{ext}(𝐫),$$
(2)
where $`\psi (\rho (𝐫))`$ is the Helmholtz free energy per particle in the absence of an external field and $`U_{ext}`$ is the potential energy per particle due to an external field such as gravity. Minimization of this functional under the global constraint that the number of particles is given by

$$N=_V𝑑𝐫\rho (𝐫)$$
(3)
should yield the desired density profile. To be more specific, we define variables for hard spheres of mass $`m`$ confined in a $`d`$ dimensional volume $`V=L^{d1}H`$ with $`L^{d1}`$ being the cross sectional area of a $`(d1)`$ dimensional plane and $`H`$ being the height of the container along which the gravitational field is acting. The Helmholtz free energy per particle consists of two terms,

$$\psi (\rho )=\psi _{id}(\rho )+\psi _{exc}(\rho ),$$
(4)
where $`\psi _{id}`$ is the ideal gas contribution,

$$\psi _{id}(\rho )=T(\mathrm{log}(\mathrm{\Lambda }^3\rho )1).$$
(5)
Note that $`\psi _{id}=T\mathrm{log}(z^N)/N`$ with the single particle partition function $`z=V(2\pi mT)^3/N!`$  and that we have redefined the thermal wavelength $`\mathrm{\Lambda }(2\pi mT)^{1/2}`$. Next, $`\psi _{exc}`$ is the excess contribution to the free energy is due to the configurational integral coming from the interactions among particles and is in general written as the integral:

$$\psi _{exc}=T_0^\rho \left(\frac{P}{\rho ^{}T}1\right)\frac{d\rho ^{}}{\rho ^{}},$$
(6)
The above equation can be derived from the thermodynamic relation, $`P=(\frac{F}{V})_T`$ with the chain rule: $`(\frac{}{V})_T=\frac{\rho ^2}{N}(\frac{}{\rho })_T`$. Note that $`P/\rho T1`$ is the virial sum. Since gravity acts along the vertical direction $`z`$, $`U_{ext}=mgz`$, and the transverse degrees of freedom can be integrated out to yield the free energy functional per unit area:

$`{\displaystyle \frac{F_{LDA}[\rho ]}{A}}\overline{F}[\rho ]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑z\rho (z)\psi _{id}(\rho (z))+`$ (7)
$`{\displaystyle _0^{\mathrm{}}}𝑑z\rho (z)\psi _{exc}(\rho )+`$
$`mg{\displaystyle _0^{\mathrm{}}}𝑑z\rho (z)z,`$
where $`A=L^{d1}`$ is the cross sectional area in the $`xy`$ plane. Minimization of the functional under the constraint Eq. (3) yields an equation for the density profile $`\rho `$:

$$\frac{\delta \overline{F}[\rho ]}{\delta \rho }=T\mathrm{log}(\mathrm{\Lambda }^3\rho (z))+\psi _{exc}(\rho )+\rho \frac{d\psi _{exc}}{d\rho }+mgz=\lambda $$
(8)
where we have introduced a Lagrange multiplier, $`\lambda `$. Defining $`\varphi \rho D^3`$ and $`\zeta z/D`$, $`\lambda `$ should be determined by the sum rule:

$$\mu \varphi _c=_0^{\varphi _0}𝑑\varphi \zeta (\varphi )=_0^{\mathrm{}}𝑑\zeta \varphi (\zeta ),$$
(9)
where $`\varphi _c`$ is the close-packed density, $`\mu `$ is the number of layers of particles in the system at $`T=0`$, and $`\varphi _0`$ is the density at the bottom layer. Note that the particular shape of the density profile will depend on the functional form of the pressure $`P`$ or, equivalently, on the functional form of the excess free energy, $`\psi _{exc}`$. One may use the Enskog pressure for hard disks or a hard sphere equation of state given by a functional form:

$$P=\rho T[1+\gamma \rho D^d\chi (\rho )],$$
(10)
where $`\chi (\rho )`$ is the pair correlation function evaluated at contact ($`r=D`$), and where $`\gamma =\frac{\pi }{2}`$ when $`d=2`$ and $`\gamma =\frac{2\pi }{3}`$ when $`d=3`$. Then

$$\psi _{exc}(\rho )=_0^\rho \gamma \rho ^{}D^d\chi (\rho ^{})\frac{d\rho ^{}}{\rho ^{}}.$$
(11)
Substituting this form of $`\psi _{exc}`$ into Eq. (8) and taking the derivative with respect to $`z`$ generates, in our non-dimensional variables, the differential equation

$$\frac{d\varphi }{d\zeta }+\frac{mgD}{T}\varphi =\gamma \varphi \left[\varphi \frac{d\chi }{d\zeta }+2\chi \frac{d\varphi }{d\zeta }\right],$$
(12)
which is precisely the result obtained in Ref. . Thus the equivalence between the LDA and Enskog theory has been shown, and the constant $`\mu _0`$ that appears in Eq. (1) can also be derived by the density functional theory in the local density approximation.

To conclude this section we cite some results of the LDA/Enskog theory. Note that for the liquid phase, the density profile $`\varphi (\zeta )`$ in Eq. (9) is a monotonically decreasing function of the height $`\zeta `$ with its maximum value at the bottom. Further, the maximum density $`\varphi _0`$ is a function of temperature, too, with the upper bound $`\varphi _0\varphi _c`$. So, the right hand side of Eq. (9) can be written as $`f(\varphi _0)/\beta `$, where $`\beta =mgD/T`$. The particular form of the function $`f(\varphi _0)`$ depends on the approximation. Ref.  (Eq. (15c) and (16c)) gives the functional forms of $`\varphi _0`$ in 2d using the Ree and Hoover correlation function

$`\chi (\varphi )`$ $`=`$ $`{\displaystyle \frac{(1\alpha _1\varphi +\alpha _2\varphi ^2)}{(1\alpha \varphi )^2}},`$ (13)
$`\alpha `$ $`=`$ $`0.489351\pi /2,`$
$`\alpha _1`$ $`=`$ $`0.196703\pi /2,`$
$`\alpha _2`$ $`=`$ $`0.006519\pi ^2/4.`$
and in 3d using the Carnahan-Starling equation of state:

$$\frac{P}{\rho T}=\frac{(1+\eta +\eta ^2\eta ^3)}{(1\eta )^3}.$$
(14)
where we have defined the volume fraction $`\eta =\frac{\pi }{6}D^3\rho =\frac{\pi }{6}\varphi `$ in 3d and as $`\eta =\frac{\pi }{4}D^3\rho =\frac{\pi }{4}\varphi `$ in 2d. For completeness, we reproduce these. First, the 2d result:

$`f(\varphi _0)_{RH}`$ $`=`$ $`(1+c_2)\varphi _0+{\displaystyle \frac{1}{2}}c_1\varphi _0^2+{\displaystyle \frac{c_3\varphi _0}{(1\alpha \varphi _0)}}`$
$`{\displaystyle \frac{c_4}{\alpha }}\left({\displaystyle \frac{1}{(1\alpha \varphi _0)}}1\right)+{\displaystyle \frac{c_4\varphi _0}{(1\alpha \varphi _0)^2}}`$
with $`c_1=\pi \alpha _2/\alpha ^20.0855`$, $`c_2=(\pi /2)(\alpha _1/\alpha ^22\alpha _2/\alpha ^3)0.710`$, $`c_3=c_2`$, and $`c_4=(\pi /2)(1/\alpha \alpha _1/\alpha ^2+\alpha _2/\alpha ^3)1.278`$. Next, the 3d result:

$$f(\varphi _0)_{CS}=\varphi _0\frac{2\varphi _0}{(1\alpha \varphi _0)}+\frac{2\varphi _0}{(1\alpha \varphi _0)^3},$$
(16)
where in this expression $`\alpha =\pi /6`$. Note that in both 2 and 3 dimensions, $`f(\varphi _0)`$ is a monotonically increasing function of $`\varphi _0`$. Hence, it has a maximum at $`\varphi _0=\varphi _c`$, the value of the close-packed density. Since $`\beta `$ or equivalently $`T`$ and the layer thickness $`\mu `$ are arbitrary control parameters, the sum rule, Eq. (9), breaks down when $`TT_c`$, where

$$\mu \varphi _c=f_{max}T_c/mgD\mu _0T_c/mgD$$
(17)
While the scaling of the critical temperature displayed in Eq. (1) is independent of the particular equation of state used in the calculation, the maximum value of $`f(\varphi _0)`$, $`\mu _0`$, depends on the functional form of the density profile, or equivalently, the pressure. Using the two approximations above, and taking the maximum densities as $`\eta _c=\frac{\pi }{6}\sqrt{2}0.74`$ in 3d, and $`\eta _c=\pi /(2\sqrt{3})0.91`$ in 2d, we find

$`\mu _{0}^{}{}_{RH}{}^{}`$ $`=`$ $`111.31(2d)`$
$`\mu _{0}^{}{}_{CS}{}^{}`$ $`=`$ $`152.34(3d).`$ (18)
At the level of Enskog approximation, $`\mu _0`$ is quite sensitive to the density at the bottom, $`\varphi _0`$. At this point, we find it appropriate to mention the point made by Levin  that reliable information about the fluid-solid coexistence cannot be obtained by the LDA, because of its inability to include the density variations in a highly structured phase (solid). When the Enskog approximation breaks down, one has to either abandon the approximation and search for a better one, or modify the approximation by removing the unphysical results. In the original paper , the latter approach was taken, namely based on physical grounds, the crystal regime was replaced by a constant average density, a Fermi rectangle, and the fluid regime was then fit to the Enskog profile, which is linked to the Fermi rectangle at the liquid-solid interface. While the proportionality constant $`\mu _0`$ in Eq. (1) obtained this way seems to overestimate, and thus while the Enskog equation fails to locate the precise point of the liquid-solid transition, the prediction of its existence and the scaling relation between the critical temperature $`T_c`$ and external parameters (Eq. (1)) seem to remain true. More elaborate approximations that do take into account the local variations in the structured phase yield substantially lower values for $`\mu _0`$ (see Fig. 2), which are somewhat close to the values obtained by a Mean Field theory . In order to show the dependence of $`\mu _0`$ on approximation, we also compute in it 3d by the Percus-Yevick compressibility form of the equation of state:

$$\frac{P}{\rho T}=\frac{1+\eta +\eta ^2}{(1\eta )^3}$$
(19)
which yields equally high values for $`\mu _0`$,

$`f(\varphi _0)_{PYC}`$ $`=`$ $`{\displaystyle \frac{\varphi _0}{(1\alpha \varphi _0)}}3{\displaystyle \frac{\varphi _0}{(1\alpha \varphi _0)^2}}+`$
$`3{\displaystyle \frac{\varphi _0}{(1\alpha \varphi _0)^3}},`$
$`\mu _{0}^{}{}_{PYC}{}^{}`$ $`=`$ $`185.19.`$
The slightly different form, namely the virial form

$$\frac{P}{\rho T}=\frac{1+2\eta +3\eta ^2}{(1\eta )^2}.$$
(21)
yields

$`f(\varphi _0)_{PYV}`$ $`=`$ $`3\varphi _08{\displaystyle \frac{\varphi _0}{(1\alpha \varphi _0)}}+6{\displaystyle \frac{\varphi _0}{(1\alpha \varphi _0)^2}}`$ (22)
$`\mu _{0}^{}{}_{PYV}{}^{}`$ $`=`$ $`86.63.`$
We further point out that the breakdown of the sum rule is due to the fact that the pressure has a singularity at $`\eta =1`$, and thus it has a finite value at the close-packed density $`\eta _c`$, which is necessarily less than one . If one uses the lattice gas pressure ,

$$P=T\mathrm{log}(1\rho ),$$
(23)
which has a singularity at $`\rho =1`$, then the condensation temperature is zero, and the density profile is given by the Fermi function :

$$\rho (z)=1/(1+\mathrm{exp}(mg(z\mu )/T))$$
(24)
## 3 Weighted Density Approximation

The essence of the WDA, as introduced by Tarazona  and Curtin and Ashcroft  is to recast Eq. (2), the general form of the free energy functional, as

$`F_{WDA}[\rho ]`$ $`=`$ $`{\displaystyle 𝑑𝐫\rho (𝐫)\psi _{id}(\rho (𝐫))}+{\displaystyle 𝑑𝐫\rho (𝐫)\psi _{exc}[\rho _w(𝐫)]}`$ (25)
$`+{\displaystyle 𝑑𝐫\rho (𝐫)U_{ext}(𝐫)},`$
where $`\psi _{exc}[\rho _w(𝐫)]`$ is now a functional of $`\rho (𝐫)`$, depending on $`\rho (𝐫)`$ through the weighted average of the density given by

$$\rho _w(𝐫)=d^3𝐫^{}w(|𝐫𝐫^{}|)\rho (𝐫^{}),$$
(26)
where $`w(|𝐫𝐫^{}|)`$ is an appropriately chosen weighting function. Following Tarazona , we choose

$$\rho _w(𝐫)=\frac{3}{4\pi D^3}d^3𝐫^{}\mathrm{\Theta }(D|𝐫𝐫^{}|)\rho (𝐫^{}),$$
(27)
where $`\mathrm{\Theta }`$ is the unit step function, i.e., we replace the local density $`\rho (𝐫)`$ with its average over a sphere of radius equal to the particle diameter $`D`$. Because we assume planar symmetry, i.e., independence in the $`x`$ and $`y`$ directions, we may integrate out the transverse degrees of freedom and write explicitly the integral above as a one dimensional integral for $`zD`$:

$$\rho _w(z)=\frac{3}{4D^3}_0^{\mathrm{}}𝑑z^{}\rho (z^{})(D^2(zz^{})^2)\mathrm{\Theta }(D|zz^{}|).$$
(28)
One needs to be careful near the bottom layer $`z=0`$, namely, for $`0<z<D`$. In this case, the weighting cannot be done over a sphere a radius $`D`$, because of the infinite potential at $`z=0`$. We propose to carry out the weighting over that part of the sphere of radius $`D`$ and centered at $`z`$ above the $`z=0`$ plane. Thus, the normalization factor, $`C`$, that is, the volume over which the integration is performed, is no longer $`C=_D^D(\pi (D^2z^2)dz^{}=4\pi D^3/3`$, but instead is $`C=_z^D(\pi (D^2z^2)dz^{}=\pi [\frac{2}{3}D^3+D^2z\frac{1}{3}z^3]`$. Hence, for $`z<D`$,

$`\rho _w(z)`$ $`={\displaystyle \frac{1}{[\frac{2}{3}D^3+D^2z\frac{1}{3}z^3]}}`$ $`{\displaystyle _0^{\mathrm{}}}dz^{}\rho (z^{})(D^2(zz^{})^2)\times `$ (29)
$`\mathrm{\Theta }(D|zz^{}|).`$
As before, we need to extremize the free energy functional under the global constraint on particle number, so we again use the method of Lagrange multipliers and functional differentiation. Performing the minimization of the free energy functional (Eq. (7) with $`\rho `$ in the excess term replaced by (28)), we find the following equation must hold:

$`T\mathrm{ln}(\mathrm{\Lambda }^3\rho )`$ $`+`$ $`\psi _{exc}(\rho _w(z))+{\displaystyle _0^{\mathrm{}}}𝑑z^{}\rho (z^{}){\displaystyle \frac{\delta \psi _{exc}(\rho _w(z^{}))}{\delta \rho (z)}}`$ (30)
$`+mgz+\lambda =0.`$
We write explicitly the integral term in the equation above:

$`{\displaystyle _0^{\mathrm{}}}𝑑z^{}\rho (z^{}){\displaystyle \frac{\delta \psi _{exc}(\rho _w(z^{}))}{\delta \rho (z)}}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑z^{}\rho (z^{})A(z^{})`$ (31)
$`\times B(z,z^{})\mathrm{\Gamma }(z^{}),`$
$$A(z^{})=\frac{d\psi _{exc}(\rho _w(z^{}))}{d\rho _w(z^{})},$$
(32)
$$B(z,z^{})=\left(D^2(zz^{})^2\right)\mathrm{\Theta }(D|zz^{}|),$$
(33)
$$\mathrm{\Gamma }(z^{})=\frac{3}{4D^3}$$
(34)
if $`z^{}D`$ and

$$\mathrm{\Gamma }(z^{})=\frac{1}{[\frac{2}{3}D^3+D^2z^{}\frac{1}{3}z^3]}$$
(35)
if $`0<z^{}<D`$.

The integral equation for $`\rho (z)`$, Eq. (30), is highly nonlinear and complex. Thus, it requires numerical solution. We choose to solve Eq. (30) using the Carnahan-Starling equation of state, Eq. (14), so that

$`A(z^{})`$ $`=`$ $`{\displaystyle \frac{2}{\rho _w(z^{})\left(1\frac{\pi }{6}D^3\rho _w(z^{})\right)}}`$ (36)
$`+{\displaystyle \frac{2}{\rho _w(z^{})\left(1\frac{\pi }{6}D^3\rho _w(z^{})\right)^3}}.`$
For a given choice of $`\lambda `$ we iterate Eq. (30) until the iteration converges to a unique profile. The integral of the profile (Eq. (9)) determines $`\mu `$, effectively the depth of the unexcited sample, so for fixed $`m,`$ $`g`$, $`D`$, and $`T`$, we tune $`\lambda `$ to control the number of particles.

We find that at high temperatures, the profiles obtained using the WDA match very well the profiles obtained for the same set of parameters using the LDA/Enskog approach. But as we lower the temperature of the system, particles at the bottom begin to compact themselves, and the crystallization sets in. One of the notable features of this weighted density functional approach is that formation of the crystal can be captured in the density profile, in particular oscillations in the density profile appear near $`z=0`$. Fig. 1a shows the development of these density peaks for a representative system at three different temperatures above $`T_c`$. The peak to peak distance of this oscillation is slightly greater than the diameter of the hard sphere. Fig. 1b is a closer view of the density profile for the coolest of these systems (dotted line). This figure also plots the LDA/Enskog result for the same system (solid line); it agrees well with the WDA profile for large $`z/D`$, but cannot reflect the rapid oscillations in density which occur near the bottom of the sample.

With sufficiently low temperature, the bottom-most peaks in the profile approach (and even exceed) the physical limit of $`\eta =1`$. Note that the maximum $`\eta `$ for close-packing in 3d is $`0.74`$. However, in our numeric solution, we have chosen the lattice spacing, $`\mathrm{\Delta }z=D/256`$, with $`D`$ the particle diameter. This choice is to guarantee precision in the solution of the integral equation Eq. (30). Hence, even though the physically relevant limit for the volume fraction $`\eta `$ in 3d is 0.74, in our numerical solutions, $`\eta `$ must approach one at the close-packed density. With this modification, we define the temperature at which $`\eta `$ first reaches this physical limit at $`z=0`$ as the critical temperature, $`T_c`$. In Fig. 2, for a given set of $`m,g,D`$, we have plotted the dimensionless critical temperature $`\tau _cT_c/mgD`$ as a function of the initial layer thickness, $`\mu `$. The numerically determined value from the slope for the constant $`\mu _0`$ is $`\mu _0=6.10`$ in 3d. We have performed an analogous WDA calculation in 2d using the Ree and Hoover correlation function $`\chi (\varphi )`$, Eq. (13). The data from this calculation also appear in Fig. 2. They yield $`\mu _0=3.52`$ in 2d. Both the 2d and 3d WDA results are smaller than those obtained by the LDA/Enskog approach, and we discuss this next.

As we have discussed, in the LDA/Enskog approach, the value of $`\mu _0`$ depends on $`\varphi _0`$, the density at the bottom, and is identical to the function $`f(\varphi _0)`$. In all the approximations we have used in this work, $`f(\varphi _0)`$ (see Eqs. (14, 15, 20, 22)) is a function very sensitive to $`\varphi _0`$ for $`\varphi _0`$ near close-packed values, i.e. for $`\varphi _01`$. Fig. 3a illustrates this sensitive dependence. Molecular dynamics simulations in two dimensions  have shown that $`\varphi _0`$ at $`T<T_c`$ varies widely. For one set of simulations using $`10^3`$ hard disks with $`\mu =20`$, defects in packing lead to $`\varphi _0`$ occupying the range $`1.00<\varphi _0<1.14`$, with higher densities occuring at lower temperatures. (Note that for square packing in 2d, $`\varphi _0=1`$, while for triangular packing, $`\varphi _0=2/\sqrt{3}1.155`$.) In LDA/Enskog theory, this range of $`\varphi _0`$ leads to $`21.76<\mu _0<90.33`$ (the arrows in Fig. 3a indicate this range), the large range due to the sensitivity of $`f(\varphi _0)`$, while the WDA theory presented here gives a smaller value, $`\mu _0=3.52`$ for the 2d calculation using the same equation of state. Though the discrepancy between the WDA and LDA/Enskog results seems large, the source of the discrepancy is easy to identify. To do so, we first remark that any density profile derived through the WDA for a given system ($`m`$, $`g`$, $`D`$, $`\mu `$, and $`T`$) at temperature below $`T_c`$ (WDA) differs from the LDA/Enskog profile for the same system appreciably only near the bottom of the sample, where the WDA profile exhibits oscillations and the LDA/Enskog profile is a monotonically decreasing function bounded between the peaks and troughs of the WDA profile (see Fig. 1b). At the temperature when the bottom-most density peak in the LDA profile reaches its maximum value $`\varphi _{max}=\frac{4}{\pi }\eta _{max}=\frac{4}{\pi }`$, i.e. at $`T_c`$ (WDA), the LDA/Enskog profile for the same system will have a much smaller maximum. In our work in 2d, at $`T_c`$ (WDA), the LDA/Enskog profile has $`\varphi _0=\frac{4}{\pi }\eta _0=\frac{4}{\pi }\mathrm{\hspace{0.17em}0.55}0.70`$, below the square packing value, while in 3d, at $`T_c`$ (WDA), the LDA/Enskog profile has $`\varphi _0=\frac{6}{\pi }\eta _0=\frac{6}{\pi }\mathrm{\hspace{0.17em}0.42}0.80`$, below the simple cubic packing value. If we use these values to compute $`\mu _0`$ in the LDA/Enskog approach as in Fig. 3b, we get $`\mu _0=3.56`$ in 2d and $`\mu _0=6.20`$, consistent with our determination of $`\mu _0`$ from the slopes of the lines in Fig. 2. We see then that $`T_c`$ (WDA) is in general higher than $`T_c`$ (LDA/Enskog) for the same systems, and this is reflected in the lower value of $`\mu _0`$ in the former approach.

Finally, we turn our attention to the question of whether the condensation phenomenon we are considering is a phase transition in the thermodynamic sense, i.e., whether condensation corresponds to a discontinuity in the first or higher derivatives of the free energy with respect to temperature. We address this question by focusing on the gravitational potential energy contribution to the free energy, $`U_g=mg_0^{\mathrm{}}z\rho (z)𝑑z`$, which is proportional the center of mass $`<z>=_0^{\mathrm{}}z\rho (z)𝑑z/_0^{\mathrm{}}\rho (z)𝑑z`$. First we show that in the LDA/Enskog theory, which is extended to temperatures below $`T_c`$ by the assumption that the density in the frozen layers is given by $`\varphi =\varphi _c`$ and that the density above the frozen layers is given by a vertically shifted LDA/Enskog profile , a kink in the center of mass develops at $`T=T_c`$, suggesting a first order transition.

To do this we recall that the density profile $`\varphi (\zeta )`$ is given by the functional form:

$$\beta \zeta =f(\varphi )f(\varphi _0)$$
(37)
where $`\varphi _0`$ is the density at $`\zeta =0`$, and $`\beta =mgD/T`$. Above $`T_c`$,

$`<\zeta (T)>`$ $`=`$ $`{\displaystyle \frac{_0^{\mathrm{}}\zeta \varphi (\zeta )𝑑\zeta }{_0^{\mathrm{}}𝑑\zeta \varphi (\zeta )}}`$ (38)
$``$ $`{\displaystyle \frac{1}{\beta }}I_1/I_2`$
where

$$I_1=_{\varphi _0(T)}^0[f(\varphi )f(\varphi _0)]\varphi \frac{df}{d\varphi }𝑑\varphi $$

$$I_2=_{\varphi _0(T)}^0\varphi \frac{df}{d\varphi }𝑑\varphi $$

Now, we note that for $`T`$ near $`T_c`$:

$$\varphi _0(T)\varphi _c\alpha (TT_c)$$
(39)
where $`\alpha >0`$. Then for any integrand $`G(\varphi )`$ we can make the following approximation:

$$_{\varphi _0(T)}^0G(\varphi )𝑑\varphi _{\varphi _c}^0G(\varphi )𝑑\varphi \alpha (TT_c)G(\varphi _c).$$
(40)
Applying this to the above expression to the integral $`I_1`$ and $`I_2`$, we find that $`<\zeta (T)>`$ is linear in $`T`$ with a quadratic correction.

Below $`T_c`$, the density profile develops a kink at $`\zeta =L`$. For $`\zeta <L`$, $`\varphi (\zeta )=\varphi _c`$ the close-packed density, and for $`\zeta >L`$, the profile is given by the LDA/Enskog profile Eq. (37), and the thickness of the frozen layer is given by

$$L=\mu (1T/T_c).$$
(41)
We now compute the center of mass $`<\zeta (T)>`$:

$`<\zeta (T)>`$ $`=`$ $`{\displaystyle \frac{_0^{\mathrm{}}\zeta \varphi (\zeta )𝑑\zeta }{_0^{\mathrm{}}\varphi (\zeta )𝑑\zeta }}`$ (42)
$``$ $`{\displaystyle \frac{_0^L\zeta \varphi _c𝑑\zeta +_L^{\mathrm{}}\zeta \varphi (\zeta L)𝑑\zeta }{\mu \varphi _c}}`$
$``$ $`{\displaystyle \frac{\varphi _cL^2/2+I}{\mu \varphi _c}}`$
where

$`I`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}\zeta \varphi (\zeta )𝑑\zeta +L{\displaystyle _0^{\mathrm{}}}\varphi (\zeta )𝑑\zeta I_1+LI_2`$
$`I_2`$ $`=`$ $`\varphi _c(\mu L).`$ (43)
Hence,

$$I=\varphi _c\mu ^2\frac{T}{T_c}(1\frac{T}{T_c})+J$$

where

$$J=_0^{\mathrm{}}\zeta \varphi (\zeta )𝑑\zeta =_{\varphi _c}^0\zeta (\varphi )\varphi \frac{d\zeta (\varphi )}{d\varphi }𝑑\varphi \mathrm{\Lambda }/\beta ^2T^2$$

and where

$$\mathrm{\Lambda }=_0^{\varphi _c}[f(\varphi _c)f(\varphi )]\varphi \frac{df(\varphi )}{d\varphi }𝑑\varphi .$$

It therefore follows that

$$<\zeta (T)>=\frac{\mu }{2}+\lambda _1T^2$$
(44)
where

$$\lambda _1=[\frac{1}{\mu }(\frac{1}{mgD})^2(\frac{\mathrm{\Lambda }}{\varphi _c}\frac{\mu _0^2}{2})].$$

The center of mass scales with temperature quadratically below $`T_c`$ but linearly just above $`T_c`$; thus, there is a kink in the center of mass and in the gravitational potential energy contribution to the free energy, giving rise to a first order transition.

The scaling of $`<\zeta >`$ with $`T^2`$ below $`T_c`$ survives a modification of how we represent the frozen region. Suppose, the density in the frozen region is not represented by a uniform $`\varphi _c`$ but is instead given by

$$\varphi (\zeta )=\underset{i}{}p_i\delta (\zeta \zeta _i)$$
(45)
where $`\zeta _i`$ is the position of the center of hard spheres and $`p_i`$ is its peak density in the i-th row forming a crystal. This is a crude way to approximate the oscillations in the density profile due to the crystallization. Then, $`I_1`$ in Eq. (43) is replaced by:

$$I_1=_0^L\zeta \varphi (\zeta )𝑑\zeta =\underset{i}{}\zeta _ip_i$$
(46)
If $`p_i=\varphi _c`$ for all $`i`$, then,

$`I_1`$ $`=`$ $`\varphi _c{\displaystyle \underset{i}{}}\zeta _i=\varphi _c[1/2+3/2+5/2+\mathrm{}.+(2L1)/2]`$ (47)
$`=`$ $`\varphi _cL^2/2`$
which is the same result as that obtained by assuming the density profile is approximated by a Fermi rectangle.

The WDA approach to the problem also yields results suggestive of the existence of a first order phase transition. It may be an artifact of the method that in the WDA solutions, as $`T`$ is lowered below $`T_c`$ as we have defined it, large density peaks whose maxima exceed the physical limit $`\eta =1`$ appear. Thus the WDA does not capture the exact distribution of material in the system. However, it is nonetheless suggestive to examine the dependence of the center of mass $`<\zeta (T)>`$ on $`T`$. Fig. 4 shows results for a representative system in 3d with $`\mu =10`$ and whose critical temperature was found to be on the range $`1.4mgD<T_c<1.5mgD`$. An elbow, possibly a kink, is apparent in the vicinity of $`T_c`$, marking the onset of near linear behavior for $`T>T_c`$. We do not assert that this is evidence of a phase transition; we display this data merely to suggest that the existence of such a phase transition in the WDA approach is not inconsistent with our data. A different form for the weight function in Eq. (26) might yield a better result regarding the nature of the phase transition.

## 4 Conclusions

We have shown that the conclusion of the original paper , namely, that the scaling of the critical temperature at which hard spheres under gravity begin to form a solid is linear with their weight, their diameter, and the depth of the sample, necessarily follows from the simplest density functional theory for the problem (the LDA) and survives a richer density functional treatment using a WDA. Prudence requires us to note that our WDA for this problem did not include any sophisticated attempt to represent the crystal-fluid interface, something other researchers \[13-15\] working on similar problems have done. Doing so should likely give a more accurate quantitative picture than that presented here.

Acknowledgment

The authors wish to thank Y. Levin for helpful discussion over the course of this work.

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