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# Nucleosynthesis of Zinc and Iron-Peak Elements in Pop III Type II Supernovae: Comparison with Abundances of Very Metal-Poor Halo Stars

## 1. Introduction

The abundance pattern of metal-poor stars with \[Fe/H\] $`<2`$ (\[A/B\]$``$ log10(A/B)$``$log10(A/B)) provides us with very important information on the formation, evolution, and explosions of massive stars in the early evolution of the galaxy (e.g., Wheeler, Sneden & Truran 1989; Matteucci 2001). Those metal-poor stars may have been formed just a few generations after the first generation Population (Pop) III stars or they may even represent the second generation (see, e.g., Weiss, Abel & Hill 2000 for recent reviews). Their abundance patterns may be the result of nucleosynthesis in even one single Type II supernova (SN II) (Audouze & Silk 1995; Ryan, Norris, & Beers 1996; Shigeyama & Tsujimoto 1998; Nakamura et al. 1999). Therefore comparisons with nucleosynthesis patterns in massive metal-poor stars may help constrain the explosion mechanism of SNe II, which is still quite uncertain, the initial mass function (IMF) of Pop III stars, and the mixing of ejected material in the interstellar medium.

With the use of high resolution spectroscopic devices attached to large telescopes, abundance measurements of extremely metal-poor stars have become possible (e.g., McWilliam et al. 1995; Ryan et al. 1996). The number and quality of the data is expected to increase with new large telescopes such as SUBARU and VLT. The observed abundances of metal-poor halo stars show quite interesting patterns. There are significant differences between the abundance patterns in the iron-peak elements below and above \[Fe/H\]$`2.5`$. For \[Fe/H\]$`\text{ }<2.5`$, the mean values of \[Cr/Fe\] and \[Mn/Fe\] decrease toward smaller metallicity, while \[Co/Fe\] increases.

For Zn, early observations have shown that \[Zn/Fe\]$`0`$ for \[Fe/H\] $`3`$ to $`0`$ (Sneden, Gratton, & Crocker 1991). Recently Primas et al. (2000) have suggested that \[Zn/Fe\] increases toward smaller metallicity as seen in Figure 1, and Blake et al. (2001) has one with \[Zn/Fe\] $`0.6`$ at \[Fe/H\] = $`3.3`$ (see Ryan 2001).

These trends could be explained with SNe II nucleosynthesis, but progenitors and supernova explosion models are significantly constrained. In SNe II, stellar material undergoes shock heating and the subsequent explosive nucleosynthesis. Iron-peak elements including Cr, Mn, Co, and Zn are produced in two distinct regions, which are characterized by the peak temperature, $`T_{\mathrm{peak}}`$, of the shocked material. For $`T_{\mathrm{peak}}>5\times 10^9`$K, material undergoes complete Si burning whose products include Co, Zn, V, and some Cr after radioactive decays. For $`4\times 10^9`$K $`<T_{\mathrm{peak}}<5\times 10^9`$K, incomplete Si burning takes place and its after decay products include Cr and Mn (e.g., Hashimoto, Nomoto, Shigeyama 1989; Woosley & Weaver 1995, WW95 hereafter; Arnett 1996; Thielemann, Nomoto & Hashimoto 1996).

We have discussed, using the progenitor models for solar metallicity (Nomoto & Hashimoto 1988), that the decreasing trend of Mn, Cr and the increasing trend of Co toward the lower metallicity can be explained simultaneously if the mass-cut that divides the ejecta and the compact remnant tends to be deeper for more massive core-collapse SNe (Nakamura et al. 1999). This is because Mn and Cr are produced mainly in the incomplete explosive Si-burning region, while Co is produced in the deeper complete explosive Si-burning region. The mass-cut is typically located somewhere close to the border of complete and incomplete Si-burning regions. Therefore, the deeper mass-cut leads to larger Co/Mn.

As for Zn, its main production site has not been clearly identified. If it is mainly produced by s-processes, the abundance ratio \[Zn/Fe\] should decrease with \[Fe/H\]. This is not consistent with the observations of \[Zn/Fe\]$`0`$ for \[Fe/H\] $`2.5`$ to $`0`$ and the increase in \[Zn/Fe\] toward lower metallicity for \[Fe/H\]$`\text{ }<2.5`$. Another possible site of Zn production is explosive burning in SNe II. However, previous nucleosynthesis calculations in SNe II appears to predict too small Zn/Fe ratio (WW95; Thielemann et al. 1996).

In the application to the Galactic chemical evolution model, it has been know that the Fe yield of the WW95 model was too large, and thus only the Fe yield (not Zn, etc) has been reduced by a factor of three to better fit the observations (Timmes, Woosley & Weaver 1995; Goswami & Prantzos 2000). This makes the \[Zn/Fe\] ratio larger, but still \[Zn/Fe\]$`\text{ }<0`$. Also, this procedure is not justified if Zn and Fe are produced in the same site. Hoffman et al. (1996) proposed another site for Zn, i.e., the neutrino-driven neutron star wind following the delayed explosion of a core-collapse SNe. Such a site have been considered for a r-process site (e.g., Woosley et al. 1994), and the Zn synthesis was found to be very sensitive to the wind condition such as neutron excess.

Understanding the origin of the variation in \[Zn/Fe\] is very important especially for studying the abundance of Damped Ly-$`\alpha `$ systems (DLAs), because \[Zn/Fe\] $`=0`$ is usually assumed, after the work by Sneden et al. (1991), to determine their abundance pattern. In DLAs super-solar \[Zn/Fe\] ratios have often been observed, but they have been explained by assuming dust depletion is larger for Fe than for Zn (e.g., Lu et al 1996; Pettini et al. 1999; Prochaska & Wolfe 1999; Molaro et al. 2000; Hou, Boissier, & Prantzos 2001) However, recent observations (Primas et al. 2000; Blake et al. 2001) suggest that the assumption \[Zn/Fe\] $`=0`$ may not always be correct.

In this paper, using recently calculated presupernova models (§2; Umeda & Nomoto 2002; Umeda et al. 2000) we study the nucleosynthesis pattern of iron-peak elements, focusing on Zn, in massive Pop III stars. We show that depending on stellar masses, mass-cuts, $`Y_e`$, 111Here $`Y_e\mathrm{\Sigma }Z_jX_j/A_j`$ is the electron mole number; $`Z_j,X_j`$, and $`A_j`$ are respectively the atomic number, mass fraction and mass number for each species. With $`Y_e`$, neutron excess is defined as $`\eta 12Y_e`$. and explosion energies, large Zn/Fe can be achieved in the explosive nucleosynthesis yields of our SNe II models of Pop III stars (§3, 4). Since Zn and Co are mainly produced in the same region, their enhancement, the reduction of Mn and Cr, and the near constancy of Ni can be understood simultaneously with the same mechanism (§4, 5). We also discuss the reasons why previous models (Hashimoto et al. 1989; WW95; Thielemann et al. 1996; Nomoto et al. 1997) underproduce Zn (§4). Finally, we present the yields of the pair-instability supernova explosions of $`M130300M_{}`$ stars, and discuss that the abundance features of very metal-poor stars cannot be explained by pair-instability supernovae (§5, Appendix).

## 2. Evolution of Pop III Massive Stars

The elemental abundances in metal-poor halo stars may preserve nucleosynthesis patterns of the SN explosions of Pop III stars because of the following reasons. First, the IMF of very metal-poor stars ($`Z\text{ }<10^210^3Z_{}`$) can be similar to Pop III stars, since the dominant cooling mechanism for interstellar matter is almost the same (Böhringer & Hensler 1989). Second, the nucleosynthesis pattern in the explosions of very metal-poor Pop II stars ($`Z<10^2Z_{}`$) are similar to those of Pop III supernovae (Umeda et al. 2000). Also a single SN event is likely to induce star formation for metallicity \[Fe/H\] $`4`$ to $`2`$, so that the observed metal-poor stars can be the second or very early generation (Ryan et al. 1996; Shigeyama & Tsujimoto 1998; Nakamura et al. 1999).

For these reasons, we use our Pop III (metal-free) models to compare their explosive nucleosynthesis with the observed abundances of very low-metal stars. We calculate the evolution of massive Pop III stars for a mass range of $`M=1330M_{}`$ from pre-main sequence to Type II SN explosions. Stellar evolution is calculated with a Henyey-type stellar evolution code (Umeda et al. 2000), which runs a large nuclear reaction network with 240 isotopes to calculate detailed nucleosynthesis and nuclear energy generation. For the Pop III models we assumed no mass-loss. SN explosions are simulated with a piecewise parabolic method code. The detailed nucleosynthesis during the explosion is calculated by post-processing as in Nakamura et al. (2001), using a code of Hix & Thielemann (1996).

In the metal-free star evolution, CNO elements are absent during the early stage of hydrogen burning. Therefore, the CNO cycle does not operate initially and the star contracts until the central temperature rises sufficiently high for the 3$`\alpha `$ reaction to produce 12C with mass fraction $`10^{10}`$. Then Pop III stars undergo the CNO cycle at a much higher central temperature ($`T_\mathrm{c}1.5\times 10^8`$ K) than metal-poor Pop II stars (e.g., Ezer, & Cameron 1971; Castellani, Chieffi, & Tornambé 1983). On the other hand, the late core evolution and the resultant Fe core masses of Pop III stars are not significantly different from Pop II stars (e.g., WW95; Limongi, Chieffi, & Straniero 1998; Umeda et al. 2000). In Table 1, we show the “Fe”-core masses of our model defined as a region with the electron mole number $`Y_e0.49`$ for various Z and initial masses. Figure 2 shows the distribution of neutron excess, $`\eta 12Y_e`$, in the inner core at the beginning of collapse ($`\rho _\mathrm{c}3\times 10^{10}`$ g cm-3).

One of the major uncertainties in the calculations of stellar evolution is the treatment of convection. Here we use the models calculated with relatively slow convective mixing ($`f_k=0.05`$ in the parameter described in Umeda et al. 2000). Larger $`f_k`$ leads to stronger mixing of nuclear fuel, thus resulting in stronger convective shell-burning, which leads to smaller mass core and smaller mass compact remnants.

## 3. Synthesis of Zinc in Pop III Supernovae

We briefly summarize general nucleosynthesis of Pop III supernovae obtained in Umeda et al. (2000). The mass fraction ratio of odd- and even-Z elements (e.g., Al/Mg), and the inverse ratio of $`\alpha `$-elements and their isotopes (e.g. 13C/12C) decrease for lower metallicity. However, the former ratios almost saturate for low metallicity ($`Z\text{ }<10^3`$) and the latter ones are difficult to observe. Therefore, the differences in the nucleosynthesis pattern between the very metal-poor Pop II and Pop III stars are difficult to observe. The abundance ratios among the even-Z elements are almost independent of the metallicity. Dependencies on the mass and explosion energy are more important. These results suggest that in discussing the abundance pattern of very metal-poor stars, effects other than the metallicity are likely to be more important.

In the following subsections, we discuss the dependence of the production of Zn and other iron-peak elements on the progenitor mass, mass-cut, and explosion energy separately. In order to clarify the site of Zn synthesis in our models, we first show in Figure 3, the ratio of the integrated pre-supernova yield divided by the post-explosion yield in our 20$`M_{}`$ Pop III model ($`E_{51}=E_{\mathrm{exp}}/(10^{51}`$ erg) =1). This indicates how much of each element is made by s-processes before explosion or explosive Si burning. This figure shows that elements heavier than Si are mostly synthesized in the explosion. In particular, Zn is almost entirely produced by explosive Si burning.

### 3.1. Dependence on Mass-Cut ($`M_{\mathrm{cut}}`$)

Here we discuss the dependence of yields on the mass-cut, $`M_r=M_{\mathrm{cut}}`$. The explosion energy is assumed to be $`E_{51}=1`$. The abundance distribution for select species after explosion for 13 and 15 $`M_{}`$ models is shown in Figure 4. Also, in this figure, the regions for the complete and incomplete Si-burnings are indicated. The upper bounds of the complete Si-burning region and the incomplete Si-burning region are defined by $`X(^{56}`$Ni) = $`10^3`$ and $`X(^{28}`$Si) = $`10^4`$, respectively. The labeled elements V, Cr, Mn, Co and Zn are the decay products of unstable 51Mn, 52Fe, 55Co, 59Cu, and 64Ge, respectively.

In the ejecta, the mass fraction of the complete Si burning products is larger if the mass-cut is deeper (i.e., $`M_{\mathrm{cut}}`$ is smaller). Mn and Cr are produced mainly in the incomplete explosive Si-burning region, while Co and Zn are mainly produced in the deeper complete explosive Si-burning region. Therefore, if the mass-cut is deeper, the abundance ratios Co/Fe and Zn/Fe increase, while the ratios Mn/Fe and Cr/Fe decrease as seen in Figure 5.

Figure 5 shows that larger \[Zn, Co/Fe\] and smaller \[Cr, Mn/Fe\] can be achieved simultaneously for a smaller $`M_{\mathrm{cut}}`$. In the 13 $`M_{}`$ model for $`M_{\mathrm{cut}}1.55M_{}`$, for example, \[Zn/Fe\] is large enough to be consistent with the observed ratio \[Zn/Fe\]$`0.1`$ for stars with \[Fe/H\]$`\text{ }>2`$. More massive stars can also yield \[Zn/Fe\]$`\text{ }>0`$ if the mass-cut is deep enough. The observed large ratio \[Zn/Fe\]$`0.5`$ in very metal-poor stars can only be achieved with the combination of deep mass-cut and large explosion energy (§3.4).

Another effect of the mass cut on the yield is the 56Ni mass in the ejecta $`M(^{56}`$Ni), which is larger for smaller $`M_{\mathrm{cut}}`$ as shown in Figure 5. Ejection of the large amount of radioactive 56Ni has actually been seen in such bright supernovae as SNe 1997ef and 1998bw (e.g., Nomoto et al. 2000). We note that for $`M\text{ }>15M_{}`$, the $`M(^{56}`$Ni) required to get \[Zn/Fe\]$`0.5`$ appears to be too large to be compatible with observations of \[O/Fe\]$`00.5`$ in metal-poor stars. However, if fall-back of a large enough amount of iron-peak elements occurs after mixing, $`M(^{56}`$Ni) can be smaller without changing the \[Zn/Fe\] ratio, as will be discussed in §3.5.

### 3.2. Dependence on Stellar Mass

Figure 5 shows that the relation between \[X/Fe\] and $`M(^{56}`$Ni) is sensitive to the progenitor mass. To understand this behavior, we summarize in Table 2 the location of the incomplete Si-burning region in $`M_r`$ and $`M(^{56}`$Ni) contained in this region for several models. The thickness in mass of the incomplete Si-burning region (and thus $`M(^{56}`$Ni) there) is larger for larger progenitor masses. Suppose that all SNe II eject the same amount of 56Ni. Then the fraction of complete Si burning products is larger for less massive stars because the incomplete Si-burning region is thinner. This is why the 13$`M_{}`$ model yields larger \[Zn, Co/Fe\] than more massive models if for example $`M(^{56}`$Ni) = $`0.07M_{}`$ (Fig. 5). Models heavier than 15$`M_{}`$ are consistent with very metal-poor star data if $`M_{\mathrm{cut}}`$ is small (i.e., $`M(^{56}`$Ni) is large).

The maximum values of \[X/Fe\] as a function of $`M_{\mathrm{cut}}`$ also depend on the stellar mass because of the different density - temperature histories and $`Y_e`$ distribution of the progenitors. There is a tendency that the maximum \[Zn, Co/Fe\] decreases with increasing stellar mass. One of the reasons for this trend is that more massive stars have thicker incomplete Si-burning region, and thus deeper material must be ejected to make \[Zn, Co/Fe\] large. As discussed in the next subsection, in the deeper regions $`Y_e`$ is typically smaller, which leads also to smaller Zn and Co mass fractions. On the other hand, there is no clear mass dependence for \[Mn, Cr/Fe\].

### 3.3. Dependence on $`Y_e`$

In order to see the dependence on $`Y_e`$, we compare the post-explosive abundance distribution of the 25$`M_{}`$ ($`E_{51}`$=1) models in Figure 6. The left panel shows the original model, whose $`Y_e`$ distribution is enlarged in Figure 7. In the right panel $`Y_e`$ is modified to be 0.5 at $`M_r2.5M_{}`$. As shown in these figures, Zn and Co abundances are very sensitive to $`Y_e`$. If $`Y_e`$ decreases below $`Y_e0.4998`$, the Zn abundance becomes significantly smaller, because Zn is the decay product of the symmetric species 64Ge. The dependence of the Co abundance on $`Y_e`$ is not monotonic but rather complicated, though the Co abundance is larger in the $`Y_e=0.5`$ model of this example. \[X(Co) is relatively large for $`Y_e=0.5`$. With lowering $`Y_e`$, it decreases once but increases again toward $`Y_e0.49`$.\] Previous progenitor models in Nomoto & Hashimoto (1988) have much lower $`Y_e`$ than our current models in the complete Si-burning region because of the different initial metallicity and treatment of convection, and this is the main reason why those models significantly underproduce Zn even for the 13$`M_{}`$ model.

In our present progenitor models (as well as in Nomoto & Hashimoto 1988), we have applied electron-capture rates by Fuller, Fowler, & Newman (1980, 1982). The use of the recent rates by Langanke & Martínez-Pinedo (2000), which are lower than those of Fuller et al. (1980, 1982) would lead to larger $`Y_e`$ (Heger et al. 2000). Mezzacappa et al. (2000) and Rampp & Janka (2000) have recently performed simulations of SNe II with full Boltzmann neutrino transports, and they have shown that $`Y_e`$ in the deep layers may be enhanced up to $``$ 0.5 by neutrino processes. In this case, Zn production may be significantly enhanced over what has been calculated in previous models. We should note that $`X`$(Zn) can be large even if $`Y_e\text{ }<0.4995`$ for energetic explosion as will be discussed in the next subsection.

### 3.4. Dependence on Explosion Energy

Recent observations suggest that at least some core collapse SNe explode with large explosion energies, which may be called “Hypernovae” (e.g., Galama et al. 1998; Iwamoto et al. 1998, 2000; Nomoto et al. 2000). These SNe likely originate from relatively massive SNe ($`M\text{ }>25M_{}`$).

In Figure 8 we show nucleosynthesis in the 25$`M_{}`$ star with the explosion energy of $`10^{52}`$ erg. By comparing with Figure 6, we find that for larger explosion energies, the boundaries of both the complete and incomplete Si burning regions move outward in mass coordinates. We also find that for a larger explosion energy the incomplete Si burning region is thicker in mass, thus containing a larger amount of 56Ni (Table 2).

So, we may expect that hypernova explosions, which eject a large amount of complete Si burning products, also produce a larger amount of 56Ni than ordinary SNe II, unless significant fall-back takes place after mixing (see §3.5). This is seen in Figure 9, which shows that \[Zn/Fe\] $`\text{ }>0.3`$ only for $`M(^{56}`$Ni) $`\text{ }>0.7M_{}`$ (i.e., very bright supernovae).

The explosion energy also affects the local mass-fraction of elements. For more energetic explosions, the temperature during the explosion is higher for the same density (Nakamura et al. 2001). Figures 6 and 8 show that for a higher energy $`X`$(Co) and $`X`$(Zn) are enhanced in complete-Si burning and $`X`$(Mn) is reduced in incomplete-Si burning. $`X`$(Cr) in incomplete-Si burning is almost unchanged.

In order to show the parameter dependences of $`X`$(Zn), we plot in Figure 10 the density - temperature track during explosive complete Si-burning for four representative cases following the maximum temperature (open circles). The parameters of the four models and the mass fractions of 56Ni and Zn are summarized in Table 3. Cases B & D produce large $`X`$(Zn), while A & C are the cases with smaller $`X`$(Zn). Case C is the same as case C except for the modifications of $`Y_e`$. The general trend is that $`X`$(Zn) is larger if $`Y_e`$ is closer to 0.5 and an explosion is more energetic to produce larger specific radiation entropy $`(4a/3)(T^3/\rho )`$, where $`a`$ denotes the radiation constant. Cases A and C have low $`X`$(Zn) because of relatively low $`Y_e`$. Case C has the same density - temperature history as case C, but it yields larger $`X`$(Zn) due to the larger $`Y_e`$. Case D has the same $`Y_e`$ as case C, but it yields larger $`X`$(Zn) due to larger $`T^3/\rho `$. Case B yields large $`X`$(Zn) because of the relatively large $`Y_e`$ and $`T^3/\rho `$.

In Figures 11 and 12, we show the time evolution of density, temperature, $`T^3/\rho `$, and mass fraction ratios of some elements that are relevant to Zn synthesis for cases C (C) and D. These figures show that for larger $`T^3/\rho `$ the mass fraction of 4He is larger and thus the $`\alpha `$-rich freezout is enhanced. Then the larger fractions of 56Ni and 60Zn are converted to 64Ge, which enhances the Zn mass fraction.

We note that the trend that large $`E`$ gives high $`T^3/\rho `$ during an $`\alpha `$-rich freezeout can be further enhanced in non-spherical explosions. This is because the shock in the jet-direction is stronger than the shock in the spherical model with the same $`E`$ (e.g., Maeda et al. 2002; Nagataki et al. 1997).

### 3.5. Mixing and Fall-back

We have shown that large \[Zn, Co/Fe\] and small \[Mn, Cr/Fe\] can be obtained simultaneously if $`M_{\mathrm{cut}}`$ is sufficiently small. However, the ejected 56Ni mass is larger for smaller $`M_{\mathrm{cut}}`$, and $`M(^{56}`$Ni) required to get \[Zn/Fe\]$`0.5`$ appears to be too large to be compatible with observations \[O/Fe\]$`00.5`$.

Here we consider a possible process that realizes effectively smaller mass-cuts without changing the 56Ni mass. In SNe II, when the rapidly expanding core hits the H and He envelopes, a reverse shock forms and decelerates core expansion. The deceleration induces Rayleigh-Taylor instabilities at the composition interfaces of H/He, He/C+O, and O/Si as has been found in SN 1987A (e.g., Ebisuzaki, Shigeyama, & Nomoto 1989; Arnett et al. 1989). Therefore, mixing can take place between the complete and incomplete Si burning regions according to the recent two dimensional numerical simulations (Kifonidis et al. 2000; Kifonidis 2001). The reverse shock can further induce matter fall-back onto the compact remnant (e.g., Chevalier 1989).

Based on these earlier findings, we propose that the following “mixing fall-back” process takes place in most SNe II.

(1) Burned material is uniformly mixed between the “initial” mass-cut ($`M_{\mathrm{cut}}(i)`$) and the top of the incomplete Si-burning region at $`M_r=M_{\mathrm{Si}}`$. Then \[Zn/Fe\] in the mixed region becomes as large as $``$ 0.5.

(2) Afterwards the mixed materials below $`M_{\mathrm{cut}}(f)`$ ($`>M_{\mathrm{cut}}(i)`$) fall-back onto the compact remnant, and $`M_{\mathrm{cut}}(f)`$ becomes the final mass-cut. Then $`M(^{56}`$Ni) becomes smaller while the mass ratios (Zn, Co, Mn)/Fe remain the same compared with the values determined by $`M_{\mathrm{cut}}(i)`$ in Figures 5 and 9.

We emphasize that the mixing has to take place across the $`M_{\mathrm{cut}}(f)`$ in order to enhance the fractions of complete Si-burning products. Otherwise, Zn and Co are underproduced, or too much 56Ni is ejected as also seen in previous works such as Nakamura et al. (1999) and WW95.

The adopted model parameters of SNe II ($`M,E,M_{\mathrm{cut}}(i),M_{\mathrm{cut}}`$(f)), $`M_{\mathrm{Si}}`$, and the resultant \[O/Fe\] and \[Zn/Fe\] are summarized in Table 4. Here the initial mass cuts $`M_{\mathrm{cut}}(i)`$ are chosen to give maximum \[Zn/Fe\]. For $`M_{\mathrm{cut}}(f)`$ we consider two cases that give \[O/Fe\] $`0.30.5`$ and 0.0, respectively (for $`M20M_{}`$). Here $`M_{\mathrm{cut}}(f)`$ is chosen to eject no less than 0.07$`M_{}`$ of 56Ni. Note that the ratio \[Zn/Fe\] is independent of $`M_{\mathrm{cut}}(f)`$. Note also that larger $`E`$ leads to larger \[Zn/Fe\] as discussed in §3.4. Metallicity dependence of $`M_{\mathrm{cut}}(f)`$ will be discussed elsewhere, but $`M_{\mathrm{cut}}(f)`$ tends to be smaller for Z=0.02, being consistent with the observed neutron star masses.

We note that the occurrence of the mixing has been demonstrated by the multi-D simulations of SN1987A and SNe Ib (e.g., Arnett et al. 1989; Hachisu et al. 1990, 1991; Kifonidis et al. 2000), but the fall-back simulations has been done only in 1D (WW95). Therefore, we need multi-D simulations of fall-back to confirm the occurrence of the “mixing and fall-back” process and the resulting modification of the ejecta composition, which has not been done. Only when the mixing takes place across the “final mass-cut”, the SN yields are modified by the mixing, which has not been taken into account in previous SN yields.

This “mixing and fall-back” effect may also be effectively realized in non-spherical explosions accompanying energetic jets (e.g., Maeda et al. 2002; Khokhlov et al. 1999; Nagataki et al. 1997). Compared with the spherical model with the same $`M_{\mathrm{cut}}(i)`$ and $`E`$, the shock is stronger (weaker) and thus temperatures are higher (lower) in the jet (equatorial) direction. As a result, a larger amount of complete Si-burning products are ejected in the jet direction, while only incomplete Si-burning products are ejected in the equatorial direction. In total, complete Si-burning elements can be enhanced (Maeda 2001; Nomoto et al. 2001).

## 4. Conclusions

We have calculated nucleosynthesis in massive Pop III stars using our recent metal-free progenitor models, and compared the results with the abundances of metal-poor halo stars to constrain the explosion models of Pop III stars. In particular, we have found through the following parameter study that the explosion has to be energetic, and explosively synthesized matter needs to be mixed across the final mass-cut unless the explosion is highly anisotropic.

### 4.1. Parameter Dependence

In the present work, we have focussed on iron-peak elements and, in particular, explored the parameter ranges ($`M_{\mathrm{cut}}(i)`$, $`Y_e`$, $`M`$, and $`E`$) to reproduce \[Zn/F\] $``$ 0.5 observed in extremely metal-poor stars. Our main results are summarized as follows.

1) The interesting trends of the observed ratios \[(Zn, Co, Mn, Cr)/Fe\] can be understood in terms of the variation of the mass ratio between the complete Si burning region and the incomplete Si burning region. The large Zn and Co abundances observed in very metal-poor stars are obtained in our models if the mass-cut is deep enough (i.e., if $`M_{\mathrm{cut}}(i)`$ is small enough in Figures 5 and 9), or equivalently if deep material from the complete Si-burning region is ejected by mixing or aspherical effects (§3.1). Vanadium also appears to be abundant at low \[Fe/H\] (e.g., Goswami & Prantzos 2000). Since V is also produced mainly in the complete Si-burning region (Fig. 6, 8), this trend can be explained in the same way as those of Zn and Co.

2) The mass of the incomplete Si burning region is sensitive to the progenitor mass $`M`$, being smaller for smaller $`M`$. Thus \[Zn/Fe\] tends to be larger for less massive stars for the same $`E`$ (§3.2).

3) The production of Zn and Co is sensitive to the value of $`Y_e`$, being larger as $`Y_e`$ is closer to 0.5, especially for the case of a normal explosion energy ($`E_{51}1`$) (§3.3).

4) A large explosion energy $`E`$ results in the enhancement of the local mass fractions of Zn and Co, while Cr and Mn are not enhanced (Fig. 9). This is because larger $`E`$ produces larger entropy and thus a stronger $`\alpha `$-rich freeze-out (§3.4).

5) To be consistent with the observed \[O/Fe\] $``$ 0 - 0.5 as well as with \[Zn/Fe\] $``$ 0.5 in metal-poor stars, we propose that the “mixing and fall-back” process or aspherical effects are significant in the explosion of relatively massive stars (§3.5).

### 4.2. Hypernova Scenario

The dependence of \[Zn/Fe\] on $`M`$ and $`E`$ is summarized in Figures 13 and 14 as follows.

a) In Figure 13, we compare the \[Zn/Fe\] ratios in our $`E_{51}=1`$ models with previous models for various progenitor masses $`M`$. The \[Zn/Fe\] ratio depends also on $`M_{\mathrm{cut}}(i)`$, and our values in Figure 13 correspond to the maximum values for $`E_{51}=1`$. The difference in $`Y_e`$ is the primary reason why Zn production is much smaller when previous progenitor models by Nomoto & Hashimoto (1998) are used (Thielemann et al. 1996). (Note that, for hypernova-like explosion energies, Zn is abundantly produced even if $`Y_e`$ is smaller while Zn production is suppressed otherwise.) Differences from WW95 likely stem from the differences in $`M_{\mathrm{cut}}(i)`$. Limongi, Straniero & Chieffi (2000) has also shown their yields for some Z = 0 models. However, their nuclear reaction network is not large enough to calculate 64Zn synthesis (Limongi 2001, private communication).

b) In Figure 14, \[Zn/Fe\] is shown as a function of $`M`$ and $`E`$, where the plotted ratios correspond to the maximum values for given $`E`$. We have found that models with $`E_{51}=`$ 1 do not produce sufficiently large \[Zn/Fe\]. To be compatible with the observations of \[Zn/Fe\] $`0.5`$, the explosion energy must be much larger, i.e., $`E_{51}\text{ }>2`$ for $`M13M_{}`$ and $`E_{51}\text{ }>20`$ for $`M\text{ }>20M_{}`$.

Observationally, the requirement of the large $`E`$ might suggest that large $`M`$ stars are responsible for large \[Zn/Fe\], because $`E`$ and $`M`$ can be constrained from the observed brightness and light curve shape of supernovae as follows. \[The uncertainties in theoretical models for gravitational collapse are still too large to determine $`E`$ (e.g., Mezzacappa et al. 2000; Rampp and Janka 2000).\] The recent supernovae 1987A, 1993J, and 1994I indicate that the progenitors of these normal SNe are 13 - 20 $`M_{}`$ stars and $`E_{51}`$ 1 - 1.5 (Nomoto et al. 1993, 1994; Shigeyama et al. 1994; Blinnikov et al. 2000). On the other hand, the masses of the progenitors of hypernovae with $`E_{51}>`$ 10 (SNe 1998bw, 1997ef, and 1997cy) are estimated to be $`M\text{ }>25M_{}`$ (Nomoto et al. 2000; Iwamoto et al. 1998, 2000; Woosley et al. 1999; Turatto et al. 2000). This could be related to the stellar mass dependence of the explosion mechanisms and the formation of compact remnant, i.e., less massive stars form neutron stars, while more massive stars tend to form black holes.

To explain the observed relation between \[Zn/Fe\] and \[Fe/H\], we further need to know how $`M`$ and $`E`$ of supernovae and \[Fe/H\] of metal-poor halo stars are related. In the early galactic epoch when the galaxy is not yet chemically well-mixed, \[Fe/H\] may well be determined by the first generation of SNe. The formation of metal-poor stars has been suggested to be driven by a supernova shock, so that \[Fe/H\] is determined by the ejected Fe mass and the amount of circumstellar hydrogen swept-up by the shock wave (Ryan et al. 1996).

Explosions with the following two combinations of $`M`$ and $`E`$ may be responsible for the formation of stars with very small \[Fe/H\]:

i) Energetic explosions of massive stars ($`M\text{ }>25M_{}`$): For these massive progenitors, the supernova shock wave tends to propagate further out because of the large explosion energy and large Strömgren sphere of the progenitors (Nakamura et al. 1999). The effect of $`E`$ may be important since the hydrogen mass swept up by the supernova shock is roughly proportional to $`E`$ (e.g., Ryan et al 1996; Shigeyama & Tsujimoto 1998).

ii) Normal supernova explosions of less massive stars ($`M13M_{}`$): These supernovae are assumed to eject a rather small mass of Fe (Shigeyama & Tsujimoto 1998), and most SNe are assumed to explode with normal $`E`$ irrespective of $`M`$.

The above relations lead to the following two possible scenarios to explain \[Zn/Fe\] $`0.5`$ observed in metal-poor stars.

i) Hypernova-like explosions of massive stars ($`M\text{ }>25M_{}`$) with $`E_{51}>10`$: Contribution of highly asymmetric explosions in these stars may also be important. The question is what fraction of such massive stars explode as hypernovae; the IMF-integrated yields must be consistent with \[Zn/Fe\] $``$ 0 at \[Fe/H\] $`\text{ }>2.5`$.

ii) Explosion of less massive stars ($`M\text{ }<13M_{}`$) with $`E_{51}\text{ }>2`$ or a large asymmetry: This scenario, after integration over the IMF, might reproduce the observed abundance pattern for \[Fe/H\]$`\text{ }>2`$ (Tsujimoto & Shigeyama 1998). However, the Fe yield has to be very small in order to satisfy the observed \[O/Fe\] value ($`\text{ }>0.5`$) for the metal-poor stars. For example, the 56Ni mass yield of our 13$`M_{}`$ model has to be less than 0.006$`M_{}`$, which appears to be inconsistent with the observed luminosities (and thus the 56Ni mass) of core-collapse SNe of SNe 1993J and 1994I, whose progenitor masses are estimated to be 13 - 15 $`M_{}`$ (see, e.g., Figure 10 of Iwamoto et al. 2000).

It seems that the \[O/Fe\] ratio of metal-poor stars and the $`E`$-$`M`$ relations from supernova observations favor the massive energetic explosion scenario for enhanced \[Zn/Fe\]. However, we need to construct detailed galactic chemical evolution models to distinguish between the two scenarios for \[Zn/Fe\]. For that purpose, in Figures 15-17, we show the overall abundance pattern in the ejecta (after radioactive decays) for the models which yield \[Zn/Fe\] = 0.3 - 0.6 as a result of the “mixing and fall-back” process (except for the 13 $`M_{}`$ model). The mass-cuts are chosen to eject 0.07$`M_{}`$ 56Ni for $`M=`$ 13 and 15 $`M_{}`$, and to realize \[O/Fe\] = 0 for $`M\text{ }>25M_{}`$. The yields are also listed in Tables 5-13. Here large \[O/Fe\] $`(0.30.5)`$ is assumed for $`M\text{ }>20M_{}`$ to reproduce the majority of the observed abundance pattern.

## 5. Discussion

### 5.1. Mn

We note that our Mn yields are roughly a factor of 10 smaller than in Nomoto et al. (1997) and Nakamura et al. (1999), and Cr is slightly overproduced. Main source of the differences is that $`Y_e`$ in the incomplete Si-burning region of our models are larger than that of previous models. If $`Y_e`$ in the incomplete Si-burning layers is slightly reduced from 0.49996 to 0.49977, for example, Mn yield is enhanced by a factor of $``$ 10 and Cr yield is slightly reduced. Smaller $`Y_e`$ leads to a smaller Zn mass fraction. For $`Y_e=0.49977`$, however, the produced amount of Zn is almost the same as in our current models as far as $`E\text{ }>10^{51}`$ erg. Such $`Y_e`$ would be obtained for models with very low but non-zero metallicity. In other words, the Mn abundance may be a good indicator of real Pop III ejecta.

### 5.2.  Co

Our Co/Fe ratios as in all previous works (Nomoto et al. 1997; WW95; Nakamura et al. 1999) are at least a factor of 3-5 smaller than the observed ones. However, we consider that the deficiency of Co is not as serious as Zn by the following reasons. First, we have not included neutrino processes yet, but they might enhace the Co yield (WW95). Second, Co is the decay product of odd-Z element 59Cu, and its yield depends on uncertain reaction rates involving proton and neutrons. On the other hand, Zn is mainly the decay product of even-Z element 64Ge, and its abundance is mostly determined by the less uncertain Q-values and partition functions of $`\alpha `$ \- nuclei.

### 5.3. Ni

The observed trend of another iron-peak element, Ni, is also interesting. Unlike the elements we have focused on, \[Ni/Fe\] of metal-poor stars shows no clear trend (see e.g., Ryan et al. 1996; Nakamura et al. 1999). Theoretically, this is understood as the fact that Ni is produced abundantly by both complete and incomplete Si-burning. Recently, Elliison, Ryan & Prochaska (2001) observed DLA abundance and found \[Co/Fe\] $`>0`$, which is similar to the metal-poor halo stars. They, on the other hand, did not find oversolar \[Ni/Fe\]. Similar results have also been found by Norris et al. (2001), who observed abundances of five halo stars with \[Fe/H\] $`\text{ }<3.5`$. They discussed that the results are inconsistent with the predictions of Nakamura et al. (1999), where the enhancement of \[Co/Fe\] appears to be accompanied by the enhancement of \[Ni/Fe\].

We note that the increase in \[Ni/Fe\] along with the increase in \[Co/Fe\] is not significant in the models shown in this paper. Let us compare the small \[Co/Fe\] model in Table 6 (20$`M_{}`$, $`E_{51}=1`$, $`M(^{56}`$Ni)=0.07, \[Zn/Fe\]=0.02) and the high \[Co/Fe\] model in Table 13 (30$`M_{}`$, $`E_{51}=50`$, $`M(^{56}`$Ni)=0.087, \[Zn/Fe\]=0.43). In the former model, the ejected masses of Co and Ni (two most abundant isotopes are 60Ni and 58Ni) are (59Co, 60Ni, 58Ni)=(2.0E-5, 2.0E-3, 1.2E-4)$`M_{}`$. In the latter model, (59Co, 60Ni, 58Ni)=(3.4E-4, 2.8E-3, 8.5E-4)$`M_{}`$, so that Co is larger by a factor of 17, while Ni is larger only by a factor of 1.8 than in the former model.

The apparent difference from the results in Nakamura et al. (1999) can be understood as follows. In Nakamura et al. (1999), the explosion energy was fixed to be $`E_{51}=1`$. They obtained the larger Co/Fe ratio for more massive SNe II by assuming “deeper” mass-cuts so that $`Y_e`$ in the explosive burning region is smaller $`(Y_e0.495`$). For smaller $`Y_e`$, the Co abundance is larger, but the abundance of Ni (especially 58Ni) is enhanced by a larger factor than Co. Therefore, the increase in \[Ni/Fe\] with \[Co/Fe\] was unavoidable, unless neutrinos substantially enhance $`Y_e`$ in the deep complete Si burning region.

In our present models, mass-cuts of the larger Co (and Zn) models are not deeper in $`M_r`$ (see Table 4) and $`Y_e`$ in the complete Si burning region is not small. This is because, we assume larger explosion energy for more massive stars, which shifts the mass-cut outwards in $`M_r`$. As a result, the dominant Ni isotope is 60Ni. In our model, with increasing $`E`$, the abundance of Co, Zn, and 58Ni increase more than that of 60Ni. Therefore, Co and Zn abundances can be enhanced without appreciable increase in the Ni abundance. In this sense, the abundance trends of very metal-poor stars is better explained with hypernova models rather than the simple “deep” mass-cut models (Nakamura et al. 1999).

### 5.4. Pair Instability Supernovae ?

One may wonder whether the abundance anomaly of iron-peak elements discussed in this paper may be related to the peculiar IMF of Pop III stars. It is quite likely that the IMF of Pop III stars is different from that of Pop I and II stars, and that more massive stars are abundant for Pop III (e.g., Nakamura & Umemura 1999; Omukai & Nishi 1999; Bromm, Coppi & Larson 1999). They have discussed that the IMF of Pop III and very low metal stars may have a peak at even larger masses, around approximately one hundred to a few hundred solar masses. If $`M\text{ }<130M_{}`$, then these stars are likely to form black holes either without explosion or with energetic explosions. The nucleosynthesis of the latter case may not be so different from the models considered here. This might favor the scenario that invokes the hypernova-like explosions for large \[Zn/Fe\].

If stars are even more massive than $`150M_{}`$, these stars become pair-instability SNe (PISNe) and their nucleosynthesis is different from core-collapse SNe as summarized in Appendix A (Barkat, Rakavy & Sack 1967; Ober, El Eid & Fricke 1983; Woosley & Weaver 1982). In paricular, PISNe produce \[Zn/Fe\] $`<1.5`$, because in PISNe, iron peak elements are mostly produced by incomplete Si burning so that the mass fraction of complete Si burning elements is much smaller than that of SNe II (Fig. 18 & 19). We thus conclude that PISNe are unlikely to produce a large enough Zn/Fe ratio to explain the observations.

### 5.5. Concluding Remarks

In this paper, we have shown that such a large Zn abundance as \[Zn/Fe\] $``$ 0.5 observed in metal-poor stars can be realized in certain supernova models. This implies that the assumption of \[Zn/Fe\] $`0`$ usually adopted in the DLA abundance analyses may not be well justified. Rather \[Zn/Fe\] may provide important information on the IMF and/or the age of the DLA systems.

We have considered only a few elements to constrain the nucleosynthesis of Pop III stars, because their trends are most clear. Data for other elements show less clear trends or currently have relatively large error bars. However, additional information will be very useful. For example, \[S/Fe\] and \[C/O\] may be important to distinguish the scenarios of $`M\text{ }<13M_{}`$ and $`M\text{ }>20M_{}`$. Also mass-cut independent ratios \[Ca, S, Si/Mg\] will be important to constrain the explosion energies of SNe.

We would like to thank S. Ryan, C. Kobayashi, T. Nakamura, K. Maeda, M. Shirouzu, and K. Kifonidis for useful discussion. We also thank the referee R.D. Hoffman for useful comments to improve the paper. This work has been supported in part by the grant-in-Aid for COE Scientific Research (07CE2002, 12640233) of the Ministry of Education, Science, Culture, and Sports in Japan.

Appendix: Pair Instability Supernova yields

In this appendix we present the yields of our Pop III Pair Instability SN (PISN) models with the initial masses $`M=`$ 150, 170, 200 and 270 $`M_{}`$. These stars enter into the electron-positron pair-instability region during the central oxygen burning stages, and contract quasi-dynamically. Then the central temperature increases to $`36\times 10^9`$K, which is so high that central oxygen-burning takes place explosively, being much faster than neutrino energy losses. The generated nuclear energy is large enough for internal energy to exceed the gravitaional binding energy. Then the stars disrupt completely without leaving compact remnants and become PISNe. In our $`M=300M_{}`$ model, the total energy of the star does not become positive after central oxygen and Si burnings and hence the star collapse into a black hole.

The main purpose of this appendix is to show that large \[Zn/Fe\] ratio is not realized in these SNe. More detailed explanaton will be given elsewhere. In Table 14, we summarize the initial, He core, and C-O core masses and the ejected 56Ni masses. We note that the amount of ejected 56Ni masses are quite sensitive to the central temperature at bounce, which depends on the ratio between the kinetic energy and the internal energy generated by nuclear burning. Since the hydrodynamical behavior is rather sensitive to those factors, the results shown here are still preliminary; nevertheless this uncertainty does not affect the conclusion on \[Zn/Fe\] described below. In these models convective mixing parameter is chosen to be $`f_k=0.1`$. The yields are shown in Table 15-18 and the abundance patterns are shown in Figures 18 & 19.

Most striking feature is the small \[Zn, Co/Fe\] ratios. This is because in PISNe the mass ratio between the complete and incomplete Si burning regions are much smaller than core-collapse SNe. A large amount of Zn and Co could be produced if the central temperature at bounce is higher. However, in this case incomplete Si-burning region is also extended. Therefore, the small \[Zn, Co/Fe\] ratios are inevitable for PISN models and this conclusion is independent of any possible uncertainties. Therefore, we can conclude that the abundance pattern seen in the very metal-poor halo stars were not resulted from the pattern of PISNe.


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# The First Observations of the Second Brightest Quasar

## 1 Introduction

Bright, luminous quasars, relatively rare in the local universe, offer a valuable laboratory for studying astrophysical phenomena. Good signal-to-noise observations can be obtained with a modest amount of observing time, and these objects, which display the effects of accretion onto supermassive black holes, can be studied in detail. Bright quasars can also be used to probe the interstellar and intergalactic medium, as their brilliant continuum allows detection of faint absorption lines.

For the past eight years, the NRAO Very Large Array (VLA) has been used to construct Faint Images of the Radio Sky at Twenty centimeters. The FIRST survey was designed to produce the centimetric equivalent of the POSS-I Sky Survey, a uniform sky survey which surpassed existing radio surveys by a factor of 50 in both sensitivity and angular resolution. To date, nearly 8000 deg2 of the North Galactic Cap have been covered to a sensitivity limit of 1.0 mJy; 700,000 radio sources have been detected, all of which have astrometric accuracies of better than $`1^{\prime \prime }`$ at 90% confidence (Becker et al. 1995; White et al. 1997).

One of our major follow-up programs has been the FIRST Bright Quasar Survey (FBQS: Gregg et al. 1996; White et al. 2000). Using coincidences between FIRST radio sources and stellar objects on the POSS-I plates brighter than 18th magnitude, spectra have been obtained for $`2000`$ counterparts, leading to the discovery of more than 1000 quasars and BL Lac objects, over 80% of which were previously unknown. Recently, extending this program to a strip in the South Galactic Cap, we discovered an extremely bright quasar at $`z=0.192`$. Its magnitudes on the POSS I plates from the USNO catalog (Monet et al. 1996) are $`B=13.9`$ and $`R=13.9`$, and it is of similar brightness on a UK Schmidt plate taken in 1988. Its absolute magnitude is $`\mathrm{M}_\mathrm{V}=26.8`$ (for $`\mathrm{H}_0=50\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$). These properties make it the second brightest quasar (in apparent magnitude) known with $`z>0.1`$ after 3C 273. Its position is (J2000) $`21^\mathrm{h}55^\mathrm{m}01.^\mathrm{s}48,09^{}22^{}24.^{\prime \prime }7`$; a finding chart is given in Figure 1. Its radio flux density at 20 cm is only 1.4 mJy, so although this object was first discovered in a radio survey, it is a radio quiet quasar. It is also a faint IRAS source. The only other mention of this object in the literature is as PHL 1811, one of the many blue “stars” in the Palomar-Haro-Luyten plate survey (Haro & Luyten 1962).

In this paper, we report optical and X-ray observations of this new bright quasar.

## 2 Optical Spectroscopy

PHL 1811 was observed at the Multiple Mirror Telescope on 1997 September 11 for 180 seconds. The spectral resolution was about 1.95Å per pixel.

The spectrum is shown in Figure 2. It has been dereddened according to the Cardelli, Clayton, & Mathis (1989) law for Galactic reddening of E(B$``$V)=0.046 magnitudes and shifted to the rest frame. The optical continuum is very blue. While blends of lines make characterization of the continuum difficult, we estimate that the slope is $`\alpha =0.4`$ for $`F(\nu )=\nu ^\alpha `$ between 3050 Å and 5600 Å. This is as blue as the bluest quasars observed (e.g., Grupe et al. 1998; also Grupe et al. 2000 & Siebert et al. 1999) and appears to be consistent with the continuum predicted by the classical thin accretion disk model ($`\alpha =1/3`$). The bluest part of the spectrum may not be reliable as the airmass during the observation was relatively high and the spectroscopic slit was not rotated to the parallactic angle (Filippenko 1982). However, this effect would tend to lead to a loss of blue photons in general.

The optical spectrum shows the narrow H$`\beta `$, weak \[O III\] and strong Fe II characteristic of a Narrow-line Seyfert 1 galaxy (Osterbrock & Pogge 1985; Goodrich 1989). The region around H$`\beta `$ is cluttered with blends of Fe II, making the analysis of this region difficult, and therefore, to measure the width of the H$`\beta `$ line, we perform an Fe II subtraction using a template obtained from the prototype NLS1 I Zw 1. This procedure involves shifting the high signal-to-noise template to the rest wavelength of the quasar, broadening the template as necessary with a Gaussian, and subtracting the amplitude-scaled template from the spectrum. While not perfect, this method has been frequently used to clear the region around H$`\beta `$ of Fe II lines (Boroson & Green 1992; Grupe et al. 1999; Leighly 1999b, among others).

The Fe II subtracted spectrum is shown in the inset of Figure 1. We fitted the H$`\beta `$ line with a Lorenzian profile and obtain a FWHM of $`1930\mathrm{km}\mathrm{s}^1`$. The FWHM is less than $`2000\mathrm{km}\mathrm{s}^1`$, indicating that quasar can be classified as a Narrow-line quasar. H$`\alpha `$ is somewhat narrower, with FWHM of $`1650\mathrm{km}\mathrm{s}^1`$. The Fe II-subtracted spectrum shows that there is no detected \[O III\] line. The blue continuum and lack of \[O III\] have been observed in another luminous Narrow-line Quasar, RX J1034.2$``$4258 (Grupe et al. 2000). We measure a Fe II to H$`\beta `$ ratio of 1.1, making this object moderately strong in Fe II emission compared with other NLS1s (e.g., Leighly 1999b). He II$`\lambda 4686`$ is also very weak or undetectable. We find that the ratio of H$`\alpha `$ to H$`\beta `$ is 2.66, a ratio consistent with that expected from case-B recombination. This fact and the blue continuum suggest that there has been no significant reddening of the spectrum.

We extrapolated our spectrum to 2500Å in the rest frame and find that the monochromatic flux is approximately $`1.0\times 10^{25}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1\mathrm{Hz}^1`$. For $`H_0=50\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, this corresponds to a luminosity of $`2\times 10^{31}\mathrm{ergs}\mathrm{s}^1\mathrm{Hz}^1`$. Wilkes et al. (1994) find an average slope between 2500Å and $`2\mathrm{keV}`$ ($`\alpha _{ox}`$) of 1.62 for a quasar of this luminosity.

## 3 X-ray Observations

### 3.1 ROSAT

PHL 1811 is the second brightest quasar known beyond z=0.1. Based on the typical $`\alpha _{ox}`$ mentioned above, we expect that the count rate in the ROSAT PSPC 0.15–2.4 keV bandpass to be $`0.5\mathrm{cnts}\mathrm{s}^1`$ for a power law ($`\mathrm{\Gamma }=2.5`$) plus Galactic absorption ($`N_H=3.65\times 10^{20}\mathrm{cm}^2`$; Dickey & Lockman 1990) model. PHL 1811 should be a relatively bright quasar in X-rays, and therefore it was a complete surprise to discover that this object is undetected in the ROSAT All Sky Survey (RASS).

We use the RASS events files to estimate an upper limit on the emission from this object. An examination of the events files indicated that PHL 1811 was scanned over a period of only $`34`$ hours. The exposure time listed for an object near PHL 1811 in the ROSAT Bright Source Catalog is 334 seconds, and we use this value for our estimate. The PSF in the survey is degraded from the nominal PSPC PSF at the aimpoint owing to the inclusion of data from the edge of the detector where aberrations are significant. We used a bright nearby source to estimate the effective PSF, and found a half-power radius of 111′′. After examining a large source-free region, we estimated that there should be 3.6 background photons in a region of this radius in 334 seconds. We observe only two photons in the region centered on the optical position of PHL 1811. Determining the upper limit on the source count rate becomes a problem of joint probability distributions: what is the net number of counts consistent with exactly two photons being observed and a background rate of 3.6 at a particular confidence level? Assuming the Poisson probability distribution applies, we find a 95% confidence upper limit of 2.2 photons. The source flux then is 4.4 photons in 334 seconds, yielding an upper limit of $`1.3\times 10^2\mathrm{ct}\mathrm{s}^1`$ in the 0.1–2.4 keV ROSAT PSPC bandpass.

### 3.2 BeppoSAX Observation

A 40 ks BeppoSAX observation was approved as part of the Cycle 4 program and the observation was performed on 2000 May 16. We used the default SAXDAS extracted events files for analysis.

The net exposure in the MECS detectors is 38 ks. An adaptively smoothed image is shown in Figure 3. The position of the bright central source is consistent with the optical position of the quasar. We measure 183 photons between 1.65 and 10 keV in a $`3^{}`$ extraction region centered on the quasar. Following the method of Fiore, Guainazzi & Grandi (1999), we scale blank sky background to match the background rate observed. In the $`3^{}`$ region, there are 118 background photons, yielding 65 net counts in the MECS spectrum. The object is only barely detected in the shorter LECS observation (11.9 ks exposure). We return to this point below.

Clearly the poor statistics make any detailed spectral analysis unreliable. We fitted the MECS spectrum with a power law and Galactic absorption. The resulting fit is acceptable ($`\chi ^2=6.5`$ for 7 degrees of freedom). We find a rather flat best-fitting photon index of $`\mathrm{\Gamma }=1.5`$; however, it is clearly not well constrained and the $`\mathrm{\Delta }\chi ^2=2.71`$ errors of 0.9–2.3 overlap the canonical value for AGN of $`1.9`$, as well as the very flat value near $`\mathrm{\Gamma }1`$ expected if the spectrum is dominated by Compton reflection (e.g., Matt et al. 1996). The observed 2–10 keV flux is $`1.6\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, and the intrinsic 2–10 keV luminosity is $`2.8\times 10^{43}\mathrm{erg}\mathrm{s}^1`$.

The power law model fits the spectrum adequately. However, the ratio of the data to the model shows a slight curvature that could indicate absorption intrinsic to the quasar (Figure 4). Furthermore, we would like to explore the range of intrinsic flux at 2 keV consistent with the spectrum for the discussion of the spectral energy distribution in Section 4. Adding absorption to the model, we find an improvement in the fit ($`\chi ^2=3.3`$ for 6 dof). The best-fitting photon index is 3.3, and the column density is $`10^{23}\mathrm{cm}^2`$ in the rest frame of the quasar. These parameters are not well constrained. When we fix the photon index at $`\mathrm{\Gamma }=2.6`$, approximately the steepest value observed from NLS1s (e.g. Leighly 1999), and arguably the steepest value plausible, then the absorption column is $`6.4_{3.9}^{+6.4}\times 10^{22}\mathrm{cm}^2`$. For these parameters, the intrinsic 2–10 keV luminosity is $`5.2\times 10^{43}\mathrm{erg}\mathrm{s}^1`$. Alternatively, if we require the unabsorbed flux at 2 keV to match that required for the nominal value of $`\alpha _{ox}=1.6`$ (see Section 4), a photon index of $`4.4`$ and an absorption column of $`1.6\times 10^{23}\mathrm{cm}^2`$ are required, and an acceptable $`\chi ^2`$ of 3.2 for 7 degrees of freedom is obtained.

We used the LECS data to try to differentiate between these candidate models. Using the fakeit command in XSPEC, we estimated the number of photons expected in the 0.1–4.0 keV LECS bandpass in a $`4^{}`$ region. For the power law plus Galactic absorption model, 16.5 photons are expected, and for the two models including intrinsic absorption, 7–8 photons are expected. We observe 45 photons, and estimate that $`36\pm 3.1`$ of them are background photons, by using the average background scaling method discussed in Fiore, Guainazzi & Grandi 1999. The number of source photons is then $`9\pm 7.4`$, showing that the LECS data cannot differentiate between models.

## 4 The Spectral Energy Distribution of PHL 1811

We constructed the spectral energy distribution (SED) in the rest frame of PHL 1811 using our optical spectrum, the ROSAT upper limits, the BeppoSAX results, as well as the IRAS flux points and the 2MASS $`J`$, $`H`$ and $`K_s`$ filter photometry points (Figure 5). We do not plot the radio flux point; with $`\nu ,\nu F(\nu )=(1.7\times 10^9,2.0\times 10^{17})`$, the point is too far off the scale of the plot. We caution that the optical spectrum was not made under photometric conditions; however, the optical flux is consistent with that measured from the POSS plates and a UK Schmidt plate and is therefore representative. We note that the X-ray and optical observations were not simultaneous. Therefore the derived SED is not definitive but is probably representative.

The SED is shown in Figure 5. A dotted line joins the extrapolated flux at 2500Å to the predicted flux at 2 keV computed using $`\alpha _{ox}=1.6`$ expected for the average quasar, and the dashed vertical line shows the approximate range of $`\alpha _{ox}`$ observed for quasars of this optical luminosity (estimated by eye from Figure 9 of Wilkes et al. 1994). The ROSAT upper limit is shown for three values of the assumed photon index (2.0, 2.5 & 3.0). The BeppoSAX results are shown by flat and steep power laws obtained for fits with intrinsic absorption and $`\mathrm{\Gamma }=2.6`$, and without intrinsic absorption. For the power law plus Galactic absorption model, we find $`\alpha _{ox}`$=2.2. The X-ray flux at 2 keV in the rest frame is a factor of 34 below that expected for the average value of $`\alpha _{ox}`$. For the power law ($`\mathrm{\Gamma }=2.6`$) plus intrinsic absorption model, the inferred $`\alpha _{ox}`$ is 1.96, and the X-ray flux is a factor of 8 below that expected for the average value of $`\alpha _{ox}`$. When we allow the absorption to increase to the $`\mathrm{\Delta }\chi ^2=2.71`$ limit of $`1.3\times 10^{23}\mathrm{cm}^2`$, the inferred X-ray flux is still at least 5 times smaller than the nominal value. Therefore, the data strongly suggest that, even after possible absorption is accounted for, PHL 1811 is intrinsically X-ray weak.

## 5 Discussion

PHL 1811 is classified optically as a Narrow-line Seyfert 1 galaxy with a quasar luminosity. Narrow-line Seyfert 1 galaxies are generally bright soft X-ray sources, comprising up to 50% of soft X-ray-selected samples of AGN (e.g. Stevens 1989; Grupe et al. 1999). Based on average quasar properties, we expect PHL 1811 to be 34 times brighter at 2 keV than it was observed to be in our BeppoSAX observation and than implied by the ROSAT All Sky Survey upper limit. We speculate on why it may be so faint in X-rays below.

### 5.1 Is PHL 1811 the Brightest BALQSO?

Broad-absorption line quasars are recognized by deep broad absorption lines in their UV spectra. It has been shown that BALQSOs are typically either weak X-ray sources or not detected at all (e.g. Green & Mathur 1996 for ROSAT pointed observations; Gallagher et al. 1999 for ASCA observations). More recently, it has been demonstrated that many objects that appear to be deficient in soft X-rays also show absorption lines in their UV spectra (Brandt, Laor & Wills 1999). In fact, these authors find that the equivalent width of the C IV$`\lambda `$1549 absorption line is inversely correlated with $`\alpha _{ox}`$, where in this case $`\alpha _{ox}`$ is defined as the slope between 3000Å and 2 keV. For our data, this alternative $`\alpha _{ox}`$ is 2.15 and, based on Brandt, Laor & Wills (1999) results, we can expect PHL 1811 to be a BALQSO and have a C IV absorption line equivalent width $`>20`$Å. If this turns out to be the case, PHL 1811 will be the brightest BALQSO known by far. PHL 1811 is probably not a low-ionization BALQSO, though, as there is no evidence for absorption lines blueward of Mg II in our optical spectrum.

If PHL 1811 is a BALQSO, then the X-ray emission that we see may be from a very steep spectrum that is very highly absorbed, although the required photon index of 4.4 is so steep that it seems unphysical. Alternatively, the intrinsic spectrum could be completely absorbed, and the photons that we see have been scattered towards us by an electron scattering mirror (e.g. Gallagher et al. 1999). We note that the polarization properties of this quasar are not yet known.

### 5.2 Is PHL 1811 the Brightest Variable Quasar-luminosity NLS1?

Besides being known for their typically bright soft X-ray emission, Narrow-line Seyfert 1 galaxies are also known for their high-amplitude, rapid variability. Detailed analysis of NLS1 light curves reveals, however, that the character of the variability is not uniform across the class. NLS1s with very strong soft excess components in their ASCA spectra show very high amplitude X-ray variability (Leighly 1999ab). The light curves from these objects consists of flares and quiescent periods, and during their quiescent periods, the objects would be classified as X-ray weak. Two objects in particular appear to be deficient in X-rays even when their time-averaged X-ray spectrum is considered: non-simultaneous HST STIS and ASCA observations of IRAS 13224$``$3809 and 1H 0707$``$495 are consistent with a value of $`\alpha _{ox}`$ of 1.63 whereas the expected value is 1.4 for quasars of their luminosity. There is little evidence for absorption in their X-ray spectra (Leighly 1999b), and no evidence for intrinsic absorption lines in their UV spectra (Leighly & Halpern 2001). PHL 1811 is much more luminous than these quasars, so it seems possible that it could have been in the quiescent state for the entire BeppoSAX observation or RASS scan period (elapsed time 24 and $`34`$ hours respectively).

### 5.3 Is PHL 1811 Intrinsically X-ray Weak?

We have recently been examining several luminous NLS1s identified in the ROSAT All Sky Survey and have found unusual X-ray behavior that suggests they may become, intermittently, intrinsically X-ray weak. A particular example is RX J2217.9$``$5941, a luminous NLS1 similar to PHL 1811 in that it also has a very blue optical spectrum and strong Fe II emission (Grupe, Thomas & Leighly 2001). RX J2217.9$``$5941 was bright during the ROSAT All Sky Survey, but it faded through two subsequent ROSAT HRI observations and an ASCA observation. At the same time, the optical flux remained constant, and the inferred $`\alpha _{ox}`$ at the time of the last ROSAT HRI observation was 2.0, much steeper than the expected value of 1.5 (Wilkes et al. 1994). Although the ASCA analysis was hampered by poor statistics and contamination by nearby sources, we find no evidence for X-ray absorption. Although other explanations are possible, we suspect that RX J2217.9$``$5941 is now intrinsically X-ray faint.

We point out that there is no obvious reason why intrinsically X-ray weak quasars should not exist. A QSO arguably cannot exist without some kind of accretion disk as a source of fuel and also as a source of ionizing photons to power the observed optical and UV emission lines. However, in a luminous quasar, the continuum emission observed from the accretion disk itself is expected to be confined to the optical and UV. Hard X-ray emission, on the other hand, is thought to be created in a corona that is separate from the accretion disk in luminous AGN. When poorly-sampled light curves seemed to indicate that X-ray and UV variability was correlated, it was thought that much or perhaps all of the accretion energy was released in the corona, and that the disk reprocessed some of that radiation into the optical and UV bands (e.g. Svensson & Zdziarski 1994). However, recent observations with better sampling show that hard X-ray reprocessing is clearly not a dominant effect in some objects (Nandra et al. 1998). Therefore, AGN do not need to have coronae, and they may be absent in some objects. The only reason to consider a corona necessary, in our current understanding of AGN, is so that reprocessing can power the tightly correlated UV and optical variability. However, as there has never been concentrated broad-band monitoring done on an object similar to PHL 1811, so we cannot predict its broadband continuum behavior.

Why should PHL 1811 lack a hard X-ray emitting region? At this point, we can only speculate. As discussed by Laor (2000), narrow Balmer lines in very luminous AGN may imply extremely high accretion rates, if the width of the lines is dominated by virial motions, and therefore PHL 1811 may have an extremely high accretion rate. We note that RX J2217.9$``$5941, which seems to have similar X-ray properties, is also a very luminous NLS1. One possible geometry suggested for accreting black holes is a central hot optically-thin geometrically-thick X-ray emitting region, and a optically-thick geometrically-thin optical and UV emitting accretion disk with large inner radius. At high accretion rates, it might be expected that the inner radius of the accretion disk would stretch down to the innermost stable orbit, and the central hot X-ray emitting region would not be present. Another possible geometry assumes an X-ray emitting corona on top of the accretion disk, where the corona is fed by reconnecting magnetic flux tubes that rise buoyantly from the accretion disk. In this case, perhaps the corona is present but is quenched by the strong UV emission from the disk. Alternatively, recalling that an accretion disk is in some ways similar to a star, the feeding of the corona may be disrupted, and the magnetic field strength may be less in a radiative disk (similar to high mass stars) than in a convective disk (similar to low mass stars).

UV spectroscopic observations will show us whether PHL 1811 has deep absorption features characteristic of a BALQSO. Such observations have been approved as part of the HST Cycle 10 program, and FUSE GTO observations are also planned. Two approved Chandra observations will help us understand whether or not the X-rays are absorbed, and whether there is variability that would tend to rule out scattering models for the X-rays.

The authors gratefully acknowledge the BeppoSAX team and in particular Luigi Piro for significant help with this observation. KML acknowledges useful discussions with Andrzej Zdziarski. KML gratefully acknowledges financial support by NASA-LTSA (NAG5-10171). DJH & RHR acknowledge support for the FIRST survey followup observations from the NSF (AST 98-62732). This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. This publication makes use of data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center/California Institute of Technology, funded by the National Aeronautics and Space Administration and the National Science Foundation.


text:
# AN OPTIMAL CONTROL FORMULATION FOR INVISCID INCOMPRESSIBLE IDEAL FLUID FLOW

## 1 Introduction

In this paper we consider the Hamiltonian formulation of the equations of incompressible ideal fluid flow from the point of view of optimal control theory. Our goal in this work is to compare the fluid equation arising in this fashion with the symmetric generalized rigid body equations derived in Bloch and Crouch , Bloch, Brockett and Crouch  and Bloch, Crouch, Marsden and Ratiu . In these papers we showed that a natural control approach led to a form of the rigid body equations on $`\mathrm{SO}(n)\times \mathrm{SO}(n)`$ rather than on $`T^{}\mathrm{SO}(n)`$. In contrast here we show that the optimal control approach leads to a standard formulation of the Euler equations – the so-called impulse equations in their Lagrangian form. A nice survey of the impulse equations in the various forms can be found in Russo and Smereka  (see also Kuz’min , Osledets  and Maddocks and Pego  for related work). Lie-Poisson reduction is an important tool in rationalizing many of these approaches (see e.g. Marsden and Weinstein ). In particular, the Hodge projection to the divergence free vector fields, is a Poisson map since it may be regarded as the dual of the natural inclusion (this is a standard result; see Marsden and Ratiu ). Thus, the Hodge projection naturally takes the unconstrained Poisson system to the constrained one. Russo and Smereka and others concern themselves with the numerical aspects of these equations, something we do not consider here.

These impulse equations are not symmetric in the same sense as the symmetric rigid body equations – i.e. we do not obtain two symmetric equations evolving on two copies of the diffeomorphism group, but it is possible to get a more symmetric formulation which we intend to discuss in a forthcoming publication and that we mention briefly in the conclusions.

In the remainder of the introduction we recall the standard and symmetric rigid body equations.

We recall from Manakov  and Ratiu  that the left invariant generalized rigid body equations on $`\mathrm{SO}(n)`$ may be written as

$`\dot{Q}`$ $`=Q\mathrm{\Omega }`$
$`\dot{M}`$ $`=[M,\mathrm{\Omega }],`$ (RBn)
where $`Q\mathrm{SO}(n)`$ denotes the configuration space variable (the attitude of the body), $`\mathrm{\Omega }=Q^1\dot{Q}so(n)`$ is the body angular velocity, and

$$M:=J(\mathrm{\Omega })=\mathrm{\Lambda }\mathrm{\Omega }+\mathrm{\Omega }\mathrm{\Lambda }so(n)$$

is the body angular momentum. Here $`J:so(n)so(n)`$ is the symmetric (with respect to the above inner product) positive definite operator defined by

$$J(\mathrm{\Omega })=\mathrm{\Lambda }\mathrm{\Omega }+\mathrm{\Omega }\mathrm{\Lambda },$$

where $`\mathrm{\Lambda }`$ is a diagonal matrix satisfying $`\mathrm{\Lambda }_i+\mathrm{\Lambda }_j>0`$ for all $`ij`$. For $`n=3`$ the elements of $`\mathrm{\Lambda }_i`$ are related to the standard diagonal moment of inertia tensor $`I`$ by $`I_1=\mathrm{\Lambda }_2+\mathrm{\Lambda }_3`$, $`I_2=\mathrm{\Lambda }_3+\mathrm{\Lambda }_1`$, $`I_3=\mathrm{\Lambda }_1+\mathrm{\Lambda }_2`$.

The equations $`\dot{M}=[M,\mathrm{\Omega }]`$ are readily checked to be the Euler-Poincaré equations on $`so(n)`$ for the Lagrangian

$$l(\mathrm{\Omega })=\frac{1}{2}\mathrm{\Omega },J(\mathrm{\Omega }).$$

The left invariant symmetric rigid body system is given by the first order equations

$`\dot{Q}`$ $`=Q\mathrm{\Omega }`$
$`\dot{P}`$ $`=P\mathrm{\Omega }`$ (1.1)
where $`\mathrm{\Omega }`$ is regarded as a function of $`Q`$ and $`P`$ via the equations

$$\mathrm{\Omega }:=J^1(M)so(n)\text{and}M:=Q^TPP^TQ.$$

These equations can be derived from the following optimal control problem:

###### Definition 1

Let $`T>0`$, $`Q_0,Q_T\mathrm{SO}(n)`$ be given and fixed. Let the rigid body optimal control problem be given by

$$\underset{Uso(n)}{min}\frac{1}{4}_0^TU,J(U)𝑑t$$
(1.2)
subject to the constraint on $`U`$ that there be a curve $`Q(t)\mathrm{SO}(n)`$ such that

$$\dot{Q}=QUQ(0)=Q_0,Q(T)=Q_T.$$
(1.3)
###### Proposition 2

The rigid body optimal control problem 1 has extremal evolution equations (1.1) where $`P`$ is the costate vector given by the maximum principle.

The optimal controls in this case are given by

$$U=J^1(Q^TPP^TQ).$$
(1.4)
In §3 we derive the impulse equations for fluid flow from the optimal control point of view.

## 2 Inviscid, Incompressible, Fluid Flow

In this section we introduce the usual dynamics for inviscid, incompressible fluid flow, impulse density and the vorticity dynamics. The basic equations we consider are:

$$\frac{v}{t}+(v\mathrm{grad})v=\mathrm{grad}p;\mathrm{div}v=0$$
(2.1)
$$x\mathrm{\Omega };v=v(x,t),p=p(x,t).$$

We assume, for simplicty only that the flow is in all of space or in a periodic box so we do not need to deal with boundary conditions. This is not an essential restriction.

Here, $`v`$ is the fluid velocity and $`p`$ is the pressure. We introduce the impulse density $`z`$,

$$z=v+\mathrm{grad}k.$$
(2.2)
where $`k`$ is an arbitrary scalar field, $`k=k(x,t)`$. Notice that the preceding equation gives the (Helmholtz)-Hodge decomposition of $`z`$. In other words, the projection of $`z`$ to $`v`$ is the Hodge projection of $`z`$. We return to this important remark in the conclusions to gain deeper insight into what is going on with the calculations to follow.

Take the time derivative of (2.2) to get

$$\frac{z}{t}v\times \mathrm{curl}z=\mathrm{grad}\mathrm{\Lambda },\mathrm{div}v=0$$
(2.3)
where

$$\mathrm{\Lambda }=\frac{k}{t}p\frac{1}{2}vv;$$

$`\mathrm{\Lambda }`$ is called the gauge. Any choice of gauge is possible, but to be concrete, we consider the “geometric gauge” $`\mathrm{\Lambda }=vz`$.

With this choice

$$\frac{z}{t}+(v\mathrm{grad})z+(\mathrm{grad}v)^Tz=0,\mathrm{div}v=0$$

and $`k`$ is now fixed by the equation

$$\frac{dk}{dt}=p\frac{1}{2}vv.$$

Let $`𝐳=_iz_idx_i(=zdx)`$ be the one form corresponding to $`z`$. Then one can easily show that

$$_\text{v}𝐳=(z_{}v+v_{}^Tz)dx.$$

Thus the impulse density is governed by:

$$\frac{𝐳}{t}+_\text{v}𝐳=0,\mathrm{div}v=0.$$
(2.4)
Hence by applying the exterior differential operator we obtain

$$\frac{}{t}d𝐳+_\text{v}d𝐳=0,\mathrm{div}v=0.$$

###### Lemma 3

$`w=\mathrm{curl}z=\mathrm{curl}v`$ satisfies the vorticity equation:

$$\frac{w}{t}+[v,w]=0$$
(2.5)
Proof $`d𝐳=_idz_idx_i=_{ij}(\widehat{\mathrm{curl}}z)_{ij}dx_idx_j`$, where $`\widehat{a}b=a\times b`$. We may now compute:

$$_\text{v}d𝐳=\underset{ij}{}[v,\mathrm{curl}z]_{ij}^{}dx_idx_j.\text{ }$$

We now quickly review the two coordinate systems associated with the fluid system. We denote the Lagrange or material variables by $`X_i`$ and the Euler or spatial variables by $`x_i`$, and set

$$x_i=\varphi _i(X,t),1i3.$$

We assume $`\varphi :\mathrm{\Omega }\mathrm{\Omega }`$ is a volume preserving diffeomorphism, with Jacobian equal to unity, $`|\varphi _{}|=1`$.

Let $`v(x,t)=`$ spatial velocity, so that

$$\frac{x_i}{t}=v_i(x,t).$$

Thus $`V(X,t)=v(\varphi (X,t))`$ is the material velocity. Hence

$$\frac{\varphi }{t}(X,t)=v(\varphi (X,t))$$

or

$$\frac{\varphi }{t}=v\varphi .$$
(2.6)
We note the “right invariance” of this system and its evolution on the “Group” $`G=\text{Diff}_{\text{vol}}(\mathrm{\Omega })`$ of volume preserving diffeomorphisms of $`\mathrm{\Omega }`$. Setting

$$a,b=_{𝐑^3}a^T(x,t)b(x,t)𝑑x,$$

and using $`|\varphi _{}|=1`$, we obtain the identity

$$a\varphi ,b=a,b\varphi ^1.$$

With this introduction we may introduce the total vorticity equations:

$$\frac{\varphi }{t}=v\varphi ;\frac{w}{t}=[w,v]:\mathrm{div}v=0.$$
(2.7)
It is interesting to compare these equations with the right invariant Euler equations for the rigid body:

$$\dot{Q}=\mathrm{\Omega }Q;\dot{M}=[\mathrm{\Omega },M]$$
(2.8)
$$[\mathrm{\Omega },M]=\mathrm{\Omega }MM\mathrm{\Omega }\left(\begin{array}{c}=[M,\mathrm{\Omega }]\text{ interpreted}\\ \text{as vector fields}\end{array}\right).$$

These Euler equations are Hamiltonian on $`T^{}\text{SO}(3)`$, with the canonical symplectic structure. The equivalent statements about (2.7) have been well studied, (see references in the introduction). However, the derivation of the symmetric version as in (1.1) provides our motivation for this new study.

## 3 Optimal Control Problem

In this section we introduce an optimal control problem and discuss the corresponding extremals. The problem can be posed as:

$$\underset{v()}{\mathrm{min}}\frac{1}{2}_0^Tv,v𝑑t$$

subject to:

$$\mathrm{div}v=0;\frac{\varphi }{t}=v\varphi $$
(3.1)
and

$$\varphi (X,0)=\varphi _0(X),\varphi (X,T)=\varphi _T(X)\text{ fixed},$$

and, for flow in all of space, suitable conditions at infinity.

This optimal control problem is of course identical to the standard Hamilton principle for ideal fluid mechanics. However our goal here is to analyze it from the point of view of the Pontryagin maximum principle.

We solve this problem by introducing Lagrange multipliers and the cost

$$J(v,\varphi ,\pi ,k)=_0^T\left(\pi ,v\varphi \frac{\varphi }{t}\frac{1}{2}v,v+k,\mathrm{div}v\right)𝑑t$$

The problem (3.1) may be recast as: $`\mathrm{min}J`$, subject to $`\mathrm{div}v=0`$, $`\frac{\varphi }{t}=v\varphi `$, and boundary conditions.

We may prove the following result:

###### Theorem 4

The extremals of problem (3.1) are given by

$`{\displaystyle \frac{\pi }{t}}=`$ $`(v_{}\varphi )^T\pi ,{\displaystyle \frac{\varphi }{t}}=v\varphi `$ (3.2)
$`v=`$ $`\pi \varphi ^1\text{grad }k,\text{div }v=0.\text{ }`$
Sketch Proof

$`\delta J`$ $`=`$ $`{\displaystyle _0^T}(\pi ,\delta v\varphi +(v_{}\varphi )\delta \varphi {\displaystyle \frac{}{t}}\delta \varphi v,\delta v`$
$`+k,\text{ div }\delta v)dt`$
$`=`$ $`{\displaystyle _0^T}(\pi ,\delta v\varphi v,\delta v+k,\text{ div }\delta v)𝑑t`$
$`+{\displaystyle _0^T}\pi ,(v_{}\varphi )\delta \varphi {\displaystyle \frac{}{t}}\delta \varphi 𝑑t`$
Noting that $`\delta v(\mathrm{},t)=\delta \varphi (x,0)=\delta \varphi (x,T)=0`$, we obtain

$`\delta J`$ $`=`$ $`{\displaystyle _0^T}\pi \varphi ^1v\text{ grad }k,\delta v𝑑t`$
$`+{\displaystyle _0^T}(v_{}\varphi )^T\pi +{\displaystyle \frac{\pi }{t}},\delta \varphi 𝑑t.`$
The system (3.2) follows immediately.

We note that the system (3.2) should be interpreted in terms of Lagrange and Euler variables in the form

$`{\displaystyle \frac{\pi }{t}}(X,t)=`$ $`\left({\displaystyle \frac{v}{x}}(\varphi (X,t),t)\right)^T\pi (X,t),`$
$`{\displaystyle \frac{\varphi }{t}}(X,t)=`$ $`v(\varphi (X,t)),`$
and

$$v(x,t)=\pi \varphi ^1(x,t)\mathrm{grad}k(x,t).$$

We now study the Hamiltonian for the extremal flow. Employing the maximum principle we know that the Hamiltonian corresponding to the problem (3.1) is

$$H(\pi ,\varphi )=\pi ,v\varphi \frac{1}{2}v,v.$$

We introduce the vector potential for $`v`$

$$v=\mathrm{curl}\psi ;\mathrm{div}\psi =0,$$

(and $`\psi 0`$ at infinity in all of space). Thus

$$\omega =\mathrm{curl}v=\text{curl curl}\psi =\mathrm{\Delta }\psi +\text{grad div}\psi =\mathrm{\Delta }\psi ,$$

so

$$\omega =\mathrm{\Delta }\psi ;\mathrm{\Delta }=\text{Laplacian};.$$

Thus $`\psi =A\omega `$ where $`A`$ is an integral operator. From these identities we may write:

$`H(\pi ,\varphi )`$ $`=`$ $`\pi \varphi ^1,\text{ curl}\psi {\displaystyle \frac{1}{2}}v,\text{ curl}\psi `$
$`=`$ $`\mathrm{curl}\pi \varphi ^1,\psi {\displaystyle \frac{1}{2}}\mathrm{curl}v,\psi `$
But

$$v=\pi \varphi ^1\mathrm{grad}k$$

so

$$\mathrm{curl}v=\mathrm{curl}\pi \varphi ^1$$

and

$`H(\pi ,\varphi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{curl}\pi \varphi ^1,\psi `$ (3.3)
$`=`$ $`{\displaystyle \frac{1}{2}}\pi \varphi ^1,v`$ (3.4)
$`=`$ $`{\displaystyle \frac{1}{2}}\omega ,A\omega `$ (3.5)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{curl}\pi \varphi ^1,A\text{ curl}\pi \varphi ^1.`$ (3.6)
We now compute along extremals (3.2)

$$\frac{}{t}\underset{i}{}\pi _i(X,t)d\varphi _i(X,t)=0$$

or

$$\frac{}{t}\underset{i}{}\pi _id\varphi _i=0.$$

Hence

$$\frac{}{t}\underset{i}{}d\pi _id\varphi _i=0.$$

Thus the “canonical two form”

$$\underset{i}{}d\pi _id\varphi _i=\underset{ijk}{}\frac{\pi _i}{X_j}\frac{\varphi _i}{X_k}dX_jdX_k$$

is constant along extremals. We now have the following critical result.

###### Lemma 5

Let $`z=\pi \varphi ^1`$. Along extremals (3.2)

$$\frac{z}{t}+z_{}v+v_{}^Tz=0.\text{ }$$

Thus $`𝐳=zdx`$ satisfies

$$\frac{𝐳}{t}+_\text{v}𝐳=0,\frac{\varphi }{t}=v\varphi $$
(3.7)
It follows that we have recovered the evolution of the impulse density of the fluid flow, equation (2.4). Note that $`H=\frac{1}{2}z,v`$, where $`zv=\mathrm{\Lambda }`$ is the geometric gauge. The following result relates $`z`$ to the canonical two form.

###### Lemma 6

$`\varphi ^1_id\pi _id\varphi _i=_idz_idx_i=d𝐳`$.

Substituting the relation

$$z=v+\text{grad }k$$

into the system (3.7) recovers the system (2.1) where

$$\frac{dk}{dt}=p\frac{1}{2}\text{ v.v.}$$
(3.8)
However $`k`$ is not arbitrary, since it is determined by the extremal system (3.2). In fact

$$\text{div }z=\text{div }\pi \varphi ^1=\text{div grad }k=\mathrm{\Delta }k.$$

Thus,

$`k=`$ $`A\text{div }z=A\text{div }\pi \varphi ^1.`$ (3.9)
$`v=`$ $`\pi \varphi ^1\text{grad }A\text{div }\pi \varphi ^1.`$
Hence the pressure $`p`$ is also determined by the flow.

###### Lemma 7

By augmenting the cost functional in the optimal control problem (3.1) by a potential function $`\eta `$

$$_0^T\left(\frac{1}{2}\text{v.v}_\mathrm{\Omega }\eta \varphi \right)𝑑t$$

the extremal flow satisfies the system (2.1) with the pressure determined by

$$\frac{dk}{dt}=p\eta \frac{1}{2}\text{v.v.}$$

$`k`$ and $`v`$ are determined from (3.9).

Thus any pressure $`p`$ may be obtained via a suitable potential $`\eta `$.

## 4 Hamiltonian Structure of Extremals

We now briefly explore the Hamiltonian nature of (2.1) and the extremal equations (3.2). If $`u`$ is a smooth function of $`x`$ and $`t`$, and $`h[u]`$ is a function of $`x,t`$ and the jet of $`u`$, let

$$H[u]=_{𝐑^3}h[u]𝑑x.$$

Define

$$\delta H[u]=_{𝐑^3}\frac{\delta H(u)}{\delta u},\delta u𝑑x.$$

We have the following result:

###### Theorem 8

For the Hamiltonian (3.6)

$$\frac{\delta H}{\delta \pi }(\pi ,\varphi )=v\varphi ;\frac{H}{\varphi }(\pi ,\varphi )=(v_{}\varphi )^T\pi .\text{ }$$

Thus the extremal equations (3.2) may be written as

$$\frac{\pi }{t}=\frac{\delta H}{\delta \varphi };\frac{\varphi }{t}=\frac{\delta H}{\delta \pi }.$$
(4.1)
These equations are canonical with respect to the natural symplectic form on $`L_2(𝐑^3:𝐑^3)\times L_2(𝐑^3:𝐑^3)`$

$$\omega ((X_1,Y_1),(X_2,Y_2))=_{𝐑^3}(Y_2X_1X_2Y_1)𝑑x$$

Thus we have expressed the extremal equations (3.2) in terms of a canonical Hamiltonian system.

## 5 Conclusions

As described earlier, the Euler (impulse) equations (3.2) are not quite in the symmetric form that we obtain in the rigid body setting – i.e. we do not get a symmetric flow on two copies of the diffeomorphism group. However, it is possible to extend the analysis to this setting by factoring $`\pi `$ as

$$\pi =r\psi ,$$
(5.1)
where

$$\frac{\psi }{t}=v\psi $$
(5.2)
and $`\psi `$ evolves on the diffeomorphim group. Thus we do get symmetric equations for $`\varphi `$ and $`\psi `$ coupled to an interesting radial equation for $`r`$. This also has an analogue in the finite-dimensional setting – one allows $`P`$ to be in $`Gl(n)`$ and considers the polar decomposition $`P=RK`$ where $`R`$ is symmetric positive definite and $`K`$ lies in $`\mathrm{SO}(n)`$. We shall describe the details of this analysis in a forthcoming publication.

In addressing these issues, a deeper understanding of both the Hamiltonian and variational structure as well as the geometry is needed. For example, we can obtain more insight into some of the calculations done in this paper as follows. Consider the Hodge projection $`𝐏:XX_{\mathrm{vol}}`$ taking a vector field $`z`$ to its divergence free part parallel to the boundary. As we have mentioned in the introduction, using the $`L_2`$ pairing, this map is a Poisson map. Taking the $`L_2`$ kinetic energy as the Hamiltonian on the unconstrained space $`X`$ as well as on the constrained space $`X_{\mathrm{vol}}`$, we conclude that the corresponding Hamiltonian systems with their Lie Poisson bracket structures are mapped one to the other (including integral curves) by the Hodge projection. This simple remark is, in fact, the essense of what is going on in relaxing the divergence free constraints and in relating the Hamiltonian structure in the formalism of Osledets, Buttke, and Kusmin. We have, in fact, shown some aspects of this remark in the above direct calculations. A deeper problem, to which we will return in other work, is to carry this out in material representation, where one needs a nonlinear Hodge decomposition, similar to the Moser decomposition (a diffeomorphism group analogue of the polar decomposition) discussed in Ebin and Marsden . Many of these issues are addressed in work of Brenier; see, eg, Brenier .

Acknowledgement: We would like to thank Peter Smereka for useful conversations.

## 6 References

Benjamin T. Brooke  Impulse, Flow Force and Variational Principles, IMA Journal of Applied Mathematics 32, 3-68.

Bloch, A.M., R. W. Brockett, and P.E. Crouch  Double bracket equations and geodesic flows on symmetric spaces. Comm. Math Phys 187,357-373.

Bloch, A. M. and P. E. Crouch  Optimal control and geodesic flows. Systems and Control Letters 28, 65-72.

Bloch, A. M., P. E. Crouch J.E. Marsden and T.S. Ratiu  Discrete rigid body dynamics and optimal control Proceedings of the 37th CDC, IEEE, 2249-2254.

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