text:
# 1 Introduction

## 1 Introduction

In a recent paper , the second order (difference) Painlevé equations have been classified by using the geometry of algebraic surfaces. The classification falls into three types: rational, trigonometric and elliptic. Each case is associated with a special divisor corresponding to one of the Kodaira singular fibers of elliptic fibration (Table. 1) .

$$\begin{array}{cccccccccccccccccccccccc}\mathrm{ell}.& \mathrm{I}_0& & & & & & & & & & & & & & & & & & & & & & \\ \mathrm{tri}.& \mathrm{I}_1& & \mathrm{I}_2& & \mathrm{I}_3& & \mathrm{I}_4& & \mathrm{I}_5& & \mathrm{I}_6& & \mathrm{I}_7& & \mathrm{I}_8& & \mathrm{I}_9& & & & & & \\ & & & & & & & & & & & & & & & & & & & & & & & \\ & & & & & & & & & & & & & & & \mathrm{I}_8& & & & & & & & \\ \mathrm{rat}.& \mathrm{II}& & \mathrm{III}& & \mathrm{IV}& & & & \mathrm{I}_{0}^{}{}_{}{}^{}& & \mathrm{I}_{1}^{}{}_{}{}^{}& & \mathrm{I}_{2}^{}{}_{}{}^{}& & \mathrm{I}_{3}^{}{}_{}{}^{}& & \mathrm{I}_{4}^{}{}_{}{}^{}& & & & & & \\ & & & & & & & & & & & & & & & & & & & & & & & \\ & & & & & & & & & & & & & \mathrm{IV}^{}& & \mathrm{III}^{}& & \mathrm{II}^{}& & & & & & \end{array}$$
(1)
In physics, the same111The corresponding root systems are complement with each other. diagram appeared as the RG flow of the $`E`$-strings in dimensions $`d=6`$ , $`d=5`$  and $`d=4`$ .

$$\begin{array}{cccccccccccccccccccccccc}d=6& E_{10}& & & & & & & & & & & & & & & & & & & & & & \\ d=5& \widehat{E}_8& & \widehat{E}_7& & \widehat{E}_6& & \widehat{E}_5& & \widehat{E}_4& & \widehat{E}_3& & \widehat{E}_2& & \widehat{E}_1& & \widehat{E}_0& & & & & & \\ & & & & & & & & & & & & & & & & & & & & & & & \\ & & & & & & & & & & & & & & & \stackrel{~}{\widehat{E}}_1& & & & & & & & \\ d=4& E_8& & E_7& & E_6& & & & D_4& & D_3& & D_2& & D_1& & D_0& & & & & & \\ & & & & & & & & & & & & & & & & & & & & & & & \\ & & & & & & & & & & & & & A_2& & A_1& & A_0& & & & & & \end{array}$$
(2)
Of course, this is not an accident, since both of them are described by the same geometry, namely the del Pezzo surface $`B_9`$ which is a blown up of $`𝐏^2`$ at $`9`$ points. The difference is that in the $`E`$-string case the 9 points are chosen in special position so that the surface admits an elliptic fibration.

Furthermore, the $`E_n`$-series in the above diagram is also well-known in connection with the duality symmetry of $`M`$-theory compactified on a torus . In this correspondence, the Weyl group part of the $`U`$-duality group is identified with the Cremona isometry $`W(E_k)`$ for del Pezzo $`B_k`$ . (This duality was discussed from the point of view of Little String Theory supersymmetric indices .) The aim of this paper is to examine the correspondence by closely looking the way how the Weyl group is realized in each case.

This paper is organized as follows. In section 2, we clarify the special role of the fiber at $`u=\mathrm{}`$ in the Seiberg-Witten geometry . We also give an example of duality map between two Seiberg-Witten curves corresponding to different space-time dimensions. In section 3, we give a reformulation of the elliptic Painlevé equation where the hidden $`W(E_{10})`$ symmetry is manifestly realized and the relation to the Seiberg-Witten geometry of $`E`$-strings is discussed. In section 4, we study the Painlevé equations arising from a consistent truncation/reduction of the $`M`$-theory and compare the Painlevé Bäcklund transformations with the $`U`$-duality. Finally, section 5 is devoted to the conclusions and discussions.

## 2 The role of the fiber at $`u=\mathrm{}`$

The equations for the $`SU(2)`$ $`E_8`$ flavor Seiberg-Witten curves with two mass parameters have been given by Minahan et. al.

$$\begin{array}{cc}\mathrm{rat}.\hfill & y^2=x^32u(u^2+m_1^2x)(u^2+m_2^2x),\hfill \\ \mathrm{tri}.\hfill & y^2=x^3+u^2x^22u(u^2+\mathrm{sin}^2m_1x)(u^2+\mathrm{sin}^2m_2x),\hfill \\ \mathrm{ell}.\hfill & y^2=x^3+(1+k^2)u^2x^22u(u^2+\mathrm{sn}^2m_1x)(u^2+\mathrm{sn}^2m_2x)+k^2u^4x.\hfill \end{array}$$
(3)
The discriminants and singular fibers are

$$\begin{array}{ccc}\mathrm{rat}.\hfill & \mathrm{\Delta }=u^8(u^2+\mathrm{}),\hfill & \mathrm{I}_2^{}+2\mathrm{I}_1+(\mathrm{II})_{u=\mathrm{}},\hfill \\ \mathrm{tri}.\hfill & \mathrm{\Delta }=u^8(u^3+\mathrm{}),\hfill & \mathrm{I}_2^{}+3\mathrm{I}_1+(\mathrm{I}_1)_{u=\mathrm{}},\hfill \\ \mathrm{ell}.\hfill & \mathrm{\Delta }=u^8(u^4+\mathrm{}),\hfill & \mathrm{I}_2^{}+4\mathrm{I}_1.\hfill \end{array}$$
(4)
The $`\mathrm{I}_2^{}(=D_6)`$ singularity at $`u=0`$ corresponds to the two mass deformation of $`\mathrm{II}^{}(=E_8)`$. Note that the difference among the three cases (rat/tri/ell) appears on the fiber at $`u=\mathrm{}`$. That is, the fiber is a cusp/nodal/smooth curve, respectively.

To see the meaning of the fiber at $`u=\mathrm{}`$, let us consider the sections. For all three cases, the Mordell-Weil lattice are $`A_1^{}A_1^{}`$. In fact, we have the following generators of the sections,

$$\begin{array}{ccc}\mathrm{rat}.\hfill & x=\frac{1}{v^2}u^2\hfill & y=i\frac{1}{v^3}u^3,\hfill \\ \mathrm{tri}.\hfill & x=\frac{1}{\mathrm{sin}^2v}u^2\hfill & y=i\frac{\mathrm{cos}v}{\mathrm{sin}^3v}u^3,\hfill \\ \mathrm{ell}.\hfill & x=\frac{1}{\mathrm{sn}^2v}u^2\hfill & y=i\frac{\mathrm{cn}v\mathrm{dn}v}{\mathrm{sn}^3v}u^3,\hfill \end{array}$$
(5)
where $`v=m_1`$ or $`m_2`$. Other sections can be obtained by addition and have the form at $`u=\mathrm{}`$ as

$$x=a_2u^2+a_1u+\mathrm{},y=b_3u^2+b_2u^2+\mathrm{},$$
(6)
where the leading term is of the form (5) with $`v=k_1m_1+k_2m_2`$ ($`k_1,k_2𝐙`$). Let us consider the elliptic case. The fiber at $`u=\mathrm{}`$ is a smooth curve

$$y^2=x^3+(1+k^2)x^2+k^2x,$$
(7)
which can be parametrized as

$$x=x(v)=\frac{1}{\mathrm{sn}^2v},y=y(v)=i\frac{\mathrm{cn}v\mathrm{dn}v}{\mathrm{sn}^3v}.$$
(8)
Note that this is nothing but the leading term of the section. Hence the parameter $`v`$ represent the point where the section and the fiber at $`u=\mathrm{}`$ intersect. Similarly, for the case of rational or trigonometric, the intersection point is parametrized by the trigonometric or rational functions of parameter $`v`$. In  the coincidence between certain parameter $`v`$ in sections and mass parameters was observed. The above argument explains the mechanism of this identification.

Finally, we consider the relation between the curves in (3) and $`SU(2)`$ $`N_f=2`$ Seiberg-Witten curve . The $`N_f=2`$ Seiberg-Witten curve

$$y^2=(x^2\frac{\mathrm{\Lambda }^4}{64})(xu)+\frac{\mathrm{\Lambda }^2}{4}M_1M_2x\frac{\mathrm{\Lambda }^4}{64}(M_1^2+M_2^2),$$
(9)
and the elliptic case in (3) are both the generic curves with the $`D_6`$ singularity. Hence, they should be related with each other. In fact, up to simple change of variables $`x,u`$, these curves are equivalent. The relations of parameters are

$$\begin{array}{c}\mathrm{\Lambda }^2=4(\frac{1}{\mathrm{sn}m_1}\frac{1}{\mathrm{sn}m_2}),\\ \mathrm{\Lambda }^2(M_1+M_2)=8\frac{\mathrm{cn}m_1\mathrm{dn}m_1}{\mathrm{sn}^3m_1},\mathrm{\Lambda }^2(M_1M_2)=8\frac{\mathrm{cn}m_2\mathrm{dn}m_2}{\mathrm{sn}^3m_2}.\end{array}$$
(10)
This mapping $`(\mathrm{\Lambda },M_1,M_2)(k,m_1,m_2)`$ can be interpreted as a kind of duality which connects different theories (in different dimensions).

## 3 The elliptic Painlevé equation

On a del Pezzo surface $`B_k`$ the Weyl group $`W(E_k)`$ acts as the Cremona isometry . For the case of $`k=9`$, the Weyl group $`W(E_9)`$ is the affine Weyl group of type $`W(E_8^{(1)})`$ which contains the translation subgroup $`𝐙^8`$ and this is the origin of the elliptic Painlevé equation . This construction can be considered as an example of general strategy to construct discrete Painlevé equations by using affine Weyl groups .

We will reformulate the elliptic Painlevé equation in the form where the hidden $`W(E_{10})`$ symmetry is manifestly realized. Let $`M`$ be the space of $`3\times 10`$ matrix

$$M=\left\{X=\left[\begin{array}{ccccc}x_1& x_2& x_3& \mathrm{}& x_{10}\\ y_1& y_2& y_3& \mathrm{}& y_{10}\\ z_1& z_2& z_3& \mathrm{}& z_{10}\end{array}\right]\right\}.$$
(11)
Each column vector $`P_i=(x_i:y_i:z_i)`$ may be thought of as a projective coordinate of a point $`P_i𝐏^2`$. In view of this, we make an identification

$$=\mathrm{PGL}(3)\backslash M/(𝐂^\times )^{10}.$$
(12)
A representative of this coset can be taken as

$$X=\left[\begin{array}{cccccccc}1& & & 1& 1& \mathrm{}& 1& \\ & 1& & 1& u_5& \mathrm{}& u_{10}& \\ & & 1& 1& v_5& \mathrm{}& v_{10}& \end{array}\right],$$
(13)
where

$$u_i=\frac{\mu _{234}\mu _{13i}}{\mu _{134}\mu _{23i}},v_i=\frac{\mu _{234}\mu _{12i}}{\mu _{124}\mu _{23i}}(i=5,\mathrm{},10),$$
(14)
and $`\mu _{ijk}`$ is the minor determinant of $`X`$ taking $`i`$, $`j`$ and $`k`$th columns. We have an action of the symmetric group $`S_{10}`$ which act as a permutation of the columns of $`X`$. In terms of the coordinates $`(u_i,v_i)`$, $`i=5,\mathrm{},10`$ the $`S_{10}`$-action can be written as follows :

The actions of $`s_1,s_2,s_3`$ are given by

$$\begin{array}{cc}s_1(u_i)=\frac{1}{u_i},\hfill & s_1(v_i)=\frac{v_i}{u_i},\hfill \\ s_2(u_i)=v_i,\hfill & s_2(v_i)=u_i,\hfill \\ s_3(u_i)=\frac{u_iv_i}{1v_i},\hfill & s_3(v_i)=\frac{v_i}{v_i1},\hfill \end{array}$$
(15)
The action of $`s_4`$ is

$$\begin{array}{cccc}s_4(u_5)=\frac{1}{u_5},\hfill & s_4(v_5)=\frac{1}{v_5},\hfill & s_4(u_i)=\frac{u_i}{u_5},\hfill & s_4(v_i)=\frac{v_i}{v_5},(i=6,\mathrm{},10)\hfill \end{array}$$
(16)
And $`s_i`$ for $`i=5,\mathrm{},9`$ act as

$$\begin{array}{cccc}s_i(u_i)=u_{i+1},\hfill & s_i(u_{i+1})=u_i,\hfill & s_i(u_j)=u_j,\hfill & (ji,i+1)\hfill \\ s_i(v_i)=v_{i+1},\hfill & s_i(v_{i+1})=v_i,\hfill & s_i(v_j)=v_j,\hfill & (ji,i+1)\hfill \end{array}$$
(17)
Besides the permutations $`s_iS_{10}`$ ($`i=1,\mathrm{},9`$), there exist another important involution $`s_0`$ on the variables $`(u_i,v_i)`$, namely

$$s_0(u_i)=\frac{1}{u_i},s_0(v_i)=\frac{1}{v_i}.$$
(18)
Geometrically, this is a standard Cremona transformation with center $`(P_1,P_2,P_3)`$. By direct computation, we have

$$(s_0s_i)^2=1,(i3)\mathrm{and}(s_0s_3)^3=1.$$
(19)
In summary, the transformations $`s_i`$, $`i=0,1,\mathrm{},9`$ defined by (15), (16), (17) and (18) give a birational representation of the Weyl group $`W(E_{10})`$ on the field of rational functions $`𝐂(u_5,\mathrm{},u_{10},v_5,\mathrm{},v_{10})`$.

The construction of the elliptic Painlevé equation is very simple. The Weyl group $`W(E_{10})`$ contains $`W(E_8^{(1)})`$ generated by $`s_i`$ ($`i=0,\mathrm{},8`$). This group $`W(E_8^{(1)})`$ has a translation subgroup $`𝐙^8`$. The birational action of these translations on $``$ is nothing but the Sakai’s elliptic Painlevé equation. The explicit action of these translations on the variables $`(u_i,v_i)`$ are too complicated and seems to be beyond our computational ability. We give an intermediate formula for one of the translations222 There exist $`240`$ commuting translations corresponding to $`E_8`$ roots. Any of them can be represented as a composition of 58 simple reflections. Among the $`240`$ translations, only 8 of them are multiplicatively independent.

$$T=(pqp)^2,p=s_3s_4s_5s_2s_3s_4s_1s_2s_3s_0,q=s_6s_7s_8s_5s_6s_7s_4s_5s_6.$$
(20)
The result is given as follows:

$$\begin{array}{c}p(u_5,u_6,u_i)=\frac{\mu _{146}}{\mu _{156}}(\frac{\mu _{256}}{\mu _{246}},\frac{\mu _{356}}{\mu _{346}},\frac{\mu _{56i}}{\mu _{46i}}),(i=7,\mathrm{},10)\hfill \\ p(v_5,v_6,v_i)=\frac{\mu _{145}}{\mu _{156}}(\frac{\mu _{256}}{\mu _{245}},\frac{\mu _{356}}{\mu _{345}},\frac{\mu _{56i}}{\mu _{45i}}),(i=7,\mathrm{},10)\hfill \end{array}$$
(21)
$$\begin{array}{c}q(u_5,u_6,u_7,u_8,u_9,u_{10})=\frac{1}{u_7}(u_8,u_9,1,u_5,u_6,u_{10}),\hfill \\ q(v_5,v_6,v_7,v_8,v_9,v_{10})=\frac{1}{v_7}(v_8,v_9,1,v_5,v_6,v_{10}).\hfill \end{array}$$
(22)
If the $`9`$ points $`P_1,\mathrm{},P_9`$ are in general position, there exist unique elliptic curve $`C𝐏^2`$ which pass through the $`9`$ points. This curve $`C`$ play the role of the fiber at $`u=\mathrm{}`$ in the previous section and it is invariant under the action of $`W(E_8^{(1)})`$. Using this curve $`C`$ as a “ruler”, Sakai introduced another coordinates of the coset $``$ : $`\theta _1,\mathrm{},\theta _9`$, $`\tau `$ and $`(x:y:z)𝐏^2`$, such that the matrix $`X`$ is represented as

$$X=\left[\begin{array}{cccccccc}\mathrm{}(\theta _1)& \mathrm{}(\theta _2)& \mathrm{}& \mathrm{}(\theta _9)& x& & & \\ \mathrm{}^{}(\theta _1)& \mathrm{}^{}(\theta _2)& \mathrm{}& \mathrm{}^{}(\theta _9)& y& & & \\ 1& 1& \mathrm{}& 1& z& & & \end{array}\right].$$
(23)
Here $`\mathrm{}(\theta )=\mathrm{}(\theta ,\tau )`$ is the Weierstrass $`\mathrm{}`$ function which parameterize the elliptic curve $`C`$. In terms of Sakai’s coordinates, the action of $`W(E_8^{(1)})`$ is given as follows . The $`S_9`$ part is just the permutation of the parameters $`\theta _i`$. The only non-trivial one is $`s_0`$ which has been determined explicitly333This means that these nine $`\theta _i`$’s transform under $`W(E_8)`$ as the $`SL(9)`$ Cartan subalgebra, and hence correspond to the nine radii in the $`T^9`$ compactification of $`M`$-theory. The extra Weyl reflection $`s_0`$ (called ‘2/5 transformation’ in ) is naturally understood via the $`SL(9)`$ decomposition of $`E_8`$ . as

$$s_0(\theta _i)=\theta _i^{}=\{\begin{array}{cc}\theta _i+\frac{1}{3}(\theta _1+\theta _2+\theta _3),\hfill & i=4,\mathrm{},9\hfill \\ \theta _i\frac{2}{3}(\theta _1+\theta _2+\theta _3),\hfill & i=1,2,3\hfill \end{array}$$
(24)
$$s_0\left[\begin{array}{c}x\hfill \\ y\hfill \\ z\hfill \end{array}\right]=\left[\begin{array}{ccc}x_1^{}& x_2^{}& x_3^{}\\ y_1^{}& y_2^{}& y_3^{}\\ z_1^{}& z_2^{}& z_3^{}\end{array}\right]\left[\begin{array}{c}d_{23}l_{31}l_{12}\hfill \\ d_{31}l_{12}l_{23}\hfill \\ d_{12}l_{23}l_{31}\hfill \end{array}\right],$$
(25)
$$l_{jk}=det\left[\begin{array}{ccc}x& x_j& x_k\\ y& y_j& y_k\\ z& z_j& z_k\end{array}\right],d_{jk}=det\left[\begin{array}{ccc}x_{}& x_j& x_k\\ y_{}& y_j& y_k\\ z_{}& z_j& z_k\end{array}\right]det\left[\begin{array}{ccc}x_{}^{}& x_j^{}& x_k^{}\\ y_{}^{}& y_j^{}& y_k^{}\\ z_{}^{}& z_j^{}& z_k^{}\end{array}\right].$$
(26)
Where $`(x_{},y_{},z_{})`$ and $`(x_{}^{},y_{}^{},z_{}^{})`$ are any points on the curve $`C`$ such that $`(x_{},y_{},z_{})=(\mathrm{}(\theta ),\mathrm{}^{}(\theta ),1)`$, $`(x_{}^{},y_{}^{},z_{}^{})=(\mathrm{}(\theta ^{}),\mathrm{}^{}(\theta ^{}),1)`$ with $`\theta ^{}=\theta +(\theta _1+\theta _2+\theta _3)/3`$.

In these coordinates, the translation $`T`$ (20) acts on the parameters $`\theta _i`$ as

$$T(\theta _1,\mathrm{},\theta _9)=(\theta _1,\mathrm{},\theta _9)\frac{1}{3}\theta (2,2,2,1,\mathrm{},1),$$
(27)
where $`\theta ={\displaystyle \underset{i=1}{\overset{9}{}}}\theta _i`$. When $`\theta =0`$ (modulo periods), the first 9 points are in special position such that the curve $`C`$ passing through the 9 points is given by one parameter family (a ‘pencil’ of cubic)

$$\lambda F(x,y,z)+\mu G(x,y,z)=0.$$
(28)
Then the corresponding del Pezzo $`B_9`$ admits an elliptic fibration $`B_9𝐏^1=\{(\lambda :\mu )\}`$ and 9 blown-up $`𝐏^1`$’s correspond to 9 sections of the fibration. The parameters $`\theta _i`$ specify the 9 points $`(x_i:y_i:z_i)=(\mathrm{}(\theta _i):\mathrm{}^{}(\theta _i):1)`$ where the sections intersect with the marked curve $`C`$ (at $`u=\mathrm{}`$). These data define the Seiberg-Witten curve for $`d=6`$ $`E_8`$-string as explained in . In this special case, by choosing the parameter $`(\lambda :\mu )`$ suitably $`C`$ may pass the 10th point $`(x:y:z)`$ also and we can put $`(x:y:z)=(\mathrm{}(\theta _{10}):\mathrm{}^{}(\theta _{10}):1)`$. Then all the action of $`W(E_{10})`$ are represented by addition and permutation on the variables $`\theta _i`$ ($`i=1,\mathrm{},10`$).

## 4 Painlevé Bäcklund transformations and $`U`$-duality

### 4.1 Relation to $`M`$-theory duality

The del Pezzo surfaces $`B_k`$ play crucial role in various context of string compactifications. In a recent paper , Iqbal, Neitzke and Vafa observed a duality between $`M`$-theory on $`T^k`$ and del Pezzo surfaces $`B_k`$. In this correspondence, the Weyl group part of the $`U`$-duality group is identified with the Cremona isometry $`W(E_k)`$ for del Pezzo $`B_k`$. As we have seen in the previous section, the Cremona isometry is the origin of the Bäcklund transformation/discrete time evolution of the elliptic Painlevé equation, it is natural to expect some relation between the Painlevé Bäcklund transformations and $`U`$-duality. In fact, there exist an analogy between these two Weyl group realizations. Namely the permutation part of the duality can be realized as a change of the order of the compactifications , correspondingly the Weyl group symmetry of the $`E_{10}`$ Painlevé equation appears as a change of the blowing down structure .

The Painlevé difference equations reduce to the six Painlevé differential equations in the continuum limit. The latter also possess affine Weyl group symmetries generated by the Bäcklund transformations. Thus it will be interesting to explore whether these differential equations have direct connections with the string equations of motion.

In general relativity, it has been known for some time that some static, axisymmetric solutions of Einstein(-Maxwell)’s equation(s) obey Painlevé differential equations -. For example, the Ernst equation, the equation of motion for the scalars in the dimensionally reduced $`D=4`$ pure gravity, reduce to the third or the fifth Painlevé equation under certain assumptions. Since $`D=10`$, type IIB scalar sigma model is identical to that of the Ernst system, one can exploit the general relativity result to find special IIB scalar solutions that obey Painlevé equations.

Let us consider a consistent truncation of type IIB supergravity

$$=\sqrt{G^{(10)}}\left(R^{(10)}\frac{_M\tau ^M\overline{\tau }}{2(\text{Im}\tau )^2}\right),$$
(29)
where $`\tau =C+ie^\mathrm{\Phi }`$ with $`C`$ and $`\mathrm{\Phi }`$ being the RR scalar and the dilaton, respectively. We further adopt an ansatz that the ten-dimensional Einstein-frame metric $`G_{MN}^{(10)}`$ is of the form

$$ds_{\mathrm{IIB}}^2=\lambda ^2(dx^2+d\rho ^2)+\rho ^2d\varphi ^2+(dt^2+\underset{i=1}{\overset{6}{}}dx_i^2),$$
(30)
and that $`\lambda `$ is a real function of $`\mathrm{}<x<\mathrm{}`$, the coordinate parallel to the symmetric axis, and the radial coordinate $`\rho 0`$. $`\varphi `$ is the angle coordinate. We also assume that the complex potential $`\tau `$ depends444 One may also trade $`\rho `$ for the time $`t`$ to discuss colliding string wave solutions. See e.g.  for recent discussions and further references. only on $`x`$ and $`\rho `$. In this way, we get a two-dimensional system without enlarging the duality symmetry than $`SL(2,\text{R})/U(1)`$.

In fact, this truncation is equivalent to the dimensional reduction of $`D=4`$ pure gravity to $`D=2`$ with a four-dimensional metric

$$ds_{4\mathrm{D}}^2=e^\mathrm{\Phi }(\lambda ^2(dx^2+d\rho ^2)+\rho ^2d\varphi ^2)e^\mathrm{\Phi }(dt+A_\varphi d\varphi )^2$$
(31)
with

$$_\xi A_\varphi =i\rho e^{2\mathrm{\Phi }}_{\overline{\xi }}C,\xi x+i\rho .$$
(32)
The equation of motion for $`\tau `$ is given by the Ernst equation

$$e^\mathrm{\Phi }\delta ^{\mu \nu }_\mu (\rho _\nu \tau )=i\rho \delta ^{\mu \nu }_\mu \tau _\nu \tau ,$$
(33)
where $`x^\mu =(x,\rho )`$. If $`\tau `$ is known, the conformal factor $`\lambda `$ is consistently determined by integrating the first-order ‘Virasoro constraint’. (See  for related technology.)

The metric ansatz (30) is close to that for the D7-brane solutions , but the crucial difference is the appearance of $`\rho ^2`$ in $`G_{\varphi \varphi }^{(10)}`$. Owing to this explicit coordinate dependence (‘the Weyl canonical coordinate’), $`\tau `$ cannot be holomorphic, and the solution does not preserve supersymmetry.

### 4.2 Painlevé III and $`S`$-duality

To reduce (33) to a Painlevé equation, we first switch from the $`SL(2,R)`$ variable $`\tau `$ to the $`SU(1,1)`$ variable $`F`$, defined by

$$\tau =i\frac{1+F}{1F}.$$
(34)
In terms of $`F`$, the Ernst equation becomes

$$(1F\overline{F})\delta ^{\mu \nu }_\mu (\rho _\nu F)=2\rho \delta ^{\mu \nu }\overline{F}_\mu F_\nu F.$$
(35)
We further assume the coordinate dependence of $`F(x,\rho )`$ as

$$F(x,\rho )=f(\rho )e^{i\omega x},$$
(36)
where $`f(\rho )`$ is a real function, and $`\omega `$ is a real constant. The equation (35) reduces to

$$(f^21)(f^{\prime \prime }+\frac{f^{}}{\rho }\omega ^2f)=2f(f^2\omega ^2f^2).$$
(37)
Here the prime denotes differentiation with respect to $`\rho `$. Then by the replacement

$$y\frac{1+f}{1f}$$
(38)
we obtain

$$y^{\prime \prime }=\frac{y^2}{y}\frac{y^{}}{\rho }+\frac{\omega ^2}{4}(y^3\frac{1}{y}).$$
(39)
This is Painlevé III

$$y^{\prime \prime }=\frac{y^2}{y}\frac{y^{}}{\rho }+\frac{\alpha y^2+\beta }{\rho }+\gamma y^3+\frac{\delta }{y}$$
(40)
with special parameters

$$\alpha =\beta =0,\gamma =\delta =\frac{\omega ^2}{4}.$$
(41)
Painlevé III (with generic parameters) is known to have a symmetry of Bäcklund transformations isomorphic to the Weyl group of type $`(A_1A_1)^{(1)}`$ generated by three independent Weyl reflections . One of them is

$$y\frac{1}{y},(\alpha ,\beta ,\gamma ,\delta )(\beta ,\alpha ,\delta ,\gamma )$$
(42)
which leaves the condition (41) unchanged. Since this implies $`\tau 1/\tau `$, we see that this Bäcklund transformation of Painlevé III precisely corresponds to $`S`$-duality of IIB theory. On the other hand, the second Bäcklund transformation is simply

$$yy,\rho \rho ,(\alpha ,\beta ,\gamma ,\delta )(\alpha ,\beta ,\gamma ,\delta )$$
(43)
It just flips the sign of $`\tau `$, and hence is a physically irrelevant transformation. Finally, Painlevé III has yet another independent Bäcklund transformation. It shifts the parameters $`\alpha `$, $`\beta `$ to nonzero values, and therefore the differential equation does not keep its form of what has been reduced from the Ernst equation. Thus it does not correspond to duality, either.

We conclude this subsection with a remark on how the Geroch group  is related to the Painlevé Bäcklund transformations. An affine Lie group symmetry of a two-dimensional reduced nonlinear sigma model is a general phenomenon , and in the present system (29)(30) the symmetry is $`A_1^{(1)}`$, the Geroch group. So the natural question is: how does its Weyl group piece act on the Painlevé equation? The answer is as follows: Among two independent Weyl reflections of the Geroch group, one is manifestly realized in the sigma model (29) as $`S`$-duality; this is also a symmetry of the Painlevé equation, as we have seen above. The other is obtained by conjugating with the Kramer-Neugebauer (KN) involution 555The image of (31) under the KN involution is nothing but the four-dimensional piece of the dual $`M`$-theory metric . ; this Weyl reflection is not the symmetry of the Painlevé equation because the KN involution does not preserve the metric ansatz (36).

### 4.3 Comments on Painlevé V

The Ernst equation is also known to reduce to the fifth Painlevé equation by using a different ansatz . We again start from the equations (35)(36), but this time we allow $`f(\rho )`$ to take complex values. $`\omega `$ is a real constant, as before. In this case, the equation (37) is replaced by

$$(f\overline{f}1)(f^{\prime \prime }+\frac{f^{}}{\rho }\omega ^2f)=2\overline{f}(f^2\omega ^2f^2).$$
(44)
Multiplying $`\overline{f}`$ and subtracting the complex conjugate, we find an integral

$$\frac{\rho (\overline{f}f^{}f\overline{f}^{})}{(1f\overline{f})^2}=ia,$$
(45)
where $`a`$ is a real integration constant. Writing

$$f(\rho )=r(\rho )e^{iu(\rho )}$$
(46)
in terms of two real functions $`r(\rho )`$ and $`u(\rho )`$, we may express $`u^{}`$ as

$$u^{}=\frac{a(1r^2)^2}{2\rho r^2}.$$
(47)
Plugging them into (44), we obtain a second order differential equation of a single variable $`r(\rho )`$. After a short calculation we find

$`Y^{\prime \prime }`$ $`=`$ $`\left({\displaystyle \frac{1}{2Y}}+{\displaystyle \frac{1}{Y1}}\right)Y^2{\displaystyle \frac{Y^{}}{\rho }}{\displaystyle \frac{a^2(Y1)^2}{2\rho ^2}}\left(Y{\displaystyle \frac{1}{Y}}\right)+{\displaystyle \frac{2\omega ^2Y(Y+1)}{Y1}}`$ (48)
for $`Yr^2`$. This is the fifth Painlevé equation with parameters

$$\alpha =\frac{a^2}{2},\beta =\frac{a^2}{2},\gamma =0,\delta =2\omega ^2$$
(49)
in the standard notation.

The $`S`$-duality transformation $`\tau 1/\tau `$ acts on $`r`$ as $`rr`$, which leaves $`Y`$ invariant. Therefore, it does not correspond to any of the Bäcklund transformations of Painlevé V, but is trivially realized.

## 5 Conclusions and Discussions

In this paper, we studied the Weyl group symmetries from the point of view of Seiberg-Witten theory, the elliptic Painlevé equation and duality symmetry of $`M`$/string theory. The results are summarized as follows:

* We have clarified the special role of the fiber at $`u=\mathrm{}`$ of the Seiberg-Witten curves. The mass parameters, on which the Weyl group such as $`W(E_8^{(1)})`$ acts as the flavor symmetry, are identified with the points where the sections intersect the fiber.
* We have given a simple formulation of the elliptic Painlevé equation in which the hidden $`W(E_{10})`$ symmetry is manifestly realized. The Seiberg-Witten geometry appears as a special case of this, where the solutions reduce to the elliptic functions.
* We have studied some Painlevé differential equations arising from dimensionally reduced equations of motion of strings. In some special case, the Bäcklund transformation of the Painlevé equation can be identified with a duality symmetry of $`M`$/string theory.

A property of the singularity confinement is proposed as a discrete analog of the Painlevé property . The singularity confinement demands that a singularity depending on the initial data disappears after finite iteration of the mapping and the memory of initial data is recovered. Of course, the $`E_{10}`$ Painlevé equation has this property. On the other hand, in  it is argued that in $`M`$-theory, the apparent cosmological singularities can be resolved by the duality transformations. This phenomenon may be considered as the Painlevé property. It should be also noted that the hyperbolicity of $`W(E_{10})`$ is crucial for the chaotic behavior of the cosmological singularity in $`M`$-theory . In view of this and the symmetry structure, it is natural to guess that the elliptic $`E_{10}`$ Painlevé equation, which is chaotic but integrable in some sense, may play some role in certain effective dynamics of $`M`$-theory on $`T^{10}`$.

Acknowledgments

We would like to dedicate this article to the memory of Sung-Kil Yang from whom we learned a lot of things through encouraging and enjoyable collaborations and who is now greatly missed. We would also like to thank M. Noumi, J. Maharana, T. Masuda and T. Tani for valuable discussions.


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# 1 Introduction

## 1 Introduction

Motivated by the seminal theorem of Kharitonov on robust stability of interval polynomials, a number of papers on robustness analysis of uncertain systems have been published in the past few years. Kharitonov’s theorem states that the Hurwitz stability of a real (or complex) interval polynomial family can be guaranteed by the Hurwitz stability of four (or eight) prescribed critical vertex polynomials in this family. This result is significant since it reduces checking stability of infinitely many polynomials to checking stability of finitely many polynomials, and the number of critical vertex polynomials need to be checked is independent of the order of the polynomial family. An important extension of Kharitonov’s theorem is the edge theorem discovered by Bartlett, Hollot and Huang. The edge theorem states that the stability of a polytope of polynomials can be guaranteed by the stability of its one-dimensional exposed edge polynomials. The significance of the edge theorem is that it allows some (affine) dependency among polynomial coefficients, and applies to more general stability regions, e.g., unit circle, left sector, shifted half plane, hyperbola region, etc. When the dependency among polynomial coefficients is nonlinear, however, Ackermann shows that checking a subset of a polynomial family generally can not guarantee the stability of the entire family.

Parallel to this line of research, robust stability of uncertain matrices has also received considerable attention. Bialas ’proved’ that for robust Hurwitz stability of an interval matrix, it suffices to check all vertices. But Barmish and Hollot gave a counter-example to show that Bialas’s claim is incorrect. Kokame and Mori considered Hurwitz stability of an interval polynomial matrix, and by using some result in signal processing theory, established a necessary and sufficient condition for robust stability.

This paper studies robust $`D`$-stability of polytopic polynomial matrices, i.e., matrices with entries being polytopes of polynomials. We give a necessary and sufficient condition for robust $`D`$-stability of Polytopic Polynomial Matrices, namely, the stability of a subset of this family guarantees the stability of the entire family.

## 2  Preliminaries

Definition 1 An interval polynomial matrix $`A=(p_{ij})_{n\times n}`$ is a matrix whose entries $`p_{ij}`$ are interval polynomials, i.e., $`p_{ij}=q_{ij}^0+q_{ij}^1s+\mathrm{}+q_{ij}^ms^m,q_{ij}^k[\underset{¯}{q}_{ij}^k,\overline{q}_{ij}^k],k=0,\mathrm{},m`$, where $`k`$ stands for superscript. A polytopic polynomial matrix $`A=(p_{ij})_{n\times n}`$ is a matrix whose entries $`p_{ij}`$ are polytopic polynomials, i.e., $`p_{ij}=_{k=1}^m\lambda _{ij}^kp_{ij}^k,\lambda _{ij}^k0,_{k=1}^m\lambda _{ij}^k=1,i,j=1,\mathrm{},n`$, where $`p_{ij}^k`$ are fixed polynomials.

Definition 2 Suppose $`\mathrm{\Omega }𝐑^{n+1}`$ is an $`m`$-dimensional polytope. Its supporting plane $`H`$ is defined as an $`n`$-dimensional affine set, satisfying $`\mathrm{\Omega }H\mathrm{}`$, and all points of $`\mathrm{\Omega }`$ lie on the same side of $`H`$; Its exposed set is defined as the intersection of $`\mathrm{\Omega }`$ and its supporting plane $`H`$; Its exposed edge set is defined as the one-dimensional exposed set.

An $`n`$-th order polynomial can be regarded as a point in its $`(n+1)`$-dimensional coefficient space.

Definition 3 Given an open region $`D`$ in the complex plane, the polynomial matrix $`A`$ is said to be $`D`$-stable, if all roots of $`detA=0`$ lie within $`D`$; A polynomial matrix set $`𝒜`$ is said to be $`D`$-stable, if every member in $`𝒜`$ is $`D`$-stable. When $`D`$ is taken as the open left half of the complex plane, $`D`$-stable is also called Hurwitz stable.

In fact, Edge Theorem holds for more general stability regions. For simplicity, we only consider simply-connected stability regions in this paper.

Definition 4 Given an interval polynomial set $`(s)=\{_{i=0}^mq_is^i,q_i[\underset{¯}{q}_i,\overline{q}_i]\}`$, its Kharitonov vertex set is $`K_{}^0=\{f_k^1,f_k^2,f_k^3,f_k^4\}`$, and $`E_{}^0=\{\lambda f_k^s+(1\lambda )f_k^t,(s,t)\{(1,2),(2,4),(4,3),(3,1)\},\lambda [0,1]\}`$ is called its Kharitonov exposed edge set, where

$$\begin{array}{cc}f_k^1=\underset{¯}{q}_0+\underset{¯}{q}_1s+\overline{q}_2s^2+\mathrm{}\hfill & f_k^2=\underset{¯}{q}_0+\overline{q}_1s+\overline{q}_2s^2+\mathrm{}\hfill \\ f_k^3=\overline{q}_0+\underset{¯}{q}_1s+\underset{¯}{q}_2s^2+\mathrm{}\hfill & f_k^4=\overline{q}_0+\overline{q}_1s+\underset{¯}{q}_2s^2+\mathrm{}\hfill \end{array}$$

Consider the polytopic polynomial sets

$$\begin{array}{c}𝒫_{ij}=\{_{k=1}^m\lambda _{ij}^kp_{ij}^k:\lambda _{ij}^k0,_{k=1}^m\lambda _{ij}^k=1\}(i,j=1,\mathrm{},n)\\ p_{ij}^k\text{ are fixed polynomials, }k=1,\mathrm{},m.\end{array}$$
(1)
Their vertex sets are

$$K_{ij}=\{p_{ij}^kk=1,\mathrm{},m\}(i,j=1,\mathrm{},n)$$

and by definition, their exposed edge sets are contained in

$$E_{ij}=\{\lambda p_{ij}^s+(1\lambda )p_{ij}^t,s,t=1,\mathrm{},m\}(i,j=1,\mathrm{},n)$$

Let $`𝒜=\{(p_{ij})_{n\times n}:p_{ij}𝒫_{ij},i,j=1,\mathrm{},n\}`$, and let $`P_n^n`$ be the set of all permutations of $`1,2,\mathrm{},n`$.

Definition 5 Define $`ϵ_𝒜`$ as

$$\{(p_{ij})_{n\times n}:\begin{array}{c}p_{sl_s}E_{sl_s},(l_1,\mathrm{},l_n)P_n^n,s=1,\mathrm{},n\hfill \\ p_{si_s}K_{si_s},i_s=1,\mathrm{},l_s1,l_s+1,\mathrm{},n\hfill \end{array}\}$$
(2)
It is easy to see that, $`ϵ_𝒜`$ is produced by taking only one entry from its exposed edge set in every row/column and all other entries from their vertex sets in $`𝒜`$.

## 3 Main Results

### 3.1 Polytopic Polynomial Matrices

Consider the polytopic polynomial matrix set

$$𝒜=\{(p_{ij})_{n\times n}:\text{ where }p_{ij}𝒫_{ij},i,j=1,\mathrm{},n\}$$
(3)
Suppose $`A𝒜,deg(detA)=const.`$

Theorem 1$`𝒜`$ is $`D`$-stable if and only if $`ϵ_𝒜`$ is $`D`$-stable.

Proof: Necessity is obvious. To prove sufficiency, suppose $`ϵ_𝒜`$ is $`D`$-stable. Let

$$A=\left(\begin{array}{ccc}\hfill p_{11}& \mathrm{}& p_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill p_{n1}& \mathrm{}& p_{nn}\hfill \end{array}\right)$$

By using Laplace formula on the first column, we have

$$detA=p_{11}M_{11}+\mathrm{}+p_{n1}M_{n1}$$

Let

$$𝒯=\{\left(\begin{array}{cccc}\hfill p_{11}^{}& p_{12}& \mathrm{}& p_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill p_{n1}^{}& p_{n2}& \mathrm{}& p_{nn}\hfill \end{array}\right),\begin{array}{c}\text{and }p_{i1}^{}𝒫_{i1};i=1,\mathrm{},n\hfill \\ p_{ij}\text{ are entries of }A\hfill \\ j=2,\mathrm{},n\hfill \end{array}\}$$

It is easy to see that $`A𝒯`$ and $`T𝒯`$

$$detT=p_{11}^{}M_{11}+\mathrm{}+p_{n1}^{}M_{n1}$$

Apparently, $`detT`$ is an affine function of $`p_{11}^{},\mathrm{},p_{n1}^{}`$. By Edge Theorem

$$detT\text{ is }D\text{-stable}\text{the edge set of }detT\text{ is }D\text{-stable.}$$

The edge set of $`detT`$ is

$$\left\{E_{i1}M_{i1}+\underset{ij=1}{\overset{n}{}}K_{j1}M_{j1},i=1,\mathrm{},n\right\}.$$

The corresponding matrix collection is

$$𝒜_1=\{\left(\begin{array}{c}q_{11}\\ \mathrm{}\\ q_{i1}\\ \mathrm{}\\ q_{n1}\end{array}(p_{st})_{n\times (n1)}\right),\begin{array}{c}q_{i1}E_{i1};i\{1,\mathrm{},n\}\hfill \\ q_{k1}K_{k1};t=2,\mathrm{},n\hfill \\ p_{kt},p_{it}\text{ are entries of }A\hfill \\ k=1,\mathrm{},i1,i+1,\mathrm{},n\hfill \end{array}\}$$

In this case, $`𝒯`$ is $`D`$-stable $`𝒜_1`$ is $`D`$-stable. Moreover, $`A_1𝒜_1`$, there exists $`i\{1,\mathrm{},n\},q_{i1}E_{i1},q_{k1}K_{k1},k=1,\mathrm{},i1,i+1,\mathrm{},n`$ such that

$$A_1=\left(\begin{array}{cc}q_{11}& p_{12}\\ \mathrm{}& \mathrm{}\\ q_{i1}& p_{i2}\\ \mathrm{}& \mathrm{}\\ q_{n1}& p_{n2}\end{array}(p_{st})_{n\times (n2)}\right)$$

Again, by using Laplace formula on the second column, we have

$$detA_1=p_{12}M_{12}+\mathrm{}+p_{n2}M_{n2}$$

Set

$$=\left\{\left(\begin{array}{ccccc}q_{11}& p_{12}^{}& p_{13}& \mathrm{}& p_{1n}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ q_{n1}& p_{n2}^{}& p_{n3}& \mathrm{}& p_{nn}\end{array}\right)\begin{array}{c}q_{ij}\text{ are entries of }A_1\hfill \\ p_{ij}\text{ are entries of }A\hfill \\ p_{ij}^{}𝒫_{ij}\hfill \\ i,j=1,\mathrm{},n\hfill \end{array}\right\}$$

Let $`𝒯_1=_{A_1𝒜_1}`$, then, its edge set $`𝒜_2`$ is

$$\left\{\left(\begin{array}{ccc}q_{11}& q_{12}& \\ \mathrm{}& \mathrm{}& \\ q_{i1}& \mathrm{}& \\ \mathrm{}& \mathrm{}& \begin{array}{c}(p_{st})\hfill \end{array}\hfill \\ \mathrm{}& q_{j2}& \\ \mathrm{}& \mathrm{}& \\ q_{n1}& q_{n2}& \end{array}\right)\begin{array}{c}j\{1,\mathrm{},n\};l=1,\mathrm{},n\hfill \\ q_{lm}\{\begin{array}{c}K_{lm};\begin{array}{c}m=1,li\hfill \\ m=2,lj\hfill \end{array}\hfill \\ E_{lm};\begin{array}{c}m=1,l=i\hfill \\ m=2,l=j\hfill \end{array}\hfill \end{array}\hfill \\ p_{lt}\text{ are entries of }A\hfill \\ t=3,\mathrm{},n\hfill \end{array}\right\}$$

and $`𝒜_1𝒯_1`$. By definition and Edge Theorem

$$𝒯_1\text{ is }D\text{-stable }𝒜_2\text{ is }D\text{-stable.}$$

By repeating the process above, we have

$$\begin{array}{c}𝒜_2,\mathrm{},𝒜_{n1},𝒜_n;𝒯_2,\mathrm{},𝒯_{n1}\hfill \\ 𝒯_k\text{ is }D\text{-stable}𝒜_{k+1}\text{ is }D\text{-stable}\hfill \\ 𝒜_k\text{ is }D\text{-stable}𝒯_k\text{ is }D\text{-stable }k=2,\mathrm{},n1\hfill \end{array}$$

where $`𝒜_k`$ is the collection of

$$\left\{\left(\begin{array}{cccc}\hfill q_{11}& \mathrm{}& q_{1k}& \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& \\ \hfill q_{i_11}& \mathrm{}& q_{i_1k}& \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& (p_{st})\\ \hfill q_{i_k1}& \mathrm{}& q_{i_kk}& \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& \\ \hfill q_{n1}& \mathrm{}& q_{nk}& \end{array}\right)_{n\times n}\begin{array}{c}q_{lt}\{\begin{array}{c}E_{i_tt},l=i_t\hfill \\ K_{i_tt},li_t\hfill \end{array}\hfill \\ i_1,\mathrm{},i_k\{1,\mathrm{},n\}\hfill \\ t=1,\mathrm{},k\hfill \\ l=1,\mathrm{},n\hfill \\ p_{ls}\text{ are entries of }A\hfill \\ s=k+1,\mathrm{},n\hfill \end{array}\right\}$$

Thus, for each element of $`𝒜_k`$, its entries have the following characteristics: for the first $`k`$ columns, all entries of each column belong to their vertex sets except that one entry belongs to its exposed edge set, and the entries of the remaining $`nk`$ columns are the corresponding entries of $`A`$. Hence, $`A_n𝒜_n`$, we have

$$𝒜_n=\left\{\left(\begin{array}{ccc}\hfill q_{11}& \mathrm{}& q_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{i_11}& \mathrm{}& q_{i_1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{i_n1}& \mathrm{}& q_{i_nn}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{n1}& \mathrm{}& q_{nn}\hfill \end{array}\right)\begin{array}{c}q_{lt}\{\begin{array}{c}E_{i_tt},l=i_t\hfill \\ K_{i_tt},li_t\hfill \end{array}\hfill \\ i_1,\mathrm{},i_n\{1,\mathrm{},n\}\hfill \\ t=1,\mathrm{},n\hfill \\ l=1,\mathrm{},n\hfill \end{array}\right\}$$

If $`i_s=i_t`$ for some pair $`i_s,i_t`$, without loss of generality, suppose $`i_1=i_2=1`$, namely

$$A_n=\left(\begin{array}{cccc}\hfill q_{11}& q_{12}& \mathrm{}& q_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{n1}& q_{n2}& \mathrm{}& q_{nn}\hfill \end{array}\right),q_{11}E_{11},q_{12}E_{12}$$

By using Laplace formula on the first row of $`A_n`$, we have

$$detA_n=q_{11}M_{11}+q_{12}M_{12}+\underset{i=3}{\overset{n}{}}q_{1i}M_{1i}$$

By Edge Theorem

$$\begin{array}{cc}A_n\text{ is }D\text{-stable}\hfill & q_{11}M_{11}+q_{12}^0M_{12}+_{i=3}^nq_{1i}M_{1i}\text{ and }\hfill \end{array}$$

$$q_{11}^0M_{11}+q_{12}M_{12}+\underset{i=3}{\overset{n}{}}q_{1i}M_{1i}\text{ are }D\text{-stable.}$$

The corresponding matrices are

$$\left(\begin{array}{cccc}\hfill q_{11}^0& q_{12}& \mathrm{}& q_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{n1}& q_{n2}& \mathrm{}& q_{nn}\hfill \end{array}\right),q_{11}^0K_{11},$$

$$\left(\begin{array}{cccc}\hfill q_{11}& q_{12}^0& \mathrm{}& q_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{n1}& q_{n2}& \mathrm{}& q_{nn}\hfill \end{array}\right),q_{12}^0K_{12},$$

which belong to

$$\{\left(\begin{array}{ccc}\hfill q_{11}& \mathrm{}& q_{1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{i_11}& \mathrm{}& q_{i_1n}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{i_n1}& \mathrm{}& q_{i_nn}\hfill \\ \hfill \mathrm{}& \mathrm{}& \mathrm{}\hfill \\ \hfill q_{n1}& \mathrm{}& q_{nn}\hfill \end{array}\right),\begin{array}{c}q_{i_ss}E_{i_ss},(i_1,\mathrm{},i_n)P_n^n\hfill \\ q_{ls}K_{ls},li_s\hfill \\ l=1,\mathrm{},n\hfill \\ s=1,\mathrm{},n\hfill \end{array}\}.$$

So, $`𝒜_n\text{ is }D\text{-stable}ϵ_𝒜\text{ is }D\text{-stable}`$. Thus

$$\begin{array}{c}ϵ_𝒜\text{ is }D\text{-stable}𝒜_n\text{ is }D\text{stable}𝒯_{n1}\text{ is }D\text{-stable}\hfill \\ 𝒜_{n1}\text{ is }D\text{-stable}\mathrm{}𝒯_i\text{ is }D\text{-stable}\hfill \\ 𝒜_i\text{ is }D\text{-stable}𝒯\text{ is }D\text{-stable}A\text{ is }D\text{-stable.}\hfill \end{array}$$

That is to say, $`ϵ_𝒜\text{ is }D\text{-stable}A𝒜,A\text{ is }D\text{-stable}`$, namely, $`𝒜`$ is $`D`$-stable. This completes the proof.

Remark 1 When $`m=2`$, i.e. $`A=(p_{ij})_{n\times n}`$, where

$$\begin{array}{c}p_{ij}=p_{ij}^0+\lambda _{ij}p_{ij}^1\lambda _{ij}[0,1]\hfill \\ p_{ij}^0,p_{ij}^1\text{ are fixed polynomials }i,j=1,\mathrm{},n\hfill \end{array}$$
(4)
Let

$$_1=\{(p_{ij})_{n\times n}p_{ij}\text{ satisfies (4)}\}$$
(5)
In this case, the vertex sets of $`p_{ij}`$ are $`\{p_{ij}^0,p_{ij}^0+p_{ij}^1\}`$, and their exposed sets are exactly themselves, namely, $`\{p_{ij}^0+\lambda _{ij}p_{ij}^1\}`$. The corresponding conclusion has more concise form, this is due to the simplification of the edge set of $`_1`$

$$ϵ__1=\left\{(p_{ij})_{n\times n}\begin{array}{c}(l_1,\mathrm{},l_n)P_n^n;s=1,\mathrm{},n\hfill \\ \lambda _{si}\{\begin{array}{c}[0,1]i=l_s\hfill \\ \{0,1\}il_s\hfill \end{array}\hfill \end{array}\right\}$$

### 3.2 Interval Polynomial Matrices

Consider the subset of $`R^{n\times n}(s)`$

$$_2=\{(p_{ij})_{n\times n},p_{ij}\text{ are interval polynomials }\}$$
(6)
where $`R^{n\times n}(s)`$ is the collection of $`n\times n`$ polynomial matrices. Assume $`ϵ__2`$ is $`Hurwitz`$ stable.

Consider $`detA`$, using $`Laplace`$ formula on first column, we have

$$detA=p_{11}M_{11}+\mathrm{}+p_{n1}M_{n1}.$$

Similar to the proof of theorem 1, and by resort to the Generalized Kharitonov Theorem, we have

Theorem 2 If $`A_2,deg(detA)=m`$. Then $`_2`$ is $`Hurwitz`$ stable $`ϵ__2`$ is $`Hurwitz`$ stable, where $`ϵ__2`$ is

$$\{(p_{ij})_{n\times n}:\begin{array}{c}p_{il_i}E_{il_i}^0;i=1,\mathrm{},n\hfill \\ p_{si_s}K_{si_s}^0;l_si_s=1,\mathrm{},n;\hfill \\ (l_1,\mathrm{},l_n)P_n^n;s=1,\mathrm{},n\hfill \end{array}\}$$

and $`E_{il_i}^0,K_{si_s}^0`$ are defined in Definition 4.

Remark 2 Theorems 1 and 2 can be viewed as a generalization of the Edge Theorem and Kharitonov Theorem to MIMO case. Stability test of the entire family is reduced to a critical low-dimensional subset. No extra lemma from signal processing is needed in our proof. Furthermore, our results can be easily extended to polynomial matrices with complex coefficients.


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# The Massive Wolf-Rayet Binary SMC WR7

## 1 Introduction

Many of the most luminous stars in the central cluster of the 30 Doradus Supergiant Hii region in the Large Magellanic Cloud are stars with emission lines of Nitrogen and Helium in their spectra (Massey & Hunter 1998), classified as Wolf–Rayet (WR) stars of WN type. The luminosities of these stars in 30 Dor, when compared with numerical evolutionary tracks of massive stars, would correspond to stars of initial masses of 80–120 $`\mathrm{M}_{}`$. However, no stars more massive than $``$60$`\mathrm{M}_{}`$ are known from studies of binary star orbits, the most massive at present being R136-038, an eclipsing O3 star in the R 136 cluster (Massey, Penny & Vucovich 2001).

In our Galaxy, the most massive star known in a binary system, with a mass of 50-60 $`\mathrm{M}_{}`$, is the WN type star HD 92740 in the Giant Carina Hii region (cf. Schweickhardt et al. 1999, and references therein). This seems to suggest that WN stars, at least those associated with Giant Hii regions, are related with the upper limit of the stellar masses. Indeed, the new stellar evolutionary tracks taking into account rotation (cf. Meynet & Maeder 2000), predict high mass loss rates at young age for the most massive stars. Empirical determination of stellar masses from binary star orbits are needed for stars with WN spectra in Hii regions to elucidate the role played by these stars at the upper mass limit.

In this paper we present a radial velocity study of a star with WR spectrum in an Hii region in the Small Magellanic Cloud (SMC), namely SMC WR7, showing it to be a double-lined spectroscopic binary with components of high minimum masses.

In their search for stars with WR spectra in the SMC, Azzopardi & Breysacher (1979) found a star that showed broad Heii 4686 emission in the optical spectrum. The star was called SMC/AB7, and interpolated with the number 336a in the catalog of SMC members (Azzopardi & Vigneau 1979). In their recent new survey for WR stars in the SMC, Massey & Duffy (2001) proposed to use the denomination of SMC WR7 instead, according to the IAU nomenclature recommendations, which we will follow here.

Azzopardi & Breysacher (1979) considered the spectrum of SMC WR7 to be of peculiar WN3 type, because no N emission lines were observed. The presence of a companion was inferred from the observed strong continuum in the spectrum. Absorption lines were subsequently detected in the spectrum of SMC WR7 by Moffat (1988) and Conti et al. (1989). Moffat (1988) assigned an approximate spectral type O7: for the absorption line spectrum, and also found the radial velocity of the absorption and emission lines to be variable, but could not determine a binary period. Massey & Duffy (2001) classify the emission line spectrum as WN2, and the absorption line spectrum as O6 type.

SMC WR7 lies embedded in the bright Hii region N76-A (Henize 1956), and is one of the few Pop.I stars surrounded by extended nebular emission of Heii 4686 (cf. Testor & Pakull (1989); Niemela, Heathcote & Weller 1991). The high ionization of the nebula led Pakull & Bianchi (1991) to propose a very high effective temperature for the WN star in SMC WR7.

Massey et al. (2000) studied the surrounding OB association Hodge 53 predicting a very high progenitor mass ($`>50`$) for SMC WR7 based upon the turn–off mass of the cluster. They also determined an absolute magnitude $`M_V=5.9`$, and a lower limit for the bolometric correction (B.C.) of $`4.5`$. However, the coevality of starformation within Hodge 53 was ranked questionable by Massey et al. (2000), and the binary nature of SMC WR7 was not yet fully recognized.

## 2 Observations

We have obtained 69 digital optical spectral CCD images of SMC WR7, mainly in the blue spectral region, with several telescopes and spectrographs between 1988 and 2001 at Cerro Tololo Interamerican Observatory (CTIO) and European Southern Observatory (ESO) in Chile, and the Complejo Astronómico El Leoncito (CASLEO111 CASLEO is operated under agreement between CONICET, SECYT, and the National Universities of La Plata, Córdoba and San Juan, Argentina. ) in Argentina. The telescopes and instrumental configurations are listed in Table 1. Our main aim was to determine the radial velocity orbit of this WN+O binary.

One-dimensional spectra were extracted from our two-dimensional spectral images using IRAF (CTIO and CASLEO spectra) or MIDAS (ESO spectra) routines. These spectra were subsequently wavelength calibrated for the determination of positions of spectral lines. Radial velocities for all spectra were determined using IRAF routines. For the absorption lines we fitted gaussian profiles to the lines. Because the nebular emission is strong in hydrogen Balmer absorptions, we chose to use only He lines, mainly Heii absorptions, for the mean radial velocities of the O type component. Depending on the observed wavelength range, the radial velocity of the O type component was determined as an average of the lines of Heii$`\lambda \lambda `$ 4200, 4541, 5411, occasionally including Hei$`\lambda \lambda `$ 4026, 4387, 4471, 5875 Å .

The spectrum of the WN component is dominated by the strong emission of Heii 4686 Å , the only emission line for which we could determine radial velocity values in all of our spectra. The radial velocities for this emission were determined both by fitting a gaussian, and determining the line center. When these two values were sensibly different, which happened when the emission appeared asymmetrical, then the line center was preferred, otherwise a mean of the two was used. The mean radial velocities of the absorption lines and the Heii 4686 emission are listed in Table 2.

## 3 Results and their discussion

Early results of part of our observations showed that SMC WR7 indeed is a binary with a probable mass ratio of $``$ 0.5 (Niemela 1994); and a preliminary orbital solution (Niemela & Morrell 1999) indicated very massive binary components.

### 3.1 The period

Clearly the data in Table 2 confirm the variability of the radial velocities. We have searched for periodicities in the radial velocity variations of both the absorptions and of the Heii emission listed in Table 2. We used the algorithm published by Cincotta et al. (1995). For the radial velocity variations of the Heii emission we also included the velocities published by Moffat (1988). We find the best period for the radial velocity variations of the absorption lines to be P=19.563$`\pm `$0.003 days, and that of the Heii emission P=19.5600$`\pm `$0.0003 days. This latter period appears more accurate due to the longer time baseline in adding the previously published data. The previously published absorption line velocities appeared too noisy for an improvement in the period. Thus we have adopted the orbital period of SMC WR7 to be 19.560 days.

### 3.2 The radial velocity orbit

The radial velocities of the absorptions and the Heii emission listed in Table 2 describe opposite orbital motions when phased with the period of 19.56 days, thus confirming that SMC WR7 is a double lined O+WN binary system. However, there appears a small phase lag of $``$ 1 day between the two radial velocity curves. This is illustrated in Figure 1, which depicts the radial velocities phased with the period of 19.56 days adopting a common origin for the phases. In this figure the maxima and minima of the radial velocities of the Heii emission and the absorption lines do not coincide exactly as expected from opposite orbital motion.

Phase lags between the Heii 4686 emission line and the orbit defined by the absorption lines of the binary companion are observed in other WR+OB binary systems, e.g. WR97 in our Galaxy (Niemela, Cabanne & Bassino 1995). However, the origin of these phase lags is not understood. Also in active binaries with compact components, e.g. the cataclysmic binaries and X-ray binaries, the Heii 4686 emission line orbit is slightly out of phase from the absorption line orbit. This effect is then ascribed to a hot spot in an accretion disc. Stars with Wolf-Rayet spectra are usually not thought to have discs, but (spherically symmetric?) strong winds. The phase lag may be related to the colliding winds of the binary components.

We have performed an orbital fit separately for the radial velocities of the O star and the WN star. The orbital elements are listed in Table 3. These orbital elements are still to be considered preliminary, since the observed phase lag between the absorption line orbit and the Heii 4686 emission casts some doubts on this last line as representative of the true orbital motion of the WN component. We note that the minimum masses of the binary components appear to be quite high, 34$`\mathrm{M}_{}`$ and 18$`\mathrm{M}_{}`$ for the O6 and WN2 components, respectively. With such high minimum masses we would expect to observe light variations, if not eclipses.

From photoelectric photometry Seggewiss et al. (1991) found SMC WR7 to be slightly variable. In Figure 2 we have plotted these light variations with the same ephemeris as the radial velocity curves in Figure 1. The minimum light then occurs just after the WR star passes in front of the system. This could be a wind eclipse, but more numerous data are needed to confirm the nature of the light variations. A wind eclipse would indicate an orbital inclination of at most $`60\mathrm{deg}`$, which would bring the individual masses of the binary components to $`28\mathrm{M}_{}`$ for the WN component, and $`54\mathrm{M}_{}`$ for the O6 component.

SMC WR7 has also been observed by the Optical Gravitational Lensing Experiment (OGLE) (cf. Udalski et al. 1998) where it appears as the star SMC$`\mathrm{\_}`$SC9 37124. OGLE did not detect photometric variations of SMC WR7 in their 14 B, 23 V, and 108 I broad band observations to within 0.015, 0.019 and 0.024 mag in each band, respectively. However, since the individual data are not published, their distribution according to the binary orbit is not known.

### 3.3 Spectra of the binary components

The blue spectrum of SMC WR7 is illustrated in Figure 3, which shows a spectrum obtained at CTIO in 1999, January. The spectral type corresponding to the OB absorption lines in Figure 3 confirms the classification as O6 from the relative intensities of Hei 4471 and Heii 4542 absorptions. The luminosity class is difficult to ascertain, since the WN emission dominates the Heii 4686, which is the main luminosity indicator for early O type spectra in the blue spectral region. We also note that the O6 spectrum seems to dominate the continuum, hence the absolute magnitude $`M_V`$=-5.9 of SMC WR7 (Massey et al. 2000) mainly corresponds to the O6 component of the binary.

In several of our spectra there appears a faint emission line at $`\lambda `$ 4640 Å, which we identify as Niii. We have been able to determine the radial velocity of this feature in 17 of our spectra. When we phased these velocities with the same ephemeris as those in Figure 1, it is clear that the Niii emission follows the same orbital motion as the O6 component of the binary. Figure 4 illustrates the radial velocity variations of the Niii emission in the spectrum of SMC WR7. Given the high absolute magnitude, the most probable spectral classification of the absorption line component then is O6I(f).

Otherwise, the emission line spectrum shows only lines of Heii. Thus we keep the WN2 classification for the emission line spectrum (cf. Massey & Duffy 2001).

### 3.4 Comparison with the theoretical WNE mass–luminosity relation.

If stars with Wolf–Rayet spectra are bare He–burning cores, they should obey a tight mass–luminosity relation (e.g. Schaerer & Maeder 1992). In this relation, the high minimum mass of the WN2 component of SMC WR7, namely $`18M_{}`$, would imply Mbol higher than -9.5.

Considering that the WN2 star of the SMC WR7 binary appears as the source of the very high ionization in the Hii region N76-A, which shows strong nebular Heii$`\lambda `$4686 Å emission, Pakull & Bianchi (1991) estimated a black body Zanstra temperature of 80kK for the WN2 star. Such a high temperature implies a large B.C., certainly higher than the minimum B.C. $`4.5`$ determined by Massey et al. (2000). Adopting the approximate relation between B.C. and temperature published by Vacca et al.(1996), results in B.C.= -5.8 for the WN2 star. This is in keeping with the average B.C.$``$ -6.0 for WNE stars found previously (cf. Massey et al. 2000, and references therein).

The OGLE photometry of SMC WR7 gives V= 13.221 and B-V= -0.194. Because the O6 component dominates the visual light, the intrinsic (B-V)o= -0.32. Adopting the distance modulus 18.9 for the Small Magellanic Cloud (e.g. van den Bergh 2000), then results in Mv= -6.1 for the binary system. This is similar to the previously published values Mv= -5.9 (Massey et al. 2000), and Mv= -6.2 found by Crowther (2000), who also estimated Mv= -5.2 for the WN component of the binary. If this component contributes only $`30\%`$ to the optical light of the system (cf. Pakull & Bianchi 1991), then the WN2 star has M$`{}_{v}{}^{}4.6`$. With the B.C.= -5.8 (see above), this star would then have Mbol= -10.4. Within the uncertainties, this value corresponds for a star of $`28\mathrm{M}_{}`$ according the mass–luminosity relation for models of WNE stars (Scharer & Maeder 1992), indicating an orbital inclination close to $``$60 degrees for the SMC WR7 binary system. Further discussion on the mass–luminosity relation shall await a careful photometric analysis of the SMC WR7 binary system in order to establish a reliable estimate of the orbital inclination.

## 4 Summary

From spectral observations of SMC WR7 over several years, we find the following:

1. Opposite radial velocity variations of the absorption lines and Heii $`\lambda `$4686 Å emission show this star to be a double lined O6+WN2 spectroscopic binary system.
2. The most probable period of the radial velocity variations is 19.560 days.
3. In this period, the radial velocity orbit of Heii $`\lambda `$4686 Å emission describes an orbit with a small phase lag of $``$ 1 day relative to the orbit defined by the absorption lines.
4. Minimum masses of the binary components are quite high, 18M$``$ and 34M$``$ for the WN and O6 components, respectively.
5. Published photoelectric data of SMC WR7 phased with the 19.560 days period, may indicate a wind eclipse of the O6 star when the WN component is in front of the system, precluding high orbital inclinations.
6. If the WN2 component obeys the theoretical mass–luminosity relation for WNE stars (Schaerer & Maeder 1992), an orbital inclination of the order of 60 degrees is predicted.

## 5 acknowledgements

We thank the directors and staff of CASLEO, CTIO and ESO for the use of their facilities over many successful observing runs. We also thank Nidia Morrell for a spectrogram of SMC WR7. Interesting comments by an anonymous referee contributed to improve the discussion. The use at CASLEO of the CCD and data acquisition system supported under U.S. NSF grant AST-90-15827 to R. M. Rich is acknowledged.


text:
# 1 Introduction

## 1 Introduction

The actual mechanism of baryogenesis is still elusive. Although several scenarios which generate an excess of matter over antimatter have been proposed, we still lack evidence which favours any of them. However, constraints on inputs of the models have started ruling out some of these. This seems to be the case for the Electroweak Phase Transition (EWPT) within the Standard Model where a strong enough first order transition is not achieved for realistic Higgs masses . Even in the supersymmetric extension, the parameter space for the desired transition is getting reduced.

Lattice calculations have played an important role in reaching these conclusions and even though different approaches have been used to study the EWPT, we believe there is still some physical insight to gain from analyzing this transition by means of an environmentally friendly renormalization group running with the temperature. In what follows, we will describe the main steps in the application of this method to $`\lambda \varphi ^4`$. The details can be found somewherelse .

## 2 Analysis

The Renormalization Group Equation can be seen as a simple consequence of the fact that the physics is independent of the arbitrary renormalization scale $`\mu `$ at which we choose to define our parameters

$$\mu \frac{d\mathrm{\Gamma }^{(N)}}{d\mu }=0$$

An environmentally friendly renormalization group realises that the effective degrees of freedom of a system may change qualitatively during its evolution. Such is the case, for instance, of the confinement- deconfinement transition where we have the change between quark-gluon degrees of freedom and hadron- meson degrees of freedom. Hence, a suitable choice of parameters to describe this evolution is convenient, otherwise we end up with a description which does not fit the new degrees of freedom. In the case of finite temperature field theory, a renormalization group running with the temperature seems to be an adequate method of tracking the evolution of the system.

For $`\lambda \varphi ^4`$, the Euclidean action is written as follows in terms of bare quantities and the inverse temperature $`\beta =1/T`$

$$S[\varphi _B]=_0^\beta 𝑑td^{d1}x[\frac{1}{2}(\varphi _B)^2+\frac{1}{2}M_B^2\varphi _B^2+\frac{\lambda _B}{4}\varphi _B^4]$$

The renormalized parameters are specified by the normalization conditions at an arbitrary temperature scale $`\tau `$

$$\frac{}{p^2}\mathrm{\Gamma }_t^{(2)}(p,\overline{\varphi _H}(\tau ),M(\tau ),\lambda (\tau ),T=\tau )_{p=0}=1$$

$$\mathrm{\Gamma }^{(2)}(p=0,\overline{\varphi _H}(\tau ),M(\tau ),\lambda (\tau ),T=\tau )=M^2(\tau )$$

$$\mathrm{\Gamma }_t^{(4)}(p=0,\overline{\varphi _H}(\tau ),M(\tau ),\lambda (\tau ),T=\tau )=\lambda (\tau )$$

where $`\overline{\varphi _H}`$ is the renormalized field corresponding to a reference external current $`H`$.

From here, the flow equations describing the running of the mass and the coupling are

$$\tau \frac{dM^2(\tau )}{d\tau }=\beta _M,\tau \frac{d\lambda (\tau )}{d\tau }=\beta _\lambda $$

where the $`\beta `$-functions $`\beta _M`$ and $`\beta _\lambda `$ are to be calculated at each order of approximation. To one loop and taking the external current $`H=0`$ these take the following form

$$\beta _M=\{\begin{array}{cc}\frac{\lambda }{2}\tau \frac{}{\tau }_1\hfill & \tau >T_c\hfill \\ \lambda (\tau \frac{}{\tau }_1+\frac{3}{2}M^2\tau \frac{}{\tau }_2\hfill & \tau <T_c\hfill \end{array}$$

$$\beta _\lambda =\frac{3}{2}\lambda ^2\tau \frac{d}{d\tau }_2$$

In this expression, $`_n`$ corresponds to the one loop diagram with $`n`$ propagators, without vertex factors, and at zero external momentum.

The flow equation for the coupling $`\lambda `$ can be solved analytically and substituted into the equation for the mass $`M`$, which needs to be solved numerically. Once this is done, the critical temperature $`T_c`$ separating the two phases is obtained. Further discussion of this case and comparison of this approach and the work of others can be found in . The techniques of environmentally friendly renormalization can be revised in .

## 3 Conclusions

Environmentally friendly renormalization groups seem to be a fine probe to analyze the electroweak phase transition, better equiped than other approaches, though some physical intuition of the dynamics is needed. We hope to gain some more insight into the details of the EWPT using this method. This will add to the knowledge of the phase transition we have up to now.

ACKNOWLEDGEMENTS

The analysis of the electroweak phase transition by means of an enviromentally friendly renormalization group is currently being carried out in collaboration with Chris Stephens, Axel Weber and Carlos Mendoza.


text:
# The intermediate-age open cluster NGC 2158Based on observations carried out at Mt Ekar, Asiago, Italy. All the photometry is available at WEBDA database: http://obswww.unige.ch/webda/navigation.html

## 1 Introduction

NGC 2158 (OCL 468, Lund 206, Melotte 40) is a rich northern open cluster of intermediate age, located low in the galactic plane toward the anti-center direction ($`\alpha =06^\mathrm{h}07^\mathrm{m}.5`$, $`\delta =+24^{}06^{}`$, $`\mathrm{}=186^{}.64`$, $`b=+1^{}.80`$, J2000.), close to M 35. It is classified as a II3r open cluster by Trumpler (1930), and has a diameter of about $`5^{}`$, according to Lyngå (1987). It is quite an interesting object due to its shape, for which in the past it was considered a possible globular cluster, also presenting an unusual combination of age and metallicity. In fact it is an intermediate-age open cluster, but rather metal poor. It is a crucial object in determining the Galactic disk abundance gradient and the abundance spread at time and place in the disk.

The cluster is rather populous, and therefore it is an ideal candidate to be compared with theoretical models of intermediate-low mass stars (Carraro & Chiosi 1994a, Carraro et al. 1999). Since in the past no detailed studies have been pursued with this aim, we decided to undertake a multicolor CCD study of the cluster, which is presented in the present paper. Moreover this paper is the third of a series dedicated at improving the photometry of northern intermediate-age open clusters at Asiago Observatory. We already reported elsewhere on NGC 1245 (Carraro & Patat 1994) and on NGC 7762 (Patat & Carraro 1995).

The plan of the paper is as follows. In Sect. 2 we summarize the previous studies on NGC 2158, while Sect. 3 is dedicated to present the observation and reduction strategies. The analysis of the CMD is performed in Sect. 4, whereas Sect. 5 deals with the determination of cluster reddening, distance and age. Sect. 6 illustrates NGC 2158 kinematics. Finally, Sect. 7 summarizes our findings.

## 2 Previous investigations

NGC 2158 has been studied several times in the past. The first investigation was carried out by Arp & Cuffey (1962), who obtained photographic $`BV`$ photometry for about 900 stars down to $`V=18.5`$. Photographic photometry was also obtained by Karchenko et al (1997) for more than 2000 stars down to the same limiting magnitude together with proper motions.

CCD photometry in $`BV`$ passbands was provided by Christian et al. (1985) and Piersimoni et al. (1993). Both these studies reach deeper magnitude limits. Anyhow, the former study basically provides only a selection of MS unevolved stars, whereas the latter one presents a nice CMD, but the analysis of the data appears very preliminary.

There is some disagreement in the literature about the value of NGC 2158 fundamental parameters, specially with respect to the cluster age. Estimates of cluster metallicities have been obtained by several authors, and, although different, they all point to a sub-solar metal content ($`[\mathrm{Fe}/\mathrm{H}]=0.60`$, Geisler 1987, Lyngå 1987). Finally, the kinematics of NGC 2158 has been studied by measuring spectra of giant stars (Scott et al. 1995; Minniti 1995) to provide radial velocities. It turns out that the mean cluster radial velocity is in the range $`1530`$ km/s (Scott et al. 1995).

## 3 Observations and Data Reduction

Observations were carried out with the AFOSC camera at the 1.82 m telescope of Cima Ekar, in the nights of January 6 and 7, 2000. AFOSC samples a $`8^{}.14\times 8^{}.14`$ field in a $`1K\times 1K`$ thinned CCD. The typical seeing was between 1.0 and 1.5 arcsec.

For NGC 2158, typical exposure times were of 240 s in $`U`$, 300 s in $`B`$, and 60–120 s in $`VRI`$. Several images were taken, either centered on the cluster core, or shifted by about $`4^{}`$ in order to better sample the neighboring field (see Fig. 1). However, only the images with the best seeing were used. We also observed a set of standard stars in M 67 (Schild 1983; and Porter, unpublished).

The data has been reduced by using the IRAF111IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. packages CCDRED, DAOPHOT, and PHOTCAL. The calibration equations obtained (see Fig. 2) are:

$`u`$ $`=`$ $`U+4.080\pm 0.005+(0.010\pm 0.015)(UB)+0.55X`$
$`b`$ $`=`$ $`B+1.645\pm 0.010+(0.039\pm 0.015)(BV)+0.30X`$
$`v`$ $`=`$ $`V+1.067\pm 0.011(0.056\pm 0.018)(BV)+0.18X`$
$`r`$ $`=`$ $`R+1.109\pm 0.012(0.075\pm 0.032)(VR)+0.13X`$
$`i`$ $`=`$ $`I+1.989\pm 0.048+(0.118\pm 0.145)(RI)+0.08X`$
where $`UBVRI`$ are standard magnitudes, $`ubvri`$ are the instrumental ones, and $`X`$ is the airmass. For the extinction coefficients, we assumed the typical values for the Asiago Observatory. Figure 2 shows the residuals of the above calibration equations as a function of colour for all our standard stars.

Finally, Fig. 3 presents the run of photometric errors as a function of magnitude. These errors take into account fitting errors from DAOPHOT and calibration errors, and have been computed following Patat & Carraro (2001). It can be noticed that stars brighter than about 20 in $`V`$, $`R`$, and $`I`$, 21 in $`B`$, and $`U`$, have photometric errors lower than 0.1 mag. The final photometric data is available in electronic form at the WEBDA222http://obswww.unige.ch/webda/navigation.html site.

## 4 The Colour-Magnitude Diagrams

A comparison of our photometry with past analyses is shown in Fig. 4, from which it is evident that the present study supersedes the previous ones. In fact, we reach $`V=21`$, and are able to cover all the relevant regions of the CMD. Instead, Arp & Cuffey (1958) photometry extends only for a couple of magnitudes below the turn-off point (TO) , whereas the photometry of Christian et al. (1985) does not cover the evolved region of the CMD.

To better identify the TO location and the Red Giant (RG) clump, in Fig. 5 we plot the CMDs obtained by considering stars located in different cluster regions. In details, left panel presents the CMD obtained by including all the measured stars, central panel considers the stars within a circle of radius $`3^{}`$, whereas the right panel presents only the stars located inside a circle of radius $`1.5^{}`$. The radius adopted in the central panel is compatible with the available estimate of the cluster diameter, which is about $`5^{}`$, so that we are likely considering most of the cluster members. By inspecting this CMD, we find that the TO is located at $`V16.0`$, $`(BV)1.0`$, whereas a prominent clump of He burning stars is visible at $`V15.0`$, $`(BV)1.5`$. The diagonal structure of this latter is probably due to differential reddening effects, which we are going to discuss in Sect. 5.3. The MS extends for 5 magnitudes, getting wider at increasing magnitudes: this is compatible with the trend of photometric errors (see Fig. 3) and the probable presence of a significant population of binary stars. The global CMD morphology resembles that of NGC 7789 (Vallenari et al. 2000) and NGC 2141 (Carraro et al. 2001), two well studied rich intermediate-age open clusters.

## 5 Cluster fundamental parameters

There fundamental parameters of NGC 2158 are still controversial in the literature (see Table 2). The cluster age estimates range from 0.8 to 3.0 Gyr, the distance from 3500 to 4700 pc and the reddening $`E_{BV}`$ from 0.35 to 0.55. In the next sections we are going to derive update estimates for NGC 2158 basic parameters.

### 5.1 Reddening

In order to obtain an estimate of the cluster mean reddening, we analyse the distribution of the stars with $`V<17`$ in the $`(BI)`$ vs. $`(BV)`$ plane, which is shown in Fig. 6.

The linear fit to the main sequence in the $`(BI)`$ vs. $`(BV)`$ plane,

$$(BI)=Q+2.25\times (BV)$$
(2)
can be expressed in terms of $`E_{BV}`$, for the $`R_V=3.1`$ extinction law, as

$$E_{BV}=\frac{Q0.014}{0.159},$$
(3)
following the method proposed by Munari & Carraro (1996a,b). This method provides a rough estimate of the mean reddening and, as amply discussed in Munari & Carraro (1996a), can be used only for certain colour ranges. In particular Eq. (3) holds over the range $`0.23(BV)_0+1.30`$. MS stars have been selected by considering all the stars within $`3^{}`$ from the cluster center and having $`17V21`$ and $`0.75(BV)1.25`$. A least-squares fit through all these stars gives $`Q=0.097`$, which, inserted in Eq. (3), provides $`E_{BV}=0.56\pm 0.17`$. The uncertainty is rather large, and is due to the scatter of the stars in this plane, which indicates the presence of stars with different reddening, presumably a mixture of stars belonging to the cluster and to the field.

Another indication of the cluster mean reddening can be derived from the Colour-Colour diagram $`(UB)`$ vs. $`(BV)`$, shown in Fig. 7. Here we consider again all the stars located within $`3^{}`$ from the cluster center having $`17V21`$ and $`0.75(BV)1.25`$, to alleviate the contamination effect. The solid line is an empirical Zero-Age Main Sequence (ZAMS) taken from Schmidt-Kaler (1982), whereas the dashed line is the same ZAMS, but shifted by $`E_{BV}=0.55`$. The ratio $`E_{UB}/E_{BV}=0.72`$ has been adopted. This shift, together with the dispersion of the data around the shifted ZAMS, provides the reddening value of $`E_{BV}=0.55\pm 0.10`$.

### 5.2 Distance and age

As already mentioned, there is still a considerable dispersion in the literature among different estimates of NGC 2158 distance and age. We have derived new estimates for these parameters as follows.

First, from the Girardi et al. (2000a) database we generate theoretical isochrones of metallicity $`Z=0.0048`$, that corresponds to the observed value of $`[\mathrm{Fe}/\mathrm{H}]=0.60`$. Figure 8 shows the isochrones with ages between 1.58 to 2.51 Gyr, which defines the age interval compatible with the observed magnitude difference between the red clump and the turn-off region. The isochrones were shifted in apparent magnitude and colour, until the locus of core-helium burning stars coincided with the observed mean position of the clump. The results, shown in Fig. 8, imply a true distance modulus of $`(mM)_0=12.8`$ mag (3630 pc), and a colour excess of $`E_{BV}=0.60`$ for NGC 2158. This value is compatible with the one obtained in the previous Sect. 5.1.

It should be remarked that these are just first estimates of the cluster parameters, that we will now try to test further by means of synthetic CMDs. Figure 9 shows the sequence of steps required to simulate a CMD aimed to reproduce the NGC 2158 data. These steps are:

* The 2-Gyr old isochrone of $`Z=0.0048`$ is used to simulate a cluster with 100 red clump stars. Assuming a Kroupa (2001) IMF, in order to reach this number we need an initial cluster mass of about $`1.5\times 10^4`$ $`M_{}`$, which is assumed herein-after. We have simulated detached binaries, assuming that 30 percent of the observed objects are binaries with a mass ratio located between 0.7 and 1.0. This prescription is in agreement with several estimates for galactic open clusters (Carraro & Chiosi 19984ab) and with the observational data for NGC 1818 and NGC 1866 in the LMC (Elson et al. 1998; Barmina et al. 2001). The result of such simulation is shown in Fig. 9(a). In this panel we can see that most of the stars – the single ones – distribute along the very thin sequence defined by the theoretical isochrone. Binaries appear as both (i) a sequence of objects roughly parallel to the main sequence of single stars, and (ii) some more scattered objects in the evolved part of the CMD.
* In order to estimate the location of foreground and background stars, we use a simple Galaxy model code (Girardi et al., in preparation). It includes the several Galactic components – thin and thick disk, halo, and an extinction layer – adopting geometric parameters as calibrated by Groenewegen et al. (2001). The most relevant component in this case is the thin disk, which is modelled by exponential density distributions in both vertical and radial directions. The radial scale heigth is kept fixed (2.8 kpc), whereas the vertical scale heigth $`h_z`$ increases with the stellar age $`t`$ as

$$h_z=z_0(1+t/t_0)^\alpha $$
(4)
with $`z_0=95`$ pc, $`t_0=4.4`$ Gyr, $`\alpha =1.66`$. The simulated field has the same area ($`9\times 11\mathrm{arcmin}^2`$) and galactic coordinates ($`\mathrm{}=186^{}.64`$, $`b=+1^{}.80`$) as the observed one for NGC 2158. The results are shown in Fig. 9(b). It is noteworthy that, in this direction, most of the Galactic field stars appear in a sort of diagonal sequence in the CMD, that roughly corresponds to the position of NGC 2158 main sequence.
* We then simulate the photometric errors as a function of $`V`$ magnitude, with typical values derived from our observations (see Fig. 3). The results are shown separately for cluster and field stars in panels (c) and (d) of Fig. 9.
* The sum of field and cluster simulations is shown in Fig. 9(e). This can be compared directly to the observed data shown in Fig. 9(f).

The comparison of these two latter panels indicates that the selected cluster parameters – age, metallicity, mass, distance, reddening, and binary fraction – really lead to an excellent description of the observed CMD, when coupled with the simulated Galactic field. The most noteworthy aspects in this comparison are the location and shape of the turn-off and subgiant branch, that are the features most sensitive to the cluster age.

Of course, there are minor discrepancies between the observed and simulated data, namely: (i) The simulated cluster is better delineated in the CMD than the data. This may be ascribed to a possible underestimate of the photometric errors in our simulations, and to the possible presence of differencial reddening across the cluster (see next section). (ii) There is a deficit of simulated field stars, that can be noticed more clearly for $`V<16`$ and $`(BV)<1`$. This is caused by the simplified way in which the thin disk is included in the Galactic model: it is represented by means of simple exponentially-decreasing stellar densities in both radial and vertical directions, and does not include features such as spiral arms, intervening clusters, etc., that are necessary to correctly describe fields at low galactic latitudes. Anyway, the foreground/background simulation we present is only meant to give us an idea of the expected location of field stars in the CMD.

Although these shortcomings in our simulations might probably be eliminated with the use of slightly different prescriptions, they do not affect our main results, that regard the choice of cluster parameters.

Then, we conclude that $`(mM)_0=12.8`$ mag (3630 pc), $`E_{BV}=0.60`$, 2 Gyr, $`Z=0.0048`$ ($`[\mathrm{Fe}/\mathrm{H}]=0.60`$), and $`1.5\times 10^4`$ $`M_{}`$, well represent the cluster parameters. All these values are uncertain to some extent:

* From Fig. 8, we can estimate a maximum error of 15 percent (0.3 Gyr) in the age. One should keep in mind, however, that the absolute age value we derived, of 2 Gyr, depends on the choice of evolutionary models, and specially on the prescription for the extent of convective cores. For the stellar masses envolved ($`M_{\mathrm{TO}}1.5`$ $`M_{}`$ for NGC 2158), our models (Girardi et al. 2000a) include a moderate amount of core overshooting.
* Our best fit model corresponds to $`E_{BV}=0.60`$, which is compatible with the range $`E_{BV}=0.55\pm 0.1`$ indicated in Sect. 5.1. The uncertainty of 0.1 mag in $`E_{BV}`$ causes an uncertainty of $`0.3`$ mag in the distance modulus (15 percent in distance).
* The metallicity cannot be better constrained from the CMD data, unless we have more accurate estimates of the reddening.
* The initial mass estimate depends heavily on the choice of IMF, that determines the mass fraction locked into low-mass (unobserved) objects. The value of $`1.5\times 10^4`$ $`M_{}`$ was obtained with a Kroupa (2001) IMF, corrected in the lowest mass interval according to Chabrier (2001; details are given in Groenewegen et al. 2001), and should be considered just as a first guess. At present ages, supernovae explosions and stellar mass loss would have reduced this mass by about 20 percent.

### 5.3 Red clump structure and differential reddening

Our cluster simulations also allows us to examine in better detail the observed structure of the red clump in NGC 2158. Figure 10 details the clump region in the CMD, for both simulations (panels a and b) and data (panel c). As can be readily noticed in panel (c), the observed clump appears as a diagonal structure, whose slope is roughly coincident with the reddening vector. In cluster simulations, however, the clump is normally seen as a more compact structure. This can be appreciated in the simulations for single stars shown in Girardi et al. (2000b), where the model clumps are found to be more elongated in the top-bottom direction in the CMD, and not diagonally. The same result is found in Figure 10a, if we look only at the locus of single stars.

However, part of the clump widening might be caused by the presence of binaries, as shown by the different symbols in our simulations of panels (a) and (b). It turns out that binaries composed of clump plus turn-off stars are located at a bluer colour, and are slightly brighter, if compared to the locus of single clump stars. Thus, binaries tend to widen the clump structure along a direction that roughly coincides with the reddening vector. But anyway, as can be readily noticed from Fig. 10, binaries cannot account entirely for the clump elongation observed in NGC 2158.

Instead, since NGC 2158 is located very low in the Galactic plane, the observed clump morphology might well be caused by the presence of differential reddening over the cluster. We can get an estimate of the expected differential reddening, starting from simple models of the dust distribution in the thin disk. To this aim, we use the Girardi et al. (2001) Galactic model, assume a local extinction value of 0.75 mag/kpc in $`V`$ (Lyngå 1982), and a diffuse dust layer of exponentially-decreasing density with a scale height equal to 110 pc. With these parameters, in correspondence of the NGC 2158 location we obtain a differential reddening of $`\mathrm{\Delta }E_{BV}/\mathrm{\Delta }b=0.021`$ mag/arcmin perpendicularly to the Galactic plane. This estimate has the right order of magnitude to explain the width of the observed clump.

In order to investigate whether this kind of picture is realistic, in Fig. 11 we plot the CMDs for NGC 2158, separated in different strips of Galactic latitude $`b`$. The 2-Gyr old isochrone, located at a fixed position in all panels, allows an easy visualization of how the clump gets bluer at increasing $`b`$.333A similar effect was also noticed for NGC 2158 main sequence stars.. Assuming that this effect is caused by differential reddening perpendicularly to the Galactic plane, we get an estimate of $`\mathrm{\Delta }E_{BV}/\mathrm{\Delta }b0.011`$ mag/arcmin.

We conclude that NGC 2158 presents some amount of differential reddening. Along the $`6^{}`$ diameter of the cluster, this effect amounts to about $`\mathrm{\Delta }E_{BV}0.06`$ mag. Since our previous determinations of the cluster age, distance, and reddening were based on the mean location of the observed stars, the correction of the data for differential reddening would not imply any significant change in the derived parameters.

## 6 Cluster kinematics

The availability of mean radial velocity and proper motion measurements allows us to discuss in some detail the kinematics of NGC 2158. Radial velocity has been measured for 8 stars by Scott et al. (1995) and for 20 stars by Minniti (1995). These measurements have a comparable accuracy between 10 and 15 km/s. A systematic shift of about 10 km/s is likely to exist, in the sense that the mean radial velocity from Minniti (1995) is lower than that derived by Scott et al. (1995). Although Minniti (1995) mean radial velocity is based on better statistics, we shall present results based upon both the determinations.

Absolute proper motions have been derived by Kharchenko et al. (1997), and amount to $`\mu _x=+0.66\pm 2.03`$, $`\mu _y=3.23\pm 2.16`$, where $`\mu _x=\mu _\alpha cos\delta `$ and $`\mu _y=\mu _\delta `$.

Following in details Carraro & Chiosi (1994b) and Barbieri & Gratton (2001) we derived the velocity components of NGC 2158 in a Galactocentric reference frame $`U`$, $`V`$ and $`W`$. The results are summarized in Table 3.

By adopting the Allen & Santillán (1991) rotationally symmetric Galaxy mass model, we integrated back in time NGC 2158 orbit for a duration comparable with NGC 2158 age (see previous Sect. 5.2), in order to obtain estimates of its eccentricity, epiciclycal ($`\omega `$-) and vertical ($`z`$-) amplitude. These parameters, together with age and metallicity, are fundamental to place the cluster in the right disk population.

The orbit integration has been performed using a modified version of the second-order Burlish-Stoer integrator originally developed by S.J. Aarseth (private communication). We provide orbits both for the Minniti (1995) and Scott et al. (1995) mean radial velocity estimates. They are shown in the upper and middle panels of Fig. 12. The parameters are basically consistent, as listed also in Table 4. For the sake of the discussion, in the lower panel we show a new orbit determination for the open cluster NGC 2420, which roughly shares the same age (1.8 Gyr) and metallicity ($`[\mathrm{Fe}/\mathrm{H}]=0.42`$) of NGC 2158 (Friel & Janes 1993; Carraro et al 1998). The orbit of NGC 2420 was previously computed by Keenan & Innanen (1974) who suggest that this cluster might have been disturbed in his motion around the Galactic center by the influence of the Magellanic Clouds, an hypothesis which sounds reasonable - the cluster has high eccentricity, large apogalacticon and stays most of the time relatively high above the galactic plane- but which deserves a further detailed numerical investigation.

Christian et al. (1985) argue about the possibility that NGC 2158 and NGC 2420 might share common properties and origin, since they are coeval and have very low metal abundances for open clusters of this age. It is therefore interesting to compare their orbits, also because NGC 2158 is even metal poorer than NGC 2420. With an eccentricity $`e=(R_\mathrm{a}R_\mathrm{p})/(R_\mathrm{a}+R_\mathrm{p})=0.20`$ – where $`R_\mathrm{a}`$ and $`R_\mathrm{p}`$ are the apo- and peri-galacticon, respectively – the cluster reaches a maximun distance of about 12 kpc from the Galactic Center in the direction of the anti-center, where it is located right now and where it probably formed. It remains relatively low in the Galactic disk, in a region populated by young and intermediate-age Population I objects. The only difference with this population is the rather low metal content, less than half the solar value.

Apparently, we are facing two significantly different orbits. NGC 2158 has an orbit more similar to normal Population I objects, whereas NGC 2420 possesses an eccentricity much higher than the typical Population I objects. Moreover, NGC 2420 is more distant than NGC 2158. NGC 2420 and NGC 2158 are not the only two cases of low metallicity intermediate-age clusters in the anti-center direction. From Carraro et al. (1998) we have extracted 10 clusters with age between 1.5 and 3.5 Gyr and low metal content ($`[\mathrm{Fe}/\mathrm{H}]<0.50`$). All these clusters presently lie in a Galactic sector between $`\mathrm{}=135^{}`$ and $`\mathrm{}=225^{}`$. They are: NGC 2158, NGC 2204, NGC 2420, NGC 2141, NGC 2243, Tombaugh 2, Berkeley 19, 20, 21, 31 and 32. The common properties of these clusters suggest the possibility that they formed from the same material. Typically, the mean metal content of the Galactic disk at distances between 12 and 16 kpc ranges between $`[\mathrm{Fe}/\mathrm{H}]=0.50`$ and $`[\mathrm{Fe}/\mathrm{H}]=0.70`$, according to recent estimates of the Galactic disk metallicity gradient (Carraro et al 1998). Such a low metal content is compatible with the low density, hence low star formation, probably typical of that region. In this respect it would be interesting to compute Galactic orbits for all these clusters to check whether a trend exists to have more eccentric orbits at increasing Galactocentric distance in this region of the anti-center. This would help to better understand the structure and evolution of the outer Galactic disk.

## 7 Conclusions

We have presented a new CCD $`UBVRI`$ photometric study of the intermediate age open cluster NGC 2158. From the analysis of the available data we can draw the following conclusions:

$``$ The age of NGC 2158 is about 2 Gyr, with a 15 % uncertainty;

$``$ the reddening $`E_{BV}`$ turns out to be $`0.55\pm 0.10`$ and we find evidence of differential reddening (of about 0.06 mag) across the cluster;

$``$ we place the cluster at about 3.6 kpc from the Sun toward the anti-center direction;

$``$ combining together NGC 2158 age, metallicity and kinematics, we suggest that it is a genuine member of the old thin disk population.

## Acknowledgements

We are very grateful to Chiara Miotto for carefully reading this manuscript, to Mauro Barbieri for NGC 2158 orbit integration, to Martin Groenewegen for the latest calibration of the Galactic model, and to Luciano Traverso, who secured the observations of January 7. We acknowledge also the referee, dr. G. Gilmore, for his useful suggestions. This study has been financed by the Italian Ministry of University, Scientific Research and Technology (MURST) and the Italian Space Agency (ASI), and made use of Simbad and WEBDA databases.