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# References

Modern Physics Letters A
c World Scientific Publishing Company

WHAT CAN SNO NEUTRAL CURRENT RATE TEACH US

ABOUT THE SOLAR NEUTRINO ANOMALY

ABHIJIT BANDYOPADHYAY, SANDHYA CHOUBEY, SRUBABATI GOSWAMI

Saha Institute of Nuclear Physics

Bidhannager, Kolkata 700 064, India

D.P.ROY

Tata Institute of Fundamental Research

Homi Bhabha Road, Mumbai 400 005, India

We investigate how the anticipated neutral current rate from $`SNO`$ will sharpen our understanding of the solar neutrino anomaly. Quantitative analyses are performed with representative values of this rate in the expected range of $`0.81.2`$. This would provide a $`510\sigma `$ signal for $`\nu _e`$ transition into a state containing an active neutrino component. Assuming this state to be purely active one can estimate both the $`{}_{}{}^{8}B`$ neutrino flux and the $`\nu _e`$ survival probability to a much higher precision than currently possible. Finally the measured value of the $`NC`$ rate will have profound implications for the mass and mixing parameters of the solar neutrino oscillation solution.

Keywords: massive nautrino, mixing, solar neutrinos

PACS NO(s): 14.60.pq,14.60.Lm,13.15.+g

A large number of experiments have observed anomalously low solar neutrino flux 1,2,3,4 compared to the standard solar model (SSM) prediction .5 They are the radiochemical experiments on $`Ga`$ 1 and $`Cl`$ 2 targets as well as the water Cerenkov experiments from Super Kamiokande (SK) 3 and Sudbury Neutrino Observatory ($`SNO`$) 4. SK observes the emitted electron from elastic scattering

$$\nu +e\nu +e,$$
(1)
while $`SNO`$ observes it from the charged current process

$$\nu _e+dp+p+e$$
(2)
using a heavy water target. Both the experiments probe the high energy tail of the solar neutrino spectrum, which is dominated by the $`{}_{}{}^{8}B`$ neutrino flux. The SK elastic scattering process (1) is sensitive to $`\nu _e`$ via CC and $`NC`$ interactions; but it also has a limited sensitivity to $`\nu _{\mu ,\tau }`$ via the $`NC`$ interaction. On the other hand the $`SNO`$ experiment is looking separately at the $`NC`$ rate, which has equal sensitivity to all the active neutrino flavors, via

$$\nu +d\nu +p+n,$$
(3)
followed by the neutron capture by $`NaCl`$. The resulting excited state decays via $`\gamma `$ emission, which constitutes the $`NC`$ signal. The $`SNO`$ experiment is expected to report its first $`NC`$ rate shortly, corresponding to a data sample of $`10^3`$ events – i.e. similar statistical accuracy as their 1st CC data .4 The purpose of our work is to critically analyse how far this data will enhance our understanding of the solar neutrino anomaly and its solution.

By far the most plausible solution of the solar neutrino anomaly is in terms of neutrino oscillation, and in particular the oscillation of $`\nu _e`$ into another active flavor $`\nu _a`$, which can be any combination of $`\nu _\mu `$ and $`\nu _\tau `$. Indeed we have made considerable progress in understanding the solar neutrino anomaly and its oscillation solution over the past few months by combining the CC rate from $`SNO`$ with the SK elastic scattering data 6,7,8,9,10. Firstly they disfavour $`\nu _e`$ transition into a sterile neutrino $`\nu _s`$ at the $`3\sigma `$ level in a model independent way.4 Secondly, assuming only transition between $`\nu _e`$ and $`\nu _a`$, one can estimate both the $`{}_{}{}^{8}B`$ flux and the $`\nu _e`$ survival probability, although with fairly large uncertainties.7 Thirdly one can do a combined analysis of the $`SNO`$, $`SK`$ and the earlier radiochemical data assuming SSM and the $`\nu _e\nu _a`$ oscillation model .7,8,9 One sees that the result has narrowed down to only two possible solutions, both having large mixing angles – i.e. the so called LMA and LOW solutions. We shall see below that each of the above results can be significantly sharpened further by including the $`NC`$ rate from $`SNO`$.

Table 1 lists the observed solar neutrino rates of the $`Ga,Cl,SK`$ and $`SNO`$ ($`CC`$) experiments relative to the corresponding $`SSM`$ predictions. The compositions of the respective solar neutrino fluxes are also indicated along with the threshold energies. Assuming the SSM neutrino fluxes and the transition of $`\nu _e`$ into an active flavor $`\nu _a`$ one can write the SK elastic scattering rate relative to the SSM prediction in terms the survival probability, i.e.

$$R_{SK}^{el}=P_{ee}+rP_{ea}=P_{ee}+r(1P_{ee}),$$
(4)
where $`r=\sigma _{\nu _a}^{NC}/\sigma _{\nu _e}^{CC+NC}0.17`$ is the ratio of $`\nu _{\mu ,\tau }`$ to $`\nu _e`$ elastic scattering cross-sections (1).6 The resulting value of the $`\nu _e`$ survival probability $`P_{ee}`$ is shown parenthetically in Table 1. The other rates shown in this table are identical to the corresponding $`P_{ee}`$, since they are sensitive to $`\nu _e`$ only.

As we see from table 1, the $`SK`$ and $`SNO`$ experiments are sensitive only to the $`{}_{}{}^{8}B`$ neutrino spectrum. While the shape of this spectrum is predicted with good precision by the SSM, there is a large uncertainty in the predicted normalisation, 5

$$\varphi _B=5.05\times 10^6\left(1_{.16}^{+.20}\right)cm^2s^1,$$
(5)
arising from the uncertainty in the $`{}_{}{}^{7}Be+p{}_{}{}^{8}B+\gamma `$ cross-section. Therefore we shall introduce a constant parameter $`f_B`$ to denote the normalisation of the $`{}_{}{}^{8}B`$ neutrino flux relative to the SSM prediction. Then the SK elastic scattering and the $`SNO`$ $`CC`$ and $`NC`$ scattering rates relative to the corresponding $`SSM`$ predictions are

$`R_{SK}^{el}`$ $`=`$ $`f_BP_{ee}+f_BrP_{ea},`$ (6)
$`R_{SNO}^{CC}`$ $`=`$ $`f_BP_{ee},`$ (7)
$`R_{SNO}^{NC}`$ $`=`$ $`f_B(P_{ee}+P_{ea}),`$ (8)
which hold for the general case of $`\nu _e`$ transition into any combination of $`\nu _a`$ and $`\nu _s`$. It should be noted here that these three measurements do not have identical energy ranges. The $`SK`$ and $`SNO`$ $`CC`$ data start from neutrino energies of 5 and 7 MeV respectively, while the response function of the $`SNO`$ $`NC`$ measurement extends marginally below 5 MeV. However the SK rate and the resulting survival probability show energy independence down to 5 MeV to a very good precision. The $`SNO`$ $`CC`$ rate shows energy independence as well, although to lesser precision. Therefore it is reasonable to assume a common survival probability for all the three measurements.

As recently discussed in, 6 the SK elastic and the $`SNO`$ $`CC`$ rates can be combined to access information on $`NC`$ scattering, so that in principle there is no new information contained in the $`SNO`$ $`NC`$ rate. In fact eqs. (6,7,8) can be seen to give the sum rule

$$R_{SNO}^{NC}=R_{SNO}^{CC}+(R_{SK}^{el}R_{SNO}^{CC})/r,$$
(9)
which predicts $`R_{SNO}^{NC}=1.0\pm 0.24`$ .6 However the large uncertainty in this prediction reflects the low sensitivity of $`R_{SK}^{el}`$ to $`NC`$ scattering, which is weighted by a small co-efficient $`r`$. On the other hand the expected $`NC`$ scattering rate from $`SNO`$ at the level of $`10^3`$ events should have a similar precision as their present CC rate, i.e. $`\pm 8\%`$, which will ultimately go up to $`\pm 5\%`$. Keeping in mind the predicted range of $`R_{SNO}^{NC}`$ we shall assume

$$R_{SNO}^{NC}=1.0\pm .08,1.2\pm .08,0.8\pm .08$$
(10)
as three representative values of the $`NC`$ scattering rate expected from $`SNO`$ and analyse the implications for the solar neutrino anomaly. We shall see below that the $`R_{SNO}^{NC}`$ input will lead to qualitative improvement in the results of all the three types of analyses mentioned earlier.

General Analysis of $`\nu _e\nu _{a,s}`$ Transitions: Let us start with a model independent analysis of $`\nu _e`$ transition into an active neutrino flavour $`\nu _a`$. One sees from eqs. (6,7) that the observed excess of $`R_{SK}^{el}`$ over the $`R_{SNO}^{CC}`$ in Table 1 constitutes a $`3\sigma `$ signal for $`\nu _e\nu _a`$ transition or equivalently a $`3\sigma `$ signal against a pure $`\nu _e\nu _s`$ transition .4 Similarly an observed excess of $`R_{SNO}^{NC}`$ (8) over $`R_{SNO}^{CC}`$ (7) will constitute a model independent signal for the $`\nu _e\nu _a`$ transition $`P_{ea}`$. Fig. 1 compares the $`R_{SNO}^{NC}`$ values of eq. (10) with the current value of $`R_{SNO}^{CC}`$. It shows that an observed value of $`R_{SNO}^{NC}`$ in the range of $`0.81.2(\pm .08)`$ will constitute of $`510\sigma `$ signal for $`\nu _e\nu _a`$ transition i.e. transition of $`\nu _e`$ into a state of atleast partly active neutrino.

Unfortunately one cannot get a model independent estimate of the $`\nu _e\nu _a`$ transition probability $`P_{ea}`$, since the above excess corresponds to the product $`f_BP_{ea}`$. In fact it is evident from eqs. (6-8) that these two quantities can not be separated with or without the $`P_{SNO}^{NC}`$ input. In other words for the general case of $`\nu _e`$ transition into a mixture of active and sterile neutrinos,

$$\nu _a\mathrm{sin}\alpha +\nu _s\mathrm{cos}\alpha ,$$
(11)
one can rewrite eqs. (6) and (8) as

$`R_{SK}^{el}`$ $`=`$ $`f_BP_{ee}+f_Br\mathrm{sin}^2\alpha (1P_{ee}),`$ (12)
$`R_{SNO}^{NC}`$ $`=`$ $`f_BP_{ee}+f_B\mathrm{sin}^2\alpha (1P_{ee}).`$ (13)
Then it will not be possible to separately estimate the parameters $`f_B`$ and $`\mathrm{sin}^2\alpha `$. One can only determine the following combination in two different ways, i.e.

$`\mathrm{sin}^2\alpha (f_BR_{SNO}^{CC})`$ $`=`$ $`(R_{SK}^{el}R_{SNC}^{CC})/r,`$ (14)
$`\mathrm{sin}^2\alpha (f_BR_{SNO}^{CC})`$ $`=`$ $`R_{SNO}^{NC}R_{SNO}^{CC}.`$ (15)
A two parameter fit to (14) was done in ref.6 to determine the allowed contour in the $`f_B\mathrm{sin}^2\alpha `$ plane. We shall instead treat $`\mathrm{sin}^2\alpha `$ as a model parameter. And for each input value of $`\mathrm{sin}^2\alpha `$ we shall determine $`f_B`$ first from eq. (14) and then from a weighted average of eqs. (14) and (15). The results are shown as lines corresponding to the central value of $`f_B`$ along with the $`1\sigma `$ and $`2\sigma `$ boundaries in the $`f_B\mathrm{sin}^2\alpha `$ plane in Figs. 2 and 3. The advantage of this procedure is that for $`\mathrm{sin}^2\alpha =1`$ the $`1\sigma `$ and $`2\sigma `$ ranges of $`f_B`$ shown correspond to those of the pure $`\nu _e\nu _a`$ transition model without any sterile neutrino, which would not be the case for the two parameter fit .6

A comparison of Figs. 2 and 3 shows the enormous improvement in precision one expects by including the $`NC`$ rate from $`SNO`$. The vertical lines indicate the $`2\sigma `$ limits on $`f_B`$ from the SSM. Combining the two limits one could rule out models having $`\mathrm{sin}^2\alpha <0.3`$ (i.e. singlet neutrino component $`\mathrm{cos}^2\alpha >0.7`$) at $`2\sigma `$ level for $`R_{SNO}^{NC}=0.8\pm .08`$, while $`R_{SNO}^{NC}=1.2\pm .08`$ would rule out all those singlet neutrino models with $`\mathrm{sin}^2\alpha <0.6`$ ($`\mathrm{cos}^2\alpha >0.4`$). However within the present uncertainty of the $`SSM`$ value of the $`{}_{}{}^{8}B`$ neutrino flux it is unlikely to rule out models with a $`\nu _s`$ component $`\mathrm{cos}^2\alpha <0.3`$. Nor is it likely to set any upper limit on $`\mathrm{sin}^2\alpha `$, which would show incompatibility with pure $`\nu _e\nu _a`$ transition.

Analysis of pure $`\nu _e\nu _a`$ Transition: Assuming no sterile neutrino the eqs. (6) and (8) reduce to

$`R_{SK}^{el}`$ $`=`$ $`f_BP_{ee}+f_Br(1P_{ee}),`$ (16)
$`R_{SNO}^{NC}`$ $`=`$ $`f_B.`$ (17)
In this case it is possible to estimate both $`f_B`$ and $`P_{ee}`$ from the $`SK`$ elastic and the $`SNO`$ $`CC`$ rates even without the $`NC`$ rate from $`SNO`$ .7 Fig. 4 shows the 1 and 2 sigma contours of this solution along with the corresponding ones obtained by including the $`R_{SNO}^{NC}`$ input. Our result in the former case is in good agreement with that of ref. 7, although the two methods are not identical. Thanks to the effective energy independence of the survival probability the result is insensitive to the difference between the energy thresholds of the $`SK`$ elastic and the $`SNO`$ $`CC`$ rates. Unfortunately the resulting $`f_B`$ has large error, which reflects the low sensitivity of $`R_{SK}^{el}`$ to $`f_B`$ (eq. 16). Interestingly both the central value and the error bar of $`f_B`$ are practically the same as those of the $`SSM`$ (shown for comparison near the right scale). The error in $`f_B`$ propagates into $`P_{ee}`$ due to a strong anticorrelation between the two quantities as their product is well constrained by $`R_{SNO}^{CC}`$ (7). Fig. 4 shows that the inclusion of the $`NC`$ rate from $`SNO`$ will result in a reduction in the uncertainty of the $`{}_{}{}^{8}B`$ neutrino flux $`f_B`$ and the corresponding survival probability $`P_{ee}`$ by about a factor of 2.5.

The $`\nu _e\nu _a`$ oscillation solutions to the Solar Neutrino Anomaly: Finally we shall fit the global solar neutrino data with a standard two-family $`(\nu _e\nu _a)`$ oscillation model assuming the $`SSM`$ fluxes, but with one difference. Instead of $`R_{SK}^{el}`$ and $`R_{SNO}^{CC}`$ we shall fit the ratios $`R_{SK}^{el}/R_{SNO}^{NC}`$ and $`R_{SNO}^{CC}/R_{SNO}^{NC}`$. As we see from eqs. (7,16,17) the $`{}_{}{}^{8}B`$ neutrino flux $`f_B`$ factors out from these two ratios. Thus the result becomes immune to the large uncertainty in the $`SSM`$ value of the $`{}_{}{}^{8}B`$ neutrino flux (5). We shall include the 19 + 19 day-night spectral points from $`SK`$, but with free normalisation to avoid double counting .7,8,10 We shall also include the combined $`Ga`$ rate of Table 1 in the fit. However we shall exclude the $`Cl`$ rate, since the experiment has not been independently calibrated. Besides the apparent rise of the $`CC`$ rate between the $`Cl`$ and $`SK/SNO`$ energies is in conflict with the $`LMA`$ and $`LOW`$ solutions, which are strongly favoured by the global fit.10 Fig. 5 shows the 90%, 95%, 99% and 99.73% $`(3\sigma )`$ $`CL`$ contours of the fits for the three representative values of $`R_{SNO}^{NC}`$ (10), which is the same as $`f_B`$ (eq. 17). We have checked that all the three fits have equally good $`\chi _{\mathrm{min}.}^2(30)`$ and goodness of fit $`(80\%)`$.

The left panel of Fig. 5 represents $`R_{NC}^{SNO}=f_B=0.8\pm .08`$. It corresponds to enhancing the survival probability $`P_{ee}`$ at $`SK/SNO`$ from 0.35 to nearly 0.45, while $`P_{ee}`$ at $`Ga`$ energy goes up by only 2%. Thus the energy dependence of $`P_{ee}`$ between the $`Ga`$ and $`SK/SNO`$ energies become very mild. Consequently the solution favours large mixing angle, going upto maximal mixing, where it remains valid over two large mass ranges around $`\delta m^2=10^4\mathrm{eV}^2`$ and $`10^7\mathrm{eV}^2`$ .11 These are the so called $`LMA`$ and $`LOW`$ solutions. In the present context however it will be more appropriate to call them $`HIGH`$ and $`LOW`$ solutions, since both of them correspond to large mixing angles. The middle panel represents $`R_{SNO}^{NC}=f_B=1.0\pm .08`$, which means that the survival probability $`P_{ee}`$ at $`Ga`$ and $`SK/SNO`$ energies corresponds to those shown in Table 1. Since such a large energy dependence cannot be explained by the earth matter effect, the $`LOW`$ solution is only allowed at the $`3\sigma `$ level. On the other hand the $`HIGH`$ solution occurs at the upper edge of the $`MSW`$ region in $`\delta m^2/E`$. Thus the survival probability goes down from $`P_{ee}1\frac{1}{2}\mathrm{sin}^22\theta >0.5`$ above the $`MSW`$ region to $`P_{ee}\mathrm{sin}^2\theta `$ inside it as one moves up from $`Ga`$ to $`SK/SNO`$ energies .10 The right panel corresponds to $`R_{SNO}^{NC}=f_B=1.2\pm .08`$, which means that the survival probability at $`SK/SNO`$ energies goes down further by a factor of 1.2. Consequently the $`LOW`$ solution disappears completely while the $`HIGH`$ solution moves to a lower mixing angle. Thus the measured value of the $`NC`$ rate at $`SNO`$ can have a profound effect on the mass and mixing angle of the solar neutrino oscillation solution.

Summary:

In anticipation of the first $`NC`$ rate from $`SNO`$ we have analysed how this data will sharpen our understanding of the solar neutrino anomaly. For a quantitative analysis we have chosen three representative value of this rate, $`R_{SNO}^{NC}=0.8,1.0`$ and $`1.2(\pm .08)`$. They span the $`\pm 1\sigma `$ range of this quantity as estimated from the $`SK`$ elastic and $`SNO`$ $`CC`$ rates. The main results are listed below.

* It will provide a $`510\sigma `$ signal for $`\nu _e`$ transition into an active flavor $`\nu _a`$ (or against a pure $`\nu _e`$ transition into a sterile neutrino $`\nu _s`$).
* However for transition into a mixture of $`\nu _a`$ and $`\nu _s`$, we need to know the $`{}_{}{}^{8}B`$ neutrino flux to constrain the size of the sterile component. If we assume the $`SSM`$ prediction for this flux then $`R_{SNO}^{NC}=1.2\pm .08(0.8\pm .08)`$ would imply the sterile component to be $`<40\%`$ (70%) at the $`2\sigma `$ level.
* Assuming a pure $`\nu _e\nu _a`$ transition one can combine $`R_{SNO}^{NC}`$ with $`R_{SNO}^{CC}`$ and $`R_{SK}^{el}`$ to determine both the $`{}_{}{}^{8}B`$ neutrino flux and the $`\nu _e`$ survival probability to much higher precision than is possible now from the latter two data.
* Finally one can do a $`\nu _e\nu _a`$ oscillation model fit to the global solar neutrino data assuming the $`SSM`$ fluxes, but replacing the $`R_{SK}^{el}`$ and $`R_{SNO}^{CC}`$ by the ratios $`R_{SK}^{el}/R_{SNO}^{NC}`$ and $`R_{SNO}^{CC}/R_{SNO}^{NC}`$, which are independent of the $`{}_{}{}^{8}B`$ neutrino flux. For $`R_{SNO}^{NC}=0.8\pm .08`$ we get both the $`LMA`$ $`(HIGH)`$ and $`LOW`$ solutions covering large ranges of mass and mixing angle, including maximal mixing. On the other hand $`R_{SNO}^{NC}1`$ strongly disfavours the $`LOW`$ solution, while the $`HIGH`$ solution is restricted to a small patch in mass and mixing angle excluding maximal mixing. Thus the measured value of $`R_{SNO}^{NC}`$ can have a profound effect on the mass and mixing parameters of the solar neutrino oscillation.

Acknowledgments

We thank S. Umasankar for discussions.

References


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# Asymptotic Giant Branch evolution at varying surface C/O ratio: effects of changes in molecular opacities

## 1 Introduction

The spectra of cool giant stars – with spectral types M-S-C – are dominated by totally different molecular absorption bands in the visual and infrared (e.g. Lançon & Wood 2000) depending on which, carbon or oxygen, is the most abundant element. For instance, oxygen-rich stars exhibit strong bands of TiO, VO, H2O, whereas carbon-rich stars show large absorption features of C2, CN, SiC. These striking spectral differences between oxygen-rich and carbon-rich stars were first quantitatively explained by Russell (1934), on the basis of molecular equilibria calculations. The key-point is that the binding energy of the CO molecule is so high that almost all atoms of the least abundant element – C or O – are locked to form CO, while the excess atoms of the most abundant element are involved in the formation of the characteristic molecular bands. In addition, the relative abundances of carbon and oxygen affect the chemical composition of the predominant dust grains – e.g. amorphous silicates in oxygen-rich mixtures, and amorphous carbon grains in carbon-rich mixtures (see e.g. Ivezić & Elitzur 1995; Habing 1996) – which condensate in thick circumstellar envelopes ejected by AGB mass-losing stars.

These spectral differences in molecular blanketing and dust emissivity concur to create an observed sharp dichotomy in infrared colours between M- and C-type stars. For instance, the near-infrared colours (e.g. in the $`JHK`$ bands) of carbon stars are systematically redder than those of oxygen-rich stars, as illustrated in several photometric surveys of AGB stars, e.g. in the Magellanic Clouds such as in Frogel et al. (1990), Costa & Frogel (1996), Sergei & Weinberg (2000, the 2MASS project), Cioni et al. (2000, the DENIS project). An analogous situation occurs in the far-infrared, e.g. in the IRAS two-colour diagram carbon-rich stars are displaced to larger $`[2560]`$ colours compared to oxygen-rich stars (see e.g. van der Veen & Habing 1988).

It is clear that theory should account for these observational features, also in consideration of the fact that huge amounts of infrared data are being released (e.g. the DENIS and 2MASS projects).

Actually, on the theoretical side the situation is as follows. The importance of molecular opacities in determining the photospheric properties of AGB stars has been demonstrated since long ago (e.g. Tsuji 1966). Depending on the surface C/O ratio, the dominant sources of opacities at low temperatures are different, being essentially those of H2O and TiO for oxygen-rich atmospheres, and CN and C2 for carbon-rich atmospheres (see e.g. the reviews by Gustafsson & Jørgensen 1994, Gustafsson 1995).

On one side, sophisticated model atmospheres for late-type stars have been constructed with the inclusion of molecular opacity data which are suitable for either M-type stars (e.g. Brown et al. 1989; Plez 1992; Bessell et al. 1998), or C-type stars (e.g. Querci et al. 1974; Johnson 1982; Jørgensen et al. 1992; Höfner et al. 1998).

On the other side, in most stellar evolution models of AGB stars the description of low-temperature opacities is still inadequate. In fact, the usually adopted prescriptions (e.g. Alexander & Ferguson 1994) correspond to opacity tables which are strictly valid for gas mixtures with solar-scaled abundances of elements heavier than helium, hence implying C/O$`0.48`$. For a given initial metal content, the gas opacities are usually derived by interpolating the data tables as a function of density, temperature and hydrogen abundance. This means that any change in the true molecular opacities, due to e.g. variations of the surface CNO abundances, is neglected. The most notable drawback is that molecular opacities strictly valid for oxygen-rich configurations (with C/O$`<1`$) are applied even to carbon-enriched models (with C/O$`>1`$), regardless of the sharp dichotomy in the molecular equilibria between the two cases.

To our knowledge, limited sets of molecular opacity tables at variable C/O ratios are available in the literature (Alexander et al. 1983; Lucy et al. 1986), and few works are dedicated so far to consistently couple molecular abundances and opacities in evolutionary calculations of carbon stars. Scalo & Ulrich (1975) first calculate two AGB evolutionary sequences with variable molecular opacities. The effective temperatures of the models – with increasing surface carbon abundance – are derived with the aid of envelope integrations in which the molecular concentrations and relative low-temperature opacities are let vary according to the current CNO abundances. It turns out that the transition from C/O$`<1`$ to C/O$`>1`$ is marked by a significant cooling of the H-R tracks, essentially triggered by the sudden increase of the CN abundance and opacity. The sensitiveness to molecular opacities of the Hayashi limits for carbon stars has also been investigated by Lucy et al. (1986), in view of analysing the development of dust-driven winds at low effective temperatures. Finally, it is worth mentioning the work by Bessell et al. (1989, 1991) who present an analytical fit – as a function of the C and O abundances – to the molecular opacity calculations by Alexander et al. (1983).

In this context, the present study attempts to give a more realistic description of molecular opacities and discuss their effect on AGB evolution models. The work is organised as follows. The adopted procedure to calculate the opacities is described in Sect. 2. It closely resembles that developed by Scalo & Ulrich (1975): The mass absorption coefficient in any given point across the atmosphere is calculated with aid of analytical fitting relations, once the molecular concentrations are singled out with dissociation equilibrium calculations (Sect. 2.1). Our predictions are tested by comparison with detailed opacity calculations (Sect. 2.2) for solar-scaled elemental abundances, and also examined as a function of increasing carbon abundance and C/O ratio (Sect. 2.3).

The newly developed opacity routine is then employed in synthetic TP-AGB evolution calculations that include the effects of mass loss and third dredge-up (Sect. 3). The effective temperatures of the models, derived through envelope integrations, are analysed as a function of the C/O ratio as the evolution proceeds from oxygen-rich to carbon-rich configurations. The results obtained with “chemically-variable” opacities are compared with models based on “chemically-fixed” opacities, as well as with observations of M- and C-type giants in the solar neighbourhood (Sect. 3).

Other possible evolutionary effects produced by the improved opacities are discussed (Sect. 5), e.g. with respect to the C-star phase lifetimes, mass-loss rates, wind expansion velocities, surface carbon abundances and yields. We also mention further related improvements in the predictive capability of the models, i.e. to reproduce and discriminate the near-infrared colours of M- and C-type stars.

Concluding comments are summarised in Sect. 6.

## 2 Opacity calculations

In order to get the gas opacities for whatever distribution of molecular species, we proceed as follows. The mass absorption coefficient $`\kappa `$ (cm2 gr-1) is evaluated by adopting Keeley’s (1970) analytical relations, which are parameterised as a function of gas density, temperature, and elemental abundances. These fitting formulas account for both atomic and molecular contributions to the total opacity. The molecules included by Keeley (1970) are: H2, H2O, OH, CO. The original H2O term is modified to reproduce more recent opacity data (see Sect. 2.2). We add also the contribution of the CN opacity by adopting the polynomial fit by Scalo & Ulrich (1975). Finally, a rough estimate to C2 opacity is given by simply assuming it as large as the CN term, following the results of detailed calculations by Querci et al. (1971; see their figure 11).

The functional form used to evaluate the total Rosseland mean opacity (RMO) is of the kind:

$$\kappa =\kappa _\mathrm{c}+\underset{i}{}X_i\kappa _i$$
(1)
where $`\kappa _\mathrm{c}`$ is the continuum opacity (due to absorption and scattering), $`\kappa _i`$ represents the RMO produced per unit mass of molecule $`i`$, having a fractional abundance (by mass) $`X_i`$.

Because the RMO is a harmonic (not arithmetic) mean, in general, the sum of single RMO contributions – as given by Eq. (1) – is not equal to the RM of the sum of monochromatic opacities. Nevertheless, these two determinations tend to converge to the same result in case one of the involved terms dominates the summation. Actually, this condition is usually met in AGB envelopes under most conditions, the main source for the total RMO being either the continuous, or H2O, or CN contribution (see Scalo & Ulrich 1975 for a discussion; see also Alexander et al. 1983; Alexander & Ferguson 1994).

### 2.1 Molecular concentrations

The evaluation of $`\kappa `$ with Eq. (1) requires the abundances $`X_i`$ of the atoms and molecules under consideration are known. For given density, temperature, and chemical composition of the gas, atomic and molecular concentrations are derived by means of chemical equilibrium calculations, i.e. by solving the set of equations describing both ionisation (Saha) and molecular dissociation equilibria (see e.g. Tsuji (1966) for a description of the overall procedure).

The electron pressure $`P_\mathrm{e}`$ is calculated by considering the first ionisation stages of H, He, C, N, O, and most metals with nuclear charge $`Z`$ going from 9 to 57 (the complete list is the same as in Alexander & Ferguson 1994). The partition functions for atoms are taken from Irwin (1981), and Sauval & Tatum (1984). Dissociation equilibrium constants are evaluated with the aid of the analytical expressions by Rossi & Maciel (1983).

Figures 1 and 2 exemplify the results of standard calculations of chemical equilibrium, as a function of both C/O ratio and temperature. It is worth recalling the following points.

The stability of CO is so strong that, whatever the value of the C/O ratio, the majority of the atoms of the least abundant element is locked up in the CO molecule, whereas the excess of the other one can take part to the formation of other molecular species. This feature, pointed out long ago by Russell (1934), is responsible for the abrupt change in the atomic and molecular equilibria (involving C and O atoms) as soon as the gas mixture passes from oxygen-rich to carbon-rich (and viceversa).

A clear example is displayed in Fig. 1, where a remarkable increase of the fractional abundances (proportional to the partial pressures) of CN and C2, and a consequent drop of H2O, occur as soon as C/O become larger than unity. The same effect is evident by comparing the two panels of Fig. 2, that show the expected chemical equilibria as a function of temperature in a mixture with the same gas pressure, but two different values of the C/O ratio. We also notice that for temperatures lower than about 2000 K, the abundance of free H drops, as most H atoms are trapped into the H2 molecule.

### 2.2 Comparison with other opacity data

The results of the present opacity calculations are tested by comparison with available data in the literature. In Fig. 3 the comparison is performed with Alexander & Ferguson (1994), whose opacity tables are largely adopted in current evolutionary calculations of the AGB phase (e.g. Chieffi et al. 2001; Herwig 2000; Ventura et al. 1999; Forestini & Charbonnel 1997). In these opacity tables the abundances of metals are scaled to the solar ones, then implying a C/O ratio of about 0.48 for any value of the metallicity. Figure 3 illustrates two examples, that refer to two choices of the initial composition, namely: \[$`Y=0.273`$, $`Z=0.019`$\] and \[$`Y=0.240`$, $`Z=0.004`$\]. In both cases, for each temperature value, the associated density satisfies the condition $`\mathrm{log}R=\mathrm{log}\rho +3(6\mathrm{log}T)=3`$, where $`R`$ is a commonly adopted quantity as it allows smooth interpolations of opacity tables.

Our predictions in Fig. 3 show a general agreement with Alexander & Ferguson (1994), reproducing rather well the main features of the opacity for temperatures in the range from about $`\mathrm{10\hspace{0.17em}000}`$ K down to about $`\mathrm{1\hspace{0.17em}500}`$ K. In particular, we account for the first opacity bump at $`T\mathrm{2\hspace{0.17em}500}`$ K due to water vapor. To this respect, we should also note that, according to Alexander & Ferguson (1994), an additional smaller contribution to the opacity bump comes from TiO, which is not included in the present treatment.

Anyhow, as the original (Keeley 1970) formula underestimates the H2O opacity compared to Alexander & Ferguson’s results, we choose to modify the corresponding analytical term $`k_{\mathrm{H}_2\mathrm{O}}`$ in Eq. (1)111More specifically, the numerator $`9.72\times 10^{18}e^{3.2553/T_4}`$ has been replaced with $`9.72\times 10^{21}e^{3.2553/(T_4+0.37)}`$, where $`T_4=T/10^4K`$, so as to obtain a better reproduction of the more recent opacity data. In fact, the water vapor opacity has been totally revised over the years, essentially following the introduction of new techniques and extension of the adopted line list (see e.g. Alexander et al. 1989; Gustafsson 1995).

The second opacity bump for $`T<\mathrm{1\hspace{0.17em}500}`$ is not reproduced by our calculations as the dust contribution is not taken into account. However, these very low temperature are not attained in the atmospheres of our carbon star models.

Figure 4 compares our results with available opacity data for gas mixtures with C/O$`=1`$ (Alexander et al. 1983), and C/O$`=2`$ (Lucy et al. 1986). The oxygen abundance is kept solar, while that of carbon is increased so as to obtain the specified C/O ratio. We notice in both cases the opacity curves at $`T<\mathrm{4\hspace{0.17em}500}`$ K largely deviate from that corresponding to a solar-scaled mixture of metals (with C/O$`0.48`$) (see the discussion below in Sect. 2.3). The basic features – i.e. the disappearance of the H2O opacity bump for C/O$`=1`$ and the appearance of the CN opacity bump for C/O$`=2`$ – present in the data tables are also predicted by our calculations. Some differences exist, like a possible overestimation of the CN opacity at temperatures lower than $`\mathrm{2\hspace{0.17em}500}`$ K (bottom panel of Fig. 4). Nevertheless, the results shown in Figs. 3 and 4 clearly show that our simple opacity treatment provides a satisfactory description of the behaviour of molecular opacities with varying C/O ratio, and represents a better alternative to the usual assumption of opacities for solar-scaled metal abundances.

### 2.3 Molecular opacities for variable C/O ratio

Figure 5 shows a striking example of how large might be the discrepancy between “chemically-fixed” and “chemically-variable” opacity data. The former case refers to a fixed solar-like composition according to Alexander & Ferguson (1994), whereas the latter case corresponds to a chemical mixture with increasing C abundance.

We can see that major variations of the opacity show up as the C/O ratio increases from below to above unity (due to the progressive increase of the C abundance). At lower temperatures ($`T\mathrm{3\hspace{0.17em}000}`$ K) the H2O bump drops until it disappears at C/O$`1`$, as almost all atoms of both C and O are bound in the CO molecule. Then, as soon as C/O overcomes unity, the CN$`+`$C2 opacity contribution suddenly rises, becoming the dominant opacity source at temperatures between $`\mathrm{2\hspace{0.17em}000}`$ and $`\mathrm{3\hspace{0.17em}000}`$ K. It turns out that such a prominent opacity bump develops just where an opacity minimum is instead expected for oxygen-rich mixtures.

Therefore, by comparing the results displayed in Fig. 5, it is already clear that applying the opacity profile expected for a solar mixture to calculate the atmosphere of a carbon-rich model is a considerable mismatch. However, this is presently the usual choice in stellar evolution calculations of the AGB phase.

### 2.4 Pros and cons of the present opacity treatment

A few comments should be made with respect to the pros and cons of the present treatment. A clear limitation is related to the adopted simplifications, namely: calculate $`\kappa `$ as the sum of RMOs of individual molecules, and include a limited number of molecular species. However, we already mentioned that Eq. (1) may be considered an acceptable approximation under most conditions met in AGB atmospheres. Possibly important molecules in AGB stars, that are neglected in this study, are TiO and VO for oxygen-rich stars and HCN and C2H2 for carbon-rich stars. Anyhow, the molecules here considered are among the most relevant opacity sources at low temperatures in AGB stars.

The major advantage is offered by the possibility to evaluate the opacities for any chemical composition, during the evolutionary calculations, and with just a small additional computational effort.

Clearly, a more accurate alternative would be to perform multidimensional interpolations between tables previously generated by detailed opacity calculations. However, it should be remarked that in order to guarantee a sufficient coverage of the possible conditions met in AGB atmospheres, a large grid of tables is needed (and presently not available), for many combinations of various parameters. In the specific case of AGB stars, we should deal with a minimum of seven parameters, namely: density, temperature, total metal content, hydrogen, carbon, nitrogen, and oxygen abundances.

It follows that, despite the involved approximations, our approach is a reasonable compromise and also an improvement upon commonly adopted input prescriptions in AGB evolution models (i.e. solar-scaled molecular opacities), as it can describe the changes in the atmospheric opacities consequent to the changes in the surface chemical composition of AGB stars.

## 3 Synthetic TP-AGB calculations

The new routine to evaluate the molecular opacities, described in Sect. 2, is incorporated in the envelope model employed in the code for synthetic TP-AGB evolution developed by Marigo et al. (1996, 1998) and Marigo (2001, and references therein), to whom the reader is referred for all details.

Let us here summarise just the basic structure of the TP-AGB synthetic model. It consists of two main components, namely:

* analytical ingredients derived from full stellar calculations and/or observations (e.g. core mass-luminosity relation for low-mass stars, core mass-interpulse period relation, mass-loss and dredge-up laws, etc.);
* a complete “extended” envelope model that, at each time step, numerically solves the structure of the stellar atmosphere and underlying convective envelope, down to the H-burning shell.

As for the envelope model, the solution scheme is the following. Given total stellar mass, core mass, and surface chemical composition, the stellar structure equations are integrated to determine the profile of the unknown variables $`r`$, $`P_r`$, $`T_r`$, $`L_r`$ across the envelope, provided that two outer (at the photosphere) and two inner (at the core) boundary conditions are fulfilled. In particular, the outer boundary conditions – derived from the integration of the photospheric equations for $`T`$ and $`P`$ – are related to the atmospheric parameters $`L`$ and $`T_{\mathrm{eff}}`$. Static and grey atmospheres are assumed. Convection is described according to the mixing-length (ML) theory, and the ML parameter is $`\alpha =\mathrm{\Lambda }/H_P=1.68`$ (where $`\mathrm{\Lambda }`$ is the mixing length, and $`H_P`$ is the pressure-scale height).

Envelope integrations are carried out to predict the evolution of the envelope structure and surface properties of a TP-AGB star during the quiescent inter-pulse periods, that is when the H-burning shell provides most of the stellar energy, while the He-shell contribution is small. In terms of duration, this quiescent phase – between the occurrence of two consecutive thermal pulses – is by far dominant, given the extremely shorter time over which a thermal pulse takes place.

The envelope model is also employed to test the possible occurrence of the third dredge-up, according to a criterium on the temperature at the base of the convective envelope in the stage of post-flash luminosity maximum. The minimum base temperature required for dredge-up to take place is $`\mathrm{log}T_\mathrm{b}^{\mathrm{dred}}=6.4`$, following the empirical calibration performed by Marigo et al. (1999; see also Wood 1981) on the basis of the observed carbon star luminosity functions in the Magellanic Clouds. The efficiency of the third dredge-up, expressed by the classical quantity $`\lambda `$, is a free parameter, that varies within 0.50-0.75 in the present calculations. The recurrent dredge-up of carbon at thermal pulses is responsible for the transition of the models from the (C/O$`<1`$) to the (C/O$`>1`$) domain. Hot-bottom burning (and the related break-down of the core mass-luminosity relation) in the most massive models (with $`M34M_{}`$) is also taken into account (Marigo et al. 1998, Marigo 1998). The TP-AGB evolution is calculated with the inclusion of mass loss up to the complete ejection of the residual envelope. The adopted semi-empirical formalism for mass-loss is that developed by Vassiliadis & Wood (1993).

For the purposes of this study, a limited set of synthetic TP-AGB models has been calculated, with initial metallicity $`Z=0.019`$ and masses in the range $`1.2M_{}\mathrm{\hspace{0.17em}3}M_{}`$. For each stellar model, calculations start at the first thermal pulse, following the predictions of the Padova stellar tracks (Girardi et al. 2000), whence we extract our initial conditions (i.e. core mass, envelope chemical composition, luminosity, etc.). In the TP-AGB models here considered, with relatively low masses, the surface chemical composition may be altered by the third dredge-up only, whereas hot-bottom burning does not take place.

As far as the adopted opacity prescriptions are concerned, we distinguish two groups of models. In both cases we take the tables by Iglesias & Rogers (1993) for $`\mathrm{log}T>4.0`$, and Alexander & Ferguson (1994) for $`3.7<\mathrm{log}T4.0`$. The only difference resides in the choice of the adopted opacities for $`\mathrm{log}T3.7`$:

* models $`F`$: fixed opacities for solar-scaled metal abundances
* models $`V`$: variable opacities (Sect. 2) coupled to the changes in chemical abundances (e.g. C and O) due to dredge-up events

In fact, these are the typical temperatures at which the molecular concentrations become appreciable (see e.g. Figs. 35).

## 4 Effective temperatures of oxygen- and carbon-rich stars

It has long been recognised that the opacity of the atmospheric layers plays a crucial role in determining the surface properties of giant stars, in particular affecting their position on the H-R diagram (e.g. Lucy et al. 1986). From stellar models we learn that for given luminosity (determined e.g. by the core mass-luminosity relation), larger atmospheric opacities usually correspond to larger radii, hence lower effective temperatures.

This may apply for instance, to a C-rich atmosphere compared to an O-rich atmosphere, if the typical range of involved temperatures across both atmospheres is (say between $`\mathrm{2\hspace{0.17em}000}`$ and $`\mathrm{4\hspace{0.17em}000}`$ K) is such to include important opacity features, like the CN opacity bump (or opacity minimum) of the C-rich (or O-rich) configuration (see Fig. 3). In this case, then, a cooler effective temperature should describe the C-rich model.

This prediction may explain, in fact, the existence of a clear relation between the effective temperatures of giant stars and their surface C/O ratios: Carbon-rich stars are found to have lower effective temperature than oxygen-rich stars. This trend is illustrated in Fig. 6, where the observed data refer to a sample of Galactic giants.

The effective temperatures of most carbon stars of the sample are the most accurate possible determinations, as they have been derived with the aid of direct methods, based on angular diameters estimated with interferometry or lunar occultations (see the compilation by Bergeat et al. (2001) and references therein). For the other stars (of M-type with C/O$`<1`$ and SC-type with C/O$`1`$), effective temperatures are indirectly derived via spectral analysis techniques employed to determine their CNO abundances, hence C/O ratio (e.g. Smith & Lambert 1986).

The empirical relation shown in Fig. 6 clearly indicates two major facts, namely: i) the almost complete segregation in effective temperature between oxygen-rich and carbon-rich stars; and ii) the relatively low C/O values ($`<2`$) measured in carbon-rich stars.

The observed data are then compared to the two sets ($`F`$ and $`V`$) of TP-AGB synthetic models, that only differ in the adopted prescriptions for low-temperature opacities ($`\mathrm{log}T<3.7`$).

Figure 6 shows the remarkable disagreement between observations and predictions for models $`F`$ (bottom panel). The observed domain of C-stars is not reached by the stellar tracks, that are characterised by higher effective temperatures and larger C/O ratios. It should be also noticed that, as the surface C/O ratio increases because carbon is added at each dredge-up episode, the decrease of $`\mathrm{log}T_{\mathrm{eff}}`$ follows an almost straight line, up to when a more significant bending towards lower $`T_{\mathrm{eff}}`$ takes place during the very last quiescent inter-pulse periods. Actually, the slope of the C/O$`\mathrm{log}T_{\mathrm{eff}}`$ tracks does not change even when models $`F`$ make the transition from C/O$`<1`$ to C/O$`>1`$. This can be understood just from the fact that in models $`F`$ the molecular opacities are not affected at all by changes in the CNO abundances. The final flattening of tracks is instead caused by the drastic reduction of the envelope mass at the onset of the super-wind regime.

The effect of the new molecular opacities shows up sharply in models $`V`$. First of all, they succeed in reproducing the observed location of both oxygen- and carbon-rich stars, hence removing the aforementioned discrepancy. The main aspect is that, contrary to models $`F`$, models $`V`$ with variable opacities perform quite a large excursion towards lower effective temperature as soon as their surface abundance of C exceeds that of O. Such excursion is initially driven by the sudden appearance and progressive build-up of the molecular opacities due to CN and C2 (see Figure 5) as the C/O ratio becomes larger than unity. The photospheric cooling, in turn, favours larger and larger mass-loss rates, contributing to anticipate the super-wind phase.

In brief, the behaviour of tracks $`F`$ and $`V`$ notably differs in the flattening towards lower $`T_{\mathrm{eff}}`$ shown in Fig. 6. In models $`F`$ the bending is caused by the reduction of the envelope mass, and starts at the onset of the superwind after the transition to the C-rich class. In models $`V`$ it is initiated by the drastic change in molecular opacities as soon as the oxygen- to carbon-rich transition occurs, and subsequently amplified during the super-wind phase. This feature can be seen also by looking at the TP-AGB evolution in the H-R diagram (see Fig. 7): compared to models $`F`$ with the same initial mass, the flattening of tracks $`V`$ occurs at fainter luminosities and extends to cooler $`T_{\mathrm{eff}}`$.

It is also interesting to notice that the transition to the C-star configuration is characterised by a first sizeable jump towards lower $`T_{\mathrm{eff}}`$ (compare the last C/O$`<1`$ point with the first C/O$`>1`$ point along each H-R track of group $`V`$), which is more pronounced at decreasing stellar mass. After this initial sharp departure away from the oxygen-rich part of the H-R track, the subsequent cooling proceeds at a slower rate during the C-star evolution, as illustrated by the denser sequence of points marked along tracks $`V`$ in Fig. 7. Finally, a further acceleration towards lower $`T_{\mathrm{eff}}`$ takes place as soon as the super-wind is attained and the envelope is rapidly ejected (correspondingly, the distance in $`T_{\mathrm{eff}}`$ between the last points increases).

This predicted behaviour naturally succeeds in explaining the observed spread and distribution in effective temperature exhibited by the sample of M-S-C stars shown in Fig. 6. To this aim, let us consider the overall morphologic evolution of the bundle of theoretical TP-AGB tracks (models $`V`$, top panel).

For C/O$`<1`$ (corresponding to M-stars), the width in $`T_{\mathrm{eff}}`$ of the bundle is relatively narrow and reflects individual variations of fundamental parameters (essentially: envelope and core masses, and dredge-up law).

For C/O$`1`$, at the M-to-C transition, the bundle stretches out over a rather extended $`T_{\mathrm{eff}}`$-interval, as a consequence of the expected jump shown by each track. This is fully supported by the observed location of S-stars in Fig. 6.

Finally, as the bundle widens for C/O$`>1`$, the evolution is characterised by a further significant cooling of the tracks, that depends on individual stellar properties (compare e.g. the tracks of the same stellar mass but with different $`\lambda `$). Indeed, models $`V`$ are in agreement with the empirical indication, already pointed out by Bergeat et al. (2001), that the dispersion of the C/O values measured in C-stars increases at decreasing effective temperatures.

## 5 Other evolutionary and observational effects

In addition to the mentioned effects on the effective temperature, the use of opacity prescriptions properly coupled to the current CNO abundances, may bring along other evolutionary implications of great relevance.

Some indications are presented in Table 1 and Figs. 8, 9 that compare the predictions for some representative quantities of synthetic TP-AGB models calculated with the same input physics but for the molecular opacities (i.e. models $`F`$ and $`V`$ presented in Sect. 4).

First of all, we can notice in Table 1 that the introduction of the new opacities in our TP-AGB calculations has determined a sizeable reduction of the duration of the C-star phase, by a factor 2-3 for the specific models under consideration.

As already mentioned, such effect is related to the excursion towards lower effective temperatures caused by the transition from C/O$`<1`$ to C/O$`>1`$. This, in turn, favours larger mass-loss rates, hence anticipating the onset of the super-wind regime and the consequent termination of the AGB phase.

Another consequent effect concerns the luminosities of C-stars and the final masses at the termination of the AGB. As shown in Fig. 7, the luminosity interval spanned by models $`V`$ for C/O$`>1`$ is much smaller than in models $`F`$ with the same mass and assumed dredge-up efficiency. Correspondingly, the AGB-tip luminosities, $`L_\mathrm{f}`$, and the final masses, $`M_\mathrm{f}`$, are lower in models $`V`$ than in models $`F`$ (see Table 1). From inspection of Fig. 7 (top panel), one could speculate that a well-defined relation exists between the observed C-star luminosity and its initial mass, and hence the age of its parent population. Moreover, since models $`V`$ leave the AGB phase earlier than models $`F`$, we might expect that the initial-final mass relation tends to flatten over the initial-mass interval pertaining to the C-stars’ progenitors. Before drawing any conclusion on these issues, however, it is necessary to perform an empirical re-calibration of the other model parameters (e.g. dredge-up law) that also affect the predicted C-star luminosities and final masses. The basic observables to be reproduced are the C-star luminosity functions e.g. in the Magellanic Clouds, and the white-dwarf mass distribution, as done by Marigo et al. (1999).

With respect to mass loss on the AGB, we can see in Fig. 8 that models $`V`$ describe the behaviour of the observed mass-loss rates of C-stars as a function of the C/O ratio remarkably well. Similarly to the H-R tracks, also the tracks $`V`$ in the ($`\dot{M}`$ – C/O) plane show an evident change of slope as soon as surface carbon becomes more abundant than oxygen, with a clear acceleration towards larger and larger $`\dot{M}`$. Differently, in models $`F`$ the change of slope is found to occur at the onset of the superwind, that is after the transition into the C/O$`>1`$ domain. An analogous situation applies to the evolution of the terminal (or expansion) velocity, $`v_{\mathrm{exp}}`$, of the AGB wind as a function of the C/O ratio, which is shown in Fig. 9. It is calculated – following Vassiliadis & Wood’s (1993) prescriptions – as a function of the pulsation period which, in turn, depends also on $`T_{\mathrm{eff}}`$. Again, models $`V`$ are in much better agreement with observations of C-stars compared to models $`F`$, and again a sudden change of slope is seen at the C-star formation. All these features point to the same conclusion: the surface C/O ratio of AGB stars is a crucial factor in determining their evolutionary properties.

Further notable consequences arise from this ascertainment. For instance, the reduction of the C-star lifetimes (passing from models $`F`$ to models $`V`$) consequently affects other model predictions regarding e.g. the expected $`N`$(C)/$`N`$(M) ratio between the number of C- and M-stars in old- and intermediate-age stellar populations, the carbon abundances and yields. Basing on the results presented in Table 1, all these quantities show a decreasing trend going from models $`F`$ to models $`V`$. For instance, the ratio $`\tau _\mathrm{C}/(\tau _{\mathrm{TP}\mathrm{AGB}}\tau _\mathrm{C})`$ as a function of stellar mass is a measure of the expected $`N`$(C)/$`N`$(M) ratio – limited to late M-stars – as a function of the age of the corresponding simple stellar population. According to present calculations, this ratio varies in the interval 0.58 – 1.35 for models $`F`$, and 0.19 – 0.55 for models $`V`$. Moreover, the interesting possibility of a lower production (and ejection) of carbon might help to explain the rather low C/H and C/O abundances measured in PNe, such as the accurate determinations recently derived from ISO spectra (Pottasch 2000). Actually, lower stellar yields of carbon seem also required by chemical evolution models of galaxies to better reproduce the observations (Portinari et al. 1998).

The improved treatment of molecular opacities should also allow a better description of near-infrared colours – mainly in the $`JHK`$ bands – of AGB stars. Leaving a more detailed analysis of this topic to a future investigation, we briefly mention the observed dichotomy between oxygen- and carbon-rich stars in the ($`JK`$) vs. ($`VK`$) diagram. As shown in Fig. 10, M- and C-stars populate two different branches, the carbon-rich objects exhibiting systematically redder ($`JK`$) colours.

The predicted evolution of the colours is also shown for both sets of models. The transformations from the theoretical to the observational plane are performed by using the calibrated colour-temperature relations presented by Fluks et al. (1994) for the M-stars, and Bergeat et al. (2001) for the C-stars. Combining the two transformations, an abrupt jump in both ($`JK`$) and ($`VK`$) colours is expected as soon as the stars pass from oxygen-rich to carbon-rich (dotted lines).

As for the C-star branch, we notice that models with variable opacities well extend throughout the observed range of the ($`JK`$), from about 1.3 up to about 2.2. Differently, carbon-rich models with fixed opacities get mixed into the M-star domain at lower colours (contrary to observations), and draw a shorter evolution towards redder colours, not exceeding ($`JK)1.7`$.

It is clear that a deeper analysis of the results presented in this work requires extensive calculations of TP-AGB models, coupled to a close comparison with observations. It should be also considered that any further change in the input prescriptions – besides those for the molecular opacities – would produce additional effects. It follows that, in order to reproduce basic observational constraints (like the carbon star luminosity functions and the white dwarf mass distribution; see e.g. Marigo 2001), the adoption of the improved opacities should be accompanied by a re-calibration of the relevant model parameters (mainly dredge-up law and mass-loss efficiency). All these aspects will be considered with more detail in future work.

Anyhow, just from basing on the present explorative calculations, there is a clear hint that the new variable opacities go in the right direction to match theory and observations.

## 6 Concluding remarks

In this work we call attention to the importance of consistently coupling the molecular opacities with the current envelope chemical composition in TP-AGB evolution models, and to discontinue the use of opacity tables that are generated for fixed – both absolute and relative (usually solar-scaled) – abundances of metals, like carbon and oxygen.

Our explorative study starts with the development of a routine to estimate the molecular opacities for any choice of the chemical composition of the gas. Notwithstanding the unavoidable approximations, this tool is easily incorporated in our envelope model, that is employed to derive the effective temperature of TP-AGB models during their quiescent inter-pulse evolution. In this way, we can follow the evolution of molecular opacities as more carbon is dredged-up to the surface, and in particular the abrupt change in the dominant opacity sources at the transition from the the oxygen- to the carbon-rich domain. Correspondingly, the most remarkable consequence is the sudden cooling of the stellar tracks in the $`\mathrm{log}L\mathrm{log}T_{\mathrm{eff}}`$ diagram, which causes the displacement of the C-rich models towards redder near-infrared colours.

We expect that the latter effect should depend, among other factors, on the global metal content of the stellar population which the observed AGB stars belong to. Preliminary calculations suggest that the cooling of the C-rich models away from the O-rich AGB should be less pronounced at decreasing metallicity, possibly becoming even negligible in AGB populations of very low metallicity. This would occur if the temperatures across the atmosphere are too warm (say $`>\mathrm{4\hspace{0.17em}000}`$ K, or equivalently for $`\mathrm{log}T_{\mathrm{eff}}>3.6`$) and do not fall in the temperature range required for the formation of the characteristic molecules (e.g. CO, H2O, and CN) in appreciable concentrations.

Furthermore, the results obtained in this work indicate that – while keeping fixed all other prescriptions – the adoption of more consistent molecular opacities in AGB models produces significant effects, such as: shortening of the C-star phase, lower AGB-tip luminosities and final masses for C-stars, lower carbon yields. Of course, all these aspects need to be investigated in the context of a more extended analysis that performs a re-calibration of the model parameters (e.g. the dredge-up law) to reproduce basic observables of C-stars (Marigo et al., in preparation).

It is also clear that the predicted evolution of the effective temperature as a function of the surface C/O ratio – shown in this study for AGB models with initial solar metallicity – should be considered representative of a mean trend, as it refers to quiescent inter-pulse stages. Additional effects – such as stellar pulsation (instead of the assumed staticity of the envelope), and the complex variation of the envelope structure (in terms of contraction and/or expansion) driven by thermal pulses – should produce some further dispersion around the mean $`T_{\mathrm{eff}}`$ at given C/O. Moreover, major improvements in the opacity treatment could be adopted in future work, including the resort to detailed opacity libraries as they may become available.

Anyhow, we expect that none of these additional elements could change the main point of this study: the large inadequacy of fixed solar-scaled molecular opacities in AGB models with varying C and O surface abundances, and the marked cooling of the AGB for C/O$`>1`$.

Actually, a net progress in model predictions is already attained in the present analysis, as supported by the first successful comparisons with observations of e.g. C/O ratios, effective temperatures, and near-infrared colours of C-stars. This improvement in modelling the TP-AGB phase opens the way to promising applications, aimed at investigating the contribution of old- and intermediate-age stellar populations to the chemical and spectro-photometric evolution of the parent galaxies.

More realistic TP-AGB models are really needed to keep up with observational advancements: AGB stars have been resolved in many galaxies of the Local Group (see e.g. Nowotny et al. 2001; Saviane et al. 2000; Groenewegen 1999 for a recent census), and also indirectly revealed via their signature in the integrated spectra of the stellar systems (e.g. Lançon et al. 1999). Moreover, huge amounts of infrared data with unprecedented sky coverage are being released (e.g. the DENIS and 2MASS projects).

In this context, the issue addressed in this work should provide an important step forward to bring AGB stellar models closer to observations.

###### Acknowledgements.

I would like to thank Harm Habing for fruitful suggestions and remarks on this work, and Léo Girardi for careful and critical reading of the manuscript. This work is financially supported by the Italian Ministry of Education, University and Research (MIUR).


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# Linear Differential Equations and Orthogonal Polynomials: A Novel Approach

## I Introduction

It has been recently shown, by two of the present authors , that the solution of a linear differential equation (DE), of an arbitrary order, can be mapped to the space of monomials, if the operators, relevant to a given DE, can be separated into a part containing the Euler operator ($`Dxd/dx`$) and the constants and another one retaining the other operators. Separating a given DE into two different parts and generating a series solution, from the solution of the simpler one, by integration has been tried earlier in the literature . The advantage of the present method derives from the fact that, the Euler operator is diagonal in the space of monomials and any other differential operator or monomial $`(O^d)`$ is characterized by a definite degree $`d`$, with respect to the Euler operator i.e., $`[D,O^d]=dO^d`$. By a judicious use of these two results, the space of solutions of the above DE of arbitrary order, is directly connected to the space of monomials, avoiding any explicit integration, unlike the previous approaches. This technique, not only yields novel expressions for both polynomial and functional solutions of the known DEs, but can also be straightforwardly extended to a wide class of multi-variate DEs. It can be used to find solutions of equations , involving the so called Dunkl derivatives ; these type of equations are being extensively studied in the current physics and mathematics literature . Furthermore, the approach leads to the diagonalization of various many-body interacting systems  of the Calogero-Sutherland type .

In the present paper, we confine ourselves, to the single variable case and explore the origin of various algebraic structures in the space of solutions of the DEs and only briefly outline the procedure to generalize this approach to the many-variable cases. These algebraic structures manifest transparently here, since they appear naturally in the space of monomials and our approach connects these monomials to the solution space. It is worth mentioning that these algebras are responsible for symmetries and various degeneracies of physical problems , associated with the DE under consideration.

The paper is organized as follows. In the subsequent section, we briefly outline the essential steps of our method and use the same to obtain novel expressions for the solutions of the well-known hypergeometric and confluent hypergeometric equations and also show its applicability to generalized hypergeometric equations. The ladder operators and the underlying algebras are then obtained in section III. We then establish the connection of this approach with the factorization technique and Supersymmetric quantum mechanics (SUSY-QM). The utility of the method, in finding various properties of the orthogonal polynomials, is then demonstrated in section IV, by finding the generating functions and the Rodriguez formulae, for a number of cases. We conclude in section V, after pointing out a number of problems, where the present method can be profitably employed.

## II Mapping between the solution space of differential equations and monomials

In this section, we reproduce, for the sake of completeness, a recently proposed method of solving linear differential equations of arbitrary order  and explicate the same, with a number of examples.

After suitable manipulations, if a DE can be cast in the form

$$\left[F(D)+P(x,d/dx)\right]y(x)=0,$$
(1)
where, $`Dx\frac{d}{dx}`$, $`F(D)=_{n=\mathrm{}}^{n=\mathrm{}}a_nD^n`$, $`a_n`$’s are some parameters and $`P(x,d/dx)`$ is a function of $`x`$, $`d/dx`$ and other operators, then the solution to the DE can be written as,

$$y(x)=C_\lambda \left\{\underset{m=0}{\overset{\mathrm{}}{}}(1)^m\left[\frac{1}{F(D)}P(x,d/dx)\right]^m\right\}x^\lambda $$
(2)
provided, $`F(D)x^\lambda =0`$. Here $`C_\lambda `$ is a constant. The proof is straightforward and follows by direct substitution:

$`\left[F(D)+P(x,d/dx)\right]\left\{{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^m\left[{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]^m\right\}x^\lambda `$ (3)
$`=F(D)`$ $`\left[1+{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]\left\{{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^m\left[{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]^m\right\}x^\lambda `$ (5)
$`=F(D)`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^m\left[{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]^mx^\lambda `$ (8)
$`+F(D){\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^m\left[{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]^{m+1}x^\lambda `$
$`=F(D)`$ $`x^\lambda F(D){\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^m\left[{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]^{m+1}x^\lambda `$ (11)
$`+F(D){\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^m\left[{\displaystyle \frac{1}{F(D)}}P(x,d/dx)\right]^{m+1}x^\lambda `$
$`=0.`$ (12)
Eq. (2) connects the solution of a given DE to the space of monomials. It needs to be emphasized that, the inverse of $`F(D)`$ is well defined in the above expression, since it is diagonal in the space of monomials.

We illustrate the working of this method in the context of the well-known hypergeometric differential equation (HGDE) , given by,

$$\left[x^2\frac{d^2}{dx^2}+\left(\alpha +\beta +1\right)x\frac{d}{dx}+\alpha \beta x\frac{d^2}{dx^2}\gamma \frac{d}{dx}\right]F(\alpha ,\beta ;\gamma ;x)=0.$$
(13)
Collecting the part containing the powers of the Euler operator and the constants, one gets, $`F(D)=(D+\alpha )(D+\beta )`$, and the condition $`F(D)x^\lambda =\mathrm{\hspace{0.17em}0}`$, gives, $`\lambda =\alpha ,\beta `$. The series solution is then

$$F(\alpha ,\beta ;\gamma ;x)=C_{(\alpha ,\beta )}\left\{\underset{m=0}{\overset{\mathrm{}}{}}(1)^m\left[\frac{1}{(D+\alpha )(D+\beta )}\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right)\right]^m\right\}x^{(\alpha ,\beta )}.$$
(14)
It is easily seen that, modulo an overall normalization factor, the above solution, is a rearranged form of the well-known hypergeometric series. Making use of the following representation of $`1/(D+\beta )`$,

$$\frac{1}{(D+\beta )}=_{0}^{}{}_{}{}^{\mathrm{}}𝑑se^{s(D+\beta )}$$
(15)
and

$$[(D+\beta ),(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx})]=\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right),$$
(16)
one can easily show that

$$\left[\frac{1}{(D+\alpha )(D+\beta )}(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx})\right]^mx^\beta =\left[\frac{1}{(D+\alpha )}(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx})\right]^m\frac{x^\beta }{m!}.$$
(17)
Choosing the normalization constant to match the conventional definition, we can write the normalized solution for the HGDE as,

$$F(\alpha ,\beta ;\gamma ;x)=(1)^\beta \frac{\mathrm{\Gamma }(\alpha \beta )\mathrm{\Gamma }(\gamma )}{\mathrm{\Gamma }(\gamma \beta )\mathrm{\Gamma }(\alpha )}\mathrm{exp}\left[\frac{1}{\left(D+\alpha \right)}\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right)\right].x^\beta .$$
(18)
The exponential form is a novel expression for $`F(\alpha ,\beta ;\gamma ;x)`$, unknown in the literature, to the best of the authors’ knowledge. The choice $`\lambda =\alpha `$ will lead again to the hypergeometric series, as the series is symmetric under the exchange of $`\alpha `$ and $`\beta `$. Since, $`\frac{1}{(D+\alpha )}(xd^2/dx^2+\gamma d/dx)`$ lowers the degree of a given monomial by one, it can be seen that, when $`\beta `$ is an integer, the above is a polynomial solution of the HGDE.

Similarly, the normalized polynomial solution for the confluent hypergeometric (CH) differential equation,

$$\left[x\frac{d^2}{dx^2}+(\gamma x)\frac{d}{dx}\alpha \right]\mathrm{\Phi }(\alpha ;\gamma ;x)=0,$$
(19)
is

$$\mathrm{\Phi }(\alpha ;\gamma ;x)=(1)^\alpha \frac{\mathrm{\Gamma }(\gamma )}{\mathrm{\Gamma }(\gamma \alpha )}\mathrm{exp}\left[x\frac{d^2}{dx^2}\gamma \frac{d}{dx}\right].x^\alpha .$$
(20)
It is worth mentioning that, one can also modify the HGDE, by multiplying it with $`x`$, which yields, $`F(D)D(D+\gamma 1)`$ and $`P(x,d/dx)x(D+\alpha )(D+\beta )`$. The corresponding solution is

$$F(\alpha ,\beta ;\gamma ;x)=C_{(0,1\gamma )}\left\{\underset{m=0}{\overset{\mathrm{}}{}}(1)^m\left[\frac{1}{D(D+\gamma 1)}x(D+\alpha )(D+\beta )\right]^m\right\}x^{(0,1\gamma )},$$
(21)
since $`F(D)x^\lambda =0`$ gives $`\lambda =0,1\gamma `$. For $`\lambda =0`$, the series can be written in the well-known form

$$F(\alpha ,\beta ;\gamma ;x)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(\alpha )_n(\beta )_n}{(\gamma )_n}\frac{x^n}{n!},$$
(22)
where,

$$a_n=a(a+1)(a+2)\mathrm{}(a+n1),$$
(23)
is the Pochammer symbol. The corresponding exponential form is

$$F(\alpha ,\beta ;\gamma ;x)=C_0\mathrm{exp}\left[x\frac{(D+\alpha )(D+\beta )}{(D+\gamma )}\right]\mathrm{\hspace{0.17em}.\hspace{0.17em}1}.$$
(24)
The other choice, namely $`\lambda =1\gamma `$, yields the other linearly independent solution. Analogous results follow for CHDE. Hence, both the polynomial and the series solutions are obtained by the present method.

The procedure for finding the solutions for CHDE and HGDE easily extends to the generalized hypergeometric cases , given by the equations of the type,

$$[\mathrm{\Theta }(\mathrm{\Theta }+b_11)\mathrm{}(\mathrm{\Theta }+b_p1)z(\mathrm{\Theta }+a_1)\mathrm{}(\mathrm{\Theta }+a_p+1)]y=0,$$
(25)
where $`\mathrm{\Theta }zd/dz`$, with $`z`$ being, in general, complex. The generalized hypergeometric series, is denoted by $`{}_{p+1}{}^{}F_{p}^{}`$, where $`p+1`$ and $`p`$ are the number of parameters appearing in the numerator and the denominator of the generalized HG series, respectively. Since $`\mathrm{\Theta }`$ is the Euler operator and the DE is already separated into $`F(\mathrm{\Theta })`$ and $`P(z,d/dz)`$, the solutions easily follow. We consider the case of the $`{}_{3}{}^{}F_{2}^{}`$ series below, because of its importance in the quantum theory of angular momentum .

The DE for the $`{}_{3}{}^{}F_{2}^{}`$ series

$$[\mathrm{\Theta }(\mathrm{\Theta }+b_11)(\mathrm{\Theta }+b_21)z(\mathrm{\Theta }+a_1)(\mathrm{\Theta }+a_2)(\mathrm{\Theta }+a_3)]_3F_2=0,$$
(26)
yields $`F(\mathrm{\Theta })\mathrm{\Theta }(\mathrm{\Theta }+b_11)(\mathrm{\Theta }+b_21)`$ and $`P(z,d/dz)z(\mathrm{\Theta }+a_1)(\mathrm{\Theta }+a_2)(\mathrm{\Theta }+a_3)`$. The solution is then

$${}_{3}{}^{}F_{2}^{}=C_{(0,1b_1,1b_2)}\left\{\underset{m=0}{\overset{\mathrm{}}{}}(1)^m\left[\frac{1}{F(\mathrm{\Theta })}P(z,d/dz)\right]^m\right\}z^{(0,1b_1,1b_2)},$$
(27)
where $`F(\mathrm{\Theta })z^\lambda =0`$, has yielded three solutions, $`\lambda =0,1b_1,1b_2`$. For $`\lambda =0`$, the above series can be expanded and rearranged in the conventional form

$${}_{3}{}^{}F_{2}^{}=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(a_1)_n(a_2)_n(a_3)_n}{(b_1)_n(b_2)_n}\frac{z^n}{n!}.$$
(28)
Like the previous examples, an exponential form for the $`{}_{3}{}^{}F_{2}^{}`$ can also be written down easily.

The other roots, $`1b_1`$ and $`1b_2`$, give the other two linearly independent solutions. It is clear from the expression for the $`{}_{3}{}^{}F_{2}^{}`$ series, that it terminates, when either $`a_1,a_2`$ or $`a_3`$, is a negative integer or zero.

Multiplying the above DE with $`1/z`$, one gets,

$$[(\mathrm{\Theta }+a_1)(\mathrm{\Theta }+a_2)(\mathrm{\Theta }+a_3)\frac{d}{dz}(\mathrm{\Theta }+b_11)(\mathrm{\Theta }+b_21)]_3F_2=0,$$
(29)
where $`F(\mathrm{\Theta })`$ and $`P(z,d/dz)`$ are now given by $`F(\mathrm{\Theta })=(\mathrm{\Theta }+a_1)(\mathrm{\Theta }+a_2)(\mathrm{\Theta }+a_3)`$ and $`P(z,d/dz)=(d/dz)(\mathrm{\Theta }+b_11)(\mathrm{\Theta }+b_21)`$. Therefore, the solution, in this case, turns out to be

$${}_{3}{}^{}F_{2}^{}=C_{(a_1,a_2,a_3)}\left\{\underset{m=0}{\overset{\mathrm{}}{}}(1)^m\left[\frac{1}{F(D)}P(z,d/dz)\right]^m\right\}z^{(a_3,a_2,a_1)},$$
(30)
where $`a_1,a_2,a_3`$ have to be negative integers to yield a polynomial solution.

By now, it is clear that for a number of DEs, $`F(D)x^\lambda =0`$, leads to the linearly independent solutions, when the solutions are nondegenerate. In cases, where this is not possible, appropriate modification of the DE, has straightforwardly yielded the linearly independent solutions. Below, we give two more examples to illustrate these points. In particular, the second example deals with the case, where $`F(D)x^\lambda =0`$, leads to degenerate solutions. These examples will also point out the connection of the indicial equation, in the conventional series solution method, to the present one. In the standard series solution method , for the DE

$$4x\frac{d^2y}{dx^2}+2\frac{dy}{dx}+y=0,$$
(31)
the two distinct roots of the indicial equation $`c=0,1/2`$, lead to two linearly independent solutions. Multiplication by $`x`$ yields

$$4x^2\frac{d^2y}{dx^2}+2x\frac{dy}{dx}+xy=0,$$
(32)
which implies, $`F(D)=4x^2\frac{d^2}{dx^2}+2x\frac{d}{dx}=2D(2D1)`$ and $`P(x,d/dx)=x`$. Hence, $`F(D)x^\lambda =0`$ obtains $`\lambda =0,1/2`$, which provide the two linearly independent solutions, as is obtained in the standard approach.

In our second example,

$$x\frac{d^2}{dx^2}+\frac{dy}{dx}+y=0,$$
(33)
the roots of the indicial equation, $`c^2=0`$ are degenerate. Multiplying the above DE with $`x`$, to bring it to the form given by Eq. (1), one gets $`(D^2+x)y=0`$; hence $`F(D)=D^2`$ and $`P(x)=x`$. It is clear that, $`F(D)x^\lambda =0`$, also leads to the same degenerate case as obtained by the method of series solution. In this scenario, one has to employ the established methods for finding out the other linearly independent solution .

The procedure developed here is applicable to a wide range of functions and polynomials. Some of the well-known ones, explicitly checked by the authors are, Meijer’s G-function, Struve, Lomel, Anger, Weber, Bessel functions, Gegenbauer, Neumann’s, Jacobi, Schläfli, Whittaker and Chebyshev polynomials. It is also applicable in the periodic cases. For example, solution of DE with the following periodic potential

$`{\displaystyle \frac{d^2y}{dx^2}}+a\mathrm{cos}(x)y=0,`$ (34)
can be found, after multiplying Eq. (34) by $`x^2`$ and rewriting $`x^2\frac{d^2}{dx^2}`$ as $`(D1)D`$,

$`y(x)={\displaystyle \underset{m,\{n_i\}=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(a)^m}{m!}}\left\{{\displaystyle \underset{i=1}{\overset{m}{}}}{\displaystyle \frac{(1)^{n_i}}{(2n_i)!}}\right\}`$ $`\left\{{\displaystyle \underset{r=1}{\overset{m}{}}}{\displaystyle \frac{(2[m+\lambda /2r+_{i=1}^{m+1r}n_i])!}{(2[m+\lambda /2+1r+_{i=1}^{m+1r}n_i])!}}\right\}`$ (36)
$`\times x^{2(m+_{i=1}^mn_i+\lambda /2)}.`$
Here, $`\lambda =0`$ or $`1`$. In the same manner, one can write down the solutions for the Mathieu’s equation as well .

Although this paper is devoted to the single variable case, it is worth pointing out that the generalization of this method to the many-variable case is immediate . This can be accomplished by denoting $`\overline{D}=_iD_i_ix_i\frac{d}{dx_i}`$, where $`i=1,2,\mathrm{}N`$. Using the fact, $`F(\overline{D})X^\lambda =0`$ has solutions, in the space of monomial symmetric functions , a number of many-body equations can be solved, in a manner analogous to the single variable case.

## III Algebraic structure of the solution space

We now proceed to study the algebraic properties of the space of solutions. The advantages of the present approach, as compared to the previous ones , lie in the following two facts. First of all, a priori, no symmetry of the DE is assumed. Secondly, the ladder operators are straightforward to construct in the space of the monomials, which can be brought to the space of solutions, via a similarity transformation, with the aid of the exponential form of the solutions. The only criterion in the choice of the ladder operators, in the space of monomials, is that, after the similarity transformation, the resulting operators, are well-defined; these operators then yield the symmetry algebra.

Keeping in mind, the appearance of CHDE and HGDE in diverse physical systems, we explicitly work out the generators of the symmetry algebras, for these two cases, for the corresponding polynomial solutions. Application to other DEs can be carried out in a similar manner.

The solution of the CHDE,

$$\mathrm{\Phi }(\alpha ;\gamma ;x)=(1)^\alpha \frac{\mathrm{\Gamma }(\gamma )}{\mathrm{\Gamma }(\gamma \alpha )}\mathrm{exp}\left[x\frac{d^2}{dx^2}\gamma \frac{d}{dx}\right].x^\alpha ,$$
(37)
leads to a polynomial solution, only if, $`\alpha `$ is a negative integer $`(n)`$ or zero. The above form of the solution, immediately suggests the lowering operator to be,

$$J_{}\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right),$$
(38)
since $`J_{}`$ commutes with the exponential and hence can lead to a lowering operator at the level of the polynomial. $`J_{}`$ reduces the degree of the polynomial by one,

$$J_{}e^J_{}x^n=n(\gamma +n1)e^J_{}x^{n1}.$$
(39)
After taking into account the normalization factors, we get

$$\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right)\mathrm{\Phi }(n;\gamma ;x)=n\mathrm{\Phi }(n+1;\gamma ;x).$$
(40)
Choosing $`J_+x`$, as the raising operator at the level of the monomials and introducing an identity operator, in the following manner,

$$e^J_{}xx^n=e^J_{}xe^{+J_{}}e^J_{}x^n,$$
(41)
one gets,

$$\left[x2x\frac{d}{dx}\gamma +x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right]\mathrm{\Phi }(n;\gamma ;x)=(n+\gamma )\mathrm{\Phi }(n1;\gamma ;x).$$
(42)
The similarity transformation of $`x`$, the raising operator, at the level of the monomials, led to the raising operator at the level of the polynomials. It can be easily seen that, $`[J_+,J_{}]=2J_0`$, where $`J_0=D+\gamma /2`$ and

$`[J_0,J_\pm ]=\pm J_\pm .`$ (43)
This is the well-known $`SU(1,1)`$ dynamical algebra, in the solution space of the CHDE. With an appropriate choice of the measure, the operators $`J_+`$ and $`J_{}`$ can be made the formal adjoints of each other. It is worth pointing out that, the simplest choice $`d/dx`$ as the lowering operator for the monomials, does not lead to a convergent expression at the level of the polynomials. It should be pointed out that other forms of ladder operators can also be found.

A straightforward calculation, taking $`x`$ and $`d/dx`$ as the raising and lowering operators at the level of the monomials, leads to the Heisenberg algebra, $`[a,a^{}]=1`$, for the Hermite polynomials

$$H_n(x)=C_n\mathrm{exp}(\frac{1}{4}\frac{d^2}{dx^2}).x^n.$$
(44)
The exponential form of the solution of HGDE suggests the simplest lowering operator to be

$$\stackrel{~}{J}_{}=\frac{1}{(D+\alpha )}\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right)\stackrel{~}{T}J_{},$$
(45)
which lowers the degree of the monomials by one. Here $`\stackrel{~}{T}=1/(D+\alpha )`$ and $`J_{}=[x(d^2/dx^2)+\gamma (d/dx)]`$. It is to be noted that $`J_{}`$ can also act as the lowering operator at the level of the monomials; however, the latter choice will not lead to a convergent expression in the solution space.

Operating $`\stackrel{~}{J}_{}`$ on $`x^n`$, one gets,

$$\stackrel{~}{J}_{}x^n=\frac{n(\gamma +n1)}{(\alpha +n1)}x^{n1},$$
(46)
which straightforwardly extends to,

$$\frac{1}{(D+\alpha )}\left(x\frac{d^2}{dx^2}+\gamma \frac{d}{dx}\right)F(\alpha ,n;\gamma ;x)=nF(\alpha ;n+1;\gamma ;x),$$
(47)
at the level of the polynomials. The raising operator, at the level of the monomials, needs to be chosen carefully due to the presence of $`\stackrel{~}{J}_{}`$ in the exponential.

At this point, we note that, the existence of a canonical conjugate operator $`\stackrel{~}{J}_+`$ for $`\stackrel{~}{J}_{}`$, such that, $`[\stackrel{~}{J}_{},\stackrel{~}{J}_+]=1`$, akin to the Heisenberg algebra, would imply

$$e^{\stackrel{~}{J}_{}}\stackrel{~}{J}_+x^n=(\stackrel{~}{J}_+1)e^{\stackrel{~}{J}_{}}x^n.$$
(48)
This suggests $`\stackrel{~}{J}_+`$ can be used as a raising operator in the space of monomials, which can be written in a compact form in the space of solutions of the HGDE.

The procedure for finding the canonical conjugate is straightforward . We briefly outline the same below and use it for finding $`\stackrel{~}{J}_+`$. Although we have used this procedure for convenience, other forms of raising operators are possible to construct. The method for obtaining them will be illustrated below. Denoting $`J_0xd/dx+\gamma /2`$, one finds $`[J_0,\stackrel{~}{J}_{}]=\stackrel{~}{J}_{}`$. Starting with a function $`T(J_0)`$, whose required properties will become clear in the subsequent steps, we define

$`\stackrel{~}{J}_+`$ $`=`$ $`xT(J_0)`$ (49)
$``$ $`J_+T(J_0).`$ (50)
It is easy to check that,

$`[J_0,J_+]=J_+\mathrm{a}nd[J_+,J_{}]=2J_0.`$ (51)
Since $`2J_0=g(J_0)g(J_01)`$, with $`g(J_0)=J_0(J_0+1)`$, the Casimir operator $`C`$ commuting with all the three generators can be written as, $`C=J_{}J_++g(J_0)=J_+J_{}+g(J_01)`$ . Starting from $`[\stackrel{~}{J}_{},\stackrel{~}{J}_+]=1`$, one finds

$`\stackrel{~}{T}(J_0)T(J_0)J_{}J_+T(J_01)\stackrel{~}{T}(J_01)J_+J_{}=1,`$ (52)
which leads to

$`T(J_0)=[\stackrel{~}{T}(J_0)]^1{\displaystyle \frac{J_0+\delta }{[Cg(J_0)]}}.`$ (53)
Here $`\delta `$ is an arbitrary constant. Simplification yields

$`\stackrel{~}{J}_+={\displaystyle \frac{\left(J_0+\alpha 1\right)\left(J_0+\delta 1\right)}{\left(J_0+\gamma 1\right)J_0}}x.`$ (54)
Demanding that $`[\stackrel{~}{J}_{},\stackrel{~}{J}_+]=1`$, holds on the lowest monomial i.e., $`1`$, one obtains $`\delta =1`$. This leads to

$$\stackrel{~}{J}_+=\frac{\left(J_0+\alpha 1\right)}{\left(J_0+\gamma 1\right)}J_+.$$
(55)
Now the raising operator in the solution space can be obtained via a similarity transformation:

$$e^{\stackrel{~}{J}_{}}\stackrel{~}{J}_+e^{\stackrel{~}{J}_{}}e^{\stackrel{~}{J}_{}}x^n=\frac{\left(\alpha +n\right)}{\left(\gamma +n\right)}e^{\stackrel{~}{J}_{}}x^{n+1}.$$
(56)
The above expression after restoring the normalization factors yields,

$$\left[1\frac{(J_0+\alpha 1)}{(J_0+\gamma 1)}x\right]F(\alpha ;n;\gamma ;x)=F(\alpha ;n1;\gamma ;x).$$
(57)
As noted earlier, the raising operator obtained above is not unique, one can construct other raising operators; some examples are

$$\overline{J}_+=(x+x^2\frac{d}{dx})\mathrm{a}nd\widehat{J}_+=(x+x^2\frac{d}{dx})\widehat{T}(C,\stackrel{~}{J}_0).$$
(58)
For the former case, explicit computation leads to

$$\left[1\frac{(D+\alpha 1)}{(D+\gamma 1)D}(x+x^2\frac{d}{dx})\right]F(\alpha ;n;\gamma ;x)=F(\alpha ;n1;\gamma ;x),$$
(59)
It is interesting to note that, the algebra satisfied by $`\overline{J}_+,J_{}`$ and $`D`$ is a quadratic algebra , since

$$[J_+,J_{}]=2(\gamma +1/2)D3D^2\gamma ,$$
(60)
and

$`[D,J_\pm ]=\pm J_\pm .`$ (61)
The algebra satisfied by $`J_+,J_{}`$ and $`J_0`$ is the well known $`SU(1,1)`$ algebra. Here $`J_+,J_{}`$ can be made formal adjoints of each other with the appropriate choice of the measure. The point to note is that, both the above mentioned $`SU(1,1)`$ and the quadratically deformed algebra, have the solution space of HGDE, as their irreducible representations.

The above ladder operators can be suitably rearranged to yield the ladder operators obtained by the factorization method (FM)  and SUSY-QM . These ladder operators can be used for obtaining wavefunctions of a number of quantum mechanical problems , after appropriate measures are introduced. We take the well-known example of the Laguerre DE, for the purpose of establishing the above mentioned connection:

$$\left[x\frac{d^2}{dx^2}+(\alpha +1x)\frac{d}{dx}+n\right]L_n^\alpha =0.$$
(62)
The solution of the above DE is the familiar Laguerre polynomial,

$$L_n^\alpha =\frac{(1)^n}{n!}\mathrm{exp}\left[x\frac{d^2}{dx^2}(\alpha +1)\frac{d}{dx}\right].x^n.$$
(63)
In order to find the raising operator for $`L_n^\alpha `$, analogous to the ones obtained by FM and SUSY-QM, we start with

$`\left[x+x{\displaystyle \frac{d}{dx}}n\right]x^n=x^{n+1},`$ (64)
as the raising operator at the level of the monomials. Following the method employed for CHDE, we get

$$\left[x\frac{d}{dx}+(\alpha +1)+nx\right]L_n^\alpha =(n+1)L_{n+1}^\alpha .$$
(65)
This can be cast in the form

$$L_n^\alpha =\underset{k=1}{\overset{n}{}}\left[x\frac{d}{dx}+\alpha +kx\right]1,$$
(66)
or

$`L_n^\alpha =A^{}(\alpha +1)A^{}(\alpha +2)\mathrm{}A^{}(\alpha +n)1,`$ (67)
where $`A^{}(\alpha +n)\left[x\frac{d}{dx}+\alpha +nx\right]`$. These shifted operators have found application in the construction of coherent states . This form of the polynomial, modulo normalizations; matches with the ones obtained from FM and SUSY-QM. Using the raising operator for CHDE and HGDE, one can al;so obtain similar expressions for other polynomials.

It should be emphasized that FM and SUSY-QM, have taken recourse to a special property of the equations under study called shape invariance  for arriving at these results. Furthermore it was necessary to introduce a host of intermediate systems. In contrast the present technique does not presume any such special properties of the DE.

Since we have already provided the raising operator, for the sake of completeness, we derive the lowering operator for $`L_n^\alpha `$ in a convenient form. Starting from,

$`\left[x{\displaystyle \frac{d}{dx}}n+x{\displaystyle \frac{d^2}{dx^2}}+(\alpha +1){\displaystyle \frac{d}{dx}}\right]x^n=n(n+\alpha )x^{n1}`$ (68)
a suitable similarity transformation yields

$$\left[x\frac{d}{dx}n\right]L_n^\alpha =(n+\alpha )L_{n1}^\alpha .$$
(69)
Eq. (65) and Eq. (69) are the standard recurrence relations  for the Laguerre polynomials. We can also derive those operators which change the values of $`\alpha `$. The following steps lead to,

$`{\displaystyle \frac{d}{dx}}L_n^\alpha (x)`$ $`=`$ $`{\displaystyle \frac{(1)^n}{n!}}{\displaystyle \frac{d}{dx}}\mathrm{exp}\left[x{\displaystyle \frac{d^2}{dx^2}}(\alpha +1){\displaystyle \frac{d}{dx}}\right]x^n`$ (70)
$`=`$ $`{\displaystyle \frac{(1)^n}{n!}}\mathrm{exp}\left[{\displaystyle \frac{d}{dx}}x{\displaystyle \frac{d}{dx}}(\alpha +1)\right]{\displaystyle \frac{d}{dx}}x^n`$ (72)
$`=`$ $`L_{n1}^{\alpha +1}(x).`$ (74)
Similarly for HG series we get,

$`{\displaystyle \frac{d}{dx}}F(\alpha ,\beta ;\gamma ;x)`$ $`=`$ $`\beta (1)^\beta {\displaystyle \frac{\mathrm{\Gamma }(\alpha \beta )\mathrm{\Gamma }(\gamma )}{\mathrm{\Gamma }(\gamma \beta )\mathrm{\Gamma }(\alpha )}}\times `$ (75)
$`\times `$ $`\mathrm{exp}\left[{\displaystyle \frac{1}{\left(D+\alpha +1\right)}}\left(x{\displaystyle \frac{d^2}{dx^2}}+(\gamma +1){\displaystyle \frac{d}{dx}}\right)\right].x^{\beta 1}`$ (76)
$`=`$ $`{\displaystyle \frac{\alpha \beta }{\gamma }}F(\alpha +1,\beta +1;\gamma +1;x)`$ (78)
## IV Appplication to Classical Orthogonal Polynomials

### A Rodriguez Formula

In this section, we elaborate on the applicability of the approach developed here for finding other properties of the solution space. We start with the Rodriguez formula (RF) and show how these can be obtained, with the examples of Laguerre and Hermite polynomials.

RF for Laguerre polynomials

For simplicity, we consider the expression of $`L_n^0`$,

$$L_n^0(x)=\frac{(1)^n}{n!}\mathrm{exp}\left(x\frac{d^2}{dx^2}\frac{d}{dx}\right)x^n.$$
(79)
Defining $`Bxd^2/dx^2+d/dx`$ and introducing an identity operator, we get

$`L_n^0(x)={\displaystyle \frac{(1)^n}{n!}}e^Bx^ne^Be^B\mathrm{\hspace{0.17em}1}.`$ (80)
The above expression simplifies to

$$L_n^0(x)=\frac{(1)^n}{n!}\left[x2x\frac{d}{dx}1+x\frac{d^2}{dx^2}+\frac{d}{dx}\right]^ne^B\mathrm{\hspace{0.17em}1},$$
(81)
which can be written in the form

$`L_n^0(x)={\displaystyle \frac{(1)^n}{n!}}e^xe^x\left[x2x{\displaystyle \frac{d}{dx}}1+x{\displaystyle \frac{d^2}{dx^2}}+{\displaystyle \frac{d}{dx}}\right]^ne^xe^x\mathrm{\hspace{0.17em}1}.`$ (82)
Further simplification yields,

$$L_n^0(x)=\frac{(1)^n}{n!}e^x\left[\frac{d}{dx}x\frac{d}{dx}\right]^ne^x,$$
(83)
and hence

$$L_n^0(x)=\frac{1}{n!}e^x\frac{d^n}{dx^n}(e^xx^n).$$
(84)
This is the well-known Rodriguez formula for the Laguerre polynomials.

RF for the Hermite polynomials

The normalized solution of the Hermite DE is given by,

$$H_n(x)=2^n\mathrm{exp}(\frac{1}{4}\frac{d^2}{dx^2})x^n.$$
(85)
Denoting $`A\frac{1}{4}\frac{d^2}{dx^2}`$ and writing

$$H_n(x)=2^ne^Ax^ne^Ae^A\mathrm{\hspace{0.17em}1},$$
(86)
we obtain

$$H_n(x)=\left[2x\frac{d}{dx}\right]^ne^A\mathrm{\hspace{0.17em}1}.$$
(87)
Introducing an identity operator in the form,

$$H_n(x)=e^{x^2}e^{x^2}\left[2x\frac{d}{dx}\right]^ne^{x^2}e^{x^2}e^A\mathrm{\hspace{0.17em}1}$$
(88)
one obtains the RF as

$$H_n(x)=(1)^ne^{x^2}\frac{d^2}{dx^2}e^{x^2}.$$
(89)
Eq. (81) and Eq. (87) reveal that simplification of the raising operators by introducing appropriate identity operators led to the RF. Using the raising operators obtained in the previous section, one can easily extend these results to other polynomials.

One can also start from the RF and obtain Eq.(85). Explicitly,

$`H_n(x)`$ $`=`$ $`(1)^ne^{x^2}{\displaystyle \frac{d^n}{dx^n}}e^{x^2}`$ (90)
$`=`$ $`(1)^n\left[{\displaystyle \frac{d}{dx}}2x\right]^n`$ (91)
$`=`$ $`2^ne^Ae^A\left[x{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dx}}\right]^ne^Ae^A\mathrm{\hspace{0.17em}1}.`$ (92)
The above expression, by suitable manipulations, leads to

$`H_n(x)=2^n\mathrm{exp}({\displaystyle \frac{1}{4}}{\displaystyle \frac{d^2}{dx^2}})x^n.`$ (93)
This shows the procedure to obtain the exponential form of the solutions, starting from the known RF for a given solution.

### B Generating Functions

Below, we outline the method of getting the generating functions (GF) taking Laguerre and Chebyshev as examples. The advantage of having an exponential form for the solution comes out naturally through these examples.

GF for the Laguerre Polynomial.

Defining the generating function as

$$g(x,t)=\underset{n=0}{\overset{\mathrm{}}{}}L_n^0(x)t^n$$
(94)
and substituting the expression for $`L_n^0(x)`$ in the above equation, we get,

$`g(x,t)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n!}}e^Bx^nt^n`$ (95)
$`=`$ $`e^Be^{xt}`$ (96)
$`=`$ $`\left[1B+{\displaystyle \frac{B^2}{2!}}{\displaystyle \frac{B^3}{3!}}+\mathrm{}\right]e^{xt}.`$ (97)
Action $`B`$ on $`e^{xt}`$ is easy to compute:

$$g(x,t)=e^{xt}\left[1(xt^2t)+\frac{1}{2!}(x^2t^44xt^3+2t^2)\mathrm{}\right]$$
(98)
This series can be summed and written in the compact form

$`g(x,t)={\displaystyle \frac{\mathrm{exp}[xt/(1t)]}{(1t)}},`$ (99)
$`g(x,t)`$ is the well-known GF for $`L_n^0(x)`$. The procedure outlined above can be straightforwardly extended to include, $`\alpha 0`$ cases also.

Chebyshev type II

We consider type II Chebyshev polynomial for illustration. The solution of Chebyshev type II DE can be written as

$$U_n(x)=2^n\mathrm{exp}\left[\frac{1}{2(D+n+2)}\frac{d^2}{dx^2}\right]x^n,$$
(100)
and its GF is defined as,

$$g(x,t)=\underset{n=0}{\overset{\mathrm{}}{}}U_n(x)t^n.$$
(101)
Substituting the expression for $`U_n(x)`$ in the above equation, we obtain,

$`g(x,t)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}2^n\mathrm{exp}\left[{\displaystyle \frac{1}{2(D+n+2)}}{\displaystyle \frac{d^2}{dx^2}}\right]x^nt^n,`$ (102)
$`=`$ $`1+2xt+(4x^21)t^2+\mathrm{},`$ (104)
which can be summed to yield the GF as

$`g(x,t)={\displaystyle \frac{1}{12xt+t^2}}.`$ (105)
This procedure for obtaining GF can be generalized to other orthogonal polynomials. It is clear that the exponential form of the solutions enables one to find the GFs straightforwardly.

Generalized GFs find application in the construction of coherent and squeezed states . It is worth mentioning that the exponential form of the Hermite polynomials has been connected with the Gauss transform . Our results provide analytic expressions for the Gauss transform, with appropriate parameter value, of various polynomials. Construction of generalized coherent states, associated with these polynomials is currently under progress and will be reported elsewhere.

## V Conclusions.

In conclusion, the solution of a wide class of liner differential equations, which can be cast into a form, where a function of the Euler operator and constants separates from the rest, can be written in a closed form, which makes the algebraic properties of the solution space transparent. Explicit examples dealing with confluent hypergeometric, hypergeometric and generalized hypergeometric equations were analyzed, where, not only novel expressions connecting the solution space, with the space of the monomials were written down, but also, utilized for unravelling the dynamical symmetryies underlying the solution spaces.

The fact that, a priori no assumption was made about the symmetry of the equation understudy, makes this approach attractive. Although, we have analyzed here well-known examples, an exhaustive study reveals that the present approach extends to a host of other functions and polynomials. Some of these are, Meijer’s G-Function, Struve, Lomel, Anger, Weber, Bessel functions, Gegenbauer, Neumann’s, Jacobi, Schläfli, Whittaker, Chebyshev polynomials. These functions and polynomials manifest in diverse branches of physics and mathematics. The novel expressions for the solutions presented here will help in unravelling various properties of these functions and polynomials.

Here, we have only briefly mentioned about the multivariate cases dealing with correlated systems. The solution space of these equations have rich symmetry and they are connected with random matrices which find application in diverse areas . Hence, a deeper analysis of the the problem is also warranted. Furthermore, the connection of this approach with the Gauss transform can be used for constructing generalized coherent states. It is worth mentioning that, the exponential form of the Hermite polynomial has already found application in the construction of coherent and squeezed states .

Apart from finding exact solutions, the present approach can also be utilized for finding approximate solutions to differential equations . Some of these works are currently under progress and we hope to report the findings in the near future.

Acknowledgements

We acknowledge useful discussions with Profs. N. Mukunda, V. Srinivasan, R. Jagannathan, S. Chaturvedi and R. Sridhar. T.S. thanks UGC (India) for providing financial support through the JRF scheme.