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# Spectral Properties of Finite Quantum Hall SystemsAccepted for J. Oper. Theor.

## 1 Introduction

In this note we review recent results on the spectrum of a magnetic random Schrödinger operator $`H_\omega `$ which describes the dynamics of an electron lying on a cylinder of circumference $`L`$ and which is confined along the cylinder axis by two smooth increasing potentials whose supports are separated by a distance $`L`$. We suppose our particle spinless, thus the Zeeman term in the Hamiltonian is neglected. The complete proofs of the theorems stated here can be found in \[FM1\] and \[FM2\].

First let us shortly recall previous results on random Schrödinger operators with magnetic field in the infinite two dimensional plane $`^2`$. We denote by $`H_0`$ the kinetic term $`H_0=(pA)^2`$, where $`A`$ is the vector potential associated to a constant magnetic field $`B`$. The spectrum of $`H_0`$ is given by the Landau levels $`\{(2n+1)B:n\}`$. The bulk Hamiltonian is

$$H_\omega ^b=H_0+V_\omega $$
(1.1)
where $`V_\omega `$ is a Anderson-like random potential. The spectrum of (1.1) is contained in Landau bands around each Landau level, $`\sigma (H_\omega ^b)_{n0}[(2n+1)BV_0,(2n+1)B+V_0]`$ where $`V_0=V_\omega `$, and if $`V_0<B`$ there are open spectral gaps $`G_n((2n+1)B+V_0,(2n+3)BV_0)`$ ($`n`$). It is proven that near the band edges the spectrum of $`H_\omega ^b`$ is almost surely pure point with exponentially localized eigenfunctions \[DMP1\], \[DMP2\], \[CH\], \[BCH\], \[W\]. There are no rigorous results for energies at the band centers, except for a special model where the impurities are point scatterers \[DMP3\], \[DMP4\].

We now add a wall potential, translation invariant along the $`y`$direction, such that $`U_{\mathrm{}}(x)`$ is confining for $`x\frac{L}{2}`$ and $`U_{\mathrm{}}(x)=0`$ for $`x\frac{L}{2}`$. We have a semi-infinite system with a Hamiltonian

$$H_\omega ^{si}=H_0+V_\omega +U_{\mathrm{}}.$$
(1.2)
The spectrum contains the interval $`[B,+\mathrm{})`$. For this system one can show that, for energies in intervals inside the gaps of the bulk Hamiltonian, the average velocity $`(\psi ,v_y\psi )`$ in the $`y`$ direction, of an assumed eigenstate $`\psi `$ does not vanish. Since the velocity $`v_y`$ is the commutator between $`iy`$ and the Hamiltonian, the Virial Theorem implies that an eigenstate cannot exist, and that therefore the spectrum is purely continuous inside the gaps of the bulk Hamiltonian \[MMP\], \[F\]. By Mourre theory one can show that the spectrum therein is purely absolutely continuous \[FGW\], \[dBP\].

Finally we can add a second wall potential $`U_r`$ such that $`U_r(x)=0`$ for $`x\frac{L}{2}`$ and which is confining for $`x\frac{L}{2}`$. So the particle is confined between $`x=\frac{L}{2}`$ and $`x=\frac{L}{2}`$. The Hamiltonian has the form

$$H_\omega =H_0+V_\omega +U_{\mathrm{}}+U_r.$$
(1.3)
Additionally we make the $`y`$direction periodic of length $`L`$ ($`L`$ a large parameter), this correspond to a finite, macroscopic cylindrical geometry.

Other models with confinement in the $`x`$direction but without p.b.c. along $`y`$ have been studied. The first consists of a parabolic channel where $`U_{\mathrm{}}+U_r`$ is replaced by a parabolic confinement $`\gamma x^2`$, in this case it is shown that if the perturbation ($`V_\omega `$ in our case) is small enough in a suitable sense and satisfies a weak decay condition in the $`y`$direction, there exists intervals of absolutely continuous spectrum \[EJK\]. The second model, more close to ours, consists to take two step walls of finite height for $`U_{\mathrm{}}`$ and $`U_r`$. In this case an initial state localized in energy in the spectral gap of the bulk Hamiltonian and near the left (resp. right) wall has a positive (resp. negative) velocity up to a finite time, limited by tunneling effect between the two walls \[C\].

The physical interest of our model is related to the integral quantum Hall effect \[PG\]. For the explanation of this effect Halperin \[H\] pointed out the importance of the boundary diamagnetic currents. Since many features of the integral quantum Hall effect can be described in the framework of one particle random magnetic Schrödinger operators it is important to understand their spectral properties for finite but macroscopic samples with boundaries.

## 2 The model

The family of random Schrödinger operators that we want to study is

$$H_\omega =p_x^2+\left(p_yBx\right)^2+V_\omega +U_r+U_{\mathrm{}}\omega \mathrm{\Omega }$$
(2.1)
these are densely defined self-adjoint operators acting in the Hilbert space $`L^2(\times [\frac{L}{2},\frac{L}{2}],\text{d}x\text{d}y)`$ with periodic boundary conditions along $`y`$: $`\psi (x,\frac{L}{2})=\psi (x,\frac{L}{2})`$, $`x`$. $`H_0=p_x^2+\left(p_yBx\right)^2`$ is the kinetic Hamiltonian written in Landau gauge, its spectrum consists in infinitely degenerate eigenvalues

$$\sigma (H_0)=\sigma _{ess}(H_0)=\left\{(2n+1)B;n\right\}.$$
(2.2)
The two confining walls are assumed twice differentiable, strictly monotonic and satisfy

$`c_1|x+\frac{L}{2}|^{m_1}U_{\mathrm{}}(x)c_2|x+\frac{L}{2}|^{m_2}`$ $`\text{for }x\frac{L}{2}`$ (2.3)
$`c_1|x\frac{L}{2}|^{m_1}U_r(x)c_2|x\frac{L}{2}|^{m_2}`$ $`\text{for }x\frac{L}{2}`$ (2.4)
for some constants $`0<c_1<c_2<\mathrm{}`$ and $`2m_1<m_2<\mathrm{}`$. Moreover $`U_{\mathrm{}}(x)=0`$ for $`x\frac{L}{2}`$ and $`U_r(x)=0`$ for $`x\frac{L}{2}`$. We could allow steeper confinements but the present polynomial conditions turn out to be technically convenient. The random potential $`V_\omega `$ consists of a sum of local perturbations located at the sites of a finite lattice $`\mathrm{\Lambda }=^2\left[X\times [\frac{L}{2},\frac{L}{2}]\right]`$ where $`X`$ will be defined latter. Thus

$$V_\omega (x,y)=\underset{(n,m)\mathrm{\Lambda }}{}X_{n,m}(\omega )V(xn,ym)\omega \mathrm{\Omega }$$
(2.5)
where the coupling constants $`X_{n,m}`$ are i.i.d. random variables with common bounded probability density $`hC^2([1,1])`$. The local potential $`V`$ satisfies $`VC^2`$, $`0V(x,y)V_0<\mathrm{}`$, $`\mathrm{supp}V𝔹(\mathrm{𝟎},\frac{1}{4})`$ (the open ball centred at $`(0,0)`$ of radius $`\frac{1}{4}`$). $`\mathrm{\Omega }=[1,1]^\mathrm{\Lambda }`$ is the set of all possibles realizations, we will denote by $`_\mathrm{\Lambda }`$ the product measure defined on $`\mathrm{\Omega }`$. Clearly for all $`\omega \mathrm{\Omega }`$ we have $`V_\omega V_0`$. We will assume that $`V_0B`$, that is, we work in a strong magnetic field regime or, equivalently, in a weak disorder regime.

Our first result concerns the study of $`\sigma (H_\omega )`$ in the energy interval $`\mathrm{\Delta }_\epsilon =[B+\epsilon ,B+V_0]`$ that lies inside the first Landau band of the infinite bulk system. In this case the interval $`X`$, that defines the support of the random potential along the $`x`$direction, is $`[\frac{L}{2}+\mathrm{log}L,\frac{L}{2}\mathrm{log}L]`$: we leave a thin strip of size $`\mathrm{log}L`$ without random potential along each confining wall.

The second result is about $`\sigma (H_\omega )`$ inside the first spectral gap of the infinite bulk system, more precisely in the energy interval $`\mathrm{\Delta }=(2B\delta ,2B+\delta )(B+V_0+\epsilon ,3BV_0\epsilon )`$. In this case the random potential fills the whole space in between the confining walls, that means $`X=[\frac{L}{2},\frac{L}{2}]`$.

Since our system is confined the spectrum is made of discrete eigenvalues. There exists a natural classification of the eigenvalues via the quantum mechanical current along the periodic direction. If $`\psi `$ satisfies the eigenvalue equation $`H_\omega \psi =E\psi `$ the current is defined (here) as

$$J_E(\psi ,v_y\psi )$$
(2.6)
where $`v_y=2(p_yBx)`$ is the velocity operator in the $`y`$direction. Thanks to $`J_E`$ we can classify the eigenvalues in two classes: the first consists on those which have $`|J_E|>C`$ with $`C`$ a positive constant uniform in $`L`$, the second consists on those for which $`|J_E|<ϵ(L)`$ with $`ϵ(L)0`$ as $`L\mathrm{}`$ (we stress that here $`L`$ is finite but macroscopic, the limit means that $`ϵ(L)`$ is infinitesimally small with $`L`$). The physical meaning of this classification is briefly discussed at the end of section 3.

The main idea of our approach is to first look at some easier Hamiltonians and then link them together to get properties on the full Hamiltonian $`H_\omega `$. In what follows we do not analyze these easier Hamiltonians but we just introduce the minimal notations and properties (see \[FM1\] and \[FM2\] for the details).

## 3 Main results

For the analysis of $`\sigma (H_\omega )`$ in $`\mathrm{\Delta }_\epsilon `$ we need to know some properties of the Hamiltonian

$$H_\alpha ^0=H_0+U_\alpha \alpha =\mathrm{},r$$
(3.1)
called *pure edge Hamiltonian*. Its spectrum is given by

$$\sigma (H_\alpha ^0)=\{E_{nk}^\alpha ;n,k\frac{2\pi }{L}\}$$
(3.2)
The quantum mechanical currents associated to the eigenfunctions $`\psi _{nk}^\alpha `$ whose eigenvalue is in $`\mathrm{\Delta }_\epsilon `$ (we have $`n=0`$) satisfy

$$|J_{0k}^\alpha |=|(\psi _{0k}^\alpha ,v_y\psi _{0k}^\alpha )|>C$$
(3.3)
with $`C>0`$ a numerical constant independent of $`L`$ \[FM1\]. Moreover we will assume the following

###### Hypothesis 1.

Fix $`\epsilon >0`$. There exist $`L(\epsilon )`$ and $`d(\epsilon )>0`$ such that for all $`L>L(\epsilon )`$

$$\mathrm{dist}(\sigma (H_{\mathrm{}}^0)\mathrm{\Delta }_\epsilon ,\sigma (H_r^0)\mathrm{\Delta }_\epsilon )\frac{d(\epsilon )}{L}.$$
(3.4)
This hypothesis is important because a minimal amount of non-degeneracy between the spectra of the two edge systems is needed in order to control backscattering effects induced by the random potential. Indeed in a system with two boundaries backscattering favors localization and has a tendency to destroy currents. Remark that this hypothesis can be verified by taking two symmetric confining potentials $`U_{\mathrm{}}(x)=U_r(x)`$ and adding a suitable flux line along the cylinder axes (see in particular Appendix C in \[FM2\]).

We also need to know some properties of the *bulk Hamiltonian*

$$H_b=H_0+V_\omega .$$
(3.5)
Its essential spectrum is given by the Landau levels and the whole spectrum is contained in the Landau bands $`\sigma (H_b)_{n0}[(2n+1)BV_0,(2n+1)B+V_0]`$. We will suppose that the (discrete) spectrum in $`\mathrm{\Delta }_\epsilon `$ fullfills the

###### Hypothesis 2.

Fix any $`\epsilon >0`$. There exist $`\mu (\epsilon )`$ a strictly positive constant and $`L(\epsilon )`$ such that for all $`L>L(\epsilon )`$ one can find a set of realizations of the random potential $`\mathrm{\Omega }^{^{}}`$ with $`_\mathrm{\Lambda }(\mathrm{\Omega }^{^{}})1L^\theta `$, $`\theta >0`$, with the property that if $`\omega \mathrm{\Omega }^{^{}}`$ the eigenstates corresponding to $`E_\beta ^b\sigma (H_b)\mathrm{\Delta }_\epsilon `$ satisfy

$$|\psi _\beta ^b(x,\overline{y}_\beta )|e^{\mu (\epsilon )L},|_y\psi _\beta ^b(x,\overline{y}_\beta )|e^{\mu (\epsilon )L}$$
(3.6)
for some $`\overline{y}_\beta `$ depending on $`\omega `$ and $`L`$.

Since $`V_\omega `$ is random we expect that eigenfunctions with energies in $`\mathrm{\Delta }_\epsilon `$ (not too close to the Landau levels where the localization length diverges) are exponentially localized on a scale $`𝒪(1)`$ with respect to $`L`$. Inequalities (3.6) are a weaker version of this statement, and have been checked for the special case where the random potential is a sum of rank one perturbations \[FM3\] using the methods of Aizenman and Molchanov \[AM\]. The main consequence of Hypothesis 2 is that a state satisfying (3.6) does not carry any appreciable current (contrary to the eigenstates of $`H_\alpha ^0`$) in the sense that

$$J_\beta ^b=(\psi _\beta ^b,v_y\psi _\beta ^b)=𝒪\left(e^{\mu (\epsilon )L}\right).$$
(3.7)
We are now ready to state our first result on the eigenvalues lying in $`\mathrm{\Delta }_\epsilon =[B+\epsilon ,B+V_0]`$.

###### Theorem 1.

Fix $`\epsilon >0`$ and assume that $`(H1)`$ and $`(H2)`$ are fulfilled. Assume $`B>4V_0`$. Then there exists a numerical constant $`\gamma >0`$ and an $`\overline{L}L(\epsilon )`$ such that for all $`L>\overline{L}`$ one can find a set $`\widehat{\mathrm{\Omega }}\mathrm{\Omega }`$ of realizations of the random potential $`V_\omega `$ with $`_\mathrm{\Lambda }(\widehat{\mathrm{\Omega }})1L^s`$ $`(s1)`$ such that for any $`\omega \widehat{\mathrm{\Omega }}`$, $`\sigma (H_\omega )\mathrm{\Delta }_\epsilon `$ is the union of three sets $`\mathrm{\Sigma }_{\mathrm{}}\mathrm{\Sigma }_b\mathrm{\Sigma }_r`$, each depending on $`\omega `$ and $`L`$, and characterized by the following properties:

1. $`_k^\alpha \mathrm{\Sigma }_\alpha `$ $`(\alpha =\mathrm{},r)`$ are a small perturbation of $`E_{0k}^\alpha \sigma (H_\alpha ^0)\mathrm{\Delta }_\epsilon `$ with

$$|_k^\alpha E_{0k}^\alpha |e^{\gamma B(\mathrm{log}L)^2},\alpha =\mathrm{},r.$$
(3.8)
2. For $`_k^\alpha \mathrm{\Sigma }_\alpha `$ the current $`𝒥_k^\alpha `$ of the associated eigenstate satisfies

$$\left|𝒥_k^\alpha J_{0k}^\alpha \right|e^{\gamma B(\mathrm{log}L)^2},\alpha =\mathrm{},r.$$
(3.9)
3. $`\mathrm{\Sigma }_b`$ contains the same number of energy levels as $`\sigma (H_b)\mathrm{\Delta }_\epsilon `$ and $`(p1)`$

$$\mathrm{dist}(\mathrm{\Sigma }_b,\mathrm{\Sigma }_\alpha )L^p,\alpha =\mathrm{},r.$$
(3.10)
4. The current associated to each level $`_\beta \mathrm{\Sigma }_b`$ satisfies

$$|𝒥_\beta |e^{\gamma B(\mathrm{log}L)^2}.$$
(3.11)

We now turn to the characterisation of eigenvalues lying in $`\mathrm{\Delta }=(2B\delta ,2B+\delta )`$. In this case the first easier Hamiltonian is

$$H_\alpha =H_0+U_\alpha +V_\omega ^\alpha \alpha =\mathrm{},r$$
(3.12)
called *random edge Hamiltonian*. In (3.12) the random potential $`V_\omega ^\alpha `$ is the restriction of $`V_\omega `$ to $`\mathrm{\Lambda }_\alpha \mathrm{\Lambda }`$, where $`\mathrm{\Lambda }_\alpha `$ is a strip of size $`\sqrt{L}`$ in the $`x`$direction along the confining walls: $`\mathrm{\Lambda }_r=^2\left[[\frac{L}{2}\frac{3\sqrt{L}}{4}1,\frac{L}{2}]\times [\frac{L}{2},\frac{L}{2}]\right]`$ and $`\mathrm{\Lambda }_{\mathrm{}}=^2\left[[\frac{L}{2},\frac{L}{2}+\frac{3\sqrt{L}}{4}+1]\times [\frac{L}{2},\frac{L}{2}]\right]`$. The spectrum of $`H_\alpha `$ is given by

$$\sigma (H_\alpha )=\left\{E_\kappa ^\alpha ;\kappa \right\}$$
(3.13)
and $`E_\kappa ^\alpha `$ are isolated eigenvalues with accumulation points at the Landau levels. The quantum mechanical currents $`J_\kappa ^\alpha `$ associated to the energies in $`\mathrm{\Delta }`$ satisfy

$$|J_\kappa ^\alpha |=|(\psi _\kappa ^\alpha ,v_y\psi _\kappa ^\alpha )|>C^{}$$
(3.14)
with $`C^{}>0`$ a numerical constant independent of $`L`$ \[FM2\]. By the way remark that, since the random variables in the Anderson potential are i.i.d., $`H_{\mathrm{}}`$ and $`H_r`$ are two independent random Hamiltonians. Here, as before we suppose that Hypothesis 1 is fulfilled.

We now state our second result.

###### Theorem 2.

Let $`V_0`$ small enough, fix $`\epsilon >0`$ and let $`0<\delta \delta (V_0)<BV_0\epsilon `$. Suppose that $`(H1)`$ holds. Then there exists $`\mu >0`$, $`\overline{L}L(\epsilon )`$ such that if $`L>\overline{L}`$ one can find a set $`\widehat{\mathrm{\Omega }}\mathrm{\Omega }`$ of realizations of the random potential $`V_\omega `$ with $`_\mathrm{\Lambda }(\widehat{\mathrm{\Omega }})1L^\nu `$ $`(\nu 1)`$ such that for all $`\omega \widehat{\mathrm{\Omega }}`$ the spectrum of $`H_\omega `$ in $`\mathrm{\Delta }=(B\delta ,B+\delta )`$ is the unions of two sets $`\mathrm{\Sigma }_{\mathrm{}}^{}`$ and $`\mathrm{\Sigma }_r^{}`$, each depending on $`\omega `$ and $`L`$, with the following properties:

* $`_\kappa ^\alpha \mathrm{\Sigma }_\alpha ^{}`$ $`(\alpha =\mathrm{},r)`$ are a small perturbation of $`E_\kappa ^\alpha \sigma (H_\alpha )\mathrm{\Delta }`$ with

$$|_\kappa ^\alpha E_\kappa ^\alpha |e^{\mu \sqrt{B}\sqrt{L}}.$$
(3.15)
* For $`_\kappa ^\alpha \mathrm{\Sigma }_\alpha ^{}`$ the current $`𝒥_\kappa ^\alpha `$ of the associated eigenstate satisfies

$$|𝒥_\kappa ^\alpha J_\kappa ^\alpha |e^{\mu \sqrt{B}\sqrt{L}}.$$
(3.16)

The idea of the proofs of Theorems 1 and 2 is to link the resolvent of the full Hamiltonian $`H_\omega `$ to those of the easier Hamiltonians $`R_{\mathrm{}}^0(z)`$ (resp. $`R_{\mathrm{}}(z)`$), $`R_r^0(z)`$ (resp. $`R_r(z)`$) and $`R_b(z)`$. This is achieved via a decoupling formula for the resolvent \[BCD\], \[BG\]. Using it we can do deterministic estimates on the norm difference between the projector $`P_{H_\omega }(\mathrm{\Gamma })`$, associated to $`H_\omega `$ into the disc with boundary $`\mathrm{\Gamma }`$, and the projector associated to one of the easier Hamiltonians. This is done for suitable circles $`\mathrm{\Gamma }`$ in the complex plane and a suitable set $`\widehat{\mathrm{\Omega }}`$ of realizations of the random potential. Using Wegner estimates on $`H_b`$ (resp. $`H_\alpha `$) we control the probability of $`\widehat{\mathrm{\Omega }}`$ and show that it can be made large.

Our classification of the spectrum via the quantum mechanical current leads to a well defined notion of *extended edge states* and *localized bulk states*. The former are those belonging to $`\mathrm{\Sigma }_\alpha `$ (resp. $`\mathrm{\Sigma }_\alpha ^{}`$), they are small perturbations of the eigenvalues of $`\sigma (H_\alpha ^0)`$ (resp. $`\sigma (H_\alpha )`$) and have a quantum mechanical current of order $`𝒪(1)`$ with respect to $`L`$. The latter are those belonging to $`\mathrm{\Sigma }_b`$, and have a infinitesimal current with respect to $`L`$ (of order $`𝒪\left(e^{\gamma B(\mathrm{log}L)^2}\right)`$), they “arise” from the spectrum of $`H_b`$. It is interesting to note that our description leads, in the interval inside the first Landau band, to a spectrum in which extended edge and localized bulk states are intermixed and in some sense there is no “mobility edge”. On the other hand in the interval inside the spectral gap there exists only extended edge states.

## Acknowledgements

C.F. is grateful to the organizers of the conference for the invitation to report on this work. The work of C.F. was supported by a grant from the Fonds National Suisse de la Recherche Scientifique.


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# Does the Slim-Disk Model Correctly Consider Photon-Trapping Effects?

## 1 INTRODUCTION

X-ray binary sources and active galactic nuclei (AGNs) emit enormous energy in radiation, and it is believed that the accretion disks are the main place of energy release in those objects. The standard-disk model was proposed by Shakura & Sunyaev (1973) as a very efficient conversion mechanism of gravitational energy of accreting gas into radiation energy (Pringle 1981; Frank, King, & Raine 1985; Kato, Fukue, & Mineshige 1998). The standard model has been very successful in describing optically thick flow structure, as long as the mass accretion rate, $`\dot{M}`$, is less than the critical mass accretion rate, $`\dot{M}_{\mathrm{crit}}L_\mathrm{E}/c^2`$, with $`L_\mathrm{E}`$ being the Eddington luminosity given by $`4\pi cGMm_\mathrm{p}/\sigma _\mathrm{T}`$, where $`c`$ is the light velocity, $`M`$ is the black hole mass, $`m_\mathrm{p}`$ is the proton mass, and $`\sigma _\mathrm{T}`$ is the Thomson scattering cross-section. However, sub-critical accretion is not always guaranteed, since the mass accretion rate is determined by something other than the central star itself, i.e., companion star in binary system (Alme & Wilson 1976; Spruit & Ritter 1983; King et al. 1997; Koyama et al. 1999) or circumnuclear star clusters in AGNs (Norman & Scoville 1988; Umemura, Fukue, & Mineshige 1998; Ohsuga et al. 1999). Therefore, it is no wonder that the mass accretion rate can greatly exceed the critical value.

When the mass accretion rate is comparable to or more than the critical limit, the disk becomes radiation pressure dominant. In the case of $`\dot{M}>10\dot{M}_{\mathrm{crit}}`$, moreover, the disk is moderately geometrically thick and advective energy transport becomes substantial. Such a disk is called a slim disk and has been investigated in detail (Abramowicz et al. 1988; Szuszkiewicz, Malkan, & Abramowicz 1996; Wang et al. 1999; Watarai & Fukue 1999; Watarai et al. 2000). The unique feature in high $`\dot{M}/\dot{M}_{\mathrm{crit}}`$ systems is that photons are trapped (Katz 1977; Begelman 1978; Begelman & Meier 1982 ; Flammang 1984; Blondin 1986; Colpi 1988; Wang & Zhou 1999 ). In optically thick accretion flow, frequent interaction between matter and photons delays liberation of the radiation energy arising at deeper inside the disk. Thus, the radiation energy is trapped in the flow and advected inward. Such a photon-trapping plays an important role when the radiative diffusion time-scale is longer than the accretion time-scale. Since the trapped radiation energy can fall onto the black hole with the accreting gas without being radiated away, the observed luminosity is reduced in the black-hole accretion flow. In contrast, the advected energy should be finally radiated at the stellar surface in the case of neutron star (Houck & Chevalier 1992).

While most studies focused on spherical accretion case with some discussion on Comptonization, we here focus on the disk accretion case. In the slim-disk approach, the vertically-integrated approximation is adopted; namely the radiative flux at the disk surface is related to the temperature on the equatorial plane, $`T_\mathrm{c}`$, through the relation, $`F_{\mathrm{surf}}^z\sigma T_\mathrm{c}^4/\tau `$, where $`\sigma `$ is the Stefan-Boltzmann constant and $`\tau `$ is the vertical Thomson scattering optical depth for a half of the disk. However, this holds only when the radiative diffusion time-scale is shorter than the accretion time-scale. In other words, the photon-trapping effects are not exactly taken into consideration in the slim-disk formulation. Eggum, Coroniti, & Katz (1987, 1988) initiated the two-dimensional radiation-hydrodynamical simulations by assuming the equilibrium between gas and radiation. Recently, the improved simulations, in which the energy of gas and radiation are separately treated, were performed by Okuda, Fujita, & Sakashita (1997), Fujita & Okuda (1998) and Kley & Lin (1999).

In this work, by solving radiation transfer, we investigate the photon-trapping effects, paying attention to energy transmission inside the disk in the optically-thick black hole accretion flows. The validity of the slim-disk model is also discussed in terms of the luminosity and the effective temperature profile. In §2, we present basic considerations of the photon-trapping effects based on the comparison of the accretion time-scale and the radiative diffusion time-scale. Model and basic equations for numerical simulations are given in §3, and we describe results in §4. Finally, §5 and §6 are devoted to discussion and conclusions.

## 2 BASIC CONSIDERATIONS

The radiation energy generated near the equatorial plane diffuses toward the disk surface at the speed of $`c/3\tau `$ (Mihalas & Mihalas 1984), so that the time-scale of radiative diffusion is $`t_{\mathrm{diff}}=H/(c/3\tau )`$, where $`H`$ is the disk half-thickness. Since the accretion time-scale, $`t_{\mathrm{acc}}`$, is given by $`r/v_r`$, the condition that the radiation energy in the disk is trapped in the flow and falls onto the black hole is written as $`H/(c/3\tau )>r/v_r`$, where $`r`$ is the radius and $`v_r`$ is the accretion velocity of the flow. Using the relation, $`\tau =\sigma _\mathrm{T}\mathrm{\Sigma }/2m_\mathrm{p}`$, and the continuity equation of the accretion disk, $`\dot{M}=2\pi rv_r\mathrm{\Sigma }`$, we obtain the photon-trapping radius as

$$r_{\mathrm{trap}}=\frac{3}{2}\dot{m}r_\mathrm{g}h,$$
(1)
where $`\mathrm{\Sigma }`$ is the surface density of the disk, $`\dot{m}`$ is the mass accretion rate normalized by the critical mass accretion rate, $`\dot{m}\dot{M}/\dot{M}_{\mathrm{crit}}`$, $`r_\mathrm{g}`$ is the Schwarzschild radius, and $`h`$ is the ratio of the half disk-thickness to the radius $`h=H/r`$, respectively. Hence, the photon-trapping effects perform significant role in the super-critical accretion flow when $`r_{\mathrm{trap}}>3r_\mathrm{g}`$, namely at $`\dot{m}>2`$, since $`h`$ is of the order of unity in radiation pressure dominant region.

The energy dissipated by viscosity at the regions of $`r<r_{\mathrm{trap}}`$ can not be released but is carried onto the black hole, as long as the radiative diffusion is the predominant process for energy transport. Since the radiation arising merely at $`r>r_{\mathrm{trap}}`$ can pass through the disk body to go out from the surface, the luminosity is roughly estimated by

$$L2_{\mathrm{max}[r_{\mathrm{in}},r_{\mathrm{trap}}]}^{\mathrm{}}2\pi rQ_{\mathrm{vis}}𝑑r,$$
(2)
where $`r_{\mathrm{in}}`$ is the inner edge of the disk, $`Q_{\mathrm{vis}}`$ is the half vertically-integrated viscous heating rate, and the compressional heating is neglected. Adopting the viscous hating rate as

$$Q_{\mathrm{vis}}\frac{3}{8\pi }\mathrm{\Omega }_\mathrm{K}^2\dot{M}\left[1\left(\frac{r_{\mathrm{in}}}{r}\right)^{1/2}\right]$$
(3)
(Shakura & Sunyaev 1973; Lynden-Bell & Pringle 1974), with $`\mathrm{\Omega }_\mathrm{K}`$ being the Keplerian angular speed, we have in Newtonian approximation

$$L\frac{r_\mathrm{g}}{4r_{\mathrm{in}}}\dot{M}c^2,$$
(4)
for $`\dot{m}2r_{\mathrm{in}}/(3r_\mathrm{g}h)`$, and

$$L\frac{3}{4}\dot{M}_{\mathrm{crit}}c^2\left[\frac{2}{3h}\frac{2}{3}\left(\frac{2}{3h}\right)^{3/2}\left(\frac{r_{\mathrm{in}}}{r_\mathrm{g}\dot{m}}\right)^{1/2}\right],$$
(5)
if $`\dot{m}`$ is larger than $`2r_{\mathrm{in}}/(3r_\mathrm{g}h)`$. It is found in the limit of large $`\dot{m}`$ ($`1`$) that the luminosity is roughly constant irrespective of $`\dot{m}`$ so that the energy-conversion efficiency, $`\eta L/\dot{M}c^2\dot{M}_{\mathrm{crit}}/2\dot{M}h=(2h\dot{m})^1`$, should be remarkably reduced in the super-critical accretion disk with $`\dot{m}1`$. Also, it is important to note that the photon-trapping effects do not depend on the accretion velocity nor viscosity for a fixed $`\dot{m}`$, since the accretion velocity increases if $`\alpha `$ rises, but at the same time, the radiative diffusion velocity also increases in accordance with decrease in the surface density of the disk (i.e., $`\mathrm{\Sigma }v_r^1\alpha ^1`$).

So far, we have considered the limiting model that the viscous heating occurs only in the vicinity of the equatorial plane. Next, we investigate the photon-trapping effects for the model that the gas is heated up in proportion to the density. Just as in the previous model, the photon-trapping effects are appreciable within the trapping radius, however, the radiation arising near the disk surface is not trapped in the flow. The condition for the photon trapping to occur at $`z`$ is given by $`(Hz)/(c/3\tau _z)>r/v_r`$, where $`z`$ is the vertical height and $`\tau _z`$ is the vertical optical depth measured from the surface of the disk, $`\tau _z_z^{\mathrm{}}\left(\rho \sigma _\mathrm{T}/m_\mathrm{p}\right)𝑑z`$, with $`\rho `$ being the gas density. Assuming that the gas density is constant in the vertical direction for simplicity, namely $`\tau _z=\tau (Hz)/H`$, and using the continuity equation of the accretion disk as well as equation (1), we find that the energy dissipated at $`\tau _z<(r/r_{\mathrm{trap}})^{1/2}\tau `$ can be radiated away even within the trapping radius. Therefore, the luminosity is estimated by

$`L`$ $``$ $`2{\displaystyle _{r_{\mathrm{in}}}^{r_{\mathrm{trap}}}}2\pi rQ_{\mathrm{vis}}\left({\displaystyle \frac{r}{r_{\mathrm{trap}}}}\right)^{1/2}𝑑r+2{\displaystyle _{r_{\mathrm{trap}}}^{\mathrm{}}}2\pi rQ_{\mathrm{vis}}𝑑r`$ (6)
$`=`$ $`{\displaystyle \frac{3}{4}}\dot{M}_{\mathrm{crit}}c^2[{\displaystyle \frac{2}{3h}}+{\displaystyle \frac{1}{3}}\left({\displaystyle \frac{2}{3h}}\right)^{3/2}\left({\displaystyle \frac{r_{\mathrm{in}}}{\dot{m}r_g}}\right)^{1/2}`$
$`+\left({\displaystyle \frac{2\dot{m}r_\mathrm{g}}{3hr_{\mathrm{in}}}}\right)^{1/2}],`$
when $`\dot{m}>2r_{\mathrm{in}}/(3r_\mathrm{g}h)`$. In this model, the luminosity is not constant but depends on the mass accretion rate as $`\dot{m}^{1/2}`$ at $`\dot{m}1`$. The energy-conversion efficiency decreases as $`\eta \dot{m}^{1/2}`$. If $`\dot{m}<2r_{\mathrm{in}}/(3r_\mathrm{g}h)`$, the photon-trapping effects do not appear and the observed luminosity is given by equation (4). Here, it is stressed that the assessment with using the radiative diffusion velocity is valid when the most of radiation energy arises at deeper inside the disk. If the viscous heating occurs only around the disk surface, the photon trapping would be ineffective. The reason of this is that the photons arising at near disk surface ($`\tau _z1`$) can easily escape from the flow since an average number of the scatterings is $`\tau _z`$, in spite of $`\tau _z^2`$ for photons emitted at $`\tau _z1`$ (Sunyaev & Titarchuk 1985).

In Figure 1, we show the expected luminosity changes as functions of $`\dot{m}`$ assessed from equations (4), (5), and (6). To compare with the numerical results (§4.2), the former and latter models are represented as the analytical models A (thick solid curve) and B (dashed curve), respectively, and $`h=0.5`$ as well as $`r_{\mathrm{in}}=3r_\mathrm{g}`$ are assumed. In the sub-critical regime, the luminosities for both models vary along the thin solid line. We also display the luminosity of the slim disk (dotted curve). These two models are both extreme in the opposite sense, and actual situation will lie just in between. We thus expect that the luminosity increases moderately but rises slowly than $`\dot{m}^{1/2}`$. Hence, the slim disk is expected to overestimate the luminosity at $`L>L_\mathrm{E}`$, namely $`\dot{m}>`$ a few. In §4.2, we discuss about behavior of the luminosity in more detail. To assess the radiative flux as a function of radius, we need to calculate the radius, at which the energy emerged at outer region is released. Note that finite disk size effect enhances photon trapping, and the disks would be even fainter (see §5.2).

## 3 MODEL AND BASIC EQUATIONS FOR NUMERICAL SIMULATIONS

In the previous section, we roughly estimate the photon-trapping effects by comparing the accretion time-scale and the radiative diffusion time-scale. In this section, we examine the photon-trapping effects by practically solving radiation transfer, and the energy equations of gas and radiation. Since we are more concerned with the photon-trapping effects themselves rather than flow structure, we employ a simple model for the accretion flow. Here, the cylindrical coordinate, $`(r,\phi ,z)`$, is used. We consider that the accretion disk is axisymmetric and steady in the Eulerian description; $`/\phi =/t=0`$. The radial component of the velocity is expressed in terms of free-fall velocity as

$$v_r=\xi \left(\frac{GM}{r}\right)^{1/2},$$
(7)
where $`\xi `$ is a constant parameter, and its vertical component is prescribed as

$$v_z=\frac{z}{r}v_r,$$
(8)
i.e., we assume convergence flow. Note that $`v_r`$ is related to the viscosity parameter $`\alpha `$ through $`v_r\alpha \left(H/r\right)c_\mathrm{s}`$, where $`c_\mathrm{s}`$ is the sound velocity. We focus on the accreting ring element whose geometrical width and thickness are $`\mathrm{\Delta }r`$ and $`2H`$, respectively, where $`\mathrm{\Delta }rr`$ (see Figure 2). We suppose the structure of the accretion disk to be locally plane parallel, that is to say, each ring is composed of $`N`$ layers in the $`z`$-direction, and the thickness of each layer is $`\mathrm{\Delta }z=2H/N`$. We solve the time-dependent energy fields of gas and radiation in the ring element during the course of accretion motion until the element reaches the inner edge of the disk. We adopt uniform density profile,

$$\rho (r,z)=\frac{\mathrm{\Sigma }(r)}{2H(r)}=\text{const. in }z,$$
(9)
and consider both of the viscous heating and compressional heating due to converging inflow. Since the flow is steady ($`/t=0`$), time coordinate can be transformed to the spatial coordinates; i.e., $`D/Dt=v_r/r+v_z/z`$ with $`v_r`$ and $`v_z`$ being given by equations (7) and (8). We thus express the radiative flux at the disk surface as a function of radius and then calculate the resultant luminosity of the disk.

In plane parallel approximation, the radial and azimuthal components of the radiative flux are null. Also, non-diagonal components of the radiation stress tensor are null. Hence, using equations (7) and (8), we write the energy equations of radiation and gas as

$`\rho (v_r{\displaystyle \frac{}{r}}`$ $`+`$ $`{\displaystyle \frac{z}{r}}v_r{\displaystyle \frac{}{z}}\left)\right({\displaystyle \frac{E}{\rho }})`$ (10)
$`=`$ $`{\displaystyle \frac{F^z}{z}}+{\displaystyle \frac{v_r}{r}}\left({\displaystyle \frac{1}{2}}P^{rr}P^{\phi \phi }P^{zz}\right)`$
$`+4\pi \kappa Bc\kappa E,`$
and

$$\rho \left(v_r\frac{}{r}+\frac{z}{r}v_r\frac{}{z}\right)\left(\frac{e}{\rho }\right)=\frac{3}{2}\frac{v_r}{r}p_{\mathrm{gas}}4\pi \kappa B+c\kappa E+q_{\mathrm{vis}},$$
(11)
respectively, where $`E`$ is the radiation energy density, $`F^z`$ is the radiative flux in the $`z`$-direction, $`P^{ii}`$ is the diagonal components of the radiation stress tensor, $`\kappa `$ is the absorption coefficient, $`B`$ is the blackbody intensity written as $`B=\sigma T_{\mathrm{gas}}^4/\pi `$ with $`T_{\mathrm{gas}}`$ being the gas temperature, $`e`$ is the internal energy density, $`p_{\mathrm{gas}}`$ is the gas pressure, and $`q_{\mathrm{vis}}`$ is the viscous heating rate per unit volume (Mihalas & Klein 1982; Mihalas & Mihalas 1984; Fukue, Kato, & Matsumoto 1985; Stone, Mihalas, & Norman 1992). To close the set of equations, we apply the flux-limited diffusion approximation for the radiative flux and stress tensor,

$$F^z=\frac{c\lambda }{\chi }\frac{E}{z},$$
(12)
$$P^{rr}=P^{\phi \phi }=\frac{1}{2}(1f)E,$$
(13)
and

$$P^{zz}=fE,$$
(14)
with $`\chi `$ being the extinction coefficient, where $`\lambda `$, $`R`$, and $`f`$ are defined as

$$\lambda =\frac{2+R}{6+3R+R^2},$$
(15)
$$R=\frac{1}{\chi E}\left|\frac{E}{z}\right|,$$
(16)
and

$$f=\lambda +\lambda ^2R^2$$
(17)
(Turner & Stone 2001). This approximation holds both in the optically thick and thin regimes. In the optically thick limit, we find $`\lambda 1/3`$ and $`f1/3`$ because of $`R0`$. In the optically thin limit of $`R\mathrm{}`$, on the other hand, we have $`|F^z|=cE`$, $`P^{rr}=P^{\phi \phi }=0`$, and $`P^{zz}=E`$. These give correct relations in the optically thick diffusion limit and optically thin streaming limit, respectively. Thus, we can rewrite the radiation energy equation (10) as

$`\rho `$ $`\left(v_r{\displaystyle \frac{}{r}}+{\displaystyle \frac{z}{r}}v_r{\displaystyle \frac{}{z}}\right)\left({\displaystyle \frac{E}{\rho }}\right)`$ (18)
$`=c{\displaystyle \frac{}{z}}\left({\displaystyle \frac{\lambda }{\chi }}{\displaystyle \frac{E}{z}}\right){\displaystyle \frac{3f+1}{4}}{\displaystyle \frac{v_r}{r}}E+4\pi \kappa Bc\kappa E.`$
These nonlinear equations (11) and (18) are integrated iteratively by the Newton-Raphson method with the Gauss-Jordan elimination for a matrix inversion, by coupling with the continuity equation,

$$\dot{M}=2\pi rv_r\mathrm{\Sigma },$$
(19)
the density profile given by equation (9), and the equation of state,

$$p_{\mathrm{gas}}=\frac{2}{3}e.$$
(20)
As to the vertical distribution of viscous heating rates, we consider two extreme models. In model A, we assume that the viscous heating is effective only in the vicinity of the equatorial plane at $`|z|<10^2H`$, that is to say,

$$q_{\mathrm{vis}}(z)=\{\begin{array}{cc}10^2Q_{\mathrm{vis}}/H\hfill & |z|10^2H\hfill \\ 0\hfill & |z|>10^2H\hfill \end{array},$$
(21)
where $`Q_{\mathrm{vis}}`$ is given by equation (3). In model B, we assume that the gas is heated up uniformly, independently of $`z`$, that is,

$$q_{\mathrm{vis}}(z)=\frac{Q_{\mathrm{vis}}}{H}=\mathrm{const}.$$
(22)
Throughout the present study, the black hole mass is fixed to be $`10M_{}`$ and the inner edge of the disk is taken to be at $`r_{\mathrm{in}}=3r_\mathrm{g}`$. Moreover, we assume $`H`$ to be $`0.5r`$ (i.e., $`h=0.5`$), and $`N=100`$ is employed. This assumption of $`H=0.5r`$ would be reasonable in the super-critical accretion regime, since $`H/r`$ of the radiation pressure dominant disk becomes of the order of unity. In the sub-critical regime, on the other hand, $`H`$ would be much smaller than $`r`$, but then the most of emergent energy can be released immediately without being trapped. Thus, our numerical simulations are valid in both super-critical and sub-critical accretion regimes for evaluating the radiative flux at the disk surface.

## 4 RESULTS

### 4.1 Reduction of the radiative flux

The radiative flux is reduced due to the photon trapping in the vicinity of the inner edge of the disk when $`\dot{m}1`$. Figure 3 shows the ratios of the radiative flux at the disk surface, $`F_{\mathrm{surf}}^z`$, to the vertically-integrated viscous heating rate for several $`\dot{m}`$ as functions of radius. The solid and dashed curves correspond to model A and model B, respectively. Here, we consider the situation that the Thomson scattering is predominant over the absorption, $`\kappa =10^2\rho \sigma _\mathrm{T}/m_p`$. We set $`\xi `$ in equation (7) for different $`\dot{m}`$ to be $`(\dot{m},\xi )=(0.1,10^4),(1,10^3),(10,10^3),(10^2,10^2),(10^3,10^2)`$, and $`(10^4,0.1)`$ in order for the disk to be optically thick for Thomson scattering. Then, the viscosity parameter $`\alpha `$ is of the order of $`10^4`$ in $`\xi =10^4`$ and $`0.1`$ in $`\xi =0.1`$, since $`\alpha \xi /h^2`$ from equations (7) and (8). As shown in Figure 3, the ratio of $`F_{\mathrm{surf}}^z/Q_{\mathrm{vis}}`$ is around unity when the accretion rate is sub-critical, $`\dot{m}<1`$. In the super-critical accretion disk, $`\dot{m}1`$, on the other hand, the ratio is much smaller than unity in the vicinity of the inner edge of the disk, but is still close to unity at the outer region. The ratio rises at $`r3r_g`$ again, but this rise is caused by the decline of $`Q_{\mathrm{vis}}`$ near the inner boundary. The absolute value of the radiative flux is still suppressed there.

This reduction of the radiative flux is due to the photon trapping, and it can be understood by the time delay owing to energy transport in the optically thick medium. The emergent radiation energy is diffused at the speed of $`c/3\tau `$, and arrives at the disk surface after $`t_{\mathrm{diff}}`$. If this time delay is comparable to or longer than the accretion time-scale, $`t_{\mathrm{diff}}>t_{\mathrm{acc}}`$, the generated radiation energy is advected inward, so that the ratio of $`F_{\mathrm{surf}}^z/Q_{\mathrm{vis}}`$ should deviate from unity. To conclude, the energy dissipated by viscosity can be released from the surface immediately at the same radius, as in the standard disk, only in the outer region for $`\dot{m}>1`$ but in the whole region for $`\dot{m}<1`$, where the radiative diffusion time-scale is much shorter than the accretion time-scale.

As shown in Figure 3, the photon-trapping effects are appreciable within $`\dot{m}r_\mathrm{g}`$ in both models A and B. This is good agreement with the analytical prediction of $`r_{\mathrm{trap}}`$, \[see equation (1)\]. However, the photon-trapping effects are more conspicuous in model A than in model B, since in model B the energy dissipated near the disk surface can still escape from the accretion flow even within the trapping radius. In model A, in contrast, most of energy is dissipated in the vicinity of the equatorial plane and is trapped in the flow. Realistic situation will be just in between.

Here, it should be stressed again that the photon-trapping effects themselves depend on $`\dot{m}`$ and are independent of $`v_r`$ when $`\dot{m}`$ is fixed, as was mentioned in §2, unless the disk is optically thin. To check if this is the case, we examine the cases with different $`\xi `$ values; $`\xi =10^3`$ and $`0.1`$, besides $`\xi =10^2`$, for $`\dot{m}=10^2`$, finding no changes. \[However, if the absorption coefficient is very small, the luminosity would decrease in the case of rapid accretion, since thermal energy of the gas can not be converted into radiation energy (see §4.6).\]

### 4.2 Luminosity

The luminosity of the disk is significantly reduced by the photon-trapping effects. In Figure 1, the calculated luminosity is also plotted against $`\dot{m}`$ with symbols. Here, the circles and squares indicate the luminosities for models A and B, respectively. The thin solid line represents the luminosity expected on the assumption of the constant energy-conversion efficiency ($`\eta `$). In model A, the luminosity is kept around the Eddington luminosity irrespective of the mass accretion rate in the super-critical accretion regime, although the luminosity is in proportion to the mass accretion rate in the sub-critical accretion disk. Thus, the energy-conversion efficiency is remarkably reduced in the super-critical accretion due to significant photon-trapping effects, $`\eta \dot{m}^1`$. The calculated luminosity in model B in the super-critical regime is larger than in model A owing to relatively ineffective photon trapping. Even so, the energy-conversion efficiency is also categorically on decrease in the super-critical accretion regime, $`\eta \dot{m}^{1/2}`$. In both models, the results are in good agreement with the analytical estimates (§2).

The dotted curve is the luminosity calculated based on the slim-disk model (Watarai, Mizuno, & Mineshige 2001). The energy is assumed to be mainly dissipated on the equatorial plane in the slim disks, however, the luminosity of the slim disk is not kept around the Eddington luminosity but increases with the mass accretion rate. Hence, the slim disks considerably overestimate the luminosity compared with our similar model (model A). The luminosity is also larger in the slim disk than in model B in the region of $`\dot{m}=1010^3`$. The photon-trapping effects are already appreciable at $`L<L_\mathrm{E}`$, while they are only substantial at $`L>L_\mathrm{E}`$ in the slim-disk treatment. The slim-disk model thus underestimates the photon trapping (see §1).

Numerical results are roughly consistent with the analytical assessments plotted based on equations (5) and (6), but deviations originate for the following reason. In numerical simulations, the energy transport at each height is actually solved by taking radiation transfer into consideration. On the other hand, the analytical assessments are merely obtained by the comparison of the accretion time-scale and the radiative diffusion time-scale.

### 4.3 Effective temperature

Since photon trapping tends to lower $`F_{\mathrm{surf}}^z`$ at smaller radii, the disk with super-critical accretion rate has a flatter effective temperature profile in the vicinity of the inner edge. We calculate the effective temperature, $`T_{\mathrm{eff}}\left[F_{\mathrm{surf}}^z/\sigma \right]^{1/4}`$, and plot in Figure 4 the effective temperature distributions for model A (solid curves) and model B (dashed curves), respectively. Although we adopt $`M=10M_{}`$, the results can be applied to cases with other $`M`$, if we vary the absolute value of $`T_{\mathrm{eff}}`$ in proportion to $`M^{1/4}`$. The effective temperature for low $`\dot{m}`$, $`\dot{m}=0.1`$ and $`1`$, is proportion to $`r^{3/4}`$ as in the standard disk (Shakura & Sunyaev 1973; Pringle 1981), since the photon-trapping effects are not appreciable when the mass accretion rate is sub-critical (see Figure 3). In the case of the super-critical accretion disk, the slope of the effective temperature profile becomes flatter within the trapping radius, though we still have $`T_{\mathrm{eff}}r^{3/4}`$ at $`r>r_{\mathrm{trap}}`$. For $`\dot{m}>10^3`$ in model A, especially, the profile within the trapping radius is almost flat and the maximum temperature begins to decrease with farther rise in $`\dot{m}`$. This makes a marked difference from the prediction by the slim disk, which shows $`T_{\mathrm{eff}}r^{1/2}`$ in the high $`\dot{m}`$ limit (Watarai & Fukue 1999; Watarai et al. 2000; discussed later)

### 4.4 Spectral index

As we have seen above, the effective temperature profile is very sensitive to the functional form of $`q_{\mathrm{vis}}(z)`$. The vertical distribution of viscous heating rates would be observationally distinguished when the luminosity is comparable to or more than the Eddington luminosity. The spectral energy distribution (SED) is strongly affected by the effective temperature profile, which in turn depends on $`q_{\mathrm{vis}}(z)`$. We have calculated expected SED based on a superposition of blackbody spectra, $`B_\nu [T_{\mathrm{eff}}(r)]`$, emitted from the disk surface, and plot in Figure 5 the spectral index, $`\zeta =d\mathrm{log}L_\nu /d\mathrm{log}\nu `$, in the range between 0.1 keV and 1.0 keV, as a function of the luminosity normalized by the Eddington luminosity. Here, the circles and squares indicate the spectral indices for models A and B, respectively. It is known that the spectrum of the standard type disk but with $`T_{\mathrm{eff}}r^p`$ is composed of three components: Rayleigh-Jeans part ($`L_\nu \nu ^2`$) at low $`\nu `$, Wien part \[$`\nu ^3\mathrm{exp}(h\nu /kT_{\mathrm{eff}})`$\] at high $`\nu `$, and a power-law part ($`\nu ^{32/p}`$) in the intermediate frequencies (Kato, Fukue, & Mineshige 1998), where $`\nu `$ is the photon frequency, $`h`$ is the Planck constant, and $`k`$ is the Boltzmann constant. Thus, difference in $`p`$ should manifest in this middle part.

The effective temperature for $`\dot{m}=0.1`$ and $`1`$ is proportional to $`r^{3/4}`$, however, the index deviates from $`\zeta =1/3`$ for $`p=3/4`$ expected from the standard-disk model, since we see a Wien cut-off on the high-frequency side. The effective temperature profile in model A becomes flatter and the maximum temperature begins to decrease when $`\dot{m}>10^2`$, so that the peak of the SED shifts to the low-frequency side. Thus, the index drastically decreases in accordance with increasing $`\dot{m}`$, although the luminosity stays around the Eddington luminosity. In model B, on the other hand, the maximum temperature continues to increase with rise in the mass accretion rate. Therefore, the Wien cut-off is out of the range in the super-critical accretion. As shown in Figure 4, the effective temperature profile in model B is flatter than in the standard disk, $`r^{3/4}`$, but steeper than in the slim disk of high $`\dot{m}`$ limit, $`r^{1/2}`$. Therefore, the index is settled down between $`1/3`$ (standard disk) and $`1`$ (slim disk), and the luminosity increases in accordance with rise in the mass accretion rate. We can thus obtain information of $`q_{\mathrm{vis}}(z)`$ by the X-ray observations of luminous X-ray objects.

### 4.5 Most luminous radius

The radius, at which differential luminosity \[$`(dL/dr)\mathrm{\Delta }r`$\] is maximum, is at $`(75/16)r_\mathrm{g}`$ in the standard disk. This ’most luminous radius’ does not necessarily coincide with the inner edge radius, if the photon trapping is effective, since it is more prominent at small radii. We show the most luminous radii, $`r_{\mathrm{max}}`$, normalized by $`r_\mathrm{g}`$ in Figure 6. The circles and squares indicate $`r_{\mathrm{max}}/r_\mathrm{g}`$ for model A and model B, respectively. This figure clearly demonstrates for model A that the larger $`\dot{m}`$ is, the larger becomes the most luminous radius, as long as $`\dot{m}10^2`$. In model B, the most luminous radius stays at around the inner edge of the disk, but the photon trapping significantly reduces the overall radiative flux within the trapping radius.

### 4.6 Rapid accretion

So far, since we adopt relatively large absorption coefficient, the gas is approximately in equilibrium with radiation, $`T_{\mathrm{gas}}T_{\mathrm{rad}}`$, where $`T_{\mathrm{rad}}`$ is the radiation temperature. Thus, the energy dissipated by viscosity can be promptly converted into radiation energy, and that energy is transported toward the disk surface by radiation transfer. However, if the absorption coefficient is much smaller, as in the case that we adopt free-free absorption, it is possible that the energy dissipated by viscosity is kept as thermal energy and is not converted into radiation energy. Therefore, the resultant luminosity must further decrease because of this effect in addition to the photon-trapping effects, if the gas accretes onto the black hole without achieving radiative equilibrium. This occurs, when $`\alpha `$ is relatively large $`\alpha >0.03`$ (Beloborodov 1998).

To demonstrate this phenomenon, we employ the Rosseland mean of the free-free absorption coefficient, $`\kappa _{\mathrm{ff}}=1.7\times 10^{25}T_{\mathrm{gas}}^{7/2}(\rho /m_\mathrm{p})^2`$ (Rybicki & Lightman 1979), and calculate and plot the luminosity against the radial velocity for model A (circles) and model B (squares) in Figure 7, where the mass accretion rate is fixed to be $`\dot{m}=10^2`$. It is found that the accretion disk gets much fainter at the regime of $`\xi =v_r/v_{\mathrm{ff}}>10^2`$ \[corresponding to $`\alpha >0.04`$ if $`H/r0.5`$, since $`v_r\alpha (H/r)^2v_\varphi `$\], where $`v_{\mathrm{ff}}`$ is the free-fall velocity. The accretion disks with huge accretion rate and large radial velocity tend to have extremely small energy-conversion efficiency and would be identified as faint objects. Note, however, that this criterion of the radial velocity might vary, depending on the vertical density profile, since the free-free absorption coefficient strongly depends on the gas density, as well as the gas temperature. If the density and temperature of the gas is high around the equatorial plane, the thermal energy would be converted into the radiation energy there, and the disk might be somewhat brighter. Anyhow, the disk tends to be fainter in more rapid accretion in cooperation with the photon-trapping effects, although the detail examination requires multi-dimensional radiation-hydrodynamical simulation. (This will be performed in future.)

## 5 DISCUSSION

### 5.1 Comparison with the slim-disk model

As a model for describing super-critical disk accretion flow, slim disks are often utilized. However, we wish to note that the slim disk does not accurately treat the photon-trapping effects in the disk accretion case. The slim disk can describe the dynamical structure of the flow reasonably well, since the energy balance is given by $`Q_{\mathrm{vis}}Q_{\mathrm{adv}}`$ and does not depend on the radiative loss. The slim disk is not able to correctly estimate the radiative flux at the disk surface, in the sense that it overestimates the luminosity in all ranges in comparison with model A, and in the range of $`\dot{m}`$ between $`10`$ and $`10^3`$ in model B. Moreover, we found that the effective temperature profile becomes significantly flatter in model A, but slightly steeper in model B, $`T_{\mathrm{eff}}r^p`$ with $`p>1/2`$. Hence, the profile strongly depends on the distribution of viscous heating rates.

The deviations of our results from the slim disk originate for the following reason. In the slim disk, using the vertically-integrated approximation, the accreting velocity of the flow is investigated by solving the equation of motion in the $`r`$-direction, and the radiative flux from the disk surface is determined as a function of radius so as to satisfy the vertically integrated energy equation, $`Q_{\mathrm{vis}}=\sigma T_{\mathrm{eff}}^4+Q_{\mathrm{adv}}`$, where $`Q_{\mathrm{adv}}`$ is the advective cooling term. The resultant luminosity increases in accordance with rise in the mass accretion rate, and the effective temperature profile is obtained as $`T_{\mathrm{eff}}r^{1/2}`$ in the limit of large $`\dot{m}`$. However, the radiative flux from the disk surface is assumed to be related to the temperature on the equatorial plane as $`\sigma T_{\mathrm{eff}}^4\sigma T_\mathrm{c}^4/\tau `$. Since the radiation energy produced near the equatorial plane can not be radiated away immediately at the same radius but is advected inward at $`r<r_{\mathrm{trap}}`$, the effective temperature in reality does not always reflect the temperature of the equatorial plane at the same radius. The relation of $`\sigma T_{\mathrm{eff}}^4\sigma T_\mathrm{c}^4/\tau `$ actually holds, only when the photon-trapping is not appreciable. Hence, the slim disk cannot give the accurate radiative flux at the disk surface, although a part of the photon-trapping effects, the advection of the energy, is taken into consideration in the equation of energy balance. In the present study, on the other hand, we have actually solved radiative transfer in the $`z`$-direction (in the comoving frame) to investigate the radiative flux from the disk surface. Consequently, the observed luminosity and the effective temperature profile deviate from the prediction of the slim disk.

### 5.2 Future work

We have so far assume that the disk size is practically infinite, but the super-critical accretion disk would be much dimmer when the disk size, $`r_{\mathrm{out}}`$, is smaller than the trapping radius. In model A, most of energy arises near equatorial plane of the disk, and thus cannot arrive at the disk surface if $`r_{\mathrm{trap}}>r_{\mathrm{out}}`$. As a result, the luminosity in such a case must be extremely small, $`LL_\mathrm{E}`$. In model B, the luminosity is estimated as

$`L`$ $``$ $`2{\displaystyle _{r_{\mathrm{in}}}^{r_{\mathrm{out}}}}2\pi rQ_{\mathrm{vis}}\left({\displaystyle \frac{r}{r_{\mathrm{trap}}}}\right)^{1/2}𝑑r`$ (23)
$`=`$ $`{\displaystyle \frac{3}{4}}\dot{M}_{\mathrm{crit}}c^2\left({\displaystyle \frac{2\dot{m}}{3h}}\right)^{1/2}`$
$`\times \left[2\left({\displaystyle \frac{r_\mathrm{g}}{r_{\mathrm{out}}}}\right)^{1/2}+\left({\displaystyle \frac{r_\mathrm{g}}{r_{\mathrm{in}}}}\right)^{1/2}+\left({\displaystyle \frac{r_{\mathrm{in}}r_\mathrm{g}}{r_{\mathrm{out}}^2}}\right)^{1/2}\right],`$
when $`r_{\mathrm{trap}}>r_{\mathrm{out}}`$. For example, this equation indicates $`L/L_\mathrm{E}3.1`$ and $`0.11`$ for $`r_{\mathrm{out}}=10^2r_\mathrm{g}`$ and $`10r_\mathrm{g}`$, respectively, in comparison with $`L/L_\mathrm{E}30`$ for the case of $`r_{\mathrm{out}}r_{\mathrm{trap}}`$, where we assume $`r_{\mathrm{in}}=3r_\mathrm{g}`$, $`\dot{m}=10^4`$, and $`h=0.5`$. Such a situation might be realized in the accretion disks in the compact binaries, in the central regions of Type II supernovae (e.g., Mineshige et al. 1997) and in gamma-ray bursts (e.g., Narayan, Piran, & Kumar 2001).

Throughout the present study, we describe the simple model for accretion motion without treating the hydrodynamical simulations. If the radiative flux force at the disk surface is stronger than the gravity of the black hole, the gas will be blown out like a wind (Eggum, Coroniti, & Katz 1987, 1988; Okuda, Fujita, & Sakashita 1997; Fujita & Okuda 1998). Since the ratio of the radiative flux force to the gravity in the $`z`$-direction is roughly estimated as $`\dot{m}(r/r_\mathrm{g})^1F_{\mathrm{surf}}^z/Q_{\mathrm{vis}}`$, the photon-trapping effects tend to prevent outflow by suppression of $`F_{\mathrm{surf}}^z/Q_{\mathrm{vis}}`$. Indeed, the gas would accrete onto the black hole without being blown out in model A (see Figure 3). Further study demands multi-dimensional radiation-hydrodynamical simulation.

Moreover, we notice two very important improvement to be made. One is to include convection effect, which seems to occur when disk is radiation pressure-dominated (Shakura, Sunyaev, & Zilitinkevich 1978; Agol et al. 2001). Even if the viscous heating is effective in the vicinity of the equatorial plane as in model A, the convection might more efficiently transfer the energy from the equatorial plane to the disk surface than radiation. Then, resultant properties of the disk would become close to model B, but it is necessary for investigating in detail to solve two dimensional hydrodynamical equations coupled with radiation transfer. Second is to take the relativistic effect into consideration. It would play a significant role around the inner edge of the disk.

### 5.3 Observational implications

There seem to be several possible sites of super-critical accretion flow, where the photon-trapping effects may play a significant role. Firstly, we mention micro-quasars which compose a peculiar subclass of X-ray transients seemingly containing black holes (see Tanaka & Shibazaki 1996 for a review). There is an indication that they emit rather high luminosity, near Eddington. In the case of GRS 1915+105, for example, its black hole mass determination was done as $`18.6\pm 2.2M_{}`$ by Borozdin et al. (1999) based on the model fitting of the X-ray spectra. Independently, Greiner, Cuby, & McCaughrean (2001) obtained $`14\pm 4M_{}`$ through observations of Doppler shifted CO lines of the secondary star. Thus, its X-ray luminosity of several times $`10^{39}`$ erg s<sup>-1</sup> at the peak is close to the Eddington luminosity of $`(2.3\pm 0.3)\times 10^{39}`$ erg s<sup>-1</sup>. Bursting behavior could be explained by relaxation oscillation between the slim and standard disk (Honma, Kato, & Matsumoto 1991; Yamaoka, Ueda, & Inoue 2001). If this is the case, this provides strong evidence for the presence of a super-critical accretion flow.

Second one is ultra luminous X-ray sources (ULXs). ULXs with intermediate-massive black holes are successively discovered in nearby galaxies and some of them seem to emit large luminosity, corresponding to the Eddington luminosity (Okada et al. 1998; Colbert & Mushotzky 1999; Mizuno et al. 1999; Makishima et al. 2000). In addition, an intermediate massive black hole of $`>10^3M_{}`$ which is discovered in M82 (Matsumoto et al. 2001) is also a good candidate of super-critical accretion, although it is not always clear if their luminosities are really close to the Eddington luminosities, since there is no accurate mass estimations.

Narrow-line Seyfert 1 galaxies (NLS1s), which are believed to have a central black hole, are also considered to be sites of super-critical accretion (Mineshige et al. 2000). Since the NLS1s exhibit large soft X-ray excess (Boller, Brandt, & Fink 1996; Otani, Kii, & Miya 1996; Leighly 1999; Hayashida 2000), mass of the central black hole is estimated as $`M10^{57}M_{}`$ by a comparison with soft X-ray bump in galactic black hole candidates. Such moderate mass is also supported by reverberation mapping (Laor et al. 1997) and X-ray variability method (Hayashida 2000), and is consistent with narrow Balmer lines of NLS1s. Thus, the observed luminosity, $`L10^{4344}`$, is near the Eddington luminosity, and it implies that the accretion flow is super-critical.

The final candidate is gamma-ray bursts (GRBs) (Piran 1999, Mészáros, Rees, & Wijers 1999; Mészáros 2001). Interestingly, many models (such as mergers of double neutron stars, neutron star–black hole mergers, collapsars, and so on) predict a similar configuration as a final product; namely, a stellar-mass black hole surrounded by a massive torus with a mass of 0.01 – a few $`M_{}`$. Then, gas accretion onto a new-born black hole may be the origin of huge energy release and high Lorentz factor (e.g. Narayan, Paczyński, & Piran 1992; Narayan, Piran, & Kumar 2001). A simple estimation gives an enormous mass accretion rate. If gas with mass of $`M_{\mathrm{gas}}`$ falls onto a black hole with a mass $`M`$ on a time-scale of $`t_{\mathrm{acc}}`$ sec, we find $`\dot{M}2\times 10^{33}(M_{\mathrm{gas}}/M_{})(t_{\mathrm{acc}}/1\mathrm{s})^1\mathrm{g}\mathrm{s}^1`$, that is,

$$\dot{m}=\dot{M}c^2/L_\mathrm{E}4\times 10^{15}\left(\frac{M_{\mathrm{gas}}}{M_{}}\right)\left(\frac{M}{3M_{}}\right)^1\left(\frac{t_{\mathrm{acc}}}{1\mathrm{s}}\right)^1,$$
(24)
(see, e.g., Narayan, Piran, & Kumar 2001). Then, the photon-trapping radius should be huge, $`r_{\mathrm{trap}}10^{15}r_\mathrm{g}`$. Since the disk size is, at most, about the size of giant stars, $`r_{\mathrm{out}}10^{1314}\mathrm{cm}10^{78}(M/3M_{})^1r_\mathrm{g}`$, it is very likely that the emission from the entire disk surface is totally blocked as we already mentioned, although neutrino energy loss may be essential in such a massive disk (Ruffert & Janka 1999; Popham, Woosley, & Fryer 1999).

## 6 CONCLUSIONS

By employing a simple accretion flow model, we have investigated the photon-trapping effects in the super-critical black hole accretion flows by solving radiation transfer and energy equations of gas as well as radiation. The present results are summarized as follows.

(1) The radiative flux at the disk surface is reduced within $`\dot{m}r_\mathrm{g}`$ due to photon trapping. Then, the luminosity is kept around the Eddington luminosity if the viscous heating is effective only in the vicinity of the equatorial plane. Thus, the energy-conversion efficiency is drastically on decrease, $`\eta L/\dot{M}c^2\dot{m}^1`$. Even if the energy is dissipated equally in the disk, the energy-conversion efficiency is also suppressed in accordance with rise in the mass accretion rate, $`\eta \dot{m}^{1/2}`$.

(2) The slim disk can not accurately describe the effective temperature profile, since it is assumed to be related to the temperature on the equatorial plane as $`T_{\mathrm{eff}}T_\mathrm{c}/\tau ^{1/4}`$. As a result, the slim disk overestimates the luminosity of the disk at $`LL_\mathrm{E}`$. The photon-trapping effects are already appreciable at the luminosities as low as $`<L_\mathrm{E}`$, while they only become critical at $`L>3L_\mathrm{E}`$ according to the slim disk calculations.

(3) Through the photon-trapping effects, the effective temperature profile becomes flatter than $`T_{\mathrm{eff}}r^{3/4}`$ within the photon trapping radius in the super-critical accretion. If the energy is dissipated in the vicinity of the equatorial plane, the profile is almost flat ($`T_{\mathrm{eff}}r^p`$ with $`p0`$) and the maximum temperature decreases in accordance with the rise in the mass accretion rate.

(4) The information regarding the distribution of the viscous heating rates, $`q_{\mathrm{vis}}(z)`$, can be obtained through the observations of luminous X-ray objects at $`L>L_\mathrm{E}`$. In accordance with rise in the mass accretion rate, the spectral index, $`\zeta =d\mathrm{log}L_\nu /d\mathrm{log}\nu `$ \[0.1 keV – 1.0 keV\] for $`M=10M_{}`$, increases but in the different ways, depending the functional form of $`q_{\mathrm{vis}}(z)`$. When the gas is heated up uniformly, independently of the vertical height, especially, the spectral index stays between $`0.5`$ and 0, although the index must be further small, $`1`$, in the case that the energy is dissipated around the equatorial plane. Moreover, the most luminous radius shifts to the outer region as long as $`\dot{m}10^2`$ in the latter case.

We are grateful to J. Fukue, T. Nakamoto, and K. Watarai, for helpful discussion. The calculations were carried out at Yukawa Institute for Theoretical Physics in Kyoto University. This work is supported in part by Research Fellowships of the Japan Society for the Promotion of Science for Young Scientists, 02796 (KO) and the Grants-in Aid of the Ministry of Education, Science, Culture, and Sport, 13640238 (SM), 09874055 (MU).


text:
# The configuration of a topological current and physical structure: an application and paradigmatic evidence

## I Figure caption

Fig. 1. (a) The projecting of trajectory of topological particles on $`(z\gamma )`$ plane for $`C/V=0.`$ $`P_i`$ denotes the $`i`$-th topological particle. (b). The energy levels for $`C/V=0.`$ Each level is labelled by the topological particle which corresponds to it.

Fig. 2. (a) The projecting of trajectory of topological particles on $`(z\gamma )`$ plane for $`C/V=2.`$ $`P_i`$ denotes the $`i`$-th topological particle. (b). The energy levels for $`C/V=2.`$ Each level is labelled by the topological particle which corresponds to it.


text:
# Large Deviations and a Fluctuation Symmetry for Chaotic Homeomorphisms

## 1. Introduction

Since the beginning of statistical mechanics, there has been an ongoing exchange of ideas between the theory of heat and the theory of dynamical systems. The thermodynamic formalism has become a standard chapter for studies in dynamical systems and, ever since Clausius, heat is understood as motion.

More recently, there has been a fruitful revival of connecting the two theories. In particular, programs are running for understanding the effect of nonlinearities on transport coefficients and for defining nonequilibrium ensembles in terms of Sinai-Ruelle-Bowen (SRB) measures, . It was also argued that the role of entropy production is, in strongly chaotic dynamical systems, played by the phase space contraction. Gallavotti and Cohen went on to prove a fluctuation symmetry for the distribution of the time-averages of the phase space contraction rate and they hypothesized that this symmetry is much more general and relevant also for the construction of nonequilibrium statistical mechanics. In  it was emphasized that this symmetry results from the Gibbs formalism and in the more recent  the general relation between entropy production and phase space contraction was investigated. It was found that phase space contraction obtains its formal analogy with the physical entropy production as source term in the potential for time-reversal breaking. For Anosov diffeomorphisms $`f`$, as were considered by Gallavotti-Cohen, this can be seen as follows: the SRB distribution is a Gibbs measure for the potential

$$\phi (x)=\mathrm{log}||Df|_{E^u(x)}||$$

and

$$\stackrel{~}{\phi }_1(x)=\mathrm{log}||Df|_{E^s(x)}||=\phi (if(x))$$

is its time-reversal. Here $`E^u(x)`$ and $`E^s(x)`$ are the unstable and stable subspaces of the tangent space at the point $`x`$ and $`i`$ is the time-reversal for which $`f`$ is dynamically reversible: $`if=f^1i`$. The unstable and stable subspaces are not orthogonal but for Anosov systems, the angle between these spaces is uniformly bounded away from $`0`$. Therefore there exists a constant $`C>0`$ such that

$$\left|\underset{k=0}{\overset{n1}{}}\sigma (f^k(x))\underset{k=0}{\overset{n1}{}}(\phi +\stackrel{~}{\phi }_1)(f^k(x))\right|C$$

for all $`x`$ and $`n`$ with

$$\sigma (x)=\mathrm{log}Df(x)$$

the phase space contraction rate. While, from , the most natural analogue of entropy production rate is given by the antisymmetric part of the potential under time-reversal, that is

$$\psi _0(x)=\phi (x)\phi (i(x))$$

for the purpose of computing the time-average and its large deviations, for Anosov systems, no distinction can be made between $`\psi _0,\psi _1=\phi +\stackrel{~}{\phi }_1`$ and $`\sigma `$. Within the set-up of Gallavotti and Cohen, the ergodic averages of $`\psi _0`$ and of $`\psi _1`$ and of $`\sigma `$ have exactly the same large deviation rate function. Once this is recognized, it is natural to generalize the fluctuation theorem of  to other dynamical systems. We believe this is interesting because it takes us away from uniform hyperbolic behavior, which is not typical for real physical systems. Moreover, physically relevant dynamical systems such as billiards or systems of hard balls have singularities, i.e., they are not everywhere differentiable. Our proof however of the fluctuation symmetry for expansive homeomorphisms with the specification property relies on the corresponding thermodynamic formalism established by Ruelle and Haydn . These results are valid for homeomorphisms and hence do not require differentiable systems.

In sections 2 and 3 we start with some basic definitions and results. We do this in order to make the text, as much as possible, self-contained. Section 4 provides a new proof of the large deviation principle for expansive homeomorphisms with the specification property. It is based on directly checking the conditions of the Gärtner-Ellis large deviation theorem. Section 5 has the proof of the fluctuation symmetry of the time-averages of what is denoted above by $`\psi _1`$ (or, equivalently, $`\psi _0`$). We end with some further remarks.

## 2. Expansive Homeomorphisms with Specification

The following definitions and basic results can be found in .

We will always assume $`(X,d)`$ to be a compact metric space.

###### Definition 2.1.

A homeomorphism $`f:XX`$ is called expansive if there exists a constant $`\gamma >0`$ such that if

$$d(f^n(x),f^n(y))<\gamma \text{ for all }n\text{ then }x=y.$$
(2.1)
The largest $`\gamma >0`$ is called the expansivity constant of $`f`$.

Another important property is the following.

###### Definition 2.2.

We say that $`f:XX`$ is a homeomorphism with the specification property (abbreviated to “a homeomorphism with specification”) if for each $`\delta >0`$ there exists an integer $`p=p(\delta )`$ such that the following holds:
if

* $`I_1,\mathrm{},I_n`$ are intervals of integers, $`I_j[a,b]`$ for some $`a,b`$ and all j,
* $`\text{dist}(I_j,I_j^{})p(\delta )`$ for $`jj^{}`$,

then for arbitrary $`x_1,\mathrm{},x_nX`$ there exists a point $`xX`$ such that for every $`j`$

$$d(f^k(x),f^k(x_j))<\delta \text{for all }kI_j.$$

Homeomorphisms that are expansive and satisfy the specification property, form a general class of “chaotic” dynamical systems.

For example, the following is an immediate corollary of Theorem 18.3.9 in .

###### Theorem 2.3.

\[7, Theorem 18.3.9\] If $`f:XX`$ is a transitive Anosov diffeomorphism, then $`f`$ is expansive and satisfies the specification property.

## 3. Topological pressure, Regular Potentials and Gibbs Distributions

###### Definition 3.1.

For every $`n`$ and $`x,yX`$ define a new metric

$$d_n(x,y)=\underset{j=0,\mathrm{},n1}{\mathrm{max}}d(f^j(x),f^j(y)),$$

and let $`_n(x,\epsilon )=\{yX:d_n(x,y)<\epsilon \}`$ for $`\epsilon >0`$.

The set $`EX`$ is said to be $`(n,\epsilon )`$-separated if for every $`x,yE`$ such that $`xy`$ we have $`d_n(x,y)>\epsilon `$.

The set $`FX`$ is said to be $`(n,\epsilon )`$-spanning if for every $`yX`$ there exist $`xF`$ such that $`d_n(x,y)<\epsilon `$.

For a function $`\phi :X`$ (to be called potential) and $`xX`$ put

$$(S_n\phi )(x)=\underset{k=0}{\overset{n1}{}}\phi (f^k(x)).$$

The topological pressure is defined on the space $`C(X)`$ of all continuous functions on $`(X,d)`$.

###### Definition 3.2.

For $`n`$ and $`\epsilon >0`$ define

$$Z_n(\phi ,\epsilon )=\underset{E}{sup}\left\{\underset{xE}{}\mathrm{exp}\left((S_n\phi )(x)\right)\right\},$$
(3.1)
where the supremum is taken over all $`(n,\epsilon )`$-separated sets $`E`$. The pressure is then defined as

$$P(\phi )=\underset{\epsilon 0}{lim}\underset{n\mathrm{}}{lim\; sup}\frac{1}{n}\mathrm{log}Z_n(\phi ,\epsilon ).$$
(3.2)
The topological entropy of $`f`$, denoted by $`h_{top}(f)`$, is by definition the topological pressure of $`\phi 0`$. The topological entropy of an expansive homeomorphism on a compact metric space is always finite, so is, the topological pressure of any continuous function. The topological pressure $`P:C(X)`$ is a continuous and convex function.

The following statement is known as the Variational Principle .

###### Theorem 3.3.

Denote by $`(X,f)`$ the set of all $`f`$-invariant Borel probability measures on $`X`$. Let $`\phi C(X)`$. Then

$$P(\phi )=\underset{\mu (X,f)}{sup}\left(h_\mu (f)+\phi 𝑑\mu \right).$$

This result inspires the following definition.

###### Definition 3.4.

An element $`\mu `$ of $`(X,f)`$ is called an equilibrium measure for the potential $`\phi `$ if

$$P(\phi )=h_\mu (f)+\phi 𝑑\mu .$$

The equilibrium measure for $`\phi 0`$ (if it exists) is called a measure of maximal entropy.

We impose additional conditions on the class of potentials under consideration. As we shall see later (Theorem 3.8), the corresponding equilibrium measures will then be Gibbs measures.

###### Definition 3.5.

A continuous function $`\phi `$ is called regular if for every sufficiently small $`\epsilon >0`$ there exists $`K=K(\epsilon )>0`$ such that for all $`n`$

$$d(f^k(x),f^k(y))<\epsilon \text{ for }k=0,\mathrm{},n1\left|(S_n\phi )(x)(S_n\phi )(y)\right|<K.$$

The set of all regular functions is denoted by $`𝒱_f(X)`$.

###### Example.

For a hyperbolic diffeomorphism $`f`$, any Hölder continuous function $`\phi `$ is in $`𝒱_f(X)`$ \[7, Prop.20.2.6\].

###### Theorem 3.6.

 If $`f`$ is an expansive homeomorphism with specification and $`\phi 𝒱_f(X)`$ then there exists a unique equilibrium measure $`\mu _\phi `$, i.e., $`\mu _\phi `$ is the unique element of $`(X,f)`$ such that

$$P(\phi )=h_{\mu _\phi }(f)+\phi 𝑑\mu _\phi .$$

Moreover, $`\mu _\phi `$ is ergodic, positive on open sets and mixing.

This equilibrium measure $`\mu _\phi `$ can be constructed from the measures concentrated on periodic points in the following way. For every $`n1`$ define a probability measure $`\mu _{\phi ,n}`$ supported on the set of periodic points $`\text{Fix}(f^n)=\{xX:f^n(x)=x\}`$ as follows

$$\mu _{\phi ,n}=\frac{1}{Z(f,\phi ,n)}\underset{x\text{Fix}(f^n)}{}e^{(S_n\phi )(x)}\delta _x,$$
(3.3)
where $`\delta _x`$ is a Dirac measure at $`x`$ and $`Z(f,\phi ,n)={\displaystyle \underset{x\text{Fix}(f^n)}{}}e^{(S_n\phi )(x)}`$ is a normalizing constant.

###### Theorem 3.7.

 The equilibrium measure $`\mu _\phi `$ is a weak limit of the sequence $`\{\mu _{\phi ,n}\}`$, i.e., for every $`hC(X)`$

$$h(x)𝑑\mu _{\phi ,n}h(x)𝑑\mu _\phi \text{as}n\mathrm{}.$$

The next result gives a “local” (i.e., Gibbs) description of equilibrium measures for regular potentials, see  for a detailed discussion.

###### Theorem 3.8.

\[6, Proposition 2.1\],\[7, Theorem 20.3.4\] Let $`f`$ be an expansive homeomorphism with the specification property. Let $`\phi 𝒱_f(X)`$ and denote its unique equilibrium measure by $`\mu _\phi `$. Then, for sufficiently small $`\epsilon >0`$, there exist constants $`A_\epsilon ,B_\epsilon >0`$ such that for all $`xX`$ and $`n1`$

$$A_\epsilon \frac{\mu _\phi \left(\{yX:d(f^k(x),f^k(y))<\epsilon \text{ for }k=0,\mathrm{},n1\}\right)}{\mathrm{exp}\left(nP(\phi )+(S_n\phi )(x)\right)}B_\epsilon .$$
(3.4)
We have seen that for every $`\phi 𝒱_f(X)`$ there exists a unique equilibrium measure. Using (3.3) and (3.4) we are able to give necessary and sufficient conditions on potentials $`\phi _1,\phi _2𝒱_f(X)`$ to have the same equilibrium measures $`\mu _1=\mu _{\phi _1}=\mu _{\phi _2}=\mu _2`$.

###### Theorem 3.9.

Let $`f`$ be an expansive homeomorphism with specification. The equilibrium measures $`\mu _1`$ and $`\mu _2`$ corresponding to the potentials $`\phi _1,\phi _2𝒱_f(X)`$ coincide if and only if there exists a constant $`c`$ such that

$$(S_n\phi _1)(x)=(S_n\phi _2)(x)+nc$$
(3.5)
for all $`x\text{Fix}(f^n)`$ and all $`n`$.

###### Proof.

If (3.5) holds for all $`x\text{Fix}(f^n)`$ and $`n`$, then, by (3.3), one has $`\mu _{1,n}=\mu _{2,n}`$ for all $`n`$. Thus $`\mu _1=\mu _2`$.

Suppose that $`\mu _1`$ and $`\mu _2`$ coincide, and let $`\mu =\mu _1=\mu _2`$. Consider “adjusted” potentials $`\widehat{\phi }_1=\phi _1P(\phi _1)`$ and $`\widehat{\phi }_2=\phi _2P(\phi _2)`$. Let $`x\text{Fix}(f^n)`$ for some $`n`$. Applying (3.4) for sufficiently small $`\epsilon >0`$ we conclude that

$$A_\epsilon ^1\mathrm{exp}\left((S_n\widehat{\phi }_1)(x)\right)\mu (_n(x,\epsilon ))B_\epsilon ^2\mathrm{exp}\left((S_n\widehat{\phi }_2)(x)\right).$$

This implies that $`(S_n\widehat{\phi }_1)(x)(S_n\widehat{\phi }_2)(x)+C^{}`$ for some constant $`C^{}`$ independent of $`x`$ and $`n`$. Since $`x\text{Fix}(f^{kn})`$ for all $`k`$ we have that

$$(S_n\widehat{\phi }_1)(x)=\underset{k\mathrm{}}{lim}\frac{(S_{kn}\widehat{\phi }_1)(x)}{k}\underset{k\mathrm{}}{lim}\frac{(S_{kn}\widehat{\phi }_2)(x)}{k}=(S_n\widehat{\phi }_2)(x).$$

By symmetry we obtain the opposite inequality. Hence

$$(S_n\widehat{\phi }_1)(x)=(S_n\widehat{\phi }_2)(x)$$

for all $`x\text{Fix}(f^n)`$ and $`n`$. This implies (3.5) with $`c=P(\phi _1)P(\phi _2)`$. ∎

We now recall some properties of the pressure for expansive homeomorphisms with specification. These facts will be used later in the proof of the main results.

###### Lemma 3.10.

Suppose $`f:XX`$ is an expansive homeomorphism with specification. Let $`\phi ,\psi 𝒱_f(X)`$. Then the function $`P(\phi +q\psi )`$, $`q`$, is continuously differentiable with respect to $`q`$ and its derivative is given by

$$\frac{dP(\phi +q\psi )}{dq}=\psi 𝑑\mu _q,$$

where $`\mu _q`$ is the equilibrium measure corresponding to the potential $`\phi +q\psi `$.

Moreover, $`P(\phi +q\psi )`$ is a strictly convex function of $`q`$ provided the equilibrium measure for the potential $`\psi `$ is not the measure of maximal entropy.

When the equilibrium measure for the potential $`\psi `$ is the measure of maximal entropy one has

$$P(\phi +q\psi )=P(\phi )+q\psi 𝑑\mu _\phi $$

for all $`q`$, where $`\mu _\phi `$ is the equilibrium measure for $`\phi `$.

The proof of this lemma is almost identical to the proof of Lemma 4.1 in , and relies on the results of Walters , who showed that for expansive dynamical systems differentiability of the pressure function $`P()`$ at $`\phi `$ is equivalent to the uniqueness of equilibrium measures for $`\phi `$. Since the specification condition together with the regularity condition on $`\phi `$ imply uniqueness of equilibrium measures, we obtain the desired differentiability of the pressure function.

In order to prove the Large Deviations result for expansive homeomorphism with specification, we will have to use some results on the convergence

$$\frac{1}{n}\mathrm{log}Z_n(\phi ,\epsilon )P(\phi )$$

in (3.2).

###### Definition 3.11.

We say that $`E`$ is a maximal $`(n,\epsilon )`$-separated set if it cannot be enlarged by adding new points and preserving the separation condition.

Thus every maximal $`(n,\epsilon )`$-separated set $`E`$ is $`(n,\epsilon )`$-spanning as well.

The following estimates from  will be used later.

###### Lemma 3.12.

Let $`f`$ be an expansive homeomorphisms and $`\gamma >0`$ be its expansivity constant. Let $`\phi 𝒱_f(X)`$. For every finite set $`E`$ put

$$Z_n(\phi ,E)=\underset{xE}{}\mathrm{exp}\left((S_n\phi )(x)\right).$$

1. If $`\epsilon ,\epsilon ^{}<\gamma /2`$ and $`E,E^{}`$ are the maximal $`(n,\epsilon )`$\- and $`(n,\epsilon ^{})`$-separated sets respectively, then one has

$$Z_n(\phi ,E)CZ_n(\phi ,E^{}),$$

where the constant $`C=C(\epsilon ,\epsilon ^{})`$ is independent of $`n`$. In particular,

$$P(\phi )=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}Z_n(\phi ,E_n),$$
(3.6)
where $`E_n`$ are the arbitrary maximal $`(n,\epsilon )`$-separated sets.
2. If $`f`$ satisfies the specification property and $`\epsilon <\gamma /2`$ then there exists a constant $`D=D(\phi ,\epsilon )>0`$ such that

$$|\mathrm{log}Z_n(\phi ,E_n)nP(\phi )|<D$$
(3.7)
for all $`n`$ and all maximal $`(n,\epsilon )`$-separated sets.
3. Suppose $`f`$ is expansive and satisfies the specification property, then

$$P(\phi )=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}Z_n(\phi ,\text{Fix}(f^n))$$
(3.8)

## 4. Large deviations

In this section we establish the Large Deviation Principle for expansive homeomorphisms with specification and Gibbs measures corresponding to regular potentials. In fact, one can deduce this from more general results of Young  or Kifer . However, for our class of dynamical systems one can easily check the conditions of the Gärtner–Ellis theorem. For the sake of completeness and to stand on it in the next section, we provide the details here.

Suppose, $`f:XX`$ is an expansive homeomorphism with specification, and $`\phi ,\psi `$ are regular functions, i.e., $`\phi ,\psi 𝒱_f(X)`$.

Let $`\mu =\mu _\phi `$ be an equilibrium measure for the potential $`\phi `$. We will study the distribution of ergodic averages of $`\psi `$ with respect to $`\mu _\phi `$. Namely, we will establish that the limit

$$\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mu _\phi \left(\{xX:\frac{1}{n}\underset{k=0}{\overset{n1}{}}\psi (f^k(x))A\}\right)$$

exists for the appropriate intervals $`A`$.

Our first step will be the study of the so-called free energy function. For every $`q`$ and $`n`$ define

$$c_n(q)=\frac{1}{n}\mathrm{log}\mathrm{exp}\left(q(S_n\psi )(x)\right)𝑑\mu _\phi .$$

We have to prove that $`c_n(q)`$ converges for every $`q`$, and that the limiting function $`c(q)`$ is finite and sufficiently smooth in $`q`$. This is done in the next lemma.

###### Lemma 4.1.

For every $`q`$ the following limit exists

$$c(q)=\underset{n\mathrm{}}{lim}c_n(q).$$

The limit $`c(q)`$ is also given by

$$c(q)=P(\phi +q\psi )P(\phi ),$$
(4.1)
where $`P()`$ is the topological pressure.

The free energy $`c(q)`$ is finite, differentiable and convex for every q. It is strictly convex provided the equilibrium measure for $`\phi `$ is not the measure of maximal entropy.

###### Proof.

We start by giving estimates for $`c_n(q)`$, which will lead to (4.1). All other properties of the free energy $`c(q)`$ will follow from the corresponding properties of the topological pressure.

Let $`\epsilon >0`$ be sufficiently small. Let $`E_n=\{x_i\}`$ be any maximal $`(n,\epsilon )`$-separated set. Since $`E_n`$ is a maximal separated set, for every $`xX`$ there exists $`x_iE_n`$ such that $`x_n(x_i,\epsilon )`$. Since $`\psi `$ is a regular function, for $`x_n(x_i,\epsilon )`$ (i.e., $`d_n(x,x_i)<\epsilon `$) one has

$$\left|(S_n\psi )(x)(S_n\psi )(x_i)\right|K(\psi ,\epsilon )$$

for some constant $`K(\psi ,\epsilon )`$. Therefore,

$`\mathrm{exp}(nc_n(q))`$ $`={\displaystyle \mathrm{exp}\left(q(S_n\psi )(x)\right)𝑑\mu _\phi }`$
$`{\displaystyle \underset{x_iE_n}{}}{\displaystyle _{_n(x_i,\epsilon )}}\mathrm{exp}\left(q(S_n\psi )(x)\right)𝑑\mu _\phi `$
$`{\displaystyle \underset{x_iE_n}{}}\mathrm{exp}\left(|q|K(\psi ,\epsilon )+q(S_n\psi )(x_i)\right)\mu _\phi (_n(x_i,\epsilon ))`$
$`C\mathrm{exp}(nP(\phi )){\displaystyle \underset{x_iE_n}{}}\mathrm{exp}\left(q(S_n\psi )(x_i)+(S_n\phi )(x_i)\right)`$
$`=C\mathrm{exp}(nP(\phi ))Z_n(\phi +q\psi ,E_n),`$
where $`C=B_\epsilon \mathrm{exp}(|q|K(\psi ,\epsilon ))`$, and where we have used an upper estimate from (3.4) on the measures of balls $`_n(x_i,\epsilon )`$.

To prove a similar lower estimate we use that for two different points $`x_i,x_j`$ from an $`(n,\epsilon )`$-separated set $`E_n`$ the intersection $`_n(x_i,\epsilon /2)_n(x_j,\epsilon /2)`$ is empty. Hence,

$`\mathrm{exp}(nc_n(q))`$ $`={\displaystyle \mathrm{exp}\left(q(S_n\psi )(x)\right)𝑑\mu _\phi }`$
$`{\displaystyle \underset{x_iE_n}{}}{\displaystyle _{_n(x_i,\epsilon /2)}}\mathrm{exp}\left(q(S_n\psi )(x)\right)𝑑\mu _\phi `$
$`{\displaystyle \underset{x_iE_n}{}}\mathrm{exp}\left(|q|K(\psi ,\epsilon )+q(S_n\psi )(x_i)\right)\mu _\phi (_n(x_i,\epsilon /2))`$
$`C^{}\mathrm{exp}(nP(\phi )){\displaystyle \underset{x_iE_n}{}}\mathrm{exp}\left(q(S_n\psi )(x_i)+(S_n\phi )(x_i)\right)`$
$`=C^{}\mathrm{exp}(nP(\phi ))Z_n(\phi +q\psi ,E_n),`$
where $`C^{}=A_{\epsilon /2}\mathrm{exp}(|q|K(\psi ,\epsilon ))`$, and we have used the lower estimate from (3.4). Combining together the upper and the lower estimates on $`c_n(q)`$ we obtain

$$\frac{1}{n}\mathrm{log}Z_n(\phi +q\psi ,E_n)P(\phi )+\frac{C_{}}{n}c_n(q)\frac{1}{n}\mathrm{log}Z_n(\phi +q\psi ,E_n)P(\phi )+\frac{C^{}}{n}$$

for some constants $`C_{},C^{}`$. Since for a sufficiently small $`\epsilon >0`$ the limit

$$\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}Z_n(E_n,\phi +q\psi )$$

exists (Lemma 3.12) and is equal to $`P(\phi +q\psi )`$ we obtain the first part of the statement.

The properties of the pressure function $`P(\psi +q\phi )`$ are given by Lemma 3.10. This finishes the proof. ∎

The rate function $`I(p)`$ is obtained from the free energy $`c(q)`$ by a Legendre transform: for $`p`$ put

$$I(p)=\underset{q}{sup}(qpc(q)).$$

Since $`c(q)`$ is differentiable, we can introduce the following quantities

$$\overline{p}=\underset{q}{sup}c^{}(q)=\underset{q+\mathrm{}}{lim}c^{}(q),\underset{¯}{p}=\underset{q}{inf}c^{}(q)=\underset{q\mathrm{}}{lim}c^{}(q).$$
(4.2)
Existence of the limits follows from the convexity of the free energy $`c(q)`$. Standard arguments of convex analysis show that

$$I(p)\text{ is finite for }p(\underset{¯}{p},\overline{p})$$

and $`I(p)=+\mathrm{}`$ for $`p[\underset{¯}{p},\overline{p}]`$. Moreover, since $`c(q)`$ is smooth and convex, $`I(p)`$ is also a smooth and convex function of $`p`$ on $`(\underset{¯}{p},\overline{p})`$.

Now all the conditions of the Gärtner-Ellis theorem  are satisfied and we obtain a Large Deviations result for expansive homeomorphisms with specification.

###### Theorem 4.2 (Large deviations).

Let $`f:XX`$ be an expansive homeomorphism with specification. Let $`\phi ,\psi 𝒱_f(X)`$, and let $`\mu _\phi `$ be the Gibbs measure for $`\phi `$. Assume that $`\mu _\psi `$ is not the measure of maximal entropy. Then there exists a smooth real convex function $`I`$ on the open interval $`(\underset{¯}{p},\overline{p})`$ such that, for every interval $`J`$ with $`J(\underset{¯}{p},\overline{p})\mathrm{}`$,

$$\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mu _\phi (\{x:\frac{1}{n}(S_n\psi )J\})=\underset{pJ(\underset{¯}{p},\overline{p})}{inf}I(p).$$

## 5. Fluctuation Symmetry

Choose some regular potential $`\phi 𝒱_f(X)`$ and let $`\mu _\phi `$ be the corresponding Gibbs measure. As always, $`f:XX`$ is an expansive homeomorphism with specification on a compact metric space $`(X,d)`$.

We make two assumptions:

* Reversibility. There exist a homeomorphism $`i:XX`$, preserving the metric $`d`$ such that

$$ifi=f^1\text{and}i^2=identity.$$

Fix an integer $`k`$ and define $`\stackrel{~}{\phi }_k`$ and $`\psi _k`$ as follows

$$\stackrel{~}{\phi }_k(x)=\phi (if^k(x)),\psi _k(x)=\phi (x)+\stackrel{~}{\phi }_k(x).$$

From the point of statistical mechanics, the most natural choice is for $`k=0`$. Yet, to connect with phase space contraction for Anosov diffeomorphisms it is natural to take $`k=1`$. While the proofs remain valid and unchanged for all choices of $`k`$, we choose to present the rest for $`k=1`$ and we simply write $`\stackrel{~}{\phi }=\stackrel{~}{\phi }_1,\psi =\psi _1`$. Note that $`\stackrel{~}{\phi }`$ and $`\psi `$ are also regular potentials.

* Dissipativity. Assume that the equilibrium measure for $`\psi 𝒱_f(X)`$ is not the measure of maximal entropy.

The assumption B can be viewed as a generalization of the corresponding dissipation condition of  or : If the equilibrium measure for $`\psi =\phi +\stackrel{~}{\phi }`$ is not the measure of maximal entropy, then

$$\psi 𝑑\mu _\phi >0$$

which expresses the breaking of time-reversal symmetry. In fact these conditions are equivalent as we will show in Theorem 5.2 below. Assumption B is quite natural because only under this assumption can one talk about a non-trivial fluctuation symmetry.

To understand the role of assumption A, it is instructive to make the following calculation. Recall the definition of the approximants $`\mu _{\phi ,n}`$ of (3.3), see Theorem 3.7. Denote by

$$𝔼_n(g)=\frac{1}{Z(f,\phi ,n)}\underset{x\text{Fix}(f^n)}{}e^{(S_n\phi )(x)}g(x)$$

the expectation of a function $`g`$ with respect to $`\mu _{\phi ,n}`$. Let $`g(x)=G(x,f(x),\mathrm{},f^{n1}(x))`$ for some $`G`$ on $`X^n`$ and define $`g^{}(x)=G(if^{n1}(x),\mathrm{},if(x),i(x))=g(if^{n1}(x))`$. Then, by a change of variables that leaves the set Fix$`(f^n)`$ globally invariant (under assumption A),

$$𝔼_n(g^{})=\frac{1}{Z(f,\phi ,n)}\underset{x\text{Fix}(f^n)}{}e^{(S_n\phi )(f^{1n}i(x))}g(x)$$

Again by reversibility and by the definition of $`\stackrel{~}{\phi }`$,

$$\underset{k=0}{\overset{n1}{}}\phi (f^{k+1n}i(x))=\underset{k=0}{\overset{n1}{}}\stackrel{~}{\phi }(f^{nk2}(x))$$

so that for $`x`$Fix$`(f^n)`$, $`S_n\phi (f^{1n}i(x))S_n\phi (x)=S_n\psi (x)`$. We conclude that

$$𝔼_n(g^{})=𝔼_n(ge^{S_n\psi })$$

or, $`S_n\psi `$ can be viewed as the logarithmic ratio of the probability of a trajectory and the probability of the corresponding time-reversed trajectory, see . These basic identities drive the following

###### Theorem 5.1 (Fluctuation Symmetry).

Assume A)-B). There exists $`p^{}>0`$ such that, if $`|p|<p^{}`$, then

$$\underset{\delta 0}{lim}\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\frac{\mu _\phi (\{x:\sigma _n(x)(p\delta ,p+\delta )\})}{\mu _\phi (\{x:\sigma _n(x)(p\delta ,p+\delta )\})}=p,$$

where

$$\sigma _n(x)=\frac{1}{n}\underset{k=0}{\overset{n1}{}}\psi \left(f^k(x)\right).$$

###### Proof.

The fluctuation symmetry can be expressed in terms of the rate function $`I`$ of Theorem 4.2; we must show it has the symmetry

$$I(p)I(p)=p\text{for}|p|<p^{}.$$
(5.1)
Since $`I(p)`$ is the Legendre transform of $`c(q)=P(\phi +q\psi )P(\phi )`$, the symmetry (5.1) must be reflected in a certain symmetry of the free energy $`c(q)`$. We claim that

$$c(q)=c(1q)\text{for all}q.$$
(5.2)
Assume for a moment that (5.2) is true. Then from (4.2) we conclude that

$$\underset{¯}{p}=\overline{p},$$

Since under the assumptions of the theorem $`c(q)`$ is not identically equal to a constant, we obtain $`\underset{¯}{p}\overline{p}`$. Hence, the domain of the rate function $`I(p)`$ is a symmetric interval containing zero. Let $`p^{}=\overline{p}=\underset{¯}{p}`$. For every $`p`$ in $`(p^{},p^{})`$, $`I(p)`$ is finite and satisfies (5.1):

$`I(p)`$ $`=\underset{q}{sup}\left((p)qc(q)\right)=\underset{q}{sup}\left(p(q)c(q)\right)`$
$`=\underset{q}{sup}\left(pqc(q)\right)=\underset{q}{sup}\left(pqc(1+q)\right)(\text{by }(\text{5.2}))`$
$`=\underset{q}{sup}\left(p(1+q)c(1+q)\right)+p=\underset{q}{sup}\left(pqc(q)\right)+p`$
$`=I(p)+p.`$
Now let us prove (5.2), or, what amounts to the same thing (see Lemma 4.1),

$$P\left((q+1)\phi +q\stackrel{~}{\phi }\right)=P\left(q\phi (1+q)\stackrel{~}{\phi }\right),q,$$
(5.3)
where the topological pressure $`P()`$ is obtained from (3.8).

The ‘time reversing’ homeomorphism $`i`$ maps the set $`\text{Fix}(f^n)`$ to itself. For $`x\text{Fix}(f^n)`$ one has

$$\underset{k=0}{\overset{n1}{}}(1+q)\phi (f^k(x))+q\stackrel{~}{\phi }(f^k(x))=\underset{k=0}{\overset{n1}{}}(1+q)\stackrel{~}{\phi }(if^{k+1}(x))q\phi (if^{k+1}(x))$$

$$=\underset{k=0}{\overset{n1}{}}(1+q)\stackrel{~}{\phi }(f^nif^{k+1}(x))q\phi (f^nif^{k+1}(x))$$

$$=\underset{k=0}{\overset{n1}{}}(1+q)\stackrel{~}{\phi }(f^{nk1}i(x))q\phi (f^{nk1}i(x))$$

$$=\underset{m=0}{\overset{n1}{}}(1+q)\stackrel{~}{\phi }(f^mi(x))q\phi (f^mi(x)).$$

Now, taking into account that $`i`$ is a bijection on $`\text{Fix}(f^n)`$, we obtain that

$$\underset{x\text{Fix}(f^n)}{}\mathrm{exp}\left(\underset{k=0}{\overset{n1}{}}\phi (f^k(x))+q\psi (f^k(x))\right)=\underset{x\text{Fix}(f^n)}{}\mathrm{exp}\left(\underset{k=0}{\overset{n1}{}}\phi (f^k(x))(1+q)\psi (f^k(x))\right),$$

implying $`c(q)=c(1q)`$ and finishing the proof. ∎

###### Theorem 5.2 (Dissipativity conditions).

Let $`f`$, $`i`$, $`\phi `$, and $`\stackrel{~}{\phi }`$ be as above. Then the following conditions are equivalent:

* the equilibrium measure for $`\psi =\phi +\stackrel{~}{\phi }`$ is not the measure of maximal entropy;
* the equilibrium measure $`\mu _\phi `$ for $`\phi `$ is not the equilibrium measure for $`\stackrel{~}{\phi }`$;
* $`{\displaystyle \psi 𝑑\mu _\phi }>0.`$

###### Proof.

We first show the equivalence of conditions 1) and 2). According to Theorem 3.9, the equilibrium measure for $`\psi `$ is the measure of maximal entropy if and only if there exists a constant $`c_1`$ such that

$$\underset{k=0}{\overset{n1}{}}\psi (f^k(x))=nc_1$$
(5.4)
for all $`n`$ and every $`x\text{Fix}(f^n)`$. Similarly, $`\phi `$ and $`\stackrel{~}{\phi }`$ have the same equilibrium measure if and only if for some constant $`c_2`$ one has

$$\underset{k=0}{\overset{n1}{}}\phi (f^k(x))=\underset{k=0}{\overset{n1}{}}\stackrel{~}{\phi }(f^k(x))+nc_2,$$
(5.5)
again for all $`n`$ and every $`x\text{Fix}(f^n)`$. Clearly, since $`\psi =\phi +\stackrel{~}{\phi }`$, (5.4) and (5.5) are equivalent.

To show that the second and the third condition are equivalent, first recall that in the proof of Theorem 5.1 we have established (5.3), and in particular, the following equality

$$P(\phi )=P(\stackrel{~}{\phi }).$$
(5.6)
Now, since $`\mu _\phi `$ is an equilibrium measure for $`\phi `$, one has

$$P(\phi )=h_{\mu _\phi }(f)+\phi 𝑑\mu _\phi .$$

On the other hand, applying the Variational Principle to $`\stackrel{~}{\phi }`$, we conclude that

$$P(\stackrel{~}{\phi })h_{\mu _\phi }(f)\stackrel{~}{\phi }𝑑\mu _\phi ,$$

with equality if and only if $`\mu _\phi `$ is the equilibrium measure for $`\stackrel{~}{\phi }`$.

Therefore

$$\psi 𝑑\mu _\phi P(\phi )P(\stackrel{~}{\phi })=0.$$

with equality if and only if $`\mu _\phi `$ is the equilibrium measure for $`\stackrel{~}{\phi }`$. This finishes the proof. ∎

## 6. Concluding remarks.

1) As mentioned already in the introduction, the Fluctuation Theorem of Gallavotti and Cohen says that the large deviation rate function $`I(p)`$ for the time-averages of the phase space contraction in the SRB measure for dissipative and reversible Anosov diffeomorphism has the symmetry:

$$I(p)I(p)=p.$$

Our results are valid under a greater generality: not only for SRB measures, but also for the Gibbs measures for expansive homeomorphisms with the specification property. Phase space contraction then gets replaced by the antisymmetric part of the potential under time-reversal which is essentially the same as the phase space contraction rate for Anosov systems. The original proof of Gallavotti and Cohen used Markov partitions (symbolic dynamics). Clearly, this is not an option for us. On the other hand, Ruelle in  gave a proof, again for Anosov systems, based on shadowing and one can check that the argument from  goes through without many substantial modifications in the case of expansive homeomorphisms with specification. Our approach is still different and even simpler: it is different, physically, because we concentrate on the antisymmetric part of the potential under time-reversal and mathematically, we obtain a symmetry of the rate function $`I(p)`$ directly from the properties of the topological pressure. It is important that in this generalization, we can also treat continuous (therefore, not necessarily differentiable) transformations.

2) Transitive Anosov systems are expansive and do satisfy the specification property. One can find examples of smooth expansive dynamical systems with the specification property, which are not Anosov, see e.g. . Unfortunately, we were not able to find any interesting reversible examples. However, this is quite a typical situation in the field: there are also not very many examples of reversible dissipative Anosov systems. Nevertheless, we think that the validity of the fluctuation symmetry for a larger class of dynamical systems is a step forward. The main reason was already mentioned: uniform hyperbolic behavior and everywhere differentiability is not typical for real physical systems. Secondly, the definition of regular potentials can be extended to include discontinuous functions which satisfy the key property

$$d(f^k(x),f^k(y))<\epsilon \text{ for }k=0,\mathrm{},n1\left|\underset{k=0}{\overset{n1}{}}\phi (f^kx)\underset{k=0}{\overset{n1}{}}\phi (f^ky)\right|<K.$$

It is important to understand whether hyperbolic systems with singularities, such as hard ball systems or billiards, satisfy this condition for natural potentials. If this is indeed the case, then one immediately obtains the fluctuation symmetry for such systems as well.

## Acknowledgment

We are grateful to David Ruelle and Floris Takens for helpful discussions. E.V. was partially supported by NWO grant 613-06-551 and EET grant K99124.