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# Parry measure and the topological entropy of chaotic repellers embedded within chaotic attractors

## I Introduction

Besides local instability, the main ingredient of chaotic motion is orbit complexity. The topological entropy measures orbit complexity by looking at all possible motions without regard to their likelihood. Within the field of communicating with chaos, the topological entropy of chaotic repellers embedded within chaotic attractors is an important issue for the analysis of trade-off between the channel capacity and noise resistance.

Motivated by this issue, we investigate the following problem. We consider an unimodal chaotic map on the interval, $`f(x):II`$, with the chaotic attractor $`AI`$. Imagine a small region $`HI`$, referred to as the hole, located somewhere on the chaotic attractor. There is a set of points on $`A`$ yielding trajectories that never enter the hole $`H`$. This set of points is a chaotic repeller (call it $`R_H`$) embedded within the attractor $`A`$.

The repeller $`R`$ governs the dynamics of the transiently chaotic map with a hole $`f_H(x):I\backslash HI`$. The points that map into the hole under the dynamics of the map $`f_H`$ are no longer considered. Besides the field of communicating with chaos, such maps with the hole(s) arise in the study of conditionally invariant measures, and the average lifetimes of chaotic transients preceding controlled periodic motion. Here we are interested in the difference between the topological entropies of the attractor and the repeller for holes $`H`$ that are small in size.

The critical point $`x_c`$ of the unimodal map $`f`$ defines the generating partition. Every point $`xI`$ is assigned an infinite sequence of symbols $`\omega (x)\mathrm{\Sigma }=\{(\omega _0\omega _1\mathrm{})|\omega _i\{L,C,R\}\text{ for }i0\}`$ by the following prescription: if $`f^i(x)<x_c`$ ($`f^i(x)>x_c`$), then $`\omega _i(x)=L`$($`R`$, respectively); if $`f^i(x)=x_c`$, then $`\omega _i(x)=C`$. This definition includes the present state of the system. The symbols $`\omega _i`$ are called letters from the alphabet $`𝒜=\{L,C,R\}`$, and the infinite sequence $`\omega (x)`$ is called the itinerary of the point $`x`$. Let $`\mathrm{\Sigma }_A\mathrm{\Sigma }`$ ($`\mathrm{\Sigma }_{R_H}\mathrm{\Sigma }`$) denote the set of itineraries corresponding to the trajectories on the attractor $`A`$ (repeller $`R_H`$, respectively). The dynamics on the attractor $`A`$ (repeller $`R_H`$) is symbolically represented by the topological dynamical system $`(\mathrm{\Sigma }_A,\sigma )`$ \[$`(\mathrm{\Sigma }_{R_H},\sigma )`$, respectively\], where $`\sigma `$ denotes the shift operation

$$\sigma (\omega _0\omega _1\omega _2\mathrm{})=(\omega _1\omega _2\omega _3\mathrm{}).$$
(1)
The topological entropy of the attractor $`A`$ (repeller $`R`$), denoted by $`h_A`$ ($`h_R`$, respectively), is identical to the topological entropy of $`(\mathrm{\Sigma }_A,\sigma )`$ \[$`(\mathrm{\Sigma }_{R_H},\sigma )`$, respectively\]. Since the sets $`A`$ and $`R_H`$ are invariant under $`f`$, $`\mathrm{\Sigma }_A`$ and $`\mathrm{\Sigma }_{R_H}`$ are shift-invariant.

We will simplify the analysis to allow for analytical calculations by special tailoring of the hole $`H`$. Let $`HH_\alpha `$ be the set of all points $`xI`$ that have the sequence $`\alpha =(\alpha _0\alpha _1\mathrm{}\alpha _{l1})`$ as the first $`l`$ letters in their itineraries $`\alpha _i\{L,R\}`$ (see Ref.  for equivalent tailoring in the context of controlling chaos). The endpoints of the interval $`H_\alpha `$ are preimages of the critical point. The itinerary of some point $`x`$ contains the sequence $`(\alpha _0\alpha _1\mathrm{}\alpha _{l1})`$ if and only if $`x`$ eventually visits the hole $`H_\alpha `$. Hence, the set $`\mathrm{\Sigma }_{R_H}`$ is obtained from the set $`\mathrm{\Sigma }_A`$ by extracting from it all itineraries that contain the sequence $`\alpha `$.

Among all measures with support in $`\mathrm{\Sigma }_A`$ that are shift-invariant, Parry measure of the dynamical system $`(\mathrm{\Sigma }_A,\sigma )`$ maximize the value of entropy; the entropy of $`(\mathrm{\Sigma }_A,\sigma )`$ with respect to the Parry measure $`\mu _P`$ is equal to the topological entropy. If the Parry measure contained within the cylinder $`C_\alpha ^l=\{\omega \mathrm{\Sigma }|\omega _i=\alpha _i\text{ for }i=0,1,\mathrm{},l1\}`$ is larger, the sequence $`\alpha `$ more frequently appears within itineraries $`\omega \mathrm{\Sigma }_A`$. Hence, it is reasonable to expect that the entropy difference $`\mathrm{\Delta }_h(\alpha ):=h_Ah_R(\alpha )`$ will be larger for larger values of $`\mu _P(C_\alpha ^l)`$. \[From now on, we abbreviate $`\mu _P(\alpha ):=\mu _P(C_\alpha ^l)`$.\] In this manuscript we study the correlation between the Parry measure $`\mu _P(\alpha )`$, and the entropy difference $`\mathrm{\Delta }_h(\alpha )`$, for various choices of $`H_\alpha `$.

We will numerically demonstrate that if the hole $`H_\alpha `$ is not visited by a short periodic orbit, then $`\mathrm{\Delta }_h(\alpha )`$ is approximately equal to the Parry measure $`\mu _P(\alpha )`$. By using this observation, it will be demonstrated, analytically and numerically, that when $`H_\alpha `$ is visited by a short periodic orbit, then $`\mathrm{\Delta }_h(\alpha )`$ is significantly smaller than $`\mu _P(\alpha )`$. The ratio, $`\mu _P(\alpha )/\mathrm{\Delta }_h(\alpha )`$, which characterizes this discrepancy, can be expressed in terms of the topological entropy $`h_A`$, and the length (call it $`p`$) of the shortest periodic orbit visiting $`H_\alpha `$:

$$\frac{\mu _P(\alpha )}{\mathrm{\Delta }_h(\alpha )}\frac{1}{1e^{ph_A}}.$$
(2)
Formula (2) is derived by using the following auxiliary result. Suppose that $`x`$ is a periodic orbit of prime period $`p`$, and $`\alpha _i=\omega _i(x)`$, for $`i=0,1,\mathrm{},l1`$. For $`l1`$, the entropy difference $`\mathrm{\Delta }_h(\alpha )`$, and $`\mu _P(\alpha )`$ decrease exponentially fast with the increase of $`l`$. The characteristic exponent is shown to be approximately equal to the topological entropy $`h_A`$.

## II Numerical and theoretical analysis of the entropy difference and the Parry measure

For the illustrations of the dependence of $`\mathrm{\Delta }_h(\alpha )`$ against the position of $`H_\alpha `$ on the attractor, it is unconvenient to draw $`\mathrm{\Delta }_h(\alpha )`$ against the mid-point of the hole $`H_\alpha `$. Namely, the holes $`H_\alpha `$ vary in size for different unimodal maps. Furthermore, the intervals $`I`$ may differ for different maps. For these reasons, it is convenient to introduce the topological mid-point of the hole $`H_\alpha `$. To a sequence $`\alpha =(\alpha _0\mathrm{}\alpha _{l1})`$, we assign a number

$$t(\alpha )=\underset{i=0}{\overset{l1}{}}\frac{\gamma _i}{2^{i+1}}+\frac{1}{2^{l+1}},$$
(3)
where $`\gamma _i=0(1)`$ if the number of $`R`$s in the sequence $`(\alpha _0\alpha _1\mathrm{}\alpha _i)`$ is even (odd, respectively). Given a sequence $`\alpha `$, $`t(\alpha )`$ is identical for all unimodal maps, and it is called the topological mid-point of $`H_\alpha `$ since it preserves the spatial ordering of holes: if $`t(\alpha ^{})<t(\alpha ^{\prime \prime })`$, then $`H_\alpha ^{}`$ is to the left of $`H_{\alpha ^{\prime \prime }}`$.

In order to illustrate the main result of this paper, consider the attractor $`A=[0,1]`$ of the tent map $`T_a(x)=a(1|12x|)/2`$ for $`a=2`$. The topological entropy is $`h_A=\mathrm{ln}2`$. Every sequence is admissible by the systems dynamics, i.e., $`(\mathrm{\Sigma }_A,\sigma )`$ is a shift of full type on two symbols. The Parry measure corresponding to any sequence of length $`l`$ is $`1/2^l`$, i.e., $`\mu _P(\alpha )=1/2^l`$. Figure 1(a) displays $`\mathrm{\Delta }_h(\alpha )`$ and $`\mu _P(\alpha )`$, while Fig. 1(b) displays the ratio $`\mu _P(\alpha )/\mathrm{\Delta }_h(\alpha )`$ against $`t(\alpha )`$. We observe that for almost every choice of $`\alpha `$, $`\mathrm{\Delta }_h(\alpha )\mu _P(\alpha )`$. However, when the hole $`H_\alpha `$ is visited by a short periodic orbit of period $`p`$ smaller than some critical value $`l_c34`$, the quantity $`\mu _P(\alpha )`$ is significantly larger than $`\mathrm{\Delta }_h(\alpha )`$.

Consider the map $`T_a(x)`$ for $`a=1.72208\mathrm{}`$, with the topological entropy $`h_A=\mathrm{ln}a=0.543535\mathrm{}`$. The dynamics is pruned, that is, there are sequences inadmissible by the dynamics of the map $`T_{1.72208\mathrm{}}(x)`$, and $`(\mathrm{\Sigma }_A,\sigma )`$ is a shift of finite type on two symbols. Fig. 2 illustrates $`\mu _P(\alpha )`$, $`\mathrm{\Delta }_h(\alpha )`$, and their ratio against $`t(\alpha )`$ for all admissible sequences of length $`l`$. The same observations as in Fig. 1 can be made.

After performing a number of numerical experiments equivalent to the ones illustrated in Figs. 1 and 2, we make the following conjecture: If $`H_\alpha `$ is not visited by a short periodic orbit, then $`\mu _P(\alpha )\mathrm{\Delta }_h(\alpha )`$. By using this conjecture, we can analytically describe the discrepancy between $`\mu _P(\alpha )`$ and $`\mathrm{\Delta }_h(\alpha )`$ which occurs when $`H_\alpha `$ encompasses a short periodic orbit.

At first, we must study the dependence of $`\mathrm{\Delta }_h(\alpha )`$ and $`\mu _P(\alpha )`$ on the length of the sequence $`\alpha `$. We perform the following numerical experiment. Consider a point $`xA`$, which lies on a periodic orbit of prime period $`p`$. The itinerary $`\omega (x)=\pi ^{\mathrm{}}`$ is defined by the sequence of $`p`$ letters, $`\pi =(\pi _0\pi _1\mathrm{}\pi _{p1})`$. By choosing

$$\alpha =(\underset{0}{\underset{}{\pi _0\pi _1\mathrm{}\pi _{p1}}}\underset{1}{\underset{}{\pi _0\pi _1\mathrm{}\pi _{p1}}}\mathrm{}\underset{r1}{\underset{}{\pi _0\pi _1\mathrm{}\pi _{p1}}}\pi _0\pi _1\mathrm{}\pi _{r^{}1}),$$
(4)
where $`r=l\text{ div }p`$, and $`r^{}=l\text{ mod }p`$, the hole $`H_\alpha `$ encompasses the point $`x`$ for every $`l=rp+r^{}`$. (The size of the hole $`H_\alpha `$ decreases with the increase of $`l`$.) Fig. 3 illustrates the dependence of the difference $`\mathrm{\Delta }_h(\alpha )`$, and the ratio $`\mu _P(\alpha )/\mathrm{\Delta }_h(\alpha )`$ on the length $`l`$ of the sequence $`\alpha `$; $`\alpha `$ is constructed from $`\pi =(R)`$, $`(RL)`$, and $`(LLR)`$ \[see Eq. (4)\]. For this illustration, we have utilized the map $`T_a(x)`$ for $`a=2`$, and $`a=1.72208\mathrm{}`$.

We observe the following. The difference $`\mathrm{\Delta }_h(\alpha )`$ decreases approximately exponentially fast with the increase of $`l`$. The points in Figs. 3(a), and 3(b) are fitted to the functional dependence $`\mathrm{\Delta }_h(\alpha )=A_0e^{A_1l}`$. The fitted values of the exponent $`A_1`$ are shown in Table I. The characteristic exponent $`A_1`$ is approximately equal to the topological entropy $`h_A`$. In some cases, the graph $`\mathrm{\Delta }_h(\alpha )`$ against $`l`$ shows flat plateaus, as is illustrated in Fig. 3(b). From Fig. 3(c) we observe that the ratio $`\mu _P(\alpha )/\mathrm{\Delta }_h(\alpha )`$ is independent of $`l`$ for $`l`$ large enough. In other words, both $`\mathrm{\Delta }_h(\alpha )`$ and $`\mu _P(\alpha )`$ are observed to have the same (up to the multiplicative constant) functional dependence on $`l`$, $`\mathrm{\Delta }_h(\alpha )\mu _P(\alpha )e^{h_Al}`$.

In order to explain these observations, we utilize the topological zeta function. Let $`\alpha `$ and $`\beta `$ denote two sequences of length $`l`$ and $`Ll`$, respectively, which are constructed as prescribed in Eq. (4), so that $`\beta _i=\alpha _i`$ for $`i=0,1,\mathrm{},l1`$. These sequences define the embedded repellers $`R^{(\alpha )}`$ and $`R^{(\beta )}`$. Let $`q`$ denote the length of the shortest periodic orbit(s) that visits the hole $`H_\alpha `$, and which does not visit the hole $`H_\beta H_\alpha `$. This orbit is a part of the repeller $`R^{(\beta )}`$, but it does not belong to $`R^{(\alpha )}`$. The topological entropies of $`R^{(\alpha )}`$ and $`R^{(\beta )}`$ can be calculated from the smallest positive zeros of their corresponding topological zeta functions:

$$1/\zeta _{top}^{(\alpha )}=1\underset{n=1}{\overset{q1}{}}c_nz^n\underset{n=q}{\overset{\mathrm{}}{}}c_n^{(\alpha )}z^n,$$
(5)
and

$$1/\zeta _{top}^{(\beta )}=1\underset{n=1}{\overset{q1}{}}c_nz^n\underset{n=q}{\overset{\mathrm{}}{}}c_n^{(\beta )}z^n.$$
(6)
Only the coefficients of order $`q`$ and higher differ since the periodic orbits within the repellers $`R^{(\alpha )}`$ and $`R^{(\beta )}`$ that are of prime period $`q1`$ and smaller coincide. For $`H_\alpha `$, and $`H_\beta `$ as constructed above, it can be shown that $`q>(r1)p`$, and most likely $`q(r+1)p`$, that is, $`ql=rp+r^{}`$ (see Appendix A).

Let us define the function $`\mathrm{\Delta }_\zeta (z):=1/\zeta _{top}^{(\beta )}1/\zeta _{top}^{(\alpha )}`$, and the quantity $`ϵ_z:=z^{(\alpha )}z^{(\beta )}`$, where $`z^{(\alpha )}`$ and $`z^{(\beta )}`$ denote the smallest positive zeros of the functions $`1/\zeta _{top}^{(\alpha )}`$ and $`1/\zeta _{top}^{(\beta )}`$, respectively. The topological entropies of the repellers $`R^{(\alpha )}`$, and $`R^{(\beta )}`$ are $`h^{(\alpha )}=\mathrm{ln}z^{(\alpha )}`$, and $`h^{(\beta )}=\mathrm{ln}z^{(\beta )}`$, respectively. If $`l`$ is large enough, then $`\eta =ϵ_z/z^{(\beta )}1`$. This approximation leads to

$$h^{(\beta )}h^{(\alpha )}=\mathrm{ln}\frac{z^{(\alpha )}}{z^{(\beta )}}=\frac{ϵ_z}{z^{(\beta )}}+𝒪(\eta ^2),$$
(7)
and

$`\mathrm{\Delta }_\zeta (z^{(\beta )})`$ $`=`$ $`01/\zeta _{top}^{(\alpha )}(z^{(\beta )})`$ (8)
$`=`$ $`1/\zeta _{top}^{(\alpha )}(z^{(\alpha )}ϵ_z)`$ (9)
$`=`$ $`z^{(\beta )}{\displaystyle \frac{d[1/\zeta _{top}^{(\alpha )}(z)]}{dz}}_{z=z^{(\alpha )}}{\displaystyle \frac{ϵ_z}{z^{(\beta )}}}+𝒪(\eta ^2).`$ (10)
On the other hand, from Eqs. (5) and (6)

$`\mathrm{\Delta }_\zeta (z^{(\beta )})`$ $`=`$ $`{\displaystyle \underset{n=q}{\overset{\mathrm{}}{}}}[c_n^{(\alpha )}c_n^{(\beta )}][z^{(\beta )}]^n`$ (11)
$`=`$ $`[z^{(\beta )}]^q{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}[c_{n+q}^{(\alpha )}c_{n+q}^{(\beta )}][z^{(\beta )}]^n.`$ (12)
In the limit $`L\mathrm{}`$, $`h^{(\beta )}=h_A`$, i.e., $`z^{(\beta )}=e^{h_A}`$. By neglecting the terms of order $`\eta ^2`$, and higher, from Eqs. (7), (10), and (12) we obtain

$`\mathrm{ln}\mathrm{\Delta }_h(\alpha )`$ $``$ $`qh_A+\mathrm{ln}\left|{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}[c_{n+q}^{(\alpha )}c_{n+q}^{(\beta )}][z^{(\beta )}]^n\right|`$ (13)
$``$ $`\mathrm{ln}\left|z^{(\beta )}{\displaystyle \frac{d[1/\zeta _{top}^{(\alpha )}(z)]}{dz}}_{z=z^{(\alpha )}}\right|.`$ (14)
If the sequence $`\alpha `$ is long enough, the first term on the right hand side (r.h.s.) of Eq. (14), $`qh_Alh_A`$, is much larger than the second, and the third term. This explains the observed functional dependence $`\mathrm{\Delta }_h(\alpha )e^{lh_A}`$. The second term on the r.h.s. can introduce small oscillations superimposed on the global behavior $`\mathrm{\Delta }_h(\alpha )e^{lh_A}`$ \[e.g., see open circles in Fig. 3(a)\]. The third term is practically independent of $`l`$ for large enough $`l`$. Eq. (14) is consistent with the scaling of $`h_A`$ with the size of the hole that is reported in Ref.  for the tent, $`2x\text{ mod }1`$, and the logistic map $`4x(1x)`$.

The dependence of $`\mathrm{\Delta }_h(\alpha )`$ on $`l`$ is equivalent to the problem of calculating the topological entropy of some attractor with infinite Markov partition by using the set of finite pruning rules. By using the set of finite pruning rules, one actually calculates the topological entropy of the embedded repeller. If all periodic orbits up to the length $`l`$ are included in the calculation of the topological entropy of the attractor, then the difference between the topological entropies of the embedded repeller and the attractor is of order $`e^{lh_A}`$ (see the discussion in Ref. ).

In Refs.  the entropy $`h_R`$ has been studied as a function of the size of the hole $`H`$. It has been demonstrated that $`h_R`$ is a devil’s staircase like function with flat plateaus. In the case considered here, the size of the hole is not a continuous parameter since it enters the calculations via the length $`l`$ of the sequence $`\alpha `$. The flat plateaus in the graph $`\mathrm{\Delta }_h(\alpha )`$ vs. $`l`$ \[see Fig. 3(b)\] are a fingerprint of the plateaus observed and explained in Refs.  in a more general settings.

If $`(\mathrm{\Sigma }_A,\sigma )`$ is $`n`$-step topological Markov chain, the explanation of the functional dependence $`\mu _P(\alpha )e^{lh_A}`$ follows immediately from the definition of the Parry measure (see Appendix B, and Ref. , p. 175). For a more general class of topological dynamical systems $`(\mathrm{\Sigma }_A,\sigma )`$, which naturally arise from one dimensional maps, the functional dependence $`\mu _P(\alpha )e^{lh_A}`$ is explained by using the following property of the map $`T_a(x)`$. Consider an unimodal map $`f`$ with $`h_A>0`$, and the corresponding topological dynamical system $`(\mathrm{\Sigma }_A,\sigma )`$. The map $`T_a(x)`$ with $`a=e^{h_A}`$ corresponds to the same topological dynamical system $`(\mathrm{\Sigma }_A,\sigma )`$ (see Ref. , p. 514.). Let $`h_{\mu _N}`$ denote the entropy of $`T_a(x)`$ with respect to the naturally invariant measure $`\mu _N`$. The entropy $`h_{\mu _N}`$ is equal to the Lyapunov exponent $`\lambda =\mathrm{ln}a`$, i.e., for the map $`T_a(x)`$ we have $`h_{\mu _N}\lambda h_A=\mathrm{ln}a`$. Since $`h_A`$ is the entropy with respect to the maximal entropy measure, we conclude that the maximal entropy measure (i.e. the Parry measure) coincides with the naturally invariant measure $`\mu _N`$. Therefore, $`\mu _P(\alpha )\mu _N(H_\alpha )`$. The length of the interval $`H_\alpha `$ is roughly $`1/a^l`$. From the scaling of $`\mu _N`$ it follows that,

$$\mu _P(\alpha )\mu _N(H_\alpha )1/a^l=e^{lh_A}.$$
(15)
Equivalent analysis demonstrates that Parry measure coincides with the naturally invariant measure on the chaotic repeller of the properly chosen gap-tent map (see. Sec. 2 in Ref. ).

By using two points from the previous discussion: (i) The fact that $`\mu _P(\alpha )e^{lh_A}`$, and (ii) the observation that for $`H_\alpha `$ which does not encompass a short periodic orbit $`\mathrm{\Delta }_h(\alpha )\mu _P(\alpha )`$, we can explain the discrepancy between $`\mu _P(\alpha )`$ and $`\mathrm{\Delta }_h(\alpha )`$ which occurs when $`H_\alpha `$ is visited by a short periodic orbit. We will derive Eq. (2) for $`H_\alpha `$ located on a fixed point, i.e., for $`\alpha =(R^l)`$, $`p=1`$. The generalization for the case when $`H_\alpha `$ encompasses a point on a short periodic orbit of prime period $`p=2,3,\mathrm{},l_c`$, is straightforward.

The first preimages of the cylinder $`C_{(R^l)}^l`$ are the cylinders $`C_{(LR^l)}^{l+1}`$ and $`C_{(RR^l)}^{l+1}=C_{(R^{l+1})}^{l+1}`$. From the invariance of Parry measure it follows that

$$\mu _P(R^l)=\mu _P(LR^l)+\mu _P(R^{l+1}).$$
(16)
Since $`\mu _P(R^{l+1})/\mu _P(R^l)=e^{h_A}`$,

$$\mu _P(R^l)(1e^{h_A})^1\mu _P(LR^l).$$
(17)
Let us compare $`\mathrm{\Delta }_h(R^l)`$, and $`\mathrm{\Delta }_h(LR^l)`$. Let $`P_{(R^l)}`$ \[$`P_{(LR^l)}`$\] denote the set of all periodic orbits within the attractor $`A`$ which contain the sequence $`(R^l)`$ \[$`(LR^l)`$, respectively\]. It is easy to see that every orbit within $`P_{(R^l)}`$, except the fixed point $`(R^{\mathrm{}})`$ itself, contains the sequence $`(LR^l)`$. Thus, the two sets differ by a single periodic orbit. Since the topological entropy quantitatively expresses the exponential growth of periodic orbits, it follows that $`h_R(R^l)`$ and $`h_R(LR^l)`$ are identical, i.e.,

$$\mathrm{\Delta }_h(R^l)=\mathrm{\Delta }_h(LR^l).$$
(18)
By combining Eqs. (17) and (18), and using the observation $`\mu _P(LR^l)\mathrm{\Delta }_h(LR^l)`$, we immediately obtain Eq. (2) for the case $`p=1`$. To generalize for the case $`p=2,3,\mathrm{}`$, one has to consider the $`p`$th order preimages of the cylinder $`C_\alpha ^l`$ to obtain equations equivalent to (17) and (18). Fig. 3(c) confirms the validity of the approximations that lead to Eq. (2). These approximations work better for larger values of $`l`$ \[see Fig. 3(c)\].

## III Conclusion

We have studied the topological entropy of an embedded chaotic repeller $`R_H`$, defined as the set of points on a given attractor $`A`$ that do not visit a small region (hole) in the phase space $`H_\alpha `$. The hole $`H_\alpha `$ is a set of points that have a sequence $`\alpha =(\alpha _0\alpha _1\mathrm{}\alpha _{l1})`$ as the first $`l`$ letters in their itineraries. It has been shown that the difference between the topological entropies of the attractor and the repeller, denoted by $`\mathrm{\Delta }_h(\alpha )`$, is for most choices of $`\alpha `$ approximately equal to the Parry measure corresponding to $`\alpha `$, i.e., $`\mathrm{\Delta }_h(\alpha )\mu _P(\alpha )`$. Significant deviation from this global behavior occurs when the itinerary of some short periodic orbit contains the sequence $`\alpha `$. The formula which relates the length of the short periodic orbit, the Parry measure $`\mu _P(\alpha )`$, and the entropy difference $`\mathrm{\Delta }_h(\alpha )`$ has been derived \[see Eq. (2)\].

## IV Appendix A

Consider a periodic orbit $`\omega ^{(\pi )}=\pi ^{\mathrm{}}\mathrm{\Sigma }_A`$ of prime period $`p`$; it is defined by the sequence of $`p`$ letters, $`\pi =(\pi _0\pi _1\mathrm{}\pi _{p1})`$. Let $`\alpha `$ and $`\beta `$ denote two sequences of length $`l`$ and $`Ll`$, respectively, that are constructed from $`\pi `$ \[see Eq. (4)\]. We assume that $`r=(l\text{ mod }p)3`$. Clearly, $`\omega ^{(\pi )}C_\alpha ^l`$. Let $`\omega ^{(\upsilon )}=\upsilon ^{\mathrm{}}\mathrm{\Sigma }_A`$ denote a periodic orbit of prime period $`q`$, defined by the sequence $`\upsilon =(\upsilon _0\upsilon _1\mathrm{}\upsilon _{q1})`$, such that $`\omega ^{(\upsilon )}\omega ^{(\pi )}`$, and $`\omega ^{(\upsilon )}C_\alpha ^l`$; $`\omega ^{(\upsilon )}C_\alpha ^l`$ means that $`\omega _i^{(\pi )}=\omega _i^{(\upsilon )}`$, for $`i=0,1,\mathrm{},l`$. In this appendix, we demonstrate that $`q>(r1)p`$.

(1) Suppose that $`pq(r1)p`$. We define integers $`m=q\text{ div }p`$, and $`n=q\text{ mod }p`$ ($`q=mp+n`$). For $`n=0`$, $`\upsilon =\pi ^m`$; this implies $`\omega ^{(\upsilon )}=\omega ^{(\pi )}`$, and we are in contradiction. For $`n>0`$, the comparison of $`\alpha `$ constructed form $`\pi `$ and $`\upsilon `$ yields $`\pi _{(n+i)\text{ mod }p}=\alpha _{q+i}=\upsilon _i=\pi _i`$ for $`i=0,1,\mathrm{}p1`$, and this contradicts the assumption that $`\omega ^{(\pi )}`$ is of prime period $`p`$.

(2) Suppose that $`q<p`$, and define integers $`m=p\text{ div }q`$, and $`n=p\text{ mod }q`$, $`n>0`$ ($`p=mq+n`$). Since $`\omega ^{(\upsilon )}C_\alpha ^l`$ implies $`\upsilon _{(n+i)\text{ mod }q}=\alpha _{p+i}=\pi _i=\upsilon _i`$ for $`i=0,1,\mathrm{},q1`$, $`\omega ^{(\upsilon )}`$ can not be of prime period $`q`$.

Thus, we have demonstrated that $`q>(r1)p`$. Since periodic orbits are dense in $`\mathrm{\Sigma }_A`$, for a given sequence $`\alpha `$ constructed from $`\pi `$, there most likely exists a periodic orbit $`\omega ^{(\upsilon )}`$ of prime period $`q`$, such that $`(r1)p<q(r+1)p`$, and $`\omega ^{(\upsilon )}C_\alpha ^l`$. For large enough $`L1`$, this orbit is not within the cylinder $`C_\beta ^l`$. Therefore, the length $`q`$ of the shortest periodic orbit that visits the hole $`H_\alpha `$, and which does not visit the hole $`H_\beta `$ is $`q>(r1)p`$, and most likely $`q(r+1)p`$.

## V Appendix B

In this Appendix, we recall the definition of the Parry measure for $`n`$-step topological Markov chain. From this definition the explanation of the functional dependence $`\mu _P(\alpha )e^{lh_A}`$ follows immediately.

The $`2^n\times 2^n`$ matrix $`C`$ which determines all admissible transitions is defined as follows. The matrix element $`C_{(i_0i_1\mathrm{}i_{n1}),(j_0j_1\mathrm{}j_{n1})}`$, where $`i_k,j_k\{L,R\}`$, is equal to $`1`$ if $`j_k=i_{k+1}`$ for $`k=0,1,\mathrm{},n2`$, and if $`(i_1\mathrm{}i_{n1}j_{n1})`$ is an admissible sequence. Otherwise, $`C_{(i_0i_1\mathrm{}i_{n1}),(j_0j_1\mathrm{}j_{n1})}=0`$. \[The indices of the matrix elements are not integers, but sequences of $`L`$s and $`R`$s. By identifying $`L`$ ($`R`$) with $`0`$ ($`1`$, respectively), the index sequence $`(i_0i_1\mathrm{}i_{n1})`$ can be thought of as an integer $`[0,2^n1]`$ represented in the binary system\].

The largest eigenvalue of the matrix $`C`$ is identical to $`e^{h_A}`$. Let $`y`$, and $`w`$ denote the eigenvectors of the matrix $`C`$ and its transpose $`C^T`$, respectively, corresponding to the eigenvalue $`e^{h_A}`$; these eigenvectors are normalized so that

$$\underset{(i_0i_1\mathrm{}i_{n1})}{}w_{(i_0i_1\mathrm{}i_{n1})}y_{(i_0i_1\mathrm{}i_{n1})}=1,i_k\{L,R\}.$$
(19)
To find the Parry measure, another $`2^n\times 2^n`$ matrix (call it $`P`$) is constructed (see Ref. . p. 175.),

$`P_{(i_0i_1\mathrm{}i_{n1}),(j_0j_1\mathrm{}j_{n1})}`$ $`=`$ $`e^{h_A}C_{(i_0i_1\mathrm{}i_{n1}),(j_0j_1\mathrm{}j_{n1})}`$ (21)
$`{\displaystyle \frac{w_{(i_0i_1\mathrm{}i_{n1})}}{w_{(j_0j_1\mathrm{}j_{n1})}}}.`$
The Parry measure corresponding to the sequence $`(i_0i_1\mathrm{}i_{n1})`$ is

$$\mu _P(i_0i_1\mathrm{}i_{n1})=w_{(i_0i_1\mathrm{}i_{n1})}y_{(i_0i_1\mathrm{}i_{n1})}.$$
(22)
The Parry measure corresponding to a sequence $`\alpha =(\alpha _0\alpha _1\mathrm{}\alpha _{l1})`$, of length $`ln`$ is

$`\mu _P(\alpha )`$ $`=`$ $`P_{(\alpha _0\alpha _1\mathrm{}\alpha _{n1}),(\alpha _1\alpha _2\mathrm{}\alpha _n)}P_{(\alpha _1\alpha _2\mathrm{}\alpha _n),(\alpha _2\alpha _3\mathrm{}\alpha _{n+1})}`$ (25)
$`\mathrm{}P_{(\alpha _{ln1}\alpha _{ln}\mathrm{}\alpha _{l2}),(\alpha _{ln}\alpha _{ln+1}\mathrm{}\alpha _{l1})}`$
$`\mu _P(\alpha _{ln}\alpha _{ln+1}\mathrm{}\alpha _{l1})`$
$`=`$ $`e^{(ln)h_A}w_{(\alpha _0\alpha _1\mathrm{}\alpha _{n1})}y_{(\alpha _{ln}\alpha _{ln+1}\mathrm{}\alpha _{l1})}.`$ (26)
The last equality follows from the assumption $`\mu _P(\alpha )0`$. If $`\alpha `$ is defined as in Eq. (4), from Eq. (26) it immediately follows that $`\mu _P(\alpha )e^{lh_A}`$ with possible oscillations of period $`p`$.


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# Bosons in fluctuating gauge fields: Bose metal and phase separation

## I Introduction

A Bose liquid naturally becomes a superfluid at low temperatures. The existence of a non-superfluid liquid state (the “Bose metal”) down to zero temperature has been a subject of recent controversy Das and Doniach (1999); Dalidovich and Phillips ; Dalidovich and Phillips (2001). Such a scenario might arise if the bosons interact with fluctuating external fields Das and Doniach (1999); Ioffe and Larkin (1989); Lee and Nagaosa (1992); Feigelman et al. (1993); Kim et al. (1997). A fluctuating vector potential couples directly to the gradient of the phase of the superfluid order parameter. This makes it a natural choice for destroying long-range phase coherence in a superfluid.

In this paper, we study how a vector potential with overdamped dynamics might destroy superfluidity. Our choice of overdamped dynamics is motivated by the gauge theory Ioffe and Larkin (1989); Lee and Nagaosa (1992) of the $`t`$$`J`$ model, relevant to the cuprate superconductors. The existence of a Bose metal far below the degeneracy temperature is crucial for the picture of spin-charge separation in that theory.

Our study is the first to consider the damping of the zero-point fluctuations of the gauge field. We find that a metallic phase may exist in the part of the phase diagram relevant to the cuprates. Related models with different dynamics have been studied before. Using a quasistatic approximation for the gauge field, Lee, Lee and Kim Kim et al. (1997) showed the loss of superfluidity in a quantum Monte Carlo simulation. On the other hand, a metallic phase was not found with a propagating (“Maxwell”) gauge field Feigelman et al. (1993). Instead, the system is unstable to phase separation (unless it is stabilised by long-ranged repulsion.)

In our treatment, we use the perturbative corrections calculated by Feigelman *et al* Feigelman et al. (1993) in a simple renormalisation scheme. In Ref. Feigelman et al., 1993, a self-consistent scheme was used to calculate the superfluid density in the presence of fluctuating magnetic fields. It was clear from that work that the superfluid response depends on the compressibility of the Bose liquid, and *vice versa*: the superfluid expels flux over a penetration depth, but that inevitably reduces the local density, exciting phonons and causing an apparent increase in the compressibility. Since there is the possibility of phase separation (crudely speaking, the bosons and magnetic flux expelling each other), we want to track this inter-dependence in more detail. Our scheme resembles a frequency-dependent mean-field theory. We successively integrate out high-frequency fluctuations, generating at each stage corrections to the low-energy response functions — the superfluid density $`n_s`$ and the compressibility $`\kappa `$. We believe that this will give a better picture of the instabilities of the superfluid phase.

The form of the paper is as follows. We start by reviewing the method by which charge dynamics of the $`t`$$`J`$ model can be obtained from a model of bosons interacting with a $`U(1)`$ gauge field. We then calculate corrections to the compressibility, phase stiffness and Meissner response, in a perturbation expansion about the superfluid state. We use these corrections in a renormalisation scheme, which we apply to systems with both overdamped and propagating gauge fields. Finally, we discuss our results and make some conclusions about the effect of different gauge fields on the bosonic systems.

## II The model

We will now describe in more detail our model, in particular, its motivation from the gauge theory of the $`t`$$`J`$ model. In this paper, we focus on two-dimensional bosonic systems with (imaginary-time) Lagrangian densities of the form: ($`\mathrm{}=c=e=1`$)

$`_x`$ $`=`$ $`b_x^{}(_\tau \mu )b_x+b_x^{}{\displaystyle \frac{1}{2m}}(ia_x)^2b_x+`$ (1)
$`{\displaystyle \frac{1}{2}}U(b_x^{}b_x)^2+{\displaystyle \frac{1}{2}}{\displaystyle dx^{}a_x^\mu (D_{xx^{}}^{\mu \nu })^1a_x^{}^\nu }`$
where $`b_x`$ is a complex bosonic field with local repulsion $`U`$ and mass $`m`$, and $`a_x^\mu `$ is a (two-vector) gauge field with propagator $`D`$. We label both spatial and temporal coordinates by $`x=(𝒓,\tau )`$.

As already mentioned, we study the gauge fields that arise from the U(1) gauge theory of the $`t`$$`J`$ model. The $`t`$$`J`$ model describes electrons with hopping integral $`t`$ and antiferromagnetic exchange $`J`$. The Coulomb repulsion is so strong that we assume that there is at most one electron per site. The Hamiltonian is:

$$H=t\underset{ij}{}\left(c_{i\sigma }^{}c_{j\sigma }+\text{h.c.}\right)+J\underset{ij}{}\left(𝐒_i𝐒_j\frac{n_in_j}{4}\right)$$
(2)
with a constraint of no double occupancy at each site. The operator $`c_{i\sigma }^{}`$ creates an electron at site $`i`$ with spin $`\sigma `$, $`n_i`$ is the number of electrons on a site, and $`𝐒_i=_{\alpha \beta }c_{i\alpha }𝝈_{\alpha \beta }c_{i\beta }`$ is the spin operator at a site. The sums are taken over pairs of nearest neighbours on a square lattice.

A “slave boson” treatment Coleman (1984); Read and Newns (1983) of the constraint of single occupancy reduces this model to a Lagrangian density of the form in equation 1. The electronic operator is split into a spin-half fermion and a charge-$`e`$ boson: $`c_{i\sigma }=b_i^{}f_{i\sigma }`$. The single-occupancy constraint means the fermion and boson currents must be equal and opposite: $`J_\mathrm{f}=J_b`$. The gauge theory enforces this constraint by making the boson and fermion currents interact indirectly *via* a vector potential.

After this (exact) decoupling, we may obtain an effective theory for the bosons. The derivation of this (approximate) theory is shown in appendix A. The effective Lagrangian density for the bosons takes the form of equation 1; the theory aims to capture the strong correlations in the $`tJ`$ model, which arise from the constraint of no double occupancy.

As explained in appendix A, the scalar part of the gauge field that arises in this treatment has been absorbed into the local repulsion $`U`$. The boson density is the charge doping away from half-filling. This appears to be consistent with the charge carrier density from transport measurements. So, we will concentrate on boson densities small compared to integer filling of the lattice and we can ignore the possibility of a Bose Mott insulator in our system.

The excitations of the fermionic subsystem can exchange energy and momentum with the bosons. Integrating out the fermions amounts to treating them as an effective medium through which the gauge field propagates. In fact, the Lagrangian for the gauge field (last term in (1)) is determined by the dynamics of the particle-hole excitations of the fermions. It can be shown Ioffe and Larkin (1989) that the propagator, $`D_{\omega _n,q}`$, is directly related to the fermion current response functions. This is consistent with the constraint on the boson and fermion currents.

Let us choose the gauge $`𝒂=0`$ so that only the transverse component, $`a^{}`$, is non-zero and $`D^{\mu \nu }`$ has only one degree of freedom which we call $`D`$. As shown in appendix A, the spectral density of this propagator is $`A(\omega ,q)=2\mathrm{Im}[1/\mathrm{\Pi }_{\mathrm{ff}}^T(\omega ,q)]`$ where $`\mathrm{\Pi }_{\mathrm{ff}}^T=(\delta _{\mu \nu }q_\mu q_\nu /q^2)[iJ_\mathrm{f}^\mu J_\mathrm{f}^\nu _{\omega ,q}^R(n_\mathrm{f}/m_\mathrm{f})\delta ^{\mu \nu }]`$ is the retarded transverse polarisation of the fermions.

For simplicity, we will model the fermions as an isotropic Fermi liquid with mass $`m_\mathrm{f}`$ and a density $`n_\mathrm{f}`$ which we choose to be close to the half-filling density on a lattice model. For the cuprates, this is expected to be reasonable near optimal doping. In other words, we ignore the “pseudogap” spin physics in underdoped materials.

With this choice of isotropic fermions, the polarisation can be derived analytically. This saves a great deal of computational time in the numerical calculations carried out in the next section. However, it ignores the underlying lattice. For this reason we will introduce a high-energy cutoff, $`\mathrm{\Omega }`$, in the spectral density of the gauge field propagator. We choose $`\mathrm{\Omega }=E_\mathrm{F}`$ so that particle-hole excitations with energies greater than the Fermi energy $`E_\mathrm{F}`$ are excluded — these would have involved quasiparticles outside the Brillouin zone of the underlying lattice. The form of the polarisation and the effect of the cutoff $`\mathrm{\Omega }`$ are discussed in appendix B. Taking all this into account, we obtain:

$$D_{\omega _n,q}=_\mathrm{\Omega }^\mathrm{\Omega }\frac{\mathrm{d}\omega ^{}}{2\pi }\frac{1}{\omega ^{}i\omega _n}\left(2\mathrm{I}\mathrm{m}\left[\frac{1}{\mathrm{\Pi }_{\mathrm{ff}}^T(\omega ^{},q)}\right]\right)$$
(3)
At small frequencies and momenta this reduces to the form $`D_{\omega _n,q}=\left(\sigma _q|\omega _n|+\chi q^2\right)^1`$ where $`\chi =(12\pi m_\mathrm{f})^1`$ is the diamagnetic susceptibility of a two-dimensional Fermi liquid and $`\sigma _q=2n_\mathrm{f}/k_\mathrm{F}q`$ is the conductivity due to Landau damping. (However, we do not work with this simple form because we find that strong scattering occurs at large wavevectors.)

Equation 3 completes our definition of the model in (1) by specifying the spectrum of gauge field fluctuations. In the following sections we discuss instabilities of the superfluid state in this model.

## III The renormalisation scheme

In this section, we investigate instabilities of the superfluid state in the general model given by equation 1. We discuss the dependence of these instabilities on the form of the gauge field propagator. The interaction between the bosonic excitations and the gauge field affects the compressibility of the bosons and their phase stiffness, as well as the Meissner response of the gauge field. These corrections can be calculated in perturbation theory, but near instabilities of the superfluid state a more advanced treatment is necessary, so we introduce a simple renormalisation scheme.

We first expand about a uniform condensate by writing: $`\mathrm{\Psi }_x=\sqrt{n+\rho _x}e^{i\theta _x}`$, where $`n`$ is the mean boson density, $`\rho `$ represents density fluctuations, and $`\theta `$ represents fluctuations in the phase of the bosonic field. The Lagrangian density becomes $`_x=_x^0+_x^{\mathrm{int}}`$, where

$`_x^0`$ $`=`$ $`i\rho _x_\tau \theta _x+{\displaystyle \frac{U}{2}}\rho _x^2+{\displaystyle \frac{1}{8mn}}\left|\rho _x\right|^2`$ (4)
$`+{\displaystyle \frac{n}{2m}}\left|\theta _x\right|^2+{\displaystyle \frac{1}{2}}{\displaystyle dx^{}a_x^{}(D_{xx^{}}^0)^1a_x^{}^{}}`$
and

$`_x^{\mathrm{int}}`$ $`=`$ $`{\displaystyle \frac{1}{2m}}(\theta _x+a_x^{})^2\rho _x{\displaystyle \frac{\rho _x}{8mn(n+\rho _x)}}|\rho _x|^2`$ (5)
The propagator $`(D_{xx^{}}^0)^1=\left(\frac{n}{m}\delta (xx^{})+D_{xx^{}}^1\right)`$ where the first term is the Meissner response which modifies the bare propagator.

The Lagrangian density $`^0`$ describes a superfluid Bose liquid with compressibility $`\kappa =U^1`$ and a superfluid density $`n_s=n`$. We are interested in how the interaction terms in $`^{\mathrm{int}}`$ affect these quantities. The system will remain superfluid as long as both of these quantities are finite.

Setting $`a=0`$ in the action above corresponds to the neutral superfluid. The resulting action is not quadratic, but neither of the remaining interaction terms modify the superfluid density (this must be equal to the total density for a Galilean invariant system). We therefore drop these terms, keeping only interaction terms that contain the gauge field, $`a`$. If the discarded terms have an effect on the compressibility then this can be absorbed into $`U`$.

Any effect on the superfluid response must therefore come from the terms involving the gauge field. Simple perturbation theory is not suitable for discussing the instabilities at small $`n_s`$ and small $`U`$, since strong renormalisation of these quantities renders it invalid. Feigelman *et al.* Feigelman et al. (1993) used a self-consistent method to discuss the reduction of the superfluid response in a system with long-ranged repulsion (so the compressibility is not renormalised).

We use a different method, which allows us to treat the corrections to both the gauge field propagator and the bosonic propagator on an equal basis. We integrate out the highest frequency fields, which gives an effective theory for the remaining fields, with renormalised superfluid fraction and compressibility. This process is then repeated until only the very smallest frequencies are left.

As the bandwidth is reduced, three scenarios are possible; these are shown schematically in figure 1. If both $`n_s`$ and $`\kappa `$ remain finite after all the fields have been integrated then the system will remain superfluid. If $`\kappa `$ diverges at finite $`n_s`$ then there will be an instability to phase separation, but if $`n_s`$ vanishes at finite $`\kappa `$ then there will be an instability to a homogeneous non-superfluid, which we call a metal in the rest of this paper.

To proceed, we generalise our model to allow for a superfluid density that is not equal to the mean boson density and a compressibility that is not equal to $`U^1`$. We write $`_x=_x^s+_x^1`$, where

$`_x^s`$ $`=`$ $`i\rho _x_\tau \theta _x+{\displaystyle \frac{1}{2\kappa }}\rho _x^2+{\displaystyle \frac{1}{8mn}}\left|\rho _x\right|^2`$ (6)
$`+`$ $`{\displaystyle \frac{n_s}{2m}}\left|\theta _x\right|^2+{\displaystyle \frac{1}{2}}a_x^{}\left(D_{xx^{}}^s\right)^1a_x^{}^{}`$
and

$`_x^1`$ $`=`$ $`{\displaystyle \frac{1}{m}}\rho _x(𝒂_x\theta _x)+{\displaystyle \frac{1}{2m}}(a_x^{})^2\rho _x`$ (7)
with $`(D_{xx^{}}^s)^1=(n_s/m)\delta (xx^{})+D^1`$. Note that the phase stiffness of the bosons and the Meissner response of the gauge field are characterised by the same $`n_s`$. This is required by the underlying U(1) gauge symmetry. In the perturbational calculation the correction to the phase stiffness comes from the first term in $`_1`$ and the correction to the Meissner response comes from the second term. However, both corrections are given by the same polarisation insertion (the first bubble in figure 2); this ensures that they are equal, as required.

We start the renormalisation process with $`\kappa ^1=U`$ and $`n_s=n`$. At each stage, we integrate out all boson excitations with frequencies whose magnitudes lie between the maximum $`\omega _n`$ and $`\omega _n\delta \omega `$. We then average over fast fluctuations in the gauge field, as done in Refs. Feigelman et al., 1993; Das and Doniach, 1999. As each frequency shell is integrated out, we correct the values of $`n_s`$ and $`\kappa `$ and use these values, denoted as $`n_s(\omega _n)`$ and $`\kappa (\omega _n)`$, for the next shell.

The one-loop corrections to $`n_s`$ and $`\kappa `$ are given by:

$$\frac{\delta n_s}{n_s}=(\delta \omega )\mathrm{\Pi }_{\omega _n}^{(1)},\delta (\kappa ^1)=(\delta \omega )K_{\omega _n}^{(1)}$$
(8)
where

$$K_{\omega _n}^{(1)}=\frac{1}{2\pi m^2}_0^{\mathrm{}}\frac{q\mathrm{d}q}{2\pi }\left(D_{\omega _n,q}^s\right)^2$$
(9)
and

$`\mathrm{\Pi }_{\omega _n}^{(1)}={\displaystyle \frac{1}{\pi m^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{q\mathrm{d}q}{2\pi }}D_{\omega _n,q}^sC_{\omega _n,q}`$ (10)
These depend on the gauge field propagator $`D`$ (about which we have so far assumed nothing) and the propagator for phonons in the Bose liquid:

$`C_{\omega _n,q}`$ $`=`$ $`{\displaystyle \frac{m}{2n_s}}\rho _{\omega _n,q}\rho _{\omega _n,q}`$ (11)
$`=`$ $`{\displaystyle \frac{q^2}{\omega _n^2+n_sq^2(\frac{\kappa ^1}{m}+\frac{q^2}{4m^2n})}}`$
These corrections correspond to the diagrams in figure 2. To reiterate, the renormalisation scheme is implemented by using the renormalised values of $`n_s`$ and $`\kappa `$ when evaluating $`C_{\omega _n}`$ and $`D_{\omega _n}`$ at each stage of the procedure. Perturbation theory corresponds to performing the frequency integrals keeping $`n_s`$ and $`\kappa `$ constant. Our renormalisation scheme resembles a frequency dependent mean-field theory in that these parameters are constant with respect to momentum, but dependent on frequency. We see that $`\delta n_s`$ is negative and $`\delta \kappa `$ is positive: the perturbations reduce the superfluid correlations and increase the density fluctuations.

### III.1 Overdamped propagator

We now carry out this renormalisation scheme using the gauge field propagator given in equation 3 and investigate the resulting phase diagram. Let us now identify four independent dimensionless parameters for the system. We choose $`\lambda _0^2=(n_\mathrm{f}/n)(m/m_\mathrm{f})`$, $`U_r=mU`$, $`m_r=m_\mathrm{f}/m`$ and $`\mathrm{\Omega }_r=\mathrm{\Omega }/E_\mathrm{F}`$. $`\lambda _0`$ is the penetration depth of the Bose superfluid at $`n_s=n`$ in units of the fermion separation (*i.e.* lattice spacing at $`n_\mathrm{f}=1`$). With the other dimensionless parameters fixed, varying $`\lambda _0`$ corresponds to changing the boson density $`n`$: $`\lambda _01/n^{1/2}`$. $`U_r`$ measures the relative size of the repulsive and kinetic energies of the bosons. $`U_r`$ should be at least O(1) if we want to model the hard-core repulsion in the slave-boson model. The parameter $`m_r`$ determines the coupling between the bosons and the gauge field. The limit $`m_r0`$ at constant $`\lambda _0`$ corresponds to the vanishing of the perturbative corrections to $`^s`$. We expect our results to be reasonable for small $`m_r`$.

For convenience, we use a rescaled frequency, $`w=\omega m_\mathrm{f}/n_\mathrm{f}`$, and rescaled momentum $`u=pn_\mathrm{f}^{1/2}`$. We also define dimensionless propagators $`\stackrel{~}{D}_{w,u}=n_\mathrm{f}D_{\omega _n,q}/m_\mathrm{f}`$, and $`\stackrel{~}{C}_{w,u}=n_\mathrm{f}C_{\omega _n,q}/m_\mathrm{f}^2`$.

The result is that:

$$(\delta \omega )\left(mK_{\omega _n}^{(1)}\right)=\frac{(\delta w)m_r}{2\pi }_0^{\mathrm{}}\frac{u\mathrm{d}u}{2\pi }\left(\stackrel{~}{D}_{w,u}^s\right)^2$$
(12)
and

$`(\delta \omega )\mathrm{\Pi }_{\omega _n}^{(1)}={\displaystyle \frac{(\delta w)m_r^2}{\pi }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{u\mathrm{d}u}{2\pi }}\stackrel{~}{D}_{w,u}^s\stackrel{~}{C}_{w,u}`$ (13)
As mentioned above, we can see from these expressions that $`m_r`$ can be regarded as a measure of the coupling strength: the effect of the gauge field on the bosons is small if $`m_r`$ is small. Our choice of renormalised variables means that $`\stackrel{~}{D}^s`$ is independent of $`m_r`$ and $`U_r`$.

Performing the scaling process numerically (at $`\mathrm{\Omega }/E_\mathrm{F}=1`$) gives a phase diagram as shown in figure 3. Our expansion (4) about the superfluid state in means that these results are most reliable in the superfluid phase, up to the phase boundaries, which represent the onset of the instabilities of the superfluid state. The metal/phase-separation boundary in figure 3 is a rough guide only.

We find that, at small $`U_r`$, there is an instability to phase separation. This is because the correction to $`\kappa ^1`$, and hence $`U`$, from (9) is not directly dependent on $`U`$. On the other hand, at large $`U_r`$, we find that the superfluid is stable. This is expected because $`\mathrm{\Pi }^{(1)}`$ is small compared to unity and $`K^{(1)}`$ is small compared to $`U`$, so that the corrections that we calculate are small.

For intermediate values of $`U_r`$, we find that there may be a metallic state: this is most likely at small doping (*i.e.*, a large bare penetration depth $`\lambda _0`$). However, because $`\mathrm{\Pi }^{(1)}`$ is a fractional correction and not an absolute one, we note that it is not guaranteed that reducing the doping will result in a metal even as $`n0`$ ($`\lambda _0\mathrm{}`$).

The form of the phase diagram depends on $`m_r`$ (see figure 4). There is always a Meissner effect in the limit $`m_r0`$ (at constant $`\lambda _0`$). For small $`m_r`$, only the instability to phase separation occurs. A metallic region appears in the phase diagram at $`m_r0.3`$. Increasing $`m_r`$ above 0.3 favours both instabilities at the expense of the superfluid.

In terms of doping, the boson density decreases from left to right in Fig. 3. We see that the maximal doping for which the metal exists is approximately $`10\%`$ for $`m_r=1`$ and $`5\%`$ for $`m_r=5`$, provided that $`U_r`$ is not too small.

### III.2 Propagating gauge field

We now compare the results for an overdamped gauge field with the results for a propagating (Maxwell) gauge field, as used by Feigelman *et al.* Feigelman et al. (1993). The propagator is $`D_{\omega _n,q}=g^2(\omega _n^2+c^2q^2)^1`$. As before, we rescale the boson mass and the penetration depth, using the parameters in the gauge field propagator. The relevant dimensionless parameters in this case are $`U_r=mU`$ as before; $`\lambda _M^2=(mg^2/n)`$ which is the rescaled penetration depth, and $`\alpha =g^2/(mc^2)`$: the coupling constant for the gauge field. Rescaling frequency and momentum via $`w=(\omega _n/g^2)`$, $`u=cp/g^2`$, the equations 12 and 13 still apply, the only changes being in the form of $`\stackrel{~}{D}`$, and in the replacement of $`m_r`$ by $`\alpha `$ and $`\lambda _0`$ by $`\lambda _M`$. In this case the momentum integrals in equations 9 and 10 can be done analytically, yielding:

$$\left(mK_{\omega _n}^{(1)}\right)=\frac{g^2}{8\pi ^2mc^2}\frac{1}{g^2\omega _n^2+m^1n_s(\omega _n)}$$
(14)
$`\mathrm{\Pi }_{\omega _n}^{(1)}`$ $`=`$ $`{\displaystyle \frac{g^2}{4\pi ^2mc^2}}{\displaystyle \frac{\kappa (\omega _n)}{n}}{\displaystyle \frac{1}{\gamma (\gamma 1)+B}}\times `$ (15)
$`\left[\gamma \mathrm{log}\left({\displaystyle \frac{\gamma ^2}{B}}\right)+{\displaystyle \frac{2B\gamma }{X}}\mathrm{log}\left({\displaystyle \frac{1+X}{1X}}\right)\right]`$
where $`\gamma =\kappa (\omega _n)\left[\omega _n^2+(n_s(\omega _n)g^2/m)\right]/(4nmc^2)`$, $`B=\omega _n^2\kappa ^2(\omega _n)/(4nn_s(\omega _n))`$, and $`X=\sqrt{14B}`$ are all dimensionless and are defined only for ease of writing.

As discussed by Feigelman *et al.* Feigelman et al. (1993), the propagating gauge field combined with short-range repulsion tends to cause phase separation. This is especially apparent at small $`n_s`$: the correction $`K_{\omega _n}^{(1)}`$ diverges at small $`n_s`$ and $`\omega `$. This means that the instability to phase separation will tend to dominate over the loss of superfluid response, unless $`n_s`$ disappears at rather a high frequency. The phase diagram for moderate coupling strength, $`\alpha =1`$, is shown in figure 5. The instability to phase separation is dominant at this coupling, so there is no metallic phase.

At larger values of the coupling, around $`\alpha 2`$, a metallic phase does appear; however, our one-loop perturbation theory is not reliable at these couplings. A phase diagram is shown in figure 6. It is also clear from figure 6 that the metal requires very large values of the parameter $`mU`$ to stabilise the system against phase separation. So, in contrast to the overdamped case, the parameters of the propagating field need to be pushed to rather unphysical values to see a metallic phase.

Another consequence of the singularity in $`K_{\omega _n}^{(1)}`$ is that $`\kappa `$ is very strongly renormalised near any metal-superfluid phase boundary. There is evidence that $`\kappa ^1`$ will always vanish before $`n_s`$ in a very small region near to the boundary: see figure 6. The phase-separated region between the metal and superfluid regions narrows with increasing $`\lambda _M`$. At large values of $`\lambda _M`$, an apparent superfluid-metal transition does appear, but the numerical calculations show a discontinuity in the compressibility at the transition. This may be a symptom of an intervening phase separated region, which is too narrow to resolved numerically.

As mentioned previously, the results of the renormalisation scheme are likely to be most valid in the superfluid phase, and on the boundaries of that phase. The Maxwell case is distinct from the overdamped case in that $`K_{\omega _n}^{(1)}`$ diverges as $`n_s,\omega _n0`$, which has a strong effects on behaviour of the system very close to the phase boundary.

## IV Conclusion

To summarise, we have analysed the effect of both overdamped and propagating gauge fields on the ground state of a Bose liquid. In the overdamped case, we find two different instabilities of the superfluid phase. Specifically, the penetration depth for the gauge field may diverge. This is interpreted as an instability towards a homogeneous metallic phase. Alternatively, we find that its compressibility may diverge. We interpret this to be phase separation. We cannot comment on any spatial structures in the new ground state because our treatment cannot identify any characteristic length scale for this instability. A more careful treatment of lattice effects and the compressibility at different wavevectors is needed.

If the overdamped gauge field is replaced by a propagating one, then the instability to phase separation dominates over the divergence of the penetration depth for all systems with local repulsion. This is in agreement with Feigelman *et al* Feigelman et al. (1993).

Applying these results to the slave bosons that describe the charge dynamics of the $`t`$$`J`$ model, both instabilities are found at dopings up to around 10%. For $`U_r>1`$, a metallic phase is favoured at these densities. (A large $`U_r`$ is natural for the hard-core slave bosons.) Although precise numerical values may be affected by the various approximations in our treatment, this Bose metal appears to be in the regime in parameter space relevant to a non-Fermi-liquid description of the normal state of the cuprates.

###### Acknowledgements.

RLJ would like to acknowledge the support of a UK Engineering and Physical Science Research Council studentship. DKKL is supported by a Royal Society University Research Fellowship.

## Appendix A Slave-boson decoupling of the $`t`$$`J`$ model

In this section we review the derivation of a bosonic model of the form given in equation 1 from the $`t`$$`J`$ model. Our notation follows that of Lee and Nagaosa Lee and Nagaosa (1992).

The $`t`$$`J`$ model is defined in equation 2. We apply the ‘slave-boson’ decoupling Coleman (1984); Read and Newns (1983) to this problem and write $`c_{i\sigma }=f_{i\sigma }b_i^{}`$ where $`f`$ is a fermionic spin-$`\frac{1}{2}`$ field and $`b`$ is a bosonic field. The bosons represent charged ‘holes’, and describe the charge dynamics of the system. Neglecting terms quartic in the bosonic fields (valid at small doping) we arrive at

$`H`$ $``$ $`{\displaystyle \underset{ij}{}}\left[t\left(f_{i\sigma }^{}f_{j\sigma }b_ib_j^{}+\text{h.c.}\right){\displaystyle \frac{J}{2}}f_{i\sigma }^{}f_{j\sigma }f_{j\sigma ^{}}^{}f_{i\sigma ^{}}\right]+`$ (16)
$`i{\displaystyle \underset{i}{}}\lambda _i\left(f_{i\sigma }^{}f_{i\sigma }+b_i^{}b_i1\right)`$
where the complex field $`\lambda _i`$ is a Lagrange multiplier enforcing the constraint of no double occupancy.

Following Lee and Nagaosa Lee and Nagaosa (1992) we make the mean field decoupling $`_\sigma f_{i\sigma }^{}f_{j\sigma }=\chi _0e^{ia_{ij}}`$. We again neglect terms quartic in the boson operators and we arrive at the imaginary time Lagrangian:

$`L_\tau `$ $`=`$ $`{\displaystyle \underset{i\sigma }{}}f_{i\sigma ,\tau }^{}\left[_\tau \mu _\mathrm{f}+ia_{i,\tau }^0\right]f_{i\sigma ,\tau }+`$ (17)
$`{\displaystyle \underset{i}{}}b_{i,\tau }^{}\left[_\tau \mu _b+ia_{i,\tau }^0\right]b_{i,\tau }`$
$`{\displaystyle \frac{1}{2}}\chi _0J{\displaystyle \underset{ij,\sigma }{}}\left[f_{i\sigma ,\tau }^{}f_{j\sigma ,\tau }e^{ia_{ij,\tau }}+\text{c.c }\right]`$
$`\chi _0t{\displaystyle \underset{ij}{}}\left[b_{i,\tau }^{}b_{j,\tau }e^{ia_{ij,\tau }}+\text{c.c}\right]`$
where $`a_i^0`$ is the real part of $`\lambda _i`$. The gauge invariance of the original electron operators under the transformation $`f_{i\sigma }f_{i\sigma }e^{i\theta _i}`$, $`b_ib_ie^{i\theta _i}`$ allows us to identify the $`a_{ij}`$ as the $`U(1)`$ gauge field associated with this gauge symmetry.

If we assume that the relevant fields are slowly varying in space and make the continuum approximation, we obtain a Lagrangian density given by:

$`_x`$ $`=`$ $`{\displaystyle \underset{\sigma }{}}f_{\sigma ,x}^{}\left[_\tau \mu _\mathrm{f}+ia_x^0\right]f_{\sigma ,x}+`$ (18)
$`b_x^{}\left[_\tau \mu _b+ia_x^0\right]b_x+`$
$`{\displaystyle \frac{1}{2m_\mathrm{f}}}{\displaystyle \underset{\sigma }{}}f_{\sigma ,x}^{}\left[i𝒂_x\right]^2f_{\sigma ,x}+`$
$`{\displaystyle \frac{1}{2m_b}}b_x^{}\left[i𝒂_x\right]^2b_x`$
where the parameters $`m_b`$ and $`m_\mathrm{f}`$ are effective boson and fermion masses respectively. They are related to the original $`t`$ and $`J`$, and to $`\chi _0`$. The real 2–vector field $`𝒂_x`$ is defined by $`a_{ij,\tau }=(𝒓_i𝒓_j)𝒂_{\frac{1}{2}(𝒓_i+𝒓_j),\tau }`$. In making the continuum approximation, we move from an original model with square symmetry to an isotropic model.

The fermions and bosons interact only via the gauge field, so integrating out the fermions will give an effective propagator for the gauge field. The effective gauge field action is, to quadratic order:

$`S_g`$ $`=`$ $`{\displaystyle \frac{1}{2\beta L^2}}{\displaystyle \underset{\omega _n,q}{}}a_0^{}(\omega _n,q)\mathrm{\Pi }_{\mathrm{ff}}^0(\omega _n,q)a_0(\omega _n,q)+`$ (19)
$`{\displaystyle \frac{1}{2\beta L^2}}{\displaystyle \underset{\omega _n,q}{}}a_{}^{}(\omega _n,q)\mathrm{\Pi }_{\mathrm{ff}}^{}(\omega _n,q)a_{}(\omega _n,q)`$
where we have fixed the gauge such that $`𝒂=0`$; only the transverse component of $`𝒂`$ is non-zero and is denoted $`a_{}`$. The size of the system is $`L`$ and the inverse temperature is $`\beta `$. The scalar part of the gauge field has a propagator determined by $`\mathrm{\Pi }_{\mathrm{ff}}^0(\omega _n,q)=\rho _\mathrm{f}^{}(\omega ,q)\rho _\mathrm{f}(\omega ,q)`$ where $`\rho _\mathrm{f}(\omega ,q)`$ is the Fourier transform of the fermion density. At small energy and momentum $`\mathrm{\Pi }_{\mathrm{ff}}^0(\omega _n,q)`$ tends to a constant, as predicted by Thomas-Fermi screening: we model this field by a local replulsion $`U`$. This is consistent with the introduction of the scalar field to implement the constraint of exactly one fermion or one boson per site. The propagator of the vector part of $`a`$ is determined by $`\mathrm{\Pi }_{\mathrm{ff}}^{}(\omega _n,q)=T_{\mu \nu }J_{\mathrm{f}}^{\mu }{}_{}{}^{}(\omega _n,q)J_\mathrm{f}^\nu (\omega _n,q)`$ where $`J_\mathrm{f}^\mu (\omega _n,q)`$ is the Fourier transform of the fermion current and $`T_{\mu \nu }=\delta _{\mu \nu }\frac{q_\mu q_\nu }{q^2}`$ selects the transverse part.

## Appendix B Polarisation operator of an isotropic free Fermi gas

In this section we discuss the overdamped gauge field propagator in a little more detail. We first state the form of the free fermion polarisation that we use and then discuss the effect of the cutoff $`\mathrm{\Omega }`$.

The current-current correlation function of the free fermions is given by

$`J_\mathrm{f}^\mu (\omega ,q)J_\mathrm{f}^\nu (\omega ,q)={\displaystyle \frac{2}{m_\mathrm{f}^2}}\times `$ (20)
$`{\displaystyle \frac{\mathrm{d}\omega ^{}}{2\pi }\frac{1}{L^2}\underset{\omega ^{},p}{}G_{\omega ^{}+\omega ,p+q}^0G_{\omega ^{},p}^0(p+\frac{q}{2})^\mu (p+\frac{q}{2})^\nu }`$
where $`G^0`$ is the single-particle Green’s function for a free electron gas.

The imaginary part of this propagator is non-zero only in the particle-hole continuum, where $`q(q2k_\mathrm{F})<2m_\mathrm{f}|\omega |<q(q+2k_\mathrm{F})`$. Within this region, we have:

$`\mathrm{Im}\mathrm{\Pi }_{\mathrm{ff}}^{}(\omega ,q)=`$ (21)
$`{\displaystyle \frac{1}{3\pi m_\mathrm{f}q}}\left[\left(k^2\left({\displaystyle \frac{m_\mathrm{f}|\omega |}{q}}{\displaystyle \frac{q}{2}}\right)^2\right)^{\frac{3}{2}}\right]_{k=k_{\mathrm{min}}}^{k_\mathrm{F}}`$
where $`k_\mathrm{F}`$ is the Fermi momentum and

$$k_{\mathrm{min}}=\mathrm{max}(\sqrt{k_\mathrm{F}^22m_\mathrm{f}|\omega |},\left|\frac{m_\mathrm{f}|\omega |}{q}\frac{q}{2}\right|)$$
(22)
The real part of the polarisation is given by:

$`\mathrm{Re}\mathrm{\Pi }_{\mathrm{ff}}^{}(\omega ,q)`$ $`=`$ $`{\displaystyle \frac{12m_\mathrm{f}^2\omega ^2+q^4}{12\pi m_\mathrm{f}q^2}}`$ (23)
for $`2m_\mathrm{f}|\omega |<q(2k_\mathrm{F}q)`$, and by:

$`\mathrm{Re}\mathrm{\Pi }_{\mathrm{ff}}^{}(\omega ,q)`$ $`=`$ $`{\displaystyle \frac{12m_\mathrm{f}^2\omega ^2+q^4}{12\pi m_\mathrm{f}q^2}}`$ (24)
$`{\displaystyle \frac{1}{3\pi m_\mathrm{f}q}}\left[\left({\displaystyle \frac{m_\mathrm{f}|\omega |}{q}}{\displaystyle \frac{q}{2}}\right)^2k_\mathrm{F}^2\right]^{\frac{3}{2}}`$
in the rest of the particle-hole continuum.

As mentioned in section II, we introduce an high-energy cutoff, $`\mathrm{\Omega }=E_\mathrm{F}`$, to the spectral function of the gauge field propagator. The effect of $`\mathrm{\Omega }`$ on the fluxes through various areas is shown in figure 7. The mean square flux through an area $`R^2`$ is calculated from:

$`\mathrm{\Phi }^2_R`$ $`=`$ $`{\displaystyle _{R^2}}\mathrm{d}^2𝒓\mathrm{d}^2𝒓^{}(\times 𝒂)_{𝒓,\tau }(\times 𝒂)_{𝒓^{},\tau }`$ (25)
$``$ $`R^4{\displaystyle _0^{\frac{\pi }{R}}}{\displaystyle \frac{p\mathrm{d}p}{2\pi }}p^2D_{p,\tau =0}`$
If no cutoff is used areas much smaller than one plaquette still have large fluxes through them, which is not compatible with the underlying lattice in the $`t`$$`J`$ model; introducing the cutoff at the Fermi energy strongly reduces fluxes through areas smaller than one plaquette, leaving the behaviour at larger lengthscales unchanged.


text:
# Where have all the black holes gone?

## 1 Evidence for Black Holes and Advection-Dominated Accretion

The existence of black holes (BH) in the centers of galaxies is now widely accepted and the best mass determinations are known for Sgr A in the Galactic Center ($`M_{\mathrm{BH}}=\mathrm{2.6\hspace{0.17em}10}^6M_{}`$) from the stellar velocity dispersion, and for NGC4258 from keplerian rotation of maser spots in an accretion disk. Beside these very low luminosity AGNs, the masses of BH in quasars have been estimated from their continuum luminosity and the H$`\beta `$ line width (Laor L00 (2000)). It turns out, that radio-loud quasars and radio galaxies, which show powerful jets, are found in large elliptical galaxies with the most massive BHs $`10^9M_{}`$.

Seyfert Galaxies, on the other hand, are spiral galaxies which host an AGN . Activity in the nucleus, which is powered by accretion into a BH, can be discriminated against starbursts in Seyferts from radio and X-ray observations. Radio cores and jets with brightness temperatures above $`10^8`$K have been detected in some Seyferts (Ulvestad et al. U99 (1999); Mundell et al. M00 (2000); Falcke et al. F00 (2000)). Their flux stability over several years exculdes radio supernovae as the power supply. The X-ray emission shows rapid variability and in some cases a redshifted Fe K$`\alpha `$ line, which is an indicator of relativistic motion in the accretion disk around the BH. The masses of BHs in some Seyfert 1 galaxies have been measured by reverberation mapping of variable and correlated continuum and line emission (Peterson & Wandel PW00 (2000)). These measurements are in reasonable agreement with the $`M_{\mathrm{BH}}`$$`\sigma `$ relation of enclosed mass ($`M_{\mathrm{BH}}`$) versus velocity dispersions $`\sigma `$ in bulges of normal galaxies (Gebhardt et al. Geb00 (2000)). It is therefore reasonable to assume the existence of supermassive BH in most elliptical galaxies and spirals with bulges.

While in the high luminosity objects both jet and accretion disk can be identified in the spectrum, the situation is different in less luminous AGNs like weak Seyfert Galaxies and LINERs. But even here small scale jets are commonly found (Falcke et al. F00 (2000)) and argue for the existence of BHs. For instance NGC4258 is an interesting transition object showing both an outer irradiated thin accretion disk and a small scale radio jet. A geometrically thin standard accretion disk close to the black hole can not be identified, but the ionizing X-rays maybe produced at the base of the jet, which can be identical with the proposed advection-dominated accretion flow (ADAF) within $`100R_\mathrm{S}`$ (Gammie, Narayan & Blandford GNB99 (1999); $`R_\mathrm{S}`$: Schwarzschild radius). At even lower luminosities the Galactic Center (Sgr A) with a BH mass of $`\mathrm{2.6\hspace{0.17em}10}^6M_{}`$ (Genzel et al. G97 (1997)) is the only visible AGN with a power output of $`\mathrm{2\hspace{0.17em}10}^{10}L_{\mathrm{Edd}}`$. A comparable object in any other galaxy (spiral or elliptical) would not be seen as an AGN. Assuming an spherical and adiabatic Bondi inflow, cooled only by Bremsstrahlung, gives an radiation efficiency $`\eta =\mathrm{9\hspace{0.17em}10}^3(L/L_{\mathrm{Edd}})`$ (Frank, King & Raine FKR92 (1992)). Bremsstrahlung will be emitted in X-rays and the Chandra detection (Baganoff et al. 2001a ) of $`L_\mathrm{X}\mathrm{2\hspace{0.17em}10}^{33}`$ erg s-1 is consistent with a mass accretion rate of $`\dot{M}=\mathrm{1.6\hspace{0.17em}10}^6M_{}`$ yr-1 and an efficiency of $`\eta =\mathrm{2.2\hspace{0.17em}10}^8`$. The sub-mm luminosity of Sgr A is about 30 times larger than the X-ray flux and makes Sgr A a unique object. We will discuss a specific ADAF model for Sgr A in Sec. 3. The Bondi flow faces at least two problems: it does not allow for any possible angular momentum of the inflow and does not include magnetic fields, which lead to synchrotron emission at radio frequencies and synchrotron self-compton cooling. Both can be accounted for in ADAF models. They provide a reasonable explanation for the spectral energy distribution (SED) of Sgr A with a mass accretion of $`10^6M_{}`$ yr-1 and a radiative efficiency of $`10^5`$. Beside the basically unresolved radio core of Sgr A, it is not possible to identify a jet in the Galactic Center.

In this paper we will explore the hypothesis, that most of the normal galaxies without substantial AGN activity contain supermassive black holes $`M>10^6M_{}`$ some of which have been active during the quasar phase $`0.3<z<5`$ ($`z`$ being the cosmological redshift) and are quietly accreting in an ADAF mode today. Spectral properties of ADAFs with rather large mass accretion rates are explored in Sec. 2. The total luminosities and spectral energy distributions are of interest for weak AGNs (Ho H99 (1999)). We investigate the transition from standard thin disk accretion to ADAFs and vice versa as an upper limit in the mass accretion rate for ADAFs in Sec. 4. The combined consequences for accretion in normal galaxies are discussed in Sec. 5.

## 2 Radiation characteristics of ADAFs

The calculation of emission spectra from ADAFs are based on self-similar solutions for density, inflow velocity, rotation, and ion temperature presented in Beckert (Beckert00 (2000)), which are a generalisation of the Narayan & Yi (NY94 (1994)) solution in the Newtonian limit. Gravitational redshift and the small volume of the general-relativistic region makes it reasonable to extend the solution down to the black hole horizon at $`R_\mathrm{S}`$. Aspects of the Kerr metrics are not considered. The electron temperature is calculated from thermal balance between Coulomb heating by ions, adiabatic compression, advective energy transport, and radiation cooling. The primary radiation mechanisms are Bremsstrahlung and synchrotron emission. Both are local in the sense, that they only depend on the local state of the flow. At large mass accretion rates multiple inverse Compton scattering (IC) of synchrotron photons becomes the dominant cooling mechanism. The photon flux to be scattered is produced at different radii in the flow and is highly anisotropic, which makes it a non-local process. Inverse Compton scattering and the resulting cooling rate modify the density and temperature of the ADAF and are treated iteratively. For calculating the IC radiation, we used a method proposed by Poutanen & Svensson (PS96 (1996)) for thermal electrons, which we have modified to allow for the quasi-spherical geometry of ADAFs. From the total cooling we take the global radiation efficiency $`\epsilon _{\mathrm{Rad}}=Q^{}/Q^+`$ to recalculate the self-similar ADAF structure and electron temperature. We then seek convergence of the assumed and posteriori calculated $`\epsilon _{\mathrm{Rad}}`$ to get globally consistent ADAF models with correct radiation spectra. For the ADAF we assume energy equipartition between ions and magnetic field. This determines the synchrotron emission and provides additional pressure to support the flow and lower the adiabatic index below $`5/3`$ to make ADAFs possible at all. For the viscosity we use the standard $`\alpha `$-prescription with $`\alpha =0.1`$ well above the critical value of $`\alpha _{\mathrm{crit}}10^2`$ for the transition to convection-dominated accretion flows (CDAFs) described by Narayan, Igumenshchev & Abramowicz (NIA00 (2000)). No outflows, jets or wind infall as investigated in Beckert (Beckert00 (2000)) are assumed, even though a wind infall is suggested for the Galactic Center (Melia & Coker MC99 (1999)). The radial viscous break due to bulk and shear viscosity is included, but it does not dominate the dynamical state of the flow for $`\alpha 0.1`$.

From the described model we can construct spectral energy distributions (SED) for different mass accretion rates. The mass of the central BH has only a weak influence on the SED, which is not included in the scaling of $`\dot{M}`$ to the Eddington accretion rate, and is not considered here. We assume a mass of $`\mathrm{2.6\hspace{0.17em}10}^6M_{}`$ for the SED in Fig. 1, appropriate for the Galactic Center, with a corresponding Eddington limit of $`\dot{M}_{\mathrm{Edd}}=0.0577M_{}`$ yr-1 (in this paper we define the Eddington accretion rate with an efficiency $`\eta =L_{\mathrm{Edd}}/(\dot{M}_{\mathrm{Edd}}c^2)=0.1`$) and use the scale free accretion rate $`\dot{m}=\dot{M}/\dot{M}_{\mathrm{Edd}}`$ in the following discussion. The spectral luminosity in Fig. 1 scales as the black hole mass, $`\nu L_\nu M_{\mathrm{BH}}`$. For comparision we show in Fig. 2 the SED for an ADAF arround a $`10^9M_{}`$ black hole with $`\dot{m}=\mathrm{3.6\hspace{0.17em}10}^4`$. Fig. 5 demonsttrates that the radiation efficiency for this flow is independend of the black hole mass.

The SEDs for $`\dot{m}`$ between $`\mathrm{1.7\hspace{0.17em}10}^5`$ and $`\mathrm{2.2\hspace{0.17em}10}^3`$ are shown in Fig. 1. The presented model spectra are accurate above 30 GHz, and they show that the synchrotron emission rises in flux from $`10^{33}`$ to $`10^{37}`$ erg s-1 and shifts in frequency from $`\mathrm{2\hspace{0.17em}10}^{11}`$ Hz to $`\mathrm{2\hspace{0.17em}10}^{12}`$ Hz at $`\dot{m}=\mathrm{3.5\hspace{0.17em}10}^4`$ and back to smaller frequency for larger $`\dot{m}`$. Above $`\dot{m}=\mathrm{1.5\hspace{0.17em}10}^4`$ the Thomson optical depth for synchrotron photons from central regions around $`3R_\mathrm{S}`$ is significant, and Compton scattering broadens the synchrotron peak and make it less prominent, compared to the IC emission. The dominating peak in the IC part of the spectrum, which can be identified between the synchrotron and the Bremsstrahlung peaks at $`10^{19\mathrm{}20}`$ Hz, is the second Compton peak of twice scattered synchrotron photons. The synchrotron seed photons are produced in a region closer to the BH than the Compton scattered radiation. So the seed photon flux for first Compton scattering is anisotropic, and most synchrotron photons are scattered back into a high density and high temperature region with the largest optical depth. The second Compton peak is therefore the dominant one, and the asymmetry between even and odd scattering order decreases thereafter, because the photon field to be scattered becomes more and more isotropic. The SED becomes flat or inverted due to multiple IC scattering above $`10^{14}`$ Hz for $`\dot{m}\mathrm{3\hspace{0.17em}10}^4`$. The Bremsstrahlung peak will only be recognized below $`\dot{m}<\mathrm{1.5\hspace{0.17em}10}^4`$. The peak does not shift very much in frequency as the maximum of electron temperature only varies between $`\mathrm{2.5\hspace{0.17em}10}^9`$K and $`\mathrm{8\hspace{0.17em}10}^9`$K, where the highest $`T_\mathrm{e}`$ are achieved at $`\dot{m}\mathrm{2\hspace{0.17em}10}^4`$ very close to the horizon and the photons from that radius are significantly redshifted.

One major prediction of ADAF models is the different evolution of observable flux in different frequency bands. This is expressed in the scale-free spectral luminosity $`l_\nu `$. We scale the radiation flux $`L_\nu `$ to the total, frequency integrated luminosity of the specific model from Eq. (2) and define

$$l_\nu =\frac{L_\nu }{\eta \dot{M}_{\mathrm{Edd}}c^2}\left[\frac{\dot{m}}{10^3}\right]^{2.3}\left[\frac{h\nu _{\mathrm{max}}}{100\mathrm{keV}}\right].$$
(1)
We see in Fig.3 that the importance of synchrotron emission at 86 GHz decreases with rising $`\dot{m}`$, the X-rays follow the total luminosity at first, and become more important when they are dominated by IC emission above $`\dot{m}\mathrm{2\hspace{0.17em}10}^4`$. The importance of IC emission is most prominently seen in K and V band. The flux is rapidly rising with $`\dot{m}`$ and saturates above $`\dot{m}=\mathrm{2\hspace{0.17em}10}^4`$ when IC is dominating the cooling and therefore IC follows the total luminosity. The described spectra show only a weak dependence on the absolute mass of the BH between $`10^4`$ and $`10^9M_{}`$, for which we have tested the models. Larger BH masses imply smaller densities in the accretion flow at the same $`\dot{m}`$. Consequently the electron temperature also becomes smaller due to weaker Coulomb coupling. As the only significant consequence for the SED, the position of the synchrotron peak is anticorrelated with $`M_{\mathrm{BH}}`$, and it shifts to smaller frequencies for larger BH masses.

## 3 A Note on the Galactic Center Source Sgr A

The enigmatic radio source Sgr A in the Galactic Center is coincident with the center of gravity of an enclosed mass of $`\mathrm{2.6\hspace{0.17em}10}^6M_{}`$. It was considered to be one of the test cases for ADAF models (Narayan et al. N98 (1998)), but the SED of the source poses three problems for standard ADAFs. (1) The observed radio spectrum is much flatter than predicted, so that only the sub-mm bump (Falcke F99 (1999)) is nowadays attributed to the accretion flow. Most of the radio emission at cm-wavelength must then be produced by an outflow or jet (Falcke & Markoff FM00 (2000)). (2) The X-ray spectrum as derived from Chandra observations (Baganoff et al. 2001b ) has a different slope than expected from thermal bremsstrahlung coming from the ADAF. (3) The observed rapid variability in X-rays (Baganoff et al. 2001a ) restricts the size of the variable emitting region to less than $`10R_\mathrm{S}`$. The spectrum at high X-ray fluxes is harder than at low flux levels. This can be explained by inverse Compton emission of relativistic electrons in a jet (Markoff et al. M01 (2001)) but even a jet has to be powered by an accretion process and bremsstrahlung emission of the accreting gas is unavoidable. In contrast to these recent scenarios, here we present an ADAF-wind infall model, where the gas in the accretion flow is heated by wind infall at all radii (Beckert, Beckert00 (2000)) with a steeper density profile $`\mathrm{\Sigma }r^{1/2\beta }`$ than normal ADAFs. The synchrotron emission dominates the SED (Fig. 4) due to a strongly magnetised ADAF $`\beta _P=P_{\mathrm{Gas}}/P_{\mathrm{total}}<0.5`$.

The wind infall is assumed to be strong $`\beta =0.24`$ and rotates with $`\mathrm{\Omega }/2`$ of the ADAF. The flow is magnetically dominated with $`\beta _P=0.35`$ and the radiative efficiency $`ϵ=\mathrm{9\hspace{0.17em}10}^5`$ is larger than in the other models presented in this paper due to the larger electron temperature and the stronger magnetic fields, which leads to increased synchrotron emission. Viscosity is described by an $`\alpha `$-parametrisation with $`\alpha =0.08`$, lower than for the other ADAF models in Sec. 2, but convection is still expected to be unimportant (Narayan, Igumenshchev & Abramowicz NIA00 (2000)). This model gives a good fit to the radio spectrum but the problem with the X-ray observation persists.

## 4 Limits on the mass accretion rate

The luminosity of the synchrotron peak relative to Bremsstrahlung and IC emission depends only on $`\dot{m}`$, and it is unaffected by the absolute mass of the BH. The global radiative efficiency $`\epsilon _{\mathrm{Rad}}`$, defined in the previous section, gives the cooling rate $`Q^{}`$ with respect to the viscous heating rate. The heating rate itself depends on $`\epsilon _{\mathrm{Rad}}`$ in the ADAF model, and it is therefore not useful for comparing different models. In describing the efficiency of an accretion flow, it is more reasonable to use $`\epsilon =Q^{}/(\eta \dot{M}c^2)`$. In the following we assume a standard efficiency of $`\eta =0.1`$ . The quantity $`\epsilon `$ gives the ratio between the actual luminosity of the accretion flow and the value expected for a thin and effectively radiating accretion disk at the same mass accretion rate. The radiative efficiency $`\epsilon `$ is shown for our model calculations in Fig. 5. As described in the previous section, different emission mechanisms dominate at different accretion rates, and we do not expect $`\epsilon `$ to follow a simple power law in $`\dot{m}`$. The fit

$$\epsilon =\left(340\dot{m}\right)^{2.2}$$
(2)
therefore does not represent a theoretically derived physical law, and has to be taken with caution when used outside the scope of the calculated models. Nonetheless the results allow us to conclude that no consistent ADAF models with mass accretion rates larger than $`\dot{m}_{\mathrm{crit}}=\mathrm{2.95\hspace{0.17em}10}^3`$ are feasible. The reason is that IC emission increases rapidly with electron temperature and density. For increasing mass accretion rates both density and surface density increase linearly as long as the accretion velocity stays the same (this is true for ADAFs with $`\epsilon 0.3`$, which are consequently advection-dominated). The maximum $`T_\mathrm{e}`$ in the flow depends only weakly on $`\dot{m}`$ for IC dominated cooling. The Thomson optical depth is

$$\tau =\frac{3\dot{m}}{\eta \alpha }\sqrt{\frac{R_\mathrm{S}}{2r}},$$
(3)
and the mean energy which a photon gains from one scattering is $`2\gamma ^2h\nu 6.5h\nu `$. The seed photons have $`\nu 10^{12}`$Hz, and upscattering stops if $`(2\gamma ^2)^n=\gamma m_\mathrm{e}c^2/(h\nu )`$, which results in photons gaining energy in up to $`n10`$ consecutive scatterings. Starting from a synchrotron luminosity $`L_\mathrm{s}`$ the IC luminosity will be $`L_{\mathrm{IC}}(2\gamma ^2\tau )^nL_\mathrm{s}`$, if $`2\gamma ^2\tau >1`$, and the spectrum will be flat for $`2\gamma ^2\tau =1`$. In the case of $`\eta =\alpha =0.1`$ and $`r3R_\mathrm{S}`$ this criterion is fulfilled, if $`\dot{m}=\mathrm{1.3\hspace{0.17em}10}^3`$. This is a reasonable order of magnitude estimate, when compared to the model spectra described above. With a constant synchrotron luminosity of $`\mathrm{5\hspace{0.17em}10}^7L_{\mathrm{Edd}}`$, we find in the IC dominated regime

$$L_{\mathrm{IC}}=\mathrm{5\hspace{0.17em}10}^7(8\frac{\dot{m}}{\eta \alpha })^nL_{\mathrm{Edd}}.$$
(4)
An upper limit for the mass accretion rate is

$$\dot{m}_\mathrm{c}=0.53\eta \alpha ,$$
(5)
which is in rough agreement with the upper limit found by fitting the total luminosity in Eq. (2). It must be noted that this limit $`\dot{m}_\mathrm{c}`$ has a different $`\alpha `$-dependence than other limits $`\dot{m}_{\mathrm{crit}}=\xi \alpha ^2`$ (Narayan N96 (1996)); Esin, McClintock, Narayan E97 (1997)) which give a wide range for $`\xi `$ between 0.1 and 1.3 depending on details of the models.

Another local criterion for the existence of ADAFs is given by the imbalance of Bremsstrahlung cooling and viscous heating. At large radii the electron cooling rate, which is coupled to the ion heating rate by the radiation efficiency, decreases faster than Coulomb coupling between thermal ions and electrons. The electron temperature is therefore close to the ion temperature at these radii. The ions are close to the viral temperature as long as the radiative efficiency is significantly smaller than 1, which is the case for all calculated models here. In the region where $`T_\mathrm{e}`$ and $`T_{\mathrm{ion}}`$ are equal, the Bremsstrahlung cooling, which dominates at large radii, decreases as $`r^{5/2}`$, while the viscous heating falls off as $`r^3`$. At a critical outer radius, the radiative efficiency is 1 and no ADAF is possible at larger radii. This outer radius is found to be

$$R_{\mathrm{out}}=\mathrm{5\hspace{0.17em}10}^2\alpha ^4\dot{m}^1R_\mathrm{S},$$
(6)
which is valid for $`\alpha 0.1`$ and means that for $`\dot{m}>0.13`$ Bremsstrahlung from an ADAF is more efficient than the viscous heating outside the marginally stable orbit at $`R=3R_\mathrm{S}`$. From studies of the Galactic Center we know that no standard thin accretion disk exists within $`10^5R_\mathrm{S}`$ and the mass accretion rate from spectral fitting of an ADAF model gives $`\dot{m}\mathrm{1.6\hspace{0.17em}10}^5`$. From Eq. (6) this results in a lower limit estimate of $`\alpha >0.01`$.

## 5 Discussion – Consequences for AGN Evolution

We find that the radiation efficiency depends strongly on the mass accretion rate ($`\dot{m}^{2.3}`$) below a certain critical value $`\dot{m}_{\mathrm{crit}}`$ of the mass accretion rate (in units of its Eddington value). Above $`\dot{m}_{\mathrm{crit}}`$, $`\epsilon =1`$. In other words, below the critical mass accretion rate, the efficiency decreases so rapidly that one can discern two regimes:

$$\epsilon =\{\begin{array}{cc}1\hfill & \mathrm{for}\dot{m}>\dot{m}_{\mathrm{crit}}\hfill \\ 0\hfill & \mathrm{for}\dot{m}<\dot{m}_{\mathrm{crit}}\hfill \end{array},$$
(7)
with only a small transition zone in $`\dot{m}`$ below $`\dot{m}_{\mathrm{crit}}`$ where $`\epsilon `$ differs significantly from 0. For the purpose of our present discussion, however, the approximation of Eq. (7) suffices.

Furthermore, our numerical models show that the relation outlined by Eq. (7) holds for the entire range of $`M_{\mathrm{BH}}`$ investigated. In the following we will use the value $`\dot{m}_{\mathrm{crit}}=0.003`$ as derived by interpolating our numerical models (Eq. 2).

### 5.1 The onset of nuclear activity

The existence of $`\dot{m}_{\mathrm{crit}}`$ with the properties discussed above translates into a fairly sharp transition between an active and an inactive state of a galaxy. As soon as $`\dot{m}`$ falls below $`\dot{m}_{\mathrm{crit}}`$ the radiation efficiency of the accretion decreases dramatically. In other words, already a relatively small change in the mass flow rate around $`\dot{m}_{\mathrm{crit}}`$ suffices to “switch off” an AGN, and vice versa. The difference between a normal and an active galaxy is then not due to a difference in $`\dot{m}`$ which is as large as the difference in luminosities between the two classes. A much more important reason is the steep decline in the radiation efficiency for the accretion rates below which the disk turns advection-dominated.

Our numerical models predict $`\dot{m}_{\mathrm{crit}}0.003`$. This is in good agreement with observations (e.g., Peterson & Wandel PW00 (2000), who find AGN only in the luminosity range between $`10^3`$ and 1 of the Eddington luminosity, or—equivalently—the Eddington mass accretion rate). In our interpretation the lack of galactic nuclei below $`10^3L_{\mathrm{Edd}}`$ is not due to a lack of galaxies with mass accretion rates below $`10^3\dot{M}_{\mathrm{Edd}}`$ but rather due to the steep decline of radiation efficiency below this critical value.

### 5.2 The general properties of the evolution of AGN and of their black holes

For a supermassive black hole of mass $`M_{\mathrm{BH}}`$, one can give an average accretion rate $`\overline{\dot{M}}`$ over its age $`\tau _{\mathrm{BH}}`$ of

$$\overline{\dot{M}}\frac{M_{\mathrm{BH}}}{\tau _{\mathrm{BH}}}$$
(8)
We can only give an upper limit of $`\overline{\dot{M}}`$, because there is the possibility of a non-negligible seed mass of the black hole which is not due to this type of accretion processes.

If, in addition, we assume, that the age of the BH is not very much shorter than the age of its host galaxy and thus the Hubble time (at the location of the black hole), $`\tau _\mathrm{H}`$, we can write

$$\overline{\dot{M}}\frac{M_{\mathrm{BH}}}{\tau _\mathrm{H}}$$
(9)
In the following, we express the time in units of $`10^{10}`$yr, and the mass flow rates in units of the Eddington rate. We introduce the abbreviations $`\dot{m}=\dot{M}/\dot{M}_{\mathrm{Edd}}`$, and $`\tau _{10}=\tau /10^{10}`$yrs, and get an average mass accretion rate of

$$\overline{\dot{m}}0.04\eta \frac{1}{\tau _{10}}.$$
(10)
In terms of the Eddington accretion rate, the average accretion rate $`\overline{\dot{m}}`$ is independent of the accreting black hole’s mass. For a constant accretion efficiency $`\eta `$, it is $`\overline{\dot{m}}t_{\mathrm{BH}}^1`$ a function of the age of the black hole, or—for that matter—the Universe. This leads to two interesting consequences:

* In terms of the Eddington rate, the accretion rate declines as the black hole, the galaxy, and the Universe as a whole evolve;
* The present-day average accretion rate is around $`10^3`$ of its Eddington value.

The present-day average accretion rate, $`\overline{\dot{m}}_{(0)}`$ is fairly close to the critical accretion rate $`\dot{m}_{\mathrm{crit}}0.003`$ given by $`\epsilon =1`$ (Eq. 2). For $`\dot{m}>\dot{m}_{\mathrm{crit}}`$ the radiation efficiency is unity, while for smaller $`\dot{m}`$ it decreases sharply $`m^{2.3}`$. This means that relatively small changes in the momentary accretion rate are capable of transferring a galaxy from an inactive to an active state and vice versa. In the course of the further evolution of the Universe, it will become harder and harder for galaxies to turn active as the average accretion rate (in Eddington units) becomes smaller and smaller. This is compounded with and strengthened by a diminishing supply of material available for accretion, i.e., by an additional decrease of the absolute value of the average accretion rate. Extrapolating back to earlier cosmological epochs, we find (because of smaller $`\tau _{\mathrm{BH}}`$ and higher $`\overline{\dot{m}}`$) that the likelihood for a galaxy to be active was higher on two grounds: (1) The larger $`\overline{\dot{m}}`$ the smaller a fluctuation suffices to turn a galaxy active. (2) The further we go back in the evolution of the Universe, the larger was the supply of gas available for accretion.

### 5.3 Constraints on the AGN duty cycle

As discussed above, the mass $`M_{\mathrm{BH}}`$ and age $`\tau _{\mathrm{BH}}`$ of a black hole define an upper limit for its average mass accretion rate. During phases of activity, the mass flow rate must be larger than $`\overline{\dot{m}}`$. Let us—for the purpose of a crude estimate—assume that we have only two states, namely the AGN phase, characterized by a mass flow rate $`\dot{m}_{\mathrm{AGN}}>\dot{m}_{\mathrm{crit}}`$ lasting for a period of time of $`\theta \tau _\mathrm{H}`$, and a normal galaxy phase for which the mass flow rate $`\dot{m}_{\mathrm{normal}}<\dot{m}_{\mathrm{crit}}`$ is correspondingly smaller so as to maintain the average value $`\overline{\dot{m}}`$. Let us, moreover, assume111This assumption is not necessary for activity to set in, as we have seen in the previous Sect. For the following, however, it is a handy assumption which does not influence the results of our order-of-magnitude estimates. that $`(1\theta )\dot{m}_{\mathrm{normal}}\theta \dot{m}_{\mathrm{AGN}}`$, then we get for the duty cycle

$$\theta =\frac{\overline{\dot{m}}\dot{m}_{\mathrm{normal}}}{\dot{m}_{\mathrm{AGN}}\dot{m}_{\mathrm{normal}}}\frac{\overline{\dot{m}}}{2\dot{m}_{\mathrm{AGN}}}.$$
(11)
$`\dot{m}_{\mathrm{AGN}}\dot{m}_{\mathrm{crit}}`$ needs to be fulfilled for an activity phase to occur at all. The stronger the activity of a galaxy is the shorter it can be maintained. For instance, for an AGN operating at its Eddington limit, i.e., at $`\dot{m}_{\mathrm{AGN}}=1`$ this means that it cannot stay at this level of activity—integrated over all individual phases of activity—for longer than a fraction $`\theta `$ of its entire evolution, i.e., some $`10^7`$yr in the present-day Universe. A super-Eddington activity level can be maintained only for an even shorter period of time.

Derivation of a more detailed luminosity evolution of an AGN sample requires, however, a treatment more detailed than the above order-of-magnitude estimates. In particular it has to be investigated whether real-world galaxies can maintain a sufficiently high supply of matter for the accretion process over long enough a period of time. This then involves, for instance, questions about the accretion time scales and the long-term development of mass reservoirs. This topic, however, is beyond the scope of the present paper and will be addressed separately (Duschl & Strittmatter, in prep.)

## 6 Conclusions

We have shown that advection-dominated accretion flows into black holes display changing spectral energy distributions for different mass accretion rates. At very low mass accretion rates below $`\dot{M}=\mathrm{5\hspace{0.17em}10}^5\dot{M}_{\mathrm{Edd}}`$ synchrotron emission and Bremsstrahlung dominate the SED. Above $`\dot{M}=\mathrm{2\hspace{0.17em}10}^4\dot{M}_{\mathrm{Edd}}`$ the inverse Compton radiation from synchrotron seed photons produce flat to inverted SEDs from the radio to X-ray bands. Multiple inverse Compton scattering is the most relevant cooling process for mildly relativistic electrons in two-temperature ADAFs, whenever the actual radiation efficiency in eq. (2) is larger than 0.07 or the total luminosity larger than $`\mathrm{4\hspace{0.17em}10}^7L_{\mathrm{Edd}}`$. The rapidly increasing cooling efficiency of the inverse Compton process sets an upper limit for the mass accretion rate of $`\dot{m}_{\mathrm{crit}}=\mathrm{3\hspace{0.17em}10}^3`$ for ADAFs. At larger mass accretion rates radiative cooling balances the local viscous heating and advective energy transport is unimportant. The resulting flows are less hot, disk-like, and therefore much denser than ADAFs. Below the critical accretion rate, the radiation efficiency declines rapidly $`\epsilon \dot{m}^{2.3}`$ and the total luminosity is

$$L_{\mathrm{ADAF}}=\mathrm{3.45\hspace{0.17em}10}^3(\dot{m}/0.003)^{3.3}L_{\mathrm{Edd}}.$$
(12)
In addition to the changing spectral behavior, the combination of a transition value between ADAFs and normal accretion disks ($`\dot{m}_{\mathrm{crit}}\mathrm{3\hspace{0.17em}10}^3)`$, and the very steep decline of the ADAF radiation efficiency below this transition value towards smaller accretion rates ($`\epsilon \dot{m}^{2.3}`$) leads to an apparent dichotomy in what one observes: Above $`\dot{m}_{\mathrm{crit}}`$, one will recognize the sources as AGN; while below $`\dot{m}_{\mathrm{crit}}`$, practically no nuclear activity is observable. In other words, accretion into a super-massive black hole should be prominently visible only at mass flow rates above $`\dot{m}_{\mathrm{crit}}`$, which is in good agreement with observed AGN distributions. The major difference between AGN and normal galaxies is not so much a difference in mass flow rate—at least not by as much as the difference in luminosities may make us think—but rather one in the radiative efficiency.

At the same time, this means that—at accretion rates around $`\dot{m}_{\mathrm{crit}}`$—small changes in the mass flow rate are sufficient to cause a strong difference in radiation efficiency and thus nuclear luminosity. In other words, the crossing of $`\dot{m}_{\mathrm{crit}}`$ acts almost like a switch which turns AGNs on and off.

Finally, the combination of the black holes’ masses and the mass accretion rate allowed us to put constraints on the duty cycle of AGN. It turned out that the most active AGN can maintain this level of activity only for rather short time scales (of the order of some $`10^7`$ years).

###### Acknowledgements.

We wish to thank the referee, Dr. Suzy Collin, for her very helpful report on this paper. This work was in part supported by the Deutsche Forschungsgemeinschaft, DFG, through grant SFB439/C2.