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# Geometric discretization of the Koenigs nets

## 1 Introduction

In the XIX-th century one of the most favorite subjects of the differential geometry  was investigation of special classes of surfaces (or, more appropriate, coordinate systems on surfaces and submanifolds) which allow for transformations exhibiting the so called permutability property. Such transformations called, depending on the context, the Darboux, Bianchi, Bäcklund, Laplace, Moutard, Koenigs, Combescure, Lévy, Ribaucour or the fundamental transformation of Jonas, can be also described in terms of certain families of lines called line congruences . It turns out that most of the ”interesting” submanifolds is provided by reductions of conjugate nets, and the transformations between such submanifolds are the corresponding reductions of the fundamental (or Jonas) transformation of the conjugate nets.

From the other side such submanifolds are described by solutions of certain nonlinear partial differential equations, which turn out to be extensively studied in the modern theory of integrable systems; here also the existence of transformations (called in this context the Darboux transformations) appears to be essential. For example, the conjugate nets, their iso-conjugate deformations and transformations are described  by the so called multicomponent Kadomtsev–Petviashvilii hierarchy, which is considered often as the basic system of equations of the soliton theory .

Recently the integrable discrete (difference) versions of integrable differential equations attracted a lot of attention (see, for example, articles in ). The interest in discrete integrable systems is stimulated from various directions, like numerical methods, theory of special functions, but also from statistical and quantum physics . The discrete integrable systems are considered more fundamental then the corresponding differential systems. Discrete equations include the continuous theory as the result of a limiting procedure, moreover different limits may give from one discrete equation various differential ones. Furthermore, discrete equations reveal some symmetries lost in the continuous limit.

During last few years the connection between geometry and integrability has been observed also at a discrete level. The present paper is the next one in the series of attempts to construct the integrable discrete geometry — the theory of lattice submanifolds described by integrable difference equations.

The natural discrete analogs of certain coordinate systems on surfaces were studied by Sauer . In particular, he introduced the discrete conjugate nets in $`𝔼^3`$ as lattices with planar elementary quadrilaterals. The importance of the discrete conjugate nets (the quadrilateral lattices) in the soliton theory was recognized recently in . The Darboux-type transformations of the quadrilateral lattices have been found in , and the geometry of these transformations was investigated in detail in . In the literature  there are known various integrable reductions of the quadrilateral lattices. We introduce here the discrete analogue of the Koenigs reduction of conjugate nets. Let us state briefly the main definitions, ideas and results of this paper.

Consider generic two-dimensional conjugate net  in $`M`$-dimensional projective space $`^M`$. The homogeneous coordinates $`𝒙(u,v)_{}^{M+1}`$ of the net satisfy the Laplace equation

$$𝒙_{,uv}=a𝒙_{,u}+b𝒙_{,v}+c𝒙,$$
(1.1)
where comma denotes differentiation (e.g., $`𝒙_{,u}=\frac{𝒙}{u}`$), and $`a`$, $`b`$, $`c`$ are functions of the conjugate parameters $`(u,v)`$ of the net. Its Laplace transforms

$$𝒙_1=𝒙_{,v}a𝒙,𝒙_1=𝒙_{,u}b𝒙,$$
(1.2)
are another conjugate nets such that the $`v`$-tangents of $`𝒙`$ coincide with the corresponding $`u`$-tangent lines of $`𝒙_1`$ and that the $`u`$-tangents of $`𝒙`$ coincide with the corresponding $`v`$-tangent lines of $`𝒙_1`$ (see figure 1).

In the tangent plane at a point $`𝒙`$ there is a linear system (pencil) of conics tangent to the $`u`$-coordinate line at the point $`𝒙_1`$ and tangent to the $`v`$-curve at the point $`𝒙_1`$. When there is one conic of this pencil with the second order contact with the $`u`$-curve of $`𝒙_1`$ and with the second order contact with the $`v`$-curve of $`𝒙_1`$ then the net is called the net of Koenigs. It turns out that the Laplace equation (1.1) of the Koenigs net can be gauged into the form

$$𝒙_{,uv}=f𝒙.$$
(1.3)
The integrable discrete analogue of two-dimensional conjugate net is a $`^2`$-lattice made of planar quadrilaterals . One can construct for such lattices  the analogue of the Laplace transforms $`𝒙_1`$ and $`𝒙_1`$. In the plane of the elementary quadrilateral at a point $`𝒙(n_1,n_2)`$ there is a pencil of conics passing through the points $`𝒙_1(n_1,n_2)`$ and $`𝒙_1(n_1+1,n_2)`$ of the Laplace transform $`𝒙_1`$ and passing through the points $`𝒙_1(n_1,n_2)`$ and $`𝒙_1(n_1,n_2+1)`$ of the Laplace transform $`𝒙_1`$; we have replaced the tangency to a curve by its natural discrete analogue of passing through two neighbouring points of the discrete parametric curve. When there is one conic of this pencil passing through $`𝒙_1(n_1+2,n_2)`$ and passing through $`𝒙_1(n_1,n_2+2)`$ then we call such a lattice the Koenigs lattice.

The reduction of the fundamental transformation of conjugate nets to the class of the Koenigs nets is called the transformation of Koenigs. Such transformation is determined only by the half of the data of the fundamental transformation: given congruence conjugate to the Koenigs net then the second Koenigs net $`𝒙^{}`$ is the harmonic conjugate of $`𝒙`$ with respect to the focal nets of the congruence. The discrete analogue of this construction is more subtle. One can show that $`𝒙^{}`$ is the image of $`𝒙`$ in an involution on the corresponding line of the congruence. This involution is uniquely defined by the focal nets of the congruence; in the continuous case the focal points are the double points of the involution

We have sketched the main ideas and results of the paper. The detailed presentation will be as follows. In Section 2 we define and study in detail the Koenigs lattice. In particular we discuss the integrability of the Koenigs lattice from the point of view of the Pascal theorem. In Section 3 we present the discrete analogue of the Koenigs transformation and then in Section 4 we investigate geometric properties of the Koenigs transformation. Finally, in Section 5 we investigate superpositions of the Koenigs transformation and prove their permutability, thus showing integrability of the Koenigs lattice.

## 2 The Koenigs lattice

Consider a two-dimensional quadrilateral lattice in $`M`$-dimensional projective space $`^M`$, whose points labelled by two-dimensional integer lattice $`^2`$, satisfy the property of planarity of elementary quadrilaterals . In terms of the homogeneous coordinates such a lattice is described by solution of the discrete Laplace equation

$$𝒙_{(12)}=A_{(1)}𝒙_{(1)}+B_{(2)}𝒙_{(2)}+C𝒙,$$
(2.1)
where $`𝒙:^2_{}^{M+1}`$ and subscripts in brackets mean shifts along the $`^2`$ lattice, i.e., $`𝒙_{(\pm 1)}(n_1,n_2)=𝒙(n_1\pm 1,n_2)`$, $`𝒙_{(\pm 2)}(n_1,n_2)=𝒙(n_1,n_2\pm 1)`$, and $`𝒙_{(\pm 1\pm 2)}(n_1,n_2)=𝒙(n_1\pm 1,n_2\pm 1)`$. Here also $`A`$, $`B`$ and $`C`$ are functions on $`^2`$ which characterize the lattice completely up to initial curves $`𝒙(n_1,0)`$ and $`𝒙(0,n_2)`$. Notice that multiplication of $`𝒙`$ by a non-zero function $`\rho `$ implies the corresponding change of $`A`$, $`B`$ and $`C`$ but does not change the lattice itself.

As it was shown in  because of the planarity of the elementary quadrilaterals of the lattice one can define its Laplace transforms $`𝒙_1`$ and $`𝒙_1`$ (see figure 2)

$$𝒙_1=𝒙_{(2)}A𝒙,𝒙_1=𝒙_{(1)}B𝒙.$$
(2.2)
###### Remark.

Notice that our notation differs from that of  by opposite ordering of the transformations and by shifts in parameters. Moreover in  we used the affine gauge which made some formulas more complicated.

Using the discrete Laplace equation (2.1) one can show that $`𝒙_{1(1)}`$ is collinear with $`𝒙`$, $`𝒙_{(2)}`$ and $`𝒙_1`$

$$𝒙_{1(1)}=B_{(2)}𝒙_{(2)}+C𝒙=B_{(2)}𝒙_1+(B_{(2)}A+C)𝒙;$$
(2.3)
similarly $`𝒙_{1(2)}`$ is collinear with $`𝒙`$, $`𝒙_{(1)}`$ and $`𝒙_1`$

$$𝒙_{1(2)}=A_{(1)}𝒙_{(1)}+C𝒙=A_{(1)}𝒙_1+(A_{(1)}B+C)𝒙.$$
(2.4)
###### Remark.

Two functions $`H`$ and $`K`$ defined  as the cross-ratios

$`H`$ $`=cr(𝒙_{(1)},𝒙;𝒙_1,𝒙_{1(2)})={\displaystyle \frac{A_{(1)}B}{C}},`$ (2.5)
$`K`$ $`=cr(𝒙_{(2)},𝒙;𝒙_1,𝒙_{1(1)})={\displaystyle \frac{B_{(2)}A}{C}},`$ (2.6)
are gauge-invariant and are called the invariants of the lattice $`𝒙`$. They are natural discrete analogues of the invariants

$$h=c+aba_{,u},k=c+abb_{,v},$$
(2.7)
of conjugate nets. In the continuous case the Koenigs nets have equal invariants, i.e., $`h=k`$. This property does not transfer to the discrete case.

It is well known (see for example ) that five distinct points in a projective plane, no four of which are collinear, uniquely determine a conic. Moreover, a pencil of conics (one-dimensional linear subspace of the five dimensional space of conics) is uniquely determined by four points (the base of the pencil) no three of which are collinear.

The four points $`𝒙_1`$, $`𝒙_{1(1)}`$, $`𝒙_1`$ and $`𝒙_{1(2)}`$ belong to the plane $`P_{𝒙𝒙_{(1)}𝒙_{(2)}}`$ of the elementary quadrilateral of $`𝒙`$ and define a linear system of conics. Let us choose the points $`𝒙`$, $`𝒙_{1(2)}`$, $`𝒙_{1(1)}`$ as vertices of the local triangle of reference in that plane, i.e., a point $`y_1𝒙+y_2𝒙_{1(2)}+y_3𝒙_{1(1)}`$ has coordinates proportional to $`(y_1,y_2,y_3)`$. Then the equation of a general conic of the pencil is of the form

$$y_1^2+(A_{(1)}B+C)y_1y_2+(B_{(2)}A+C)y_1y_3+\lambda y_2y_3=0,$$
(2.8)
with $`\lambda `$ being a parameter.

###### Definition 2.1.

The Koenigs lattice is a two dimensional quadrilateral lattice such that for every point $`𝒙`$ of the lattice there exist a conic passing through the six points $`𝒙_1`$, $`𝒙_{1(1)}`$,$`𝒙_{1(11)}`$, $`𝒙_1`$, $`𝒙_{1(2)}`$ and $`𝒙_{1(22)}`$.

###### Proposition 2.1.

The Laplace equation of the Koenigs lattice can be gauged into the canonical form

$$𝒙_{(12)}+𝒙=F_{(1)}𝒙_{(1)}+F_{(2)}𝒙_{(2)}.$$
(2.9)
###### Proof.

The points $`𝒙_{1(11)}`$ and $`𝒙_{1(22)}`$ also belong to the plane $`P_{𝒙𝒙_{(1)}𝒙_{(2)}}=P_{𝒙𝒙_{1(2)}𝒙_{1(1)}}`$ and have the following decompositions

$`𝒙_{1(11)}=\left(CB_{(12)}+{\displaystyle \frac{CC_{(1)}}{A_{(1)}}}\right)𝒙+\left(B_{(12)}+{\displaystyle \frac{C_{(1)}}{A_{(1)}}}\right)𝒙_{1(2)}+B_{(12)}𝒙_{1(1)},`$
$`𝒙_{1(22)}=\left(CA_{(12)}+{\displaystyle \frac{CC_{(2)}}{B_{(2)}}}\right)𝒙+A_{(12)}𝒙_{1(2)}+\left(A_{(12)}+{\displaystyle \frac{C_{(2)}}{B_{(2)}}}\right)𝒙_{1(1)}.`$
In the pencil (2.8) there exist a conic passing through $`𝒙_{1(11)}`$ and $`𝒙_{1(22)}`$ if and only if the coefficients of the Laplace equation (2.1) of the Koenigs lattice satisfy the constraint

$$\frac{AC_{(2)}}{A_{(12)}}=\frac{BC_{(1)}}{B_{(12)}}.$$
(2.10)
This constraint is the compatibility condition of the linear system for the unknown function $`\rho `$

$`\rho _{(12)}`$ $`=`$ $`C\rho ,`$ (2.11)
$`\rho _{(1)}A`$ $`=`$ $`\rho _{(2)}B.`$ (2.12)
Using solution of this system as the gauge function we obtain new representation

$$\stackrel{~}{𝒙}=\frac{1}{\rho }𝒙,$$
(2.13)
of the Koenigs lattice which satisfies equation (2.9) with

$$F=\frac{A\rho }{\rho _{(2)}}=\frac{B\rho }{\rho _{(1)}}.$$
(2.14)
###### Remark.

Equation (2.9), in a gauge equivalent form, appeared first in  in connection with the integrable discretization of the Bianchi–Ernst system.

Usually the integrability of a nonlinear problem is connected with its hidden linear structure. It turns out that, with the help of the celebrated Pascal theorem on six points on a conic, the discrete Koenigs constraint can be formulated in a linear way.

###### Proposition 2.2.

The quadrilateral lattice $`𝐱`$ is the Koenigs lattice if and only if the lines $`L_{𝐱_1𝐱_{1(11)}}`$, $`L_{𝐱_1𝐱_{1(22)}}`$ and $`L_{𝐱𝐱_{(12)}}`$ intersect in a single point.

###### Proof.

Recall that given six point $`1`$, $`2`$, $`3`$, $`4`$, $`5`$, $`6`$ belong to a conic if and only if the points $`i=L_{12}L_{45}`$, $`j=L_{23}L_{56}`$ and $`k=L_{34}L_{61}`$ are collinear. We apply the Pascal theorem to the six points $`𝒙_1`$, $`𝒙_{1(2)}`$, $`𝒙_{1(22)}`$, $`𝒙_1`$, $`𝒙_{1(1)}`$ and $`𝒙_{1(11)}`$. Because point $`𝒙`$ is the intersection of lines $`L_{𝒙_1𝒙_{1(2)}}`$ and $`L_{𝒙_1𝒙_{1(1)}}`$ and the point $`𝒙_{(12)}`$ is the intersection of lines $`L_{𝒙_{1(2)}𝒙_{1(22)}}`$ and $`L_{𝒙_{1(1)}𝒙_{1(11)}}`$ then there exists a conic passing through the six points if and only if the statement of the proposition holds. ∎

## 3 The discrete Koenigs transformation

The Koenigs transformation is the reduction of the fundamental transformation to the class of the Koenigs nets and lattices. Let us first recall relevant definitions and results from the theory of transformations of quadrilateral lattices . Then we present the algebraic definition of the Koenigs reduction of the fundamental transformation. We postpone to next section the discussion of the geometric interpretation of the Koenigs transformation.

### 3.1 The fundamental transformation of quadrilateral lattices

We recall the basic results from the theory of transformations of quadrilateral lattices . The novelty here is the description of the theory in the homogeneous formalism (but the geometric content does not change). We constraint our presentation to two dimensional lattices and congruences only.

###### Definition 3.1.

The discrete two-dimensional line congruence $`L`$ is a $`^2`$-family of lines in $`^M`$ such that any two neighbouring lines intersect. The intersection $`𝒚_i=LL_{(i)}`$, $`i=1,2`$, is called the $`i`$-th focal lattice of the congruence.

###### Corollary 3.1.

The focal lattices of discrete two-dimensional line congruences are quadrilateral lattices.

###### Definition 3.2.

A two-dimensional quadrilateral lattice $`𝒙`$ and a two-dimensional congruence $`L`$ are called conjugate when points of the lattice belong to the corresponding lines of the congruence, i.e., $`𝒙(n_1,n_2)L(n_1,n_2)`$ for all $`(n_1,n_2)^2`$.

###### Definition 3.3.

The quadrilateral lattice $`𝒙^{}`$ is a fundamental transform of $`𝒙`$ if there exists a congruence (called the congruence of the transformation) conjugate to both lattices.

###### Theorem 3.2.

Two quadrilateral lattices $`𝐱`$ and $`𝐱^{}`$ are fundamental transforms of each other if and only if there exist solutions $`\varphi `$ and $`\varphi ^{}`$ of the Laplace equations of the lattices and there exist functions $`k`$ and $`\mathrm{}`$ such that the system

$`\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{}}{\varphi ^{}}}\right)=k_{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙}{\varphi }}\right),`$ (3.1)
$`\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{}}{\varphi ^{}}}\right)=\mathrm{}_{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙}{\varphi }}\right),`$ (3.2)
is satisfied.

###### Corollary 3.3.

The system (3.1) is compatible if and only if there exist a solution $`\theta `$ of the equation

$$C\theta _{(12)}=B\theta _{(1)}A\theta _{(2)}+\theta ,$$
(3.3)
called the adjoint of (2.1), and the functions $`k`$ and $`\mathrm{}`$ are solution of the following system

$`k\mathrm{}`$ $`=`$ $`\varphi \theta ,`$
$`\mathrm{\Delta }_1\mathrm{}`$ $`=`$ $`(\varphi _{(1)}B\varphi )\theta _{(1)},`$ (3.4)
$`\mathrm{\Delta }_2k`$ $`=`$ $`(\varphi _{(2)}A\varphi )\theta _{(2)}.`$
###### Corollary 3.4.

The fundamental transformation of the given lattice $`𝐱`$ can be constructed when we are given a solution of its Laplace equation and a solution of its adjoint (both are given up to two functions of single variables). The next step is to find the functions $`k`$ and $`\mathrm{}`$ (given up to a constant) by solving the system (3.4). Finally, the transformed lattice in the gauge

$$\widehat{𝒙}=\frac{𝒙^{}}{\varphi ^{}},$$
(3.5)
is obtained (up to a constant vector) from the system (3.1). The coefficients of the Laplace equation of the lattice $`\widehat{𝐱}`$ read

$$\widehat{A}=A\frac{k_{(2)}\varphi }{k\varphi _{(2)}},\widehat{B}=B\frac{\mathrm{}_{(1)}\varphi }{\mathrm{}\varphi _{(1)}},\widehat{C}=1\widehat{A}_{(1)}\widehat{B}_{(2)}.$$
(3.6)
###### Remark.

The corresponding tangent lines of $`𝒙`$ and $`𝒙^{}`$ intersect in points of the quadrilateral lattices

$$_1(𝒙)=\mathrm{\Delta }_1\left(\frac{𝒙}{\varphi }\right),_2(𝒙)=\mathrm{\Delta }_2\left(\frac{𝒙}{\varphi }\right),$$
(3.7)
called the Lévy transforms  of $`𝒙`$.

###### Corollary 3.5.

The focal lattices of the congruence of the transformation given by

$$𝒚_1=k\frac{𝒙}{\varphi }\frac{𝒙^{}}{\varphi ^{}},𝒚_2=\mathrm{}\frac{𝒙}{\varphi }\frac{𝒙^{}}{\varphi ^{}},$$
(3.8)
satisfy equations

$`𝒚_1𝒚_2`$ $`=`$ $`\theta 𝒙,`$
$`\mathrm{\Delta }_1𝒚_2`$ $`=`$ $`(𝒙_{(1)}B𝒙)\theta _{(1)},`$ (3.9)
$`\mathrm{\Delta }_2𝒚_1`$ $`=`$ $`(𝒙_{(2)}A𝒙)\theta _{(2)},`$
i.e., they can be found using the solution $`\theta `$ of the adjoint equation (3.3) only.

###### Remark.

Equations (3.9) can be used to find congruences conjugate to the lattice $`𝒙`$. Notice that the role of the new solution $`\varphi `$ of the Laplace equation (2.1) of the lattice $`𝒙`$ in equations (3.4) is taken in (3.9) by $`𝒙`$ itself.

###### Remark.

The lattices $`𝒚_1=_1^{}(𝒙)`$ and $`𝒚_2=_2^{}(𝒙)`$ are also called the adjoint Lévy transforms  of $`𝒙`$.

### 3.2 The algebraic formulation of the discrete Koenigs transformation

###### Proposition 3.6.

Given the Koenigs lattice $`𝐱`$ satisfying equation (2.9) and given a scalar solution $`\theta `$ of its adjoint equation (the Moutard equation)

$$\theta _{(12)}+\theta =F(\theta _{(1)}+\theta _{(2)}),$$
(3.10)
then the solution $`𝐱^{}`$ of the linear system

$`\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{}}{\varphi ^{}}}\right)`$ $`=`$ $`(\theta \theta _{(2)})_{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙}{\varphi }}\right),`$ (3.11)
$`\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{}}{\varphi ^{}}}\right)`$ $`=`$ $`(\theta \theta _{(1)})_{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙}{\varphi }}\right),`$ (3.12)
with

$$\varphi =\theta _{(1)}+\theta _{(2)},\varphi ^{}=\frac{1}{\theta _{(1)}}+\frac{1}{\theta _{(2)}},$$
(3.13)
is a new Koenigs lattice satisfying equation (2.9) with

$$F^{}=F\frac{\theta _{(1)}\theta _{(2)}}{\theta \theta _{(12)}}.$$
(3.14)
###### Proof.

First one should observe  that if $`\theta `$ satisfies the Moutard equation (3.10) then $`\varphi =\theta _{(1)}+\theta _{(2)}`$ is a solution of the Koenigs lattice equation (2.9). Then the corresponding solutions of the system (3.4) are

$$k=\theta _{(2)}\theta ,\mathrm{}=\theta _{(1)}\theta ,$$
(3.15)
and the coefficients of the Laplace equation of the new quadrilateral lattice $`\widehat{𝒙}`$ read

$`\widehat{A}`$ $`=`$ $`F{\displaystyle \frac{\theta _{(1)}+\theta _{(2)}}{\theta \theta _{(2)}}}\left({\displaystyle \frac{\theta \theta _{(2)}}{\theta _{(1)}+\theta _{(2)}}}\right)_{(2)},`$
$`\widehat{B}`$ $`=`$ $`F{\displaystyle \frac{\theta _{(1)}+\theta _{(2)}}{\theta \theta _{(1)}}}\left({\displaystyle \frac{\theta \theta _{(1)}}{\theta _{(1)}+\theta _{(2)}}}\right)_{(1)},`$ (3.16)
$`\widehat{C}`$ $`=`$ $`1\widehat{A}_{(1)}\widehat{B}_{(2)}.`$
The function

$$\rho =\frac{\theta _{(1)}\theta _{(2)}}{\theta _{(1)}+\theta _{(2)}}=\frac{1}{\varphi ^{}},$$
(3.17)
is a solution of the system (2.11)-(2.12). This implies that

$$𝒙^{}=\varphi ^{}\widehat{𝒙},$$
(3.18)
satisfies the Koenigs lattice equation (2.9), and the corresponding potential, according to equation (2.14), agrees with that given by (3.14). ∎

###### Corollary 3.7.

The function $`\varphi ^{}`$ satisfies the Laplace equation of the lattice $`𝐱^{}`$.

###### Remark.

The important observation that the adjoint of the Koenigs lattice equation is the Moutard equation is due to Nieszporski .

## 4 The geometric meaning of the Koenigs transformation

To present the geometric meaning of the discrete Koenigs transformation, introduced in the previous section, we first recall standard results on involutions on a projective line $`L`$ (see ).

###### Theorem 4.1.

If a projective transformation $`h:LL`$ has two distinct fixed points $`𝐩`$ and $`𝐪`$ then $`h`$ is an involution if and only if for any point $`𝐮L`$ its image $`h(𝐮)`$ is the harmonic conjugate of $`𝐮`$ with respect to $`𝐩`$ and $`𝐪`$.

###### Theorem 4.2.

A projective involution is uniquely determined giving two pairs of homologous points.

### 4.1 The discrete Koenigs transformation as geometric reduction of the fundamental transformation

###### Proposition 4.3.

Given Koenigs lattice $`𝐱`$ and its transform $`𝐱^{}`$, denote by $`𝐲_1`$ and $`𝐲_2`$ the focal lattices of the congruence of the transformation. The Koenigs transform $`𝐱^{}`$ is the image of $`𝐱`$ in the unique involution mapping $`𝐲_1`$ into $`𝐲_{1(1)}`$ and $`𝐲_2`$ into $`𝐲_{2(2)}`$.

###### Proof.

In the gauge of Proposition 3.6 and due to Corollary 3.5 we have

$$𝒙=\frac{1}{\theta }\left(𝒚_1𝒚_2\right),𝒙^{}=\frac{1}{\theta _{(1)}\theta _{(2)}}\left(\theta _{(1)}𝒚_1+\theta _{(2)}𝒚_2\right).$$
(4.1)
Equations (3.9) imply that

$`𝒚_{1(1)}`$ $`=`$ $`{\displaystyle \frac{1}{\theta }}\left(F\theta _1𝒚_1(F\theta _1\theta )𝒚_2\right),`$ (4.2)
$`𝒚_{2(2)}`$ $`=`$ $`{\displaystyle \frac{1}{\theta }}\left(F\theta _2𝒚_2(F\theta _2\theta )𝒚_1\right).`$ (4.3)
The unique involution mapping $`𝒚_1`$ into $`𝒚_{1(1)}`$ and $`𝒚_2`$ into $`𝒚_{2(2)}`$ is the projection of the linear map, which is convenient to choose in the form

$`𝒚_1`$ $``$ $`F𝒚_1+\left(F{\displaystyle \frac{\theta }{\theta _1}}\right)𝒚_2,`$ (4.4)
$`𝒚_2`$ $``$ $`F𝒚_2\left(F{\displaystyle \frac{\theta }{\theta _2}}\right)𝒚_1.`$ (4.5)
As one can check directly the image of $`𝒙`$ in this mapping is $`𝒙^{}`$. ∎

###### Corollary 4.4.

In the continuous limit the points of the focal lattices become the double points of the involution. This fact and Theorem 4.1 imply that $`𝐱^{}`$ becomes, in the limit, the harmonic conjugate of $`𝐱`$ with respect to the pair $`𝐲_1`$ and $`𝐲_2`$.

It turns out that the property of the Koenigs transformation described in Proposition 4.3 holds exclusively for the Koenigs lattice and selects it from general quadrilateral lattices.

###### Proposition 4.5.

Given two quadrilateral lattices $`𝐱`$ and $`𝐱^{}`$ related by the fundamental transformation such that the focal lattices $`𝐲_1`$, $`𝐲_2`$ of the congruence of the transformation do not degenerate to a single point. If $`𝐱^{}`$ is the image of $`𝐱`$ in the unique involution mapping $`𝐲_1`$ into $`𝐲_{1(1)}`$ and $`𝐲_2`$ into $`𝐲_{2(2)}`$ then $`𝐱`$ and $`𝐱^{}`$ are Koenigs lattices related by the Koenigs transformation.

###### Proof.

Notice first that the excluded situation of the degenerated focal lattices corresponds to the trivial solution $`\theta =0`$ of the adjoint equation (3.3) of the lattice $`𝒙`$.

Formulas (3.8) and the assumption of the proposition imply the following constraint on the functions $`k`$ and $`\mathrm{}`$

$$k_{(1)}k=\mathrm{}_{(2)}\mathrm{}.$$
(4.6)
This constraint allows to solve the system (3.4)

$$k=\frac{\varphi \theta \theta _{(2)}A}{A\theta _{(2)}+B\theta _{(1)}},\mathrm{}=\frac{\varphi \theta \theta _{(1)}B}{A\theta _{(2)}+B\theta _{(1)}},$$
(4.7)
and gives the following relation between the coefficients $`A`$ and $`B`$ of the Laplace equation (2.1)

$$kB\theta _{(1)}+\mathrm{}A\theta _{(2)}=0.$$
(4.8)
In consequence we have also

$$k_{(1)}=\frac{\varphi \theta _{(1)}\theta _{(12)}BC}{A\theta _{(2)}+B\theta _{(1)}},\mathrm{}_{(2)}=\frac{\varphi \theta _{(2)}\theta _{(12)}AC}{A\theta _{(2)}+B\theta _{(1)}}.$$
(4.9)
The above relations allow to check that the condition (2.10) holds for the lattice $`𝒙`$, which implies that $`𝒙`$ is the Koenigs lattice (notice that due to the symmetry between both lattices in the definition of the fundamental transformation and in the notion of the harmonic conjugate the analogous condition holds for the lattice $`𝒙^{}`$).

Assuming therefore that the function $`𝒙`$ of the first lattice is in the canonical gauge $`A=B=F`$, $`C=1`$, one obtains from equations (4.7)-(4.9) that

$$k=\theta \theta _{(2)}N_2(n_2),\mathrm{}=\theta \theta _{(1)}N_1(n_1),$$
(4.10)
where $`N_i(n_i)`$, $`i=1,2`$, are functions (still to be determined) of single variables. Then the function

$$\varphi =\theta _{(1)}N_1(n_1)\theta _{(2)}N_2(n_2),$$
(4.11)
obtained using (3.4), satisfies equation (2.9) for generic $`F`$ only if $`N_1=N_2=const.`$ Without loss of generality this constant can be put equal to $`1`$. The rest of the proof is the same like the proof of Proposition 3.6. ∎

###### Remark.

The above proposition in the continuous case was found by Koenigs .

###### Remark.

The excluded case $`\theta =0`$ corresponds to the reduction of the fundamental transformation to the radial transformation .

### 4.2 Further geometric properties of the discrete Koenigs transformation

To understand more the relation between the Koenigs lattice, as defined in terms of conics, and the geometric description of the Koenigs transformation in terms of involutions on lines of the congruence, we will need the following result.

###### Theorem 4.6 (Desargues—Sturm).

A pencil of conics of a projective plane determines a projective involution on every line that does not intersect the base of the pencil.

###### Remark.

The results presented in this section are generalization to the discrete level of the results of Tzitzéica  and Eisenhart .

It turns out that the Koenigs transformation defines certain family of quadrics. This family contains the pencils of conics of the both Koenigs lattices $`𝒙`$ and $`𝒙^{}`$.

###### Proposition 4.7.

Given Koenigs lattice $`𝐱`$ and its transform $`𝐱^{}`$ then the pencils of conics of both lattices determine the same involution on the intersection line of the planes of elementary quadrilaterals of $`𝐱`$ and $`𝐱^{}`$.

###### Proof.

In the gauge such that $`𝒙`$ satisfies equation (2.9) the equation of the pencil of conics (2.8) reads

$$y_1^2+(F_{(1)}F1)y_1y_2+(F_{(2)}F1)y_1y_3+\lambda y_2y_3=0.$$
(4.12)
When the parameter $`\lambda `$ equals

$$\lambda _0=\frac{F}{F_{(12)}}+1F_{(1)}FF_{(2)}F,$$
(4.13)
the conic passes through $`𝒙_{1(11)}`$ and $`𝒙_{1(22)}`$.

Instead of the basis $`𝒙`$, $`𝒙_{1(2)}`$ and $`𝒙_{1(1)}`$ of the plane of the elementary quadrilateral of $`𝒙`$ let us choose points $`𝒙`$, $`𝒖_1`$ and $`𝒖_2`$, where

$$𝒖_1=\mathrm{\Delta }_1\left(\frac{𝒙}{\varphi }\right),𝒖_2=\mathrm{\Delta }_2\left(\frac{𝒙}{\varphi }\right),$$
(4.14)
represent points of intersection of the tangent lines of $`𝒙`$ and $`𝒙^{}`$. Moreover the line $`L_{𝒖_1𝒖_2}`$ is the intersection of the planes of elementary quadrilaterals of $`𝒙`$ and $`𝒙^{}`$. The transition formulas read

$`𝒙_{1(2)}`$ $`=`$ $`F_{(1)}\varphi _{(1)}𝒖_1+𝒙\left({\displaystyle \frac{F_{(1)}\varphi _{(1)}}{\varphi }}1\right),`$ (4.15)
$`𝒙_{1(1)}`$ $`=`$ $`F_{(2)}\varphi _{(2)}𝒖_2+𝒙\left({\displaystyle \frac{F_{(2)}\varphi _{(2)}}{\varphi }}1\right).`$ (4.16)
When $`(t_1,t_2,t_3)`$ are coordinates of a point

$$𝒚=t_1𝒙+t_2𝒖_1+t_3𝒖_2,$$
(4.17)
then the equation of the pencil (4.13) is transformed into

$$t_1^2+a_1b_1t_2^2+a_2b_2t_3^2+t_1t_2(a_1+b_1)+t_1t_3(a_2+b_2)+t_2t_3(a_1b_2+a_2b_1+\mu )=0,$$
(4.18)
where

$$a_i=\frac{1}{F_{(i)}\varphi _{(i)}}\frac{1}{\varphi },b_i=\frac{F}{\varphi _{(i)}}\frac{1}{\varphi },i=1,2,$$
(4.19)
and

$$\mu =\frac{\lambda }{F_{(1)}F_{(2)}\varphi _{(1)}\varphi _{(2)}}.$$
(4.20)
The involution on the line $`t_1=0`$ is equivalent to the problem of finding the second root of the quadratic equation

$$a_1b_1t_2^2+a_2b_2t_3^2+t_2t_3(a_1b_2+a_2b_1+\mu )=0,$$
(4.21)
when the first root is given. The double points of the involution correspond to

$$\mu =(a_1b_2+a_2b_1)\pm 2\sqrt{a_1b_1a_2b_2},$$
(4.22)
and their coordinates are solutions of the equation

$$(\sqrt{a_1b_1}t_2\pm \sqrt{a_2b_2}t_3)^2=0.$$
(4.23)
Finally, the double points are given by

$$\sqrt{a_1b_1}𝒖_2\pm \sqrt{a_2b_2}𝒖_1.$$
(4.24)
To find the equation of the second pencil of conics we take the primed version of equation (4.18) with

$`𝒖_1^{}`$ $`=`$ $`\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{}}{\varphi ^{}}}\right)=\theta _{(1)}\theta _{(12)}𝒖_1,`$ (4.25)
$`𝒖_2^{}`$ $`=`$ $`\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{}}{\varphi ^{}}}\right)=\theta _{(2)}\theta _{(12)}𝒖_2,`$ (4.26)
and

$$a_i^{}=\frac{1}{F_{(i)}^{}\varphi _{(i)}^{}}\frac{1}{\varphi ^{}}=\theta _i^2a_i,b_i^{}=\frac{F^{}}{\varphi _{(i)}^{}}\frac{1}{\varphi ^{}}=\frac{\theta _1\theta _2\theta _{12}}{\theta }b_ii=1,2.$$
(4.27)
The double points on the line $`t_1^{}=0`$ of the second involution are given by

$$\sqrt{a_1^{}b_1^{}}𝒖_2^{}\pm \sqrt{a_2^{}b_2^{}}𝒖_1^{}=\frac{(\theta _{(1)}\theta _{(2)}\theta _{(12)})^{3/2}}{(\theta )^{1/2}}(\sqrt{a_1b_1}𝒖_2\pm \sqrt{a_2b_2}𝒖_1),$$
(4.28)
and due to Theorem 4.2, both evolutions are the same. ∎

###### Proposition 4.8.

Given Koenigs lattice $`𝐱`$ and its transform $`𝐱^{}`$ then any pair of intersecting conics of two pencils determines a pencil of quadrics. Such a pencil defines on the line $`L_{𝐱𝐱^{}}`$ of the congruence the involution described in Proposition 4.3.

###### Proof.

Let us choose points $`𝒙`$, $`𝒖_1`$, $`𝒖_2`$ and $`𝒙^{}`$ as the vertices of the reference frame, then $`(t_1,t_2,t_3,t_4)`$ are coordinates of a point

$$𝒚=t_1𝒙+t_2𝒖_1+t_3𝒖_2+t_4𝒙^{}.$$
(4.29)
Notice the following relation between these coordinates and the coordinates $`t_i^{}`$ used in the last part of the proof above

$$t_1^{}=t_4,t_2^{}=\frac{t_2}{\theta _{(1)}\theta _{(12)}},t_3^{}=\frac{t_3}{\theta _{(2)}\theta _{(12)}}.$$
(4.30)
The transformation formulas (4.30) imply that the equation of the second pencil reads

$`{\displaystyle \frac{\theta _{(1)}\theta _{(2)}}{\theta \theta _{(12)}}}\left[a_1b_1t_2^2+a_2b_2t_3^2t_2t_3\left({\displaystyle \frac{\theta _{(1)}}{\theta _{(2)}}}a_1b_2+{\displaystyle \frac{\theta _{(2)}}{\theta _{(1)}}}a_2b_1+{\displaystyle \frac{\mu ^{}\theta }{\theta _{(1)}^2\theta _{(2)}^2\theta _{(12)}}}\right)\right]+`$
$`t_2t_4\left({\displaystyle \frac{\theta _{(1)}}{\theta _{(12)}}}a_1+{\displaystyle \frac{\theta _{(2)}}{\theta }}b_1\right)+t_3t_4\left({\displaystyle \frac{\theta _{(2)}}{\theta _{(12)}}}a_2+{\displaystyle \frac{\theta _{(1)}}{\theta }}b_2\right)+t_4^2=0,`$ (4.31)
and, therefore, the relation between parameters of the corresponding conics in the pencils reads

$$\frac{\varphi }{\theta _{(2)}}a_1b_2+\frac{\varphi }{\theta _{(1)}}a_2b_1+\frac{\mu ^{}\theta }{\theta _{(1)}^2\theta _{(2)}^2\theta _{(12)}}+\mu =0.$$
(4.32)
Any two corresponding conics of the pencils (4.18) and (4.2) define a pencil of quadrics and, finally, we obtain the following two-parameter linear system of quadrics

$`t_1^2+a_1b_1t_2^2+a_2b_2t_3^2+t_1t_2(a_1+b_1)+t_1t_3(a_2+b_2)+t_2t_3(a_1b_2+a_2b_1+\mu )+`$
$`+{\displaystyle \frac{\theta \theta _{(12)}}{\theta _{(1)}\theta _{(2)}}}t_4^2+\nu t_1t_4t_2t_4\left({\displaystyle \frac{\theta }{\theta _{(2)}}}a_1+{\displaystyle \frac{\theta _{(12)}}{\theta _{(1)}}}b_1\right)+t_3t_4\left({\displaystyle \frac{\theta }{\theta _{(1)}}}a_2+{\displaystyle \frac{\theta _{(12)}}{\theta _{(2)}}}b_2\right)=0.`$ (4.33)
Notice that any pair of two conics of the pencils (i.e., an arbitrary fixed $`\mu `$ in equation (4.2)) determines the same involution on the line $`t_2=t_3=0`$ (the line of the congruence)

$$t_1^2+\nu t_1t_4+\frac{\theta \theta _{(12)}}{\theta _{(1)}\theta _{(2)}}t_4^2=0.$$
(4.34)
The fixed points of the involution correspond to

$$\nu =\pm \sqrt{\frac{\theta \theta _{(12)}}{\theta _{(1)}\theta _{(2)}}},$$
(4.35)
and read

$$\pm \sqrt{\theta \theta _{(12)}}𝒙+\sqrt{\theta _{(1)}\theta _{(2)}}𝒙^{}.$$
(4.36)
One can check using equations (4.36) and (4.1) that the pairs $`𝒙`$ and $`𝒙^{}`$, $`𝒚_1`$ and $`𝒚_{1(1)}`$, and $`𝒚_2`$ and $`𝒚_{2(2)}`$ are harmonically conjugate with respect to the fixed points. ∎

###### Corollary 4.9.

Equations (4.13), (4.20), their primed versions and equation (4.32) imply that the distinguished six-point conics of two pencils intersect.

## 5 The permutability of superpositions of the discrete Koenigs transformations

We show in this section that superpositions of the discrete Koenigs transformations satisfy the permutability property. We start with the relevant properties of the Moutard equation and then we present the permutability theorem for the discrete Koenigs transformation proving this way the integrability of the Koenigs lattice.

### 5.1 The discrete Moutard transformation and its permutability property

We recall the known material on the Darboux type transformation for the Moutard equation  and the permutability theorem for this transformation . The novelty here is the presentation of the Moutard transformation within the general setting of the fundamental transformation of quadrilateral lattices.

Consider the Moutard lattice, i.e., the quadrilateral lattice whose homogeneous coordinates $`𝒚:^2_{}^{N+1}`$ satisfy (up to a gauge) the discrete Moutard equation (3.10)

$$𝒚_{(12)}+𝒚=F(𝒚_{(1)}+𝒚_{(2)}).$$
(5.1)
Let $`\theta `$ be a scalar solution of this equation, linearly independent of the components of $`𝒚`$. One can check that the function $`\psi =\theta _{(1)}+\theta _{(2)}`$ satisfies the equation

$$\psi _{(12)}+\psi =F_{(2)}\psi _{(1)}+F_{(1)}\psi _{(2)},$$
(5.2)
adjoint to the Moutard equation. Notice that, like in the Koenigs lattice case, to construct the fundamental transformation of the Moutard lattice we need only half of the data, but this time the solution of the Moutard equation gives a solution of its adjoint. The solution of the system (3.4) (with the change of notation $`\varphi \theta `$ and $`\theta \psi `$) reads then

$$k=\theta \theta _{(1)},\mathrm{}=\theta \theta _{(2)},$$
(5.3)
and the lattice $`\widehat{𝒚}`$, the solution of the linear system

$`\mathrm{\Delta }_1(\widehat{𝒚})`$ $`=`$ $`\theta \theta _{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{𝒚}{\theta }}\right),`$ (5.4)
$`\mathrm{\Delta }_2(\widehat{𝒚})`$ $`=`$ $`\theta \theta _{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{𝒚}{\theta }}\right),`$ (5.5)
satisfies the Laplace equation

$$\widehat{𝒚}_{(12)}=F\frac{\theta _{(2)}}{\theta }\widehat{𝒚}_{(1)}+F\frac{\theta _{(1)}}{\theta }\widehat{𝒚}_{(2)}+\left(1F\frac{\theta _{(2)}}{\theta }F\frac{\theta _{(1)}}{\theta }\right)\widehat{𝒚}.$$
(5.6)
Its gauge transform $`𝒚^{}`$ defined by

$$\widehat{𝒚}=𝒚^{}\theta $$
(5.7)
satisfies the Moutard equation with the potential $`F^{}`$ given by equation (3.14).

Finally, we obtain the known  formulas

$`\mathrm{\Delta }_1(\theta 𝒚^{})`$ $`=`$ $`\theta \theta _{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{𝒚}{\theta }}\right),`$ (5.8)
$`\mathrm{\Delta }_2(\theta 𝒚^{})`$ $`=`$ $`\theta \theta _{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{𝒚}{\theta }}\right),`$ (5.9)
which allow to find the new Moutard lattice $`𝒚^{}`$ given the old Moutard lattice $`𝒚`$ and the scalar solution $`\theta `$ of the Moutard equation of $`𝒚`$. Notice that $`\theta ^{}=1/\theta `$ satisfies the Moutard equation of $`𝒚^{}`$.

Let $`\theta ^1`$ and $`\theta ^2`$ be two solutions of the Moutard equation (3.10). Denote by $`𝒚^{(1)}`$ and $`\theta ^{2(1)}`$ the transforms of $`𝒚`$ and $`\theta ^2`$ via $`\theta ^1`$ and denote by $`𝒚^{(2)}`$ and $`\theta ^{1(2)}`$ the transforms of $`𝒚`$ and $`\theta ^1`$ via $`\theta ^2`$. Then $`𝒚^{(1)}`$, $`\theta ^{2(1)}`$ and $`\theta ^{1(1)}=1/\theta ^1`$ satisfy the Moutard equation with the potential

$$F^{(1)}=F\frac{\theta _{(1)}^1\theta _{(2)}^1}{\theta ^1\theta _{(12)}^1},$$
(5.10)
and $`𝒚^{(2)}`$, $`\theta ^{1(2)}`$ and $`\theta ^{2(2)}=1/\theta ^2`$ satisfy the Moutard equation with the potential

$$F^{(2)}=F\frac{\theta _{(1)}^2\theta _{(2)}^2}{\theta ^2\theta _{(12)}^2}.$$
(5.11)
Notice  that the transformation formulas (5.8) give

$`\mathrm{\Delta }_1(\theta ^1\theta ^{2(1)})`$ $`=`$ $`\mathrm{\Delta }_1(\theta ^2\theta ^{1(2)}),`$ (5.12)
$`\mathrm{\Delta }_2(\theta ^1\theta ^{2(1)})`$ $`=`$ $`\mathrm{\Delta }_2(\theta ^2\theta ^{1(2)}),`$ (5.13)
which implies that fixing one of the two integration constants we have

$$\theta ^1\theta ^{2(1)}=\theta ^2\theta ^{1(2)}=\mathrm{\Xi }.$$
(5.14)
Then the lattices $`𝒚^{(12)}`$ of the one parameter family (due to the an additive constant in $`\mathrm{\Xi }`$) given by

$$𝒚^{(12)}=𝒚+\frac{\theta ^1\theta ^2}{\mathrm{\Xi }}(𝒚^{(1)}𝒚^{(2)}),$$
(5.15)
are simultaneously transforms of $`𝒚^{(1)}`$ via $`\theta ^{2(1)}`$ and transforms of $`𝒚^{(2)}`$ via $`\theta ^{1(2)}`$.

###### Remark.

To obtain symmetric more form of the superposition formula (5.15) one can use the allowed gauge freedom in the transformation formulas .

### 5.2 Superposition of the discrete Koenigs transformations

Let us use $`\theta ^1`$ and $`\theta ^2`$ to find two transforms of the Koenigs lattice $`𝒙`$ satisfying equation (2.9). According to notation of Proposition 3.6 denote by $`\varphi ^1=\theta _{(1)}^1+\theta _{(2)}^1`$ and $`\varphi ^2=\theta _{(1)}^2+\theta _{(2)}^2`$ the corresponding solutions of the Koenigs lattice equation. Denote by $`𝒙^{(1)}`$ and $`\varphi ^{2(1)}`$ the transforms of $`𝒙`$ and $`\varphi ^2`$ with respect to $`\theta ^1`$, i.e.,

$`\mathrm{\Delta }_1\left({\displaystyle \frac{1}{\varphi ^{1(1)}}}\left(\begin{array}{c}𝒙^{(1)}\\ \varphi ^{2(1)}\end{array}\right)\right)`$ $`=`$ $`(\theta ^1\theta _{(2)}^1)_{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{1}{\varphi ^1}}\left(\begin{array}{c}𝒙\\ \varphi ^2\end{array}\right)\right),`$ (5.20)
$`\mathrm{\Delta }_2\left({\displaystyle \frac{1}{\varphi ^{1(1)}}}\left(\begin{array}{c}𝒙^{(1)}\\ \varphi ^{2(1)}\end{array}\right)\right)`$ $`=`$ $`(\theta ^1\theta _{(1)}^1)_{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{1}{\varphi ^1}}\left(\begin{array}{c}𝒙\\ \varphi ^2\end{array}\right)\right),`$ (5.25)
where

$$\varphi ^{1(1)}=\frac{1}{\theta _{(1)}^1}+\frac{1}{\theta _{(2)}^1}.$$
(5.26)
According to Proposition 3.6 the functions $`𝒙^{(1)}`$, $`\varphi ^{2(1)}`$ and $`\varphi ^{1(1)}`$ satisfy the Koenigs lattice equation with the transformed potential $`F^{(1)}`$ given by (5.10). Similarly, by $`𝒙^{(2)}`$ and $`\varphi ^{1(2)}`$ denote the transforms of $`𝒙`$ and $`\varphi ^1`$ with respect to $`\theta ^2`$, i.e.,

$`\mathrm{\Delta }_1\left({\displaystyle \frac{1}{\varphi ^{2(2)}}}\left(\begin{array}{c}𝒙^{(2)}\\ \varphi ^{1(2)}\end{array}\right)\right)`$ $`=`$ $`(\theta ^2\theta _{(2)}^2)_{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{1}{\varphi ^2}}\left(\begin{array}{c}𝒙\\ \varphi ^1\end{array}\right)\right),`$ (5.31)
$`\mathrm{\Delta }_2\left({\displaystyle \frac{1}{\varphi ^{2(2)}}}\left(\begin{array}{c}𝒙^{(2)}\\ \varphi ^{1(2)}\end{array}\right)\right)`$ $`=`$ $`(\theta ^2\theta _{(1)}^2)_{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{1}{\varphi ^2}}\left(\begin{array}{c}𝒙\\ \varphi ^1\end{array}\right)\right),`$ (5.36)
where

$$\varphi ^{2(2)}=\frac{1}{\theta _{(1)}^2}+\frac{1}{\theta _{(2)}^2},$$
(5.37)
and $`𝒙^{(2)}`$, $`\varphi ^{1(2)}`$ and $`\varphi ^{2(2)}`$ satisfy the Koenigs lattice equation with the transformed potential given by (5.11).

###### Proposition 5.1.

The lattices $`𝐱^{(12)}`$ of the one parameter family (because of the free parameter in the definition of $`\mathrm{\Xi }`$) given by

$$𝒙^{(12)}=\frac{\mathrm{\Xi }_{(1)}\mathrm{\Xi }_{(2)}\varphi ^{1(21)}\varphi ^{2(12)}}{\varphi ^1\varphi ^2}𝒙+\frac{\varphi ^{1(21)}}{\varphi ^{1(1)}}𝒙^{(1)}+\frac{\varphi ^{2(12)}}{\varphi ^{2(2)}}𝒙^{(2)},$$
(5.38)
where

$$\varphi ^{1(21)}=\frac{1}{\theta _{(1)}^{1(2)}}+\frac{1}{\theta _{(2)}^{1(2)}},\varphi ^{2(12)}=\frac{1}{\theta _{(1)}^{2(1)}}+\frac{1}{\theta _{(2)}^{2(1)}},$$
(5.39)
are simultaneously the Koenigs transforms of $`𝐱^{(1)}`$ via $`\theta ^{2(1)}`$ and the Koenigs transforms of $`𝐱^{(2)}`$ via $`\theta ^{1(2)}`$.

###### Proof.

We have to check that $`𝒙^{(12)}=𝒙^{(21)}`$ defined in (5.38) satisfies equations

$`\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{(12)}}{\varphi ^{2(12)}}}\right)`$ $`=`$ $`(\theta ^{2(1)}\theta _{(2)}^{2(1)})_{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{(1)}}{\varphi ^{2(1)}}}\right),`$ (5.40)
$`\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{(12)}}{\varphi ^{2(12)}}}\right)`$ $`=`$ $`(\theta ^{2(1)}\theta _{(1)}^{2(1)})_{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{(1)}}{\varphi ^{2(1)}}}\right),`$ (5.41)
which define the transform $`𝒙^{(12)}=(𝒙^{(1)})^{(2)}`$ of $`𝒙^{(1)}`$ via $`\theta ^{2(1)}`$, and satisfies equations

$`\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{(21)}}{\varphi ^{1(21)}}}\right)`$ $`=`$ $`(\theta ^{1(2)}\theta _{(2)}^{1(2)})_{(1)}\mathrm{\Delta }_1\left({\displaystyle \frac{𝒙^{(2)}}{\varphi ^{1(2)}}}\right),`$ (5.42)
$`\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{(21)}}{\varphi ^{1(21)}}}\right)`$ $`=`$ $`(\theta ^{1(2)}\theta _{(1)}^{2(2)})_{(2)}\mathrm{\Delta }_2\left({\displaystyle \frac{𝒙^{(2)}}{\varphi ^{1(2)}}}\right),`$ (5.43)
which define the transform $`𝒙^{(21)}=(𝒙^{(2)})^{(1)}`$ of $`𝒙^{(2)}`$ via $`\theta ^{1(2)}`$. This can be done by direct verification using equations (5.12)–(5.14) and (5.20)–(5.37). ∎

###### Remark.

To obtain the superposition formula (5.38) we assume that $`𝒙^{(21)}=𝒙^{(12)}`$ and formulas (5.40) – (5.43) hold.


text:
# Early-type variables in the Magellanic Clouds

## 1 Introduction

Since the early 90-ties it is known that pulsations in $`\beta `$ Cephei stars are driven by $`\kappa `$ mechanism operating at a temperature around 2$`\times `$105 K where the opacity bump occurs (Cox et al. cox92 (1992); Moskalik & Dziembowski modz92 (1992); Kiriakidis et al. kiri92 (1992); Dziembowski & Pamyatnykh dzpa93 (1993); Gautschy & Saio gasa93 (1993)). The bump is caused by a large number of bound-bound transitions in the iron-group ions. As a consequence, the area of the instability strip in the Hertzsprung-Russell (H-R) diagram should strongly depend on metallicity (Moskalik & Dziembowski modz92 (1992); Pamyatnykh pamy99 (1999)). The instability in models of $`\beta `$ Cephei stars results from a small domination of driving over damping (see, e.g., Moskalik & Dziembowski modz92 (1992)), thus the subtle differences in both the input physics and the modeling may lead to considerable differences in the predicted position of the instability strip. For instance, for solar metallicity, Pamyatnykh (pamy99 (1999)) finds that the $`\beta `$ Cephei instability strip (hereafter BCIS) has no upper edge for the most massive stars and extends beyond the core-hydrogen burning phase of evolution. Moreover, for the heavy elements abundance parameter $`Z`$ = 0.01, his BCIS shrinks down to a small region at high luminosities, where $`\beta `$ Cephei stars have not been found. On the other hand, for solar abundance, Deng & Xiong (dexi01 (2001)) predict the much narrower BCIS with an upper boundary for $`M`$ 20 $`M_{}`$. In their calculations the BCIS disappears at $`Z`$ as low as 0.005.

In this context, the observational study of $`\beta `$ Cephei star pulsations in objects of different metallicity is of great importance. It was already pointed out by Sterken & Jerzykiewicz (stje88 (1988)) that with their lower than Galactic metallicities and relatively small interstellar absorption, the Large and Small Magellanic Clouds (LMC and SMC) are among the best objects for such a study. Although typical photometric amplitudes of $`\beta `$ Cephei stars are of the order of 0.01 mag and these stars should not be brighter than $``$14 mag in the LMC and even fainter in the SMC, with the modern techniques allowing the CCD photometry in crowded fields, the detection of these stars is certainly within reach.

Searches for $`\beta `$ Cephei stars in the Magellanic Clouds had already been undertaken. The first was carried out by Sterken & Jerzykiewicz (stje88 (1988)). By means of the photoelectric photometry these authors studied six late O/early B-type stars. For the same purpose, Kubiak (kubi90 (1990)) searched the young LMC cluster NGC 1712. These searches resulted in the discovery of some variables, but none of a convincing $`\beta `$ Cephei-type pulsation mainly because of the small statistical sample observed. Another search for $`\beta `$ Cephei stars was performed by Balona (balo92 (1992); balo93 (1993)) and Balona & Jerzykiewicz (baje93 (1993)) in NGC 2004 and 2100 in the LMC and in NGC 330 in the SMC. A similar CCD search was also carried out by Kjeldsen & Baade (kjba94 (1994)) in NGC 2122 in the LMC and NGC 371 in the SMC. No variable of $`\beta `$ Cephei-type was found by these authors.

The reduction of the OGLE-II data (Udalski et al. udal97 (1997)) for the Magellanic Clouds by means of the Difference Image Analysis (hereafter DIA, Woźniak wozn00 (2000); Żebruń et al. 2001a ) yielded the photometry for over 53,000 candidate variables in the LMC and 15,000 in the SMC. A catalog including these stars was recently made available to the astronomical community (Żebruń et al. 2001b ). Earlier, the OGLE $`BVI_\mathrm{C}`$ photometry of about 6.7 $`\times `$ 106 stars in the LMC (Udalski et al. udal00 (2000)) and 2.2 $`\times `$ 106 stars in the SMC (Udalski et al. udal98 (1998)) was published. At the same time, the even larger database of the MACHO observations of 7.3 $`\times `$ 107 stars in both Clouds and in two filters ($`V`$, $`R`$) has become available (Allsman & Axelrod alax01 (2001)).

These databases offer an unprecedented opportunity to search for the presence of $`\beta `$ Cephei-type stars in the LMC and SMC. Combined with the detailed metallicity determinations, this result will put strong constraints on the theoretical stability predictions. As we shall show later, the accuracy of the photometry is good enough to detect all $`\beta `$ Cephei-type pulsations in the LMC stars with semi-amplitudes exceeding 3 to 5 mmag, depending on the star brightness.

In this paper, intended to be the first of a series, we present the results of the search for $`\beta `$ Cephei stars among the LMC bar stars using the OGLE-II DIA photometry. A similar analysis for the SMC stars will be published separately. The details of the analysis and the selection of stars is described in Sect. 2. Section 3 presents the main results of the search. The possible connection of the variables we found with the LMC clusters and associations is verified in Sect. 4. We also briefly discuss the variables detected during previous attempts to find $`\beta `$ Cephei stars in the LMC (Sect. 5). The consequences of our finding are discussed in detail in Sect. 6, while a short summary and our plans concerning the next papers of the series are given in the last section.

## 2 Data selection and analysis

The output of the DIA is the photometry of the variable stars only (strictly speaking the candidates for variable stars, as the DIA produces also artifacts), therefore it was an obvious choice to take the OGLE-II catalog of about 53,400 candidate variables in the LMC (Żebruń et al. 2001b ) as the main source of the time-series photometric data. For the details of the OGLE-II observations and the DIA reductions we direct the reader to the paper of Żebruń et al. (2001a ). We only mention that the OGLE-II observations of the LMC cover twenty-one 14$`\stackrel{}{.}`$2 $`\times `$ 56$`\stackrel{}{.}`$9 fields in the bar of this galaxy. For a single star, about 30, 40, and 400 observations are typically available in the $`B`$, $`V`$ and $`I_\mathrm{C}`$ bands, respectively. The OGLE-II observations span at most 3.5 yr, from the beginning of 1997 to mid-2000.

The MACHO data archive (Allsman & Axelrod alax01 (2001)) served as the second source for the time-series data. The data span about 8 years between mid-1992 and the beginning of 2000, and are available in two passbands: blue (440–590 nm) and red (590–780 nm). Henceforth we shall refer to these passbands as $`V_\mathrm{M}`$ and $`R_\mathrm{M}`$, respectively. The MACHO observations cover a much larger area around the LMC than the OGLE-II ones do. However, the database is at present accessible in an unsuitable way for our search. We therefore use here the MACHO archive only for stars we found particularly interesting from the analysis of the OGLE-II data and for variables detected in previous searches (see Sect.5). A thorough search for $`\beta `$ Cephei stars in the MACHO archive will be done as soon as enhanced search capabilities become available.

Prior to the analysis, the observations with larger photometric errors have been rejected from the MACHO data. In addition, some outliers were removed. Finally, the heliocentric corrections were applied to the MACHO epochs. Since the published epochs correspond to the beginning of an exposure (Cook cook02 (2002)), 150 seconds correction (half the exposure time) was added to them. The OGLE-II epochs have been corrected for the ’drift-scan effect’ according to the equation given by Żebruń et al. (2001b ).

The coldest and faintest Galactic $`\beta `$ Cephei stars have MK type of about B2.5 V, corresponding to $`M_\mathrm{V}`$ $``$ $``$2. Taking into account the LMC distance modulus of 18.5 mag, we get $`V`$ = 16.5 mag. The average $`E(BV)`$ colour excess for the LMC is about 0.13 mag (Massey et al. mass95 (1995)), yielding $`A_\mathrm{V}`$ 0.4 mag. However, the visual extinction is sometimes much larger, especially for hot stars (Zaritsky zari99 (1999)). This is obvious, because there is usually a large amount of interstellar matter around young hot objects. In order to take that into account, we decided to add an 1 mag margin to the limiting magnitude of our search. Considering also the effect of reddening on the photometric indices, we have finally chosen stars with $`V<`$ 18 mag and $`(VI_\mathrm{C})<`$ 0.5 mag (see Fig. 1) to search for the presence of $`\beta `$ Cephei-type variability. A total of 5204 stars in the LMC were extracted from the catalogue of Żebruń et al. (2001b ).

For all these stars we performed frequency analysis by means of the AoV periodogram of Schwarzenberg-Czerny (schw96 (1996)) in the range between 0 and 20 d-1. The frequencies of the highest peaks in all periodograms were then sorted and the photometry of stars with the highest frequencies was examined visually.

In the classical approach, $`\beta `$ Cephei stars are recognized as early B-type stars with periods shorter than 0.3 d (Sterken & Jerzykiewicz stje93 (1993)). Since it seems that $`\beta `$ Cephei stars with periods slightly longer than 0.3 d exist (Krzesiński & Pigulski krpi97 (1997)), we decided to consider all stars showing periods shorter than 0.35 d as potential variables of this type.

As a result of our periodogram analysis, we found three stars which we regard to be the LMC $`\beta `$ Cephei stars. Two other short-period objects were found among early-type variables. They could also be $`\beta `$ Cephei stars, but because another interpretation of their variability is more likely, we describe them only briefly in Sect. 3.4.

For the sake of simplicity we designate the $`\beta `$ Cephei stars as V1 to V3 and list them in Table 1. The cross-identifications with the OGLE-II and MACHO designations are also given. The finding charts shown in Fig. 2 were taken from the OGLE-II database.

## 3 $`\beta `$ Cephei stars

### 3.1 V1 = OGLE 053446.82$``$694209.8 = MACHO 81.8881.161

The star is located in the field SC1 and 81 of the OGLE-II and MACHO, respectively. Fourier analysis of the OGLE-II $`I_\mathrm{C}`$ observations of this star (Fig. 3) revealed a single frequency $`f`$ = 4.05160 d-1. No other periodicity above the noise level ($``$5 mmag) has been found. Practically the same result, that is, a monoperiodic signal, has been detected in the MACHO data except that after prewhitening with $`f`$, a small peak appeared at frequency of 1 (sidereal day)-1. It is presumably of instrumental origin. The star has virtually the same amplitudes in the $`V_\mathrm{M}`$ and $`R_\mathrm{M}`$ bands (see Table 2). Since the MACHO data span a wider time interval than the OGLE-II ones do, the refined frequency, $`f`$ = 4.051593 d-1, has been obtained by means of a non-linear least squares fitting of the MACHO data. The semi-amplitudes and phases of both datasets are given in Table 2.

### 3.2 V2 = OGLE 052809.21$``$694432.1 = MACHO 77.7792.493

The second $`\beta `$ Cephei-type variable has been found in the OGLE-II field SC3 and in the MACHO field 77. It has almost the same colour and magnitude as V1 (see Fig. 1 and Table 1). The Fourier periodogram of the OGLE-II $`I_\mathrm{C}`$-filter data (Fig. 4a) shows the strongest signal at frequency $`f_1`$ = 3.49767 d-1. After removing this signal the highest peak appears at a frequency $`f_{\mathrm{sd}}`$ = 1.00333 d-1, which is close to 1 (sidereal day)-1. Usually, such a signal appears in the periodogram when long-term irregular changes are superimposed. Since it appears for V2 in all three datasets, it can be caused by a low-frequency intrinsic variation. In fact, changes in the mean magnitude of this star are well seen in the MACHO data: during the first three years of observations the mean brightness of V2 faded by about 0.02 mag. After removing $`f_1`$ and the low-frequency signals, a second periodicity, $`f_2`$ = 3.68377 d-1, with a very small amplitude appears slightly above the noise level (Fig. 4a). In order to make sure this is a real frequency, we calculated similar periodograms for the MACHO data (Fig. 4b). Although barely visible in the $`V_\mathrm{M}`$ observations, $`f_2`$ appears clearly in the $`R_\mathrm{M}`$ data. We conclude that the frequency is real, and thus V2 is a biperiodic variable. However, because of the low amplitude of this periodic signal, a few close peaks of similar height occur around $`f_2`$. The highest peak does not have the same frequency in all periodograms; it is equal to 3.6838, 3.6853, and 3.6847 d-1 for the OGLE-II $`I_\mathrm{C}`$, MACHO $`V_\mathrm{M}`$ and MACHO $`R_\mathrm{M}`$ data, respectively. In the final fit we used the frequency corresponding to the highest detected peak among the different periodograms (see Table 2), but we cannot be certain that our choice is correct.

### 3.3 V3 = OGLE 051841.98$``$691051.9

The third star found to be an LMC $`\beta `$ Cephei star is about 2 mag brighter than V1 and V2 (Fig. 1) and shows a very complicated frequency pattern. As many as five frequencies with signal-to-noise (S/N) ratio larger than 4 have been detected (see Sect. 3.5 for the definition of S/N). Figure 5 shows consecutive steps of prewhitening for the OGLE-II $`I_\mathrm{C}`$ data. One can see that all terms have very low amplitudes (Table 2). The last detected frequency is rather doubtful. Moreover, the frequency 2.0055 d-1 is very close to 2 (sidereal days)-1 which often appears in periodograms of bright stars. It is thus probably an artifact. However, the other low-frequency term, with $`P`$ 0.5938 d, can be real. According to the recent calculations of Pamyatnykh (pamy99 (1999)), massive stars in this region of the H-R diagram have unstable modes of such long periods, thus the low-frequency variation may also represent pulsation.

Unfortunately, the star was not observed by the MACHO and we cannot verify the reality of the modes independently, as we did for V1 and V2. Also, there are not enough datapoints in the OGLE-II $`B`$ and $`V`$ band observations to detect reliably a similar variation.

### 3.4 Other short-period variables

As mentioned in Sect. 2, two other short-period variables may also be $`\beta `$ Cephei-type stars. The first one, V4 = OGLE 051652.03$``$691405.2 = MACHO 79.5863.500 is located in the OGLE-II SC8 and MACHO 79 field. Its light curve is almost strictly sinusoidal in shape, has a period $`P`$ = 0.260083 d, and the semi-amplitude of about 0.10 mag in all three OGLE-II filters. There are two characteristics which are difficult to explain if we assume the star to be a $`\beta `$ Cephei variable. First, with $`V`$ = 17.683, $`BV`$ = +0.066, and $`VI_\mathrm{C}`$ = $``$0.008, the star falls in the colour-magnitude diagram about 1 mag below V1 and V2 (Fig. 1). Provided that V4 is not $``$20 kpc behind the LMC—which is rather unlikely—this position corresponds to a mid-B-type star (Fig. 1), too cool to have low-degree $`p`$ modes excited. Second, for such a large amplitude, we would expect to see non-sinusoidal variations. For the two $`\beta `$ Cephei stars with the largest amplitudes known, BW Vul and $`\sigma `$ Sco, the light-curve shows the so-called ’stillstand’, a bump on the rising branch of the light curve (Sterken et al. ster86 (1986); Jerzykiewicz & Sterken jest84 (1984)). Since this is not observed, classifying V4 as a $`\beta `$ Cephei variable is open to doubt.

There is, however, an alternative explanation for the variability of this star. It could be a very rare contact or nearly contact binary consisting of two similar mid-B-type stars and seen at low inclination. Simple calculations indicate that with 2$`P`$ $``$ 0.52 d we can have a contact binary containing two main-sequence stars with masses of 5–6 $`M_{}`$. Such an object would have the position of V4 in Fig. 1.

The next star we suspected to be a $`\beta `$ Cephei variable, V5 = OGLE 053811.81$``$704245.7 = MACHO 11.9350.116, is very peculiar. It is found in the OGLE-II SC17 and MACHO 11 field. The star is fainter than V1 and V2 ($`V`$ = 17.509), and has much redder colours ($`BV`$ = +0.232, $`VI_\mathrm{C}`$ = +0.351). However, it is located very close to the LMC nebula and cluster NGC 2075 = N 213 and in addition the SC17 field has a large reddening spread (see the colour-magnitude diagram presented by Udalski et al. udal00 (2000)). Consequently, its colours could be accounted for by the reddening effect which will move the star, along the reddening line, close to V1 and V2.

If the star were a $`\beta `$ Cephei variable, it would be indeed an unusual object. While the two detected frequencies ($`f_1`$ = 3.780 d-1, $`f_2`$ = 3.777 d-1) are typical for a $`\beta `$ Cephei star, the amplitudes are enormous. The amplitude of the $`f_1`$ term in $`B`$ reaches 0.43 mag, exceeding about twice the amplitude in BW Vul. There is also a strong dependence of the amplitude on wavelength: in the $`I_\mathrm{C}`$ the amplitude is about half that in $`B`$. The second mode has smaller amplitudes, but still rather large for a $`\beta `$ Cephei star, 0.24 mag in $`B`$ and 0.10 mag in $`I_\mathrm{C}`$. The two frequencies are very close to each other and the beating with a period longer than 300 days is clearly seen in the data (Fig. 6). We also found that both periods increase. The rate of change of $`P_2`$ = $`f_2^1`$ amounts to about 1.7 $`\times `$ 10-8 and is seven times larger than that of $`P_1`$. As a result of the changes of the periods, the beat period shortened from 380 d in 1993 to about 317 d in 2000.

Recalling the arguments given above for V4, we see that almost sinusoidal variations observed in V5 with even larger amplitudes than in V4 are difficult to reconcile with $`\beta `$ Cephei-type variability. There is, however, another possibility. The star can be an RR Lyrae variable of Bailey type c. The colours, periods, amplitudes and the shape of the light curve agree well with this type of variability. Moreover, RRc stars with very close periods have been recently found (Olech et al. 1999a , 1999b ; Moskalik mosk00 (2000)). In the new classification scheme of Alcock et al. (alco00 (2000)), the star would be of RR1-$`v`$1 type. However, V5 would then be too bright to be an LMC star. In accordance with its $`V`$ magnitude, the star would be a foreground object located approximately half way to the LMC. There is another, indirect argument in favour of this explanation: RR Lyraes, especially of the RRc type, are known to exhibit large erratic period changes (see, e.g., Jurcsik et al. jurc01 (2001), Kopacki kopa01 (2001)) which are rather not observed in the $`\beta `$ Cephei stars (Jerzykiewicz jerz99 (1999)). In any case, the star is very unusual and deserves further attention.

As far as V5 is concerned, the low-resolution spectroscopy would be sufficient to distinguish between the two possibilities. Even accurate Johnson $`U`$ photometry, which is probably soon going to become available (Zaritsky et al. zari97 (1997)) would be conclusive in this case. For V4 we need radial velocities to decide on the final classification.

### 3.5 Detection threshold

In view of the results presented here and the discussion that follows in Sect. 6, it is useful to estimate the detection threshold of the search. We therefore analyzed the light curves of 36 variables randomly selected from the catalogue of Żebruń et al. (2001b ) with 14.5 $`<V<`$ 19.1 mag. First, all periodic signals were removed from the data. Next, Fourier periodograms of the residuals were calculated giving mean semi-amplitudes between 0 and 10 d-1. We define this value as the noise (N). It is easy to find that if we define signal (S) as the height of the maximum peak in the Fourier periodogram, the signal-to-noise ratio (S/N) for a pure Gaussian noise would be (S/N)noise $``$ 3.0. Therefore, we have arbitrarily set our detection threshold to $`D_{\mathrm{th}}`$ = 4N. The thresholds defined in this way are shown in Fig. 7 for the stars mentioned above. It can be seen from the figure that in the range of magnitudes where the LMC $`\beta `$ Cephei stars are expected to occur, we should be able to detect amplitudes as low as 3–5 mmag. This agrees very well with the results given in Sect. 3.1–3.3 and Table 2. Since the OGLE-II DIA photometry practically does not suffer from crowding, the relation shown in Fig. 7 should apply to almost all variables.

However, we have to remember that the analysis was carried out only on those stars, already found as variables by the DIA. In order to check whether the DIA missed some small-amplitude variables which could be detected by periodogram analysis, we calculated S/N for all candidate variables in the SC1 field using their Fourier periodograms in the range between 0 and 10 d-1. Prior to analysis, we additionally filtered the observations using a 4$`\sigma `$ clipping in order to avoid the influence of outliers. The S/N values calculated in this way have a very well defined limit of (S/N) $``$ 3.6, independent of the magnitude. This shows that the DIA did not miss low-amplitude variables and its detection threshold is practically the same as that shown in Fig. 7.

It is also interesting to compare the accuracy of the OGLE-II and MACHO data. As can be seen from the comparison of the RSD values in Table 2, the accuracy of a single observation is slightly better in the OGLE-II data. However, because there are usually more observations for a given star in the MACHO database, the noise levels in the periodograms are similar for both data sets.

## 4 Relation with clusters and associations

The $`\beta `$ Cephei-type variability is confined to stars in the core-hydrogen burning phase of evolution or shortly beyond this phase having masses larger than $``$7$`M_{}`$ (see, e.g., Pamyatnykh pamy99 (1999)). From the comparison with evolutionary models it can easily be shown that a $`\beta `$ Cephei star cannot be older than $``$35 Myr. This is why almost all Galactic $`\beta `$ Cephei stars can be identified as the members of the young open clusters or OB associations. We therefore expect that the LMC $`\beta `$ Cephei-type stars can also be members of clusters or associations.

### 4.1 V1 and the LH 81 association

Our first variable, V1, is located in the middle of the ring-shaped superbubble N 154 (Henize heni56 (1956)) = DEM 246 (Davies et al. davi76 (1976)) which is also a diffuse X-ray source (Dunne et al. dunn01 (2001)). The two brightest parts of N 154, south-western BSDL 2434 (Bica et al. bica99 (1999)) and the much brighter north-eastern LH 87n, with a bright knot NGC 2048, are well seen in Fig. 8. N 154 encompasses two large OB associations: LH 81 (Lucke & Hodge luho70 (1970)) = SL 589 (Shapley & Lindsay shli63 (1963)) and LH 87 (see Fig. 8). Several compact groups within LH 81 are usually distinguished as open clusters; the brightest one is the OGLE-CL-LMC605 (Pietrzyński et al. piet99 (1999)) = BCDSP 8 (Bica et al. bica96 (1996)). The LH 81 association has been studied by Massey et al. (mass00 (2000)) and is known to contain many very hot and massive objects including three Wolf-Rayet stars and two stars of spectral type O3-4. Figure 9 shows the colour-magnitude diagram for a region in LH 81 with a radius of 2$`\stackrel{}{.}`$7 centered at ($`\alpha ,\delta `$)2000.0 = (5h34m39s, $``$69$`\mathrm{°}`$43$`\mathrm{}`$11$`\mathrm{}`$). We see that the main sequence extends to stars as bright as eleventh magnitude and that V1 is a likely member of the association. If this is true and the star formation was coeval, V1 should not be older than 5 Myr, the age of LH 81 deduced by Massey et al. (mass00 (2000)).

### 4.2 V2 and the LH 59 association

V2 is located about 7 north-east from the center of the LH 59 association (Fig. 8). The nearest clusters are the OGLE-CL-LMC499 = BSDL 1861 and OGLE-CL-LMC505 = BSDL 1892. The colour-magnitude diagrams of the clusters provided by Pietrzyński et al. (piet99 (1999)) show that at least BSDL 1892 contains some hot stars. The ages of the two clusters estimated by Pietrzyński & Udalski (piud00 (2000)) are 80 and 250 Myr for BSDL 1861 and 1892, respectively. Thus, the clusters are much too old to contain $`\beta `$ Cephei stars. However, LH 59 seems to be slightly younger. Dieball & Grebel (digr00 (2000)) estimated the age of the three rich clusters embedded in this association (NGC 1969, 1971, 1972) to be in the range 40–70 Myr. Taking into account the errors in the age estimates and the possibility that the formation was not strictly coeval in such a large complex, the presence of a $`\beta `$ Cephei star in this region might still be possible. Although we cannot be certain that V2 belongs to LH 59, the density of hot stars in this region is quite high. We conclude that V2 belongs either to the coronal region of LH 59 or to the LMC field, where, as found e.g. by Massey et al. (mass95 (1995)) and Holtzman et al. (holt99 (1999)), the star formation is still in progress.

We also note that V2 has been detected as a far-ultraviolet source by the UIT telescope. Its B1-filter magnitude of 14.07 $`\pm `$ 0.07 (Parker et al. park98 (1998)) indicate that it is really an early B-type star.

### 4.3 V3 and the LH 41 association

It is, in turn, easy to indicate a connection of our third variable, V3, with an LMC association. The star is located in the rich LH 41 association known to contain S Doradus, the extreme Luminous Blue Variable (LBV, Humphreys & Davidson huda94 (1994)). The association (Fig. 8) contains also another probable LBV star, R 85, a Wolf-Rayet star, Brey 21, and many O-type stars (Breysacher et al. brey99 (1999); Massey et al. mass00 (2000)). Several young clusters including the compact SL 360 = HD 35342 and the larger NGC 1910 = SL 371, form the well-seen groups within the association. The whole region is surrounded by the N 119 = DEM 132 nebula (Fig. 8). There is no doubt that intensive star formation is taking place here. The age of the association estimated by Massey et al. (mass00 (2000)) is 4 Myr. The colour-magnitude diagram for the region of LH 41 with a 4$`\stackrel{}{.}`$5 radius centered on ($`\alpha ,\delta `$)2000.0 = (5h18m30s, $``$69$`\mathrm{°}`$13$`\mathrm{}`$15$`\mathrm{}`$) is shown in Fig. 9.

The $`UBV`$ photometry of V3 has been obtained by Massey et al. (mass00 (2000)). The star has been designated as LH41-64 by these authors and has $`V`$ = 14.32, $`BV`$ = $``$0.16 and $`UB`$ = $``$1.02 mag. Thus we get $`E(BV)`$ = 0.14 mag and intrinsic colours: $`(BV)_0`$ = $``$0.30 and $`(UB)_0`$ = $``$1.12 mag which correspond rougly to a B0/O9 type star.

## 5 Notes on previous searches

As mentioned in the Introduction, the previous searches for $`\beta `$ Cephei stars in the LMC (Sterken & Jerzykiewicz stje88 (1988); Kubiak kubi90 (1990); Balona balo93 (1993)) yielded some variables, although none of them could be convincingly classified as a $`\beta `$ Cephei variable. With the OGLE-II and MACHO photometry at hand we can now try to verify their variability.

Out of the six program and five comparison stars from Brunet et al. (brun75 (1975)) selected for observations by Sterken & Jerzykiewicz (stje88 (1988)), only star 90 and 134 are within the OGLE-II fields. Both stars were identified by the DIA as variables. However, the amplitudes are very small (less than 0.006 mag for star 90 and 0.01 mag for star 134) and are very likely of instrumental origin. On the other hand, the MACHO observed all these stars but 230. From our analysis of the ten stars we found that: (i) none of the stars shows short-period variability, (ii) stars 32 and 257 are variable, but the light changes are aperiodic and have the amplitudes below 0.2 mag, (iii) a 1-year periodicity is seen for four stars (90, 146, 230, and 134), but comparing the OGLE-II photometry of stars 90 and 134 we are certain that the variations are of instrumental origin, (iv) stars 269 and 271 are heavily blended. Concluding, none of the stars show $`\beta `$ Cephei-type variability.

Kubiak (kubi90 (1990)) found nine variables in the LMC cluster NGC 1712. Of these, seven (all but 5 and 8) are included in the MACHO field 44. Variable 6 is a blend and we could not cross-identify it properly, but the three nearby MACHO stars are constant. Of the remaining six stars, only variable 1 seems to be constant. Variable 2 shows a smooth increase and then decrease of brightness with an amplitude of 0.4 mag in $`V_\mathrm{M}`$ and 0.5 mag in $`R_\mathrm{M}`$. Variables 3 and 4 are eclipsing binaries with Algol-type light curves. The eclipses of equal depth (0.42 mag for variable 3 and 0.17 mag for variable 4) indicate that the binaries have equal components. Variable 7 has a small amplitude and a probable period of 0.94 d, while variable 9 shows irregular variations mainly in the $`V_\mathrm{M}`$ band.

Balona (balo93 (1993)) detected variability of seven stars in another LMC cluster, NGC 2004. Of those, five have photometry in the MACHO database. We confirm the variability of only two (Table 3). Star 87 is an eclipsing binary with a $`\beta `$ Lyrae-type light curve and an orbital period of 1.662846 d while star 241 is an irregular variable. The period of 1.835 d given by Balona (balo93 (1993)) for the latter star is not confirmed. Stars 297, 491, and 682 were found to be constant.

The other LMC cluster searched by Balona (balo93 (1993)), NGC 2100, was not observed by either the MACHO or the OGLE-II.

## 6 Discussion

$`\beta `$ Cephei-type stars have been finally found in the LMC. These are the first extragalactic stars of this type so far discovered. Photometric indices, magnitudes, amplitudes and periods of three variables fit the $`\beta `$ Cephei characteristics. However, the spectroscopic confirmation and/or the spectral type of these variables would be, of course, desirable.

Since there are over 27,000 early B-type stars in the LMC area covered by the OGLE-II observations, and the variability detection threshold was rather low, we may conclude that for the LMC the BCIS has been mapped. Only three $`\beta `$ Cephei-type variables have been found. Two important facts arise from this finding. The first is the fraction of $`\beta `$ Cephei stars with respect to the whole population of early B-type stars, the other is their position in the colour-magnitude diagram.

### 6.1 Fraction of $`\beta `$ Cephei stars with respect to early B-type stars in the LMC

Practically all Galactic $`\beta `$ Cephei stars have $`M_\mathrm{V}`$ between $``$4.5 and $``$1.5 mag. We take this range as a reference and in order to avoid selection effects we restrict the comparison to stars in open clusters. Moreover, to make the comparison reliable, we need to account for different detection thresholds. A detailed analysis of the fraction of $`\beta `$ Cephei stars in Galactic open clusters is going to be published soon (Pigulski et al., in preparation), here we mention only the preliminary result presented by Pigulski et al. (pigu02 (2002)). These authors pointed out that the fraction of $`\beta `$ Cephei stars in Galactic southern clusters is few times larger than in the northern ones, and, if related to all main-sequence stars falling into the $`M_\mathrm{V}`$ range given above it amounts to 35 $`\pm `$ 7% for the southern and 5.3 $`\pm `$ 1.7% for the northern clusters. Since southern clusters are closer to the Galactic centre, this was explained as being a consequence of the Galactic metallicity gradient. At the LMC distance, $``$4.5 $`M_\mathrm{V}`$ $``$1.5 mag corresponds roughly to 14.3 $`V`$ 17.3 mag. There are 27,663 main-sequence stars in the OGLE-II fields falling in this range of $`V`$ magnitude. (As a main-sequence star we mean here a star with $`(VI_\mathrm{C})<`$ 0.5 mag; since contamination by foreground stars is very low in this part of the colour-magnitude diagram, it does not affect our estimate.) The three $`\beta `$ Cephei stars we found, constitute 3/27663 $``$ 0.011 $`\pm `$ 0.006% of early B-type stars (we assume a Poisson statistics to derive errors). Even if we take into account the fact that for searches in the Galactic open clusters roughly twice as low threshold is achieved as that seen in Fig. 7, so that some small-amplitude variables could have been missed in the LMC, the striking difference in the $`\beta `$ Cephei fraction between the Galaxy and the LMC is evident. In other words, as the average LMC metallicity is \[M/H\] $``$ $``$0.4 (or $`Z`$ $``$ 0.007), this is another observational confirmation of the fact that the driving mechanism strongly depends on the metallicity.

### 6.2 Position of $`\beta `$ Cephei-type stars in the colour-magnitude diagram: a comparison with theoretical predictions for LMC metallicity

Should we, however, expect to observe $`\beta `$ Cephei stars at all in the LMC if $`Z`$ = 0.007? The two recent theoretical predictions (Pamyatnykh pamy99 (1999); Deng & Xiong dexi01 (2001)) give different answers to this question. Pamyatnykh (pamy99 (1999), see his Fig. 11) for $`Z`$ = 0.01 does not find unstable modes for stars with masses smaller than 25 $`M_{}`$. On the other hand, Deng & Xiong (dexi01 (2001)) predict instability for stars with masses $``$10$`M_{}`$ down to $`Z`$ = 0.005. The following reasons coming from our LMC results favour the predictions of Pamyatnykh (pamy99 (1999)):

* First, we find $`\beta `$ Cephei stars both among low mass (8–10 $`M_{}`$, V1 and V2) and high mass (25–30 $`M_{}`$, V3) stars. In Fig. 11 of Pamyatnykh (pamy99 (1999)), the BCIS is shown for three values of $`Z`$: 0.01, 0.015 and 0.02. We see in this figure that for $`Z`$ = 0.015 the lower part of the BCIS covers about half of the main-sequence width. Going towards higher masses the BCIS becomes narrower and then widens again. For $`Z`$ = 0.01 there is no lower part at all and instability begins for masses $``$25 $`M_{}`$. It seems that for a value of $`Z`$ between 0.01 and 0.015 the BCIS splits in two regions, one for masses around 10 $`M_{}`$ and one over 25 $`M_{}`$. This does correspond to the situation observed in the LMC.
* In order to obtain the agreement mentioned above, we need, however, to have either a higher metallicity in the LMC $`\beta `$ Cephei stars or the splitting of the BCIS described above, but for $`Z`$ = 0.007. Although Pamyatnykh (pamy99 (1999)), comparing the location of the hot border of the BCIS based on OP and OPAL opacities, estimates that an error in $`Z`$ of about 0.003–0.005 can be involved, we think that the first possibility is more probable. We know from Sect. 4 that at least two, and perhaps all three $`\beta `$ Cephei stars in the LMC are located in regions of violent star formation. The recent studies of the age-metallicity relation for the LMC (Cohen cohe82 (1982); Pagel & Tautvaišienė pata98 (1998)) and direct metallicity determinations in young objects (Olszewski et al. olsz91 (1991); Luck & Lambert lula92 (1992); Jasniewicz & Thévenin jath94 (1994); Rolleston et al. roll96 (1996); Luck et al. luck98 (1998); Korn et al. korn00 (2000)) indicate that although the mean LMC metalicity is about \[M/H\] $``$ $``$0.4, a large spread in metallicities of young objects is observed. It is even possible that some objects have solar or nearly solar metallicity. In fact, it would be naïve to believe that dozen megayears of the LMC history did not leave any metallicity inhomogeinities. It is therefore very likely that our variables have a metallicity higher than the LMC average. Nevertheless, spectroscopic determination of abundances in these stars would be highly desirable.
* Why do we think the predictions of Deng & Xiong (dexi01 (2001)) are incorrect? First, these authors do not find the instability among massive stars, so it would be difficult to explain the variability of V3 with a lower than Galactic metallicity. Next, with instabilities predicted down to $`Z`$ = 0.005, we should have found many more $`\beta `$ Cephei stars than we did. Finally, Deng & Xiong (dexi01 (2001)) used the first 1992 version of the OPAL opacity tables with an analytical approximation which—as these authors write—gives as much as 10% differences with respect to the tabulated values. In view of the subtle domination of driving over damping, this could influence considerably the final result.

## 7 Summary and future work

The most important results obtained in this paper can be summarized as follows:

1. Three $`\beta `$ Cephei stars have been found in the LMC bar.
2. Two of them were found to have $`V`$ magnitude corresponding roughly to the LMC B2–B2.5 stars, while the third one (V3) is as bright as a B0-type star.
3. The three variables constitute a very small fraction (less than 0.02%) of all early B-type stars falling within the range of magnitudes where the Galactic stars of this type are distributed. This is much less than for the Galactic clusters and can be explained by a strong dependence of the driving mechanism on metallicity.
4. The location and number of $`\beta `$ Cephei variables in the LMC is in reasonable agreement with the theoretical predictions of Pamyatnykh (pamy99 (1999)) provided that the metallicity of these stars is slightly higher than the LMC average for young population, namely, between $`Z`$ = 0.01 and 0.015 (\[M/H\] between $``$0.3 and $``$0.1).
5. All three variables were found to be in or very close to regions of intensive star formation, implying that they indeed can have enhanced metallicities.
6. If the low-frequency variation in V3 is confirmed, this can be an interesting example of a luminous $`\beta `$ Cephei star in which modes with longer than typical periods are excited. The star could be therefore a good target for asteroseismology.

The main goal of this series of papers is to give a thorough observational picture of the variability among the LMC and SMC stars lying in the upper main sequence, where the $`\kappa `$ mechanism related to the metallicity bump is at work. For this purpose we shall use, like in the present paper, the OGLE-II and MACHO photometric databases. In particular, we are going to focus on the study of slowly pulsating B stars (SPB), which, although fainter than $`\beta `$ Cephei variables, have typical amplitudes large enough to be detected in the LMC and even in the SMC. Next, we are going to search bright B and A-type stars for variability with periods of the order of 1 day and longer. This would probably shed some light on the presence of the $`g`$ modes in luminous early-type stars. Finally, the variability of Be stars and hot eclipsing binaries will be studied as well.

###### Acknowledgements.

The paper has been supported by the KBN grant No. 2 P03D 006 19. We thank Prof. M. Jerzykiewicz, Drs. G. Kopacki and A. Pamyatnykh for fruitful discussions. The detailed comments of the anonymous referee are acknowledged. We also thank the staff of the Institute of Mathematics of our University, especially Mrs. M. Kołaczkowska, for making available their computing facilities. This paper utilizes public domain data originally obtained by the MACHO Project, whose work was performed under the joint auspices of the U.S. Department of Energy, National Nuclear Security Administration by the University of California, Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48, the National Science Foundation through the Center for Particle Astrophysics of the University of California under cooperative agreement AST-8809616, and the Mount Stromlo and Siding Spring Observatory, part of the Australian National University.


text:
# 1 Introduction

## 1 Introduction

Violation of Bell’s inequalities is the subject of numerous theoretical and experimental investigations $`[1,2]`$. Most of EPR-type experiments used optical photons and requires the use of polarizers. But Franson $`[3,4]`$ and others researchers $`[57`$, $`12]`$ pointed out that we have the possibility of experimental testing of Bell’s inequalities by alternative ways. One can get a violation of Bell’s inequalities as a result of interference between the probability amplitudes for a pair of photons emitted at various times by an excited atom. The quantum-mechanical uncertainly in the position of a particle or the time of its emission is shown to produce observable effects that are inconsistent with any local hidden-variable theory if one neglects the space part of the wave function.

This experiment is based on optical interference. However the transmission of photons in all the types of EPR-experiment is a real physical process in space and time. Therefore it is important to study the spacetime dependence of correlation functions. The importance of consideration of the spacetime dependence in Bell’s type computations in quantum theory was pointed out in $`[911]`$. In this paper we consider the spacetime dependence of correlation functions in Franson-type experiments for entangled states.

Consider a pair of spin one-half particles in the singlet spin state. If we neglect the spacetime dependence of the wave function the quantum mechanical correlation of two spins is

$$E_{spin}(a,b)=\psi _{spin}|\sigma a\sigma b|\psi _{spin}=ab$$
(1)
Here $`a`$ and $`b`$ are two unit vectors in space and $`\sigma =(\sigma _1,\sigma _2,\sigma _3)`$ are the Pauli matrices. Bell’s theorem states that this can not be represented in the form of classical correlation function $`P(a,b)`$. Bell-Clauser-Horn-Shimony-Holt (CHSH) form of Bell’s inequality of two stochastic processes is

$$|P(a,b)P(a,b^{})+P(a^{},b)+P(a^{},b^{})|2$$
(2)
From the other hand if $`ab=a^{}b=a^{}b^{}=ab^{}=\sqrt{2}/2`$ then

$$|E_{spin}(a,b)E_{spin}(a,b^{})+E_{spin}(a^{},b)+E_{spin}(a^{},b^{})|=2\sqrt{2}$$

and Bell’s inequality is violated.

Now we suppose that detectors are located in two separated regions $`O_{1\text{ }}`$and $`O_2`$ respectively and perform localized observations. In this case the quantum correlation is

$$E(a,O_1,b,O_2)=\psi |\sigma aP_{O_1}\sigma bP_{O_2}|\psi $$
(3)
Here $`P_O`$ is the projection onto the region $`O.`$ If the wave function has a special form of the product of the spin part and the space part, $`\psi =\psi _{spin}\varphi (r_1,r_2)`$ then

$$E(a,O_1,b,O_2)=g(O_1,O_2)E_{spin}(a,b)$$
(4)
where the function

$$g(O_1,O_2)=_{O_1\times O_2}|\varphi (r_1,r_2)|^2𝑑r_1𝑑r_2$$

describes correlation of particles in space. The factor $`g(O_1,O_2)`$ is important. We obtain that Bell’s inequalities can be violated only if

$`g(O_1,O_2)>1/\sqrt{2}`$

The factor $`g(O_1,O_2)`$ deserves an experimental studying. It was shown in $`[11]`$ that at large distances any quantum state becomes disentangled.

That’s why in the present paper we analyze the Franson test of Bell’s inequalities in a particularly simple configuration consisting of two separated interferometers driven by photons from the source. Our goal is to investigate the space dependence of quantum correlation function in this case. We will try to connect the value of coincidence rate $`R_0`$ and a possibility of violation of Bell’s inequality. The decrease of value of $`R_0`$ with the increase of distances between detectors and the source of photons is a crucial point for violation of Bell’s inequalities.

The interference experiment can be described in the following way (from work of Franson $`[3]`$). At time $`t=0`$ an atom is assumed to be excited into the upper state $`\psi _1`$, which has a relatively long lifetime $`\tau _1`$. After emission of a photon $`\gamma _1`$ with wavelength $`\lambda _1`$ the atom will be in the intermediate state $`\psi _2`$, which has a relatively short lifetime $`\tau _2\tau _1`$. Thus a second photon $`\gamma _2`$ with wavelength $`\lambda _2`$ will be emitted very soon after $`\gamma _1`$ and a coincidence counting experiment would show a very narrow peak with a width $`\tau _2`$. Photons $`\gamma _1`$and $`\gamma _2`$ are collimated by lenses L1 and L2 into beams which propagate toward distant detectors D1 and D2, respectively. The coincidence counting rate will simply show a narrow peak indicating that $`\gamma _1`$and $`\gamma _2`$ were emitted at times which were the same to within a small uncertainty $`\tau _2.`$

The quantum-mechanical description of this process is highly nonlocal in space since the time at which either photon was emitted was initially uncertain over a much larger time interval $`\tau _1`$. As a result, the two photons must initially be described by wave packets in which their time of emission and thus their position is relatively uncertain. The detection of one of the photons, say $`\gamma _1`$, immediately determines the time of emission of the other photon and thus its position to within a much smaller uncertainty, which must be reflected by a nonlocal change in the wave function describing the other photon. This nonlocal reduction of the wave function is analogous to that which occurs in the polarization measurements of Bell’s original theorem. The relative phases of the photons play the role of polarization angles in Bell’s type experiments.

## 2  Correlation function

Let us investigate the dependence on the distance in the coincidence experiment with the half-silvered mirrors in place. To calculate the coincidence rates one introduced $`[3]`$ the field operator

$$\psi (r)=e^{ikr}a(k)𝑑k$$

where $`a(k)`$ annihilates a particle with momentum $`k`$ and $`r`$ is a distance from the source. The time dependence of the field operator is given by

$$\psi (r,t)=e^{itH/\mathrm{}}\psi (r)e^{itH/\mathrm{}}$$

where $`H`$ is the Hamiltonian of the system.

The field at detector D1 is given by

$$\psi (r_1,t)=\frac{1}{2}\psi _0(r_1,t)+\frac{1}{2}e^{i\varphi _1}\psi _0(r_1,t\mathrm{\Delta }T)$$

Here $`\psi _0(r,t)`$ is the field operator with the half-silvered mirrors removed and $`\mathrm{\Delta }T`$ is the difference between in the transit times via the longer and shorter paths, $`\varphi _1,\varphi _2`$ (see below) are phase shifts into the two beams.

The field at the detector D2 is

$$\psi (r_2,t)=\frac{1}{2}\psi _0(r_2,t)+\frac{1}{2}e^{i\varphi _2}\psi _0(r_2,t\mathrm{\Delta }T)$$

The coincidence rate $`R_c`$ between D1 and D2 with the mirrors inserted can now be calculated from

$`R_c=\eta _1\eta _2`$ $`0\psi ^{}(r_1,t)\psi ^{}(r_2,t)\psi (r_2,t)\psi (r_1,t)0`$

where $`\eta _1`$ and $`\eta _2`$ are the detection efficiencies of D1 and D2 and $`|0`$ is the vacuum state. One can compute $`R_c`$ to be of the form

$$R_c=\frac{1}{4}R_0\mathrm{cos}^2\left(\varphi _1^{}\varphi _2^{}\right)$$
(5)
where

$$R_0=0\psi _0^{}(r_1,t)\psi _0^{}(r_2,t)\psi _0(r_2,t)\psi _0(r_1,t)0$$

is the coincidence rate with the half-silvered mirrors removed.

Let us study the dependence $`R_0`$ on the distances $`r_1`$ and $`r_2`$ in a simple model.

## 3 Model

Let us consider the quantum model with the Hamiltonian

$$H=H_0+V=𝑑k\omega (k)a^{}(k)a(k)+𝑑k(\stackrel{-}{f}(k)a(k)+f(k)a^{}(k))$$

Here $`f(k)`$ is a formfactor (test function) and $`\omega (k)`$ is a dispersion low. The field operators (in coordinate representation) are

$$\psi _0(r)=𝑑pa(p)e^{ipr}$$

In the Heisenberg representation the states remain constant while the operators evolve in time so that

$$\psi _0(r,t)=e^{itH}\psi _0(r)e^{itH}=𝑑pe^{ipr}f_p(t)$$
(6)
Here

$$f_p(t)=e^{itH}a(p)e^{itH}=a(p)e^{i\omega (p)t}+\frac{f(p)}{\omega (p)}(e^{i\omega (p)t}1)$$

Our goal is to study the quantity

$`R_0=0\psi _0^{}(r_1,t)\psi _0^{}(r_2,t)\psi _0(r_2,t)\psi _0(r_1,t)0`$

Using (6) one immediately gets

$$R_0=𝑑p_1𝑑p_2𝑑p_1^{}𝑑p_2^{}e^{ip_1r_1ip_2r_2+ip_1^{}r_1+ip_2^{}r_2}0f_{p_1}^{}(t)f_{p_2}^{}(t)f_{p_2^{}}(t)f_{p_1}(t)0$$

$$=𝑑p_1𝑑p_2𝑑p_1^{}𝑑p_2^{}e^{ip_1r_1ip_2r_2+ip_1^{}r_1+ip_2^{}r_2}\frac{\stackrel{}{\overline{f}(p_1)}}{\omega (p_1)}(e^{i\omega (p_1)t}1)\frac{\stackrel{}{\overline{f}(p_2)}}{\omega (p_2)}(e^{i\omega (p_2)t}1)$$

$$\times \frac{\stackrel{}{f(p_1^{})}}{\omega (p_1^{})}(e^{i\omega (p_1^{})t}1)\frac{\stackrel{}{f(p_2^{})}}{\omega (p_2^{})}(e^{i\omega (p_2^{})t}1)=\left|\phi (r_1,t)|^2\right|\phi (r_2,t)|^2$$

Here

$$\phi (r,t)=𝑑pe^{ipr}\frac{f(p)}{\omega (p)}(e^{i\omega (p)t}1)$$

Let us consider two cases. The first case the formfactor $`f(p)`$ has an exponential form and the second case the formfactor has the form of a simple cut-off.

In order to investigate the behavior of $`\phi (r,t)`$ as $`|r|\mathrm{}`$ let us consider some concrete examples of formfactor and dispersion low. Suppose that our Hamiltonian describes massless particles, i.e. $`\omega (p)=|p|`$, $`pR^3.`$ We will consider two types of formfactor - the step-function and a gaussian formfactor. In both cases formfactor depends only on $`|p|`$. Therefore for $`\phi (r,t)`$ one has

$$\phi (r,t)=\frac{2\pi }{i|r|}_0^{\mathrm{}}d|p|f(|p|)(e^{i|p|t}1)(e^{i|p||r|}e^{i|p||r|})$$

$$=\frac{2\pi }{i|r|}(I(t|r|)I(t+|r|)+I(|r|)I(|r|))$$

Here we denoted

$`I(\alpha )=_0^{\mathrm{}}𝑑xf(x)e^{i\alpha x}`$

Now we consider the case $`f(|p|)=\theta (|p|A)`$ where $`\theta `$ is the step function for some positive constant $`A`$. We have

$`I(\alpha )=i\frac{e^{i\alpha A}1}{\alpha }`$

This means that $`\left|\phi (r,t)\right|^2`$ vanishes for large $`|r|`$ at least as $`1/|r|^2`$.

For the gaussian formfactor $`f(|p|)=e^{|p|^2/A}`$ the asymptotics has the same form $`\left|\phi (r,t)\right|^21/\left|r\right|^2`$.

This means that $`R_0`$ polynomially decreases at large distances between detectors.

Moreover one can slightly modify the gaussian formfactor in some neighborhood of $`p=0`$ in such a way that $`R_0`$ will decrease faster then any polynomial. To obtain such a behaviour just take $`f(x)`$ to be a test function with a compact support on the positive semiaxis.

## 4  Conclusions

In this paper the space dependence of correlation function in Franson-type experiments is discussed. The role of the spacetime dependence of the correlation function in Bell-type experiments was considered earlier in $`[911]`$. The Franson-type experiment that is taken as a basis of this paper is a new variant of EPR-type experiments (according to $`[37]`$ and others researchers) and the form of $`R_c`$ in Eq. (5) is identical to that obtained in earlier experiments based upon Bell theorem where $`\varphi _1^{}`$ and $`\varphi _2^{}`$ correspond instead to the orientation of distant polarizers $`[3]`$.

In our case the space dependent coefficient $`R_0`$ can play the role of the function $`g(O_1,O_2)`$ in Eq (4). Although in work of W. Tittel et al.$`[6]`$ correlation coefficient $`E`$ is independent of $`R_0`$ ($`R_0`$ is canceled out in process of calculation of $`E`$) but Larsson et al. $`[8]`$ suggest that Franson-type experiments can not demonstrate violation of Bell’s inequality. Authors notes that only half of the events will belong to coincidence class and if all that are taken into account standard Bell inequalities are not violated. They suggested the quantum model predicted probability that equal $`1/2`$ of the probability of photon coincidence from $`[6]`$. Hence $`1/2`$ is a coefficient in left part of Bell inequality and that’s why it is not violated. In $`[12]`$ also one showed the dependence of probability and visibility value on number of registered events.

In $`[6,7]`$ one proposed to use the visibility $`V`$ as a coefficient before the function of cosine of phase differences. If $`V`$ $``$ $`1/\sqrt{2}`$ then there is no violation of the Bell’s inequalities and therefore there is no violation of locality in the corresponding state of wave function. Authors notes that visibility decreased compared to short distance experiments but without obvious visibility dependence on distance. In $`[6]`$ the maximal visibility is a function of counts $`(C,`$ $`A)`$ were $`C`$ is the number of detected coincidences and $`A`$ is the number of accidental ones.

Therefore we need a careful analysis of number of discarded events because this is a crucial point for detecting a possible violation of Bell’s inequality. But in real EPR-type experiments this number depends on a distance between two separated regions $`O_1`$ and $`O_2`$ where detectors are located. In our case the increasing of the distance between detectors and the source of photons leads to the decreasing of the coefficient $`R_0`$ that plays the role of space part of correlation function. We suggest that there is a connection between the space depended function $`g(O_1,O_2)`$ and the coefficient $`R_0`$.

When $`g(O_1,O_2)`$ becomes smaller than $`1/\sqrt{2}`$ Bell’s inequality is not violated and therefore for large distances quantum mechanical predictions are consistent with Bell’s inequalities. That’s why it is possible that the value $`R_0`$ plays a key role in this line of Franson-type experiments and really we must perform a study of the dependence of $`R_0`$ on the distance. This question requires further theoretical and experimental investigations.

## 5 Acknowledgments

This work is partially supported by RFFI 02-01-01084, by INTAS 99-00545, the grant for leading scientific schools RFFI 00-15-96073 and also by the INTAS 01/1-200 for A.P.