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# Ergodic-theoretic properties of certain Bernoulli convolutions

## Abstract.

In  the author and A. Vershik have shown that for $`\beta =\frac{1}{2}(1+\sqrt{5})`$ and the alphabet $`\{0,1\}`$ the infinite Bernoulli convolution ($`=`$ the Erdös measure) has a property similar to the Lebesgue measure. Namely, it is quasi-invariant of type $`\mathrm{II}_1`$ under the $`\beta `$-shift, and the natural extension of the $`\beta `$-shift provided with the measure equivalent to the Erdös measure, is Bernoulli. In this note we extend this result to all Pisot parameters $`\beta `$ (modulo some general arithmetic conjecture) and an arbitrary “sufficient” alphabet.

###### Key words and phrases:

Bernoulli convolution, $`\beta `$-shift, Erdös measure, ergodic properties  Supported by the EPSRC grant no GR/R61451/01.

1. Introduction and the main theorem. Let $`\beta >1`$; the infinite Bernoulli convolution (or the infinitely convolved Bernoulli measure) is defined as the infinite convolution of the independent discrete random variables $`\theta _n(\beta )`$ for $`n`$ from 1 to $`\mathrm{}`$, where $`\theta _n(\beta )`$ assumes the values $`\pm \beta ^n`$ with the probability $`\frac{1}{2}`$. This measure is well studied from the probabilistic point of view – see, e.g., . In particular, if $`\beta >2`$, then the support of the corresponding infinite Bernoulli convolution is a Cantor set of zero Lebesgue measure, and for $`\beta =2`$ it coincides with the Lebesgue measure on $`[1,1]`$. Besides, if $`\beta `$ is a Pisot number (i.e., an algebraic integer $`>1`$ whose Galois conjugates are all less than 1 in modulus), then the famous Erdös Theorem claims that it is singular with respect to the Lebesgue measure . Finally, it is also worth mentioning the fundamental result by B. Solomyak who has proved that it is absolutely continuous for a.e. $`\beta (1,2)`$ . The aim of this short note is to study some ergodic-theoretic properties of this important measure in the case of Pisot parameter $`\beta `$.

Actually, we will consider a slightly more general model. Namely, let $`d\{1\},𝒜_d=\{0,1,\mathrm{},d1\}`$ and $`\beta `$ be an irrational Pisot number, $`1<\beta <d`$.

Let $`\mu _{\beta ,d}^+`$ denote the Erdös measure, i.e., the measure on $``$ that corresponds to the distribution of the random variable

(1)
$$\xi _{\beta ,d}=\pi _{\beta ,d}((x_n)_1^{\mathrm{}}):=\frac{\beta 1}{d1}\underset{n=1}{\overset{\mathrm{}}{}}x_n\beta ^n,$$

where $`x_n`$’s are i.i.d. variables, each of which assumes the values $`\{0,1,\mathrm{},d1\}`$ with the probability $`1/d`$. Since $`\beta <d`$, it is obvious that $`\text{supp}\mu _{\beta ,d}=[0,1]`$. Let $`\tau _\beta ^+`$ denote the $`\beta `$-shift in $`[0,1)`$, i.e.,

$$\tau _\beta ^+(x)=\beta xmod1.$$

The relationship between the Erdös measure and the infinite Bernoulli convolutions is straightforward: let $`d=2`$ and $`\beta (1,2)`$. Then the affine map $`h_\beta (x)=\frac{\beta 1}{2}x+\frac{1}{2}`$ turns the corresponding infinite Bernoulli convolution into the Erdös measure with the same parameter $`\beta `$. Since an affine transform does not alter any essential ergodic properties, we may confine ourselves to the study of the measures $`\mu _{\beta ,d}^+`$.

Let $`X_\beta ^+`$ denote the one-sided $`\beta `$-compactum, i.e., the space of all possible (greedy) $`\beta `$-expansions of the numbers in $`[0,1)`$.

More precisely, let the sequence $`(a_n)_1^{\mathrm{}}`$ be defined as follows: let $`1=_1^{\mathrm{}}a_k^{}\beta ^k`$ be the greedy expansion of 1, i.e, $`a_n^{}=[\beta (\tau _\beta ^+)^{n1}1],n1`$. If the tail of the sequence $`(a_n^{})`$ differs from $`0^{\mathrm{}}`$, then we put $`a_na_n^{}`$. Otherwise let $`k=\mathrm{max}\{j:a_j^{}>0\}`$, and $`(a_1,a_2,\mathrm{}):=(a_1^{},\mathrm{},a_{k1}^{},a_k^{}1)^{\mathrm{}}`$. In the seminal paper  it is shown that for each greedy expansion $`\epsilon `$ in base $`\beta ,(\epsilon _n,\epsilon _{n+1},\mathrm{})`$ is lexicographically less (notation: $``$) than $`(a_1,a_2,\mathrm{})`$ for every $`n1`$. Moreover, it was shown that, conversely, every sequence with this property is actually the greedy expansion in base $`\beta `$ for some $`x[0,1)`$.

Put

$$X_\beta ^+=\{\epsilon \underset{1}{\overset{\mathrm{}}{}}\{0,1,\mathrm{},[\beta ]\}(\epsilon _n,\epsilon _{n+1},\mathrm{})(a_1,a_2,\mathrm{}),n\}$$

(the one-sided $`\beta `$-compactum), and

$$X_\beta =\{\epsilon \underset{1}{\overset{\mathrm{}}{}}\{0,1,\mathrm{},[\beta ]\}(\epsilon _n,\epsilon _{n+1},\mathrm{})(a_1,a_2,\mathrm{}),n\}$$

(the two-sided $`\beta `$-compactum). The sequences from the $`\beta `$-compactum (one-sided or two-sided) will be called $`\beta `$-expansions. It follows from the above formulas that both $`\beta `$-compacta are stationary ($`=`$ shift-invariant). As was shown in , the map $`\phi _\beta :X_\beta ^+[0,1)`$ defined by the formula

(2)
$$\phi _\beta (\epsilon )=\underset{n=1}{\overset{\mathrm{}}{}}\epsilon _n\beta ^n,$$

is one-to-one except a countable set of sequences.

Let $`Fin(\beta )`$ denote all numbers from $`[0,1)`$ that have a finite $`\beta `$-expansion (i.e., the tail is $`0^{\mathrm{}}`$). It is obvious that $`Fin(\beta )[\beta ][0,1)`$; the inverse inclusion however is not necessarily true even for a Pisot number, see, e.g., .

###### Definition 1.

We call a Pisot number $`\beta `$ weakly finitary (WF) if for any $`y[\beta ][0,1)`$ and any $`\delta >0`$ there exists $`fFin(\beta )(0,\delta )`$ such that $`y+fFin(\beta )`$ as well.

###### Remark 2.

The notion of WF number appeared in different settings in a number of recent works  and in a slightly different form – earlier in the thesis . There exists a conjecture (shared by most experts in the area) that in fact every Pisot number is weakly finitary. Note that Sh. Akiyama  has given an explicit algorithm of checking whether a given Pisot number is WF, and, as far as we are concerned, none of them has failed so far.

The main theorem of the present note is as follows.

###### Theorem 3.

If $`\beta `$ is WF, then the Erdös measure $`\mu _{\beta ,d}^+`$ is quasi-invariant under the $`\beta `$-shift $`\tau _\beta ^+`$. Moreover, there exists a unique probability measure $`\nu _{\beta ,d}^+`$ invariant under $`\tau _\beta ^+`$ and equivalent to $`\mu _{\beta ,d}^+`$. The natural extension of the endomorphism $`([0,1),\nu _{\beta ,d}^+,\tau _\beta ^+)`$ is Bernoulli.

We believe that knowing this fact could be important for the study of further ergodic-theoretic properties of this important measure, including its Gibbs structure and multifractal spectrum (see  for some results in this direction and references therein).

2. Auxiliary results and definitions. The rest of the paper is devoted to the proof of Theorem 3, which is based on the idea of \[17, §1\] (where the special case $`\beta =\frac{1+\sqrt{5}}{2},d=2`$ was considered) and also uses techniques of . Note that the claim analogous to Theorem 3 is known to be true for the Lebesgue measure on $`[0,1]`$ – see . The above theorem therefore immediately leads to an ergodic-theoretic proof of the famous Erdös Theorem which claims that the Erdös measure is singular . Indeed, it suffices to apply the corollary of the Birkhoff Ergodic Theorem claiming that two ergodic measures either coincide or are mutually singular; the fact that the two invariant measures in question do not coincide can be proved in the very same way as in the case $`\beta =\frac{1+\sqrt{5}}{2}`$, see \[17, Proposition 1.10\].

Our first goal is to define the two-sided normalization in base $`(\beta ,d)`$. Let $`\mathrm{\Sigma }_d:=_{\mathrm{}}^{\mathrm{}}\{0,1,\mathrm{},d1\},\mathrm{\Sigma }_d^+:=_1^{\mathrm{}}\{0,1,\mathrm{},d1\}`$. We will use the following convention: the sequences from $`X_\beta `$ ($`X_\beta ^+`$) will be denoted with the letter “$`\epsilon `$” and sequences from the full compacta – with “$`x`$”. Let $`p_d`$ denote the product measure on $`\mathrm{\Sigma }_d`$ with the equal multipliers and $`p_d^+`$ – its one-sided analog. Recall that the one-sided normalization $`𝔫_{\beta ,d}^+`$ is defined as the map from $`\mathrm{\Sigma }_d^+`$ to $`X_\beta ^+`$ acting by the formula

(3)
$$𝔫_{\beta ,d}^+=\phi _\beta ^1\pi _{\beta ,d},$$

where $`\pi _{\beta ,d}`$ is given by (1) and $`\phi _\beta `$ is given by (2) – see . The following convention will be used hereinafter: the notation $`𝔫_{\beta ,d}^+(x_1\mathrm{}x_n)`$ means $`𝔫_{\beta ,d}^+(x_1,\mathrm{},x_n,0^{\mathrm{}})`$ and if $`𝔫_{\beta ,d}^+(x_1\mathrm{}x_n)=(\epsilon _1,\mathrm{},\epsilon _n^{},0^{\mathrm{}})`$, then by definition, $`𝔫_{\beta ,d}^+(x_1\mathrm{}x_n)=(\epsilon _1,\mathrm{},\epsilon _n^{})`$, i.e., we ignore the tail $`0^{\mathrm{}}`$ whenever possible. By the above, the Erdös measure may be computed by the formula

$$\mu _{\beta ,d}^+=𝔫_{\beta ,d}^+(p_d^+).$$

For more details see .

###### Remark 4.

There exists a more direct way of defining normalization. Namely, in  it was shown that one may find a finite automaton that carries out the operation of normalization in Pisot bases. The converse is also true: if the function of normalization is computable by a finite automaton, then $`\beta `$ must be a Pisot number – see .

We need one more technical lemma before we may proceed.

###### Lemma 5.

If $`\beta `$ is WF, then there exists $`L=L(\beta ,d)`$ such that for any word $`x_1\mathrm{}x_n`$ in the alphabet $`𝒜_d`$ there exists a word $`x_{n+1}\mathrm{}x_{n+L}`$ in the same alphabet such that $`𝔫_{\beta ,d}^+(x_1\mathrm{}x_{n+L})`$ is finite.

###### Proof.

By the well-known result of K. Schmidt , the $`\beta `$-expansion of any $`x[\beta ](0,1)`$ is eventually periodic; moreover, for the elements of $`[\beta ](0,1)`$ the collection of such periods is known to be finite . Let $`𝒯_\beta =(\mathrm{Per}_1,\mathrm{},\mathrm{Per}_r)`$ denote this collection. In  it was shown that the normalization of a word $`x_1\mathrm{}x_n`$ in base $`(\beta ,d)`$ has the following form:

$$𝔫_{\beta ,d}^+(x_1\mathrm{}x_n)=(\epsilon _1,\mathrm{},\epsilon _n,\epsilon _{n+1},\mathrm{},\epsilon _{n+L_1},\mathrm{Per}_j),1jr,$$

where $`\mathrm{Per}_j𝒯_\beta `$ and $`L_1`$ is a function of $`\beta `$ and $`d`$. Thus, it suffices to prove the claim for the words $`x`$ of the form $`\epsilon _1\mathrm{}\epsilon _{n+L_1}x_1^{(j)}\mathrm{}x_{p_j}^{(j)}`$, where $`x_1^{(j)}\mathrm{}x_{p_j}^{(j)}`$ is the word in the alphabet $`𝒜_d`$ whose normalization is $`\mathrm{Per}_j`$. Let $`p=\mathrm{max}_{j=1}^rp_j,\delta =\frac{d1}{\beta 1}\beta ^{nL_1p}`$ and $`y=_{i=1}^{n+L_1}\epsilon _i\beta ^i+_{i=1}^{p_j}x_i^{(j)}\beta ^{inL_1}`$. Then by Definition 1, there exists $`fFin(\beta )(0,\delta )`$ such that $`y+fFin(\beta )`$. By our choice of $`\delta `$, the $`\beta `$-expansion of $`f`$ must be of the form $`(f_{n+L_1+p+1},\mathrm{},f_{n+L_1+p+L_2})`$ for some fixed $`L_2`$ (because we have only a finite number of $`(x_1^{(j)}\mathrm{}x_{p_j}^{(j)})`$). Setting $`L:=L_1+L_2+p`$ finishes the proof. ∎

###### Remark 6.

Thus, even if the normalization of a word is not finite, you can add a “period killer” of a fixed length so that it will become such. This is in fact the only property we will be using. It looks weaker than WF and we have been even tempted to call it something like PWF (positively weakly finitary); the reason for not doing so is the fact that there are no examples of Pisot numbers that are PWF but not WF (actually, as we already mentioned above, there are no examples of Pisot numbers that are not WF at all!).

###### Lemma 7.

For $`p_d^+`$-a.e. sequence $`x\mathrm{\Sigma }_d^+`$ there exists $`n`$ such that $`𝔫_{\beta ,d}^+(x_1\mathrm{}x_n)`$ is finite.

###### Proof.

The proof is similar to the one of \[15, Proposition 18\]. Let

(4)
$$𝔄_n=\{x\mathrm{\Sigma }_d^+:𝔫_{\beta ,d}^+(x_1\mathrm{}x_n)\mathrm{is}\mathrm{finite}\}$$

and $`𝔅_n=\mathrm{\Sigma }_d^+𝔄_n`$. Our goal is to show that there exists a constant $`\gamma =\gamma (\beta ,d)(0,1)`$ such that

(5)
$$p_d^+\left(\underset{k=1}{\overset{n}{}}𝔅_k\right)\gamma ^n,n1.$$

Let $`L=L(\beta ,d)`$ be as in Lemma 5. We have

$`p_d^+\left({\displaystyle \underset{k=1}{\overset{n}{}}}𝔅_k\right)`$ $``$ $`{\displaystyle \underset{k=2}{\overset{n}{}}}p_d^+(𝔅_k𝔅_{k1}\mathrm{}𝔅_1)`$
$``$ $`{\displaystyle \underset{k=2}{\overset{[n/L]}{}}}p_d^+(𝔅_{Lk}_{j=1}^{LkL1}𝔅_j).`$
By Lemma 5,

$$p_d^+(𝔄_{Lk}𝔈)d^L,$$

for any $`𝔈`$ in the sigma-algebra generated by $`x_{LkL1},\mathrm{},x_1`$. Hence

$$p_d^+(𝔅_{Lk}_{j=1}^{LkL1}𝔅_j)1d^L,$$

and

$$p_d^+\left(\underset{k=1}{\overset{n}{}}𝔅_k\right)(1d^L)^{[n/L]}.$$

It suffices to put $`\gamma :=(1d^L)^{1/2L}`$, which proves (5) and the lemma. ∎

###### Corollary 8.

For $`p_d^+`$-a.e. sequence $`x\mathrm{\Sigma }_d^+`$ its normalization is blockwise, i.e., there exists a sequence $`(n_k)_{k=0}^{\mathrm{}}`$ such that $`n_0=0`$ and

$$𝔫_{\beta ,d}^+(x)=𝔫_{\beta ,d}^+(x_1\mathrm{}x_{n_1})𝔫_{\beta ,d}^+(x_{n_1+1}\mathrm{}x_{n_2})$$

(a concatenation of finite words), and $`𝔫_{\beta ,d}(x_{n_k+1}\mathrm{}x_{n_{k+1}})`$ is finite of the length $`n_{k+1}n_k`$ for any $`k0`$.

###### Proof.

Recall that by the well-known result from  quoted in Lemma 5, there exists a number $`K=L_1`$ such that if the normalization of a word of length $`n`$ in a Pisot base with a fixed alphabet is finite, then the length of its normalization is at most $`n+K`$ (here $`K`$ depends on $`\beta `$ and the alphabet only). This means that if $`w_1,w_2`$ are two words with finite normalizations, then the normalization of $`w_10^{2K}w_2`$ is the concatenation of the normalizations of $`w_10^K`$ and $`0^Kw_2`$.

Set

$$𝔇=\{x\mathrm{\Sigma }_d^+(l_k)_1^{\mathrm{}}:x_j0,l_kjl_k+2K,k1\}.$$

Obviously, $`p_d^+(𝔇)=1`$. Put

$$𝔄^+=𝔇\underset{n=1}{\overset{\mathrm{}}{}}𝔄_n,$$

where $`𝔄_n`$ is given by (4). Still we have $`p_d^+(𝔄^+)=1`$. Thus, the probability that at the end of the first block in Lemma 7 there are $`2K`$ consecutive zeros, is also 1. Therefore, by the above, the normalizations of the first block and all the rest will be totally independent. Consider the second block, then the third one, etc. - and then take the countable intersection of all the sets obtained. This is a sought set of full measure $`p_d^+`$. ∎

3. Two-sided Erdös measure and conclusion of the proof. Now we are ready to define the two-sided normalization and – consequently – the two-sided Erdös measure.

###### Definition 9.

Let $`x=(x_n)_{\mathrm{}}^{\mathrm{}}\mathrm{\Sigma }_d`$. Put

(6)
$$𝔫_{\beta ,d}(x):=\underset{N+\mathrm{}}{lim}𝔫_{\beta ,d}^+(x_N,x_{N+1},\mathrm{}),$$

where the limit is taken in the natural (weak) topology of $`\mathrm{\Sigma }_d`$. By the previous corollary and the fact that the measure $`p_d`$ is the weak limit of the measures $`S_d^n(p_d^+)`$ (where $`S_d`$ denotes the shift on $`\mathrm{\Sigma }_d`$), we conclude that the map $`𝔫_{\beta ,d}:\mathrm{\Sigma }_dX_\beta `$ is well defined and blockwise (in the sense of the previous corollary) for $`p_d`$-a.e. sequence $`x\mathrm{\Sigma }_d`$. We will call it the two-sided normalization (in base $`(\beta ,d)`$).

###### Remark 10.

It is worth noting that if $`\beta `$ is an algebraic unit (i.e., if $`\beta ^1[\beta ]`$), then there exists an alternative way of defining $`𝔫_{\beta ,d}`$ via the torus. Namely, let $`x^m=k_1x^{m1}+\mathrm{}+k_m`$ be the characteristic equation for $`\beta `$ ($`k_m=\pm 1`$) and $`𝕋^m=^m/^m`$. Let $`T_\beta `$ be the automorphism of $`𝕋^m`$ determined by the companion matrix $`M_\beta `$ for $`\beta `$, i.e.,

$$M_\beta =\left(\begin{array}{ccccc}k_1& k_2& \mathrm{}& k_{m1}& k_m\\ 1& 0& \mathrm{}& 0& 0\\ 0& 1& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 1& 0\end{array}\right).$$

Let $`(T_\beta )`$ denote the group of points homoclinic to zero, i.e., $`𝐭(T_\beta )`$ iff $`T_\beta ^n(𝐭)0`$ as $`n\pm \mathrm{}`$. A homoclinic point $`𝐭`$ is called fundamental if the linear span of its $`T_\beta `$-orbit is the whole group $`(T)`$. It is well known that such points always exist for $`T_\beta `$ (actually they exist for any automorphism of $`𝕋^m`$ which is $`SL(m,)`$-conjugate to $`T_\beta `$ – see ). Now let the map from $`X_\beta `$ onto $`𝕋^m`$ be defined as follows:

(7)
$$F_𝐭(\epsilon )=\underset{n}{}\epsilon _nT_\beta ^n(𝐭),$$

where $`𝐭`$ is fundamental. It is easy to show that the series does converge on the torus  whenever the $`\epsilon _n`$ are bounded. Let $`\tau _\beta `$ denote the shift on $`X_\beta `$, i.e., $`\tau _\beta (\epsilon )_n=\epsilon _{n+1}`$. In  it is shown that if $`\beta `$ is WF, then $`F_𝐭`$ is one-to-one a.e. and conjugates the shift $`\tau _\beta `$ and $`T_\beta `$.

Now we state without proof that similarly to the one-sided normalization (see (3)), the two-sided normalization can be computed by the formula

$$𝔫_{\beta ,d}=F_𝐭^1\stackrel{~}{F}_{𝐭,d},$$

where the projection $`\stackrel{~}{F}_{𝐭,d}:\mathrm{\Sigma }_d𝕋^m`$ is given by the same formula (7) as $`F_𝐭`$ with $`\epsilon _n`$ replaced by $`x_n`$. In particular, it is well defined a.e. and does not depend on a choice of $`𝐭`$.

###### Definition 11.

The projection $`\nu _{\beta ,d}:=𝔫_{\beta ,d}(p_d)`$ is called the two-sided Erdös measure.

We have the following diagram:

$$\begin{array}{ccc}\mathrm{\Sigma }_d& \stackrel{S_d}{}& \mathrm{\Sigma }_d\\ 𝔫_{\beta ,d}& & 𝔫_{\beta ,d}& & \\ X_\beta & \stackrel{\tau _\beta }{}& X_\beta \end{array}$$

Since the the two-sided normalization obviously commutes with the shift (see (6)), the diagram commutes as well, whence the two-sided Erdös measure is also shift-invariant (unlike the one-sided Erdös measure!). This is because

$$\tau _\beta (\nu _{\beta ,d})=\tau _\beta 𝔫_{\beta ,d}(p_d)=𝔫_{\beta ,d}S_d(p_d)=𝔫_{\beta ,d}(p_d)=\nu _{\beta ,d}.$$

Moreover, since the automorphism $`(\mathrm{\Sigma }_d,p_d,S_d)`$ is Bernoulli, so is the automorphism $`(X_\beta ,\nu _{\beta ,d},\tau _\beta )`$ – by Ornstein’s Theorem which claims that all Bernoulli factors are Bernoulli .

Let $`\rho _d:\mathrm{\Sigma }_d\mathrm{\Sigma }_d^+`$ and $`\rho _\beta :X_\beta X_\beta ^+`$ denote the natural projections. Then

$$\mu _{\beta ,d}^+=(𝔫_{\beta ,d}^+\rho _d)(p_d).$$

Let

$$\nu _{\beta ,d}^+:=(\rho _\beta 𝔫_{\beta ,d})(p_d)=(\phi _\beta \rho _\beta )(\nu _{\beta ,d}).$$

By the above, $`\nu _{\beta ,d}^+`$ is $`\tau _\beta ^+`$-invariant and its natural extension is Bernoulli.

Note that one of the reasons why one may have difficulties with the one-sided Erdös measure is because the operations of normalization and projection do not commute (and therefore, $`\mu _{\beta ,d}^+`$ is not shift-invariant). However, in a sense these operations are “commuting up to a finite number of coordinates”, which allows us to finish the proof of Theorem 3.

###### Lemma 12.

The measures $`\mu _{\beta ,d}^+`$ and $`\nu _{\beta ,d}^+`$ are equivalent.

###### Proof.

Let $`P_{\beta ,d}=\rho _\beta 𝔫_{\beta ,d}`$ and $`Q_{\beta ,d}=𝔫_{\beta ,d}^+\rho _d`$. Since $`p_d`$ is preserved by the action of the group that changes a finite number of coordinates, it suffices to show that there exist two maps $`C:\mathrm{\Sigma }_d\mathrm{\Sigma }_d`$ and $`C^{}:\mathrm{\Sigma }_d\mathrm{\Sigma }_d`$ defined $`p_d`$-almost everywhere with the following properties: each of them is a step function with a countable number of steps, it changes just a finite number of coordinates of $`x`$ and also

(8)
$$P_{\beta ,d}(C(x))=Q_{\beta ,d}(x),Q_{\beta ,d}(C^{}(x))=P_{\beta ,d}(x).$$

If we construct such functions, this will prove Theorem 3, because then we will have

$$(𝔫_{\beta ,d}^+\rho _d)(p_d)(\rho _\beta 𝔫_{\beta ,d})(p_d),(\rho _\beta 𝔫_{\beta ,d})(p_d)(𝔫_{\beta ,d}^+\rho _d)(p_d),$$

i.e., $`\nu _{\beta ,d}^+\mu _{\beta ,d}^+`$.

Let $`𝔄`$ be the two-sided analog of $`𝔄^+`$ defined in the proof of Corollary 8, namely, $`𝔄`$ is the set of all sequences in alphabet $`𝒜_d`$ whose normalization $`𝔫_{\beta ,d}`$ is blockwise in the sense of Lemma 7. This set has full measure $`p_d`$. Let $`x𝔄`$; then $`x`$ can be represented in the block form $`x=(\mathrm{}B_2B_1B_0B_1\mathrm{})`$ and

$$𝔫_{\beta ,d}(x)=(\mathrm{}𝔫_{\beta ,d}(A_1)𝔫_{\beta ,d}(A_0)𝔫_{\beta ,d}(A_1)\mathrm{}),$$

where each word $`𝔫_{\beta ,d}(A_n)`$ is of the same length as $`A_n`$.

Let $`A_0=(x_a\mathrm{}x_b)`$ with $`a>0,b>0`$ (one can always achieve this by merging blocks). By the above, we have $`P_{\beta ,d}(x)=(\epsilon _1,\mathrm{},\epsilon _b,)`$ and $`Q_{\beta ,d}(x)=(\epsilon _1^{},\mathrm{},\epsilon _b^{},)`$ (where the star indicates one and the same tail), i.e., the difference is only at the first $`b`$ places. Thus, it is easy to guess what $`C`$ and $`C^{}`$ may look like. Namely, put

$$(C(x))_j=\{\begin{array}{cc}x_j,\hfill & j<a\mathrm{or}j>b\hfill \\ 0,\hfill & aj0\hfill \\ \epsilon _j^{},\hfill & 1jb\hfill \end{array}$$

and

$$(C^{}(x))_j=\{\begin{array}{cc}x_j,\hfill & j<a\mathrm{or}j>b\hfill \\ 0,\hfill & aj0\hfill \\ \epsilon _j,\hfill & 1jb.\hfill \end{array}$$

Both functions are obviously well defined for $`p_d`$-a.e. $`x`$, are step functions with a countable number of steps and change a finite number of coordinates. The equalities in (8) are satisfied as well, which proves Theorem 3. ∎

4. Acknowledgement. The author wishes to thank E. Olivier and A. Thomas for helpful discussions and suggestions.


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# The Effect of Vacuum Polarization and Proton Cyclotron Resonances on Photon Propagation in Strongly Magnetized Plasmas

## 1 Introduction

Vacuum polarization is a quantum electrodynamical phenomenon that occurs in strong magnetic fields ($`B10^{13}`$ G) and affects the interactions between the photons and the electrons. In the presence of a plasma with a density gradient, vacuum polarization gives rise to a resonance when the normal modes of photon propagation change from being mostly circularly polarized at high electron densities to being mostly linearly polarized at low densities. This occurs because, at low plasma densities, virtual pairs of the vacuum dominate the interactions and the photon polarization eigenstates do not correspond to the propagation eigenstates. Thus, at a critical density that depends on photon energy, the conversion of photons between the two polarization modes is highly enhanced, accompanied by a change in the opacities of the normal modes (Adler 1971; Tsai & Erber 1975; Mészáros & Ventura 1979; Kaminker, Pavlov, & Shibanov 1982; see Mészáros 1992 for a review). Another phenomenon that affects the propagation of photons in a magnetized plasma is the proton cyclotron resonance that arises from the interaction of the protons in strong magnetic fields with photons. When the field strength is of the order of $`B10^{14}10^{15}`$ G, the proton cyclotron energy falls in the soft X-ray band and affects the spectral properties of isolated cooling neutron stars.

Because of the sharp transition in the opacities of the normal modes of propagation through the resonances, it has been difficult to include the effects of vacuum polarization in calculations of photon transport in magnetized plasmas. This phenomenon has been treated only recently in the context of interactions of high energy photons with a strongly magnetized plasma by Bezchastnov et al. (1996) and Bulik & Miller (1997) and included in a radiative equilibrium model atmosphere of a neutron star by Özel (2001). It has been shown that the enhanced absorption and mode conversion give rise to broad-band absorption features, which may affect the spectra of high-energy bursts of soft gamma-ray repeaters (Bulik & Miller 1997) and may be responsible for the hard spectral tails observed in the quiescent X-ray emission of radio-quiet neutron stars, such as the anomalous X-ray pulsars (Özel 2001). Proton cyclotron resonance has also been addressed recently in the context of surface emission from strongly magnetized neutron stars (Zane et al. 2001; Ho & Lai 2001). However, a treatment that takes all these effects into account has not yet been developed (see the Appendix for the conceptual and numerical problems with Ho & Lai 2002).

All these radiative transfer calculations involve solving two coupled radiative transfer equations for the two normal modes of propagation. Treating the vacuum polarization resonance in this formalism has some limitations. In particular, the large Faraday depolarization limit assumed in the derivation of the two coupled transfer equation may not hold and an exact treatment may require the solution of four coupled equations for the four Stokes parameters that describe the amplitudes and phases of the electromagnetic waves (see Section 2). However, if the propagation modes evolve adiabatically, the normal mode treatment is valid at densities infinitesimally away from the resonant density and has allowed the derivation of the transfer coefficients in such conditions (Mészáros & Ventura 1979; Pavlov & Shibanov 1979; Kaminker, Pavlov & Shibanov 1982 and references therein). All studies to date involve this treatment, which assumes the adiabatic evolution of the propagation modes and thus includes the enhanced conversion of photons between the two polarization modes near the vacuum polarization resonance. The condition of adibaticity at the resonant density, however, needs to be verified.

In this paper, we first discuss in full generality the propagation of photons in a magnetized plasma in the presence of resonances and determine the conditions under which a normal mode treatment that assumes adiabatic evolution can be employed. We then explicitly show the terms in the radiative transfer equations that describe the enhanced coupling of the photon propagation modes in the presence of vacuum polarization resonance and present a new numerical treatment of the resonances. We also take into account the additional effects of proton cyclotron resonance and present spectra from radiative equilibrium calculations of strongly magnetized neutron star atmospheres when all these effects are taken into account. In an appendix, we address various technical aspects of photon propagation in the presence of a resonance and clarify some incorrect claims that have recently been made in the literature.

## 2 Adiabatic Evolution of Normal Modes in the Presence of Vacuum Polarization

In this section, we discuss in full generality the propagation of photons through a magnetized plasma when vacuum polarization effects are considered. Our treatment follows closely the discussion in Mészáros (1992, section 6.1d) and Gnedin & Pavlov (1974). We show the derivation of the two coupled equations that describe the transport of radiation in the normal modes, emphasizing the assumptions made in this approach as well as the physical phenomena captured in the resulting equations.

We start by defining the correlation matrix of the components of the electric field of the electromagnetic wave in terms of the four Stokes parameters $`I,Q,U`$, and $`V`$:

$$\rho _{\alpha \beta }=\frac{1}{2}\left(\begin{array}{cc}I+Q& U+iV\\ UiV& IQ\end{array}\right)$$
(1)
so that the the transfer equation that desribes its evolution takes the form

$$(\widehat{k}\stackrel{}{})\rho _{\alpha \beta }=\frac{1}{2}\underset{\gamma }{}(T_{\alpha \gamma }\rho _{\gamma \beta }+\rho _{\alpha \gamma }T_{\gamma \beta }^+)+S_{\alpha \beta }.$$
(2)
In this equation, $`T_{\alpha \beta }`$ is the transfer matrix that describes the transition from one polarization to the other as well the absorption and outscattering of radiation, whereas $`S_{\alpha \beta }`$ is the source matrix that describes emission and inscattering processes. In the basis of eigenvectors of the transfer matrix (which correspond to the normal modes of propagation), the transfer equation becomes

$$(\widehat{k}\stackrel{}{})R_{ij}=g_{ij}R_{ij}+S_{ij},$$
(3)
where $`R_{ij}`$ and $`S_{ij}`$ are the projections of the correlation and source matrices onto the eigenvectors and

$$g_{ij}=\frac{1}{2}(\kappa _i+\kappa _j)+\frac{i\omega }{c}(n_in_j).$$
(4)
Here, $`\kappa _i`$ is the sum of the absorption and scattering coefficients, $`\omega `$ is the photon frequency, and $`n_i`$ is the refractive index of the $`i`$th mode. Note that the two equations for the for the diagonal terms of the correlation matrix $`R_{ii}`$ correspond to the most general form of equation (14) of Lai & Ho (2002).

When

$$\mathrm{}_zg_{ij}𝑑z\mathrm{}_zg_{ij}𝑑z,$$
(5)
where $`\mathrm{}`$ and $`\mathrm{}`$ denote the imaginary and real parts of the integral respectively, then the contribution of the non-diagonal terms of $`g_{ij}`$ to the evolution of $`R_{ij}`$ is negligible because the integral over this term oscillates rapidly. In this case, the transport of radiation can be described in terms of only two equations for the specific intensity of the two normal modes

$$(\widehat{k}\stackrel{}{})I_i=\kappa _iI_i+S_{ii},$$
(6)
i.e., the familiar polarized transfer equations. Here, the term $`S_{ii}`$, which takes the form

$$S_{ii}=\underset{j}{}𝑑\mathrm{\Omega }^{}\frac{d\sigma _{ij}}{d\mathrm{\Omega }}(\mathrm{\Omega }^{}\mathrm{\Omega })I_j(\mathrm{\Omega }^{})$$
(7)
when thermal effects are neglected, depends on the specific intensities of both modes and contains information about their coupling through the differential cross section $`d\sigma _{ij}/d\mathrm{\Omega }`$. We will discuss the properties of $`S_{ii}`$ and specifically the mode coupling in the presence of vacuum polarization resonance in the next section.

In a plasma with gentle density and temperature gradients, the condition (5) becomes

$$\gamma \frac{\mathrm{}_zg_{ij}𝑑z}{\mathrm{}_zg_{ij}𝑑z}=\frac{2\omega (n_in_j)}{(\kappa _i\kappa _j)c}1,$$
(8)
which is generically referred to as the limit of large Faraday depolarization. In all the calculations of photon propagation in magnetized plasmas to date, the normal mode treatment has been employed at the limit of large Faraday depolarization. This requires that the condition (5) holds, i.e., that the propagation modes evolve adiabatically through any density gradient in the plasma, including at the vacuum resonance. In Figure 1, we evaluate the magnitude of the quantity $`\gamma `$ to verify the validity of this assumption. We use the model atmosphere calculations discussed in §4 for neutron stars with magnetic fields $`B=5\times 10^{14}`$ G and $`B=10^{15}`$ G and effective temperatures $`T_{\mathrm{eff}}=0.5`$ keV to calculate $`\gamma `$ numerically at the resonant density and the corresponding temperature for each photon energy. Note that the quantity $`\gamma `$ plotted in this figure includes the effects of both scattering and absorption (see §3 for these expressions; c.f. equation (16) of Lai & Ho 2002).

As Figure 1 shows, the adiabaticity condition holds for photon energies $`E1`$ keV for all directions of photon propagation and the magnetic field strengths of interest here, but breaks down at smaller energies. However, the vacuum resonance for these low energies occurs at high optical depths in both modes (see Özel 2001), ensuring that both modes are thermalized and have the same local radiation field density because of high number of interactions. As a result, not including the off-diagonal terms of $`R_{ij}`$ and $`g_{ij}`$ in the description of the radiation field at these energies does not affect the results of the transfer calculations.

## 3 Enhanced Coupling between Normal Modes in the Presence of Vacuum Polarization

Another phenomenon related to the vacuum polarization resonance in strong magnetic fields is the drastic enhancement of the mode-coupling terms in the source matrix $`d\sigma _{ij}/d\mathrm{\Omega }`$, $`ij`$, which describes the redistribution of photons into different directions of propagation and different polarization states. The derivation of the absorption and scattering coefficients $`\kappa _i`$ as well as of the matrix $`d\sigma _{ij}/d\mathrm{\Omega }`$, are given in detail in, e.g., Mészáros & Ventura (1979) and Mészáros (1992). The standard procedure involves combining the sourceless Maxwell’s equations into a wave equation, casting it in the form of the transfer equation, and identifying the various terms with the elements of the matrices $`g_{ij}`$ and $`S_{ij}`$ (eq. ). Therefore, these terms take into account all the mode-changing processes in a plasma, whether or not they arise from a single scattering or, as discussed in detail in Mészáros (1992, p.97), from non-linear effects near the vacuum resonance (assuming adiabatic mode evolution).

Because we are specifically interested in the off-diagonal, mode-changing terms of the photon redistribution matrix $`d\sigma _{ij}/d\mathrm{\Omega }`$, we highlight two interesting phenomena that have a significant contribution to these terms (see also Ho & Lai 2002). The photons interact with both the electrons and the protons in the plasma. When the field strength is sufficiently high ($`B10^{1415}`$ G), the proton cyclotron energy lies in the keV range and affects the X-ray spectra of magnetized sources. Just like the electron cyclotron resonance, the proton cyclotron resonance gives rise to enhanced mode coupling due to its effect on the normal modes of propagation (see below) and to absorption features in the spectra of photons emerging from magnetized plasmas.

The second and most interesting effect in strong magnetic fields arises from the presence of virtual pairs which change the interaction of the photons with the plasma and thus its index of refraction. This happens through the effect of the virtual pairs on the normal modes of propagation as discussed earlier. The expressions for the absorptive and dispersive properties of the plasma under these conditions were derived by Adler (1971) and Tsai & Erber (1975).

When the plasma electrons and protons as well as the vacuum polarization effects are considered, the parameter that determines the ellipticities of the normal modes of photon propagation take on the form

$$q=\frac{\mathrm{sin}^2\theta }{2\mathrm{cos}\theta }(1u_p)\sqrt{u}\left(1W\frac{u1}{u^2}\right),$$
(9)
where $`u=E_b^2/E^2,u_p=E_p^2/E^2,E_b`$ is the electron cyclotron energy, $`E_p`$ is the proton cyclotron energy, and $`E`$ denotes the photon energy. The vacuum parameter $`W`$ represents the correction to the index of refraction due to vacuum polarization and has two limiting forms; for $`B<B_{\mathrm{cr}}=4.41\times 10^{14}`$ G it is given by

$$W=\frac{\alpha }{15\pi }\left(\frac{B}{B_{\mathrm{cr}}}\right)^2\left(\frac{E_\mathrm{b}}{E_{\mathrm{pl}}}\right)^2=\left(\frac{3\times 10^{28}\mathrm{cm}^3}{N_e}\right)\left(\frac{B}{B_{cr}}\right)^4.$$
(10)
while for $`B>B_{\mathrm{cr}}`$, it can be written as

$`W`$ $`=`$ $`{\displaystyle \frac{\alpha }{2\pi }}[{\displaystyle \frac{2}{3}}({\displaystyle \frac{B}{B_{\mathrm{cr}}}})1.27+{\displaystyle \frac{B_{\mathrm{cr}}}{B}}\mathrm{ln}\left(2{\displaystyle \frac{B}{B_{\mathrm{cr}}}}\right)0.386{\displaystyle \frac{B_{\mathrm{cr}}}{B}}+0.70\left({\displaystyle \frac{B_{\mathrm{cr}}}{B}}\right)^2`$ (11)
$`{\displaystyle \frac{2}{3}}+{\displaystyle \frac{B_{\mathrm{cr}}}{B}}\mathrm{ln}\left(2{\displaystyle \frac{B}{B_{\mathrm{cr}}}}\right)0.838{\displaystyle \frac{B_{\mathrm{cr}}}{B}}+\left({\displaystyle \frac{B_{\mathrm{cr}}}{B}}\right)^2\left]\right({\displaystyle \frac{E_\mathrm{b}}{E_{\mathrm{pl}}}})^2,`$
where we used the expansions of the electromagnetic Lagrangian given in Tsai & Erber (1975, Eq. 38a-b). In these expressions, $`\alpha `$ is the fine-structure constant, $`E_{\mathrm{pl}}`$ is the plasma frequency and $`N_e`$ is the electron density. Given the ellipticities of the normal modes of propagation, it is straightforward to calculate the absorption and scattering terms in equation (6).

The quantity $`q`$ determines directly the polarizations of the normal modes and thus all the elements of $`d\sigma _{ij}/d\mathrm{\Omega }`$, which involve the moduli of the cyclic projections of the unit polarization vectors onto the coordinate axis with a given magnetic field direction. In Figure 2, we plot the off-diagonal terms of $`d\sigma _{ij}/d\mathrm{\Omega }`$ as a function of electron density for different photon energies and directions of propagation.

Figure 2 shows a remarkable enhancement in the off-diagonal terms of the scattering matrix near the vacuum resonance density. These terms describe true propagation-mode changing and can significantly alter the spectrum and angular distribution of radiation propagating through a magnetized medium. This is because they can convert a photon from a mode with a small mean-free path to one with a large mean-free path and vice versa. As the different panels of Figure 2 show, the conversion probability and the width of the resonance depends on the photon energy and direction of propagation.

These rapidly-changing off-diagonal terms are difficult to handle numerically when modeling the transport of radiation. A number of different approaches have been employed to date, which we discuss in the next section.

## 4 Numerical Treatments of the Resonance and Mode Coupling

As discussed in §3, vacuum polarization introduces narrow and energy-dependent resonances in the opacities and cross-mode interaction terms. Given that the radiative equilibrium calculations require an energy grid that extends over four orders of magnitude and a depth grid that spans ten orders of magnitude, resolving the resonance by using an arbitrarily large number of grid points in these two variables is computationally prohibitive. Instead, the solution requires new numerical methods, which can sample the resonance region with high accuracy. The accuracy of the solutions depends on a correct calculation of the total optical depth under the resonance.

Here we introduce a new algorithm to overcome this problem that involves sampling the resonance region with a very large number of points on an auxiliary grid (denoted by prime) in order to compute accurately the total optical depth. We smooth the redistribution matrix elements according to

$$\frac{d\sigma _{ij}^\mathrm{n}}{d\mathrm{\Omega }}(\tau _{\mathrm{es}})=\frac{d\sigma _{ij}}{d\mathrm{\Omega }}(\tau _{\mathrm{es}}^{})\frac{1}{\sqrt{2\pi \sigma ^2}}\mathrm{exp}\frac{(\tau _{\mathrm{es}}\tau _{\mathrm{es}}^{})^2}{2\sigma ^2}d\tau _{\mathrm{es}}^{}$$
(12)
where $`d\sigma _{ij}^\mathrm{n}/d\mathrm{\Omega }`$ denotes the new smoothed matrix elements and the smoothing factor $`\sigma `$ in the Gaussian is chosen based on the number of points in the main depth grid. The number of points on the auxiliary grid can be arbitrarily large without increasing significantly the computational time. (Note that we also compute the absorption coefficients in this way). This method allows the sharp features to be resolved on the discrete grid while preserving the total optical depth across the resonance. As a result, it yields the most accurate solution allowed for a chosen number of grid points, as well as smooth spectra. In the calculations presented in §4, we employ a depth grid of 400 and an energy grid of 80 points.

### 4.1 Comparison with Previous Methods

We now compare the above algorithm to the numerical methods have been developed earlier to treat the transfer of radiation through the vacuum polarization resonance.

Monte Carlo Methods.— Bulik & Miller (1997) used a Monte Carlo technique to follow the propagation of photons through a hot, ultramagnetized plasma. Since Monte Carlo methods are not grid-based but follow the trajectories of individual photons, they have little difficulty in handling the sharp vacuum resonances. They also allow an easy implementation of non-coherent (Compton) scattering, which was important for the high temperature plasmas considered by Bulik & Miller (1997). This method, however, suffers from small number statistics that produces numerical noise in the calculated spectra. It is also not suitable for steady-state calculations in which the radiative equilibrium condition is required throughout the medium, as in the case of a cooling neutron star atmosphere.

Grid-based Methods.— Grid-based methods facilitate the construction of atmosphere models in steady-state in which the radiative equilibrium condition is imposed. Such methods are not constrained by small number statistics and can resolve sharp features given a carefully chosen grid. In the presence of vacuum polarization and cyclotron resonances, the choice of grid is crucial in capturing the effects discussed in §3. A typical resonance in the off-diagonal terms of the scattering matrix is illustrated in Figure 3, along with three different choices of grid that have been recently employed.

Ho & Lai (2002) used a scheme, the equal-grid method, in which for every energy grid point, the vacuum resonant density corresponds to a depth grid point (Fig. 3, case a). This choice ensures a uniform sampling of all resonant features and thus the smoothness of the resulting spectra. However, because the vacuum features are very narrow, such a choice always overestimates significantly the total optical depth across the resonance as is evident in the figure. Indeed, even though the calculated spectra are smooth, they have artificial “absorption-like” features that are reduced as the number of grid points increases (see Fig. 9 of Ho & Lai 2002). Note, however, that even at the highest number of grid points used by Ho & Lai (2002), the artificial features are still present in the spectra which have not approached the true solution. It is likely that this effect is also responsible for the discrepancy at low energies between the “no-conversion” and “mode-conversion” solutions presented in Figures 11 and 12 of Ho & Lai (2002).

Özel (2001) approached this problem by devising a saturation scheme which truncates the sharp resonant features (Fig.3, case b). In this method, a large number of grid points in column depth are used to ensure that for every energy, at least one depth grid point samples the saturated value of the resonant feature. This method underestimates the optical depth across the resonance but, for the same number of grid points, the error introduced is much smaller than the equal grid method (see Fig. 3). It also converges faster to the true solution as the number of grid points increases. Note that in Özel (2001), a saturation value and the corresponding number of grid points were chosen such that the solutions reached an asymptotic limit and did not depend on the particular choices.

Note, however, that the computed optical depth under the vacuum feature, which determines the accuracy of the solutions, in not preserved in either method discussed above. This is contrast to the new method presented in this paper, which is shown as case (c) in Figure 3.

Finally, the “step-function” method involves matching and exchanging the opacities of the two polarization modes below and above the resonance without resolving the transition region. It was first introduced by Zane et al. (2001) in the case of ultramagnetized neutron star atmospheres and is also used in Ho & Lai (2002) in their “complete mode conversion” calculations. This approximate method is highly inaccurate and provides no advantages over the equal-grid method in resolving the sharp change of the absorption coefficients near the resonance as it equally misestimates the total optical depth across the resonance.

## 5 The Effect of Vacuum Polarization and Proton Cyclotron Resonances on Radiation Spectra

We now discuss the effect of the vacuum polarization and proton cyclotron resonances on the spectra of emission from the surface of a strongly magnetized neutron star. Computing the spectrum of surface radiation requires the solution of the two coupled equations that describe the propagation of the photons through the magnetized plasma, subject to the condition of radiative equilibrium in a hydrostatic atmosphere. In the calculations presented here, we follow the methods described in Özel (2001) with the addition of the new algorithm for handling resonances discussed in the previous section. Briefly, we use a modified Feautrier method for the solution of the angle- and polarization-mode dependent radiative transfer problem and ensure radiative equilibrium with a temperature correction scheme based on the Lucy-Unsöld algorithm. The implementations of these methods are given in Özel (2001).

Figure 4 shows the spectra of surface emission from a neutron star with $`B=10^{14}10^{15}`$ G and with an effective temperature of $`T_\mathrm{e}=0.5`$ keV. The spectra at all field strengths are harder than a blackbody at $`T_\mathrm{e}=0.5`$ keV. However, the shape of the continuum as well as the narrow features that appear due to the proton cyclotron resonance depend strongly on the magnetic field.

The shape of the continuum is determined by both the vacuum polarization and the proton cyclotron resonances. As discussed in Özel (2001), the vacuum resonance introduces a layer of enhanced interactions and brings the thermalization depth of all photons with $`E2`$ keV closer to the outermost layers of the atmosphere. The sudden increase in the opacity at these photon-energy dependent critical densities leads to broad-band absorption-like features in the spectrum. However, because this resonance has a strong dependence on photon energy that causes less attenuation of the flux at higher photon energies, it leads to a hardening of the spectrum at $`E2`$ keV for $`B10^{14}`$ G as well as to increased flux at photon energies $`E1`$ keV, as discussed in Özel (2001) and Bulik & Miller (1997). Note that the resonance does not soften the spectrum but indeed is responsible for the hard tails at $`E>2`$ keV.

The spectra in Figure 4, however, do not all show these hard tails because the proton cyclotron resonance also affects the shape of the continuum through its modification of the ellipticities of the normal modes and its contribution to the opacities. In particular, it gives rise to a broad absorption feature that reduces the continuum flux around the proton cyclotron energy for $`B\mathrm{few}\times 10^{14}`$ G. For $`B5\times 10^{14}`$ G, the cyclotron absorption modifies the peak of the spectrum, leading to a sharper fall-off at $`E2`$ keV, while for $`B10^{15}`$ G, it suppresses the spectral tail in the $`510`$ keV energy range.

The narrow features at the proton cyclotron energy, on the other hand, arise from the enhanced interaction of the protons with the photons at that energy. These features are weak in the presence of the vacuum polarization resonance: the thermalization depth of the photons in nearby energies are brought closer to the thermalization depth at the cyclotron energy because of the vacuum polarization resonance, thus reducing the contrast between the flux at these photon energies. The resulting features have small equivalent widths at all field strengths considered here: at $`B=5\times 10^{14}`$ G, the equivalent width is $`80`$ eV, while at $`B=10^{15}`$ G, the equivalent width is $`0.2`$ keV. These features are likely to have even smaller equivalent widths as seen by an observer at infinity because of the effects of phase averaging and redshifts on the observed spectra.

## 6 Conclusions

In this paper, we have considered the various effects of vacuum polarization and proton cyclotron resonances on the propagation of photons through a strongly magnetized plasma. Given that the treatment of photon transport by solving two coupled transfer equations for two normal modes of propagation assumes large Faraday depolarization, we have first checked whether this condition is satisfied at the resonant densities for all photon energies. We have found that for photon energies $`E1`$ keV, the assumption is satisfied, i.e., the modes evolve adiabatically through the resonance, for all directions of propagation at the magnetic field strengths considered here. The resonant layer for photons with smaller energies lies deeper in the atmosphere than their thermalization depths and thus does not affect their propagation. Employing a normal mode treatment to calculate the properties of radiation emerging from a magnetized plasma is therefore justified.

We have then constructed radiative equilibrium atmosphere models of strongly magnetized neutron stars that includes the effects of vacuum polarization and proton cyclotron resonances. We have introduced a new numerical method that resolves accurately the sharp changes of the absorption and mode-coupling cross sections at the resonant densities. In particular, this method involves sampling the resonance region with a very large number of points on an auxiliary grid and thus allows for an accurate computation of the total optical depth across the resonances. Using this method in addition to those described in Özel (2001) for the solution of the transfer problem subject to the radiative equilibrium condition, we have calculated the spectral energy distributions of a cooling neutron star atmosphere.

We have shown that the resulting spectra are harder at all magnetic field strengths than a blackbody at the effective temperature but the shape of the continuum depends strongly on the field strength, shaped by the broad-band absorption due to both resonances. In particular, the suppression of the flux due to the proton cyclotron resonance dramatically reduces the hard tails at $`E>3`$ keV that arise from the vacuum resonance at $`B=10^{15}`$ G. In contrast, it only modifies the peak of the spectrum at $`B=5\times 10^{14}`$ G and, together with the vacuum resonance, gives rise to a hard tail of photon index $`\mathrm{\Gamma }23`$ in the $`26`$ keV range. Note that hard tails have been observed in this energy range in a number of sources that are currently the best candidates for being ultramagnetized neutron stars, such as the anomalous X-ray pulsars and soft gamma-ray repeaters. However, a conclusive statement can be made by comparing the observations of these sources to spectral models that take into account the effects of the gravitational redshift and phase-averaging.

Finally, we have shown that the narrow absorption features introduced by the proton cyclotron resonance have small equivalent widths. The vacuum polarization resonance significantly suppresses the strengths of these lines by bringing the thermalization depth of photons that have energies in the vicinity of the cyclotron energy further out in the atmosphere and thus closer to that of the photons at the cyclotron energy. These small equivalent widths may help explain the lack of narrow absorption features in the observations of anomalous X-ray pulsars and soft gamma-ray repeaters (Juett et al. 2001; Patel et al. 2001). Deeper observations of these sources, especially with instruments that have higher sensitivity at $`E5`$ keV range may help reveal some of these features and thus the nature of these intriguing objects.

I thank John Bahcall for his valuable input and discussions on the physics of mode evolution across resonances. I also thank Dimitrios Psaltis for many discussions on the treatment of resonances in radiative transfer problems and Ramesh Narayan for useful suggestions. This work was supported in part by a fellowship of the Keck Foundation and an NSF grant PHY-0070928.

## Appendix A On the Adiabatic Mode Evolution and Mode Conversion near the Vacuum Polarization Resonance

In a recent paper, Lai & Ho (2002) discussed the physics of vacuum polarization resonance and pointed out the well-known effects of adiabatic evolution and enhanced polarization mode conversion that take place through the resonant density (see the references in §1). They argued that this effect was not treated in previous studies and evaluated the conditions under which the large Faraday depolarization assumption and hence the adiabatic evolution of modes breaks down. In a subsequent work, Ho & Lai (2002) further claimed that they included for the first time the effect of this new phenomenon on the spectra of a magnetized neutron star atmosphere in radiative equilibrium.

In this appendix, we clarify the effects of vacuum polarization resonance on the normal-mode description of photon transport in magnetized media. We show that the effects discussed by Lai & Ho (2002) have been taken into account in the previous calculations of photon transport through a plasma (Bulik & Miller 1997; Zane et al. 2000; Özel 2001). In particular, as long as a normal-mode treatment is employed, the physics included in the calculations is the same, independent of the nomenclature with which one describes modes above and below the resonant density. Below, we outline some of the mistakes and inconsistencies in their discussion.

First, referring to the case where the photon modes evolve adiabatically as “mode conversion” is misleading, since this is precisely the case where the normal modes of propagation ($`i=1,2`$ or $`/+`$ modes) remains the same above and below the resonance. What is different is the correspondence between the polarization and propagation eigenstates on the two sides of the resonance. Note in particular that equations (2.27) and (2.43) of Ho & Lai (2002), which presumably describe the two different definitions of normal modes, are mathematically identical.

Second, adiabatic evolution is not an additional effect that needs to be included in calculations of radiative transport; it is by definition part of the calculations. In fact, as we discussed in §2, solving the transfer equation in the two normal modes requires that the modes evolve adiabatically. What the modes are called above and below the resonant density is irrelevant, given that the transfer equations are written for the normal modes of propagation and not for polarization eigenstates (the so-called extraordinary and ordinary modes) as we discussed above. Therefore, they criticise incorrectly the previous works for not including this new physical effect. For the same reasons, it is in fact meaningless to “include” or to “neglect” mode conversion (in the terminology of Lai & Ho 2002) because neglecting the adiabatic mode evolution does not describe any physical situation. The difference in the results between these two cases most likely arises from the different numerical treatments the authors employ in each case, both of which are highly inaccurate as discussed in §4.

Ho & Lai (2002, §2.4) also claim that in the limit of non-adibaticity, the radiative transfer formalism breaks down and cannot describe the evolution of photons. This is also incorrect. As discussed above, one simply needs to solve all four equations (3) in this case rather than the two equations for the diagonal terms of $`R_{ij}`$. We emphasize that this case is not relevant for the problem discussed here but in general can be easily addressed by keeping the equations for the off-diagonal terms.


text:
# XMM-Newton observations of the asynchronous polar BY Cam Based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA Member States and the USA (NASA).

## 1 Introduction

Polars are close binaries in which the primary star (a white dwarf) accretes material from a red dwarf secondary star. The strength of the magnetic field of the white dwarf (B$``$10–200 MG) is sufficient to synchronize its spin period with that of the binary orbital period. The accretion flow is controlled over large distances by the white dwarf’s magnetic field. In most of these systems the magnetic field is locked into a single orientation with respect to the secondary star.

There are, however, four polars which are known not to be exactly synchronous: the spin period of the white dwarf differs from the orbital period by a few percent. It is expected that these systems are only temporarily out of phase-lock (due to eg a nova explosion) and will regain synchronization within several hundred years (Schmidt & Stockman 1991). One of the brightest of these asynchronous polars is BY Cam. It is bright in X-rays and has an binary orbital period of 201.258 mins and a white dwarf with a spin period of 199.330 mins (Mason et al 1998). This results in a spin-orbit beat period of 14.5 days.

BY Cam has been observed with various X-ray telescopes. Indeed, it was discovered using the X-ray satellite Uhuru by Forman et al (1978). Since then it has been observed using EXOSAT (Shrader et al 1988), Ginga (Ishida et al 1991, Done & Magdziarz 1998), ASCA (Kallman et al 1996, Done & Magdziarz 1998), ROSAT (Ramsay et al 1994, Mason et al 1998) and BBXRT (Kallman et al 1993). These observations have shown a highly variable X-ray light curve.

This variability is best shown in the Ginga data which was taken over 3 days and showed a periodic modulation in the first half which disappeared in the second half and was thereafter dominated by strong flaring. This is consistent with X-ray observations of one other asynchronous polar RX J2115–58 which showed highly variable light curves (Ramsay et al 2000). This variability was interpreted as the accretion flow rotating around the magnetic field of the white dwarf and at certain instances the flow accretes onto the opposite hemisphere of the white dwarf resulting in a different shaped light curve.

The hard X-ray spectra of BY Cam has shown evidence for a multi-temperature nature and complex absorption (Done & Magdziarz 1998). Using ROSAT data, Ramsay et al (1994) found that BY Cam was the one system which did not show a soft/hard X-ray ratio which was correlated with magnetic field strength. In this paper we present X-ray and simultaneous optical/UV observations of BY Cam using XMM-Newton.

## 2 Observations

BY Cam was observed for a short duration using XMM-Newton on 26 August 2001. We show in Table 1 the observation details in the various instruments. The EPIC instruments (imaging detectors covering the energy range 0.1–10keV with moderate spectra resolution) were operated in small window mode so that the effects of pile-up would be minimised. The RGS detectors (high resolution spectrographs operating in the 0.3–2.0keV range: den Herder et al 2001) were configured in the standard spectroscopy mode. For the OM (an optical/UV 30cm telescope: Mason et al 2001), data in 2 UV filters were obtained (UVW1: peak effective area at 2900 Å and bandwidth 750 Å UVW2: 2120 Å 450 Å) and one visual band (roughly the $`V`$ band, 5500 Å 350 Å).

The data were processed using the XMM-Newton Science Analysis Software (SAS) v5.2. For the EPIC pn detector (Strüder et al 2001), data were extracted using an aperture of 40$`^{^{\prime \prime }}`$ arc sec centered on the source. Background data were extracted from a source free region of the same CCD. For the EPIC MOS detectors (Turner et al 2001) we extracted the background from source free regions of other CCDs which were in full frame mode. The background data were scaled and subtracted from the source data. The OM data were analysed in a similar way using omfchain (using the version due to be released as part of the SAS v5.3). Data were corrected for background subtraction and coincidence losses (Mason et al 2001). Background subtracted RGS spectra were derived using the SAS tool rgsproc.

In extracting the EPIC pn spectra, we used only single pixel events and used the response file epn\_sw20\_sY9\_thin.rmf. In the case of the MOS data we used the response files m\[1-2\]\_thin1v9q19t5r5\_all\_15.rsp.

## 3 Light Curves

### 3.1 General Features

We show in Figure 1 the X-ray and optical/UV light curves. We are not able to phase the data on a spin or orbital ephemeris because of the uncertainty in the precise degree of asynchronism in this system. The light curves show that the X-ray observations commenced when the source was relatively faint (and showed a low soft/hard ratio). The source then increased in intensity and showed a significant amount of flaring activity towards the end of the observation (especially in the soft X-ray band) and showed an increased soft/hard ratio. The increase in X-ray flux is probably as a result of a second accretion region on the white dwarf rotating into view. Based on the flux levels found in §4.2, BY Cam was fainter by a factor of 5 and 3 compared to when it was observed using ASCA and Ginga but comparable to its RXTE observation. Although these comparisons are complicated by the fact that the XMM-Newton observations cover less than half of the binary orbital period, they do suggest that BY Cam was in a relatively high rather than a low accretion state when observed using XMM-Newton.

The UVW1 data shows a high count rate when the X-ray flux was low: the count rate (14.3 ct/s) corresponds to flux of $`6.4\times 10^{15}`$ ergs s-1 cm-2Å (based on OM observations of isolated white dwarfs). The mean $`V`$ band magnitude is $``$15.7 ($`1.9\times 10^{15}`$ ergs s-1 cm-2Å), reaching a peak of $``$15.5. Since the $`V`$ band data covered the period when the source was increasing in X-ray brightness it is likely that peak optical brightness in that orbital cycle was brighter than $`V`$15.5. Silber et al (1997) present an extensive series of optical data on BY Cam. These show that when BY Cam is in a high state it can show a considerable variation in optical brightness, although typically around $`V`$15 mag. Although the count rate in the UVW2 filter is low (1.9 ct/s) it corresponds to a flux of $`7.5\times 10^{15}`$ ergs s-1 cm-2Å.

### 3.2 Short timescale variability

The first half of the X-ray light curves are relatively stable showing only small scale variability, mainly in the 1–10keV energy band (cf Figure 1). Around day 1.025, flaring activity starts to become prominent – particularly at energies below 0.5keV. To study the nature of the short term flaring in greater detail we examined data in the time range starting from this point until the end of the observation.

We show in Figure 2 the auto-correlation function of the energy resolved light curves using the EPIC pn data. This shows that the zero-crossing time in the 0.3–0.5keV and 1–10keV light curves are both around $``$85 sec. However, in the softest band (0.1–0.3keV), this value is much longer taking around $``$300 sec. In comparison, observations of the polar EF Eri showed the zero-crossing time was $``$85 sec in EXOSAT (both in the CMA:0.04–2keV and ME: 2–6keV) observations (Watson, King & Williams 1987) and around $``$55 sec in both soft and hard bands of ROSAT data (Beuermann, Thomas & Pietsch 1991).

We also cross-correlated the EPIC pn 0.1–0.3keV and 1–10keV light curves (Figure 2). This shows that the peak of the cross correlation deviates from zero (25$`\pm `$15 sec) and is significantly greater than other peaks in the delay range –400 to +400 sec. This suggests that this correlation is significant and implies that the 1–10keV light curve trails the 0.1–0.3keV light curve and is anti-correlated. This means that when there is a brightening in the 0.1–0.3keV light curve there is a dip in the 1–10keV light curve shortly afterwards. We also repeated the same analysis using the EPIC MOS data and find the same result as for the EPIC pn data. This is an entirely unexpected result which is discussed further in §5.

We made a search for Quasi Periodic Oscillations (QPO) in the X-ray light curve. This was done by examining a number of different time intervals and energy bands. We found no evidence for a significant QPO signal (on timescales between 0.1 sec and 50sec) in the Discrete Fourier Transforms.

## 4 X-ray spectra

### 4.1 RGS spectra

Although the count rate in the RGS instruments was low ($``$0.2 ct/s), it was sufficient to extract a spectrum with sufficient signal-to-noise to search for prominent features. We show in Figure 3 the RGS1 and RGS2 spectra. There are two lines which are apparent in both instruments suggesting they are real instruments: at 0.427$`{}_{0.006}{}^{}{}_{}{}^{+0.011}`$keV and 0.500$`{}_{0.003}{}^{}{}_{}{}^{+0.002}`$ keV. They have equivalent widths of 8$`{}_{2}{}^{}{}_{}{}^{+21}`$eV and 35$`{}_{15}{}^{}{}_{}{}^{+31}`$eV respectively. They are probably due to NVI (0.4262 or 0.4307 keV) and NVII (0.500 keV).

### 4.2 EPIC spectra

The hardness ratios shown in Figure 1 suggest that the accretion region which is viewed at the beginning of the observation is harder than the second accretion region which come into view at day 1.007. We therefore extracted spectra from time intervals corresponding to the first visible accretion region (the ‘hard’ region) and the second visible region (the ‘soft’ region). Our emission model consisted of neutral absorbing material and a multi-temperature shock model (Cropper et al 1999). This model takes into account cooling via cyclotron radiation, a variation in the gravitational force over the height of the post-shock flow and the multi-temperature nature of this region: the immediate layers beneath the shock front reaches temperatures $``$30-50keV, while closer to the white dwarf photosphere it has cooled to $``$1keV. We fix the ratio of cyclotron to bremsstrahlung cooling, $`ϵ_s`$ at 5, appropriate for the magnetic field strength of the white dwarf in BY Cam (thought to be in the range 30–50MG: Cropper et al 1989). When necessary we added a neutral absorption which had a partial covering fraction and a blackbody. We also added a Gaussian component to model the fluorescent line at 6.4keV. We fitted the spectra from the three EPIC detectors separately.

We show in the left hand panel of Figure 4 the EPIC pn spectrum covering the hard time interval. The spectral parameters for all three spectra are shown in Table 2. The immediate points to note are the absence of a soft blackbody component and the low column density. We define the hard X-ray luminosity as $`L_{hard}=4\pi `$Flux$`{}_{hard,bol}{}^{}d_{}^{2}`$ where Fluxhard,bol is the unabsorbed, bolometric flux from the hard component and $`d`$ is the distance. Since a fraction of this flux is directed towards the observer, we switch the reflected component to zero after the final fit to determine the intrinsic flux from the optically thin post-shock region. For a distance of 100pc we find that $`L_{hard}10^{31}`$ ergs s-1.

For the spectra covering the soft time interval we find that a soft blackbody component is required to achieve good fits to the data. Further, in addition to the neutral absorption component we require a second absorption component with a partial covering fraction. We show the EPIC pn spectrum in the right hand panel of Figure 4 and the spectral parameters in Table 3. We define the soft X-ray luminosity as $`L_{soft}=\pi `$Fluxsoft,bolsec($`i\beta )d^2`$, where we assume that the soft X-ray emission is optically thick and can be approximated by a small thin slab of material, the unabsorbed bolometric flux is Fluxsoft,bol, $`i`$ the inclination and $`\beta `$ the angle between the accretion region and the spin axis. Taking $`i`$40–60 and $`\beta `$100–125 (assuming the soft pole is negatively circularly polarised: Piirola et al 1994) we find sec$`(i\beta )`$2. The ratio of $`L_{soft}/L_{hard}`$0.5. This is similar to that found by Ramsay et al (1994) using ROSAT data. They suggested that because BY Cam is an asynchronous system the accretion region may have a larger area than is typical in polars because the aspect of the white dwarf is continuously changing with respect to the accretion stream. Extracting a spectrum from the second half of the soft interval we find that the soft/hard flux increases by a factor of $``$4: this is consistent with the view that the soft flaring is due to dense blobs of material which impact directly into the photosphere of the white dwarf without forming a shock.

Our spectral fits also allow us to determine the mass of the white dwarf using the Nauenberg (1972) mass-radius relationship for white dwarfs. Tables 2 and 3 show that we find a mass 0.9–1.1$`M_{}`$. This is consistent with the mass determined using Ginga data (0.98$`M_{}`$: Cropper et al 1999) and RXTE data (1.04$`M_{}`$: Ramsay 2000).

## 5 Discussion

### 5.1 Short time variability

Various groups have searched for a correlation between the soft and hard X-ray light curves of polars. Observations of AM Her (Stella, Beuermann & Patterson 1986) showed no correlation between the soft and hard X-ray light curves while observations of EF Eri (Watson, King & Williams 1987) found that the soft and hard X-ray light curves were weakly correlated at zero lag. However, in both of these cases, the ‘soft’ X-ray light curve extended up to 2keV or beyond and hence their ‘soft’ band may have been contaminated by photons originating from the post-shock flow. With the good spectral resolution of XMM-Newton we have been able to separate the soft re-processed X-ray emission from the post-shock emission.

In §3.2 we found evidence that the hard X-ray light curve trailed the softest X-ray light curve by $``$10–40sec and was anti-correlated. This is an unexpected result. The emission at energies 0.1–0.3keV is produced by a combination of hard X-rays irradiating the white dwarf and then being re-radiated at lower energies (Lamb & Masters 1979, King & Lasota 1979), and dense blobs of material penetrating the photosphere of the white dwarf (Kuijpers & Pringle 1982). The proportion of blobs present in the accretion flow is thought to be proportional to the magnetic field strength of the white dwarf (Ramsay et al 1994). At energies above $``$1keV the emission is due entirely from X-rays produced in the post-shock region above the photosphere of the white dwarf. If soft X-rays were produced largely from the re-processing of hard X-rays then they would be expected to be correlated (it is possible there would be a short time delay with the soft band trailing the hard since it would take a finite time for the hard X-rays to be reprocessed). We suggest that the observed delayed anti-correlation is due to dense blobs of material impacting the photosphere of the white dwarf which then throw-up enough optically thick material to obscure even hard X-rays for a short time. Supporting evidence is found from the spectral fits which indicate the absorption is significantly higher in the soft accretion region spectrum compared to the hard accretion region spectrum.

### 5.2 Spectra

The RGS spectra show the presence of line emission at 0.426 and 0.500 keV. These lines appear to be due to NVI and NVII. We believe that this is the first time that Nitrogen lines have been seen in the X-ray spectra of a CV. This observation is interesting since Bonnet-Biduad & Mouchet (1987) using IUE spectra found that the ratio of NV/CIV is unusually large - around a factor of 20 greater than normally found in polars. They suggested that this unusual ratio was due to a previous nova event in the system. The lines detected in the X-ray band are of course more ionised that those seen in the UV but their origin (whether in the pre-shock accretion flow, circumbinary material or from the white dwarf photosphere), is still unclear.

Another significant result from our spectral fitting is the finding that no blackbody component is seen in the ‘hard’ accretion region while it is in the ‘soft’ accretion region. A soft X-ray component has been seen in many polars, but there are examples where none have been detected. The polar WW Hor was observed using XMM-Newton (Ramsay et al 2001) in an intermediate accretion state and no soft X-ray component was detected. Further, the soft and hard X-ray light curves are almost always seen in phase. However, there have been some observations where the soft and hard X-ray components have been seen in anti-phase (the ‘reversed X-ray mode’). One example is the observation of AM Her made using EXOSAT (Heise et al 1985). This observation contrasts with other observations of AM Her which show the soft and hard light curves in phase.

Heise et al (1985) suggest that AM Her normally accretes only onto one magnetic pole, but in the reversed X-ray mode, accretion occurs onto both poles. When accreting onto only one pole (the primary pole), both soft and hard X-rays are generated. When accretion occurs on the secondary pole, accretion takes place in the form of dense blobs of material which penetrate directly the white dwarf photosphere and no shock is formed: this pole is therefore strong in soft X-rays. Polarimetric observations of BY Cam by Piirola et al (1994) show evidence for positive and negative circular polarisation, implying the presence of two accretion poles.

Dealing with the ‘soft’ pole first, there is clear evidence of short term variations in the soft X-ray light curve (at least in the second half of the soft light curve). Since there are no short term variations in the hard X-ray light curve, the most probable mechanism for the soft flaring is dense blobs of material which impact directly into the white dwarf. This would be expected to reflected in a high $`L_{soft}/L_{hard}`$ ratio. In contrast, the fits to the spectrum of the soft accretion region imply a ratio $``$0.5 which is consistent with the ‘standard’ accretion model in which the soft X-ray emission originates entirely from re-processing of hard X-rays. However, when we consider the spectrum taken from the only the flaring state, we find that the soft/hard ratio increases by a factor of 4. This is consistent with the view that dense blobs of material are indeed present in the flow and are the cause of flaring in soft X-rays.

We now discuss the hard accretion region. Compared to the soft accretion region, the hard region shows a light curve which is much more constant in intensity. This suggests the absence of dense blobs of material impacting onto this accretion pole. However, we would still expect there to be a soft X-ray component from re-processing of the hard X-ray component. If the accretion rate was reduced (the hard X-ray flux is a factor $``$5 lower in this region compared to the soft region) or the flow was spread over a larger area than usual, then the temperature of the re-processed component would be lower. This would result in the re-processed component being shifted into UV wavebands. Indeed, Figure 1 shows that the UVW1 count rate is high when the hard region is in view.

To investigate this further, we re-considered the soft accretion region spectrum by adding a blackbody of temperature 1.7eV (20000K, Gänsicke, Beuermann & de Martino 1998) to account for that part of the white dwarf not heated by the accretion flow. We then set the normalisation of this component to match the flux observed in the UVW2 filter. We then added this low temperature blackbody to our model for the hard accretion region. We find that the observed flux in the UVW1 filter is higher by a factor $``$2 than predicted. We now add a second blackbody to account for a re-processed component: this is fixed at various temperatures and normalisations so that it gives the observed UVW1 flux and has no significant effect on the fit to the X-ray spectra.

We find that for a heated region of temperature $``$4eV (as opposed to 54eV in the soft accretion region), we find $`L_{soft}/L_{hard}`$1. (Here we set sec($`i\beta `$)=1 appropriate for the positively circularly polarised pole which we take to be the hard accretion region, Piirola et al 1994). Some degree of caution should be applied there are uncertainties in the exact temperature of the unheated white dwarf, the precise UV flux estimates and the amount of absorption. However, this supports our view that the lack of a distinct soft X-ray component in the hard accretion region is because this component has moved into the UV as a result of the lower hard X-ray heating rate, or that it is spread over a larger area compared to the soft accretion pole. This is similar to that observed in AM Her (Gänsicke, Beuermann & de Martino 1998).


text:
# A novel Microwave Frequency Scanning Capacitance Microscope

## Abstract

We report a new technique of scanning capacitance microscopy at microwave frequencies. A near field scanning microwave microscope probe is kept at a constant height of about 1 nm above the sample with the help of Scanning Tunneling Microscope (STM) feedback. The microwaves are incident onto the sample through a coaxial resonator that is terminated at one end with a sharp tip (the same tip is used to conduct STM), and capacitively coupled to a feedback circuit and microwave source at the other end. The feedback circuit keeps the source locked onto the resonance frequency of the resonator and outputs the frequency shift and quality factor change due to property variations of the sample. The spatial resolution due to capacitance variations is $``$ 2.5 nm. The microscope is broadband and experiments were performed from 7 GHz to 11 GHz. We develop a quantitative transmission line model that treats the tip to sample interaction as a series combination of capacitance and effective sheet resistance in the sample.

Introduction: Scanning Capacitance Microscopy can be used to map spatial variations of the topography of conducting materials, or the dielectric properites of thin films and bulk insulators. In general, such microscopes detect a change in capacitance, $`\delta `$C, by means of a resonant circuit that includes the probe-sample capacitance. An early version of such a microscope employed a diamond stylus in contact with the sample. When the stylus was touching the sample, a probe electrode (attached to the stylus) was 20nm above the sample. The electrode to sample capacitance was measured through the changing resonant frequency of an inductor/capacitor (LC) resonant circuit. With this microscope the lateral resolution claimed was 100nm and vertical resolution of 0.3nm. Other capacitance microscopes have been made by adding a similar resonant capacitance sensor to an Atomic Force Microscope and a Scanning Tunneling Microscope(STM). The lateral topographic resolutions reported were 75nm and 25nm, respectively. These microscopes have been used for dopant profiling in semiconductors, for example.

However, in many materials of interest, measurement of loss is crucial to extract the interesting physics. For example, certain colossal magneto-resistance (CMR) materials have ”metallic” and ”insulating” phases that coexist on very small (almost 1-2 nm) length scales. In thin films of Bi2Sr2CaCu2O8+δ, STM spectroscopic data shows evidence for coexisting superconducting and semiconducting phases on similar length scales. One way to distinguish between the two phases is to locally measure ohmic losses. Existing capacitance microscopes are not designed to image such quantities. A near-field microwave microscope would be the right tool, and can be utilized to quantitatively extract losses in the form of sheet resistance (Rx). However, sub-micron spatial resolution is required to distinguish the finely intermixed phases.

Our objective now is to obtain high-resolution loss imaging, in conjunction with capacitance microscopy. The quantitative sheet resistance ($`R_x`$) of a sample was extracted earlier, from the frequency shift and quality factor of the microscope resonator with lateral resolution in the 10’s to 100’s of $`\mu `$m. We now want to improve the spatial resolution, while maintaining the sensitive loss imaging capability.

With a scanning microwave microscope, one can illuminate a controlled localized area with microwave fields and currents. In the past, some near-field microwave microscopes have utilized STM or AFM tipssimply to concentrate rf electric field on a sample. The sharp end of the tip acts like a ”lightening rod”, enhancing the spatial resolution for microwave microscopy. In an earlier version of our microwave microscope, an STM tip was also used to focus electric fields on the surface. Because the tip was in contact with the sample, with contact force of about 60 $`\mu `$N, the best spatial resolution achieved was $``$ 1 $`\mu `$m. The contact force flattened the imaging end of the tip, increasing the radius of curvature. One way to improve the spatial resolution of the microscope is to prevent the tip from touching the sample. To achieve this, the new version of the near-field microwave microscope (Fig. 1) has STM feedback integrated to maintain a roughly 1 nm constant height during scanning.

Experiment: The microscope, schematically presented in Fig. 1 is similar to the versions discussed at length in prior publications. Changes made to our microscope include using a bias tee to make the DC connection to STM feedback while maintaining an AC coupling to the microwave source and feedback circuit. Also, the sample is now on a XYZ piezoelectric (piezo) translation stage, instead of an XY motor stage. At one end of the coaxial resonator is an open ended coaxial probe with a sharp STM tip sticking out of its center conductor. As with our previous microscopes, the other end of the resonator is capacitively coupled to a microwave source and a feedback circuit via a directional coupler and a diode detector, as shown in Fig.1. The feedback circuit keeps the source locked onto the resonance frequency $`f_0`$, of the resonator and it gives the frequency shift ($`\mathrm{\Delta }`$f) and quality factor (Q) as output signals. However, the probe-sample seperation is maintained by a constant current STM feedback loop during scanning.

Many interesting materials have transition temperatures well below room temperature, requiring a cryogenic microscope. We use a commercially available Oxford Cryostat to cool the sample and part of the microscope. The sample can be cooled to any temperature between 4.2K and room temperature. The quality factor of the microscope is enhanced at low temperatures due to the decrease of microwave losses in the resonator.

Model: The inset of figure 1 shows a closer look at the tip to sample interaction. This interaction is modelled as an effective capacitance Cx in series with the losses in the conducting sample due to ohmic dissipation, Rx. The complex load impedance presented to the microscope is Zx = Rx+(1/i$`\omega `$Cx).

Our quantitative understanding of the microscope is based on a transmission line model developed earlier. In this model, the frequency shift and Q of the microscope depend both on Cx and Rx. In the region of interest, an estimate (discussed below) for the capacitance at a height of 1 nm is Cx $``$ 10 fF, giving a capacitive reactance (Im\[Zx\]) on the order of 2 k$`\mathrm{\Omega }`$ at 7.5 GHz. For situations where Cx is not too large (roughly Cx values $``$ 10 fF), we can approximate the model frequency shift as $`\mathrm{}`$f = - b\*Cx, independent of R$`_x,`$ where b depends on microscope geometry. The model Q depends on C$`{}_{}{}^{2}{}_{x}{}^{}`$ as Q = Qmax \- d(Rx)\*C$`{}_{}{}^{2}{}_{x}{}^{}`$, where Qmax is the microscope Q with no sample present. For increasing Rx this slope increases in magnitude, roughly as d(Rx) $``$ Rx. To summarize, in this small capacitance limit, the frequency shift image can be regarded as a capacitance image, and the Q image will contain contributions from both capacitance Cx and losses Rx. Similar results are obtained from a lumped element model in which the resonator is treated as a parallel RLC circuit.

In both models of the microscope we find in general that the minimum in Q versus Rx is always at the point where $`\omega `$CxRx = 1. Hence the sensitivity of our microscope to sample losses is determined in part by the value of the probe-sample capacitance. Other observations about the qualitative behavior of $`\mathrm{\Delta }`$f and Q with sample properties have been discussed at length in prior work.

To summarize, the frequency shift image should be a map of probe-sample capacitance. Qualitatively, we expect Cx, to be large in a valley and small near a peak on the sample surface, as shown in Fig. 2. The capacitance between tip and sample can be calculated by assuming that the tip acts like a metallic sphere above a metallic infinite plane. Naively, we expect the spatial resolution for capacitance variations to be on the order of the radius of the sphere.

Results: We find that the value of capacitance between tip and sample strongly depends on the geometry of the tip. We have used Pt-Ir alloy cut tips, as well as Pt-Ir alloy etched tips and W etched tips. All three tips have significantly different geometries. The W tip shows the largest $`\mathrm{\Delta }`$f contrast as a function of height between tunneling and 2000 nm from the surface (Fig.3). For this tip we have seen a frequency shift slope d($`\mathrm{\Delta }`$f)/dz$`_{z0}`$ contrast of roughly 0.3kHz/nm over a thin gold film deposited on a mica substrate. The etched Pt-Ir tip has a smaller contrast of 0.075kHz/nm, but still larger than a cut Pt-Ir tip, which has a contrast of 0.025kHz/nm, all on the gold on mica thin film (all three tips are compared in inset of Fig. 3). The largest frequency shift that we have seen is 800 kHz between tunneling height and 500 nm, over an oxidized Titanium sample with an etched W tip.

To quantitatively understand the frequency shift versus height data, we calculate capacitance for a given sphere radius and height above the sample starting from a typical tunneling height of 1 nm and extending to 2000 nm. The values are fed into the transmission line model, which calculates the frequency shift. The inset of Figure 3 shows the fit based on this model to the frequency shift versus height data for etched W and Pt tips over the Gold/mica sample. The sphere radius was used as the fitting parameter, and Fig. 3 shows that the W tip data fits well for a sphere of radius 27 $`\mu `$m, while the etched Pt tip fits with a sphere of 10 $`\mu `$m. These values for tip radius fits are comparable to those seen by other researchers and give probe-sample capacitance on the order of 1 - 10 fF at tunneling heights. We find however, that the Pt-Ir cut tip is irregular and does not fit the sphere above the plane model.

Figure 4 shows simultaneously acquired images of STM topography and microwave properties on a La0.67Ca0.33MnO3 CMR thin film. The STM topography clearly shows the granular structure of the film. The total height variation is about 175Å, and the smallest grain is about 285 Å on each side. The simultaneously acquired frequency shift data shows all the same granular features, with similar spatial resolution. Note that the frequency shift is more negative for the region between the grains, and less negative for regions near the top of the grains, as expected from Fig. 2.

Surprisingly, the $`\mathrm{\Delta }`$f and Q image spatial resolution is just as good as STM topography. The contrast in $`\mathrm{\Delta }`$f and Q come from the topography-following mode, where STM feedback is maintaining a constant tunnel current. As the tip goes into a valley on the surface, the microwave microscope will see an increase in capacitance between the tip and sample (Fig. 2) which will produce a more negative frequency shift. A stronger drop in Q is also seen due to the increase in Cx and possibly also due to a change in Rx, as proposed for CMR thin films.

Figure 5 shows the data on the top of one grain of the La0.67Ca0.33MnO3 film, shown in Fig. 4. This image is 492Å on each side and the overall STM topography is 96Å. The simultaneously acquired frequency shift image ranges from -105kHz to -110kHz and the Q image ranges from 348 to 357. The dark lines in the topography image are narrow dips about 8 to 10 unit cells deep. The Q and frequency shift images clearly show these dips as well. Figure 6 shows the line cut through the largest dip in Fig. 5, where the topography shows that this feature is 55Å deep, from the top of the grain. The frequency shift change is about 2 kHz and Q drops from 356.5 to 348.5 over this feature. One can regard Fig. 5 as a relatively flat region of the sample where the microscope shows a baseline frequency shift, $`\mathrm{\Delta }`$f $``$ -105 kHz. When the tip moves into the 5.5 nm deep valley (Fig. 6), under STM constant-current mode, the microwave microscope shows an additional drop of $``$ 2 kHz in frequency shift, giving a slope, d($`\mathrm{\Delta }`$f)/dz $``$ 0.3 kHz/nm, consistent with the results shown in Fig.3 for the frequency shift contrast near the surface.

This analysis suggests, that the STM constant-current mode is needed to see such sharp contrast in frequency shift, due to changes in capacitance. Hence, the spatial resolution will be dictated by the STM constant-current mode rather than the radius of curvature of the tip, as expected from the simple model of microwave microscope. Comparing the three line cuts through the feature (in Fig. 6), we clearly see that the spatial resolution for capacitance variations of the microwave microscope is comparable to STM, and is no worse than 25Å!

Noise ultimately limits our sensitivity to capacitance variations. There is noise in both the STM positioning system and the microwave microscope. At room temperature the estimated position noise of the z piezo is 0.35Å and the position noise in x and y direction is 1.2Å. This translates to 0.0026 kHz of noise in $`\mathrm{\Delta }`$f and 0.0083 in Q for a typical Pt-etch tip, so we conclude that the contribution to noise from the positioning system is negligible. We find that for the microwave microscope, sitting far away from the sample the jitter seen in the frequency shift signal is about 0.5kHz, and the variation in Q is about 0.1 out of 383. The lock-in time constant was 1 ms for these experiments.

Conclusions: We have demonstrated a novel microwave frequency scanning capacitance microscope with spatial resolution of no worse than 25Å. The microwave contrast depends strongly on the tip-sample capacitance. This capacitance depends strongly on the geometry of the tip. This scanning capacitance microwave microscope can serve as a high resolution platform for doing other kinds of measurements, such as local loss and local nonlinear properties of interesting materials.

This work has been supported by an NSF SBIR-II subcontract from Neocera, Inc. under NSF DMI-0078486, an NSF Instrumentation for Materials Research grant DMR-9802756, the University of Maryland/Rutgers NSF-MRSEC shared experimental facility under grant number DMR-00-80008, the Maryland Industrial Partnerships Program 990517-7709, and by the Maryland Center for Superconductivity Research. We acknowledge Amlan Biswas for providing us with the La0.67Ca0.33MnO3 film, as well as Greg Ruchti for finite-element electromagnetic modeling of the microscope.