format: text

text:
# Untitled Document

VLHC Based ep Colliders: e-ring versus e-linac

Y. Islamzade1), H. Karadeniz2), S. Sultansoy1,3)

1)Dept. of Physics, Faculty of Arts and Sciences, Gazi University, 06500 Teknikokullar, Ankara, Turkey.

2)Ankara Nuclear Research and Training Center, 06100 Besevler, Ankara, Turkey.

3)Institute of Physics, Academy of Sciences, H. Cavid Ave. 33, Baku, Azerbaijan.

Abstract

Main parameters of a Linac$``$VLHC based ep collider are estimated and compared with recently suggested ep collider in the VLHC tunnel.

I. Introduction

The CERN Large Hadron Collider (LHC) and 50+50 TeV hadron collider (VLHC), sub-TeV (TESLA, JLC/NLC) and multi-TeV (CLIC) electron-positron colliders and multi-TeV energy muon collider (HEMC) are considered as energy frontiers for the 21st century high energy physics research . On the other hand, the importance of lepton-hadron colliders is a matter upon which general agreement is made. Indeed, the quark-parton structure of the matter was discovered in lepton-hadron collisions. The first and unique operating electron-proton collider is HERA with $`\sqrt{\text{s}}300`$ GeV and L$`10^{31}`$ cm-2s-1. Nowadays, an addition of e-ring or e-linac to RHIC (eRHIC) is intensively discussed . There are two proposals in achieving TeV scale, namely, LEP$``$LHC  and THERA , that can be taken seriously. Concerning multi-TeV scale in lepton-hadron collisions, the Linac$``$LHC based ep, $`\gamma `$p, eA and $`\gamma `$A colliders  are of the most realistic feature in contrast to speculative $`\mu `$p collider proposals.

There are a number of papers devoted to possible ep collider based on VLHC. Two options are evaluated : ep collisions in VLHC booster ($`\sqrt{\text{s}}=1`$ TeV and L$`=2.6`$x$`10^{32}`$ cm-2s-1) and ep collisions in VLHC ring ($`\sqrt{\text{s}}=6`$ TeV and L$`=1.4`$x$`10^{32}`$ cm-2s-1). The first option is left untouched in this paper because of LEP$``$LHC and THERA covering the same region. For the second option, where the construction of E$`_\text{e}`$=180 GeV e-ring in the VLHC tunnel is planned, we have two objections:

1. Linac$``$LHC with $`\sqrt{\text{s}}=5`$ TeV and L$`=10^{33}`$ cm-2s-1can be realized earlier and will give opportunity to an additional $`\gamma `$p, eA and $`\gamma `$A options.

2. Instead of constructing a 530 km e-ring it is more wise to construct a 10 km e-linac with the same parameters.

II. Linac$``$VLHC based ep colliders

Parameters of VLHC proton beam and electron beam in VLHC tunnel are presented in the second and third columns of Table 1. For e-linac options we consider TESLA  and the JLC/NLC  beams with 250 GeV. Corresponding parameters are given in last two columns of the Table.

Luminosity of ep collisions is calculated using:

$$L=\frac{n_en_p}{4\pi \epsilon _t\beta ^{}}f_{coll}$$

where ne and np are the numbers of electrons and protons in the corresponding bunches, $`\epsilon _t`$ is the transverse emittance of proton beam which is equal to $`\epsilon _N/\gamma _p`$ ($`\epsilon _N`$ is the normalized emittance and $`\gamma _p`$ is the Lorentz factor for proton beam), $`\beta ^{}`$ is amplitude function at the interaction region and $`f_{coll}`$ is collision frequency which is equal to $`n_bf_{rep}`$ $`(n_b`$ stands for number of bunches in electron pulse, $`f_{rep}`$ is linacs repetition frequency) for linac-ring colliders and to $`2\pi R/ck_b`$ (2$`\pi `$R is VHLC circumference, c is the speed of light, kb is number of proton and electron bunches in ring) for ring-ring colliders.

In the case of linac-ring type colliders bunch spacing of electron linac should be adjusted to match with bunch spacing of proton ring. For the ”TESLA” option, these spacing are of the same order, so the adjustment is not a particular problem. However for the ”JLC/NLC” option the bunch spacing of electron beam (2.8 ns) is smaller than proton spacing in VLHC by orders. For this reason we consider the apprapriate upgrade of JLC/NLC parameters, namely, number of bunches per pulse is lowered by an order (95$``$10) with simultaneous increase in number of electrons per bunch (10$`{}_{}{}^{10}`$1011). At the same time number of bunches in VLHC proton ring adjusted from 6000 to 60000.

For the luminosity evaluation we take $`\epsilon _N`$ and $`\beta ^{}`$ to be 10$`^\text{6}`$mrad and 10 cm, respectively. With these values we obtain $`L_{ep}3`$x$`10^{32}`$ cm-2s-1 for ”TESLA”$``$VLHC and $`L_{ep}2`$x$`10^{32}`$ cm-2s-1 for ”JLC/NLC”$``$VLHC.

In principle, the luminosity can be increased further using ”dynamic focusing”  and/or cooling of proton beams. Applying both of these methods together, at least an order higher luminosity can be achieved.

III. Conclusion

A high energy lepton-hadron colliders will provide data crucial to exploration of the ultimate constituents of matter. Concerning the Standard Model, these machines will essentially enlarge our understanding of QCD, especially in the domain of small x$`_{\text{}}`$and large Q2 which is vital for confinement problem. The data will be used to interpret results from future high energy hadron colliders, also. In the field of BSM physics, there are a lot of phenomena that can be best investigated in lepton-hadron collisions, such as, leptoquarks and leptogluons, excited leptons ($`\nu ^{}`$, e), sneutrino and sleptons etc. The $`\gamma `$p option of future linac-ring type lepton-hadron colliders, will essentially enlarge their physics research potential. Indeed, photon-hadron colliders are the best machines for investigation of small x$`_\text{g}`$ region via pair production of heavy quarks, associated production of sneutrino and squarks, resonant production of excited quarks etc (For more details on the subject see review ).

As a result, future lepton-hadron colliders (see Table 2) will be complementary to future hadron and lepton colliders. In near term future different upgrades of the HERA (luminosity, polarized protons, nuclear beams) and eRHIC machines promise valuable results. Concerning TeV scale, the THERA (TESLA$``$HERA) can be the first machine and Linac$``$LHC should be considered seriously as the next step. As mentioned above, an additonal options of THERA and Linac$``$LHC, namely, $`\gamma `$p, eA and $`\gamma `$A colliders extend considerably their physics research potential. As for far term future, Linac$``$VLHC (rather than e-ring in VLHC tunnel) requires more serious consideration.

Acknowledgements

We are grateful to A. K. Ciftci and O. Yavas for useful discussions. This work is supported in part by Turkish Plannig Organization (DPT) under the Grant No 2002K120250.

References

 www.snowmass2001.org

 I. Ben-Zvi et al., Nucl. Instum. Meth. A463, 94 (2001).

 J. R. Ellis, E. Keil and G. Rolandi, CERN-EP-98-03 (1998).

 www.rfh.de/thera; O. Yavas, A.K. Ciftci and S. Sultansoy, Proc. of the

7 th European Accelerator Conference (EPAC2000), p.388,

hep-ex/0004013.

 O. Yavas, A.K. Ciftci and S. Sultansoy, Proc. of the 7 th European

Accelerator Conference (EPAC2000), p.391, hep-ex/0004016.

 J. Norem and T. Sen, FERMILAB-PUB-99/347 (1999).

 TESLA Technical Design Report, DESY 2001-011 and ECFA 2001-209

(2001).

 KEK Report 2000-7 and SLAC-R-559 (2000).

 R. Brinkmann and M. Dohlus, DESY-M-95-11 (1995); R. Brinkmann,

Turk. J. of Phys. 22, 661 (1998).

 S. Sultansoy, Turk. J. of Phys. 22, 575 (1998);

S. Sultansoy,DESY-99-159 (1999), hep-ph/9911417;

S. Sultansoy, A.K. Ciftci, E.Recepoglu and O. Yavas, hep-ex/0106082.

Table 1. Main parameters of the VLHC based ep colliders (TESLA parameters are given for THERA option).

|  | VLHC | e-ring | TESLA | JLC/NLC |
| --- | --- | --- | --- | --- |
| Beam energy, TeV | 50 | 0.18 | 0.25 | 0.25 |
| Circumference or length, km | 531 | 531 | 10 | 4.3 |
| Luminosity for ep, 1032cm-2s-1 |  | 1.4 | 3 | $``$2 |
| Center of mass energy, TeV |  | 6.0 | 7.07 | 7.07 |
| Number of bunches per ring | 6000 | 6000 | - | - |
| Particles per bunch, 1010 | 12.5 | 10.1 | 2 | 1$``$10 |
| Number of bunches per pulse | - | - | 5600 | 95$``$10 |
| Pulse frequency, Hz | - | - | 5 | 150 |

Table 2. Future TeV scale lepton-hadron colliders.

|  |  | THERA |  | Linac $``$ | LHC | Linac $``$ | VLHC |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | 1 | 2 | 3 | 1 | 2 | 1 | 2 |
| E$`_\text{e}`$, TeV | 0.25 | 0.5 | 0.8 | 1 | 1 | 0.25 | 3 |
| E$`_\text{p}`$, TeV | 1 | 0.5 | 0.8 | 7 | 14 | 50 | 50 |
| $`\sqrt{\text{s}}`$, TeV | 1 | 1 | 1.6 | 5.29 | 7.48 | 7.07 | 24.5 |
| L, 1031cm-2s-1 | 0.4 | 2.5 | 1.6 | 10$`÷`$100 | 20$`÷`$200 | 20$`÷`$200 | 10$`÷`$100 |


text:
# Local shell-to-shell energy transfer via nonlocal Interactions in fluid turbulence

## I Introduction

Many equations in physics, e.g., Schrodinger equation and diffusion equation, are local in real space. Here, to time-advance a variable at a point, we need the values of the variables and their finite-order derivatives at the same point. It is well known that incompressible Navier-Stokes (NS) equation,

$`{\displaystyle \frac{𝐮}{t}}+(𝐮)𝐮`$ $`=`$ $`p+\nu ^2𝐮,`$ (1)
$`𝐮`$ $`=`$ $`0,`$ (2)
is *nonlocal in real space* Frisch (1995); Landau and Lifsitz (1987). Here $`𝐮`$ and $`p`$ are the velocity and pressure fields respectively, and $`\nu `$ is the kinematic viscosity. The nonlocality is due to the pressure term of Eq. (1), which is obtained by taking the divergence of incompressible Navier-Stokes (NS) equation Landau and Lifsitz (1987)

$$^2p=\left\{𝐮𝐮\right\}.$$
(3)
Hence,

$$p(𝐱,t)=\frac{^{}\left\{𝐮(𝐱^{},t)^{}𝐮(𝐱^{},t)\right\}}{\left|𝐱𝐱^{}\right|},$$
(4)
which is nonlocal because $`p(𝐱,t)`$ depends on the velocity field at $`𝐱^{}𝐱`$.

In Fourier space, incompressible NS equation is

$`{\displaystyle \frac{u_i(𝐤)}{t}}+\nu k^2u_i(𝐤)`$ $`=`$ $`{\displaystyle \frac{i}{2}}P_{ijm}(𝐤){\displaystyle \frac{d𝐩}{(2\pi )^d}u_j(𝐩)u_m(𝐪)},`$ (5)
$`k_iu_i(𝐤)`$ $`=`$ $`0,`$ (6)
where

$$P_{ijm}(𝐤)=k_j\left(\delta _{im}\frac{k_ik_m}{k^2}\right)+k_m\left(\delta _{ij}\frac{k_ik_j}{k^2}\right),$$

$`𝐤=𝐩+𝐪`$, and $`d`$ is the space dimensionality. Note that the factor $`k_ik_jk_m/k^2`$ of $`P_{ijm}(𝐤)`$ is due to the pressure term. To determine $`𝐮(𝐤,t+dt)`$ we need the values of field $`u_i(𝐩)`$ where $`𝐤𝐩`$ could be quite large. Hence, incompressible NS equation in *nonlocal in Fourier space also* Orszag (1977); Landau and Lifsitz (1987). The basic unit of nonlinear interactions in turbulence, called triad interactions, involve three vectors $`(𝐤,𝐩,𝐪)`$ with $`𝐤=𝐩+𝐪`$. These triad interactions yield energy transfers among the participating modes. The strength of triad interaction is measured using energy exchanges in the triad.

The energy transfers between two wavenumber shells can be computed using the triad interactions. One of the key ingredient of Kolmogorov’s phenomenology of turbulence is “local” shell-to-shell energy transfer. That is, maximum energy is transferred from a wavenumber shell to the next wavenumber shell. This observation has been verified in numerical simulations Zhou (1993); Domaradzki and Rogallo (1990). This result is surprising in view of nonlocal interactions in both real and Fourier space. In this paper, we compute the strength of triad interaction, and shell-to-shell energy transfer in incompressible fluid turbulence using field-theoretic technique.

There have been many attempts in the past to compute the strength of triad interactions and the energy transfers in fluid turbulence. Kraichnan Kraichnan (1971) computed these quantities in both 2D and 3D turbulence using “almost Markovian Galilean invariant” turbulence model. He showed the in 3D 35% of the total energy transfer across a unit wavenumber sphere involves triads in which the smallest wavenumber is more than one-half of the middle wavenumber. Hence, shell-to-shell energy transfer in 3D turbulence is local in wavenumber space. Later Domaradzki and Rogallo Domaradzki and Rogallo (1990) numerically computed the above quantities and observed that energy transfers in shells are always local, but the triad interactions are nonlocal, i.e., triads having three wavenumbers of very different magnitudes have large magnitudes. This is succinctly described by Domaradzki and Rogallo as “nonlocal interactions and local energy transfer”. Domaradzki and Rogallo found their numerical results to be in an excellent agreement with their own Eddy-damped quasi-normal Markovian (EDQNM) calculation. They conjectured that the observed energy transfer as being caused by triads with at least one wavenumber in the energy-containing range. Ohkitani and Kida Ohkitani and Kida (1992) analyzed the triad interactions carefully and concluded that the nonlocal interaction is strong, but the energy exchange occurs predominantly between comparable scales. They claimed that the third mode of much larger scale is indifferent to the energy transfer as if it were a catalizer in a chemical reaction. Zhou Zhou (1993) numerically computed the energy transfers using different wavenumber summation scheme, and found the energy transfers to be local. Waleffe Waleffe (1992) did a similar analysis using a decomposition of the velocity field in terms of helical modes. Kishida et al. Kishida et al. (1999) used wavelet basis to address the same problem and obtained similar results. For review on this topic, refer to Zhou and Speziale Zhou and Speziale (1998). In the present paper we re-look at some of the above conjectures.

In all the above papers, turbulent interactions are measured using a function $`S(k|p,q)`$ (usually called transfer function) that denotes the sum of energy transfers from mode $`𝐩`$ and $`𝐪`$ to mode $`𝐤`$ Leslie (1973). Dar et al. Dar et al. (2001); Verma (2004) point out that the energy transfer from one shell to another shell can not be accurately computed using $`S(k|p,q)`$, essentially because the third mode of the interaction could lie outside both the shells under consideration. To overcome this difficulty, Dar et al. Dar et al. (2001) modified the above formulation. They used a new function $`S(k|p|q)`$, called *mode-to-mode energy transfer rate*, for the energy transfer from mode p to mode k, with mode q acting as a mediator, and showed that the shell-to-shell energy transfer can be correctly computed by this formalism. The computation of $`S(k|p|q)`$ is done either numerically or using field-theoretic methods. Kishida et al. Kishida et al. (1999) used similar formalism as Dar et al. Dar et al. (2001) for wavelets and numerically computed the shell-to-shell energy transfer rates. In the present paper we quantify the triad interactions using $`S(k|p|q)`$, and compute them using field-theoretic method. We also calculate the energy transfer rates between wavenumber shells using a first-order perturbation theory. Our analytic arguments justify Domaradzki and Rogallo’s Domaradzki and Rogallo (1990), Zhou’s Zhou (1993), and Ohkitani and Kida’s Ohkitani and Kida (1992) numerical results that the turbulent interaction is nonlocal, but the shell-to-shell energy transfer is local.

In this paper we also compute mode-to-mode energy transfer rate $`S(k|p|q)`$ for space dimension other than 2. For $`d=2`$, $`S(k|p|q)<0`$ for most of $`p<k`$, unlike 3D case. This property of $`S(k|p|q)`$ is the reason for the inverse energy cascade. We find that the transition from backward to forward energy transfer takes place at $`d_c=2.25`$.

The organization of our paper is as follows: in Sec. 2 we compute $`S(k|p|q)`$ in the inertial range using first-order field theory. It is shown that nonlinear interactions in incompressible NS are nonlocal. The nature of $`S(k|p|q)`$ for 2D and 3D are contrasted. Sec. 3 contains estimates of the shell-to-shell energy transfer for neighbouring and distant shells; since the maximal energy transfer takes place between neighbouring shells, the shell-to-shell energy transfer is said to be local. In Secs. 4 and 5 we compute shell-to-shell energy transfer rates in 3D and 2D respectively. Section 4 also contains a comparison of analytical results with their numerical counterparts. Section 6 contains an elementary discussion on the energy transfer rates in Burgers turbulence. Section 7 contains conclusions.

## II nonlocal interactions in incompressible fluid turbulence

Kraichnan Kraichnan (1971) has computed magnitudes of triad interactions using transfer function $`S(k^{}|p,q)`$ $`(𝐤^{}+𝐩+𝐪=0)`$. In the following discussion we will compute the strength of triad interaction using Dar et al.’s mode-to-mode energy transfer rate $`S(k^{}|p|q)`$ Dar et al. (2001)

$$S(𝐤^{}|𝐩|𝐪)=\mathrm{}\left(\left[𝐤^{}𝐮(𝐪)\right]\left[𝐮(𝐤^{})𝐮(𝐩)\right]\right)$$
(7)
that represents energy transfer mode from $`𝐩`$ to mode $`𝐤`$, with mode $`𝐪`$ acting as a mediator. Here $`\mathrm{}`$ represents the imaginary part of the argument. Here we compute the ensemble average of $`S`$, $`S(𝐤^{}|𝐩|𝐪)`$, using the standard field-theoretic technique Kraichnan (1965); Leslie (1973); McComb (1990). We expand the $`S(𝐤^{}|𝐩|𝐪)`$ \[Eq. (7)\] to first order in perturbation (see Verma Verma (2001a, 2003, 2004) for details). We assume the flow to be homogeneous and isotropic.

Following the standard field-theoretic procedure, we perform average of $`S(𝐤^{}|𝐩|𝐪)`$ and obtain an expression for the energy transfer rate from mode $`𝐩`$ to mode $`𝐤`$, with mode $`𝐪`$ as a mediator

$$S(k^{}|p|q))=\frac{T_1(k,p,q)C(p)C(q)+T_2(k,p,q)C(k)C(q)+T_3(k,p,q)C(k)C(p)}{\nu (k)k^2+\nu (p)p^2+\nu (q)q^2},$$
(8)
where $`C(k)`$ is the equal-time correlation function, and $`\nu (k)`$ is the effective viscosity. The functions $`T_i(k,p,q)`$ are given by

$`T_1(k,p,q)`$ $`=`$ $`kp\left((d3)z+(d2)xy+2z^3+2xyz^2+x^2z\right),`$ (9)
$`T_2(k,p,q)`$ $`=`$ $`kp\left((d3)z+(d2)xy+2z^3+2xyz^2+y^2z\right),`$ (10)
$`T_3(k,p,q)`$ $`=`$ $`kq\left(xz2xy^2zyz^2\right),`$ (11)
where $`d`$ is the space dimensionality, and $`x,y,z`$ are the cosines of angles between $`(𝐩,𝐪),`$ $`(𝐤,𝐪)`$, and $`(𝐤,𝐩)`$ respectively.

We take Kolmogorov’s spectrum for the correlation function, i. e.,

$$C(k)=\frac{2\left(2\pi \right)^d}{S_d(d1)}\frac{K_{Ko}\left|\mathrm{\Pi }\right|^{2/3}k^{5/3}}{k^{d1}},$$
(12)
and renormalized viscosity of McComb and Watt McComb and Watt (1992) for $`\nu (k)`$ to be

$$\nu (k)=\sqrt{K_{Ko}}\nu ^{}\left|\mathrm{\Pi }\right|^{1/3}k^{4/3},$$
(13)
where $`K_{Ko}`$ is Kolmogorov’s constant, $`\mathrm{\Pi }`$ is the energy flux, and $`\nu ^{}`$ is a constant related to the renormalized viscosity McComb and Watt (1992); Verma (2001b). Note that in 2D fluid turbulence, $`\mathrm{\Pi }`$ is negative for the wavenumber region with 5/3 spectral index. McComb and Watt McComb and Watt (1992); Verma (2001b) have computed $`\nu ^{}`$ using renormalization technique. Here we take $`K_{Ko}=1.6`$, $`\nu ^{}=0.38`$ for 3D, and $`K_{Ko}=6.3`$, $`\nu ^{}=0.6`$ for 2D.

The interactions are self-similar in the inertial range, which is the region of our interest. Therefore, it is sufficient to analyze $`S(k^{}|p|q)`$ for triangles $`(1,p/k,q/k)=(1,v,w)`$. Since, $`|kp|qk+p`$, $`|1v|w1+v`$, hence any interacting triad $`(1,v,w)`$ is represented by a point $`(v,w)`$ in the hatched region of Fig. 1 Leslie (1973).

The local wavenumbers are $`v1,w1`$, while the rest are called nonlocal wavenumbers. We substitute $`C(k)`$ and $`\nu (k)`$ in Eq. (8), which yields

$`S(v,w)`$ $`=`$ $`\left[{\displaystyle \frac{4(2\pi )^{2d}K_{Ko}^{3/2}\mathrm{\Pi }}{S_d^2(d1)^2k^{2d}\nu ^{}}}\right]`$ (14)
$`{\displaystyle \frac{t_1(v,w)(vw)^{5/3(d1)}+t_2(v,w)w^{5/3(d1)}+t_3(v,w)v^{5/3(d1)}}{1+v^{2/3}+w^{2/3}}}`$
where $`t_i(v,w)=T_i(k,p,q)/k^2`$. For convenience, $`S(v^{},w^{})`$ are represented in terms of new variables $`(v^{},w^{})`$ measured from the rotated axis shown in the figure 1. It is easy to show that $`v=1+(v^{}w^{})/\sqrt{2},w=(v^{}+w^{})/\sqrt{2}`$.

Fig. 2 illustrates density plots of $`S(v^{},w^{})`$ without the bracketed factor. Fig. (a) shows the plot for 3D, while Fig. (b) shows the one for 2D.

Note that $`S(v^{}(v,w),w^{}(v,w))`$ is the energy transferred from mode $`p=v`$ to mode $`k=1`$. In the white region (positive), energy is transferred from mode $`p`$ to mode $`k`$, while in the dark regions (negative), mode $`p`$ receives energy from mode $`k`$. The value of $`S`$ at $`(v,w)=(1,1)`$, or $`(v^{},w^{})=(1/\sqrt{2},1/\sqrt{2})`$ is zero in both 2D and 3D.

In 3D the triads with $`v0,w1`$ ($`v^{}0,w^{}\sqrt{2}`$: the top-left corner in $`v^{}`$-$`w^{}`$ plot) have large and positive $`S`$, implying that the large wavelength modes give a large amount of energy to the modes near $`k1`$. These observations prove that the nonlinear interactions in incompressible NS *are nonlocal in Fourier space.* In 2D, the triad with $`v0`$ have large-negative $`S`$ implying that the large wavelength modes take energy from the modes near $`k1`$. These observations indicate that the interactions in 2D turbulence are nonlocal as well, but the large wavelength modes are the sink of energy.

Another common behaviour in both the dimensions is for $`w0,v1`$ ($`v^{}0,w^{}0`$, bottom-left corner in $`v^{}`$-$`w^{}`$ plot). Here $`S0`$ for $`v<1`$, but $`S0`$ for $`v>1`$. This implies that for these types of triads, the $`p`$ modes with magnitudes less than $`k`$ always give energy to the $`k`$ modes, while the $`p`$ modes with $`p>k`$ always take energy from the $`k`$ modes. When $`p,q`$ are much larger than $`k`$ $`\left(v,w\mathrm{}\right)`$, $`S`$ is small, implying that they interact weakly with $`k1`$. In 3D, $`S`$ for most of these modes are negative implying that they receive energy from $`k=1`$. In 2D, however, $`S`$ for a large fraction of these triads are positive; hence they supply energy to $`k=1`$.

The energy cascade is backward in 2D. This is due to the above mentioned backward energy transfer from $`k=1`$ mode to the smaller wavenumber modes $`(S(v0,w1)<0)`$, and backward energy transfer from large $`v,w`$ modes to $`k=1`$ mode ($`S(v,w1)>0`$). It is interesting to contrast this behaviour with 3D case where $`S(v,w)`$ is somewhat opposite to 2D case.

The function $`S(v,w)`$ in the region with $`v0`$ is primarily positive for $`d=3`$, but is negative for $`d=2`$. The transition of negative $`S`$ to positive $`S`$ for the region with $`v0`$ occurs near $`d_c=2.25`$. Please refer to Fig. 3(a) for the illustration. It can be shown using field-theoretic calculation that the renormalized viscosity vanishes near $`d_c=2.25`$, and the direction of energy cascade changes from negative to positive at $`d=d_c`$. Fournier and Frisch Fournier and Frisch (1979) report $`d_c=2.05`$ which differs a bit from our $`d_c`$. The difference could be because of the fact that Fournier and Frisch Fournier and Frisch (1979) use combined energy transfer $`S(k|p,q)`$ for their EDQNM calculation.

In Fig. 3(b) we also show the density plot of $`S(v,w)`$ for $`d=100`$. This is a representative illustration for large space dimensions.

The function $`S(v,w)`$ can be estimated in the limiting cases using the method given in Appendix of Leslie Leslie (1973). In the nonlocal region with $`v0`$ (naturally, $`w1`$),

$`S(v,w)`$ $``$ $`v^{\frac{4}{3}d}.`$ (15)
Clearly, $`S(v,w)\mathrm{}`$ for both 2D and 3D. This observation is consistent with our earlier observation that interactions are nonlocal*.* However when $`vw1`$, we find that

$$S(v,w)\{\begin{array}{c}(v1)\text{ for }d=3\\ \frac{8}{3}\left[(v1)^2\frac{1}{2}(w1)^2\frac{1}{2}(v1)(w1)\right]\text{for }d=2\text{ }\end{array}$$
(16)
This result shows that the interactions within the local triads ($`v1,w1`$) are weak. In 3D, among these triads, the ones with $`v<1`$ or $`p<k`$ have $`S>0`$, hence the energy transfer is from mode $`p`$ to mode $`k`$; the sign of $`S`$, consequently the sign of energy transfer, is reversed for the modes with $`v>1`$. However in 2D, $`S`$ is somewhat complex in the neighbourhood of $`v=w=1`$.

For $`v1`$ and $`w0`$,

$`S(v,w)`$ $``$ $`w^{\frac{1}{3}d},`$ (17)
which again diverges. When $`v,w\mathrm{}`$,

$$S(v,w)v^{\frac{4}{3}d}.$$

implying that interactions with large wavenumber modes are weak.

The above estimates are consistent with the graphical plots shown in Figs. 2 and 3. After this discussion, we move on to compute the shell-to-shell energy transfer rates in fluid turbulence.

## III Local Shell-to Shell Energy Transfer in Incompressible Fluid Turbulence

The wavenumber space is divided into shells $`(k_0s^n,k_0s^{n+1})`$, where $`s>1`$, and $`n`$ can take both positive and negative values. The energy transfer rate from $`m`$th shell $`(k_0s^m,k_0s^{m+1})`$ to $`n`$th shell $`(k_0s^n,k_0s^{n+1})`$ is given by Dar et al. (2001)

$$T_{nm}=\underset{k_0s^nkk_0s^{n+1}}{}\underset{k_0s^mpk_0s^{m+1}}{}S(k|p|q).$$
(18)
If the shell-to-Shell energy transfer rate is maximum for the nearest neighbours, and decreases monotonically with the increase of $`|nm|`$, then the shell-to-shell energy transfer is said to be local.

If the amplitudes of the Fourier modes $`𝐮(𝐤)`$ are available, either from experiments and or from numerical simulations, then we can easily compute the shell-to-shell energy transfer rates using Eqs. (7, 18). In this paper, we compute the energy transfer rates between the wavenumbers shells to first order in perturbation Leslie (1973); Verma (2004) that yields

$`T_{nm}`$ $`=`$ $`{\displaystyle _{k_0s^nkk_0s^{n+1}}}{\displaystyle \frac{d𝐤}{(2\pi )^d}}{\displaystyle _{k_0s^mpk_0s^{m+1}}}{\displaystyle \frac{d𝐩}{(2\pi )^d}}`$ (19)
$`{\displaystyle \frac{T_1(k,p,q)C(p)C(q)+T_2(k,p,q)C(k)C(q)+T_3(k,p,q)C(k)C(p)}{\nu (k)k^2+\nu (p)p^2+\nu (q)q^2}}`$
We nondimensionalize the above equations using Leslie (1973)

$$k=\frac{a}{u};p=\frac{a}{u}v;q=\frac{a}{u}w,$$
(20)
where $`a`$ is an arbitrary constant wavenumber. For our calculation we choose $`a=k_0s^{n1}`$. Three dimensional integral under the constraint that $`𝐤^{}+𝐩+𝐪=0`$ is given by Leslie (1973)

$$_{𝐩+𝐪+𝐤=0}𝑑𝐩=S_{d1}𝑑p𝑑q\left(\frac{pq}{k}\right)^{d2}\left(\mathrm{sin}\alpha \right)^{d3}.$$
(21)
Using these substitutions, we obtain

$$\frac{T_{nm}}{\left|\mathrm{\Pi }\right|}=K_u^{3/2}\frac{4S_{d1}}{(d1)^2S_d\nu ^{}}_{s^1}^1\frac{du}{u}_{us^{mn}}^{us^{mn+1}}𝑑v_{|1v|}^{1+v}𝑑w\left(vw\right)^{d2}\left(\mathrm{sin}\alpha \right)^{d3}F(v,w),$$
(22)
where $`F(v,w)`$ is given by

$$F(v,w)=\frac{t_1(v,w)(vw)^{\frac{2}{3}d}+t_2(v,w)w^{\frac{2}{3}d}+t_3(v,w)v^{\frac{2}{3}d}}{(1+v^{2/3}+w^{2/3})}$$
(23)
with $`t_i(v,w)=T_i(k,kv,kw)/k^2`$. Eq. (22) provides us with the shell-to-shell energy transfer rates with relative to energy flux $`\mathrm{\Pi }`$. Clearly, $`T_{nm}`$ depends only on $`nm`$, or $`T_{nm}=T_{ni,mi}`$ where $`i`$ is an integer. Hence, the shell-to-shell energy transfer is self-similar.

Now let us estimate the shell-to-shell energy transfer rates when $`mn`$. The triads $`(1,v,w)`$ with $`v0`$ participate in this energy transfer. As seen in previous section, for these triads $`S(v,w)w^{(4/3)d}`$. Therefore,

$`T_{nm}`$ $``$ $`{\displaystyle \frac{du}{u}𝑑vv^{d2}v^{\frac{4}{3}d}_{|1v|}^{1+v}𝑑ww^{d2}}`$
$``$ $`v_0^{4/3},`$
where $`v_0`$ is the outer radius of shell $`m`$. Since $`v_00`$, $`T_{nm}`$ vanishes. Hence, we are able to show that shell-to-shell energy transfer between distant shells in negligible in spite of large interactions between distant wavenumbers. This result is essentially due to small volume of $`v`$ or $`m`$-th shell.

We can also compute the shell-to-shell energy transfer rates for close-by shells. Here the participating triads will satisfy $`vw1`$. As shown in the earlier section, $`S(v,w)(v1)`$ for these triads. Therefore,

$$T_{nm}\frac{du}{u}𝑑v𝑑w(vw)(v1),$$
(24)
with $`nm`$. Since our bins are uniform in logarithmic scale, the volume of wavenumber shells is of the order of 1 when $`vw1`$. Also the range of $`v1`$ is of the order of $`v`$, which is close to 1. Therefore $`T_{nm}`$ will be finite. Hence, the shell-to-shell energy transfer rates between close-by shells is finite. This result is consistent with the local energy transfer assumption of Kolmogorov.

For close-by shells, $`pk`$, but $`q`$ can take any value from $`|kp|`$ to $`k+p`$. However, it can be easily shown that the mode $`p`$ in the triads with $`qk`$ do not contribute significantly to the shell-to-shell energy transfer. Since, $`S(v,w)w^{\frac{1}{3}d}`$ for $`w0`$,

$`T_{nm}`$ $``$ $`{\displaystyle \frac{du}{u}𝑑\mu \mu 𝑑ww^{d2}w^{\frac{1}{3}d}w}`$ (25)
$``$ $`w_0^{1/3},`$ (26)
where $`v=1+\mu w`$, and $`dv=\mu dw`$. Clearly the above integral goes to zero. That is, the shell-to-shell energy transfer between close-by shells receive insignificant contribution from the triads satisfying $`qpk`$.

In this section we showed using the limiting values of $`S(k|p|q)`$ that the shell-to-shell energy transfer is local in spite of nonlocal interactions among wavenumber modes. However, $`T_{nm}`$ can be easily computed for the shells in the inertial range. In the next section we will do these calculations.

## IV Computation of shell-to-shell energy transfer in 3D

The shell-to-shell energy transfer rates have been calculated earlier by Ohkitani and Kida Ohkitani and Kida (1992), and Zhou and Speziale Zhou and Speziale (1998) using numerical simulation and EDQNM approximation with $`S(k|p,q)`$. In this section we compute the shell-to-shell normalized energy transfer rates $`T_{nm}/\mathrm{\Pi }`$ in three dimensions using Eq. (22). We take $`s=2^{1/4}`$. The integration has been done numerically using Gauss-quadrature method. The constants $`\nu ^{}=0.38`$ and $`K=1.6`$ have been taken from McComb and Watt McComb and Watt (1992) and Verma Verma (2001b, 2004). The shell-to-shell energy transfer is self-similar, i. e., $`T_{nm}`$ is function of $`nm`$. Therefore we compute $`T_{nm}/\mathrm{\Pi }`$ for various $`nm`$. Fig. 4 contains this plot. Note that the shells $`m`$ and $`n`$ have been assumed to be inside the inertial range.

From Fig. 4 we can infer that the transfer rates $`T_{nm}`$ in the inertial range are negative for $`n<m`$, and positive for $`n>m`$. Hence a shell gains energy from the smaller wavenumber shells, and loses energy to the higher wavenumber shells. This means that the energy cascades from the smaller wavenumbers to the higher wavenumbers (forward). The most significant energy transfer takes place from $`m`$ to $`m+1`$. Hence, the shell-to-shell energy transfer is forward and local, consistent with Kolmogorov’s picture of turbulence. Note that the energy transfer is local in spite of nonlocal triad interactions.

To validate our theoretical calculations, we have also computed the shell-to-shell energy transfer rates using the data from Direct Numerical Simulation on a $`512^3`$ grid. The computation was performed when the turbulence was well developed. The Reynold’s number using Taylor’s microscale was $`64.8`$, and skewness was $`0.54`$. We divide the wavenumber space into 15 shells with boundaries at wavenumbers $`(2,4,8,11.3,13.5,16,19,22.6,26.9,32,38.1,64,76.1,108,128,256)`$. In the inertial range ($`k1035`$) , the shell boundaries are $`k_n=2^{(n+11)/4}`$. Please refer to Dar et al. Dar et al. (2001) for details on numerical procedure. Fig. 5 shows the plots of $`T_{nm}/\mathrm{\Pi }`$ vs. $`nm`$ for $`m=\mathrm{4..9}`$, which are in the inertial range shells.

The plots show self-similarity, local, and forward energy transfer for the inertial range shells. The numerical and theoretical values are in close agreement.

For thicker shells $`s=2^{1/2}`$, the ratio of the smallest to largest wavenumber of the triad is $`2\sqrt{2}`$. For these shells, energy transfer to the nearest neighbouring shell is close to $`35\%`$. These numbers are consistent with Kraichnan Kraichnan (1971) and Zhou’s Zhou (1993) results.

In the next section we will discuss shell-to-shell energy transfer in 2D turbulence.

## V shell-to-shell energy transfer in 2D Fluid Turbulence

We compute the shell-to-shell energy transfer in 2D following the same procedure as given above. The wavenumber range considered is in the inverse cascade regime ($`E(k)k^{5/3}`$). We take $`\nu _{}=0.6`$ and $`K=6.3`$ Kraichnan (1971); Verma (2004). As shown in Fig. 6,

the energy transfer rates from the shell $`m`$ to the three neighbouring shells ($`m+1,m+2,m+3`$) are *forward*, and the transfers are negative for all shells $`n>m+3`$. The above result is very similar to Dar et al. Dar et al. (2001)’s numerical finding on 2D MHD turbulence (Fig. 10 of Dar et al. Dar et al. (2001)). The negative energy transfer from the distant shells are due to negative $`S(v,w)`$ for $`v0`$ (top-left of Fig. 2(b)), and positive $`S(v,w)`$ for $`v,w1`$. The negative $`S(v,w)`$ for $`v0`$ indicate that large-wavelength modes receive energy from mode $`k=1`$, and positive $`S(v,w)`$ for $`v,w1`$ indicate that small-wavelength modes give energy to mode $`k=1`$. A careful inspection of Fig. 2(b) indicates that the forward energy transfer to shells ($`m+1,m+2,m+3`$) is due to a narrow region near $`v=w=1`$, or $`v^{}=w^{}=1/\sqrt{2}`$, where energy transfer is from lower wavenumber to higher number.

The above results on shell-to-shell energy transfer is consistent with the energy flux picture. Note that

$$\mathrm{\Pi }=\underset{n=m+1}{\overset{\mathrm{}}{}}(nm)T_{nm}.$$

When we perform the $`_{n=m+1}^{\mathrm{}}(nm)(T_{nm}/|\mathrm{\Pi }|)`$, we obtain $`1`$, consistent with the inverse cascade of energy in 2D turbulence.

To summarize, in 2D fluid turbulence, the shell-to-shell energy transfer to the neighbouring shells in forward, but the energy transfer is backward for the distant shells. The above behaviour is due to forward local transfer and backward nonlocal transfers described in Section 2.

In the next section we will contrast the energy transfers in incompressible fluid turbulence with relative to Burgers turbulence (compressible limit).

## VI Locality Issues in Burgers Turbulence

As discussed in the introduction, Navier-Stokes equation is nonlocal in real space due to pressure. In Burgers equation

$$\frac{𝐮}{t}+(𝐮)𝐮=\nu ^2𝐮$$

the pressure term is dropped with an implicit assumption that the flow velocity is much greater than sound speed, or the sound speed is very small. This is the opposite limit of incompressible NS where the sound speed is infinite. Hence a very different behaviour is expected for Burgers equation Frisch (1995). Clearly, to time-advance the velocity field of Burgers equation at a point, we need local field, and its first and second derivative. Hence, Burgers equation is *local in real-space*, and nonlocal in Fourier space.

The formula for mode-to-mode energy transfer $`S(k^{}|p|q)`$ (Eq. ) is not applicable for Burgers equation because it is compressible $`(𝐮0)`$ Dar et al. (2001); Verma (2004). Therefore, the shell-to-shell energy transfer cannot be computed accurately. Note however that energy flux can be computed for Burgers equation. The energy flux is multifractal, and $`\mathrm{\Pi }(k)k^{1/2}`$. Therefore, $`E(k)\mathrm{\Pi }^{2/3}k^{5/3}=k^2`$ Frisch (1995); Verma (2000).

## VII Conclusions

It is known that the nonlinear interactions in *incompressible* Navier-Stokes equation is nonlocal in real space due to the pressure term. In this paper we investigated locality in Fourier space by computing the strength of triad interactions using the formula for the mode-to-mode energy transfer. Our calculation is based on first-order field-theoretic technique. We take Kolmogorov’s 5/3 powerlaw for the energy spectrum, and the renormalized viscosity for the effective viscosity. It has been shown that the magnitudes of interactions for the nonlocal triads $`kpq`$ and $`kqp`$ are large, while the interactions are small for the local triads $`kpq`$. This result shows that nonlinear interactions in *incompressible* fluid turbulence is *nonlocal in Fourier space as well.*

The shell-to-shell energy transfer rates have been investigated by many researchers and ourselves. It is a common wisdom that the shell-to-shell energy transfer is local, that is, maximum energy transfer takes place between nearest shells. We find that local shell-to-shell energy transfer is compatible with the nonlocal triad interactions because the local triads occupy more Fourier space volume as compared to nonlocal ($`kqp`$) ones. The local shell-to-shell energy transfer via nonlocal triad interactions is consistent, as seen by Domaradzki and Rogallo Domaradzki and Rogallo (1990), Zhou Zhou (1993), Ohkitani and Kida Ohkitani and Kida (1992), and Zhou and Speziale Zhou and Speziale (1998) in their numerical simulations and EDQNM calculations. We have ourselves computed shell-to-shell energy transfer numerically; our theoretical results match with numerical results very well. In this paper we show this behaviour analytically. The role of the smallest wavenumber mode in the triad is somewhat confusing in earlier papers. We have resolved some of these issues.

We observe interesting behaviour in two dimensions. The shell-to-shell energy transfer rates to the nearby shells are forward, whereas the transfer rates to the far off shells are backward. The net effect is a negative energy flux. This theoretical result is consistent with Dar et al.’s numerical finding Dar et al. (2001). The inverse cascade of energy is consistent with the backward nonlocal energy transfer in mode-to-mode picture \[$`S(k|p|q)`$\]. We also show that the transition from backward energy transfer to forward transfer takes place at $`d_c2.25`$.

The contribution of local triads to the effective or renormalized viscosity has been debated in turbulence literature. In Yakhot and Orszag’s Yakhot and Orszag (1986) renormalization theory, the renormalized viscosity gets contribution from highly nonlocal wavenumber triads. Kraichnan Kraichnan (1987a, b) first raised the above objection, and proposed some alternatives. The local energy transfer and and nonlocal triad interaction results discussed in this paper could be of relevance for this issue; this aspect needs further investigation.

To conclude, an application of field-theoretic techniques to turbulence yields interesting results regarding triad interactions and shell-to-shell energy transfers. The method described here has also been applied to magnetohydrodynamic turbulence, and the results are presented in Verma et al. Verma et al. (2005). Further investigations of locality in compressible turbulence, and other areas of turbulence will provide us useful clues in furthering our understanding of turbulence.


text:
# The Loss of Multifractality in Migraines

(April 2, 2002)

## Abstract

We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). The time series of the axial flow velocity averaged over a cardiac beat interval is found to exhibit clear multifractal properties for healthy subjects. We observe a loss of multifractality for subjects with migraine.

preprint: final version

Migraine headaches have been the bane of humanity for centuries, afflicting such notables as Ceasar, Pascal, Kant, Beethoven, Chopin, and Napoleon. However, its aetiology and pathomechanism have not to date been satisfactorily elucidated. Herein we demonstrate that the characteristics of the time series associated with cerebral blood flow (CBF) significantly differs between that of normal healthy individuals and migraineurs. Migraine is considered by many to be a functional neurological disorder in which CBF autoregulation failure may be responsible for the onset of symptoms. The results of our data analysis support this interpretation.

Physiological signals, such as CBF time series, are typically generated by complex self-regulatory systems that process inputs with broad range of accessible values. Even though this type of time series may fluctuate in an irregular and complex manner, they frequently exhibit self-affine or fractal properties which can be characterized by a single global parameter – the fractal dimension $`D`$ or equivalently the Hurst exponent $`H`$ ($`D=2H`$)Bassingthwaighte et al. (1994). The salient property of mathematical random fractal process is the existence of long-range correlations for $`H1/2`$. The studies of the cardiac beat-to-beat variability have shown the existence of strong long-range correlations in healthy subjects and demonstrated the breakdown of correlations in disease Peng et al. (1993) (see also Goldberger (1999) and references therein). A similar pattern was observed in fluctuations in the stride interval in human gait. The strength of correlations was significantly reduced both by aging and a neurodegenerative disease. This effect is frequently referred to as the loss of complexity Hausdorff et al. (1995, 1997); West and Griffin (1998); Wallaczek (2000). Complexity decreases with the convergence of the Hurst exponent on $`H=1/2`$.

While the properties of monofractals are determined by the global Hurst exponent there exists a more general class of heterogenous signals known as multifractals which are made up of many interwoven subsets with different local Hurst exponent $`h`$. The statistical properties of these subsets may be characterized by the distribution of fractal dimensions $`D(h)`$. Ivanov et al Ivanov et al. (1999) established that the healthy human heartbeat interval exhibits multifractal properties and uncovered the loss of multifractality for the life-threatening condition known as congestive heart failure. Anticipating our result, herein we find the loss of multifractality in the time series of middle cerebral artery blood flow velocity is almost entirely lost in subjects with ”severe” migraine even in headache-free intervals.

A healthy human brain is perfused by blood flowing laminarly through the cerebral vessels providing brain tissue with substrates, such as oxygen and glucose. It turns out that CBF is relatively stable with typical values between 45 and 65 ml/100g of brain tissue per second, despite variations in systemic pressure as large as 100 $`Torr`$. This phenomenon is known as cerebral autoregulation and has been thoroughly documented not only in humans but also in animals Heistad and Kontos (1983); Paulson et al. (1990). Changes in cerebrovascular resistance (CVR) of small precapillary brain arteries is a major mechanism responsible for maintaining relatively constant cerebral blood flow. For example, CVR may increase due to mechanoreceptor constrictions of these arteries caused by the elevation of intracranial pressure (ICP) and/or biochemically mediated constrictions associated with the decrease of CO2 arterial content. It is worth pointing out that changes in local cerebral activity may affect the regional cerebral flow (rCBF). The increase in metabolism leads to the local drop of extracellular pH (which is associated with the elevated production of CO2, lactic acid, and other metabolites) which in turn enhances the rCBF.

These complex cerebral flow autoregulation mechanisms are supposed to be influenced or even to be fundamentally altered in many pathological states Olesen (1990). However, despite the significant advances in brain diagnostic imaging techniques many functional aspects of CBF regulation are not fully understood. For example, migraine – prevalent, hemicranial (asymmetric) headache is among the least understood diseases. The leading neurovascular theory identifies serotonin, a strong vasculomotoric agent, as the main biochemical factor. In the last several years, CBF in migraine patients has been studied using diverse techniques such as Xenon-133 uptake measurements, cerebral termography (CT), single proton emission tomography (SPECT) and positron emission tomography (PET). Although the pathophysiology of migraine headache has not been unequivocally explained, some experimental data reveal clear interhemispheric blood flow asymmetry in some parts of brain of migraineurs even during headache-free intervals Battistella (1990); Mirza (1998); Olsen and Lassen (1989).

Transcranial Doppler ultrasonography enables high-resolution measurement of MCA flow velocity. Even though this technique does not allow us to directly determine CBF values, it may help to elucidate the nature and role of vascular abnormalities associated with migraine. Some previous studies have discovered significant changes in cerebrovascular reactivity in migraine patients Heckmann (1998). In this work we look for the signature of the migraine pathology in the dynamics of cerebral autoregulation. In particular, we investigate the fractal and multifractal properties of the human MCAfv time series.

The dynamical aspects of the cerebral autoregulation were recognized by Zhang et al. Zhang et al. (1999). Keunen et al. Keunen et al. (1994, 1996) applied the attractor reconstruction technique along with the Grassberger-Procaccia algorithm and the concept of surrogate data to look for the manifestations of the nonlinear dynamics in continuous waveforms of TCD signals. Rossitti and Stephensen Rossitti and Stephensen (1994) used the relative dispersion of the MCAfv velocity time series to reveal its fractal nature. West et al. West et al. (1999) extended this line of research by taking into account the more general renormalization-group properties of fractal time series. Both studies Rossitti and Stephensen (1994); West et al. (1999) showed that the beat-to-beat variability in the flow velocity has a long-time memory and is persistent with the average value of the Hurst exponent $`H=0.85\pm 0.04`$, a value consistent with that found earlier for interbeat interval time series of the human heart.

We measured MCAfv using the Multidop T DWL Elektronische Systeme ultrasonograph. The 2-MHz Doppler probes were placed over the temporal windows and fixed at a constant angle and position. The measurements were taken continuously for approximately two hours in the subjects at supine rest. The study comprised eight migraineurs (who used to experience 1-3 migraines per month) and five healthy individuals. The migraineur group underwent the standard diagnostic procedures e.g. computer tomography, EEG) to exclude illnesses not associated with cerebral autoregulation. An example of a typical measured MCAfv time series is shown in Figure 1 for the first thousand of the recorded beats of the subject’s heart. The total time series has over eight thousand data points for a two hour data record.

Successive increments of mathematical fractal random processes are independent of the time step. They are correlated with the coefficient of correlation $`\rho `$ which is determined by the formula $`2^{2H}=2+2\rho `$. Thus for $`H1/2`$ there exist long-range correlations, that is, $`\rho 0`$. It turns out the Hurst exponent also determines the scaling properties of the fractal time series. If $`y(t)`$ is a fractal process with Hurst exponent $`H,`$ then $`y_c=y(ct)/c^H`$ is another fractal process with the same statistics. This type of scaling is called renormalization. The variance of self-affine time series is proportional to $`\mathrm{\Delta }t^{2H}`$ where $`\mathrm{\Delta }t`$ is the time interval between measurements. A number of algorithms which are commonly used to calculate the Hurst exponent are based on this property.

Herein we employ the detrended fluctuation analysis (DFA) introduced into the study of biomedical time series by Peng et al. Peng et al. (1994). Let $`\{v_i\}_{i=1}^N`$ be the experimental time series of the middle cerebral artery blood flow velocity (MCAfv) $`v`$. First, the time series is aggregated: $`y(k)=_{i=1}^k(v_i\overline{v}),k=1,..,N`$, where $`\overline{v}`$ is the average velocity. Then, for segments of the aggregated time series of length $`n`$ the following quantity is calculated:

$$F(n)=\overline{\sqrt{\frac{1}{N}\underset{k=n_0}{\overset{n+n_0}{}}[y(k)y_{n_0}(k)]^2}},$$
(1)
where $`y_{n_0}`$ is a least square line fit to the data segment which starts at $`n_0`$ and ends at $`n+n_0`$. The bar in the above equation denotes an average over all possible starting points $`n_0`$ of data segments of length $`n`$. Thus, for a given data box size $`n`$, $`F(n)`$ gives the characteristic size of fluctuations of the aggregated and detrended time series. If the aggregated time-series is fractal then $`F(n)n^H,`$ so one obtains the Hurst exponent from a linear least-square fit to $`F(n)`$ on double log graph paper. However, West has emphasized Bassingthwaighte et al. (1994); West et al. (1999) the importance of possible periodic modulations of quantities such as $`F(n)`$. These modulations are intimately related to the renormalization-group properties of fractal time series and may be accounted for with the help of the following fit function:

$$F_X(n)=n^H\mathrm{exp}[\alpha +\lambda \mathrm{cos}(\gamma \mathrm{ln}n)].$$
(2)
Here again the Hurst exponent is determined by the slope of the fitting curve, but now the curve also has a harmonic modulation in the logarithm of the length $`n`$ of the data segment.

Fig. 2 shows the typical DFA analysis for a healthy subject. The circles in this figure are the calculated values of $`F(n)`$ and the solid line is the best renormalization group fit, cf. Eqn. (2). The best-fit parameters are given in the inset.

The average Hurst exponent obtained from ten measurements of healthy subjects is equal to 0.85 and coincides with the value reported previously Rossitti and Stephensen (1994); West et al. (1999). Suprisingly enough, the DFA analysis of 14 measurements of migraineurs yielded the average value of $`H`$ equal to 0.83. While the observed difference is insignificant, we emphasize that most of the measuremenents were performed in headache-free intervals. Our further studies will address the question as to whether the Hurst exponent changes during the migraine episode.

We have already pointed out that in order to describe the scaling properties of multifractal signals it is necessary to use many local Hurst (or Hölder) exponents. Formally, the Hölder exponent $`h(x_0)`$ of a function $`f`$ at $`x_0`$ is defined as the largest exponent such that there exists a polynomial $`P_n(x)`$ of order $`n`$ that satisfies the following condition Muzy et al. (1991, 1993); Bacry et al. (1993); Mallat (1998):

$$f(x)P_n(xx_0)=O(xx_0^h)$$
(3)
for $`x`$ in a neighborhood of $`x_0`$. Thus the Hölder exponent measures the singularity of a function at a given point. For example, $`h(x_0)=1.5`$ implies that the function $`f`$ is differentiable at $`x_0`$ but its derivative is not. The singularity lies in the second derivative of $`f`$. The singularity spectrum $`D(h)`$ of the signal may be defined as the function that for a fixed value of $`h`$ yields the Hausdorff dimension of the set of points $`x`$ where the exponent $`h(x)`$ is equal to $`h`$ las .

In Fig. 3 we compare the averaged singularity spectrum of the healthy subjects with that of migraineurs. It is apparent that the multifractal properties of migraineurs are significantly reduced which is reflected by the vastly constricted interval for the distribution of fractal dimension $`D(h)`$.

It seems that the changes in the cerebral autoregulation associated with migraine can modify the multifractality of MCA blood flow much more strongly than monofractal properties characterized by the single global Hurst exponent. The loss of multifractality may persist in some subjects even in pain-free intervals. The more detailed analysis of the clinical data will be presented elsewhere.


text:
# The Non-Damped Nature of Twelve Low-Redshift Damped Ly𝛼 Candidate SystemsBased on data obtained with the NASA/ESA Hubble Space Telescope at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.

## 1 INTRODUCTION

Damped Ly$`\alpha `$ (DLA) QSO absorption line systems trace the neutral gas in the non-local Universe. Consequently, studies of DLAs are used to investigate many fundamental problems in galaxy formation research, from measurements of the evolution of the cosmological mass density and extent of the neutral gas component, to studies of the types of galactic reservoirs that harbor the neutral gas, to measurements of the neutral-gas-phase cosmic metallicity. However, despite recent successes in identifying DLAs at low redshifts (Rao & Turnshek 2000, hereafter RT2000), they are still relatively rare, with fewer than 30 now known at redshifts $`z<1.65`$ corresponding to the wavelength where the Ly$`\alpha `$ line falls in the UV shortward of the earth’s atmospheric transmission cutoff.

Unfortunately, part of the extragalactic astronomy community has recently been confused about the reality of some low-redshift DLA systems. Initial confusion probably stemmed from a lack of distinction between candidate DLA systems, identified by various means, and ones that have been confirmed through UV spectroscopy with adequate resolution and signal-to-noise ratio. In particular, the International Ultraviolet Explorer ($`IUE`$) study of Lanzetta, Wolfe, & Turnshek (1995, hereafter LWT95) presented a list of low-redshift candidate DLA systems, most of which were shown not to be DLAs in followup $`HST`$ UV spectroscopy. Evidently the status of these systems needs to be clarified because investigators are still being awarded time to make followup imaging and metallicity studies of them on $`Chandra`$, $`Gemini`$, and $`HST`$. Moreover, numerous researchers have cited and often used statistical results on low-redshift DLAs that are based on these non-existent DLA systems. Thus, our motivation for writing this short contribution is twofold. First, we wish to inform observers and referees about which candidate low-redshift DLA systems are not confirmed, so as to minimize the possibility that valuable telescope time will be wasted in the future. Second, we wish to correct the record on statistical results which make use of these non-DLA systems. Attempts have been made to clarify the situation in at least two previous refereed papers (Januzzi et al. 1998; RT2000), however those papers did not present the $`HST`$ spectra which prove that the systems are not DLAs, although such evidence was easily accessible in the $`HST`$ archives. In this paper we are more explicit.

The remainder of this paper is therefore broken into two parts. In the first part (§2) we present results on LWT95 candidate DLA systems which have been shown not to be damped based on followup $`HST`$ UV spectroscopy, and we cite some examples of wasted telescope time allocated to observe them. In the second part (§3) we discuss statistical results on low-redshift DLA systems which have been derived using these non-systems, and we identify some prominent results in the literature which make use of or quote these erroneous results.

## 2 The Non-Damped Low-Redshift DLA Candidate Systems

For technical reasons having to do with the ability to detect DLA systems in the initial survey for them, the study of Wolfe et al. (1986) defined them as those systems with neutral hydrogen column densities $`N_{HI}2\times 10^{20}`$ atoms cm-2; this threshold corresponds to a Ly$`\alpha `$ absorption line on the “damping” part of the curve-of-growth with a rest equivalent width (REW) of 10 Å. At the time this definition was motivated by instrumental limitations, since systems with lower $`N_{HI}`$ could not be reliably detected. Thereafter, all surveys for large column density neutral hydrogen systems, and the “DLA” jargon describing them, have adopted this same threshold. In part this is undoubtedly because it was realized that surveys at this threshold capture the bulk of the neutral gas in the Universe out to at least redshift $`z<3.5`$. Since the incidence of Ly$`\alpha `$ absorption systems rises with decreasing $`N_{HI}`$ for at least $`N_{HI}>10^{13}`$ atoms cm-2, it is important to take this threshold into account in any statistical survey. At the same time, the relative rarity of the highest column density systems introduces a statistical uncertainty that is not easy to assess, and there is some worry that the highest $`N_{HI}`$ systems which are metal-rich and have high dust content could be missed in magnitude-limited surveys due to dimming of the background QSO. But the highest $`N_{HI}`$ systems are the ones that dominate certain observational determinations of cosmological interest for constraining the galaxy formation process, for example, the mean cosmological mass density of the neutral gas component or the cosmic neutral-gas-phase metallicity, which is a column-density-weighted measurement. Therefore, for example, in these cosmological determinations of the properties of the neutral gas, the discovery and measurement of a high column density system with $`N_{HI}=2\times 10^{21}`$ atoms cm-2 will have as much importance or weight as ten DLA systems at the threshold column density value.

The $`IUE`$ study of LWT95 was the first to present an analysis of a large number of UV spectra with the aim of identifying candidate DLA systems at low redshifts ($`z<1.65`$). Approximately 260 individual $`IUE`$ spectra were considered in the study. In the final analysis 16 candidate DLA systems were identified in the spectra of 14 QSOs. To be conservative LWT95 included suspected Ly$`\alpha `$ absorption lines with REWs as low as 5 Å in the candidate DLA list, allowing for the possibility that better data may reveal some of the weaker ones to be true DLA systems with REW$`10`$ Å. Of the 16 candidate systems, four could immediately be ruled out as DLA absorbers (LWT95), leaving the nature of the remaining 12 to be determined using future $`HST`$ UV spectroscopy. Four of these 12 had REW$`10`$ Å, and eight had $`10>`$REW$`5`$ Å.

$`HST`$ UV followup spectroscopy is available in the $`HST`$ archives for three of the four LWT95 candidate DLA systems with REW$`10`$ Å, and one has been confirmed as a DLA system ($`z_{abs}=1.372`$ in Q0935+417, Januzzi et al. 1998). The one with REW$`10`$ Å that has not been observed with $`HST`$ (the $`z_{abs}=0.484`$ candidate DLA in Q2223$``$052, also called 3C446) was observed by Miller & French (1978) and their spectrum does not show the presence of a Mg II$`\lambda \lambda `$2796,2803 absorption doublet nor a Fe II$`\lambda 2600`$ absorption line at the positions predicted by the candidate system. Based on this information and the RT2000 empirical MgII-FeII selection criterion for DLAs (i.e., DLAs have strong MgII-FeII absorption), it appears highly unlikely that there is a DLA system at this redshift. Chengalur & Kanekar (2000) have also looked for 21 cm absorption at the candidate redshift and did not find any.

$`HST`$ UV followup spectroscopy is available in the $`HST`$ archives for seven of the eight weaker ($`10>`$REW$`5`$ Å) LWT95 candidate DLA systems. One has been confirmed as a DLA system ($`z_{abs}=1.010`$ in Q0302$``$223, Pettini & Bowen 1997, Boisse et al. 1998, RT2000). The one candidate system which has not been observed in the UV with $`HST`$ ($`z_{abs}=1.342`$ in Q0215+015) actually has a strong MgII-FeII system at $`z_{abs}=1.345`$ with Mg II $`\lambda 2796`$ REW=1.88 Å and Fe II $`\lambda 2600`$ REW=1.45 Å (Blades et al. 1982). According to the RT2000 selection criterion for classical DLAs, this system has an $`50`$% empirical probability of being a DLA; however, this is the highest signal-to-noise ratio $`IUE`$ spectrum used in the LWT95 study and it suggests $`N_{HI}=8\times 10^{19}`$ atoms cm-2, which is also consistent with the findings of RT2000.

Thus, while two of the original 16 LWT95 candidate DLA systems do not have $`HST`$ UV spectroscopy, the evidence suggest that it is unlikely that they are DLAs. The status of all of the LWT95 candidate low-redshift DLA systems is shown in Table 1, along with comments about the assumed reality of the systems at the time of the LWT95 publication. Figure 1 presents the available $`HST`$ UV spectroscopy for the non-damped candidates; the wavelength locations of the non-damped candidates are marked with arrows.

Despite these results, most of which have been available in the $`HST`$ archives as early as 1996, along with comments in several papers generally pointing out the non-damped nature of many of the LWT95 candidate systems (e.g., Januzzi et al. 1998, RT2000, Fynbo, Moller, & Thomsen 2001, Bechtold et al. 2001), $`Chandra`$, $`Gemini`$, and $`HST`$ time have been awarded to followup several of them. For example, a $`Chandra`$ Guest Observer (GO) program to study DLA metallicities included the Q0054+144 candidate DLA in the target list, and $`Chandra`$ observed it. A $`Gemini`$ program was allocated time to perform adaptive-optics imaging of DLA galaxies, and several of the LWT95 non-damped systems were approved targets and were observed, including the Q2251+113 field; the LWT95 paper itself pointed out that while Q2251+113 formally had a candidate DLA system, an existing $`HST`$ spectrum showed that a DLA line was not present. Most recently, $`HST`$ Cycle 11 time was awarded to a GO program in Phase 1 to make spectroscopic metallicity measurements of three of the LWT95 candidate DLA systems, namely the ones reported in Q0054+144, Q1329+412, and Q2112+059. The Q2112+059 $`HST`$ observation was later dropped in Phase 2. However, as of March 2002, $`HST`$ STIS observations of the Q0054+144 and Q1329+412 DLA candidates are in the “planning” stages, even though they do not exist.

## 3 Implications for Low-Redshift DLA Statistics

In addition to the issue of wasted telescope time, there is also the issue of adoption of the LWT95 statistical result on DLAs at low redshift. In the LWT95 study it was assumed that the four systems with REW$`10`$ Å were true DLA systems with $`N_{HI}2\times 10^{20}`$ atoms cm-2, while the eight systems with $`10>`$REW$`5`$ Å were not. These assumptions were used to plot the $`z=0.8`$ data points in figures 3, 4, and 6 of LWT95. However, as shown in §2, these were incorrect assumptions. The only system which LWT95 assumed would be confirmed that actually was confirmed was a $`z_{abs}=1.372`$ DLA system in Q0935+417; a $`z_{abs}=1.010`$ DLA system in Q0302$``$223 was also confirmed, compensating for the others to some extent. Nevertheless, these results invalidate the $`z=0.8`$ data point plotted in figures 3, 4, and 6 of LWT95. One might be tempted to try to infer the real LWT95 low-redshift DLA statistics from these results, however we believe this would be unwise since the redshift path reliably surveyed by the $`IUE`$ spectra is clearly questionable. We note that shortly after the LWT95 study was complete, the LWT95 DLA low-redshift statistics were adopted in the Wolfe et al. (1995) supplemental high-redshift DLA survey.

Turnshek (1997), in a preview of the RT2000 results, first pointed out that the often-cited low-redshift DLA results in LWT95 and Wolfe et al. (1995) were invalid. However, despite this and other concerns which have appeared (Januzzi et al. 1998), many researchers continue to use it, often to infer results on the evolution of DLA systems from high to low redshift. Two of the more relevant and prominent of the investigations are Pei, Fall, & Hauser (1999) and Storrie-Lombardi & Wolfe (2000), but for other investigations that may have used this result see citations to LWT95 and Wolfe et al. (1995) in the NASA Astrophysical Data System Database. The $`HST`$ Mg II survey results presented in RT2000 are currently the only useful statistical results on low-redshift DLAs that are available; unfortunately the error bars on these results are currently quite large, but they are reliable.

We thank the referee for his/her quick review, suggestions, and encouragement. This work was supported in part by STScI grant HST-GO-08569.01-A and NASA LTSA grant NAG5-7930. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.