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# A two-dimensional Kolmogorov–Smirnov test for crowded field source detection: ROSAT sources in NGC 6397

## 1 Introduction

Deep x-ray imaging of crowded fields, even with increasing angular resolution and sensitivity (with Einstein and ROSAT, and now Chandra), is invariably limited by the small number of source counts and by the relative size of the point-spread function (PSF) compared to the angular separation between the objects. Determining the underlying source configuration in such a regime is often beyond the capabilities of conventional source-finding algorithms.

Classical x-ray source detection methods are based on a sliding detection cell of a fixed size across the image, and calculating the signal-to-noise ratio ($`S/N`$) at each step. To find $`S/N`$, common detection algorithms for processing data from Einstein and ROSAT (implemented in iraf111Image Reduction and Analysis Facility; developed and maintained by the National Optical Astronomy Observatories./pros222Post-Reduction Off-line Software; developed and maintained by the Smithsonian Astrophysical Observatory.) use either an average background (as determined from a source-free section of the image) or a local background (from a region around the detection cell). However, both methods fail to discern blended faint sources in crowded fields where the background is affected by overlapping PSFs. Source detection is somewhat improved by image deconvolution, e.g. with the Lucy–Richardson (L-R) algorithm or with the Maximum Entropy Method (MEM), or by wavelet smoothing. Deconvolution algorithms provide higher positional sensitivity in moderately crowded fields, but suffer from such undesirable effects as noise-amplification and “leakage” (associating counts from fainter sources to brighter nearby ones). Wavelet detection implemented as task wavdetect in the Chandra processing package (available at http://asc.harvard.edu/ciao) does well in crowded fields, provided the sources are either sufficiently separated ($``$3–5 FWHM, or $``$3–5 arcsec) or within $``$2–3 FWHM and are similar in flux (Damiani et al., 1997; Freeman et al., 2001). When the PSFs are heavily blended (separation between the source centroids $`1.5`$ FWHM), individual sources cannot be distinguished and their relative fluxes cannot be measured. A superior source-detection method is needed for severely crowded fields containing multiple faint sources, e.g. globular cluster cores (Hertz & Grindlay, 1983), or nuclear bulges in external galaxies.

A powerful technique to compare statistics-limited samples is the Kolmogorov–Smirnov (K-S) test which, unlike its alternative – the Pearson $`\chi ^2`$ test – does not require binning of the data. Unfortunately, the classical K-S test is applicable only to one-dimensional distributions, and any attempts to convert a two-dimensional image to one dimension (e.g. by collapsing it onto a vector, or by azimuthal binning around a point) lead to unwanted loss of information and power. For some time now, a multi-dimensional version of the K-S test has been known (Peacock, 1983; Gosset, 1987), which performs better than the $`\chi ^2`$ test in the small-number statistics case (Fasano & Franceschini, 1987, hereafter, FF), and can be successfully applied in parameter point estimation in a manner similar to the widely used maximum-likelihood (ML) method. These properties of the multi-dimensional K-S test make it viable for incorporation in source-detection methods.

In this paper, we re-visit the characteristics of the K-S test in two (and three) dimensions and examine its power in comparing different realisations of crowded low $`S/N`$ fields. As an application of the test, we devise an iterative source-modelling scheme that aims to minimise the K-S statistic in search of the optimum underlying source distribution in an image. Based on our Monte Carlo simulations, we find that our iterative algorithm is a powerful tool for faint object searches in crowded fields. We apply the algorithm to determine the faint x-ray source distribution in a deep ROSAT exposure of the post core-collapse globular cluster NGC 6397, which has also been analysed with ML techniques by Verbunt & Johnston (2000). We compare the derived x-ray positions with those of Verbunt & Johnston and with our subsequent optical (HST, Taylor et al., 2001) and x-ray (Chandra, Grindlay et al., 2001a) identifications.

## 2 The two-dimensional K-S test

### 2.1 Description

The classical one-dimensional (1D) K-S test makes use of the probability distribution of the quantity $`D_{KS}`$, defined as the largest absolute difference between the cumulative frequency distributions of the parent population and that of an $`n`$-point sample extracted from it. Since $`D_{KS}`$ is approximately proportional to $`1/\sqrt{n}`$, one usually refers to the probability distribution of the quantity $`Z_nD_{KS}\sqrt{n}`$. For a given $`n`$, the values of $`Z_n`$ corresponding to a given significance level $`SL`$ (denoted as $`Z_{n,SL}`$) increase slightly with $`n`$. For large $`n`$, the integral probability distribution $`P(>Z_n)=1SL`$ approaches the asymptotic expression (Kendall & Stuart, 1979):

$$P(>Z_n)=2\underset{k=1}{\overset{\mathrm{}}{}}(1)^{k1}\mathrm{exp}(2k^2Z_n)$$

which is satisfactory for $`n80`$. For the two-sample K-S test, which compares distributions of different sizes ($`n_1`$ and $`n_2`$), the probability distribution $`P(>Z_n)`$ remains unchanged provided that $`n`$ is set to $`\frac{n_1n_2}{n_1+n_2}`$. The 1D nature of the test implies that it does not depend in any way on the shape of the parent distribution.

In a two-dimensional (2D) distribution, each data point is characterised by a pair of values, $`(x,y)`$. As with the 1D K-S test, the maximum cumulative difference between two 2D distributions is found over the $`(x,y)`$-plane. In the case of distributions in more than one dimension however, the procedure to cumulate the information onto the plane is not unique. FF made use of the total number of points in each of the four quadrants around a given point $`(x_i,y_i)`$, namely, the fraction of data points in the regions $`(x<x_i,y<y_i),(x<x_i,y>y_i),(x>x_i,y<y_i),(x>x_i,y>y_i)`$. The 2D statistic $`D_{KS}`$ is defined as the maximum difference between data fractions in any two matching quadrants of the sample and of the parent population, ranging over all data points. The $`Z_n`$ statistic is defined similarly as in the 1D case, $`Z_nD_{KS}\sqrt{n}`$, where for a two-sample 2D K-S test $`n\frac{n_1n_2}{n_1+n_2}`$.

Based on their Monte Carlo simulations, FF deduce that the 2D integral probability distribution $`P(>Z_n)`$ depends solely on the correlation coefficient ($`CC`$) of the model distribution, i.e. that for a given $`CC`$ the distribution of $`Z_n`$ in the 2D K-S test is (nearly) independent of the shape of the model, as in the classical 1D K-S test. FF also observe that in the two-sample case, it is sufficient to take the average of the correlation coefficients $`CC_1`$ and $`CC_2`$ of the samples as an estimate of $`CC`$.

An important distinction between Peacock’s and FF’s version of the 2D K-S test was pointed out to us by the referee, which makes the latter generally less stringent. FF restrict the search for the maximum cumulative difference $`D_{KS}`$ to loci harbouring a data point, thereby often missing the location of the true maximum difference, which is almost always found for $`(x<x_i,y<y_j)`$, where $`i`$ and $`j`$ are two different data points. Nevertheless, the maximum cumulative difference computed in such a way will have a tendency to vary in the same manner as the true maximum difference. Thus the FF statistic is probably well-behaved, at least as long as the genuine parent population distribution and the assumed one are not too different (Gosset, 1987). The latter situation is indeed expected when comparing distributions of point-spread functions in two images. The advantage of FF’s approach is speed: order $`n`$, instead of $`n^2`$. The disadvantage is its approximate nature and that the $`D_{KS}`$ statistic is sensitive to the correlation coefficient $`CC`$ of the distributions, requiring its inclusion as a free parameter in the reference tables. Our Monte Carlo experiments below take into account both factors.

### 2.2 Monte Carlo experiments

Following the procedure in FF, we used the 2D K-S test computer code provided in Numerical Recipes (Press et al., 1997) to run our own Monte Carlo experiments. We studied the $`Z_n`$ statistic by means of a Monte Carlo procedure using a uniform distribution ($`CC=0`$) within the unit square as a parent population. The analysis comprised of cases with number of points $`n`$ per sample ranging from $`n=5`$ to $`n=50000`$. For any given $`n`$ we produced a large number of simulations (from 100000 for $`n=5`$ to 1000 for $`n=50000`$), enabling us to construct the integral probability distribution $`P(>Z_n)`$ with sufficient accuracy. Values of $`Z_{n,SL}`$ for uniform samples of all tested sample sizes $`n`$ are listed in Table 1.

Figure 1 presents a comparison between our and FF’s results for the critical values $`Z_{n,SL}`$ as a function of $`n`$. Both sets of Monte Carlo simulations show similar tendencies in the behaviour of the $`Z_n`$ statistic, and are indistinguishable from each other for $`n500`$ within the statistical uncertainties ($`5`$ per cent for high $`n`$, due to the limited number of simulations). There is however a marked inconsistency between the two sets of data in the low-$`SL`$, small-$`n`$ part of the graph, where at the 30 per cent significance level, the values of $`Z_{n,SL}`$ differ by a factor of $`1.15`$. The difference is highly significant, given the fact that both FF’s and our results for small $`n`$ are based on 100000 simulations. We attribute this discrepancy to a detail in the implementation of the 2D K-S test: in particular, to whether the data point around which the $`D_{KS}`$ statistic is computed, is included in one of the cumulative quadrants or not. This discrepancy becomes irrelevant, when the same implementation of the 2D K-S test is used in both building the reference tables for the critical values of $`Z_n`$, and in comparing actual distributions using these tables.

## 3 Using the two-dimensional K-S test on astronomical images

FF applied a 2D K-S test to astronomical distributions (not images) and showed that it can reject wrong hypotheses at a much higher significance level than the $`\chi ^2`$ test. We extend the application of the 2D K-S test to comparing images of crowded fields, where it is of great interest to determine whether a proposed source distribution corresponds to the observed one. When the PSFs of the individual sources are heavily blended (source separation $`1.5`$ FWHM), classical x-ray source-detection methods fail to distinguish the individual objects. Crowded-field optical photometry tools (e.g. daophot, Stetson, 1987, 1991) are also not suitable for the small-number Poisson statistics of x-ray images. Even the recently introduced detection algorithm based on wavelet transforms (Freeman et al., 2001; Damiani et al., 1997, and references therein) implemented in the Chandra x-ray data analysis package (CIAO333Chandra Interactive Analysis and Observations; developed and maintained by the Chandra X-ray Center, and available at http://asc.harvard.edu/ciao.), does not produce adequate results in the regime of severe source confusion and small number of counts per source.

Below we describe an implementation of the 2D K-S test to astronomical images. Provided that the PSF of the (unresolved) sources in a crowded field is known and constant over the image, by comparing the image to a simulation of a proposed source distribution, we can obtain the K-S probability $`P(>Z_n)`$ that the image and the simulation represent the same source configuration. The obtained probability can be used as a measure of the accuracy of both the positions and the intensities of the proposed sources, as well as an indication of the necessity for additional sources to account for the photon distribution. Because of the high sensitivity of the 2D K-S test, we expect that it should be able to discern positional discrepancies equal to a fraction of the FWHM of the PSF.

### 3.1 Implementation of the two-dimensional K-S test

#### 3.1.1 A two-dimensional vs. a three-dimensional K-S test

Astronomical images (e.g. from CCDs) have three dimensions: $`x`$ and $`y`$ pixel coordinates, and pixel intensity. Although the spatial distribution of photons that strike the detector is two-dimensional (two photons never fall at the exact same position), they are binned by the detector in integer bins corresponding to the digital pixel size. Thus the incoming 2D distribution of photons with real-valued coordinates is transformed into a three-dimensional (3D) one with integer coordinates. It is possible to apply the 2D K-S test to an integer-valued 3D distribution by simply re-calculating the two-dimensional $`D_{KS}`$ statistic for every count in a given pixel. However, since the K-S test is designed to deal with real-valued distributions, any point in the $`(x,y)`$ plane that has more than one count at the exact same real-valued position (which would be the case if a pixel contained more than one count) becomes disproportionately significant, and distorts the value of $`D_{KS}`$.

Therefore, to apply a 2D K-S test to 3D images, it is first necessary to “un-bin” the images by spreading the counts in each pixel over the area of the pixel. Since no information is preserved about the exact impact locations of the photons on the detector, we introduce a random shift (between $`0.5`$ and $`+0.5`$ pix) in the integer-valued coordinates of each count. Every count in the image is thus assigned a unique position (within the precision limits of the computer), and the integer-valued 3D coordinates are converted to real-valued 2D coordinates. Since this routine distributes the data on a sub-pixel scale, we refer to it as “subpixelization.”

Unfortunately, subpixelization incurs an undesirable effect, due to the randomness with which the counts are moved around within the pixels. In particular, two subpixelized versions of the same image are never the same. Therefore, K-S testing of different subpixelizations of the same two images will produce different results for $`Z_n`$ every time. Our experience is that $`Z_n`$ varies by about 2 to 4 per cent between runs; the corresponding variations in the significance level $`SL`$ may be as high as $`\pm 8`$ per cent for values of $`Z_n`$ near $`SL=50`$ per cent (Table 1). To obtain a mean value for the K-S probability $`P(>Z_n)`$ (equal to $`1SL`$) with which two images represent the same parent distribution, it is necessary to run the 2D K-S test multiple times. The error in the K-S probability can be estimated from the variations in $`Z_n`$ among the different runs.

The above method may appear contrived and unnecessary, when instead of applying a 2D K-S test, by following the generalisation in FF, a 3D K-S test can be implemented. A 3D test does not have the undesirable uncertainties associated with subpixelization, and gives the exact K-S probability that two images represent the same parent distribution. FF report that the 3D test exhibits greater power in rejecting wrong hypotheses than a three-fold 2D test along each of the $`(x,y)`$, $`(y,z)`$ and $`(z,x)`$ planes. However, our experiments with the tests on simulated ROSAT images show that the 2D K-S test applied to subpixelized images is more powerful than its 3D counterpart (with accordingly generated look-up tables) applied to the original (not subpixelized) images. K-S tests performed on simulations of an 880-count five-source distribution with centre-to-centre distances of 1.1–2.1 times the PSF size (5 arcsec for ROSAT/HRI) show that the 2D test on subpixelized images can distinguish individual source position shifts as small as 2–3 arcsec (depending on the relative source locations and intensity) at the $`97`$ per cent significance level. The 3D test finds such shifts insignificant: it gives a probability of $`70`$ per cent that the simulations represent the same parent distribution.

The higher power of the subpixelized 2D test is explained by the manner in which pixels are weighted. Subpixelization ensures that all photons are assigned equal weights: a desirable effect, since pixels are weighted proportionally to their intensity. The 3D K-S test, on the other hand, assigns equal weights to all pixels, so single-count pixels (often from background) are as significant as pixels with multiple counts (denoting sources). Hence, the 2D test on subpixelized images is more sensitive to variations in the source distribution than its 3D counterpart.

We also note that subpixelized images represent more realistically the incoming photon distribution. Repeated 2D K-S tests on independent subpixelizations produce an estimate of the random error in the K-S probability induced by photon binning.

#### 3.1.2 One-sample vs. two-sample two-dimensional K-S test

When comparing an image to a proposed model distribution of sources (using an analytical or a fitted PSF), perfect information is available about the shape of the model distribution. It is therefore appropriate to use a one-sample K-S test to compare the image to the model distribution. However, the analytical form of a fitted PSF is often very complex. The added complication of having several nearby sources with overlapping PSFs (as in a crowded field) makes it computationally very tedious to calculate the fraction of the analytic model distribution in the quadrants around every count in the image (needed to compute the $`D_{KS}`$ statistic; Section 2.1).

To avoid lengthy 2D surface integrals, the two-sample K-S test can be used instead, to compare the image to a simulation generated from the proposed model. The random deviations in the representation of the model can be decreased if a “bright” (high number of counts $`n`$) simulation is used, that follows the model closely. The fractional deviation of the simulated vs. expected counts per pixel will decrease as $`1/\sqrt{n_{\mathrm{cts}}}`$ for large $`n_{\mathrm{cts}}`$, where $`n_{\mathrm{cts}}`$ is the number of counts per pixel in the model image. The running time of the two-sample 2D K-S test is however proportional to the square of the sum $`n_1+n_2`$ of counts in the samples compared, and it is impractical to use the two-sample K-S test on simulations containing high number of counts.

To take advantage of the higher power of the one-sample test (given perfect information about the shape of the model distribution), and to avoid long running time, we compare the image (containing $`n`$ counts) to a bright simulation ($`n_{\mathrm{mod}}=k\times n`$ counts; $`k50`$) of the proposed model, using the one-sample test. In essence, we use Monte Carlo integration for the model, the assumption being that a bright simulation can be made to represent the model with sufficient accuracy, and simple summing of the counts in the quadrants can be substituted for analytic integration of the PSF. We therefore do not expect the properties of this pseudo one-sample K-S test to be significantly different from those of the FF one-sample K-S test. In particular, we assume that the new test is still distribution-free for a fixed correlation coefficient $`CC`$ of the bright simulation (hereafter referred to as the “model”), and that its properties vary slowly with $`CC`$ (as observed in FF for their 2D K-S test). Clearly, our test will converge to the FF one-sample test for $`k\mathrm{}`$, but will run faster than the latter for moderate-sized $`k`$, since lengthy analytical integrations are substituted with Monte Carlo integration. The pseudo one-sample test (running time proportional to $`n(n+n_{\mathrm{mod}})=(k+1)n^2`$) is also $`k+1`$ times faster than the two-sample test (running time proportional to $`(n+n_{\mathrm{mod}})^2=(k+1)^2n^2`$). Thus, for moderate-sized $`k`$, the pseudo test approximates the power of the one-sample K-S test, and is faster than both the one-sample and the two-sample K-S tests for a general model distribution.

Table 2 presents a comparison of the performance of the two versions of the test, using the same five-source setup as in Section 3.1.1, with one source shifted by only 0.4 FWHMs = 4 pix between the model and the simulations. As expected, the power of the two-sample test increases with increasing $`k`$, but for $`k20`$ the results for $`Z_{n,2\mathrm{s}}`$ do not change significantly. The values of $`Z_{n,1\mathrm{s}}`$ from the pseudo one-sample test exhibit greater random variations for small $`k`$ than those of $`Z_{n,2\mathrm{s}}`$. These are due to the fact that the small-number statistical uncertainties in the two samples are not averaged out in the one-sample test, whereas in the two-sample test they are. For $`k20`$ however, the values for $`Z_{n,1\mathrm{s}}`$ become self-consistent (as well as consistent with those from the two-sample test), and there is little power to be gained from increasing $`k`$.

Despite the similar behaviour of the FF K-S test and our pseudo one-sample test, the reference tables for the former (Tables A1–A5 in FF; Table 1) cannot be used for the latter, since the $`Z_n`$ distributions are different. We therefore ran Monte Carlo simulations to create a separate look-up table for the new test. Table 3 is based on comparing simulated source distributions with $`n_1850`$ counts to $`k50`$ times brighter simulations (“models,” $`n_245000`$) of the same source distributions. Sources were simulated on a $`128\times 128`$ pix field using the analytic 5-arcsec (10-pix) HRI PSF. We also ran Monte Carlo simulations with higher $`n_1`$ ($`n_11800`$) against $`n_245000`$-count models for the purpose of interpolation. Although in this case the value of $`k`$ is lower ($`k=25`$), we choose to set the value of $`n_2=45000`$ as the standard, as it is a measure of the precision of the Monte Carlo integration. High values of the sample correlation coefficient $`CC`$ were not pursued, since astronomical images rarely have highly correlated photon distributions (esp. in crowded fields, but also given random background). Thus constructed, Table 3 should be applicable to most low background, low $`S/N`$ imaging cases (esp. x-ray).

Using Table 3 for the values of $`Z_{n,SL}`$, the results for the K-S probability $`(P>Z_n)`$ from the pseudo one-sample K-S test will be consistent with those from the FF K-S test using the FF tables. Hereafter, unless explicitly stated otherwise, we shall refer to our pseudo one-sample 2D K-S test as “the 2D K-S test,” or simply as “the K-S test.”

### 3.2 Application of the two-dimensional K-S test to simulated images

After establishing that the 2D K-S test can be successfully applied to images, it is important to determine the sensitivity of the test with respect to deviations from the proposed model. Here we test the responsiveness of the 2D K-S test with respect to changes in the parameters of individual sources in the model distribution. We look for the minimum deviation in a single parameter (position or intensity of a source) that enables the test to tell the distributions apart at the $`99`$ per cent significance level. As a trial source distribution we use the one simulated in Figure 2a, whose parameters are listed in Table 4 (sources X1–X5), and compare it to models that have one parameter changed.

It is worth noting here, that given the significant overlap of PSFs in a crowded field such as the one in Figure 2a, the sensitivity of the test with respect to changes in the distribution need not be isotropic. It depends on the relative positioning and brightness of the sources. We therefore test several possible scenarios of such changes. The scenarios shown in Figure 2 and described in its caption correspond to the limiting cases, in which the K-S test can distinguish the distributions at the $`99`$ per cent level.

After performing K-S tests between the simulation in Figure 2a and the models in Figures 2b-d, we establish that the positional sensitivity of the K-S test in crowded fields depends on the relative source intensity, and on the direction in which a source is allowed to move with respect to the crowded region. The sensitivity to moving a source is higher for brighter sources (3 to 4 pix for source X2) than for the fainter ones (4 to 9 pix for source X1), and is generally (although not conclusively) poorer when the source is moved toward the region of crowding (9 pix for source X1, 3 pix for X2) as opposed to when it is moved away (4 pix for X1 and X2). The brightness sensitivity of the K-S test is also dependent on the relative source intensity in a crowded field: brighter sources can vary by a smaller percentage ($`45`$ per cent for X2) than fainter sources ($`70`$ per cent for X1). For a source that is sufficiently far away ($`3`$ FWHM) from the crowded region (source X5) the sensitivity of the K-S test is greater and nearly position-independent. For source X5 we set the limits at a 2 pix shift in any direction ($`P(>Z_n)1`$ per cent) or a 30 per cent change in intensity ($`P(>Z_n)<1`$ per cent).

The above-determined sensitivity limits are based on varying only one parameter (position or intensity) of a single source, while keeping all other parameters fixed. This is the approach used to determine the 95 per cent ($`2\sigma `$) confidence limits (Table 6) on the positions and intensities of the detected sources in our NGC 6397 image (Section 5).

## 4 The 2D K-S test in parameter point estimation for source detection

### 4.1 Algorithm

An iterative source-fitting algorithm was devised that aims to minimise the $`Z_n`$ statistic, thus maximising the probability that an image and a simulation represent the same parent distribution of sources. The final simulation that results from this algorithm will contain the best estimate for the number, positions and intensities of the sources in the image, subject to limitations arising from the sensitivity of the test. The iterative procedure steps through the following algorithm:

1. An initial guess of the source distribution is made. This can be a source at the location of the brightest pixel (thus starting with a one-source configuration) or a guess with $`N_{\mathrm{initial}}>1`$ number of sources. Both initial guesses will produce the same results for a distribution with $`N_{\mathrm{final}}N_{\mathrm{initial}}`$ sources. The PSF is fit to a single unresolved source in an uncrowded part of the image so that aspect or other image systematics are included.
2. A bright simulation (a.k.a. a “model”; see Section 3.1.2) based on the current guess for the source distribution is created (using the fitted PSF) and normalised to the image intensity. The normalised model and the image are smoothed with a Gaussian function to roughly match the ROSAT/HRI resolution. The residual between the two is then formed.
3. The next guess for the source distribution is obtained by moving the source positions against the steepest gradient in the residual, and by adjusting the intensities, so as to decrease the maximum deviation from zero ($`D_{\mathrm{max}}`$) in the smoothed residual. We indeed observe that $`D_{\mathrm{max}}`$ is strongly correlated to the value of $`Z_n`$ (correlation is 0.93; Figure 3), and hence (for constant $`CC`$) to the K-S probability $`P(>Z_n)`$.
4. Repeat steps (ii) and (iii) until $`D_{\mathrm{max}}`$ is minimised. Compare the image to the model with the 2D K-S test and, if necessary, further minimise $`Z_n`$ by applying small changes (e.g. single-pixel shifts) to the model (since the nature of the relation between $`D_{\mathrm{max}}`$ and $`Z_n`$ is not established rigorously). The final simulation will contain the best guess of the positions and intensities of the assumed sources. The image is compared to the model using the 2D K-S test.
5. Steps (i) through (iv) are run for a fixed number of sources (guessed in step (i)). If the final K-S probability of similarity is not satisfactory (e.g. not $`5`$ per cent), a new source is added at the location of the highest residual, and the algorithm is repeated from step (ii).
6. If the addition of the last source did not incur a decrease in the $`Z_n`$ statistic larger than its uncertainty ($`\pm 2`$ per cent to $`\pm 4`$ per cent), the last added source is considered marginal, and the previous best guess for the number, positions and intensities is taken as the final one.

As noted in step (i) an initial guess with $`N_{\mathrm{initial}}>1`$ number of sources can also be fed into the algorithm. Such a guess can be made either from visual inspection of the image, or after applying a deconvolution algorithm. We found that L-R deconvolution (see Section 6 below) gives good initial estimates of the positions of the individual sources. However, since deconvolution can introduce spurious sources, the initial guess of the number of sources should be conservative.

### 4.2 Performance

The above procedure has not been automated, and therefore (due to subjectivity in “guessing” a simulated source distribution after having created it) we have not performed tests to explicitly determine its efficiency in detecting sources. We quote the ability of the 2D K-S test to detect small changes in the positions (within $`0.2`$ FWHM) and/or intensities of individual sources (Section 3.2) as an indication of the power of the iterative algorithm. Nevertheless, we have devised a method to test the confidence with which a certain number of sources can be claimed in a given photon distribution. The method takes our best guess for the source distribution in the image with a given number of sources (e.g. $`N`$), and compares a model of it to a faint simulation of our best guess with one source fewer ($`N1`$). In this way we can test in what fraction $`P_{N1,N}`$ of the cases our proposed model (with $`N`$ sources) can describe a source distribution with $`N1`$ sources. In other words, we test for the significance ($`1P_{N1,N}`$) of the addition the $`N`$-th source; $`P_{N1,N}`$ is thus its false-detection probability. If this comparison is performed many of times (of the order of the number of Monte Carlo simulations done for each row in Table 3), a $`Z_n^{N1,N}`$ curve for the two guesses is recovered. The latter can be then compared to a $`Z_n^{N,N}`$ curve, obtained in a similar fashion comparing $`N`$-source simulations to an $`N`$-source model.

Example $`Z_n^{N,N}`$ and $`Z_n^{N1,N}`$ curves for $`N=5`$ and $`n=880`$ are shown in Figure 4. The overlap of the two curves gives the fraction of Monte Carlo simulations, in which a best-fit distribution with $`N1`$ sources produces an image that has the same K-S similarity to the model as that of a best-fit distribution with $`N`$ sources. The ratio of the overlap area to the area of either of the $`Z_n`$ curves (assuming they are both normalised to the same area) is the desired fraction $`P_{N1,N}`$.

To investigate the dependence of the overlap area $`P_{N1,N}`$ on the width of the PSF, we ran K-S tests simulations built with an 8-arcsec Gaussian PSF. The result is that for a wider PSF the $`Z_n^{N1,N}`$ curve is narrower and is shifted toward smaller $`Z_n`$ (the model and the simulations look more alike). The $`Z_n^{N,N}`$ curve however is not affected. The overall effect is that the false-detection probability $`P_{N1,N}`$ of the $`N`$-th source increases (from 0.23 to 0.43 for $`N=5`$; Table 5).

The above technique can be generalised to produce $`P_{Ni,N}`$ for arbitrary integers $`i<N`$ and $`j`$. An application of $`P_{Ni,N}`$ is discussed in Section 7.2.

## 5 Application to a deep ROSAT image of NGC 6397

The iterative source-modelling procedure (Section 4.1) was applied to our 75 ksec ROSAT/HRI exposure (March 1995) of the core region of the post core-collapse globular cluster NGC 6397 (Figure 5). Standard aspect correction routines (Harris et al., 1998a, b; Harris, 1999a, b) were applied to the image to improve the $`S/N`$ ratio. After the aspect corrections the PSF improved from 10.3 arcsec $`\times `$ 8.3 arcsec to 8.3 arcsec $`\times `$ 7.9 arcsec, as measured from the shape of a background point-source quasi-stellar object (QSO) at 3.7 arcmin off-axis (source “D” in Cool et al., 1993). The obtained size of the PSF was still much worse than the predicted 5 arcsec. This effect is not due to the known deterioration of the ROSAT PSF with increasing off-axis angle beyond $`5`$ arcmin, since the QSO is only 3.7 arcmin from the centre of the field. Residual (unknown) aspect errors are present, and in the analysis below we use a fitted PSF instead of the nominal one.

We analyse the central 128 pixel (64-arcsec) square region of the image, containing 980 counts. Model simulations were created using an analytical PSF fit to the QSO with the iraf/daophot routines psf and addstar. The PSF was comprised of a FWHM $`8`$-arcsec Gaussian core and Lorentzian wings, where the core and the wings could be tilted along different directions in the image. In determining the false-detection probabilities (from the overlap of the $`Z_n`$ curves) however, for faster iteration we used a symmetrical 8-arcsec Gaussian PSF, noting that the $`Z_n`$ distributions based on the fitted PSF and on the Gaussian PSF are expected to be indistinguishable, since the test is distribution-free.

Table 5 presents results for the K-S statistics of the best-fit models for a given number of sources. The error in the values of $`Z_n`$ and $`P(>Z_n)`$ is the one-sigma uncertainty due to subpixelization, as determined from K-S comparisons between the model and 10 independent subpixelizations of the same image. It is an estimate of the error in the mean of the $`Z_n`$ distribution of comparisons between the image and the $`N`$-source model.

Following the logic of step 6. in the K-S probability maximisation algorithm (Section 4.1), we conclude that four sources are insufficient to represent the image conclusively, since the addition of a fifth source decreases the $`Z_n`$ statistic by more (17 per cent) than the 3.5 per cent error in the $`Z_n`$ statistic for four sources. However, the addition of a sixth source is not justified, since the decrease (0.04) in $`Z_n`$ is smaller than the error (0.05). We therefore claim that five sources are sufficient, and that at least four sources are necessary (at the $`1P_{3,5}>99`$ per cent level) to account for the observed photon distribution in the ROSAT image. The source centroids for the optimal source configurations with 4, 5 and 6 sources are shown in Figure 6. The number of counts per source for the five- and six-source cases are the same as listed in Table 4.

Source X6 is sufficiently faint and detached from the central group (X1–X4), that its addition did not necessitate any changes in the prior five-source configuration. It is 11 arcsec away from the closest source (X1), and 4.5 times dimmer than the faintest one (also X1; Table 4). The false detection probability (determined as $`P_{5,6}`$) for source X6 is 90 per cent.

Source X1,4 in the four-source best-fit solution falls approximately in the middle between sources X1 and X4 of the five-source solution, which is consistent with them having comparable intensities and being fainter than X2 and X3 (Table 4).

The derived optimal number of five sources in our 75 ksec image of NGC 6397 is consistent with the earlier suggestion (Cool et al., 1993) that at least four x-ray sources (X1, X2, X3 and X5) are present in an 18 ksec exposure of the same region (found by visual inspection of the peaks in the image, and confirmed by a one-dimensional azimuthal K-S test around the source centroids). The locations of the detected sources are also consistent (up to a $`2`$-arcsec systematic offset) with the positions of known optical cataclysmic variables (CVs): the optimum five-source positions (solid triangles, Figure 6) are systematically displaced by $`2`$ arcsec to the lower right of CV1–CV5 (open triangles, as measured from H$`\alpha `$, $``$, and $`UBVI`$ HST data; Cool et al. 1995, 1998). Such an offset is well within the expected variation ($`5`$ arcsec) of the absolute pointing of ROSAT.

Source X5 does not have a known optical counterpart, and sources CV1 and CV4 are unresolved in the ROSAT x-ray image due to their proximity ($`2.5`$ arcsec $`0.3`$ FWHM), so that the emission of X1 is probably due to both of them. The object CV5 was previously known (Cool et al., 1998) as a near $`UV`$-excess star, but proposed as a CV-candidate (Grindlay, 1999; Metchev, 1999) only after re-evaluating its probable association with the x-ray emission from X4. Its subsequent confirmation as a CV-candidate (H$`\alpha `$-emission object) in our followup deep HST imaging (Taylor et al., 2001) is indicative of the reliability of our iteration scheme to detect faint sources in crowded fields.

Similarly, source X6 (if real) may be associated with the Chandra source U43 (Grindlay et al., 2001a): a probable faint BY Draconis binary, identified as PC-4 in Taylor et al. (2001). Such objects are expected in globulars as the binary companions of stars on to which they have transferred their envelopes, and indeed the reported velocity in Edmonds et al. (1999) suggests a massive but dark binary companion. The latter is most likely a neutron star (NS), since He-WD/NS systems are expected in millisecond pulsars (MSPs), and MSPs are detected as faint x-ray sources with luminosities comparable to that of X6 (cf. Becker & Trümper, 1999).

Table 6 lists results for the detected sources. A mean bore-sight offset of $`3.5\pm 1.0`$ pix in $`x`$, and $`+1.7\pm 1.0`$ pix in $`y`$ (–1.8 arcsec and +0.85 arcsec, respectively) has been applied to the x-ray positions to align them with the suggested optical counterparts. In calculating the offset, we discard source X1 (since the x-ray emission in its vicinity comes most likely from both CV1 and CV4), and weigh the measured shifts inversely to the square of the positional uncertainties of the sources along $`x`$ and $`y`$. The 95 per cent confidence radius of the source coordinates corresponds to the maximum shift of a single source from its listed position (keeping all intensities and other source positions constant) that maintains the K-S probability above 5 per cent.

## 6 Comparison to other source detection methods

To get an idea of the superior performance of our source-modelling scheme we compared it to established source-detection algorithms, such as the classical “sliding-cell” detect, the wavelet detect, the iraf/daophot PSF-fitting task allstar, and ML analysis. We also used deconvolution routines on the image to determine possible source locations. Below we discuss briefly each of these alternatives.

Sliding-cell Detect: The sliding-cell detect algorithm is based on $`S/N`$ calculation and was not expected to perform well in a crowded low-$`S/N`$ field. Indeed, the two versions of this algorithm in the iraf/pros package (tasks imdetect and ldetect in the xspatial package) fail to produce the expected number of x-ray sources in the cluster. imdetect uses a constant average background for the entire image, and a variable detect cell size (squares with sides from 4 arcsec to 24 arcsec) to search for sources. The larger detect cells fail to find more than three sources in the central region of NGC 6397, whereas the 4-arcsec detect cell size is too small for use with our PSF (FWHM $`8`$ arcsec), and produces an unjustified high number of individual sources. The local detect algorithm (task ldetect) calculates $`S/N`$ around each pixel, using the local background (in a region between 1.5 arcsec and 2.5 arcsec from the source) as an estimate of the noise. As a result it does not handle crowded fields adequately, and cannot distinguish blended sources. Even the two smallest detection cells (6 arcsec $`\times `$ 6 arcsec and 9 arcsec $`\times `$ 9 arcsec) do not find more than 3 sources in the image in Figure 5.

Wavelet Detect: This algorithm based on the wavelet transform has only recently been applied to imaging astronomy (Freeman et al., 2001; Damiani et al., 1997, and references therein), and has been demonstrated to outperform other source detection algorithms in low-$`S/N`$ fields. We used an implementation of the wavelet detect based on the Marr wavelet, or the “Mexican Hat” function, coded in the wavdetect task in the Chandra detect 1.0 Package. The algorithm is most sensitive to structures of size approximately equal to the width of the Mexican Hat function. Running wavdetect on our NGC 6397 image (Figure 5) with transforms of width $`8`$ arcsec produced only the same three sources already found by the sliding-cell algorithms. This was not unexpected, since in simulated images for the Chandra High Resolution Camera (FWHM = 0.5 arcsec), wavdetect is unable to discern point sources less than 2 FWHM apart.444Chandra detect User’s Guide; URL: http://hea-www.harvard.edu/asclocal/user/swdocs/detect/html/

Image Deconvolution: There exist a number of widely used image deconvolution algorithms that are applicable to moderately crowded fields. After comparing results from the iraf implementations of the Maximum Entropy Method, the L-R algorithm (both applicable primarily to optical images), and from clean (used mostly in radio imaging), we found that L-R deconvolution (Lucy, 1974; Richardson, 1972) most reliably discerns the five-source distribution found by our iterative source-modelling scheme (Section 5). The positions of the peaks in the deconvolved image are in excellent agreement (to within $`\pm 1`$ pix = $`\pm 0.5`$ arcsec) with the K-S best-fit source positions, which exemplifies the usefulness of L-R deconvolution in analysing crowded fields. Unfortunately, the L-R method does not provide a measure of the goodness of fit of these positions and of the significance of the peaks in the reconstructed image. These need to be determined separately with a multi-source fitting routine (since the field is crowded), such as daophot/allstar, or the current (2D K-S) iterative method. Furthermore, the obtained intensities of the deconvolved sources are in much poorer agreement with the ones from the 2D K-S best-fit model. Nevertheless, L-R deconvolution does give an indication for the existence of more than 3 sources (which could not be determined with the source-searching methods). The L-R method thus provides a very good initial guess for the source configuration, which can be input to iterative source-modelling algorithms.

daophot/allstar: The daophot package is designed for the analysis of crowded optical images, and as such it assumes that the images are in the Gaussian statistics (high number of counts per pixel) regime. Thus, strictly speaking, the package is inapplicable to data governed by Poisson statistics, such as most x-ray images (including our NGC 6397 image, containing $`3`$ counts per pixel), because it severely underestimates random errors. However, until recently daophot was the only widely available software for reduction of crowded fields, and it has been suggested (Cool et al., 1993) that it can be useful for analysing crowded x-ray fields.

Our experience with allstar is that it is heavily dependent on several loosely defined parameters which, in regimes of severe source confusion and low signal-to-noise as in our NGC 6397 image (Figure 5), critically determine the performance of the task. We found that different combinations of the values of the parameters and of the initial guess for the source distribution produced different final results, in which the number of detected sources in the NGC 6397 image varied from 2 to 5. By judiciously adjusting its parameters, allstar can be made to detect 5 sources, however that combination is not favoured statistically over other combinations with fewer sources. In the case when allstar detects 5 sources, the obtained positions and intensities are such that the K-S probability of similarity with the ROSAT image is $`<1`$ per cent ($`Z_n=2.2`$).

Maximum Likelihood: Given our method of optimisation – minimising the maximum residual $`D_{\mathrm{max}}`$ (albeit we then further minimise the K-S statistic $`Z_n`$) – ML analysis would be expected to produce a similar fit. This is indeed the approach of Verbunt & Johnston (2000) in analysing the same ROSAT field. The results for the 5 detected sources (Model I in (Verbunt & Johnston, 2000); X1–X5 in this paper) agree well; in addition, our analysis suggests the possible presence of the faint source X6. We choose to employ a 2D K-S test to assess the goodness of fit instead, banking on its sensitivity to diffuse distributions. As pointed out by the referee, it is a good test for the location of smeared objects, but it is rather insensitive to their width. Via K-S, a source may be deduced to be unresolved, despite having broader profile, which can frequently be the case in Poisson noise limited images.

We have thus demonstrated that under conditions of severe source confusion and low $`S/N`$, our source-detection method based on a 2D K-S test works better than other available techniques. We attribute its performance to the fact that our approach uses the actual PSF in searching for sources (sliding-cell and wavelet detect algorithms do not), that no information is lost to binning (as in the Pearson $`\chi ^2`$ test, used in allstar), and that it is more sensitive to broad emission than other tests (e.g., ML).

We have not made a comparison of our method against the Pixon deconvolution method (Pina & Puetter, 1993). Our method was originally intended to enhance sensitivity for crowded point source detection; the Pixon method also shows good results for the detection of low surface brightness features.

## 7 Discussion

### 7.1 Applicability to distributions with unknown parameters

Rigorously, the presented look-up Table 3 (generated by comparing simulations of models with a priori known parameters) is not applicable when comparing an image of an unknown source distribution to a simulation with known parameters. Lilliefors (1967) investigates this situation for the case of the 1D K-S test and sampling from a distribution with unknown mean and variance (“the Lilliefors test for Normality”). He finds that the standard 1D K-S test table is too conservative, i.e. with an appropriately generated look-up table (via Monte Carlo simulations), one can reject the null hypothesis that a sampled distribution is Normal at a higher significance level than with the standard table.

The implications of this to our case are not known, and have not been investigated. Speculatively extrapolating Lilliefors’s conclusion, the 2D K-S test for comparing an unknown to a known distribution should be, if anything, more powerful than presented. This would increase the significance of source X6, making its association with the suggested BY Dra variable more likely.

The advantage of an ML approach here would be that likelihood ratios between different models do not suffer from such problems.

### 7.2 Significance of the detections

The developed detection significance test for additional sources in Section 4.2 may seem subjective, since prior knowledge is needed about the $`Z_n^{M,M}`$ curve (where $`M`$ is the number of sources in the image). Naturally, this information is not available when working with an astronomical image representing an unknown source distribution, where $`M`$ is a sought parameter. However, due the (nearly) distribution-free character of the pseudo one-sample 2D K-S test (Section 3.1.2), all that is needed is the correlation coefficient $`CC`$ of the counts in the image, which is readily available ($`CC=0.17`$ for the ROSAT image in Figure 5). Provided that the best-fit model with $`N`$ sources represents the image reasonably well (K-S probability $`1`$ per cent), the $`Z_n^{N,N}`$ curve will be indistinguishable from the $`Z_n^{M,M}`$ curve of the image, since the correlation coefficients of the $`N`$-source model and of the ($`M`$-source) image will be very similar. Indeed, in our case the best-fit five-source model has $`CC=0.19`$, which given the slow dependence of the $`Z_n`$ distribution on $`CC`$, well approximates the $`Z_n`$ distribution for $`CC=0.17`$ (the correlation coefficient of the counts in the ROSAT image).

More general than the false-detection probability is the fraction $`P_K^{}`$ of cases, in which the observed image can be represented by a best-fitting model containing $`K<NM`$ sources, where $`K`$ does not necessarily equal $`M1`$. Here $`N`$ is our best guess for the number of sources in the image, and $`M`$ is the actual (unknown) number of sources. The quantity $`1P_K^{}`$ is the significance level at which we can reject the hypothesis that the image contains only $`K`$ sources. To determine $`P_K^{}`$ using the 2D K-S test, we need to compare multiple images of the same field to a single model simulation with $`K`$ sources (Section 3.1.2). Naturally, this cannot be done, since there rarely exist multiple available images of the same field. However, $`P_K^{}`$ is well approximated by the quantity $`P_{K,N}`$, given that, as discussed above, $`Z_n^{N,N}`$ describes well the $`Z_n^{M,M}`$ distribution of the image. This is the value listed in Table 5 (using $`N=5`$) for the probability that the ROSAT image can be fitted with fewer than 5 sources. For $`K=N1`$, in $`P_{K,N}`$ we recover the false-detection probability for the $`N`$th source, as already discussed in Section 4.2.

### 7.3 Detected sources

The positions and the count rates of the detected sources are in excellent agreement with Model I (based on 1995 ROSAT data) of Verbunt & Johnston (2000) in their maximum-likelihood analysis of the same HRI field. A Chandra image of the core region of NGC 6793 (Grindlay et al., 2001a) reveals a greater complexity of sources (Figure 6). The source “doubles” CV1 and CV4, as well as CV2 and U18 are too close ($`2.5`$ arcsec $`0.3`$ FWHM) to be distinguished as separate sources in the ROSAT/HRI image, and are represented as blended sources X1 and X4, respectively. The remainder of the sources marked with open squares are too faint ($`L_x<10^{31}`$ erg s-1 Grindlay et al., 2001a) to be detected given the crowdedness of the field. None the less, there is a clear one-to-one correspondence between the brightest ($`L_x>10^{31}`$ erg s-1) Chandra sources, and the ones detected in the ROSAT/HRI image using the 2D K-S technique.

Although in their Model IV Verbunt & Johnston predict the existence of separate x-ray counterparts to sources CV2 and U18, that model is fit to 1991 ROSAT/HRI data when CV2 was more prominent in x-rays relative to U18 (hence could be more accurately centroided; cf. Fig. 1 in Cool et al., 1993), and three of the sources in the model have fixed positions. On the other hand, in our 2D K-S test iterative analysis we have not used any fixed parameters. Moreover, the K-S test suggests the existence of source U43, detected (albeit inconclusively, and offset by $`4.5`$ arcsec from its Chandra position) as source X6, for which there exists no x-ray identification prior to the Chandra results of Grindlay et al. (2001a). Although the source is fainter (log$`L_x=29.4`$ Grindlay et al., 2001a) than other undetected sources in the complex X1–X4, the source must have been $`10\times `$ brighter to have been detectable with ROSAT (indeed, BY Dra binaries were discovered in globular clusters as faint and flaring x-ray sources, Grindlay et al., 2001b).

## 8 Conclusion

We have developed an application of the 2D K-S test (Peacock, 1983; Fasano & Franceschini, 1987) in a source-detection algorithm for astronomical images. By employing the “subpixelization” technique on 3D astronomical images, we show that the 2D K-S test has greater power than the 3D K-S test – the intuitive choice for such images. We use Monte Carlo integration to determine the cumulative values of the proposed model distribution in all four quadrants around each count and, recognising the deviations that this incurs from the derived $`Z_n`$ distributions, we provide our own reference tables for estimating the K-S probability.

We devise an iterative source-modelling routine that employs the K-S probability as a goodness of fit estimator, and can be used to find the optimum number, positions, and intensities of blended sources. We then apply the iteration scheme to a deep (75 ksec) ROSAT/HRI exposure of the core region of NGC 6397 and find five blended sources, as well as a possible sixth one. The locations of the five brightest (and possible sixth) x-ray sources match closely (within the positional error bars) the locations of probable CVs and BY Dra systems, discovered with HST (Cool et al., 1993, 1995; Taylor et al., 2001), and confirmed with Chandra (Grindlay et al., 2001a). The sixth source, X6, is a marginal detection with the 2D K-S technique and is likely identified with the much fainter Chandra source, U43 (Grindlay et al., 2001a), which is in turn identified with a BY Dra binary, PC-4 (Taylor et al., 2001).

Comparisons to other source-detection schemes (sliding-cell, wavelet detect, daophot/allstar, L-R deconvolution and ML techniques) applied to the same image demonstrate the superior power of our method in heavily crowded fields with low signal-to-noise. The example with the ROSAT/HRI deep field indicates that the proposed iterative source-modelling scheme can find applications in small-number statistics high-energy imaging, e.g. in deep exposures of globular clusters and extragalactic nuclear regions with Chandra, where the size of the PSF is often comparable to the angular separation between the objects.

We thank our collaborators Adrienne Cool and Peter Edmonds for numerous discussions. This research was partially supported by NASA/LTSA grant NAG5-3256 and by HST grant GO-06742.


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# Projective embeddings of projective schemes blown up at subschemes

## 0. Introduction

Let $`R`$ be a finitely generated standard graded $`k`$-algebra of dimension $`(n+1)`$, and $`X=\text{Proj }R`$ a nonsingular projective scheme ($`dimX=n`$). Suppose $`Z`$ is a nonsingular closed subscheme of $`X`$, and $`IR`$ its defining ideal ($`I`$ saturated). Let $`\pi :\stackrel{~}{X}X`$ be the blowup of $`X`$ centered at $`Z`$. For positive integers $`e,t`$, consider the divisor $`𝒟_{e,t}=tE_0eE`$ on $`\stackrel{~}{X}`$, where $`E_0`$ is the pull-back to $`\stackrel{~}{X}`$ of a general hyperplane in $`X`$ and $`E`$ is the exceptional divisor of the blowing up. $`𝒟_{e,t}`$ corresponds to the linear system of hypersurfaces of degree $`t`$ containing $`Z`$ with multiplicity at least $`e`$. For $`te>0`$, it is known (cf. \[3, Lemma 1.1\]) that $`𝒟_{e,t}`$ is very ample on $`\stackrel{~}{X}`$. This gives a projective embedding $`\stackrel{~}{X}^{N_{e,t}}`$. Let $`\stackrel{~}{X}_{e,t}`$ be the image of $`\stackrel{~}{X}`$ in this embedding (i.e. $`\stackrel{~}{X}\stackrel{}{}\stackrel{~}{X}_{e,t}^{N_{e,t}}`$). In the last fifteen years, there have been many studies on these projective embeddings of $`\stackrel{~}{X}`$ in various situations depending upon the scheme $`X`$, its subscheme $`Z`$, and the values of $`e`$ and $`t`$. For instance, . This line of works also has a close relation with the studies of diagonal subalgebras of a bi-graded algebra, such as in . In this paper, we push the study on projective embeddings of blowup schemes a step forward. We will investigate the arithmetically Cohen-Macaulayness, the regularity and syzygies of $`\stackrel{~}{X}_{e,t}`$. We further examine how these properties behave asymptotically (i.e. when $`te>0`$).

It was shown by  (see also ) that, when $`R`$ is Cohen-Macaulay, under certain conditions, there exists an $`f`$ such that for all $`e>0`$ and $`t>fe`$, the embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ is arithmetically Cohen-Macaulay, i.e. it has a Cohen-Macaulay coordinate ring. However, no explicit bound for $`f`$ could be found unless one is in special situations, for example if it is known that the Rees algebra $`(I)`$ of $`I`$ is Cohen-Macaulay (see ), or when $`\text{char }k=0`$, $`X=^n`$, $`Z`$ is a scheme of fat points in $`X`$ and $`e=1`$ (see \[10, Theorem 2.4\]). In the first section of this paper, we address this problem again, and generalize the method of  to give an explicit bound for $`f`$ for any $`X`$ and $`Z`$, when the characteristic of $`k`$ is 0. More precisely, we give a constant $`\delta =\delta (I)>0`$ such that for all $`e>0`$ and $`t>ed(I)+\delta `$ (where $`d(I)`$ is the maximum degree of a minimal system of homogeneous generators of $`I`$), the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ is arithmetically Cohen-Macaulay (Theorem 1.4). An explicit bound for $`f`$ then can be taken to be $`d(I)+\delta (I)`$. We also replace the condition on the Cohen-Macaulayness of $`R`$ (which has been the case in most of previous works) by a slightly weaker condition that $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$. This turns out to be a necessary condition for the existence of any arithmetically Cohen-Macaulay $`\stackrel{~}{X}_{e,t}`$ (Remark 1.5). Our result is stated as follows.

###### Theorem 0.1 (Theorem 1.4).

Suppose $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$. Then, for $`t>ed(I)+\delta `$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ is arithmetically Cohen-Macaulay.

In the second section of this paper, we study the regularity of the ideal sheaf and syzygies of $`\stackrel{~}{X}_{e,t}`$. Let $`𝒥_{e,t}`$ denote the ideal sheaf of $`\stackrel{~}{X}_{e,t}`$. We prove that, under a mild condition, the regularity of $`𝒥_{e,t}`$ is always bounded above by the dimension of $`R`$, when $`t>ed(I)+\delta `$ (Theorem 2.2). This gives a uniform bound on the shifts of the minimal free resolution of $`\stackrel{~}{X}_{e,t}`$. A very interesting asymptotic behaviour is that, with the additional condition $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$, the regularity of $`𝒥_{e,t}`$ stabilizes as $`t`$ gets large compared to $`e`$. We also prove this fact in Theorem 2.2.

###### Theorem 0.2 (Theorem 2.2).

Suppose $`H^0(\stackrel{~}{X},w_{\stackrel{~}{X}})=0`$, where $`w_{\stackrel{~}{X}}`$ is the dualizing sheaf on $`\stackrel{~}{X}`$. Then,

$$\text{reg }𝒥_{e,t}n+1,t>ed(I)+\delta .$$

If, in addition, $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$, then for all $`te`$,

$$\text{reg }𝒥_{e,t}=n+1.$$

We further restrict our attention to the case when $`X`$ is a surface and $`Z`$ is a 0-dimensional subscheme of $`X`$, and show that for any $`p`$, the embedding $`\stackrel{~}{X}_{e,t}`$ possesses property $`N_p`$ for all $`te>0`$ (Theorem 2.5). This is a property, introduced by Green and Lazarsfeld (), that encodes a lot of information about the scheme.

Results in this paper exhibit and support the philosophy that when embedding a variety into large projective spaces, it seems to have nicer algebraic properties, and its algebraic invariants seem to stabilize as the dimension of the ambient space gets large. This philosophy is the guideline of many recent studies since the impact of works of Mumford , its amplification by St. Donat , and the strong theorems and conjectures of Green  and Green and Lazarsfeld .

Throughout this paper, our base field $`k`$ will be algebraically closed and of characteristic 0.

## 1. Cohen-Macaulayness

Let us first briefly recall some notations and terminology. Unexplained terminology follow from that of  and . Suppose $`Y=\text{Proj }T^l`$ is a projective scheme. $`Y`$ is said to be arithmetically Cohen-Macaulay if $`T`$ is a Cohen-Macaulay ring. Suppose $`𝒥`$ is the ideal sheaf of $`Y`$ in $`^l`$. The regularity of $`𝒥`$, denoted by $`\text{reg }𝒥`$, is defined to be the smallest integer $`r^{}`$ such that $`H^i(^l,𝒥(r^{}i))=0`$ for all $`i>0`$. The regularity can also be interpreted in terms of the minimal free resolution as follows. Let

$$0\underset{j}{}𝒪_^l(b_{sj})\mathrm{}\underset{j}{}𝒪_^l(b_{1j})\underset{j}{}𝒪_^l(b_{0j})𝒥0$$

be the minimal free resolution of $`𝒥`$, then $`\text{reg }𝒥=\mathrm{max}\{b_{ij}i|b_{ij}0\}`$.

Back to our setup, let $`R`$ be a finitely generated standard graded $`k`$-algebra of dimension (n+1), $`X=\text{Proj }R`$ a nonsingular projective scheme. Let $`Z`$ be a nonsingular closed subscheme of $`X`$ defined by a homogeneous ideal $`IR`$ of positive height ($`I`$ saturated). Let $``$ be the associated sheaf of $`I`$ on $`X`$, and let $`\pi :\stackrel{~}{X}=\text{Proj }(_{n0}^n)X`$ be the blowup of $`X`$ centered at $`Z`$. Let $`E`$ be the exceptional divisor of this blowing up, and $`E_0`$ the pull-back to $`\stackrel{~}{X}`$ of a general hyperplane in $`X`$. For each pair of positive integers $`e`$ and $`t`$, consider the divisor $`𝒟_{e,t}=tE_0eE`$ on $`\stackrel{~}{X}`$. Suppose $`I`$ is generated in degrees at most $`d(I)`$. By \[3, Lemma 1.1\], for each $`e>0`$ and $`ted(I)+1`$, the divisor $`𝒟_{e,t}`$ is very ample on $`\stackrel{~}{X}`$, so from now on, we only consider values of $`e>0`$ and $`t`$ such that $`ted(I)+1`$. For such values of $`e`$ and $`t`$, let $`\stackrel{~}{X}\stackrel{}{}\stackrel{~}{X}_{e,t}^{N_{e,t}}`$ be the projective embedding of $`\stackrel{~}{X}`$ given by $`𝒟_{e,t}`$, where $`N_{e,t}=dim_kH^0(\stackrel{~}{X},𝒟_{e,t})1`$. We also denote by $`r`$ the height of $`I`$.

Now, suppose $`R`$ is generated as a $`k`$-algebra by $`x_1,\mathrm{},x_gR_1`$, and $`I`$ is generated by $`f_1,\mathrm{},f_mR`$, where the degree of $`f_j`$ is $`d_j`$ for all $`j=1,\mathrm{},m`$. Let $`(I)=_{n0}I^nt^n`$ be the Rees algebra of $`I`$. Let $`S=k[X_1,\mathrm{},X_g,Y_1,\mathrm{},Y_m]`$ be a polynomial ring, then $`S`$ has a natural bi-gradation (induced by $`\mathrm{deg}X_i=(1,0),i=1,\mathrm{},g`$, and $`\mathrm{deg}Y_j=(d_j,1),j=1,\mathrm{},m`$). Consider the $`k`$-algebra homomorphism

$$S(I),$$

given by sending $`X_i`$ to $`x_i`$ for all $`i=1,\mathrm{},g`$, and $`Y_j`$ to $`f_jt`$ for all $`j=1,\mathrm{},m`$. It is clear that this homomorphism is surjective and gives $`(I)`$ the structure of a bi-graded module over $`S`$. Suppose

$$0\mathrm{}_jS(a_{ij},b_{ij})\mathrm{}_jS(a_{0j},b_{0j})(I)0$$

is the bi-graded minimal free resolution of $`(I)`$ over $`S`$. This minimal free resolution exists and is finite due to Hilbert’s syzygy theorem. Let

$$c_i=\underset{j}{\mathrm{max}}\{a_{ij}b_{ij}d(I)\}.$$

Clearly, $`\mathrm{max}_i\{c_ii\}`$ is an invariant of $`I`$. We denote this invariant by $`c(I)`$. Define

$$\delta =\delta (I)=\mathrm{max}\{c(I),1\}.$$

A straight forward adaptation of \[4, Theorem 2.4 and Proposition 4.1\] gives us the following result.

###### Lemma 1.1.

With $`\delta =\delta (I)`$ defined as above, for any natural number $`l`$, we have

$$\text{reg }^l\text{reg }I^lld(I)+\delta .$$

The following proposition is an extension of \[10, Proposition 2.2\].

###### Proposition 1.2.

For $`t>ed(I)+\delta `$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ is projectively normal.

###### Proof.

Suppose $`t>ed(I)+\delta `$. By \[3, Lemma 1.1\], $`𝒟_{e,t}`$ is very ample on $`\stackrel{~}{X}`$. Let $`S_{e,t}=\text{Sym}^{}(H^0(\stackrel{~}{X},𝒟_{e,t}))`$ be the coordinate ring of $`^N=^{N_{e,t}}`$ into which $`\stackrel{~}{X}`$ is embedded by $`𝒟_{e,t}`$. Let $`I_{e,t}S_{e,t}`$ be the defining ideal of $`\stackrel{~}{X}_{e,t}`$, and $`𝒥_{e,t}`$ its associated ideal sheaf in $`^N`$. From now on, when working with $`\stackrel{~}{X}_{e,t}`$, we shall always use these notations of $`S_{e,t},I_{e,t},𝒥_{e,t}`$ and $`N=N_{e,t}`$. One has the following exact sequence

$$0I_{e,t}S_{e,t}_{h0}H^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))_{h0}H^1(^N,𝒥_{e,t}(h))0.$$

To prove $`\stackrel{~}{X}_{e,t}`$ is projectively normal, it is enough to show that for each $`h0`$, there is an isomorphism of $`k`$-vector spaces

$$\left(\frac{S_{e,t}}{I_{e,t}}\right)_hH^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})),$$

where $`\left(\frac{S_{e,t}}{I_{e,t}}\right)_h`$ is the $`k`$-vector space of monomials of degree $`h`$ in $`\frac{S_{e,t}}{I_{e,t}}`$. This is clear for $`h=0`$. Suppose $`h1`$. It can be observed that a hyperplane in $`^N`$ when restricted to $`\stackrel{~}{X}_{e,t}`$ pulls back to a hypersurface of degree $`t`$ in $`X`$ containing $`Z`$ with multiplicity at least $`e`$. Thus,

$`\left({\displaystyle \frac{S_{e,t}}{I_{e,t}}}\right)_h[(I_t^e)^h]_{ht}=[(I^e)^h]_{ht}=(I^{he})_{ht},`$ (1.1)
where $`[(I_t^e)^h]_{ht}`$ is the $`k`$-vector space of monomials of degree $`ht`$ in the $`h`$-th power of the ideal generated by $`I_t^e`$.

Let $`=.𝒪_{\stackrel{~}{X}}=𝒪_{\stackrel{~}{X}}(E)`$, then

$$𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})=^{he}𝒪_{\stackrel{~}{X}}(htE_0)=^{he}\pi ^{}𝒪_X(ht).$$

By \[20, Proposition 10.2\], we have $`\pi _{}^{he}=^{he}`$. Hence, by the projection formula, we get

$$\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})=\pi _{}(^{he})𝒪_X(ht)=^{he}(ht).$$

Thus,

$`H^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^0(X,\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^0(X,^{he}(ht))=dim_kI_{ht}^{(he)},`$ (1.2)
where $`I^{(he)}`$ is the saturation ideal of $`I^{he}`$.

It follows from Lemma 1.1 that

$$\text{reg }I^lld(I)+\delta \text{ for any }l1.$$

Thus, for $`t>ed(I)+\delta `$, we have

$$ht>hed(I)+h\delta hed(I)+\delta \text{reg }I^{he}\text{sat }(I^{he}),$$

where $`\text{sat }(I^{he})`$ is the saturation degree of $`I^{he}`$ (i.e. the least degree starting from which $`I^{he}`$ and its saturation ideal $`I^{(he)}`$ agree). Therefore, for $`t>ed(I)+\delta `$, we have

$$dim_k[I^{he}]_{ht}=dim_kI_{ht}^{(he)}.$$

This, together with (1.1) and (1.2), proves the proposition. ∎

The following lemma plays an important role in the study of arithmetically Cohen-Macaulayness of $`\stackrel{~}{X}_{e,t}`$.

###### Lemma 1.3.

For $`e>0,ted(I)+1`$, we have

1. $`R^j\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})=0`$ for all $`j>0`$ and $`h0.`$
2. $`H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^i(X,^{he}(ht))`$ for all $`i0`$ and $`h0`$.

Here, $`𝒪_{\stackrel{~}{X}}`$ is the structure sheaf of $`\stackrel{~}{X}`$.

###### Proof.

Again, we let $`=𝒪_{\stackrel{~}{X}}=𝒪_{\stackrel{~}{X}}(E)`$.

(1) For each $`l0`$, we have

$$𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l)=𝒪_{\stackrel{~}{X}}(h(tE_0eE))\pi ^{}𝒪_X(l)=^{he}\pi ^{}𝒪_X(ht+l).$$

Now we will use the argument of \[3, Proposition 1.5\] to get

$$H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l))=0,i>0,l0.$$

Indeed, let $`w_{\stackrel{~}{X}}`$ and $`w_X`$ be the dualizing sheaves on $`\stackrel{~}{X}`$ and $`X`$, respectively. Since the height of $`I`$ is $`r`$, $`w_{\stackrel{~}{X}}=\pi ^{}w_X^{1r}`$. Thus,

$$^{he}\pi ^{}𝒪_X(ht+l)=^{he+r1}\pi ^{}𝒪_X(ht+l)(\pi ^{}w_X)^1w_{\stackrel{~}{X}}.$$

Observe that for any $`c,d`$, $`^d\pi ^{}𝒪_X(c)=I_c^d.𝒪_{\stackrel{~}{X}}`$. It is known that $`w_X^1(g)`$ is very ample on $`X`$ for some $`g>0`$. Thus, by \[3, Lemma 1.1\], for $`l>(he+r1)d(I)+ght`$ (i.e. $`ht+l>(he+r1)d(I)+g`$), the divisor $`^{he+r1}\pi ^{}𝒪_X(ht+l)(\pi ^{}w_X)^1`$ is very ample on $`\stackrel{~}{X}`$. By Kodaira’s vanishing theorem, one has for $`l>(he+r1)d(I)+ght`$ and $`i>0`$,

$`H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l))`$ $`=`$ $`0.`$ (1.3)
Next, for each $`i>0`$ and $`h0`$, since $`𝒪_X(1)`$ is very ample on $`X`$, by Serre’s theorem, there exists an integer $`l_{i,h}`$ such that for all $`ll_{i,h},p>0`$ and $`qi`$,

$$H^p(X,R^q\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})𝒪_X(l))=0.$$

By the projection formula, we then have, for all $`ll_{i,h},p>0`$ and $`qi`$,

$`H^p(X,R^q\pi _{}(𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l)))`$ $`=`$ $`0.`$ (1.4)
Consider the Leray spectral sequence

$$E_2^{p,q}=H^p(X,R^q\pi _{}(𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l)))H^{p+q}(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l)).$$

By (1.4), this Leray spectral sequence (when used to compute $`H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l))`$) concentrates on its vertical boundary. This and (1.3) imply that, for all $`l>\mathrm{max}\{l_{i,h},(he+r1)d(I)+g\}`$ and all $`i>0`$,

$`\mathrm{\Gamma }(X,R^i\pi _{}(𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l)))`$ $`=`$ $`H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l))=0.`$ (1.5)
Since $`𝒪_X(1)`$ is very ample on $`X`$, we also know that for $`l0`$,

$$R^i\pi _{}(𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})\pi ^{}𝒪_X(l))=R^i\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})𝒪_X(l)$$

is generated by global sections. Thus, (1.5) implies $`R^i\pi _{}(𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=0,i>0`$. The result is proved.

(2) It follows from the Leray spectral sequence

$$E_2^{p,q}=H^p(X,R^q\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))H^{p+q}(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})),$$

and the result in part (1) that

$$H^i(X,\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})),i0\text{ and }h0.$$

We also have, by the projection formula and \[20, Proposition 10.2\],

$$\pi _{}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})=\pi _{}(^{he}\pi ^{}𝒪_X(ht))=\pi _{}^{he}𝒪_X(ht)=^{he}(ht).$$

Thus, the result follows, and the lemma is proved. ∎

The main result of this section is stated as follows.

###### Theorem 1.4.

Suppose $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$. Then, for $`t>ed(I)+\delta `$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ is arithmetically Cohen-Macaulay.

###### Proof.

Having Lemma 1.3, the proof now follows in the same line as that of \[10, Theorem 2.4\] with a slight modification.

Suppose $`t>ed(I)+\delta `$. As in Proposition 1.2, we let $`S_{e,t}=\text{Sym}^{}H^0(\stackrel{~}{X},𝒟_{e,t})`$ be the coordinate ring of $`^N=^{N_{e,t}}`$, let $`I_{e,t}S_{e,t}`$ be the defining ideal of $`\stackrel{~}{X}_{e,t}`$, and $`𝒥_{e,t}`$ its ideal sheaf in $`^N`$. Since $`dim\stackrel{~}{X}_{e,t}=dimX=n`$, to prove $`\stackrel{~}{X}_{e,t}`$ is arithmetically Cohen-Macaulay, it is enough to show that $`H^1(^N,𝒥_{e,t}(h))=0`$ for all $`h`$ and $`H^i(^N,𝒪_{\stackrel{~}{X}_{e,t}}(h))=0`$ for all $`i=1,\mathrm{},n1`$ and for all $`h`$.

By Proposition 1.2, we know $`H^1(^N,𝒥_{e,t}(h))=0`$ for all $`h0`$. For $`h<0`$, it is clear that $`𝒪_{\stackrel{~}{X}_{e,t}}(h)`$ is a very ample invertible sheaf on $`\stackrel{~}{X}_{e,t}`$. Therefore, by Kodaira’s vanishing theorem, we get $`H^0(^N,𝒪_{\stackrel{~}{X}_{e,t}}(h))=0`$ for all $`h<0`$. This implies that $`H^1(^N,𝒥_{e,t}(h))=0`$ for all $`h<0`$. Thus,

$$H^1(^N,𝒥_{e,t}(h))=0,\text{ for all }h.$$

Let us now consider $`H^i(^N,𝒪_{\stackrel{~}{X}_{e,t}}(h))`$ ($`i=1,\mathrm{},n1`$) for $`h0`$. By Lemma 1.3, we have, for all $`i=1,\mathrm{},n1`$,

$$H^i(^N,𝒪_{\stackrel{~}{X}_{e,t}}(h))=H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^i(X,^{he}(ht)).$$

Moreover, it follows from Lemma 1.1 that, for $`h>0`$,

$$\text{reg }^{he}hed(I)+\delta hed(I)+h\delta <ht.$$

Thus, $`H^i(X,^{he}(ht))=0`$ for all $`i=1,\mathrm{},n1`$, and $`h>0`$. Together with the hypothesis, we have

$$H^i(^N,𝒪_{\stackrel{~}{X}_{e,t}}(h))=0,\text{ for }i=1,\mathrm{},n1,\text{ and }h0.$$

For $`h<0`$, we can again use the Kodaira’s vanishing theorem to obtain

$$H^i(^N,𝒪_{\stackrel{~}{X}_{e,t}}(h))=0,\text{ for }i=1,\mathrm{},n1.$$

This is due to the fact that $`𝒪_{\stackrel{~}{X}_{e,t}}(h)`$ is a very ample invertible sheaf on $`\stackrel{~}{X}_{e,t}`$ for all $`h<0`$. The theorem is proved. ∎

###### Corollary 1.4.1.

Suppose $`R`$ is Cohen-Macaulay. Suppose $`I`$ is generated by $`s`$ elements and the Rees algebra $`(I)`$ of $`I`$ is Cohen-Macaulay. Then, for all $`e>0`$ and $`t>ed(I)+(s1)(d1)`$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ is arithmetically Cohen-Macaulay.

###### Proof.

It follows from \[26, Proposition 4.1\] that, in the minimal free resolution of the Rees algebra $`(I)`$ of $`I`$, the bi-graded Betti numbers satisfy

$$a_{ij}sd(s1)+i.$$

Thus, $`\delta (I)(s1)[d(I)1]`$. The result now follows from Theorem 1.4. ∎

###### Remark 1.5.

It follows from \[5, Theorem 1.3\] that the condition $`H^i(X,𝒪_X)=0`$ for all $`i=1,\mathrm{},n1`$ is necessary. This is because an arithmetically Cohen-Macaulay $`\stackrel{~}{X}_{e,t}`$ would yield an arithmetic Macaulayfication of $`X`$ (see  for the definition and further results on arithmetic Macaulayfication of projective schemes).

###### Remark 1.6.

We should point out that with exactly the same proofs, all our results in this section are true even if $`Z`$ is only a locally complete intersection subscheme of $`X`$.

## 2. Regularity and $`N_p`$ property

In this section, we study how the regularity and the syzygies of $`\stackrel{~}{X}_{e,t}`$ behave asymptotically. We use the same notations and terminology as in the previous section.

Let us also recall the notions of Koszul complex and Koszul cohomology which were studied in .

Let $`Y`$ be a projective scheme. Let $``$ be a very ample line bundle and $``$ a coherent sheaf on $`Y`$. Let $`W=H^0(Y,)`$ and $`S=\text{Sym}^{}W`$. Then, $`S`$ is the homogeneous coordinate ring of $`(W)`$, the projective space into which $``$ embeds $`Y`$. Let $`B=B(,)=_qH^0(Y,q)=_qB_q`$ a $`S`$-graded module.

###### Definition 2.1.

The Koszul complex of $`B`$ is defined to be

$$\mathrm{}^{p+1}WB_{q1}\stackrel{d_{p+1,q1}}{}^pWB_q\stackrel{d_{p,q}}{}^{p1}WB_{q+1}\mathrm{}$$

and the Koszul cohomology groups of $`B`$ are defined to be

$$𝒦_{p,q}(,)=\frac{\text{ker }d_{p,q}}{\text{im }d_{p+1,q1}},\text{ for }p,q.$$

When $`=(D)`$ is the invertible sheaf corresponding to a divisor $`D`$ and $`=\stackrel{~}{M}`$ is the sheaf associated to a module $`M`$, we write $`𝒦_{p,q}(M,D)`$ for $`𝒦_{p,q}(,)`$. When $``$ is the structure sheaf $`𝒪_Y`$, we also write $`𝒦_{p,q}()`$ for $`𝒦_{p,q}(,)`$.

Recall further that $`𝒥_{e,t}`$ denotes the ideal sheaf of $`\stackrel{~}{X}_{e,t}`$. The following theorem gives an upper bound for the regularity of $`𝒥_{e,t}`$, and shows that this regularity stabilizes for $`te`$.

###### Theorem 2.2.

Suppose $`H^0(\stackrel{~}{X},w_{\stackrel{~}{X}})=0`$, where $`w_{\stackrel{~}{X}}`$ is the dualizing sheaf on $`\stackrel{~}{X}`$. Then,

$$\text{reg }𝒥_{e,t}n+1,t>ed(I)+\delta .$$

If, in addition, $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$, then for all $`te`$,

$$\text{reg }𝒥_{e,t}=n+1.$$

###### Proof.

Let $`S_{e,t}`$ and $`I_{e,t}`$ be as before (see Proposition 1.2). It follows from Proposition 1.2 that for $`t>ed(I)+\delta `$,

$$\frac{S_{e,t}}{I_{e,t}}_{h0}H^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})).$$

Thus, by Green’s syzygy theorem (\[13, 1.b.4\]), the minimal free resolution of $`S_{e,t}/I_{e,t}`$ is given by

$$0F_s\mathrm{}F_1F_0=S_{e,t}S_{e,t}/I_{e,t}0,$$

for some $`sNn`$ and

$$F_i=\underset{q1}{}𝒦_{i,q}(𝒟_{e,t})S(iq),\text{ for }i=1,\mathrm{},s.$$

We first prove $`\text{reg }𝒥_{e,t}n+1`$ for all $`t>ed(I)+\delta `$. This is equivalent to showing that $`𝒦_{i,q}(𝒟_{e,t})=0`$ for all $`1is`$ and $`qn+1`$, when $`t>ed(I)+\delta `$. Consider $`1is`$ and $`qn+1`$. Let $`K_{\stackrel{~}{X}}`$ be the canonical divisor of $`\stackrel{~}{X}`$, then $`w_{\stackrel{~}{X}}`$ is the sheaf associated to $`K_{\stackrel{~}{X}}`$ on $`\stackrel{~}{X}`$. It follows from the proof of Theorem 1.4 that

$$H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^i(X,^{he}(ht))=0,$$

for all $`i=1,\mathrm{},n1`$, and $`h>0`$. Thus, Green’s Duality theorem (\[13, 2.c.6\]) gives us

$$𝒦_{i,q}(𝒟_{e,t})^{}𝒦_{Nni,n+1q}(K_{\stackrel{~}{X}},𝒟_{e,t}),qn+1.$$

This implies that, if $`i>Nn`$, then $`𝒦_{i,q}(𝒟_{e,t})=0`$. Suppose $`iNn`$. By Green’s Vanishing theorem (\[13, 3.a.1\]), it suffices now to show that

$`h^0(\stackrel{~}{X},w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}((n+1q)𝒟_{e,t}))`$ $``$ $`Nni,t>ed(I)+\delta .`$ (2.1)
This is indeed true. If $`q=n+1`$, this follows from the hypothesis that $`H^0(\stackrel{~}{X},w_{\stackrel{~}{X}})=0`$. Otherwise, if $`q>n+1`$, then by Serre’s duality one has $`H^0(\stackrel{~}{X},w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}((n+1q)𝒟_{e,t}))=H^n(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}((qn1)𝒟_{e,t}))`$. Thus, by Lemma 1.3 and \[20, Proposition 10.2\], we have

$$H^0(\stackrel{~}{X},w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}((n+1q)𝒟_{e,t}))=H^n(X,^{e(qn1)}(t(qn1))).$$

It follows from Lemma 1.1 that for $`t>ed(I)+\delta `$,

$$\text{reg }^{e(qn1)}<t(qn1),$$

whence

$$H^n(X,^{e(qn1)}(t(qn1)))=0.$$

Therefore,

$$H^0(\stackrel{~}{X},w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}((n+1q)𝒟_{e,t}))=0,t>ed(I)+\delta ,$$

and (2.1) is proved.

Suppose, the additional condition $`H^i(X,𝒪_X)=0`$ for $`i=1,\mathrm{},n1`$ is satisfied. This, together with the proof of Theorem 1.4, shows that

$$H^i(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))=H^i(X,^{he}(ht))=0,$$

for all $`i=1,\mathrm{},n1`$, and $`h0`$. Thus, Green’s Duality theorem (\[13, 2.c.6\]) holds for $`𝒦_{Nn,n}(𝒟_{e,t})`$, and we have

$`𝒦_{Nn,n}(𝒟_{e,t})^{}`$ $``$ $`𝒦_{0,1}(K_{\stackrel{~}{X}},𝒟_{e,t}).`$ (2.2)
Let $`W=H^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(𝒟_{e,t}))`$, the Koszul complex of $`_{h0}H^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(h𝒟_{e,t}))`$ at degree $`(0,1)`$ is

$$WH^0(\stackrel{~}{X},w_{\stackrel{~}{X}})\stackrel{d_{1,0}}{}WH^0(w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}(𝒟_{e,t}))\stackrel{d_{0,1}}{}0.$$

By the hypothesis, since $`H^0(\stackrel{~}{X},w_{\stackrel{~}{X}})=0`$, we have

$`𝒦_{0,1}(K_{\stackrel{~}{X}},𝒟_{e,t})`$ $`=`$ $`WH^0(w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}(𝒟_{e,t})).`$ (2.3)
Recall that $`r`$ is the height of $`I`$, $`w_X`$ is the dualizing sheaf on $`X`$, and $`=𝒪_{\stackrel{~}{X}}=𝒪_{\stackrel{~}{X}}(E)`$, we have

$$H^0(\stackrel{~}{X},w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}(𝒟_{e,t}))=H^0(X,\pi _{}(w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}(h𝒟_{e,t})))=H^0(\stackrel{~}{X},\pi _{}(^{e+1r}\pi ^{}w_X(t))).$$

By the projection formula and by \[20, Proposition 10.2\], we now obtain

$$H^0(\stackrel{~}{X},w_{\stackrel{~}{X}}𝒪_{\stackrel{~}{X}}(𝒟_{e,t}))=H^0(X,^{e+1r}w_X𝒪_X(t)),$$

where it is understood that $`^{e+1r}=𝒪_X`$ if $`er1`$.

It can be seen that $`𝒪_X(1)`$ is an ample invertible sheaf on $`X`$, so for $`te`$, $`^{e+1r}w_X𝒪_X(t)`$ is generated by its global sections. Therefore, since $`^{e+1r}w_X𝒪_X(t)`$ cannot be the zero sheaf on $`X`$, we must have $`H^0(X,^{e+1r}w_X𝒪_X(t))0`$ for all $`te`$. It now follows from (2.2) and (2.3) that, for all $`te`$,

$$𝒦_{0,1}(K_{\stackrel{~}{X}},𝒟_{e,t})0,\text{ i.e. }𝒦_{Nn,n}(𝒟_{e,t})0.$$

This implies that $`\text{reg }𝒥_{e,t}n+1`$. The result now follows. The theorem is proved. ∎

###### Remark 2.3.

One can observe that even without the condition $`H^0(\stackrel{~}{X},w_{\stackrel{~}{X}})=0`$, the proof of Theorem 2.2 still shows $`\text{reg }𝒥_{e,t}n+1`$ for all $`te>0`$. This is because for $`te`$, $`N=N_{e,t}0`$.

Before moving on to study the syzygies of $`\stackrel{~}{X}_{e,t}`$, let us recall the notion of property $`N_p`$ (from ).

###### Definition 2.4.

Let $`Y`$ be a projective variety and let $``$ be a very ample line bundle on $`Y`$ defining an embedding $`\phi _{}:Y=(H^0(Y,)^{})`$.

1. The line bundle $``$, or the embedding $`\phi _{}(Y)`$ of $`Y`$, is said to have property $`N_0`$ if $`\phi _{}(Y)`$ is projectively normal, i.e. $``$ is normally generated.
2. Let $`S=\text{Sym}^{}H^0(Y,)`$, the homogeneous coordinate ring of the projective space $``$. Suppose $`A`$ is the homogeneous coordinate ring of $`\phi _{}(Y)`$ in $``$, and

$$0F_nF_{n1}\mathrm{}F_0A0$$

is a minimal free resolution of $`A`$. The line bundle $``$, or the embedding $`\phi _{}(Y)`$ of $`Y`$, is said to have property $`N_p`$ (for $`p`$) if and only if it has property $`N_0`$, $`F_0=S`$ and $`F_i=S(i1)^{\alpha _i}`$ with $`\alpha _i`$ for all $`1ip`$.

In what comes next, we restrict our attention to the case when $`X`$ is a surface, i.e. $`dimR=3`$, and $`Z`$ is a nonsingular 0-dimensional subscheme of $`X`$. We will show that for any $`p`$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ possesses property $`N_p`$ for all $`te>0`$. We apply the method which was demonstrated in .

###### Theorem 2.5.

Suppose $`X`$ is a nonsingular surface such that $`H^1(X,𝒪_X)=0`$, and $`Z`$ is a nonsingular 0-dimensional subscheme of $`X`$. Let $`\stackrel{~}{X}`$ be the blowup of $`X`$ centered at $`Z`$. Then, for any $`p`$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ possesses property $`N_p`$ for all $`te>0`$.

###### Proof.

For $`p=0`$, the theorem is proved in Proposition 1.2. Suppose now that $`p>0`$. Let $`S=S_{e,t},I_{e,t}`$ and $`𝒥_{e,t}`$ be as before. It follows from Theorem 2.2 and Remark 2.3 that for all $`te`$,

$$\text{reg }𝒥_{e,t}3.$$

It also follows from Theorem 1.4 that for all $`te`$, $`\stackrel{~}{X}_{e,t}`$ is arithmetically Cohen-Macaulay. Thus, for all $`te`$, the defining ideal $`I_{e,t}`$ of $`\stackrel{~}{X}_{e,t}`$ has the following minimal free resolution

$$\begin{array}{ccccccccccccc}& & S(N)^{\beta _{N2,N}}& & & & S(4)^{\beta _{2,4}}& & S(3)^{\beta _{1,3}}& & & & \\ & & & & & & & & & & & & \\ 0& & S((N1))^{\beta _{N2,N1}}& & \mathrm{}& & S(3)^{\beta _{2,3}}& & S(2)^{\beta _{1,2}}& & I_{e,t}& & 0,\end{array}$$

where $`N=N_{e,t}=dim_kH^0(\stackrel{~}{X},𝒟_{e,t})1`$. To prove $`\stackrel{~}{X}_{e,t}`$ possesses property $`N_p`$, it is enough to show that $`\beta _{i,i+2}=0`$ for all $`1ip`$.

Let $`C`$ be a general hyperplane section of $`\stackrel{~}{X}_{e,t}`$, then $`C`$ is an arithmetically Cohen-Macaulay curve in $`^{N1}`$ with the same minimal free resolution as that of $`\stackrel{~}{X}_{e,t}`$. Let $`A`$ be the homogeneous coordinate ring of $`C`$ in $`^{N1}`$. Then, the Betti numbers of $`C`$ (also of $`\stackrel{~}{X}_{e,t}`$) are given by

$$\beta _{i,j}=\text{Tor}_i^T(A,k)_ji,j,$$

where $`T=k[x_0,\mathrm{},x_{N1}]`$ is the coordinate ring of $`^{N1}`$.

Now, let $`i(E)=E.E`$ be the self-intersection number of $`E`$. Let $`A_{e,t}=S_{e,t}/I_{e,t}`$ be the homogeneous coordinate ring of $`\stackrel{~}{X}_{e,t}`$, and $`_{\stackrel{~}{X}_{e,t}}`$ the Hilbert function of $`\stackrel{~}{X}_{e,t}`$, i.e.

$$_{\stackrel{~}{X}_{e,t}}(\lambda )=dim_k(A_{e,t})_\lambda .$$

For $`te`$, since $`\stackrel{~}{X}_{e,t}`$ is arithmetically Cohen-Macaulay, we have

$$dim_k(A_{e,t})_\lambda =dim_kH^0(\stackrel{~}{X}_{e,t},𝒪_{\stackrel{~}{X}_{e,t}}(\lambda ))=dim_kH^0(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(\lambda 𝒟_{e,t})).$$

Since $`\stackrel{~}{X}_{e,t}`$ is arithmetically Cohen-Macaulay, we also have $`H^1(\stackrel{~}{X},𝒪_{\stackrel{~}{X}}(\lambda 𝒟_{e,t}))=0`$ for all $`\lambda `$. Thus, by the Riemann-Roch theorem, we have

$$dim_k(A_{e,t})_\lambda =h^0(\stackrel{~}{X},\lambda 𝒟_{e,t})\frac{1}{2}[(\lambda 𝒟_{e,t})^2\lambda 𝒟_{e,t}.K_{\stackrel{~}{X}}]+1+p_{\stackrel{~}{X}},$$

where $`K_{\stackrel{~}{X}}`$ and $`p_{\stackrel{~}{X}}`$ are the canonical divisor and the arithmetic genus of $`X`$. Let $`\delta _{e,t}`$ be the degree of $`\stackrel{~}{X}_{e,t}`$, then we now have

$$\delta _{e,t}=\text{deg }\stackrel{~}{X}_{e,t}(𝒟_{e,t})^2=(tE_0eE)^2=t^2+e^2i(E).$$

Let $`D=CH`$ be a general hyperplane section of $`C`$, then $`D`$ is a set of $`\delta _{e,t}`$ points in $`^{N2}`$. Let $`𝒥_C`$ be the ideal sheaf of $`C`$ in $`^{N1}`$, $`𝒥_D`$ the ideal sheaf of $`D`$ in $`H^{N2}`$, and $`_D`$ the Hilbert function of $`D`$. Since $`C`$ is arithmetically Cohen-Macaulay, it follows from the exact sequence

$$0𝒥_C𝒥_C(1)𝒥_D(1)0$$

that

$$0H^1(^{N2},𝒥_D(1))H^2(^{N1},𝒥_C)H^2(^{N1},𝒥_C(1))0.$$

This implies

$`h^2(^{N1},𝒥_C)h^2(^{N1},𝒥_C(1))`$ $`=`$ $`h^1(^{N2},𝒥_D(1))=\delta _{e,t}_D(1).`$ (2.4)
Let $`Z_e`$ be the subscheme of $`X`$ defined by $`I^e`$. Then, $`Z_e`$ is also a 0-dimensional subscheme of $`X`$. We, therefore, know that the Hilbert function of $`Z_e`$ eventually stabilizes at $`\text{deg }Z_e`$. Since $`R`$ is a standard graded $`k`$-algebra (i.e. $`R`$ is generated as a $`k`$-algebra by $`R_1`$) and $`dimR=3`$, we have $`dim_kR_t\left(\genfrac{}{}{0pt}{}{t+2}{2}\right)`$. Thus, for $`te`$,

$$N=dim_kR_t\text{deg }Z_e\left(\genfrac{}{}{0pt}{}{t+2}{2}\right)\text{deg }Z_e.$$

Clearly, for $`te`$ (more precisely, when $`t\frac{e^2i\left(E\right)+2\mathrm{deg}Z_e+1+p}{3}`$),

$$2N3t^2+e^2i(E)+p\delta _{e,t}+p.$$

By , we now have, for $`te`$,

$`_D(1)`$ $``$ $`\mathrm{min}\{\delta _{e,t},N1\}\delta _{e,t}(N2)+p.`$ (2.5)
(2.4) then implies

$$h^2(^{N1},𝒥_C)h^2(^{N1},𝒥_C(1))(N2)p<N2.$$

By \[22, Corollary 3.3\], this only happens if $`h^2(^{N1},𝒥_C(1))=0`$. Thus, for $`te`$, (2.4) and (2.5) give

$$h^2(^{N1},𝒥_C)=h^1(^{N2},𝒥_D(1))=\delta _{e,t}_D(1)(N2)p.$$

Now, let $`w_A`$ be the canonical module of $`A`$. Then,

$$dim_k(w_A)_0=dim_k[H_m^2(A)]_0=h^1(^{N1},𝒪_C)=h^2(^{N1},𝒥_C)(N2)p.$$

Furthermore, by \[23, Lemma 2.4\], $`w_A`$ is torsion free as an $`A`$-module. Thus, the vanishing theorem of \[7, Theorem 1.1\] gives us, for $`te`$,

$$[\text{Tor}_s^T(w_A,k)]_s=0,s(N2)p.$$

By duality, we now obtain, for $`te`$,

$$[\text{Tor}_i^T(A,k)]_{i+2}=0,ip,$$

i.e. for $`te`$,

$$\beta _{i,i+2}=0ip.$$

This implies that $`\stackrel{~}{X}_{e,t}`$ possesses property $`N_p`$. The theorem is proved. ∎

Remark: It would be interesting to have an explicit bound $`d_{e,p}`$ such that for any $`p`$ and $`e>0`$, the projective embedding $`\stackrel{~}{X}_{e,t}`$ of $`\stackrel{~}{X}`$ has property $`N_p`$ for all $`td_{e,p}`$. It follows from Theorem 1.4 and the proof of Theorem 2.5 that a bound could be given as

$$d_{e,p}=\mathrm{max}\{e[d(I)+\delta (I)]+1,\frac{e^2i(E)+2\mathrm{deg}Z_e+1+p}{3}\},$$

i.e. for any $`p`$ and $`e>0`$, $`\stackrel{~}{X}_{e,t}`$ has property $`N_p`$ for all

$$t\mathrm{max}\{e[d(I)+\delta (I)]+1,\frac{e^2i(E)+2\mathrm{deg}Z_e+1+p}{3}\}.$$

Acknowledgement. The author would like to thank Prof. S. D. Cutkosky for many useful discussions on topics related to the materials of this paper. The author would also like to thank the referees for helpful suggestions making the paper more readable.