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# 1 Introduction

## 1 Introduction

Noncommutativity in mathematics and physics has a long tradition and plays an important role. For instance, the central mathematical concept in expressing the uncertainty principle in quantum mechanics is based on noncommutativity which is reflected in any pair of conjugate variables.

Imposing noncommutativity on spacetime is an old idea  and offers one way to introduce nonlocality into the area of (quantum) field theory in manageable manner. The studies of noncommutative field theories were lately stimulated by the discovery that quantum field theory on a noncommutative spacetime naturally arises in a certain zero-slope limit of effective field theories of open string modes coupled to a two-form background field ($`B`$-field) .

Already the classical theories exhibit a rich mathematical and physical structure which is worthwhile to study. They provide us with a variety of non-perturbative solutions, such as instantons and solitons, which may be interpreted as $`D`$-branes in a string theory context (see reviews  \-  and references therein). The analysis of solitonic solutions and their scattering properties in various field theories has made a lot of advancements (see e.g.  \-  and  \- ).

More than a decade ago it was shown ,  that the open $`N=2`$ fermionic string is identical (at tree level) to self-dual Yang-Mills theory in $`2+2`$ dimensions. Switching on a constant $`B`$-field background generates a noncommutative self-dual Yang-Mills theory on the target space. Furthermore it has been proven ,  that in this case the $`B`$-field background induces on the world volume of $`n`$ coincident $`D2`$-branes a noncommutative generalization of a modified $`U(n)`$ sigma model in $`2+1`$ dimensions, which in the commutative setup was introduced by Ward .

In this paper we generalize the ideas given in  of the construction of multi-soliton solutions of the noncommutative modified sigma model mentioned above to general $`n`$ as well as present the construction of soliton-antisoliton configurations using the method of dressing tranformations.

The organization of this paper is as follows. First we briefly introduce the commutative sigma model in 2+1 dimensions, present its field equations and the energy functional. We then recall its noncommutative extension. The dressing method is outlined in section $`3`$ as well as its application to the construction of non-Abelian multi-soliton configurations. In section $`4`$ we derive the non-Abelian soliton-antisoliton solutions.

## 2 Commutative vs. noncommutative modified sigma model

Commutative model. It is well known, that nonlinear sigma models in $`2+1`$ dimensional Minkowski space may be Lorentz-invariant or integrable, however, not both. In this paper we shall choose the property of integrability and discuss a noncommutative extension of a modified $`U(n)`$ sigma model introduced by Ward 111The original model is a $`SU(n)`$ model. However, in the noncommutative extension we need to go from $`SU(n)`$ to $`U(n)`$ , .. His model describes the dynamics of an $`U(n)`$-valued field $`\mathrm{\Phi }:^{1,2}U(n)`$. Here $`^{1,2}`$ is the physical coordinate space $`(t,x,y)`$ with the usual metric $`(\eta _{\mu \nu })=\mathrm{diag}(1,1,1)`$.

The field equations are given by

$$\eta ^{\mu \nu }_\mu (\mathrm{\Phi }^1_\nu \mathrm{\Phi })+V_\alpha ϵ^{\alpha \mu \nu }_\mu (\mathrm{\Phi }^1_\nu \mathrm{\Phi })=0,$$
(2.1)
with $`(V_\alpha )=(0,1,0)`$, $`ϵ^{\alpha \mu \nu }`$ the Levi-Civita symbol and $`_\mu `$ denotes the partial derivative with respect to $`x^\mu `$. The second term breaks the Lorentz group of $`SO(1,2)`$ explicitly to $`GL(1,)`$ generated by boosts in $`y`$-direction. However, (2.1) is integrable  and admits scattering multi-soliton configurations .

This model exhibits a conserved energy functional

$$E=\underset{^2}{}\mathrm{d}^2\mathrm{x}=\frac{1}{2}\underset{^2}{}\mathrm{d}^2\mathrm{x}\mathrm{tr}\left\{_t\mathrm{\Phi }^1_t\mathrm{\Phi }+_x\mathrm{\Phi }^1_x\mathrm{\Phi }+_y\mathrm{\Phi }^1_y\mathrm{\Phi }\right\},$$
(2.2)
where ‘$`\mathrm{tr}`$’ implies the trace over the $`U(n)`$ group space. Note, that the energy density $``$ defined in (2.2) is a positive semidefinite functional of the field $`\mathrm{\Phi }`$. In the noncommutative extension this will no longer hold.

Noncommutative model. The usual procedure of a noncommutative extension is the deformation of the pointwise product between functions via the star (or Moyal) product defined by

$$(fg)(x):=f(x)\mathrm{exp}\left\{\frac{i}{2}\stackrel{}{_\mu }\theta ^{\mu \nu }\stackrel{}{_\nu }\right\}g(x)\text{for}\mu ,\nu =1,2,3,$$
(2.3)
with $`x^{1,2}`$, $`f,gC^{\mathrm{}}(^{1,2})`$ and $`\theta ^{\mu \nu }`$ is chosen to be a constant antisymmetric matrix. Equation (2.3) implies that

$$[x^\mu ,x^\nu ]_{}:=x^\mu x^\nu x^\nu x^\mu =i\theta ^{\mu \nu }\text{for}\mu ,\nu =1,2,3.$$
(2.4)
In the following we assume a spatial noncommutativity only, such that

$$\theta ^{23}=\theta ^{32}=:\theta >0,$$
(2.5)
with all other components of $`\theta ^{\mu \nu }`$ equal to zero and hence,

$$[x,y]_{}=i\theta .$$
(2.6)
It is convenient to perform a change of coordinates, namely

$$u:=\frac{1}{2}(t+y),v:=\frac{1}{2}(ty),_u=_t+_y,_v=_t_y.$$
(2.7)
Then the noncommutative field equations simply read

$$_x(\mathrm{\Phi }^1_x\mathrm{\Phi })_v(\mathrm{\Phi }^1_u\mathrm{\Phi })=0$$
(2.8)
and the conserved energy functional

$$E=\underset{^2}{}\mathrm{d}^2\mathrm{x}_{}=\frac{1}{2}\underset{^2}{}\mathrm{d}^2\mathrm{x}\mathrm{tr}\left\{_t\mathrm{\Phi }^1_t\mathrm{\Phi }+_x\mathrm{\Phi }^1_x\mathrm{\Phi }+_y\mathrm{\Phi }^1_y\mathrm{\Phi }\right\}.$$
(2.9)
Note, that the energy density $`_{}`$ defined above need not necessarily to be positive semidefinite, since even for real-valued functions $`f`$, $`ff`$ is real but not always positive; the total energy, however, remains positive semidefinite.

The non-locality of the star product causes often difficulties in explicit calculations. It is therefore helpful to pass over to the operator formalism, i.e.

$$[t,\widehat{x}]=[t,\widehat{y}]=0,[\widehat{x},\widehat{y}]=i\theta \text{and}[\widehat{z},\widehat{\overline{z}}]=2\theta ,$$
(2.10)
with $`\widehat{z}=\widehat{x}+i\widehat{y}`$ and $`\widehat{\overline{z}}=\widehat{x}i\widehat{y}`$. Since the last of these equations has the form of the Heisenberg algebra we introduce creation and annihilation operators

$$a=\frac{1}{\sqrt{2\theta }}\widehat{z}\text{and}a^{}=\frac{1}{\sqrt{2\theta }}\widehat{\overline{z}}\text{with}[a,a^{}]=1,$$
(2.11)
acting on the harmonic oscillator Fock space $`=_n|n`$ with $`m|n=\delta _{mn}`$ such that

$$a^{}a|n=:N|n=n|n,a|n=\sqrt{n}|n1\text{and}a^{}|n=\sqrt{n+1}|n+1.$$
(2.12)
Weyl transform. The linear map $`𝒲`$ which transforms ordinary functions $`f(t,z,\overline{z})`$ into operator-valued functions $`\widehat{f}(t):=𝒪_f(t)`$ acting on $``$ is called the Weyl transform and defined by

$`f(t,z,\overline{z})`$ $``$ $`𝒪_f(t)=𝒲\{f(t,z,\overline{z})\}`$ (2.13)
$`=:`$ $`{\displaystyle \underset{\times }{}}{\displaystyle \frac{\mathrm{dp}\mathrm{d}\overline{\mathrm{p}}}{(2\pi )^2}}\mathrm{dz}\mathrm{d}\overline{\mathrm{z}}f(t,z,\overline{z})e^{i[\overline{p}(\sqrt{2\theta }az)+p(\sqrt{2\theta }a^{}\overline{z})]}.`$
The inverse transform is given by

$`𝒪_f(t)`$ $``$ $`f(t,z,\overline{z})=𝒲^1\{𝒪_f(t)\}`$ (2.14)
$`=`$ $`2\pi \theta {\displaystyle \underset{}{}}{\displaystyle \frac{2i\mathrm{dp}\mathrm{d}\overline{\mathrm{p}}}{(2\pi )^2}}\mathrm{Tr}\left\{𝒪_f(t)e^{i[\overline{p}(\sqrt{2\theta }az)+p(\sqrt{2\theta }a^{}\overline{z})]}\right\},`$
where ‘$`\mathrm{Tr}`$’ denotes the trace over the Fock space $``$. Further we have some useful properties

$$𝒪_{fg}=𝒪_f𝒪_g\text{and}\underset{^2}{}\mathrm{d}^2\mathrm{x}f=2\pi \theta \mathrm{Tr}𝒪_f$$
(2.15)
as well as

$$\widehat{}_x\widehat{f}:=𝒪_{_xf}=\frac{i}{\theta }\mathrm{ad}(\widehat{y})(𝒪_f)\text{and}\widehat{}_y\widehat{f}:=𝒪_{_yf}=\frac{i}{\theta }\mathrm{ad}(\widehat{x})(𝒪_f)$$
(2.16)
such that,

$$\widehat{}_z\widehat{f}:=𝒪_{_zf}=\frac{1}{\sqrt{2\theta }}\mathrm{ad}(a^{})(𝒪_f)\text{and}\widehat{}_{\overline{z}}\widehat{f}:=𝒪_{_{\overline{z}}f}=\frac{1}{\sqrt{2\theta }}\mathrm{ad}(a)(𝒪_f).$$
(2.17)
Using creation and annihilation operators the energy density defined in (2.9) is given by

$$\widehat{}=\frac{1}{2}\mathrm{tr}\{_t\widehat{\mathrm{\Phi }}^{}_t\widehat{\mathrm{\Phi }}\}+\frac{1}{2\theta }\mathrm{tr}\{[a,\widehat{\mathrm{\Phi }}^{}][a,\widehat{\mathrm{\Phi }}^{}]^{}+[a^{},\widehat{\mathrm{\Phi }}^{}][a^{},\widehat{\mathrm{\Phi }}^{}]^{}\},$$
(2.18)
where ‘$`\mathrm{tr}`$’ denotes the trace over the $`U(n)`$ group space. The total energy is then obtained by computing the trace over the Fock space $``$, that is

$$E=2\pi \theta \mathrm{Tr}\widehat{}.$$
(2.19)
In order to avoid an abuse of notation we will from now on omit the hats over the operators except when confusion may arise.

## 3 Dressing approach and soliton configurations

In this section we are going to generalize the soliton solutions presented in  to general $`n>1`$ using the so-called dressing method, which is a recursive procedure of generating solutions from a given seed solution. Originally, this method had been developed for commutative integrable systems (see e.g. ,  and ). However, its transition to the noncommutative situation is readily accomplished . Before we focus on the modified sigma model, however, let us briefly recall this method.

Linear system. Starting point are the two linear partial differential equations

$$(\zeta _x_u)\psi =A\psi \text{and}(\zeta _v_x)\psi =B\psi ,$$
(3.1)
where $`\zeta `$ is called the spectral parameter with $`\zeta \{\mathrm{}\}^1`$. The matrix-valued function $`\psi `$ depends on $`(t,x,y,\zeta )`$ (or equivalently on $`(x,u,v,\zeta )`$), i.e. $`\psi :^{1,2}\times ^1\text{Mat}_n()`$. Here $`\text{Mat}_n()`$ is the set of all $`n\times n`$ matrices whose elements are operators acting on $``$. The matrices $`A`$ and $`B`$ are elements of $`\text{Mat}_n()`$ as well, but do not depend on the spectral parameter $`\zeta `$. According to  we impose the following reality condition on $`\psi `$:

$$\psi (t,x,y,\zeta )[\psi (t,x,y,\overline{\zeta })]^{}=1.$$
(3.2)
The integrability conditions for the system (3.1) are given by

$`_xB_vA`$ $`=`$ $`0,`$ (3.3)
$`_xA_uB[A,B]`$ $`=`$ $`0.`$ (3.4)
Obviously, $`A=\mathrm{\Phi }^1_u\mathrm{\Phi }`$ and $`B=\mathrm{\Phi }^1_x\mathrm{\Phi }`$ solve the second equation and transform the first one into

$$_x(\mathrm{\Phi }^1_x\mathrm{\Phi })_v(\mathrm{\Phi }^1_u\mathrm{\Phi })=0,$$
(3.5)
which is exactly the operator version of (2.8). The standard asymptotic conditions  read

$`\psi (t,x,y,\zeta \mathrm{})`$ $`=`$ $`1+O(\zeta ^1),`$ (3.6)
$`\psi (t,x,y,\zeta 0)`$ $`=`$ $`\mathrm{\Phi }^1(t,x,y)+O(\zeta ).`$ (3.7)
Note, that using (3.2) the equations (3.1) can be rewritten as

$`\psi (t,x,y,\zeta )(\zeta _x_u)[\psi (t,x,y,\overline{\zeta })]^{}`$ $`=`$ $`A(t,x,y),`$ (3.8)
$`\psi (t,x,y,\zeta )(\zeta _v_x)[\psi (t,x,y,\overline{\zeta })]^{}`$ $`=`$ $`B(t,x,y),`$ (3.9)
i.e. knowing the auxiliary field $`\psi `$ we can construct $`\mathrm{\Phi }`$, $`A`$ and $`B`$, respectively.

Ansatz and dressing method. In  and  solutions of (3.1) of the form

$$\stackrel{~}{\psi }(t,x,y,\zeta )=\chi (t,x,y,\zeta )\psi (t,x,y,\zeta )\text{with}\chi =1+\underset{\alpha =1}{\overset{s}{}}\underset{k=1}{\overset{m}{}}\frac{R_{\alpha k}}{(\zeta \mu _k)^\alpha },$$
(3.10)
have been considered with $`\psi `$ a given seed solution of (3.1), $`\mu _k`$ and the operator-valued matrices $`R_{\alpha k}:^{1,2}\text{Mat}_n()`$ are independent of $`\zeta `$. The operator-valued matrix $`\chi `$ is called the dressing factor of the dressing transformation. In the following we restrict ourselves to first order poles in the dressing factor $`\chi `$, i.e. $`s=1`$ in (3.10).

First, we choose $`\psi =1`$. Then we find

$$\psi _0=1+\underset{k=1}{\overset{m}{}}\frac{R_k}{\zeta \mu _k},$$
(3.11)
with $`\psi _0:=\stackrel{~}{\psi }`$. Recall, that the matrices $`R_k`$ are given via $`n\times r`$ matrices $`T_k:^{1,2}\text{Mat}_{n\times r}()`$ , . Further, it was shown that the simplest case occurs when $`\psi _0`$ has only one pole at $`\zeta =i`$,

$$\psi _0=1+\frac{R}{\zeta +i}=:1\frac{2i}{\zeta +i}P\text{and hence,}\mathrm{\Phi }=12P.$$
(3.12)
In that case all configurations are static and parametrized by a Hermitian projector $`P=T(T^{}T)^1T^{}`$ which satifies

$$(1P)_{\overline{z}}P=0(1P)aP=0.$$
(3.13)
Then $`T`$ obeys the equation

$$(1P)aT=0,$$
(3.14)
what means that $`aT`$ lies in the kernel of $`1P`$.

Now we choose the static configuration (3.12) to be the seed solution and consider a dressing transformation with $`\chi `$ being of the same form, i.e.

$$\psi _0\stackrel{~}{\psi }=\chi \psi _0=\left(1\frac{2i}{\zeta +i}\stackrel{~}{P}\right)\left(1\frac{2i}{\zeta +i}P\right),$$
(3.15)
where $`\stackrel{~}{P}`$ is some matrix. This leads to a configuration of the form

$$\mathrm{\Phi }^1=\stackrel{~}{\psi }(\zeta 0)=(12\stackrel{~}{P})(12P).$$
(3.16)
Note, that $`\stackrel{~}{\psi }`$ contains a second-order pole at $`\zeta =i`$. The reality condition (3.2) implies that

$$\stackrel{~}{P}^{}=\stackrel{~}{P}\text{and}\stackrel{~}{P}^2=\stackrel{~}{P},$$
(3.17)
what means that $`\stackrel{~}{P}`$ can also be considered to be a Hermitian projector $`\stackrel{~}{P}=\stackrel{~}{T}(\stackrel{~}{T}^{}\stackrel{~}{T})^1\stackrel{~}{T}^{}`$ with some $`n\times \stackrel{~}{r}`$ matrix $`\stackrel{~}{T}`$.

Linear equations. Demanding that $`\stackrel{~}{\psi }`$ is again a solution of (3.1) it was shown  that $`\stackrel{~}{T}`$ has to satisfy

$$a\stackrel{~}{T}+[a,P]\stackrel{~}{T}=\stackrel{~}{T}Z_1\text{and}_t\stackrel{~}{T}+i\gamma [a^{},P]\stackrel{~}{T}=\stackrel{~}{T}Z_2,$$
(3.18)
where $`\gamma :=\sqrt{2/\theta }`$ and $`Z_{1,2}(t,a,a^{})`$ are some operator-valued functions.

Non-Abelian multi-soliton configurations. In  the solutions were restricted to the $`U(2)`$ group. The seed configuration was taken to be the simplest non-trivial solution of (3.13), namely

$$P=T\frac{1}{T^{}T}T^{}=\left(\begin{array}{cc}\frac{1}{1+\overline{z}z}& \frac{1}{1+\overline{z}z}\overline{z}\\ z\frac{1}{1+\overline{z}z}& z\frac{1}{1+\overline{z}z}\overline{z}\end{array}\right)\text{with}T=\left(\begin{array}{c}1\\ z\end{array}\right)\text{and}\overline{z}z^{}.$$
(3.19)
The total energy of the configuration (3.19) is readily computed to be $`E=8\pi `$ using (2.18) and (2.19). Let us now generalize this ansatz to $`U(n)`$ with $`n>1`$. For notational simplicity we define

$$K:=\frac{1}{1+_{i=1}^{n1}\overline{z}^{m_i}z^{m_i}}\text{with}m_i\{0\}\text{for}i=1,\mathrm{},n1.$$
(3.20)
Then $`P`$ takes the following form

$$P=T\frac{1}{T^{}T}T^{}=\left(\begin{array}{cccc}K& K\overline{z}^{m_1}& \mathrm{}& K\overline{z}^{m_{n1}}\\ z^{m_1}K& z^{m_1}K\overline{z}^{m_1}& \mathrm{}& z^{m_1}K\overline{z}^{m_{n1}}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ z^{m_{n1}}K& z^{m_{n1}}K\overline{z}^{m_1}& \mathrm{}& z^{m_{n1}}K\overline{z}^{m_{n1}}\end{array}\right),$$
(3.21)
with $`T^{}=(1,\overline{z}^{m_1},\mathrm{},\overline{z}^{m_{n1}})`$. This ansatz describes a field configuration consisting of $`q:=\mathrm{max}_i\{m_i\}`$ static lumps. Again, with (2.18) and (2.19) the total energy is given by

$$E=8\pi q=8\pi \underset{i}{\mathrm{max}}\{m_i\}.$$
(3.22)
We build the dressing factor $`\chi `$ with a matrix $`\stackrel{~}{T}^{}=(\overline{u}_1,\mathrm{},\overline{u}_n)`$, where $`u_i(t,z,\overline{z})`$ are operator-valued functions to be determined. Choosing $`Z_1=a`$ and the ansatz for $`\stackrel{~}{T}`$ the first of the equations (3.18) turns into

$`[z,u_1]`$ $`=`$ $`[K,z]\left(u_1+{\displaystyle \underset{i=1}{\overset{n1}{}}}\overline{z}^{m_i}u_{i+1}\right)2\theta K{\displaystyle \underset{i=1}{\overset{n1}{}}}m_i\overline{z}^{m_i1}u_{i+1},`$ (3.23)
$`[z,u_{i+1}]`$ $`=`$ $`z^{m_i}[K,z]\left(u_1+{\displaystyle \underset{i=1}{\overset{n1}{}}}\overline{z}^{m_i}u_{i+1}\right)z^{m_i}2\theta K{\displaystyle \underset{i=1}{\overset{n1}{}}}m_i\overline{z}^{m_i1}u_{i+1},`$ (3.24)
for $`i=1,\mathrm{},n1`$. These equations immediately tell us that

$$[z,z^{m_i}u_1u_{i+1}]=0u_{i+1}=z^{m_i}u_1f_{i+1}(t,z),$$
(3.25)
whereby $`f_{i+1}(t,z)`$ is arbitrary, but independent of $`\overline{z}`$. Imposing $`Z_2=0`$ the second equation of (3.18) reduces to

$$i\theta _tu_1=[\overline{z},K]\left(u_1+\underset{i=1}{\overset{n1}{}}\overline{z}^{m_i}u_{i+1}\right).$$
(3.26)
Plugging relation (3.25) into (3.26) and defining

$$u_1=1+K\underset{i=1}{\overset{n1}{}}\overline{z}^{m_i}f_{i+1}(t,z)$$
(3.27)
yields

$$i\theta _tu_1=[\overline{z},K]K^1.$$
(3.28)
It is not difficult to see that

$$f_{i+1}(t,z)=2i(m_iz^{m_i1}t+h_{i+1}(z))$$
(3.29)
solves our equations consistently, where the $`h_{i+1}`$’s (for $`i=1,\mathrm{},n1`$) are arbitrary holomorphic operator-valued functions which depend only on $`z`$. Hence,

$$\stackrel{~}{T}=\left(\begin{array}{c}1\\ z^{m_1}\\ \mathrm{}\\ z^{m_{n1}}\end{array}\right)+\left(\begin{array}{c}1\\ z^{m_1}\\ \mathrm{}\\ z^{m_{n1}}\end{array}\right)\frac{1}{1+_{i=1}^{n1}\overline{z}^{m_i}z^{m_i}}\underset{i=1}{\overset{n1}{}}\overline{z}^if_{i+1}\left(\begin{array}{c}0\\ f_2\\ \mathrm{}\\ f_n\end{array}\right).$$
(3.30)
Note, that for locations given by $`m_iz^{m_i1}t+h_{i+1}(z)=0`$ for all $`i=1,\mathrm{},n1`$ our solution degenerates, since $`\stackrel{~}{T}=T`$ and therefore $`\mathrm{\Phi }=(12P)^2=1`$.

Examples. Obviously, these solutions do agree for $`n=2`$ with those given in . Now let us restrict to $`n=3`$. For this case $`\stackrel{~}{T}`$ turns out to be

$$\stackrel{~}{T}=\left(\begin{array}{c}1\\ z^m\\ z^n\end{array}\right)+\left(\begin{array}{c}1\\ z^m\\ z^n\end{array}\right)\frac{1}{1+\overline{z}^mz^m+\overline{z}^nz^n}(\overline{z}^mf+\overline{z}^ng)\left(\begin{array}{c}0\\ f\\ g\end{array}\right),$$
(3.31)
with $`m:=m_1`$ and $`n:=m_2`$, $`f:=f_2`$ and $`g:=f_3`$ and hence,

$$f=2i(mz^{m1}t+h_2(z))\text{and}g=2i(nz^{n1}t+h_3(z)).$$
(3.32)
Performing the inverse Weyl transform (2.14) yields

$$\stackrel{~}{T}\stackrel{~}{T}_{}=\left(\begin{array}{c}1\\ z^m\\ z^n\end{array}\right)+\left(\begin{array}{c}1\\ z^m\\ z^n\end{array}\right)\frac{1}{1+\overline{z}^mz^m+\overline{z}^nz^n}(\overline{z}^mf_{}+\overline{z}^ng_{})\left(\begin{array}{c}0\\ f_{}\\ g_{}\end{array}\right),$$
(3.33)
with the commutative coordinates $`t,z,\overline{z}`$. While $`P_{}`$ is given by $`T_{}`$, we can calculate the projector $`\stackrel{~}{P}_{}`$ using (3.33), therefore the field $`\mathrm{\Phi }_{}=(12P_{})(12\stackrel{~}{P}_{})`$ and hence, the energy density $`_{}`$. Obviously, the solution (3.33) coincides in the limit $`\theta 0`$ with the one given by Ioannidou and Zakrzewski in .

Choosing $`m=n=1`$, $`h_2(z)=z^2`$, $`h_3(z)=3`$ and therefore $`f=2i(t+z^2)`$ and $`g=2i(t+3)`$, the solution (3.33) represents a three soliton configuration, which for large negative and positive times has a ring-like structure. Figures 2 \- 4 show the energy density for various times in the commutative limit.

In order to obtain scattering solutions we consider $`m=2`$, $`n=1`$, $`h_2(z)=z^3`$ and $`h_3(z)=0`$. Therefore we have $`f=2i(2zt+z^3)`$ and $`g=2it`$. Figures 6 \- 7 visualize the scattering configuration for small $`\theta `$. It consists of two static solitons sitting at the origin accompanied by two moving solitons. The latter accelerate along the $`x`$-axis towards the origin, perform a $`90^\text{o}`$ angle scattering and decelerate along the $`y`$-axis towards infinity.

We refrain from writing down the lengthy explicit expressions for the energy density (2.9) for the cases discussed above.

Note, the limit $`r\mathrm{}`$, with $`r^2=z\overline{z}`$, is equivalent to the limit $`\theta 0`$, since similarly noncommuativity goes to zero for any fixed $`\theta <\mathrm{}`$. Hence, Ioannidou’s and Zakrzewski’s  asymptotic analysis can be applied without alteration.

## 4 Soliton-antisoliton configurations

Linear equations. In this section we shall contruct soliton-antisoliton solutions. For this we choose the dressing factor $`\chi `$ to be

$$\chi =1+\frac{2i}{\zeta i}\stackrel{~}{P},$$
(4.1)
since if one uses $`\text{Im}(\mu _k)<0`$ for solitons then antisolitons correspond to $`\mu _k`$’s with $`\text{Im}(\mu _k)>0`$ (see e.g. ). Once again, the reality condition (3.2) teaches us that

$$\stackrel{~}{P}^{}=\stackrel{~}{P}\text{and}\stackrel{~}{P}^2=\stackrel{~}{P},$$
(4.2)
such that $`\stackrel{~}{P}`$ can be considered to be a Hermitian projector $`\stackrel{~}{P}=\stackrel{~}{T}(\stackrel{~}{T}^{}\stackrel{~}{T})^1\stackrel{~}{T}^{}`$. Since $`\stackrel{~}{\psi }`$ is again a solution of (3.1) with some $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$, we discover

$`\stackrel{~}{A}(t,x,y)`$ $`=`$ $`\stackrel{~}{\psi }(t,x,y,\zeta )(\zeta _x_u)[\stackrel{~}{\psi }(t,x,y,\overline{\zeta })]^{}`$ (4.3)
$`=`$ $`\left(1+{\displaystyle \frac{2i}{\zeta i}}\stackrel{~}{P}\right)\left(A(\zeta _x_u)\right)\left(1{\displaystyle \frac{2i}{\zeta +i}}\stackrel{~}{P}\right),`$
$`\stackrel{~}{B}(t,x,y)`$ $`=`$ $`\stackrel{~}{\psi }(t,x,y,\zeta )(\zeta _v_x)[\stackrel{~}{\psi }(t,x,y,\overline{\zeta })]^{}`$ (4.4)
$`=`$ $`\left(1+{\displaystyle \frac{2i}{\zeta i}}\stackrel{~}{P}\right)\left(B(\zeta _v_x)\right)\left(1{\displaystyle \frac{2i}{\zeta +i}}\stackrel{~}{P}\right).`$
The poles at $`\zeta =\pm i`$ on the r.h.s. have to be removable since $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ do not depend on $`\zeta `$. Putting to zero the corresponding residues, we obtain the following pair of equations

$$(1\stackrel{~}{P})\left\{_z\stackrel{~}{P}(_zP)\stackrel{~}{P}\right\}=0\text{and}(1\stackrel{~}{P})\left\{\frac{i}{2}_t\stackrel{~}{P}+(_{\overline{z}}P)\stackrel{~}{P}\right\}=0.$$
(4.5)
Using the identities

$$(1\stackrel{~}{P})\stackrel{~}{P}=0\text{and}(1\stackrel{~}{P})\stackrel{~}{T}=0$$
(4.6)
the equations (4.5) reduce to the form

$$(1\stackrel{~}{P})\left\{a^{}\stackrel{~}{T}[a^{},P]\stackrel{~}{T}\right\}\frac{1}{\stackrel{~}{T}^{}\stackrel{~}{T}}\stackrel{~}{T}^{}=0\text{and}(1\stackrel{~}{P})\left\{_t\stackrel{~}{T}i\gamma [a,P]\stackrel{~}{T}\right\}\frac{1}{\stackrel{~}{T}^{}\stackrel{~}{T}}\stackrel{~}{T}^{}=0,$$
(4.7)
with $`\gamma =\sqrt{2/\theta }`$. Obviously, these equations are solved by

$$a^{}\stackrel{~}{T}[a^{},P]\stackrel{~}{T}=\stackrel{~}{T}Z_1\text{and}_t\stackrel{~}{T}i\gamma [a,P]\stackrel{~}{T}=\stackrel{~}{T}Z_2,$$
(4.8)
where $`Z_{1,2}(t,a,a^{})`$ are some operator-valued functions.

Non-Abelian soliton-antisoliton configurations. Again, we build the dressing factor $`\chi `$ with a matrix $`\stackrel{~}{T}^{}=(\overline{u}_1,\mathrm{},\overline{u}_n)`$ and choose the ansatz for $`P`$ to be of the form (3.21). This implies for the first equation of (4.8)

$`\overline{z}u_1[\overline{z},K]\left(u_1+{\displaystyle \underset{i=1}{\overset{n1}{}}}\overline{z}^{m_i}u_{i+1}\right)`$ $`=`$ $`u_1Z_1,`$ (4.9)
$`\overline{z}u_{j+1}[\overline{z},z^{m_j}K]\left(u_1+{\displaystyle \underset{i=1}{\overset{n1}{}}}\overline{z}^{m_i}u_{i+1}\right)`$ $`=`$ $`u_{j+1}Z_1,`$ (4.10)
after a rescaling of $`Z_1`$. Multiplying the second of these equations by $`\overline{z}^{m_j}`$, summing over $`j`$ and adding to the first one yields

$$\overline{z}(u_1+\underset{j=1}{\overset{n1}{}}\overline{z}^{m_j}u_{j+1})=(u_1+\underset{j=1}{\overset{n1}{}}\overline{z}^{m_j}u_{j+1})Z_1.$$
(4.11)
Let us therefore choose $`Z_1`$ to be $`\overline{z}`$, i.e.

$$[\overline{z},u_1+\underset{j=1}{\overset{n1}{}}\overline{z}^{m_j}u_{j+1}]=0u_1=\underset{j=1}{\overset{n1}{}}\overline{z}^{m_j}u_{j+1}+f(t,\overline{z}),$$
(4.12)
where $`f(t,\overline{z})`$ is arbitrary, but independent of $`z`$. Putting $`Z_2`$ identically to zero, the second equation of (4.8) reduces to

$$i\theta _t\stackrel{~}{T}+[z,P]\stackrel{~}{T}=0$$
(4.13)
and hence,

$$i\theta _tu_1=[K,z]f2\theta K\underset{j=1}{\overset{n1}{}}m_j\overline{z}^{m_j1}u_{j+1}.$$
(4.14)
Defining

$$u_{i+1}=1+z^{m_i}Kf$$
(4.15)
it is not hard to verify that

$$f(t,\overline{z})=2i\left(t\underset{j=1}{\overset{n1}{}}m_j\overline{z}^{m_j1}+h(\overline{z})\right)$$
(4.16)
solves our equations consistently with $`h`$ some operator-valued holomorphic function of $`\overline{z}`$. Hence,

$$\stackrel{~}{T}=\left(\begin{array}{c}_{i=1}^{n1}\overline{z}^{m_i}\\ 1\\ \mathrm{}\\ 1\end{array}\right)+\left(\begin{array}{c}1\\ z^{m_1}\\ \mathrm{}\\ z^{m_{n1}}\end{array}\right)\frac{2i}{1+_{i=1}^{n1}\overline{z}^{m_i}z^{m_i}}\left(t\underset{j=1}{\overset{n1}{}}m_j\overline{z}^{m_j1}+h(\overline{z})\right).$$
(4.17)
Examples. Let us now spezialize to the $`n=2`$ case. Therefore our solution reduces to

$$\stackrel{~}{T}=\left(\begin{array}{c}\overline{z}^m\\ 1\end{array}\right)+\left(\begin{array}{c}1\\ z^m\end{array}\right)\frac{2i}{1+\overline{z}^mz^m}\{m\overline{z}^{m1}t+h(\overline{z})\},$$
(4.18)
with $`m:=m_1`$. Depending on the explicit form of $`h(\overline{z})`$, the solutions (4.18) describe different kinds of soliton-antisoliton configurations. Let us take, for instance, $`h(\overline{z})=\frac{1}{2}\overline{z}^{2m+n}`$ with $`n\{0\}`$. This leads to a configuration consisting of $`2m+n`$ lumps. Obviously, the solution (4.18) coincides with Ioannidou’s given in  in the commutative limit.

To visualize the field configurations we perform the inverse Weyl transform (2.14) and find

$$TT_{}=\left(\begin{array}{c}1\\ z^m\end{array}\right)\text{and}\stackrel{~}{T}\stackrel{~}{T}_{}=\left(\begin{array}{c}\overline{z}^m\\ 1\end{array}\right)+\left(\begin{array}{c}1\\ z^m\end{array}\right)\frac{2i}{1+\overline{z}^mz^m}\{m\overline{z}^{m1}t+h_{}(\overline{z})\}.$$
(4.19)
Hence, we know the field $`\mathrm{\Phi }_{}`$ and can calculate its energy density $`_{}`$. Furthermore, for large distances $`r^2=z\overline{z}`$ the field $`\mathrm{\Phi }_{}`$ and the energy density $`_{}`$ will appoach their commutative limits $`\mathrm{\Phi }`$ and $``$, such that the analysis given in  can be applied in the same way.

The simplest scattering case occurs for $`m=1`$ and $`n=0`$, i.e. $`h(\overline{z})=\frac{1}{2}\overline{z}^2`$. After a few lines of algebra one finds that for large $`r`$ the energy density is given by

$$_{}=16\frac{2r^4+4r^2+4t^2(1+2r^2)4t(x^2y^2)+1}{[2r^4+2r^2+4t(x^2y^2)+4t^2+1]^2}[1+O(\theta /r^2)],$$
(4.20)
i.e. it peaks near the locus $`\overline{z}^2+2t=0`$. To be more precise, by varying $`t`$ we see the two lumps accelerating symmetrically towards each other along the $`x`$-axis, interacting at the origin (near $`t=0`$) and decelerating to infinity along the $`y`$-axis. This configuration has the topological charge $`q=0`$ since as argued above it coincides with Ioannidou’s solution  in the limit $`\theta 0`$ and the topological charge is independent of $`\theta `$. Thus, a head-on collision of one soliton and one antisoliton results in a $`90^\text{o}`$ angle scattering. Figures 9 \- 10 show this case for small $`\theta `$.

To exhibit a scattering configuration with one soliton and two antisolitons we take $`m=1`$ and $`n=1`$, i.e. $`h(\overline{z})=\frac{1}{2}\overline{z}^3`$ (i.e. $`q=1`$). In that case the energy density turns out to be

$$\begin{array}{cc}\hfill _{}=& 8[r^8+8r^6+11r^4+4r^28x^5t+16ty^2(x^3+t)+8t^2+48xy^2t16x^2t(xt)\hfill \\ & +24xty^4+2]/[r^6+r^4+2r^2+4t^2+4tx^312xy^2t+1]^2[1+O(\theta /r^2)].\hfill \end{array}$$
(4.21)
Finding its extremas we realize that a head-on collision of one soliton and two antisolitons results in a $`60^\text{o}`$ angle scattering, as can be seen from figures 12 \- 13.

Finally, we note, that in both cases the noncommutativity is only felt inside a disc of radius $`R\sqrt{\theta }`$, such that for large distances their behavior agrees with their commutative pendants.

## 5 Concluding remarks

In this paper we have applied the method of dressing transformations to a noncommutative modified $`U(n)`$ sigma model in order to generate non-Abelian multi-soliton and soliton-antisoliton solutions. However, a natural question does arise regarding the construction of Abelian soliton-antisoliton configurations. In  it was shown, that Abelian multi-soliton configurations do exist and actually they were constructed. Hence, pure Abelian antisolitions exist as well, since we have an ambiguity in what we are calling soliton and what antisoliton, i.e. the sign of the definition of the topological charge is rather a matter of taste. However, no Abelian scattering solutions of the modified sigma model in 2+1 dimensions have been found so far, rather ring-like structures with solitons (or antisolitons) sitting at the origin and changing their shape with time.

Considering the Abelian soliton-antisoliton case lead to even more negative results in such a way, that using the techniques discussed above we did not obtain any stable configuration. It might be possible that Abelian solutions do exist considering higher order poles in (3.10).

Finally, noncommutative multi-instanton solutions in noncommutative Yang-Mills theory were constructed via the ADHM approach (see e.g.  and ) and using the twistor approach (see ). They can also be obtained by employing the dressing method, as it was done in the commutative setup in  and . Thus, it would be interesting to use the dressing method to construct noncommutative multi-instanton solutions and to compare the results to those obtained by the ADHM and by the twistor approach. It is also interesting to apply the dressing approach to the construction of soliton-like solutions in Berkovits’ string field theory  as was initiated in ,.

## Acknowledgements

I would like to thank Alexander Popov for helpful comments. Further I am grateful to the Center for Geometry and Theoretical Physics, Duke University and to the Studienstiftung des deutschen Volkes for financial support. This work was done within the framework of the DFG priority program in string theory.


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# Bailout Embeddings and Neutrally Buoyant Particles in Three-Dimensional Flows

(Published as Phys. Rev. Lett. 89, 264501, 2002.)

## Abstract

We use the bailout embeddings of three-dimensional volume-preserving maps to study qualitatively the dynamics of small spherical neutrally buoyant impurities suspended in a time-periodic incompressible fluid flow. The accumulation of impurities in tubular vortical structures, the detachment of particles from fluid trajectories near hyperbolic invariant lines, and the formation of nontrivial three-dimensional structures in the distribution of particles are predicted.

The dynamics of small spherical particles immersed in a fluid flow have received considerable attention in the past few years from both the theoretical and experimental points of view. On one hand, these particles are the simplest models for impurities whose transport in flows is of practical interest, and, on the other, their motion is governed by dynamical systems that even in the most minimal approximations display a rich and complex variety of behavior. When the density of the particles does not match that of the fluid, it is intuitively clear that the trajectories of a particle and of a fluid parcel will in general differ. This has been demonstrated in two-dimensional flows in which particles with density higher than the basic flow tend to migrate away from the parts of the flow dominated by rotation — in the case of chaotic flows, the KAM (Kolmogorov–Arnold–Moser) islands — while particles lighter than the fluid display the opposite tendency Crisanti et al. (1990); Tanga and Provenzale (1994); Babiano et al. (2001). A more surprising result, however, is that neutrally buoyant particles may also detach from the fluid-parcel trajectories in the regions in which the flow is dominated by strain, to settle in the KAM islands Babiano et al. (2000). The subtle dynamical mechanism responsable for the latter phenomenon has suggested a method to target KAM islands in Hamiltonian flows, and a recent generalization named a bailout embedding permits its extension to Hamiltonian maps as well Cartwright et al. (2002a).

Despite its obvious importance from the point of view of applications, the case in which the base flow is three-dimensional has been much less investigated. The probable reason for this is that very few simple realistic three-dimensional incompressible flow models exist. The few that are simple are not realistic — e.g., the ABC (Arnold–Beltrami–Childress) flow Dombre et al. (1986) — and those that are realistic are far more complex. In the study of the Lagrangian structure of three-dimensional incompressible time-periodic flows, where this difficulty is already present, the alternative approach of qualitatively modeling the flows by iterated three-dimensional volume-preserving (Liouvillian) maps has been successful in predicting fundamental structures later found both in more realistic theoretical flows and in experiments Feingold et al. (1988); Piro and Feingold (1988); Cartwright et al. (1995, 1996). However, no similar approach has been followed to describe the motion of impurities in this kind of flow.

This Letter introduces the idea of bailout embeddings to non-Hamiltonian systems. Two fundamentally unexplored problems are attacked with this new technique: firstly the investigation of generic structures of the dynamics of small particles in three-dimensional time-periodic flows, and secondly the study of the effects of noise and fluctuations on the dynamics of such particles, as well as the practical use of this analysis to reveal structures in three-dimensional flows that would be largely hidden to other methods. Regarding the former, we produce qualitative predictions using the bailout approach for maps that we confirm for flows. For the latter, we show that intricate but well defined structures may arise in a surprising way in the distribution of particles driven by extremely chaotic flows and the presence of noise. Bailout embedding is amenable to theoretical and experimental analysis in fluid dynamics, but the technique has many potential uses in the much broader community of physicists dealing in one way or another with nonlinear dynamical systems.

Let us first recall the equation of motion for a small, neutrally buoyant, spherical tracer in an incompressible fluid (the Maxey–Riley equation) Maxey and Riley (1983); Michaelides (1997). Under assumptions allowing us to retain just the Bernoulli, Stokes drag, and Taylor added mass contributions to the force exerted by the fluid on the sphere (the particle radius and its Reynolds number are small, as are the velocity gradients around it Babiano et al. (2000)), the equation of motion for the particle at position $`x`$ is

$$\frac{d}{dt}(\dot{𝒙}𝒖(𝒙))=(\lambda +\mathbf{}𝒖)(\dot{𝒙}𝒖(𝒙)),$$
(1)
where $`\dot{𝒙}`$ represents the velocity of the particle, $`𝒖`$ that of the fluid, $`\lambda `$ a number inversely proportional to the Stokes number of the particle — the ratio of the relaxation time of the particle back onto the fluid trajectories to the time scale of the flow — and $`\mathbf{}𝒖`$ the Jacobian derivative matrix of the flow. The difference between the particle velocity and the velocity of the surrounding fluid is exponentially damped with negative damping term $`(\lambda +\mathbf{}𝒖)`$. In the case in which the flow gradients reach the magnitude of the viscous drag coefficient, there is the possibility that the Jacobian matrix $`\mathbf{}𝒖`$ may acquire an eigenvalue of positive real part in excess of the drag coefficient. If in these instances we can discard the time dependence of the eigenvectors it is clear that the trajectories, instead of converging exponentially onto those defined by $`\dot{𝒙}=𝒖`$, may detach from them.

For incompressible two-dimensional flows, since the Jacobian matrix is traceless, the two eigenvalues must add up to zero, which implies that they are either both purely imaginary or both purely real, equal in absolute value and opposite in sign. The result is that the particles can abandon the fluid trajectories in the neighborhood of the saddle points and other unstable orbits, where the Jacobian eigenvalues are real, and eventually overcome the Stokes drag, to finally end up in a regular region of the flow on a KAM torus dominated by the imaginary eigenvalues. From a more physical point of view, this effect implies that the particles tend to stay away from the regions of strongest strain. In contrast to the two-dimensional case, in time-dependent three-dimensional flows the incompressibility condition only implies that the sum of the three independent eigenvalues must be zero. This less restrictive condition allows for many more combinations. Triplets of real eigenvalues, two positive and one negative or vice versa, as well as one real eigenvalue of either sign together with a complex-conjugate pair whose real part is of the opposite sign, are possible. Accordingly, chaotic trajectories may have one or two positive Lyapunov numbers, and a richer range of dynamical situations may be expected.

Instead of investigating all these in terms of a given fully fledged three-dimensional time-periodic model flow, we follow a qualitative approach based on iterated maps that roughly reproduces the properties of the impurity dynamics in a generic flow of this kind. In order to construct the map we first note that the dynamical system governing the behavior of neutrally buoyant particles is composed of some dynamics within another larger set of dynamics. Equation (1) can be seen as an equation for a variable $`𝜹=\dot{𝒙}𝒖`$ which in turn will define the equation of motion $`\dot{𝒙}=𝒖`$ of a fluid element whenever the solution of the former be zero. In this sense we may say that the fluid parcel dynamics is embedded in the particle dynamics. In reference to the fact that some of the embedding trajectories abandon some of those of the embedded dynamics, the generalization of this process is dubbed a bailout embedding Cartwright et al. (2002a).

It is rather easy to construct this type of embedding for map dynamics. Given a map $`𝑿_{n+1}=𝑻(𝑿_n)`$, a general bailout embedding is given by

$$𝑿_{n+2}𝑻(𝑿_{n+1})=𝑲(𝑿_n)(𝑿_{n+1}𝑻(𝑿_n)),$$
(2)
where $`𝑲(𝑿)`$ is the bailout function whose properties determine which trajectories of the embedded map will be eventually abandoned by the embedding. The particular choice — naturally imposed by the particle dynamics — of the gradient as the bailout function in a flow translates in the map setting to

$$𝑲(x)=e^\lambda \mathbf{}𝑻.$$
(3)
Bailout embeddings have been used to investigate targeting of KAM tori in Hamiltonian systems, as well as to explore generic properties of the distribution of small particles immersed in incompressible two-dimensional fluid flows Cartwright et al. (2002a), which are also of a Hamiltonian nature.

Here we consider the bailout embedding of a class of non-Hamiltonian systems: three-dimensional volume-preserving maps. In particular, we choose to represent qualitatively chaotic three-dimensional incompressible base flows that are periodic in time by ABC maps, a family

$$𝑻=𝑻_{ABC}:(x_n,y_n,z_n)(x_{n+1},y_{n+1},z_{n+1}),$$
(4)
where

$`x_{n+1}`$ $`=`$ $`x_n+A\mathrm{sin}z_n+C\mathrm{cos}y_n(mod2\pi ),`$
$`y_{n+1}`$ $`=`$ $`y_n+B\mathrm{sin}x_{n+1}+A\mathrm{cos}z_n(mod2\pi ),`$ (5)
$`z_{n+1}`$ $`=`$ $`z_n+C\mathrm{sin}y_{n+1}+B\mathrm{cos}x_{n+1}(mod2\pi ),`$
that displays all the basic features of interest of the evolution of fluid flows. Depending on the parameter values, this map possesses two quasi-integrable behaviors: the one-action type, in which a KAM-type theorem exists, and with it invariant surfaces shaped as tubes or sheets; and the two-action type displaying the phenomenon of resonance-induced diffusion leading to global transport throughout phase space Feingold et al. (1988).

Let us now study the dynamics defined by Eqs (2)–(Bailout Embeddings and Neutrally Buoyant Particles in Three-Dimensional Flows). We first concentrate on the cases in which the flow is dominated by one-action behavior. In these we find an interesting generalization of the behavior already seen in two dimensions: particles are expelled from the chaotic regions to finally settle in the regular KAM tubes. As an example, we take values of $`A`$, $`B`$, and $`C`$ that lead to almost ergodic behavior of the fluid map: a single fluid trajectory almost completely covers the phase space. However, from randomly distributed initial conditions, the particle trajectories inevitably visit some hyperbolic regions where they detach from the corresponding fluid trajectory. In this fashion they find their way inside the invariant elliptic structures where they can finally relax back onto a safe fluid trajectory. In Fig. 1 we show how a homogeneous distribution of particles in the fluid flow, after a large number of stabilization iterations, finally settles inside the tubular KAM structures for different values of the parameter $`\lambda `$. When the value of $`\lambda `$ decreases, more random trajectories follow this evolution: more particles fall into the invariant tubes.

In the two-action case, the eigenvalues of the Jacobian are very small on large portions of the trajectory, so that separation may only occur sporadically during the short time intervals in which the fluid parcel crosses the fast-motion resonances Feingold et al. (1988). Most of the time, particles and fluid parcels follow exponentially convergent trajectories, causing the separations to be practically unobservable except for very small values of $`\lambda `$. Most probably, once the particles converge to the fluid dynamics, they remain attached. However, by adding a small amount of white noise, we can continually force the impurity to fluctuate around the flow trajectory Cartwright et al. (2002b). From the application point of view, this noise may be considered to represent the effect of small scale turbulance, thermal fluctuations, etc., but here we use it only as a dynamical device. With this, the particles arrive in the neighborhood of the resonances with a non-negligible velocity mismatch with the fluid that is considerably amplified during the transit across the resonance. The measure of this mismatch is then a good detector of the proximity of the resonance.

Consider the following stochastic iterative system:

$$𝑿_{n+2}𝑻(𝑿_{n+1})=e^\lambda \mathbf{}𝑻(𝑿_{n+1}𝑻(𝑿_n))+𝝃_n,$$
(6)
where the noise term $`𝝃_n`$ satisfies $`𝝃_n=0`$, and $`𝝃_n𝝃_m=\epsilon (1e^{2\lambda })\delta _{mn}\mathrm{I}`$. We can recast Eq. (6) into

$`𝒙_{n+1}`$ $`=`$ $`𝑻(𝒙_n)+𝜹_n,`$
$`𝜹_{n+1}`$ $`=`$ $`e^\lambda \mathbf{}𝑻𝜹_n+𝝃_n,`$ (7)
if we define the velocity separation between the fluid and the particle as $`𝜹_n=𝒙_{n+1}𝑻(𝒙_n)`$. We illustrate the behavior referred above by studying the most ergodic two-action case, in which all the fluid trajectories intersect the resonant lines. In Fig. 2a we show how $`𝜹_n`$ grows strongly at some points, which correspond to the crossings of the resonant lines. In Fig. 2b we plot an $`xy`$ slice of the three-dimensional cube, choosing those points where the value of $`𝜹_n`$ is greater than a minimum value $`𝜹_0`$. As shown, we recover the resonant structure previously noted Feingold et al. (1988); Piro and Feingold (1988).

This is the most primitive way to obtain useful information from the noisy particle dynamics. A shrewder analysis Cartwright et al. (2002b) shows how the variance of the separation $`𝜹_n`$ between particles and fluid trajectories and the variance of the noise $`𝝃_n`$ are related by a function that depends only on the particular point of the phase space that we look at, in a sort of temperature amplitude for the fluctuations of $`𝜹`$,

$$𝒯(x)=\frac{𝜹^2}{𝝃^2}=\underset{j=0}{\overset{\mathrm{}}{}}(e^{j\lambda }\underset{k=0}{\overset{j}{}}\mathbf{}𝑻|{}_{T^k(x)}{}^{})^2.$$
(8)
This amplitude takes different values at different points of the flow. At those points that the particle dynamics tries to avoid, its value increases, so the particle prefers to escape the hot regions and to fall into the cold ones.

In Fig. 3 we illustrate this phenomenon. First we analyze a one-action situation showing the temperature amplitude, as well as the impurity dynamics; Figs 3a and 3b respectively. Again we use slices of the three-dimensional cube to show the situation more clearly. Fig. 3a shows the temperature in a scaled color code. Fig. 3b shows a histogram of visits that a single particle pays to each bin of the space. The agreement between the higher-temperature regions and the less-visited ones is evident. Next we plot the same pictures but in the two-action case studied before; Figs 3c and 3d. Finally, we apply this analysis to a generic chaotic case where we do not have any information about the phase space structure. We show in Fig. 3e how the invariant manifolds are very twisted, and in Fig. 3f how the particles, even so, try to find the coldest regions of the flow.

In order to confirm that the above-described behavior is not an artefact of our mapping-based approach, we have performed analogous simulations using a continuous-time model as a base flow. We have considered neutrally buoyant particles immersed in a modified version of the ABC flow,

$`\dot{x}`$ $`=`$ $`(1+\mathrm{sin}2\pi t)(A\mathrm{sin}z+C\mathrm{cos}y),`$
$`\dot{y}`$ $`=`$ $`(1+\mathrm{sin}2\pi (t+1/3))(B\mathrm{sin}x+A\mathrm{cos}z),`$ (9)
$`\dot{z}`$ $`=`$ $`(1+\mathrm{sin}2\pi (t+2/3))(C\mathrm{sin}y+B\mathrm{cos}x),`$
in which each component of the velocity vector field is sinusoidally modulated with a relative phase shift of $`2\pi /3`$, and where $`x`$, $`y`$, and $`z`$ are to be considered modulo $`2\pi `$. While a detailed analysis of the dynamical aspects of this flow is beyond the scope of this Letter, we advance that it shows structures similar to those of the ABC maps, i.e., a complex array of KAM sheets and tubes surrounded by chaotic volumes. Neutrally buoyant particles evolved according to the true (simplified) Maxey–Riley equations, Eq. (1), based on this flow, show exactly the same tendency to accumulate inside KAM tubes as in the map case.

This application of bailout embedding is the first to be reported for a non-Hamiltonian dynamical system. Our approach can be pursued with two different goals in mind: on one hand, it contributes to the understanding of the physical behavior of impurities, and on the other, it provides a mathematical device to learn about the dynamical structures of the base flow in situations where these are very difficult to elucidate directly. Both bodies of information are important to improve our presently scant knowledge of the transport properties of three-dimensional fluid flows.

This research was performed by IT as part of his doctoral thesis under the supervision of OP, together with additional input from JHEC and MOM. JHEC acknowledges the financial support of the Spanish CSIC, Plan Nacional del Espacio contract PNE-007/2000-C, MOM acknowledges the support of the Meyer Foundation, and OP and IT acknowledge the Spanish Ministerio de Ciencia y Tecnologia, Proyecto CONOCE, contract BFM2000-1108 and Proyecto IMAGEN, contract REN2001-0802-C02-01.


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# Chaos, Solitons & Fractals Vol.5, 1901-1912 (1995) Complex Flow of Granular Material in a Rotating Cylinder

## 1 Introduction

The flow of granular material in a rotating cylinder is of particular interest since on the one hand it reveals many interesting to physicists phenomena, on the other hand in chemical engineering widely used tumbling ball mills base on the motion of iron spheres moving in rotating cylinders. Hence it has been intensively experimentally subjected by both engineers  and physicists .

The present paper contains results of two dimensional molecular dynamics of grains moving in an uniformly rotating cylinder. Recently Rajchenbach  has shown experimentally that the inclination of sand flowing in a rotating cylinder depends nonlinearly on the angular velocity of the cylinder. If the angular velocity is smaller than a certain threshold the sand moves stick–slip like, i.e. there is no continuous flow but there are avalanches of different size, the angle of inclination fluctuates. Using high speed recording of polydisperse iron spheres in a tumbling ball mill Rolf  observed that the flow forms convection cells. They found that the size and the number of the cells depend on the rotation velocity. We will show that our simulations agree with the experimental results .

Traditional molecular dynamics simulations of granular material use polydisperse spherical grains, examples can be found in  and many references therein. Applying a recently introduced model for a nonspherical grain  which deforms elastically under pressure and dissipates energy during collisions our results agree better with the experiment than the simulations using spheres for the case of low angular velocity. Nonspherical grains in molecular dynamics simulations of granular material have been introduced already by Gallas and Sokołowski  in an investigation of the angle of repose of a sand heap. In their model a grain consists of two spheres which are connected by a stiff bar, their results agree with ours.

## 2 Molecular dynamics of granular media

In the simulations we assume that the grains are ideal spheres. To describe the interaction between colliding particles we use a simple Ansatz given by Cundall and Strack  and Haff and Werner . Two grains $`i`$ and $`j`$ at the positions $`\stackrel{}{r}_i`$ and $`\stackrel{}{r}_j`$ will interact only if they touch each other, i.e. if the distance between the center points is smaller than the sum of their radii $`R_i`$ and $`R_j`$

$$\stackrel{}{r}_i\stackrel{}{r}_j<R_i+R_j.$$
(1)
For this case the force between particles $`i`$ and $`j`$ moving with the velocities $`\dot{\stackrel{}{r}}_i`$ and $`\dot{\stackrel{}{r}}_j`$ and rotating with angular velocities $`\dot{\mathrm{\Omega }}_i`$ and $`\dot{\mathrm{\Omega }}_j`$ is given by

$$\stackrel{}{F}_{ij}=F_{ij}^N\frac{\stackrel{}{r}_i\stackrel{}{r}_j}{|\stackrel{}{r}_i\stackrel{}{r}_j|}+F_{ij}^S\left(\genfrac{}{}{0pt}{}{0}{1}\genfrac{}{}{0pt}{}{1}{0}\right)\frac{\stackrel{}{r}_i\stackrel{}{r}_j}{|\stackrel{}{r_i}\stackrel{}{r}_j|}.$$
(2)
with the normal force

$$F_{ij}^N=Y(R_i+R_j|\stackrel{}{r}_i\stackrel{}{r}_j|)^{\frac{3}{2}}+\gamma _Nm_{ij}^{eff}|\dot{\stackrel{}{r}}_i\dot{\stackrel{}{r}}_j|$$
(3)
and the shear force

$$F_{ij}^S=\mathrm{min}\{\gamma _Sm_{ij}^{eff}|\stackrel{}{v}_{ij}^{rel}|,\mu |F_{ij}^N|\}.$$
(4)
For the relative velocity $`\stackrel{}{v}_{ij}^{rel}`$ of the particle surfaces one can write

$$\stackrel{}{v}_{ij}^{rel}=(\dot{\stackrel{}{r}}_i\dot{\stackrel{}{r}}_j)+R_i\dot{\mathrm{\Omega }}_i+R_j\dot{\mathrm{\Omega }}_j.$$
(5)
The effective mass of the particles $`i`$ and $`j`$ is given by

$$m_{ij}^{eff}=\frac{m_im_j}{m_i+m_j},$$
(6)
and the resulting momenta $`M_i`$ and $`M_i`$ for the particles $`i`$ and $`j`$ are

$$M_i=F_{ij}^SR_i$$
(7)
and

$$M_j=F_{ij}^SR_j.$$
(8)
$`Y`$ is the Young modulus, $`\gamma _N`$ and $`\gamma _S`$ are the phenomenological normal and shear friction coefficients, $`\mu `$ stands for the Coulomb friction parameter.

The underlying assumption is that the particles deform each other slightly during collisions. To simulate three dimensional behavior we use the Hertzian contact force  which rises with the power 1.5 of the penetration depth $`R_i+R_j|\stackrel{}{r}_i\stackrel{}{r}_j|`$. Eq. (4) takes into account that the particles slide on each other for the case that the inequality

$$\mu F_{ij}^N<F_{ij}^S$$
(9)
holds, otherwise they roll. This behavior is due to the Coulomb law.

For the integration of Newtons equations of motion due to the forces $`\stackrel{}{F}_{ij}`$ given above we used a sixth order Gear predictor–corrector algorithm . This high accuracy is necessary since there is a short range interaction between the particles, a small inaccuracy in the calculation of the particle positions may cause large faults in the resulting forces. Using algorithms of lower accuracy the system would become numerical unstable. The calculation of the rotation of the particles is not such sensitive since the angular velocity is very small in general, hence we applied a forth order algorithm only.

In the simulations we use for the parameters $`Y=10^4kg/s^2`$, $`\gamma _N=1.510^4s^1`$, $`\gamma _S=310^4s^1`$, $`\mu =0.5`$. The radii of the particles are Gauss distributed with the mean value $`\overline{R_i}=1mm`$. The chosen parameters are typical for a soft granular material.

The model described above was applied to a simulation of granular material consisting of 2400 single grains moving in a clockwise rotating cylinder of diameter $`160\overline{R_i}`$, the cylinder rotates with angular velocity $`\mathrm{\Omega }=0.002sec^1`$. Fig. 1 shows a snapshot of the simulation.

The color codes for the velocity of the particles, slow particles are drawn blue, fast are drawn red. As visible the velocity of the particles near the surface of the flow is nonuniform. The surface of the granular material is close to an even plane which is inclined by an angle $`\mathrm{\Theta }8^o`$. Although the dynamics of the flow seems to be very regular the traces of the grains during the simulation are due to convection cells (fig.2). Since there are more than one cell they cannot remain stable over a long time because all of them have the same sense of rotation and therefore they disturb each other. This effect was observed experimentally too in the investigation of tumbling ball mills .

Figs. 3 and 4 show a snapshot and the plot of the traces of a simulation with angular velocity $`\mathrm{\Omega }=0.1sec^1`$. The surface of the granular material is not an even plane anymore, but it becomes S–shaped. The same shape characteristic was observed in experiments by Rajchenbach . In the simulations for high angular velocity one finds only one large convection cell (fig. 4) instead of several for lower angular velocity, this behavior is due to the experiment .

After submitting this article we received a preprint by Baumann, Jobs and Wolf  who applied the interesting simulation method by Visscher and Bolsterli  (improved version ) to the problem of the rotating cylinder. They found convection cells as well.

Because the surface of the simulated granular flow is not a perfect plane even for very slow rotation we have to determine the inclination indirectly. It is given by

$$\mathrm{\Theta }=\mathrm{arctan}\left(\frac{x_{cc}x_{cmp}}{y_{cc}y_{cmp}}\right),$$
(10)
where ($`x_{cmp}`$ , $`y_{cmp}`$) are the coordinates of the center of mass point and ($`x_{cc}`$ , $`y_{cc}`$) is the rotation center of the cylinder (fig. 5).

As shown in figs. 1 and 3 the profile of the granular material depends on the angular velocity. Curve (a) in fig. 6 shows the relation between the angular velocity $`\mathrm{\Omega }`$ and the inclination $`\mathrm{\Theta }`$. It rises almost linear with the angular velocity. Using the Ansatz

$$\mathrm{\Theta }\mathrm{\Theta }_c\mathrm{\Omega }^m$$
(11)
we found for the exponent $`m0.8`$ for the interval $`0<\mathrm{\Omega }<2rpm`$. For larger angular velocities the profile is not close to an even plane but S–shaped.

Although the cylinder rotates with a constant angular velocity the flow of the surface particles varies irregularly with time and space, this behavior is shown in fig. 7. Each horizontal strip of this figure shows the velocity distribution along the surface of the flow. As before red color means high velocity, blue means low velocity. The irregular flow was experimentally observed by Rajchenbach  and Briscoe et. al.  before. Curves (a) in fig. 9 show the time evolution of the inclination and of the particle velocity at the surface, both values fluctuate irregularly.

## 3 A more complex model

In the previous section we have shown that the granular flow is irregular, however, fig. 9 proves that there are no sharp bounded avalanches. Experimental observations, however, show that the flow at the surface of granular material in a rotating cylinder is stick–slip like, i.e. there are avalanches of different size going down the surface. Our simulations with spherical grains cannot reproduce this behavior. Hence we apply another model where the grains are not simple spheres but of more complex shape.

Each nonspherical particle $`k`$ consists of four spheres of radius $`r_i^{(k)}`$ located at the corners of a square of size $`L^{(k)}`$ and one additional sphere in the center of the square (fig. 10). The radius $`r_m^{(k)}`$ of the middle sphere is chosen to touch the others

$$r_m^{(k)}=L^{(k)}/\sqrt{2}r_i^{(k)}.$$
(12)
During each collision between to spheres $`i`$ and $`j`$ with radii $`R_i`$ and $`R_j`$ which might belong to the same grain or to different grains acts a force in normal direction

$$\stackrel{}{F}_{ij}^C=\left[Y(R_i+R_j|\stackrel{}{r}_i\stackrel{}{r}_j|)+\gamma _Nm_{ij}^{eff}|\dot{\stackrel{}{r}}_i\dot{\stackrel{}{r}}_j|\right]\frac{\stackrel{}{r}_i\stackrel{}{r}_j}{|\stackrel{}{r_i}\stackrel{}{r}_j|},$$
(13)
where the effective mass is given by eq. (6). The notation is the same as above. In addition each pair of neighboring spheres $`i`$ and $`j`$ which both belong to the same grain feel a force $`\stackrel{}{F}_{ij}^{Sp}`$ due to a damped spring

$$\stackrel{}{F}_{ij}^{Sp}=\left[\alpha (C^{(k)}|\stackrel{}{r}_i\stackrel{}{r}_j|)+\gamma _{Sp}\frac{m_i}{2}|\dot{\stackrel{}{r}}_i\dot{\stackrel{}{r}}_j|\right]\frac{\stackrel{}{r}_i\stackrel{}{r}_j}{|\stackrel{}{r}_i\stackrel{}{r}_j|},$$
(14)
$`\alpha `$ stands for the spring constant and $`\gamma `$ is the damping coefficient. The term $`C^{(k)}`$ is the length of the spring in equilibrium

$$C_{ij}^{(k)}=\{\begin{array}{cc}L^{(k)}\hfill & \text{if }i\text{}j\text{ lie at the same edge}\hfill \\ L^{(k)}/\sqrt{2}\hfill & \text{else}.\hfill \end{array}$$
(15)
We want to point out here that eq. (4) which introduces static friction into the interaction forces is not applied in the simulations using nonspherical grains.

We investigated the flow of 1000 nonspherical grains, where the parameters are the same as in the previous simulation and $`\alpha =10^4kg/s^2`$, $`\gamma _{Sp}=310^4s^1`$, $`L^{(k)}/r_i^{(k)}=4`$ and $`\overline{L^{(k)}}=3mm`$. The cylinder of diameter $`D86\overline{L^{(k)}}`$ rotates with angular velocity $`\mathrm{\Omega }=0.002sec^1`$.

Fig. 11 shows a snapshot of the simulation. Obviously the inclination is approximately twice the inclination observed for spherical grains. The particles at the surface move with much higher velocities than the others. This is due to an avalanche going down the surface in the moment when the snapshot was done.

The equivalent picture to fig. 7 is shown in fig. 8. The flow is irregular in time and space too but one finds time intervals where the surface particles move with high velocities and other intervals where the particle velocities, i.e the flow at the surface, are almost zero. This succession indexes stick–slip motion. The time evolution of the average velocity $`\overline{v}`$ of the surface particles and of the inclination $`\mathrm{\Theta }`$ of the surface for nonspherical (curves(b)) as well as for spherical grains (curves(a)) is drawn in fig. 9. While in the case of spherical grains $`\overline{v}`$ varies only slightly for the case of nonspherical particles there are drastic fluctuations of the average velocity due to avalanches of different size.

For the model of nonspherical particles we investigated the dependence of the angle $`\mathrm{\Theta }`$ of the surface on the angular velocity $`\mathrm{\Omega }`$ too (fig. 6). The measured inclinations are approximately twice the inclinations observed in simulations with spheres. These values agree better with experimental investigations. For the exponent $`m`$ in $`\mathrm{\Theta }\mathrm{\Theta }_c\mathrm{\Omega }^m`$ we found $`m0.8`$.

## 4 Conclusion

The present paper reports results of two dimensional molecular dynamics simulations of granular material moving in a cylinder which rotates with constant angular velocity. Using spherical particles and the Ansatz of Cundall and Strack  for the simulation of static friction we found that the flow fluctuates irregularly with time. The angle $`\mathrm{\Theta }`$ of the material as well as the velocity of the grains at the surface fluctuate significantly. For the dependence of the inclination $`\mathrm{\Theta }`$ of the granular material on the angular velocity $`\mathrm{\Omega }`$ of the cylinder we found $`\mathrm{\Theta }\mathrm{\Theta }_c\mathrm{\Omega }^{0.8}`$. The flow of the particles forms unstable convection cells. For low rotation velocity we observed several cells, for high rotation velocity we observed only one cell. In the latter case the bulk of the granular flow reveals a typical S–shape.

When using nonspherical grains, where each grain consists of four spheres located at the corners of a square and a fifth sphere at the center, and where neighboring spheres of the grain are connected by a damped spring, we found that the flow moves stick–slip like. That means there are avalanches of different size at the surface of the flow. The inclination of the granular material $`\mathrm{\Theta }`$ is more than two times larger than in the simulations using spheres which agrees better with the experiment.

In experiments was observed that for low angular velocity $`\mathrm{\Omega }`$ the particles move stick–slip like due to avalanches going down the inclined surface, for higher velocity one found continuous flow and the characteristic S–shape . The inclination depends nonlinearly on the angular velocity. In experiments with tumbling ball mills unstable convection cells have been observed .

Our simulations reproduced the experimentally measured effects using simple assumptions about the behavior of a grain during the collisions. The dynamic effects as irregular flow at low rotation velocity, the finite inclination and the existence of convection cells could be reproduced using simple spherical grains. To simulate the avalanches at the surface of the flow, which is an effect of the static friction between the grains, we applied a more complex model for grains which includes nonsphericity.

## Acknowledgment

The authors thank H. J. Herrmann for helpful discussions.


text:
# Supernova 2002ap - The First Month

## 1 Introduction

Supernova (SN) 2002ap in M74 was discovered by Y. Hirose and confirmed by R. Kushida and W. Li in images obtained on January 29 and 30, 2002 (Nakano et al. 2002; UT dates are used throughout this Letter). The relative proximity of this event ($`v_r=657`$ km s-1, $`D10`$ Mpc, Tully 1988) and its ensuing brightness made it a promising target for intensive follow-up studies. Three independent teams promptly obtained low resolution spectroscopic observations on Jan. 30 (Meikle et al. 2002), and Jan. 31 (Kinugasa et al. 2002, Gal-Yam & Shemmer 2002). All groups noted the spectral resemblance of this object to the so-called “hypernovae” 1998bw and 1997ef, both of which may have been associated with gamma-ray bursts (GRBs; Galama et al. 1998, Iwamoto et al. 2000). Using the well-sampled spectral observations of SN 1998bw by Patat et al. (2001), Gal-Yam & Shemmer estimated that SN 2002ap was discovered prior to peak brightness. Being both nearby, of a rare type, and possibly connected to GRBs, SN 2002ap became a focus of a multi-wavelength observational effort. Follow up studies include detection in the radio (Berger, Kulkarni, & Frail 2002), IR imaging (e.g. Mattila & Meikle 2002) and spectroscopy (e.g., Motohara et al. 2002), UV and X-ray imaging (Rodriguez-Pascual et al. 2002), optical polarimetry (e.g., Wang et al. 2002) and high-resolution spectroscopy (e.g., Lauroesch et al. 2002).

We have undertaken an intensive observational monitoring campaign of this SN with multi-color imaging and low-resolution optical spectroscopy. The backbone of our program consists of target-of-opportunity observations obtained with the Wise Observatory 1-m telescope as part of the queue program. The resulting set of observations presents a coherent picture of the evolution of SN 2002ap in the optical band during the first month since its discovery. As this SN now approaches solar conjunction and will not be observable during the next few months, we have analysed the data set collected so far. In this Letter we briefly report and discuss our main results. All the data presented here are available electronically via our website111http://wise-obs.tau.ac.il/$``$avishay/local.html.

## 2 Observations

### 2.1 Photometry

$`UBVRI`$ photometry was obtained with the Wise Observatory 1-m telescope during nine nights, using the Tektronics ($`1024\times 1024`$ pixel) and SITe ($`2048\times 4096`$ pixel) CCD cameras. Time series of 60 s $`V`$band images were obtained on five occasions, in order to search for variability on short ($`<1`$ hr) time scales. As no such effects were evident, these data were averaged and used to improve the photometric sampling.

Figure 1 shows a combined $`BVR`$ image of the field of SN 2002ap, produced from the stacked images obtained during February 2002. As the SN is isolated and contamination by underlying galactic light is constrained to lie below $`B=21.6`$ mag (Smartt, Ramirez-Ruiz, & Vreeswijk 2002), we used aperture photometry on the SN and nearby reference stars (see Fig. 1 and Table 1). The SN flux was measured and compared with that of nearby bright stars using standard IRAF222IRAF (Image Reduction and Analysis Facility) is distributed by the National Optical Astronomy Observatories, which are operated by AURA, Inc., under cooperative agreement with the National Science Foundation. routines. The photometric stability of each reference star in each band was checked against the entire reference set, and stars with the lowest root-mean-square scatter values were used in the final calibration. $`1\sigma `$ error estimates, including Poisson noise in the SN flux and the scatter in the flux of reference stars, were computed, and found to be below 0.025 mag, except for the $`U`$band data, where some points have errors as large as 0.16 magnitudes. In Figure 2 we plot the resulting $`UBVRI`$ light curves of this object. The data provided by Henden (2002) were used for absolute calibration. We estimate the errors in the absolute zero point determination to be smaller than $`2\%`$. As a consistency check, we compare our photometry with the measurements of Riffeser, Goessl, & Ries, (2002) and find excellent agreement. We therefore combine their early $`UBR`$ points with our data set. As both our own observations and those of SN 1998bw around peak brightness (Galama et al. 1998) suggest that these objects have smoothly varying light curves, we use cubic spline interpolation to get approximate $`UBVRI`$ curves. From these, we determine the dates of peak brightness, and the SN magnitudes at peak in each band. Conservative margins on the peak dates are set by the latest point seen to be rising and the first to be declining. Assuming that the light curves of SN 2002ap had similar shapes around peak to those of SN 1998bw, we can better constrain the dates of peak by checking by how much one can adjust the peak dates without creating pronounced “wiggles” or “humps”, not seen in the light curves of Galama et al. (1998) or in well sampled parts of our own data. The calculated peak dates and their estimated errors, as well as the more conservative margins discussed above, are reported in Table 2, along with the SN absolute magnitudes, calculated assuming the distance modulus to M74 given by Tully (1988), $`\mu =30.24`$ for $`H_0=65`$ km s-1 Mpc-1. We correct for foreground Galactic extinction according to Schlegel, Finkbeiner, & Davis (1998), using the extinction curve of Cardelli, Clayton, & Mathis (1989). Based on high resolution spectroscopic observations, Klose, Guenther & Woitas (2002) estimate that this SN suffered little intrinsic extinction ($`A_V0.025`$ mag) in its host, so the absolute magnitudes we derive are probably a fair estimate of the SN luminosity. If so, it is clearly evident that unlike SN 1998bw, SN 2002ap was not optically luminous, being $`2`$ magnitudes fainter in the $`B`$band. The peak luminosity of SN 2002ap may be comparable to that of SN 1998bw only if the distance to M74 is significantly underestimated. Apart from the lower peak magnitudes, the general shape of the light curves is similar to those of SN 1998bw (Galama et al. 1998). As can be seen in Fig. 2 and Table 2, the light curves are wider in the redder bands, and the bluer the band, the earlier the date of the peak. The decline rates are also similar, with the SN becoming fainter by $`1.3`$ mag in the $`V`$band some 20 days after peak.

### 2.2 Spectroscopy

Long-slit spectra of SN 2002ap were obtained with the Wise Observatory 1m telescope on five nights: 2002 January 31 and February 7, 14, 21 and 27, using the Faint Object Spectrograph and Camera (FOSC; Brosch & Goldberg 1994). We used a 10$`{}_{}{}^{\prime \prime }`$wide slit, and a 600 line mm-1 grism, resulting in a dispersion of 3.75 Å/pix ($``$8 Å resolution) and a spectral range of $``$4000 – 7800 Å. Two exposures were obtained each night and used to reject cosmic ray hits. Reduction of the bias-subtracted and flat-field corrected spectra was carried out in the usual manner using IRAF22footnotemark: 2. A He-Ar arc spectrum was used for the wavelength solution. In all but the first spectrum, the SN and a nearby bright star were observed simultaneously through the slit (see Fig. 1), providing an intrinsic relative calibration during non-photometric conditions (see, e.g., Kaspi et al. 2000). Our photometry shows this star to be constant (to within photometric errors) during the period of the observations. The wide ($`10^{\prime \prime }`$) slit ensured that the effects of atmospheric refraction at the non-parallactic angle were not important. Each spectrum of the SN was divided by the simultaneously-observed spectrum of the comparison star. A spectrum of the comparison star obtained on Feb. 7, under photometric conditions, was flux calibrated using the Wise Observatory standard sensitivity function and extinction curve. These do not change appreciably from night to night, and are routinely updated using spectrophotometric standard stars. The SN spectra were calibrated to an absolute flux scale by multiplying each SN/star ratio by the flux calibrated spectrum of the comparison star. The January 31 spectrum (taken without the comparison star in the slit) was directly calibrated using the mean curves. The final fluxed spectra were then compared to our photometry (Fig. 2), showing excellent consistency. We estimate that the relative flux calibration of the last four spectra is good to $`23`$ per cent, and the absolute flux calibration has an uncertainty of $``$10 per cent, at most.

Figure 3 shows our entire spectroscopic data set. The first spectrum is very blue and almost featureless, peaking around $`5000`$ Å with secondary broad emission peaks around $`4200`$ Å and $`6200`$ Å. This spectral shape closely resembles early time spectra of SN 1997ef (e.g. Garnavich et al. 1997) and 1998bw (e.g., Patat et al. 2001, see also Fig. 4, top panel) leading to the prompt spectral identification of this object ($`\mathrm{\S }1`$). Figure 4 demonstrates that this spectral resemblance continues throughout the epoch of peak brightness (unless otherwise noted, from here on we refer to our best estimate $`B`$band peak date, Feb. 7.1 UT, as the time of peak brightness), and up until the date of our last spectrum ($`20`$ days after maximum).

The spectral evolution of SN 2002ap displays several characteristic trends also identified in 1997ef (Matheson et al. 2001, Iwamoto et al. 2000) and 1998bw (Stathakis et al. 2000, Patat et al. 2001, and references therein). These include the reddening of the continuum, a redward shift and narrowing of prominent “emission-like” and “absorption-like”333Model synthetic spectra show that at early times, the spectral shape of these objects is determined by the wavelength dependence of the absorption optical depth, so that features in the spectrum cannot generally be attributed to a certain emission or absorption line (e.g. Patat et al, 2001, and references within.) features, and decreasing values of the expansion velocities. Following Patat et al. (2001) we have calculated expansion velocities from the Si II $`\lambda 6355`$ absorption, and find a decrease from $`38000`$ km s-1 $`7`$ days prior to peak to $`15000`$ km s-1 at peak, and to $`6000`$ km s-1 14 days later. This is similar to the results obtained for 1998bw, and consistent with the measurements of Motohara et al. (2002; $`16000`$ km s-1 around peak from $`1.083\mu `$ He I) and Filippenko & Chornock (2002; $`9000`$ km s-1 four days after peak from $`7774`$ Å O I). The prominence of the $`4600`$ Å emission peak relative to the one bluewards of $`5000`$ Å (both tentatively attributed to Fe II blends, e.g., Patat et al. 2001 and references therein) in spectra of SN 2002ap at and after peak resembles spectra of SN 1997ef but differs somewhat from those of SN 1998bw. A notable feature in the spectra of SN 2002ap is a narrow, unresolved absorption, consistent with He II $`\lambda 4686`$. This feature first emerges in the spectrum taken near peak brightness and is stronger still seven days later. It does not appear in later spectra of the object, nor in spectra of either SN 1997ef or 1998bw.

## 3 Discussion and Conclusions

We have presented the results of our optical photometric and spectroscopic monitoring of SN 2002ap, during the first month after its discovery. Our best estimate for the date of $`B`$band maximum is Feb. 7.1, 2002, and our derived peak magnitude of M$`{}_{B}{}^{}=16.9`$ is significantly lower than the one measured for the “hypernova” SN 1998bw. However, except for the lower peak magnitude, the characteristics of the light curves, as well as the spectral evolution of this object, are strikingly similar to those of SNe 1997ef and 1998bw. Our work shows that, at least to some degree, one may use the well studied properties of SN 1998bw as a tentative basis upon which to plan future observations of SN 2002ap, after scaling the peak magnitude.

In light of its similarity to SNe 1998bw and 1997ef, one of the intriguing questions about SN 2002ap is whether it was also associated with a GRB. Using our most conservative estimate for the date of the $`B`$band peak, Feb. $`7.1_{1.3}^{+7.6}`$ days (Table 2), and assuming that the lag between a hypothetical GRB and the time of $`B`$band maximum is similar to that measured for SN 1998bw (14.3 days, Galama et al. 1998), we would expect the GRB trigger to have occurred around Jan. $`23.8_{1.3}^{+7.6}`$ days. However, if we use instead our estimated $`U`$band peak date, Feb. $`4.7_{1.9}^{+1.1}`$ days, which is best constrained by our photometry, along with the appropriate $`U`$band time lag from Galama et al. 1998 (13.7 days), the resulting GRB trigger time is Jan. $`22.0_{1.9}^{+1.1}`$ days. Hurley et al. (2002) found no candidate GRB that might be associated with SN 2002ap in an intensive search of gamma-ray data from all available sources, starting Jan. 21. Our results suggest that the GRB trigger may have occurred outside the time frame searched. If the GRB-peak magnitude time lag for SN 2002ap was just one day longer than the lag measured for SN 1998bw, the trigger is likely to have been missed by Hurley et al. We conclude that in order to detect, or set a secure upper limit to the fluence of a GRB associated with SN 2002ap, a search similar to the one reported by Hurley et al. should be extended to include data taken several days prior to January 21.

Finally, there remains the question of the classification of SN 2002ap and its look-alikes, SNe 1998bw and 1997ef (and possibly also SN 1998ey, Garnavich, Jha, & Kirshner 1998, and the recent SN 2002bl, Filippenko, Leonard, & Moran 2002). Various authors have used various types for these events, usually some combination of Ib, Ic, and “peculiar”. In view of the fact that these SNe are spectroscopically similar to each other, but well distinguished from prototypical SNe Ib (e.g. SN 1984L) or Ic (e.g., SN 1987M or 1994I), we suggest that they be defined as a new SN sub-type, and provisionally designate them as type Id SNe. This should replace the often used nickname “hypernovae”, initially used to describe the unusually energetic and luminous SN 1998bw (Iwamoto et al. 1998). This term has since become somewhat misleading as it was later applied to events that were modeled as highly energetic explosions, but were not especially luminous, such as SN 1997ef (Iwamoto et al. 2000). Currently, all events that are spectroscopically similar to SNe 1998bw and 1997ef, e.g., 2002ap and 2002bl, are sometimes referred to as “hypernovae” for lack of a better name, even though they are not known to be very luminous or exceptionally energetic. Admittedly, these events are probably closer to type Ic SNe than to any other sub-type, and the physical differences between them and other type Ic’s are not fully understood. However, the current SN classification scheme is purely observational and based mostly on optical spectroscopic properties (see Filippenko 1997, for a review). In our opinion, the difference between the early-time spectra of the three well studied “Id” events and those of prototypical Ib and Ic SNe are no less significant than the differences between other types of SNe. So much so that there was some question as to whether the first of these events, 1997ef, was in fact a SN, when judged by its earliest spectra (Garnavich et al. 1997).

## Acknowledgments

This work, and the queue observing program, would not have been possible without the support of the Wise Observatory staff, especially P. Ibbetson and J. Dann. We thank N. Brosch, Y.-J. Choi, S. Kaspi and Y. Lipkin for their help and support. Special thanks go to D. Maoz for many helpful discussions. A. V. Filippenko and F. Patat are thanked for making available digital copies of their data on SNe 1997ef and 1998bw, and the anonymous referee for useful comments. This work was supported by the Israel Science Foundation — the Jack Adler Foundation for Space Research, Grant 63/01-1.