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# FIRST ATTEMPT AT MEASURING THE CMB CROSS-POLARIZATION

## I INTRODUCTION

Although not yet detected, it is theoretically expected that the Cosmic Microwave Background (CMB) is polarized. CMB polarization should be induced via Thomson scattering which occurs either at decoupling or during reionization. The level of this polarization is linked to the local quadrupole anisotropy of the incident radiation on the scattering electrons, and it is expected to be of order 1%-10% of the amplitude of the temperature anisotropies depending on the angular scale (see  and references therein).

CMB polarization is important for two reasons: first, polarization measurements can substantially improve the accuracy with which cosmological parameters are measured by breaking the degeneracy between certain parameter combinations; second, it offers an independent test of the basic assumptions that underly the standard cosmological model.

Since the polarized CMB signal is so small, it is quite likely that its first detection will be an indirect statistical one, from its predicted correlation with an unpolarized CMB map. Since such cross-correlations involve one rather than two powers of the (small) polarization fraction, they will be measured with better signal-to-noise than polarization autocorrelations. Indeed, it has been shown  that for almost all cosmological parameters, the polarization capabilities of upcoming high-precision CMB experiments such as MAP and Planck add information mainly through the cross-polarization signal, the only exceptions being the reionization and gravity wave parameters.

The goal of the present paper is to present a detailed study of the cross-polarization from a practical point of view, connecting real-world data to physical models. In section Section II, we argue that the dimensionless correlation coefficient $`r_ł`$ is a more meaningful quantity to discuss than the cross power spectrum $`C_ł^X`$, and illustrate how it depends of various cosmological parameters for standard adiabatic models.

In Section III, we compute the strongest observational constraints to date on $`r_ł`$ by cross-correlating the polarized Princeton IQU Experiment (PIQUE)  with the unpolarized Saskatoon (SK)  data set. We do this using the formalism presented in , which takes into account real–world issues such as incomplete sky coverage and correlated noise. Finally, in Section IV we assess the prospects for measuring $`r_ł`$ in the near future by analyzing a simulated version of the upcoming $`\mathrm{BOOMERanG}`$ 2002 experiment.

## II POLARIZATION PHENOMENOLOGY

Whereas most astronomers use the Stokes parameters $`Q`$ and $`U`$ to describe polarization measurements, the CMB community uses two scalar fields $`E`$ and $`B`$ that are independent of how the coordinate system is oriented, and are related to the tensor field $`(Q,U)`$ by a non–local transformation . Scalar CMB fluctuations have been shown to generate only $`E`$-fluctuations, whereas gravity waves, CMB lensing and foregrounds generate both $`E`$ and $`B`$. This formalism has been applied to real data by the PIQUE  and POLAR  teams.

### A The six power spectra

Since CMB measurements can be decomposed*** Since the transformation between $`(Q,U)`$ and $`(E,B)`$ is non-local, the $`E`$/$`B`$-decomposition is straightforward only for the case of complete sky coverage. Methods for proceeding in practice for the real-world case of incomplete sky coverage are discussed in , and we will use such a method for our real-world calculations below.  into three maps ($`T`$,$`E`$,$`B`$), where $`T`$ denotes the unpolarized component, there are a total of 6 angular power spectra that can be measured. We will denote these $`C_ł^T`$, $`C_ł^E`$, $`C_ł^B`$, $`C_ł^X`$, $`C_ł^Y`$ and $`C_ł^Z`$, corresponding to $`TT`$, $`EE`$, $`BB`$, $`TE`$, $`TB`$ and $`EB`$ correlations From here on, we adopt $`TTT`$, $`EEE`$, $`BBB`$, $`TEX`$, $`TBY`$, $`EBZ`$, , respectively. By parity, $`C_ł^Y=C_ł^Z=0`$ for scalar CMB fluctuations, but it is nonetheless worthwhile to measure these power spectra as probes of both exotic physics  and foreground contamination. $`C_ł^B=0`$ for scalar CMB fluctuations to first order in perturbation theory  — secondary effects such as gravitational lensing can create $`B`$ polarization even if there are only density perturbations present . The remaining three power spectra are plotted in Figure 1 (top) for the “concordance” model of  (that of  is very similar), showing that $`C_ł^E`$ is typically a couple of orders of magnitude below $`C_ł^T`$ on small scales and approaches zero on the very largest scales (in the absence of reionization).

### B Covariance versus correlation

The cross-power spectrum $`C_ł^X`$ is not well suited for such a logarithmic plot, since it is negative for about half of all $`ł`$-values. A more convenient quantity is the dimensionless correlation coefficient $`r_ł^X`$ plotted in Figure 1 (lower panel), defined as

$$r_ł^X\frac{C_ł^X}{(C_ł^TC_ł^E)^{1/2}},$$
(1)
since the Schwarz inequality restricts it to lie in the range

$$1r_ł^X1.$$
(2)
These dimensionless correlations/anticorrelations are seen to be quite strong in the sense of being near these limiting values on many scales. For instance, if one were to smooth the $`T`$\- and $`E`$-maps to contain only large angular scales $`ł\mathrm{}<10`$ where $`r_ł^X0.9`$, they would be so strongly correlated that most hot and cold spots would tend to line up Such a correlation, however, would be very difficult to detect given how small $`E`$ is expected to be in that $`ł`$-range. Conversely, if one were to band-pass filter the two maps on scales $`100\mathrm{}<ł\mathrm{}<200`$ where $`r_ł^X\mathrm{}<0.6`$, hot spots in the $`T`$-map would tend to line up with cold spots in the $`E`$-map.

More generally, let us also define $`r_ł^Y`$ $``$ $`C_ł^Y/(C_ł^TC_ł^B)^{1/2}`$, $`r_ł^Z`$ $``$ $`C_ł^Z/(C_ł^EC_ł^B)^{1/2}`$. Expanding the $`T`$, $`E`$ and $`B`$ maps in spherical harmonics with coefficients $`a_{łm}^T`$, $`a_{łm}^E`$ and $`a_{łm}^B`$, the three cross power spectra are by definition the covariances $`C_ł^X=a_{łm}^Ta_{łm}^E`$, $`C_ł^Y=a_{łm}^Ta_{łm}^B`$, $`C_ł^Z=a_{łm}^Ea_{łm}^B`$, so $`r^X`$, $`r^Y`$ and $`r^Z`$ are simply the correlation coefficients between $`a_{łm}^T`$, $`a_{łm}^E`$ and $`a_{łm}^B`$.

What values are these three correlation coefficients allowed to take? They are real-valued just as $`T`$, $`E`$ and $`B`$, which is most easily seen using real-valued spherical harmonics. The dimensionless correlation matrix corresponding to the vector $`(a_{łm}^T,a_{łm}^E,a_{łm}^B)`$ is

𝐑=(
1rXłrYłrXł1rZłrYłrZł1),𝐑
1rXłrYłrXł1rZłrYłrZł1{\bf R}=\left(\begin{tabular}[]{ccc}1&$r^{X}_{\l}$&$r^{Y}_{\l}$\\
$r^{X}_{\l}$&1&$r^{Z}_{\l}$\\
$r^{Y}_{\l}$&$r^{Z}_{\l}$&1\\
\end{tabular}\right), (3)
and by virtue of being a correlation matrix, it cannot have any negative eigenvalues. This implies not only that $`|r_ł^X|1`$, $`|r_ł^Y|1`$ and $`|r_ł^Z|1`$, but also that the determinant of $`𝐑`$ must be non-negative, i.e., that

$$(r_ł^X)^2+(r_ł^Y)^2+(r_ł^Z)^22r_ł^Xr_ł^Yr_ł^Z1$$
(4)
for all $`ł`$. This allowed region in the 3-dimensional space $`(r^X,r^Y,r^Z)`$ is plotted in Figure 2, and is seen to resemble a deformed tetrahedron. If two coefficients are strongly correlated with each other, then they must both have roughly the same correlations with the third, approaching the limiting case $`(r^X,r^Y,r^Z)=(1,1,1)`$ (upper right corner). The other three corners correspond to the allowed possibilities $`(1,1,1)`$, $`(1,1,1)`$ and $`(1,1,1)`$.

From here on we use $`r_ł`$ as shorthand for $`r_ł^X`$.

### C Cosmological parameter dependence of polarization power spectra

A detailed review of how CMB polarization reflects underlying physical processes in given in . In this subsection, we briefly review this topic from a more phenomenological point of view (see also ), focusing on how different cosmological parameters affect various features in the $`E`$, $`B`$ and $`X`$ power spectra and aiming to familiarize the reader with, in particular, the correlation spectrum $`r_ł`$ and its cosmology dependence. For more details, the reader is refererred to the polarization movies at www.hep.upenn.edu/$``$angelica/polarization.html.

Let us consider adiabatic inflationary models specified by the following 10 parameters: the reionization optical depth $`\tau `$, the primordial amplitudes $`A_s`$, $`A_t`$ and tilts $`n_s`$, $`n_t`$ of scalar and tensor fluctuations, and five parameters specifying the cosmic matter budget. The various contributions $`\mathrm{\Omega }_i`$ to critical density are for curvature $`\mathrm{\Omega }_\mathrm{k}`$, vacuum energy $`\mathrm{\Omega }_\mathrm{\Lambda }`$, cold dark matter $`\mathrm{\Omega }_{\mathrm{cdm}}`$, hot dark matter (neutrinos) $`\mathrm{\Omega }_\nu `$ and baryons $`\mathrm{\Omega }_\mathrm{b}`$. The quantities $`\omega _\mathrm{b}h^2\mathrm{\Omega }_\mathrm{b}`$ and $`\omega _{\mathrm{dm}}h^2\mathrm{\Omega }_{\mathrm{dm}}`$ correspond to the physical densities of baryons and total (cold + hot) dark matter ($`\mathrm{\Omega }_{\mathrm{dm}}\mathrm{\Omega }_{\mathrm{cdm}}+\mathrm{\Omega }_\nu `$), and $`f_\nu \mathrm{\Omega }_\nu /\mathrm{\Omega }_{\mathrm{dm}}`$ is the fraction of the dark matter that is hot. The baseline values of the parameters here and in the movies are for the concordance model of , $`\tau =\mathrm{\Omega }_\mathrm{k}=A_t=f_\nu =0`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.66`$, $`\omega _{\mathrm{dm}}=0.12`$, $`\omega _\mathrm{b}=0.02`$, $`n_s=0.93`$, providing a good fit to current data from the CMB, galaxy and Lyman Alpha Forest clustering and Big Bang nucleosynthesis.

#### 1 Polarized versus unpolarized

If recombination were instantaneous, there would be no polarization at all!

Both the $`E`$ and the $`T`$ power spectra carry information about the $`z\mathrm{}>10^3`$ pre-recombination epoch in the form of acoustic oscillations. From a practical point of view, there are two obvious differences between the $`E`$ and $`T`$ power spectra as illustrated by Figure 1:

* The $`E`$ power is smaller since the polarization percentage is small, making measurements more challenging. This is because polarization is only generated when locally anisotropic radiation scatters off of free electrons, and this only occurs during the brief period when recombination is taking place: before recombination, radiation is quite isotropic and after recombination there is almost no scattering.
* Aside from reionization effects, the $`E`$ power approaches zero on scales much larger than those of the first acoustic peak. This is because the polarization anisotropies are only generated on scales of order the mean free path at recombination and below.

As detailed below, changing the cosmological parameters affects the polarized and unpolarized power spectra rather similarly except for the cases of reionization and gravity waves. All power spectra were computed with the CMBfast software .

#### 2 Reionization

Reionization at redshift $`z_{}`$ introduces a new scale $`ł_{}20(z_{}/10)^{1/2}`$ corresponding to the horizon size at the time. Primary (from $`z\mathrm{}>1000`$) fluctuations $`\delta T_ł`$ on scales $`łł_{}`$ get suppressed by a factor $`e^\tau `$ and new series of peaks§§§These new peaks are caused not by acoustic oscillations, but by a projection effect: they are peaks in the Bessel function that accounts for free streaming, converting local monopoles at recombination to local quadrupoles at reionization.  are generated starting at the scale $`ł_{}`$. Figure 3 illustrates that although these new peaks are almost undetectable in $`T`$, drowning in sample variance from the unpolarized Sachs-Wolfe effect, the are clearly visible in

$`E`$ since the Sachs-Wolfe nuisance is unpolarized and absent. The models in Figure 3 have abrupt reionization giving $`\tau z_{}^{3/2}`$, so higher $`z_{}`$ is seen to shift the new peaks both up and to the right.

On small scales, reionization leaves the correlation $`r_ł`$ unchanged since $`C_ł^T`$ and $`C_ł^E`$ are merely rescaled. On very large scales, $`r_ł`$ drops since the new polarized signal is uncorrelated with the old unpolarized Sachs-Wolfe signal. On intermediate scales $`ł\mathrm{}>ł_{}20`$, oscillatory correlation behavior is revealed for the new peaks.

For more details about CMB polarization and reionization see .

#### 3 Primordial perturbations

As seen in Figure 4, gravity waves (a.k.a. tensor fluctuations) contribute only to fairly large angular scales, producing $`E`$ and $`B`$ polarization. Just as for the reionization case, unpolarized fluctuations are also produced but are difficult to detect since they get swamped by the Sachs-Wolfe effect. As has been frequently pointed out in the literature, no other physical effects (except CMB lensing and foregrounds) should produce $`B`$ polarization, potentially making this a smoking gun signal of gravity waves.

Adding a small gravity wave component is seen to suppress the correlation $`r_ł`$ in Figure 4, since this component is uncorrelated with the dominant signal that was there previously. Indeed, this large-scale correlation suppression may prove to be a smoking gun signature of gravity waves that is easier to observe in practice than the oft-discussed $`B`$-signal. This $`TE`$-correlation suppression

comes mainly from $`E`$, not $`T`$: since the tensor polarization has a redder slope than the scalar polarization, it can dominate $`E`$ at low $`ł`$ even while remaining subdominant in $`T`$.

The amplitudes $`A_s`$, $`A_t`$ and tilts $`n_s`$, $`n_t`$ of primordial scalar and tensor fluctuations simply change the amplitudes and slopes of the various power spectra: B is controlled by $`(A_t,n_t)`$ alone, whereas $`T`$ and $`E`$ are affected by $`(A_s,n_s)`$ and $`(A_t,n_t)`$ in combination. Note that if there are no gravity waves ($`A_t=0`$), then these amplitudes and tilts cancel out, leaving the correlation spectrum $`r_ł`$ independent of both $`A_s`$ and (apart from aliasing effects) $`n_s`$.

#### 4 Spacetime geometry

Just as $`A_s`$ and $`n_s`$, the spacetime geometry parameters $`\mathrm{\Omega }_\mathrm{k}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ affect the polarized and unpolarized power spectra in similar ways. $`\mathrm{\Omega }_\mathrm{k}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ were completely irrelevant at $`z>10^3`$, when the acoustic oscillations were created, since $`\mathrm{\Omega }_\mathrm{k}\mathrm{\Omega }_\mathrm{\Lambda }0`$ at that time regardless of their present values. As is well-known and illustrated by the above-mentioned movies, the acoustic peak features are therefore independent of these parameters, merely shifting sideways on a logarithmic plot as geometric effects magnify/shrink the scale of primordial fluctuation patterns. On large scales, the late ISW effect creates additional power that is completely unpolarized, since this is a pure gravity effect involving no Thomson scattering. Since the ISW effect is uncorrelated with the primary large-scale fluctuations, it suppresses $`r_ł`$ on large scales as $`\mathrm{\Omega }_\mathrm{k}`$ or $`\mathrm{\Omega }_\mathrm{\Lambda }`$ shift away from zero as seen in Figure 5.

#### 5 Matter budget

The Primordial CMB signal is dominated by fluctuations in the gravitational potential and the density at $`z10^3`$, whereas the $`E`$-signal is dominated by peculiar velocities on the last scattering surface. This is why the $`E`$-spectrum is seen to be out of phase with the T-spectrum, peaks in one matching troughs in the other. This also explains why increasing the baryon fraction $`f_b\mathrm{\Omega }_\mathrm{b}/(\mathrm{\Omega }_\mathrm{b}+\mathrm{\Omega }_{\mathrm{dm}})`$ as in Figure 6 lowers the polarized peaks, in contrast to the boosting of odd peaks for the unpolarized case: more baryons lower the sound speed in the photon-baryon plasma, producing lower velocities.

The remaining matter budget parameters, the cold and hot dark matter densities, effect $`E`$ polarization in much the same way $`T`$. Increasing the dark matter density $`h^2\mathrm{\Omega }_{\mathrm{dm}}`$ shifts the peaks down and to the left. The $`T`$, $`E`$ and $`r_{\mathrm{}}`$ power spectra change hardly at all when changing the fraction $`\mathrm{\Omega }_\nu /\mathrm{\Omega }_{\mathrm{dm}}`$ of the dark matter that is hot. This is because the neutrinos were already quite cold (nonrelativistic) at the time the CMB fluctuations are formed.

## III Case study I: PIQUE

We now turn to the issue of measuring cross-polarization in practice, including issues of methodology, window functions and leakage. We analyze an existing data set in this section, then turn to simulations of upcoming data in Section IV .

### A Data

PIQUE was a CMB polarization experiment on the roof of the physics building at Princeton University. It used a single 90 GHz correlation polarimeter with FWHM angular resolution of $`0^{}.235`$, and observed a single Stokes parameter $`Q`$ in a ring of radius of $`1^{}`$ around the North Celestial Pole (NCP)  (see Figure 7).

During one day, the telescope was able to observe on the order of 20 independent points on this ring, chopping slowly (every few seconds) between two points separated by 90 along this circle. The polarized sky signals detected at these two points had opposite signs ($`\pm Q`$) and were six hours out of phase See  and $`dicke.princeton.edu`$ for more details. . This means that the experiment did not measure individual $`Q`$-values, but sums of two. To simplify subsequent calculations, we eliminated this complication using the deconvolution method described in appendix D of  to recover a filtered version of the $`Q`$-map. Specifically, the ring was pixelized into 144 angular bins, and we denoted the corresponding $`Q`$-values $`Q_1,\mathrm{},Q_{144}`$. Let us focus on four pixels forming a perfect square in the sky, say pixels 1, 37, 73 and 109, and group them into a vector $`𝐱`$. Because of the chopping, PIQUE measured not $`𝐱`$ but the linear transformation $`\mathrm{𝐀𝐱}`$, where

𝐀=(
1100011000111001)and𝐱=(
Q1Q37Q73Q109).formulae-sequence𝐀
1100011000111001and𝐱
Q1Q37Q73Q109{\bf A}=\left(\begin{tabular}[]{cccc}1&1&0&0\\
0&1&1&0\\
0&0&1&1\\
1&0&0&1\end{tabular}\right)~{}{\rm and}\quad{\bf x}=\left(\begin{tabular}[]{c}$Q_{1}$\\
$Q_{37}$\\
$Q_{73}$\\
$Q_{109}$\end{tabular}\right). (5)
The matrix $`𝐀`$ is singular, with a vanishing eigenvalue corresponding to the vector $`(1,1,1,1)`$. Our deconvolution therefore sets this particular mode to zero, and encodes our lack of information about its value as near-infinite noise for this mode in the map noise covariance matrix. Since there are a total of 36 such pixel quadruplets, our deconvolved data set, which is plotted in Figure 7, thus has 36 such unmeasured modes.

Because PIQUE was insensitive to the unpolarized CMB component, we cross-correlated the $`Q`$-data from PIQUE with $`T`$-data from the SK map , deconvolved and pixelized as described in . To take advantage of cross-polarization information from spatially separated pixels, we used SK pixels not merely from the PIQUE circle, but from a filled disk of radius $`3^{}`$ around the NCP, a total of 288 $`0.31^{}\times 0.31^{}`$ pixels. We found that further increasing the size of the SK disk did not significantly tighten our constraints. Our final data vector combines the PIQUE $`Q`$-data and the SK $`T`$-data and thus contains $`144+288=432`$ pixels.

### B Method

We compute the six power spectra describe in Section II A using quadratic estimator method as described in , computing fiducial power spectra with the CMBfast software  using cosmological parameters from the concordance model from . We also perform a likelihood analysis as described below.

A key challenge is separating the six power spectra ($`T,E,B,X,Y,Z`$). A generic quadratic band power estimator (a quadratic combination of $`T`$, $`Q`$ and $`U`$ pixels) will probe a weighted average of all six power spectra, so measurements of the six can in principle be afflicted by as many as $`\left(\genfrac{}{}{0pt}{}{6}{2}\right)=15`$ types of unwanted “leakage” whereby a measurement of one power spectrum picks up contributions from another. In  it was argued that susceptibility to systematic errors could be reduced by chosing the “priors” that determine the quadratic estimator method to have vanishing cross-polarizations, $`X=Y=Z=0`$, and it was shown that this simplification came at the price of a very small (percent level) increase in error bars. In Appendix A, we show that this choice has an important added benefit: exploiting a parity symmetry, it eliminates 14 out of the 15 leakeges, with only the much discussed  $`EB`$ leakage remaining. Note that whereas parity-conservation in the laws of physics predicts $`Y=Z=0`$, the proof given in Appendix A is purely geometric in nature, and holds even if parity-violating physics, foregrounds, etc., produce non-vanishing $`Y`$ and $`Z`$.

This result is useful in all but eliminating the leakage headache, which would otherwise complicate both calculation and interpretation. It also has important implications for other approaches, notably the currently popular maximum-likelihood (ML) method as implemented by the MADCAP software  and applied to Maxima, BOOMERanG, DASI and other experiments: generalizing it to polarization in the obvious way will produce the exactly the sort of leakage that our method eliminates. However, this problem can be eliminated as described below.

The quadratic estimator (QE) method is closely related to the ML method: the latter is simply the quadratic estimator method with $`𝐁=𝐅^1`$ in equation (10), iterated so that the fiducial (“prior”) power spectrum equals the measured one . For a detailed comparison between these two methods, see section IV.B. in . The ML method has the advantage of not requiring any prior to be assumed. The QE method has the advantage of being more accurate for constraining cosmological models — since it is quadratic rather than highly non-linear, the statistical properties the measured band power vector $`𝐪`$ can be computed analytically rather than approximated, which allows the likelihood function to be computed directly from $`𝐪`$ (as opposed to $`𝐱`$), in terms of generalized $`\chi ^2`$-distributions .

Both methods are unbiased, but they may differ as regards error bars. The QE method can produce inaccurate error bars if the prior is inconsistent with the actual measurement. The ML method Fisher matrix can produce inaccurate error bar estimates if the measured power spectra have substantial scatter due to noise or sample variance, in which case they are unlikely to describe the smoother true spectra. A good compromise is therefore to iterate the QE method once and choose the second prior to be a rather smooth model consistent with the original measurement. The lesson to take away from Appendix A is that if the ML method is used, one should reset $`X=Y=Z=0`$ before each step in the iteration, thereby eliminating all leakage except between $`E`$ and $`B`$.

Table 1 – Polarization power spectrum(a)

$`\delta \mathrm{T}^2\pm \sigma ^2[\mu K^2]`$ $`\mathrm{\Delta }ł\pm \sigma _ł`$ $`\delta \mathrm{T}[\mu K]^{(b)}`$  $`T`$ 2183 $`\pm `$905 151.3$`\pm `$ 85.8 46.7$`{}_{11}{}^{}{}_{}{}^{+9}`$  $`E`$ -2.4$`\pm `$ 17.4 153.4$`\pm `$ 87.6 $`<`$ 3.9 (5.7)  $`B`$ -8.1$`\pm `$ 16.0 141.6$`\pm `$ 73.7 $`<`$ 2.8 (4.9)  $`X`$ -145.5$`\pm `$222.2 137.4$`\pm `$ 69.4 $`<`$ 8.6(17.3)  $`Y`$ -7.9$`\pm `$206.2 151.3$`\pm `$ 82.5 $`<`$14.1(20.1)

(a)Results from combined PIQUE and SK data;
(b)Values in parentheses are 2-$`\sigma `$ upper limits.

### C Results

Table 1 shows the result of our band-power estimation. Here we use 50 multipole bands of width $`\mathrm{\Delta }ł=20`$ for each of the six polarization types $`(T,E,B,X,Y,Z)`$, thereby going out to $`ł=1000`$, and average the measurements together into a single number for each polarization type to reduce noise. We eliminate sensitivity to offsets by projecting out the mean (monopole) from the $`T`$ and $`Q`$ maps separately. The values shown in parentheses in the most right column of Table 1 are 2-$`\sigma `$ upper limits (those are also the values that we present here as our upper limits).

The detection of unpolarized power is seen to be consistent with that published for the full SK map . The table shows that we detect no polarization or cross-polarization of any type, obtaining upper limits, just as the concordance model predicts. No results of $`Z`$ are reported since PIQUE provides only $`Q`$ data (note that $`Q`$ and $`U`$ are needed to isolate $`Z`$-polarization — we will include $`Z`$ in in Section IV).

The window functions reveal substantial leakage between $`E`$ and $`B`$, so the limits effectively constrain the average of these two spectra rather than both separately. For this reason, and to recast our constraints in terms of the $`TE`$ correlation coefficient $`r_{\mathrm{}}`$, we complement our band-power analysis with a likelihood analysis where we assume $`B=0`$. Specifically, we set $`B=Y=Z=0`$ and take each of the remaining power spectra $`(T,E,X)`$ to be constant out to $`ł=1000`$.

We first perform a simple 1-dimensional likelihood analysis for the parameter $`E`$ using the PIQUE data alone (discarding the SK information), obtaining the likelihood function (bottom solid line in right panel of Figure 8) in good agreement with that published by the PIQUE team . They find 95% of the area for $`E<10\mu `$K — our likelihood curve drops by a factor $`e^2`$ at a slightly lower value $`E7\mu `$K as expected, since the likelihood curve is asymmetric and hence highly non-Gaussian. This non-Gaussianity also means that the precise confidence levels of the upper limits in Table 1 should be taken with a grain of salt. The $`B`$-limit is rather low because noise fluctuations give a negative best estimate (recall that what is measured is the sky power minus the expected noise power, which can be negative), and this preference for negative $`B`$ pulls down the $`E`$ estimate too since the strong leakage implies that it is really measuring a weighted average of $`E`$ and $`B`$.

We then compute the likelihood function including both PIQUE and SK data in the 3-dimensional space spanned by $`(T,E,r_{\mathrm{}})`$ and compute constraints on individual parameters or pairs by marginalizing as in . Figure 8 shows that this produces a $`T`$-measurement $`T50\mu `$K, consistent with that for the full SK map  (left panel). Figure 9 shows our constraints in the $`(E,r_{\mathrm{}})`$-plane after marginalizing over $`T`$. The “C” shape of the contours in here are not generic: we performed a series of Monte Carlo simulations, and some produced “backward C” shapes instead, others “S”-like shapes. This figure also shows that our constraints on the cross-polarization are weaker than the Schwarz inequality $`r_{\mathrm{}}1`$, so in this

sense the data has taught us nothing new. This funny situation is unique to measuring correlations, since any measurement of say $`T`$ or $`E`$, however noisy, will always rule out some class of theoretically allowed models. However, it is important to point out that this failure to beat the Schwartz inequality does not mean that an experiment is far from detecting polarization: as we saw in Section II C, the actual correlation coefficient can be of order unity, so the step from overcoming the Schwartz bound to detecting an $`X`$-signal may in fact be quite small. Figure 10 summarizes all polarization limits published to date, and indicates that the detection of cross-polarization may indeed be just around the corner.

Cross-polarization information could, in principle, reduce error bars on $`E`$ as well. As an extreme example, if we had measured that $`r_{\mathrm{}}1`$ on the angular scales probed by PIQUE, with tiny error bars, then we would know the exact spatial template of the $`E`$-map from the $`T`$-map and could therefore fit for its amplitude quite accurately. The effect of adding cross-polarization information on the PIQUE $`E`$-limits is shown in Figure 8 (dashed line in right panel). In this case, we had no meaningful constraints on $`r_{\mathrm{}}`$, so it is not surprising that this approach does not help us: we see that adding the unpolarized temperature simply weakens the upper limit slightly courtesy of noise fluctuations.

Since $`r_ł`$ is expected to oscillate between positive and negative values, using a flat (constant) $`r_ł`$ in the likelihood analysis runs the risk of failing to detect a signal that is actually present in the data, canceling out positive and negative detections at different angular scales. This is not likely to have been a problem in our case, since $`r_ł`$ is uniformly negative in our sensitivity range $`ł=137\pm 69`$ for the concordance model, but for future experiments with higher signal-to-noise, it will be important to parametrize $`r_ł`$ in a more physical way - either with separate bandpowers in multiple bands or directly in terms of cosmological parameters.

### D Future prospects

What improvements in data would enhance the scientific potential of an experiment like PIQUE the most? Reducing the noise level in the polarization measurements would obviously improve the limits on $`E`$, $`B`$ and $`r_ł`$. We find that substantial reductions would be needed to make a qualitative difference – a simulation merely doubling the amount of data, adding $`U`$-polarization, did not produce an $`r_ł`$-detection or beat the Schwarz inequality. Figure 11 shows which sort of sensitivity improvements are needed for a marginal detection in the $`E`$$`r_ł`$ plane using the same number and position of pixels as for PIQUE. The Schwarz bound inequality is seen to be beaten by a substantial margin on the high side. This illustrates the potential value of experimental groups coordinating to observe the same sky regions. Increased sky coverage and a more two-dimensional geometry clearly helps, and we explore such an example in the next section.

## IV Case study II: $`\mathrm{BOOMERanG}`$ data

We begin case study II by extending the results presented in . In this section we quantify the ability of $`\mathrm{BOOMERanG}`$ to separate the $`Y`$ and $`Z`$ correlations using $`(T,Q,U)`$ maps.

We pixelize our sky patch using the equal-area icosahedron method  at resolution levels 35, corresponding to 361 $`\mathrm{BOOMERanG}`$ pixels We use the icosahedron pixelization since it has the roundest (mainly hexagonal) pixels and is highly uniform. Although we did not use it here, the HEALPIX package  is useful in allowing azimuthal symmetry to be exploited for saving computer time. . We apply the quadratic estimator described in  just as we did for PIQUE, with the fiducial power spectra $`C_ł^T`$ computed using CMBfast software  using cosmological parameters from the concordance model from . In our fiducial model we set $`C_ł^E=1\mu `$K2 and $`C_ł^B=C_ł^X=C_ł^Y=C_ł^Z=0`$, and eliminate sensitivity by offsets by projecting out the mean (monopole) for $`T`$, $`Q`$ and $`U`$ maps separately.

Figure 12 shows how important the unpolarized counterpart is when constraining the polarized power spectrum: high signal–to–noise temperature data is seen to substantially improve how well $`E`$ can be constrained. The $`1\mu `$K $`E`$ signal used in our case study is detected at high significance when using polarization data alone. Although adding $`T`$-information is obviously necessary to constrain $`r_ł`$, we found that it helped only marginally for constraining $`E`$: we repeated our likelihood analysis using $`T`$, $`Q`$ and $`U`$ data jointly, marginalizing over $`T`$ and $`r_ł`$, and obtained essentially unchanged error bars.

Finally, Figure 13 shows that we can separate the $`Y`$ and $`Z`$ correlations if we use $`(T,Q,U)`$ maps jointly. We also verified numerically that there is no leakage between the $`TB`$ and $`EB`$ correlations, as proved in Section VI. Note that the results in this section underestimates the true power of Boomerang 2002 by only using enough pixels to probe the power out to $`ł120`$, the key intention being simply to demonstrate that the both experimental sensitivity and our analysis method is adequate. When the real data is available, a more computer intensive analysis with or order $`10^4`$ pixels will be worthwhile.

## V CONCLUSIONS

We have presented the first attempt at measuring the CMB cross-polarization, using the PIQUE and SK data sets. We obtain upper limits of $`TEX<`$ 8.6 $`\mu `$K (95% CL) and $`TBY<`$ 14.1 $`\mu `$K (95% CL). Limits for $`E`$ are in concordance with the values presented in , and are much higher than the expected NCP foreground levels \**\**\**  extrapolated an upper limit of 0.5 $`\mu `$K for the polarized dust emission from the IRAS 100 $`\mu `$m map  and an upper limit of 0.4 $`\mu `$K for the polarized synchrotron emission from the Brouw & Spoelstra  and Haslam  maps — both limits were for the NCP region and the PIQUE observing frequency. . We also discuss theoretical and practical issues relevant to measuring cross-polarization and illustrate them with simulations of the upcoming $`\mathrm{BOOMERanG}`$ 2002 experiment: we find that substantial improvements on measuring the polarized power spectra would be possible if the noise could be lowered in the unpolarized map used for the cross-correlation. Among other things, we show that the well-known problem of $`EB`$ leakage, which complicates measurements of $`E`$ and $`B`$ power, vanishes when measuring the three cross-polarization power spectra ($`TE`$, $`TB`$ and $`EB`$).

## VI Appendix

In this appendix, we prove the no-leakage theorem described in the text. Specifically, we show that that our quadratic estimator method gives no leakage between any of the 15 power spectrum pairs except E/B.

We follow the notation of  throughout. We let $`𝐱`$ denote the vector that contains the measured temperature and Stokes parameters at each pixel and consider quadratic estimators of the different power spectra,

$$q_i𝐱^t𝐐_i𝐱=\text{tr}[𝐐_i\mathrm{𝐱𝐱}^t],$$
(6)
where $`i`$ labels at the same time both the polarization type $`P`$ ($`T,E,B,X,Y`$ and $`Z`$) and the multipole $`ł`$ to be measured. $`q_i`$ probes a weighted average of the power spectra,

$`q_i`$ $`=`$ $`\text{tr}[𝐐_i𝐂]`$ (7)
$`=`$ $`b+{\displaystyle \underset{P^{}=1}{\overset{6}{}}}{\displaystyle \underset{ł^{}=2}{\overset{\mathrm{}_{\mathrm{max}}}{}}}W_{ł^{}P^{}}^{łP}C_ł^{}^P^{},`$ (8)
where $`b\text{tr}[𝐐_i𝚺]`$ is the contribution from experimental noise, $`𝚺`$ is the noise covariance matrix, $`\mathrm{SS}`$ is the covariance matrix due to the cosmological signal, and $`𝐂=𝚺+\mathrm{SS}`$ is the total covariance matrix. In equation (7) we introduced generalized window functions,

$$W_{ł^{}P^{}}^{łP}\text{tr}[𝐐_i𝐏_i^{}],$$
(9)
where $`𝐏=𝐂/C_l^P`$. For a fixed $`(P,ł)`$, they show the expected contributions to the band power estimate $`q_i`$ not only from different $`ł`$-values, but also from different polarization types. For instance, an estimate of $`E`$-polarization may inadvertently pick up a contribution from $`B`$-polarization as well, since it is difficult to separate the two with only partial sky coverage . Such leakage between different polarization types is clearly undesirable since it complicates interpretation of the measurements. The aim of the appendix is to show that for our particular choice of estimator $`𝐐_i`$, most elements of the window functions $`W_{ł^{}P^{}}^{łP}`$ vanish, and that there is indeed no other leakage than between any E and B — not, say, between X and Y or between E and Z.

In  it was shown that the quadratic estimator defined by

$$𝐐_i=\frac{1}{2}𝒩_i\underset{j}{}B_{ij}𝐂^1𝐏_j𝐂^1,$$
(10)
distills all the cosmological information from $`𝐱`$ into the (normally much shorter) vector $`𝐪`$ if $`𝐂`$ is the true covariance matrix. Moreover, if $`𝐂`$ is a reasonable estimate of the true covariance matrix, then the data compression step of going from $`𝐱`$ to $`𝐪`$ destroys information only to second order. In equation (10), $`𝐁`$ is an arbitrary invertible matrix and the normalization constants $`𝒩_i`$ are chosen so that all window functions sum to unity. This means that we can interpret $`q_i`$ as measuring a weighted average of our unknown parameters, the window giving the weights.

For our estimates we constructed the covariance matrix appearing in equation (10) setting $`C_l^X=C_l^Y=C_l^Z=0`$ and $`C_l^E=C_l^B`$. As explained in detail in , the choice $`C_l^X=C_l^Y=0`$ was made because it makes the estimates of the temperature power spectra only depend on quadratic combinations involving two measured temperatures, the estimates of $`X`$ and $`Y`$ only depend on quadratic combinations involving one Stokes parameter and one temperature and the estimate of the $`E`$, $`B`$ and $`Z`$ spectra only depend on products of two Stokes parameters (otherwise additional non-intuitive terms get included, say temperature autocorrelations when measuring $`E`$, increasing susceptibility to systematic errors). These facts immediately imply that the only mixed windows that could potentially be non-zero are $`W_{ł^{}B}^{łE},W_{ł^{}Y}^{łX},W_{ł^{}Z}^{łE},W_{ł^{}Z}^{łB}`$, i.e., that of the $`\left(\genfrac{}{}{0pt}{}{6}{2}\right)=15`$ types of potential leakage, only EB, XY, EZ and BZ leakage is possible. What we will show in this appendix using an argument based on the parity of the different fields is that only $`W_{ł^{}B}^{łE}`$ is non-zero for our choice of $`𝐂`$.

We consider a parity transformation such that the coordinate $`𝐫^{}=𝐫`$, where primes indicate the coordinates after the transformation. We define the operator $`𝚷`$ to be the one that transforms the vector of temperatures and Stokes parameters $`𝐱`$ under the parity transformation, $`𝐱^{}=𝚷𝐱`$. It satisfies $`𝚷^2=𝐈`$, the identity. For example, if the Stokes parameters at each point on the sky were defined with respect to the spherical coordinate system, then $`𝚷`$ transforms them as $`Q^{}=Q`$ and $`U^{}=U`$. Under a parity transformation, we also have $`T^{}=T`$, $`E^{}=E`$ and $`B^{}=B`$.

To understand how the matrices $`𝐂`$ and $`𝐏`$ behave under parity, we need to understand their structure. Let us consider an arbitrary pair of points labeled $`A`$ and $`B`$. The matrices are most easily described when the Stokes parameters are measured with respect to the natural frame, that is when $`Q`$ is defined as the differences in intensity in the directions parallel and perpendicular with respect to the great circle that joins $`A`$ and $`B`$. In that case the structure of the covariance matrix is,

$`T_AT_B`$ $`=`$ $`{\displaystyle \underset{l}{}}f_1^łC_ł^T`$ (11)
$`Q_AQ_B`$ $`=`$ $`{\displaystyle \underset{l}{}}f_2^łC_ł^E+f_3^łC_ł^E`$ (12)
$`U_AU_B`$ $`=`$ $`{\displaystyle \underset{l}{}}f_2^łC_ł^B+f_3^łC_ł^B`$ (13)
$`T_AQ_B`$ $`=`$ $`{\displaystyle \underset{l}{}}f_4^łC_ł^X`$ (14)
$`T_AU_B`$ $`=`$ $`{\displaystyle \underset{l}{}}f_4^łC_ł^Y`$ (15)
$`U_AQ_B`$ $`=`$ $`{\displaystyle \underset{l}{}}(f_2^łf_3^ł)C_ł^Z`$ (16)
where the coefficients $`f_i^ł`$ are known functions of the angular separation between $`A`$ and $`B`$. From the above expressions we can calculate what the different $`𝐏`$-matrices are in this frame. The matrix $`𝐏_T`$ has non-zero entries only for the terms involving $`T_A`$ and $`T_B`$, $`P_E`$ and $`P_B`$ only terms involving $`Q_A`$ $`Q_B`$ and $`U_A`$ $`U_B`$, $`𝐏_X`$ only for those involving $`Q_A`$ $`T_B`$ and $`Q_B`$ $`T_A`$, $`𝐏_Y`$ only for those involving $`U_A`$ $`T_B`$ and $`U_B`$ $`T_A`$ and $`𝐏_Z`$ only for those involving $`Q_A`$ $`U_B`$ and $`Q_B`$ $`U_A`$. Moreover if when constructing $`𝐂`$ we took $`C_ł^X`$ and $`C_ł^Y`$ to be zero, $`𝐂`$ is block diagonal, with no terms that mix $`T`$ and $`Q`$ or $`T`$ and $`U`$. It is clear then why our estimators of $`X`$ and $`Y`$ only contain $`TQ`$ and $`TU`$ terms.

Under a parity transformation in this coordinate system, the Stokes parameters transform as $`T^{}=T`$ , $`Q^{}=Q`$ and $`U^{}=U`$. Under parity in (11), the last two equations change sign while the others remain the same. Thus if $`𝐂`$ was constructed assuming that all the cross spectra were zero, which implies that the last three expectation values in equation (11) are zero, then $`𝚷𝐂𝚷=𝐂`$ which implies that $`𝚷𝐂^1𝚷=𝐂^1`$. Furthermore because only the last two equations in (11) change sign, the $`𝐏`$ matrices satisfy $`𝚷𝐏_T𝚷=𝐏_T`$, $`𝚷𝐏_E𝚷=𝐏_E`$, $`𝚷𝐏_B𝚷=𝐏_B`$, $`𝚷𝐏_X𝚷=𝐏_X`$, $`𝚷𝐏_Y𝚷=𝐏_Y`$ and $`𝚷𝐏_Z𝚷=𝐏_Z`$. In other words, the $`Y`$ and $`Z`$ spectra are odd under parity while the $`T`$, $`E`$ and $`X`$ ones are even.

We now have all the necessary ingredients to show that any cross window function that involves spectra with different parity will be zero. These window functions will be given by the values of $`\text{tr}[𝐂^1𝐏_i𝐂^1𝐏_i^{}]`$. If the two $`𝐏`$-matrices have different parities, we have

$$\text{tr}[𝐂^1𝚷𝐏_i𝚷𝐂^1𝚷𝐏_i^{}𝚷]=\text{tr}[𝐂^1𝐏_i𝐂^1𝐏_i^{}].$$
(17)
Using the fact that $`𝐂^1`$ commutes with $`𝚷`$ and the cyclic property of the trace, we get

$$\text{tr}[𝐂^1𝐏_i𝐂^1𝐏_i^{}]=\text{tr}[𝐂^1𝐏_i𝐂^1𝐏_i^{}].$$
(18)
Thus if $`𝐏_i`$ and $`𝐏_i^{}`$ have different parities, the trace will be zero. With our choice of $`𝐂`$, the window functions mixing spectra with different parities are identically zero. This means that there is no leakage between X and Y, between E and Z or between B and Z, so the only non-zero mixed window function is $`W_{ł^{}B}^{łE}`$. In other words, out of the 15 potential leakages, our method eliminates all except that between E and B.

Support for this work was provided by NASA grants NAG5-9194 and NAG5-11099, NSF grant AST00-71213, and two awards from the David and Lucile Packard Foundation.


text:
# The X–ray transient XTE J1859+226 in Outburst & Quiescence

## 1 Introduction

Soft X-ray transients (SXTs) are a subclass of low-mass X-ray binaries (LMXBs) that are characterized by episodic X-ray outbursts (usually lasting for several months), when the X-ray luminosities can increase by as much as a factor of 107 \[van Paradijs & McClintock 1995\]. The observed optical flux is generated by X-ray reprocessing in the accretion disc and the companion star. These outbursts recur on a timescale of decades, but in the interim the SXTs are in a state of quiescence and the optical emission is dominated by the radiation of the faint companion star. This offers the best opportunity to analyze the properties of this star and obtain dynamical information which eventually enables us to constrain the nature of the compact object. There are currently 17 SXTs with identified optical counterparts, with 13 dynamically studied black-holes and 4 confirmed neutron stars.

The X–ray transient J1859+226, was discovered by the All–Sky Monitor (ASM) on board the Rossi X–Ray Timing Explorer (RXTE) on 1999 October 9 \[Wood et al. 1999\] and subsequently identified with a R=15.1 variable star \[Garnavich & Quinn 2000\]. Spectra during outburst showed typical LMXB features \[Wagner et al. 1999\]. The dereddened optical energy distribution was represented by a steep blue power law flattening in the ultraviolet which suggested a binary period $``$1 day. Although no persistent coherent modulation was detected, a low amplitude (1 per cent modulation) with a period of 22–23 min was seen \[Hynes et al. 1999\]. Subsequent photometry revealed other modulations with periods of 0.2806 days \[Uemura et al. 1999\] and 0.3813 days \[Garnavich et al. 1999\], but none of them could be confirmed. Nine months after the outburst, but still not in quiescence, a new 0.78 day period was reported \[McClintock et al. 2000\]. Light curves folded on this period showed a 0.2 mag primary minimum (interpreted as a partial eclipse of the accretion disc by the secondary star), and a shallow secondary minimum (explained as an eclipse of the star by the disc).

Here we present our extensive optical photometry of the entire outburst, the subsequent minioutburst and the first quiescent photometry. Some of these results have received preliminary announcements in Sánchez–Fernández et al. 2000, Zurita et al. 2000 and Charles et al. 2000.

## 2 Observations and Data Reduction

### 2.1 Photometry

Our long–term monitoring campaign was carried out during the period Oct. 1999– Sep. 2000 with the 80 cm IAC80 and 1m Optical Ground Station (OGS) at the Observatorio del Teide; 1m JKT, 2.5m NOT, 3.5m TNG and 4.5m WHT at the Observatorio del Roque de los Muchachos; 1.5m OAN and 2.2m CAHA at Observatorio de Calar Alto and 1.52m telescope at Loiano. We obtained CCD images mainly in $`R`$–band but also some $`B,V,I`$ colours. Integration times ranged from 30 s to 40 min , depending on the telescope, atmospheric conditions and the star brightness. The observing log with full details is given in Table 1. All the images were de–biased and flat–fielded in the standard way using iraf.

We applied aperture photometry to our object and several nearby comparison stars within the field of view, using iraf. We selected several comparison stars which were checked for variability during each night, and over the entire data set. Calibration of the data was performed using 17 standard stars from several fields \[Landolt 2000\], to construct a colour dependent calibration. Frames taken during quiescence with the WHT and good seeing conditions, revealed the presence of a faint nearby star $``$1.4 arsec North of the target (see Figure 1). We applied psf photometry using the IRAF routine DAOPHOT \[Stetson 1987\]. We found a magnitude of $`R`$=23.05$`\pm `$0.04 for the contaminating star. We also recalibrated a set of 5 faint comparison stars from the previous calibrated set, using these images (see Table 4).

### 2.2 Spectroscopy

Spectroscopic observations of XTE J1859+226 were carried out at primary outburst and during one of the minioutbursts. The observing log for these observations is presented in Table 3. The first series of optical spectra of the source were obtained on Oct. 28-29, 1999, when 31 exposures were taken in the Isaac Newton Telescope (INT) at the Observatorio del Roque de los Muchachos, using the eev10 camera on the Intermediate Dispersion Spectrograph (ids) (range 3500-5000 Å, spectral resolution 1.02 Å/pixel). The exposure times ranged from 300–600 s for individual spectra. A single 2400 s spectrum was obtained with the 152cm G.D. Cassini Telescope at Loiano Observatory using bfosc. The slit width was 2.5” and the spectral range 3500-9000 Å. The second series of spectroscopic observations were carried out on July 11 2001, during the second optical minioutburst described in section 4. We observed XTE J1859+226 using the isis spectrograph on the 4.2m WHT in Observatorio del Roque de los Muchachos, using typical exposure times of 1800 s. Standard iraf procedures were used to de–bias the images and to remove the small scale CCD sensitivity variations. One dimensional spectra were then extracted from the processed images using the optimal extraction method (Horne 1986). Wavelength calibration was interpolated between contemporaneous exposures of a copper–argon arc lamp. No flux calibration was performed on the spectra, instead continuum normalization was applied.

## 3 Long term behaviour

Both the X–ray and optical properties of XTE J1859+226 were very similar to those of previously well–studied black hole SXTs, and so we embarked on a campaign of systematic monitoring of the decay light curve. Optical outburst light curves of SXTs tend to be fragmentary and generally cover only the main outburst. We note that the only SXT that has been extensively covered throughout the entire outburst and subsequent decay activity is GRO J0422+32 (Callanan et al. 1995, Chevalier & Ilovaisky 1995). Figure 2 therefore compares the overall 1–yr light curve of GRO J0422+32 with of XTE J1859+226 in optical ($`R`$–band) and X–rays (2–12 keV), since the X–ray turn–on of 9 October 1999. The basic properties of the outburst light–curve, are summarized in Table 5. They are similar to the light curves reported in Chen et al. 1997. The optical light curve can be classified as FRED: ’fast–rise exponential–decay’, characterized by a smooth decline of 0.017 mag/day. At about the time that the X–rays dropped below the RXTE sensitivity limit, the optical light curve began a precipitous fall from $`R`$$``$18.5 to $`R`$$``$22.5 (day 210 after outburst). About 12 days after the peak of the outburst, the X–ray intensity reaches a secondary maximum which is not visible in our optical data.

A ’glitch’ of $`\mathrm{\Delta }`$$`R`$$``$0.5 mag was detected in the exponential decay phase, at about Mar 25 ($``$165 days after the peak), and in the X–ray light curve about 5 days earlier ($``$160 days from the outburst). Similar glitches have also been observed in the optical light curve of A0620-00 \[Tsunemi et al. 1977\], with a magnitude increase of $`\mathrm{\Delta }`$$`B`$$``$0.5 mag about 150 days after the onset of the outburst, and also in J0422+32 with $`\mathrm{\Delta }`$$`V`$$``$0.3 mag \[Callanan et al. 1995\]. In X–rays, glitches are seen in the light curves of J0422+32, A0620-00, 1543-47, and 1124–683 \[Chen et al. 1997\].

Shortly after this rapid decline began, we have detected 3 minioutbursts or small amplitude (relative to the primary peak) events superposed on a ’normal’ decay profile, when XTE J1859–226 was approaching quiescence (see Figure. 3). The first one (Jun 00) occurs $``$240 days after the peak, has an amplitude of 1.3 mag in $`R`$ (with respect to the base level of Jun 2000) and lasts for $``$20 days. After the minioutburst, the decay follows roughly the same decline as before. The second minioutburst (Jul 00) occurs $``$265 days after the peak, reaches a maximum of $`R`$$``$18 ($`\mathrm{\Delta }`$R$``$4.7mag) and lasts for $``$25 days. And the third (Aug 00) reaches a peak only $``$2 mags above the previous minimum.The source then decays linearly to $`R`$23 about 30 days after the onset on this last event. Minioutbursts have only been previously detected in GRO J0422+32 \[Chevalier & Ilovaisky 1995\] and GRS 1009–45 \[Bailyn 1992\] but this may be a consequence of inadequate monitoring (or lack of sensitivity) once the outburst is over. In J0422+32, two principal minioutbursts were observed (see Figure.2). Both had an amplitude of $`\mathrm{\Delta }`$$`V`$$``$5 mag and lasted for $``$20–40 days. Here the minioutbursts reached the same level as the extrapolated light curve before the precipitous fall and are followed by events of smaller amplitude, as occur in J1859+226 Jul 00 minioutburst. Despite these similarities, the shape of the long term light curve in J0422+32 is completely different. Here the rate of decay in the $`R`$–band is only 0.0056 mag/day, which is a remarkably slow rate \[Callanan et al. 1995\]. We note that both the duration of the main outburst and the minioutbursts is approximately the same.

Figure 4 presents colour information of J1859+226 as a function of time. The mean $`V`$$`R`$ colour during outburst was measured to be $``$0.27 and remains constant during the main outburst. The source does not show detectable colour changes during any given night. It is clear that the system reddens as the system approaches quiescence and the secondary’s contribution increases. During quiescence $`V`$$`R`$=0.81$`\pm `$0.11, which is consistent with the colour of a G9–K5 main sequence star.

From 24 Aug the system has reached quiescence with a mean magnitude of $`R`$=22.48$`\pm `$0.07 and $`V`$=23.29$`\pm `$0.09 (measured on 17 Oct). This yields a total amplitude for the optical outburst of $`\mathrm{\Delta }`$$`V`$=7.8 mag, comparable to that observed for other SXTs \[Chen et al. 1997\].

## 4 Analysis of photometric variability

Photometric variability has been explored in our best sampled data set. This includes a group of 6 nights at the peak of outburst (18–20, 29 October 1999, 8 and 28 November 1999), 2 nights during the maximum of the July minioutburst (5–6 July 2000) and 4 nights in quiescence (27–28 September 2000 and 4–5 November 2000). Hereafter, we will refer to data taken during the main outburst, the Jul 00 minioutburst and quiescence as Epochs A, B and C respectively and they are marked in Figure. 2.

### 4.1 Epoch A: Irregular Variability

Representative light curves of XTE J1859+226, at the beginning of the outburst, are presented in Figure 5. We note the remarkable changes in shape and amplitude with no evidence for repeatability. Intermittent modulations of this type during decline from outburst on timescales at or near the orbital period have been seen in GS 2000+25 \[Charles et al. 1991\], Nova Muscae 1991 \[Bailyn 1992\] and Nova Persei 1992 (Callanan et al. 1995; Chevalier and Ilovaisky 1994).

Fourier analysis of these October data, shows three main peaks of comparable significance at 0.1600, 0.1907 and 0.2353 days in the power spectrum. However, no clear modulation is obtained after folding the data on these periods. We also note that none of these periods have been observed by other authors. For example periods of 0.2806 days \[Uemura et al. 1999\] and 0.3813 days \[Garnavich et al. 1999\] were reported during the first phase of the outburst. Nonetheless, the determination of orbital periods of X–ray novae during outburst has proved notoriously unreliable, e.g. modulation in the outburst light curve at a period much shorter than the orbital period has been seen in V404 Cyg (i.e. Wagner et al. 1990, Gotthelf et al. 1991). On the other hand it has been suggested that J1859+226, has a binary period shorter than 1 day, since the dereddened optical spectral energy distribution of J1859+226 during outburst can be represented by a steep blue power law flattening in the ultraviolet, and this resembles energy distributions of other short–period SXTs \[Hynes et al. 1999\] .

### 4.2 Epoch B: 22 min QPOs

High time resolution (30 to 60 s) $`B`$–band light curves were obtained on 5 and 6 July when J1859+226 was at the maximum of a minioutburst (see Figure. 6). The light curve on Jul 5 shows an extended ’dip’ of about 0.3 mag lasting for 3 hr. During this dip, the source exhibited remarkable QPO flaring activity with $``$20 per cent amplitude. On July 6, the QPOs has disappeared and instead the source exhibited a smooth sinusoidal modulation with $``$0.10 mag amplitude. Studying the rapid variability seen on July 5, we find a period of 21.7$`\pm `$0.6 min using a periodogram analysis. This QPO timescale is very close to that reported by Hynes et al. 1999. The flaring ceased when the source returned to its predip level.

A periodicity of 0.78 days has also been reported from contemporary data \[McClintock et al. 2000\], which is claimed to be the orbital period. Their light curve shows evidence for a deep primary minimum (interpreted as the eclipse of the disc by the companion star) and a shallow secondary minimum. Assuming that the 0.3 mag dip in the July 05 light curve is the primary minimum, it occurs at HJD 2451731.51, which is exactly 1.3 days before McClintocks’s et al. primary minimum. Therefore the true orbital period would be a submultiple of 1.3 days, which automatically rules out the 0.78 d period \[Zurita et al. 2000\].

### 4.3 Epoch C: Quiescent ellipsoidal modulation

Data taken in quiescence during 2000 September 27 and 28, on the 4.2 m WHT, and 2000 November 4 and 5 on the 2.5 m INT, exhibit a sinusoidal modulation, with a peak-to-peak amplitude of about 0.4 mag. We applied a Chi-squared minimization method in order to characterize the periodicity present in the data. Periodogram is shown in Figure 7. The periodogram shows several peaks although formally the peak with the highest significance is found at 0.1594$`\pm `$0.003 days. Assuming that this is actually a double–humped ellipsoidal light curve, as is typical of quiescent soft X–ray transients, the orbital period would then be 0.3188$`\pm `$0.003 days ($``$7.7 hours). We note that this period is roughly a submultiple of 1.3 days. This suggests that the variability (and in particular the 0.35 mag drop observed in the July minioutburst), might be related to the orbital period. However, periods from 0.14 to 0.23 days (P$`{}_{orb}{}^{}`$6.6 to 11.2 hrs ) are equally possible at the 68 percent confidence level. Clearly more and higher quality data are needed to determine conclusively which period is the true orbital period.

We note that Filippenko & Chornock (2001) report a 9.16$`\pm `$0.08 hr (0.382$`\pm `$0.03 days) modulation in the radial velocities of only 10 spectra, spread over two nights, obtained during quiescence. This period is consistent with our data and previous reports by Garnavich et al. (2001) and Sánchez–Fernández et al. (2000). Since all the dataset are affected by aliasing, it is clear that more spectroscopic/photometric observations are required to determine the true orbital period.

In Figure 8 we show the quiescent data folded on the 0.319 days period (top panel) and on the 0.382$`\pm `$0.03 days Filippenko’s spectroscopic period (bottom panel). By comparing the amplitude of the curve with other SXTs in quiescence, we conclude that the the binary inclination must be high. The different depths in the minima also support this idea since this is only evident when the inclination angle is high.

An alternative way to estimate the orbital period is through the $`V`$ amplitude of the outburst light curve ($`\mathrm{\Delta }`$$`V`$), by the use of the empirical relation

$$\mathrm{\Delta }V=14.367.6\mathrm{log}P_{orb}(hr)$$

\[Shahbaz & Kuulkers 1998\]. Taking $`V`$(peak)=15.5 and $`V`$(quiescence)=23.3, we obtain P$`{}_{orb}{}^{}`$7.30 hr (0.30 days) which is consistent with the previous values.

## 5 Analysis of spectral variability

Spectral variability has been explored in epoch A (Oct.20–28) and in the epoch B minioutburst (Jul.11). Days when spectra were taken are marked by arrows in Figure. 2 and are plotted in Figure. 9.

### 5.1 Epoch A

The bluer spectrum displayed typical emission lines of X–ray transients in outburst: He ii 4686 Å, the Bowen blend at 4630–4640 Åand 3097– 4103 Å, and Balmer emission from H$`\beta `$ to H$`\delta `$. The H$`\beta `$ emission line is embedded in a broad absorption, as is often observed in the Balmer emission lines from SXTs (e.g. Casares et al. 1995). The main interstellar features were the Caii interstellar bands at 3933.66 and 3968.47 Å, (probably with some contribution from H$`ϵ`$ absorption at 3970 Å), and the diffuse interstellar band at 4430 Å.

The only prominent feature in the redder spectrum is H$`\alpha `$ emission. The main interstellar features were the blend at 5778, 5780 and 5797 Å, the blend due to the interstellar Na I D lines at 5889 and 5895 Å, and the interstellar band at 6280 Å. The HeII and Balmer lines appear to be double peaked with separations of 300–500 km s-1, notably smaller than those detected in the outburst spectra of GRO J0432+22 (Callanan et al. 1995) or in the quiescent spectra of Nova Muscae 1991 or A0620-00 \[Orosz et al. 1994\]. Double peaks were not detected in the Bowen blend lines in our spectra, most probably due to the blending phenomena than to the absence of such structure. However, the Bowen blend could also arise from other emitting region in the system.

### 5.2 Epoch B

The second series of spectra of the source were obtained on July 11 2000, near the maximum of that minioutburst. The bluer spectra displayed prominent Balmer emission from H$`\beta `$ to H$`9`$. Bowen emission was not detected in these observations. On the other hand, Cii emission at 4267 Åwas present. The main interstellar features were again the interstellar absorption at 3968 Å, which affects the H$`ϵ`$ emission line, the diffuse Caii bands and the diffuse interstellar band at 4430 Å. The Balmer lines also appear to be double peaked in minioutburst, with typical separations of 500–700 km s-1, notably larger than the separations observed during main outburst. The red spectra display H$`\alpha `$ emission and Hei emission lines at 5877 and 6680 Å. The He i line at 5877 is affected by the interstellar blend of the Na I D. The interstellar bands at $``$ 5780 Åand 6280 Åare also detected.

The only observations of previous minioutburst spectra of SXTs are those from GRO J0422+32 \[Casares et al. 1995, Callanan et al. 1995\] and GRS 1009–45 \[Bailyn & Orosz 1995\]. The spectra from GRO J0422+32 showed broad shallow H$`\beta `$ absorption, and H$`\alpha `$ evolving from absorption to emission on a timescale of 3 days. The spectra from GRS 1009–45 showed weak H$`\alpha `$ and weak H$`\beta `$ absorption. In none of them evidence of He I is found. Casares et al. 1995 also obtained phase resolved H$`\alpha `$ and H$`\beta `$ spectra of J0422+32 during its 1993 minioutburst. Balmer lines were embedded in broad absorptions whereas Heii was purely in emission and showed evidence of a large amplitude ($``$755 km s-1) S–wave component.

#### 5.2.1 Variability of the emission lines

To examine the variability of the emission lines during the minioutburst, the equivalent widths were measured in the individual spectra as a function of 0.319 d period (see Figure. 10). The equivalent widths of the lines were measured after normalization of each individual spectrum by its continuum so that the variations in the lines are separated from variations in the continuum. Unfortunately, this study was not possible with the main outburst data, due to the poor S/N ratio of the individual spectra. Sinusoidal fits have been included in the plots as a reference. We can see that the H$`\alpha `$ equivalent width is dependent on orbital phase. The same relation is less clear in H$`\beta `$, probably due to the smaller amplitude of the variations, but it is still present. The variation in the equivalent widths for both of them can be roughly reproduced with a sinusoidal function equal to the orbital period of the system, thus pointing to the changing visibility of a region of enhanced emission or bright spot, perhaps the splash point where the gas stream and accretion disc meet. Unfortunately, the uncertainty in our T0 prevents to define the absolute phasing in the EW curves. No clear modulation is seen in the EWs of H$`ϵ`$ and Heii which have means of 5.95$`\pm `$0.95 Åand 5.41$`\pm `$1.40 Årespectively.

## 6 Discussion

### 6.1 Distance estimate

In the context of King & Ritter’s model \[King & Ritter 1998\], the exponential decay of the X–ray light curve indicates that irradiation is strong enough to ionize the entire accretion disc. Also, a secondary maximum is expected one irradiated-state viscous time after the onset of the outburst and this can be used to calibrate the peak X-ray luminosity and hence the distance to the source $`d_{\mathrm{kpc}}`$ through

$$d_{\mathrm{kpc}}=4.3\times 10^5t_s^{3/2}\eta ^{1/2}f^{1/2}F_p^{1/2}\tau _d^{1/2}$$

where $`F_p`$ is the peak X-ray flux, $`t_s`$ the time of the secondary maximum after the peak of the outburst in days, $`\tau _d`$ the e-folding time of the decay in days, $`\eta `$ the radiation efficiency parameter and $`f`$ the ratio of the disc mass at the start of the outburst to the maximum possible mass \[Shahbaz et al. 1998\]. In our case, $`\tau _d`$=34 d, $`t_s`$68 d and $`F_p`$ can be estimated from the XTE count rate (250 mCrab in the energy range 2-10 keV) which corresponds to 1.7 $`\times `$ 10-8 erg cm-2 s-1. Assuming $`\eta `$=0.15 and $`f`$=0.8 we find $`d_{\mathrm{kpc}}`$ = 11.

Alternatively, we can estimate the distance to the source by comparing the quiescent magnitude with the absolute magnitude of a main sequence star which fits within the Roche lobe of a 7.65 hr orbit. Combining Paczynski’s (1971) expression for the averaged radius of a Roche lobe with Kepler’s Third Law we obtain the well-known relationship between the secondary’s mean density and the orbital period: $`\overline{\rho }=110/P_{\mathrm{hr}}^2`$ (g cm-3). Substituting for the orbital period of J1859+226 we obtain $`\overline{\rho }`$=1.87 g cm-3 which corresponds to a K0V-K1V secondary star with absolute magnitude $`M_R`$6.1. The dereddened quiescent magnitude is V=23.27 (using AV=1.80$`\pm `$0.07 as derived from the NaID line; see Hynes et al. 1999) which yields $`d_{\mathrm{kpc}}`$ = 11. This value perfectly agrees with that obtained previously, although strictly speaking, this is a lower limit to the distance as we are neglecting any contribution by the accretion disc to the quiescent optical flux. Although the measured (V–R) color is consistent with the calculated density, a spectral type determination of the companion star is essential to refine this distance estimate.

### 6.2 Relative contribution of the disc

Following the color evolution of the system, we can compute the relative contribution of the disc to the optical flux in the V and R bands as a function of the assumed spectral type of the companion star. Assuming that the colour of the secondary star corresponds to a normal dwarf of a fixed spectral type and that the colour of the disc remains constant during the main outburst (as we can see in Figure 4), then we can relate the fluxes of the disc and star in the R and V bands: f$`_{V_{disc}}`$=h$`\times `$f$`_{R_{disc}}`$, f$`_{V_{star}}`$=k$`\times `$f$`_{R_{star}}`$, where h$``$10$`^{(VR)_{disc}}`$ and k$``$10$`^{(VR)_{star}}`$. It is straightforward to calculate the relative contribution of the disc (f$`_{V_{disc}}`$/fV and f$`_{R_{disc}}`$/fR) through:

$$f_V=h\times f_R+(kh)\times f_{R_{star}}$$

where fV and fR are the measured fluxes in the V and R bands. The unreddened colours (V-R) corresponding to spectral types G5V to M0V are taken from Schmidt–Kaler (1982). We also assume E(B-V)=0.58 from Hynes et al. 1999. The results are shown in Table 6.

During the first phase of the outburst, the optical emission is almost completely dominated by the accretion disc. The relative contribution of the disc reaches a minimum when the system drops to the faint level between the June 00 and July 00 minioutbursts.

### 6.3 Properties of the disc

Using the same technique, we have fitted the unreddened B, V and R band fluxes to estimate the intrinsic colours of the disc. As we might expect, the fluxes during outburst are strongly correlated. We obtain (B-V)$`{}_{disc}{}^{}`$–0.07 and (V-R)$`{}_{disc}{}^{}`$–0.10. These colours agree well with irradiated model predictions, where most of the reprocessed energy is radiated in the UV (see e.g. van Paradijs & McClintock 1995).

The ratio of outburst X-ray to optical luminosity \[$`\xi =B_0+2.5\mathrm{log}F_\mathrm{x}(\mu \mathrm{Jy})`$\] agrees with the observed distribution for LMXBs. Taking B=15.9 (Chaty et al. 2000) and F$`{}_{\mathrm{x}}{}^{}(212keV)250`$ mCrab \[Wood et al. 1999\] at the outburst peak and assuming $`A_\mathrm{B}`$=2.39 \[Hynes et al. 1999\] we obtain $`\xi `$=20.9 $`\pm `$0.4, whereas the distribution peak of LMXBs gives $`\xi `$=21.8 $`\pm `$1 (see van Paradijs & McClintock 1995). The moderately low $`\xi `$ probably indicates a high binary inclination since the X-ray source in J1859+226 could be partially hidden by the accretion disc. This result is consistent with the evidence for two X–ray dips during the second outburst ($``$July 8) reported by Tomsick et al. 2000, and with the large amplitude (0.4 mag) of the quiescent ellipsoidal modulation.

### 6.4 The outburst mechanism

It is largely accepted that optical emission in SXTs outburst is due to irradiation of the outer disc by X–rays. Within this context, the optical emission must be correlated with the X–rays. However, we see features which have no correspondence between the X–rays and optical, such as a secondary maximum $``$12 days after the peak of the X–rays outburst which is not visible in the optical band, and minioutbursts which are absent in the X–ray lightcurve. Such differences can not be explained in the context of a simple irradiated disc and an additional mechanism is necessary to explain them. Systems with clear discrepancies between X–rays and optical are J1655-40 \[Esin et al. 2000\] and J1550-564 \[Jain et al. 2000\]. Both sources exhibit an exponentially declining optical light curve, whereas the X–ray remains constant or increases slightly. To explain the outburst light curves in these systems it has been suggested the classical dwarf–nova type instability followed by an episode of enhanced mass transfer from the secondary or up scatter of the optical flux into the X–ray by the corona. Our photometric colors indicate that the optical emission is dominated by X–ray reprocessing on the disc although in J1859+226 clearly interplay with viscous heating and geometrical effects (such as disc height variations and shadowing effects) are playing an important role in the differences between the X–ray and optical lightcurves.

The only SXTs where minioutbursts have been detected are XTE J0422+32 and GRS 1009–45, although this property does not seem to be a peculiarity of these systems, but a selection effect, due to the difficulty in obtaining continuous monitoring from outburst to quiescence. The most promising mechanism to produce minioutbursts is the X–ray echo model (Augusteijn et al. 1993, Hameury et al. 2000) , where they are interpreted as due to enhanced mass flow from the companion star on the outer disc which is responding, essentially linearly, to heating by X–rays from the primary. The process goes on continuously, triggered by echoing the initial X–ray outburst.

The spectra taken during the main outburst show an emission feature at $`\lambda \lambda `$4540–4550Åwhich is the Bowen Blend, but it is not present in the Jul 00 minioutburst. This behavior has also been observed in J0422+32 (Casares et al. 1995, Callanan et al. 1995). The Bowen blend is a combination of high excitation lines (mainly Ciii, Oii and Niii at $`\lambda \lambda `$4634–4642), produced by the fluoresencence resonance mechanism which initially requires seed photons of Heii Ly$`\alpha `$ at $`\lambda `$303.78. Under the hypothesis that the composition of the accreting material has not changed substantially since the onset of outburst, the absence of Bowen emission in the minioutburst spectra must be ultimately related to the weakness of the X-ray photoionizing continuum which originates the whole cascade process. We do not have enough information in our data to make detailed calculations of this process. However, it seems that the reprocessed X–rays make a small contribution to the optical flux during minioutburst: in an irradiated disc, the average ratio of X–ray to optical luminosity yields LX(2–11 keV)/Lopt(300–700 nm)$``$500. We can estimate this rate during the highest minioutbursts (Jul 00). Tomsick et al. 2000 report a 3.11$`\times `$ 10-11erg cm-2 s-1 flux near the maximum of the minioutburst in the range 2.5–20 keV, which was well above the expected quiescent X–ray flux level. Assuming the energy spectrum is described by a power law with a photon index 2.03 as they reported, we can estimate the flux in the range 2–11 keV. Taking a B magnitude of B$``$19.2, the estimated X–ray to optical ratio is LX(2–11 keV)/Lopt(300–700 nm)$``$4. This means that the X–ray spectrum during minioutburst must be much harder than during primary outburst or, alternatively, that the optical flux during minioutburst is instead dominated by the intrinsic luminosity of the disc. During the primary outburst, the intensity and width of the Balmer lines is notoriously smaller than in the minioutburst spectra as expected because the continuum is 2 mag brighter. The change in line size is probably reflecting a shrinking in disc size. Alternatively the emission line cores might be filled in with narrow emissions during the main outburst.

Another possibility could be that minioutbursts are produced by a temporal enhancement of viscosity in the quiescent disc just after the main outburst \[Osaki et al. 1997\]. However, there is no easy explanation as to why the viscosity can vary in such a way.

## 7 Acknowledgments

We thank G. Dalton for contributions to the observing campaign and E. Kuulker for providing the optical light curve of J0422+32. Part of this work is based on observations made with the European Space Agency OGS telescope operated on the island of Tenerife by the Instituto de Astrofísica de Canarias in the Spanish Observatorio del Teide of the Instituto de Astrofísica de Canarias. TS was supported by an EC Marie Curie Fellowship HP–MF–CT–199900297.


text:
# Criterion for phase separation in one-dimensional driven systems

(April 15, 2002)

## Abstract

A general criterion for the existence of phase separation in driven density-conserving one-dimensional systems is proposed. It is suggested that phase separation is related to the size dependence of the steady-state currents of domains in the system. A quantitative criterion for the existence of phase separation is conjectured using a correspondence made between driven diffusive models and zero-range processes. The criterion is verified in all cases where analytical results are available, and predictions for other models are provided.

The existence of phase separation and spontaneous symmetry breaking in low-dimensional systems far from thermal equilibrium has been a subject of recent interest Evans95 ; Mukamel00 . While it is well known that these phenomena do not take place in one dimension in thermal equilibrium, several models of driven one dimensional systems with local dynamics have recently been demonstrated to exhibit both Evans98 ; Rittenberg99 ; LBR00 . Whether or not a given model exhibits phase separation is in many cases not a simple question to answer, and it may depend on numerical evidence which could be rather subtle.

For example, in a recent 3-species model introduced by Arndt et al Rittenberg99  (AHR), it has been suggested that one should expect two distinct phase separated states: one in which the three species are fully separated from each other (related to the phase separation observed by Evans et al Evans98  in a related model), and the other is a more subtle mixed state whose existence is supported by extensive numerical simulations of systems of finite length and by a mean-field treatment. Subsequently, an analytical analysis of the model has shown that the mixed state is in fact disordered, and that in order to see this in simulations one has to study extremely long systems (of the order of $`10^{70}`$), far beyond existing numerical capabilities Sasamoto00 .

In another example introduced by Korniss et al a two lane extension of a 3-species driven system was studied Korniss . It has been suggested that while for this model the one lane system does not exhibit phase separation Sandow , this phenomenon does exist in the two lane model. The studies rely on numerical simulations of systems of length up to $`10^4`$. This result is rather surprising and not well understood. It may very well be the case that as for the AHR model, the two lane model does not actually exhibit phase separation in the thermodynamic limit, and that this could be seen only by studying extremely long systems. It would thus be of great importance to find other criteria, which could distinguish between models supporting phase separation from those which do not.

In this Letter we introduce a simple general criterion for the existence of phase separation in density-conserving one-dimensional driven systems. Phase separation is usually accompanied by a coarsening process in which small domains of, say, the high density phase coalesce, eventually leading to macroscopic phase separation. This process takes place as domains exchange particles through their currents. When smaller domains exchange particles with the environment with faster rates than larger domains, a coarsening process is expected, which may lead to phase separation. Our criterion quantifies this mechanism, and relates the existence of phase separation to the steady-state currents through which domains exchange particles. The criterion is readily applicable even in cases which cannot be decided by direct numerical simulations.

In order to explicitly state the criterion we note that in many models which carry a non-zero current in the thermodynamic limit the current of a finite domain of size $`n`$ takes the form $`J_n=J_{\mathrm{}}(1+b/n)`$ to leading order in $`1/n`$. For $`b>0`$ the current of long domains is smaller than that of short ones, which leads to a tendency of the longer domains to grow at the expense of smaller ones. According to our criterion phase separation takes place at high-densities only for $`b>2`$. Moreover if the current decays to its asymptotic value as $`J_n=J_{\mathrm{}}(1+b/n^\sigma )`$, the model is predicted to phase separate at any density for $`\sigma <1`$ while it is always homogeneous for $`\sigma >1`$. In some models $`J_{\mathrm{}}=0`$, although, due to lack of detailed balance, the current $`J_n`$ of a finite system is non-vanishing. In this case the system is predicted to phase separate at any density. Models for which $`J_n`$ decays exponentially to zero with $`n`$ have been analyzed in the past and indeed were shown to exhibit phase separation Evans98 ; Rittenberg99 ; LBR00 .

The results presented above emerge from a careful analysis of a zero-range process (ZRP) which could be viewed as a generic model for domain dynamics in one-dimension. To define this process we consider a one-dimensional lattice of $`M`$ sites, or “boxes”, with periodic boundary conditions. Particles, or “balls”, are distributed among the boxes with the box $`i`$ occupied by $`n_i`$ balls. The dynamics is defined in the following way: a box $`i`$ is chosen at random and a particle is removed from it and transferred to a left (right) neighbor with rates $`pw_{n_i}`$ ($`(1p)w_{n_i}`$) where $`0p1`$. The rate $`w_{n_i}`$ depends only on the number of balls in that box. The model may either be unbiased ($`p=1/2`$), or biased ($`p1/2`$).

In a grand canonical ensemble, namely an ensemble where the number of boxes $`M`$ is fixed while the number of balls is allowed to fluctuate with their average number controlled by a fugacity $`z`$, the steady state weight of a configuration of the ZRP is known to be Schutz01

$$W_{\text{ZRP}}\left(\{n_i\}\right)=\underset{i=1}{\overset{M}{}}z^{n_i}_{n_i}.$$
(1)
Here $`_k=_{m=1}^k1/w_m`$ for $`k1`$ and $`_0=1`$. In this ensemble boxes are statistically independent with a single-site occupation distribution function given by $`P(k)z^k_k`$. Depending on the rates $`w_n`$ the model may or may not exhibit condensation in the thermodynamic limit, whereby the occupation number of one of the boxes becomes macroscopically large. Clearly the rate $`w_n`$ must be a decreasing function of $`n`$ in order for larger blocks to be favored and to support condensation. It is known Schutz01  that condensation occurs at any density when $`w_n0`$ with $`n\mathrm{}`$, or when it decreases to a non-vanishing asymptotic value $`w_{\mathrm{}}`$ as $`w_{\mathrm{}}\left(1+b/n^\sigma \right)`$ with $`\sigma <1`$; no phase separation takes place for $`\sigma >1`$; for $`\sigma =1`$ phase separation takes place at high densities only for $`b>2`$.

This model may be used to gain physical insight into the dynamics of driven one-dimensional systems. Occupied boxes represent domains of the high density phase. The currents leaving domains are represented by the rates of the ZRP. This is done by identifying the rate $`w_n`$ associated with a box containing $`n`$ balls with the currents $`J_n`$ leaving a domain of $`n`$ particles. A bias in the currents to a certain direction may be incorporated through $`p`$ as defined above. The existence of a box with a macroscopic occupation in the ZRP corresponds to phase separation in the driven model.

In the following we consider several one-dimensional driven systems and study their domain dynamics by introducing a corresponding zero-range process. By analyzing the ZRP, the existence of phase separation in the original model may be addressed. We begin by considering the AHR model. We show that for this model the corresponding ZRP yields its exact steady-state domain-size distribution. This ZRP does not exhibit phase separation, in agreement with the results of Rajewsky et al Sasamoto00 . We then discuss the two-lane model Korniss  and argue that it, too, does not exhibit phase separation contrary to results of numerical simulations of finite systems.

The AHR model is a three-state model on a ring. Each site is either empty ($`0`$), occupied by a positive ($`+`$) or a negative ($``$) particle. The model evolves by a random sequential dynamics in which a pair of nearest neighbor sites is chosen at random and exchanged with the rates:

$$+\mathrm{\hspace{0.33em}0}\stackrel{\alpha }{}0+;\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\stackrel{\alpha }{}\mathrm{\hspace{0.17em}0};+\underset{q}{\overset{1}{}}+.$$
(2)
This dynamics conserves the number of particles of each type. As in most studies of this model we consider equal densities of positive and negative particles. Numerical simulations suggest that the model has three states Rittenberg99 : a fully ordered state for $`q>1`$, in which the system strongly phase separates into its three phases; a mixed state for $`q_c<q<1`$ in which the particles (both positive and negative) in the system condense into a single high density phase separated from a low density gas-like phase; and a disordered state for $`q<q_c`$ where particles and vacancies are homogeneously distributed. On the other hand exact calculations within the grand canonical ensemble Sasamoto00  show that the mixed state is in fact disordered, with a finite average length of the high density domains in the thermodynamic limit. Thus the homogeneous and the mixed states constitute a single disordered state. The system therefore exhibits only two states, one fully phase separated for $`q>1`$ and the other disordered for $`q<1`$.

It is known Rittenberg99 ; Sasamoto00  that for this model the steady-state weight, $`W_L`$($`𝒞`$), of a given microscopic configuration $`𝒞`$ is

$$W_L\left(𝒞\right)=\mathrm{Tr}\underset{i=1}{\overset{L}{}}\left[z\left(\delta _{\tau _i(+)}D+\delta _{\tau _i()}E\right)+\delta _{\tau _i(0)}A\right].$$
(3)
Here $`L`$ is the length of the lattice, $`\tau _j=+,,0`$ when site $`j`$ is occupied by a $`+,`$ or $`0`$, respectively and $`z`$ is the fugacity which controls the average number of particles. The fugacity is the same for positive and negative particles so their average number is equal. The matrices $`D,E`$ and $`A`$ satisfy

$$DEqED=D+E\alpha DA=\alpha AE=A$$
(4)
to give the correct steady-state weight. Explicit representations which satisfy this algebra are known Rittenberg99 ; Sasamoto00 . For our purpose it is sufficient to note that there exists a representation in which $`A=|00|`$ is a projection operator satisfying $`A^2=A`$, where $`|0`$ is a state vector.

We now consider the steady state of this model in an ensemble in which the number of vacancies $`M`$ is held fixed while the number of particles, and thus also the length $`L`$ of the lattice are allowed to fluctuate. We refer to this ensemble as a grand canonical. A typical configuration of the model consists of blocks of particles bounded by vacancies. By a block we mean an uninterrupted sequence of positive and negative particles, bounded between two zeros. Let $`n_i`$ ($`i=1,\mathrm{},M`$) be the length of the $`i`$th block located to the left of the $`i`$th vacancy. The block lengths can take the values $`n_i=0,\mathrm{},LM`$ and satisfy $`_in_i=LM`$. The partial trace $`W(\{n_i\})`$ of all weights of microscopic configurations $`W_L(𝒞)`$ consistent with $`n_1,\mathrm{},n_M`$, takes the form

$$W(\{n_i\})=\underset{i=1}{\overset{M}{}}z^{n_i}𝒵_{n_i},$$
(5)
where $`𝒵_k=0\left|(D+E)^k\right|0`$ is the sum over all weights of microscopic configurations of a block of length $`k`$. Here we have used the above representation of the matrix $`A`$. Within the grand canonical ensemble the various domains are statistically independent with a domain size distribution $`P(k)z^k𝒵_k`$. It is known that $`𝒵_k`$, with the algebra (4), is the partition function (sum over all weights) of the partially asymmetric exclusion process (PASEP) on a one-dimensional lattice of $`k`$ sites and open boundary conditions Sasamoto99 ; Blythe00 . The boundary conditions are such that the positive particles are injected at rate $`\alpha `$ at the left end and are removed from the right end with the same rate. The dynamics in the bulk of the system is given by the same rates as in (2). Moreover, the current in such a system of size $`k`$ is given by $`J_k=𝒵_{k1}/𝒵_k`$ so that $`𝒵_k=_{m=1}^k1/J_m`$ for $`k1`$.

We now turn to define the corresponding ZRP. We consider a ZRP in which each box represents a vacancy in the AHR model. The box $`i`$ is occupied by $`n_i`$ “balls”, which corresponds to the number of particles (positive and negative) in the block to the left of the $`i`$th vacancy (see Fig. 1). Since in the AHR model the positive and negative currents of a block of size $`n`$ are equal to $`J_n`$, we choose the hopping rates of the ZRP to be $`w_n=2J_n`$ with a symmetric hopping to the right and to the left. Here again $`J_n`$ is the current of the PASEP in an open system of size $`n`$. Thus for this ZRP one has $`_k=2^k𝒵_k`$. Hence the weight of a given block configuration $`n_1,\mathrm{},n_M`$ in the AHR and the corresponding configuration of the ZRP are the same (up to a $`2^k`$ prefactor which can be absorbed into the definition of the fugacity $`z`$com . The ZRP provides a simple interpretation of the AHR steady-state dynamics in which blocks interact via exchange of particles. Each block in the AHR behaves as a PASEP with open boundary conditions and equal injection and ejection rates at steady state. Neighboring blocks exchange particles at a rate given by the PASEP current.

We now use the ZRP to study the block size distribution in the AHR model. To do this we use the asymptotic form of the current of the PASEP with $`q<1`$,

$$J_n=J_{\mathrm{}}\left(1+b/n+𝒪\left(1/n^2\right)\right),$$
(6)
with $`J_{\mathrm{}}=(1q)/4`$, $`b=3/2`$ for $`1>q>12\alpha `$ and $`b=1`$ for $`q<12\alpha `$ Sasamoto99 ; Blythe00 . Therefore, since $`b<2`$ in both regimes, no condensate can appear for $`q<1`$, in agreement with Sasamoto00 . Moreover, using the form (6) of $`J_n`$ it is easy to show that the block size distribution in the homogeneous phase is given by

$$P(k)\frac{1}{k^b}\mathrm{exp}(k/\xi );\xi =\frac{1}{|\mathrm{ln}(z/J_{\mathrm{}})|}.$$
(7)
It is evident that for $`b2`$ the average block size diverges as $`\xi \mathrm{}`$ and the distribution function is valid for any density no matter how large. No phase transition takes place in this case. However, for $`b>2`$ the average block size remains finite for $`\xi \mathrm{}`$ necessitating the existence of a phase transition, which results in a macroscopic block at high densities. Note that at $`q=12\alpha `$ the block-size distribution function changes in a non-analytic manner. This point was first noted for the case of $`q=0`$ in Sandow .

This result yields interesting insight into the origin of the apparent transition seen in simulations whereby in a certain $`q`$ interval the correlation length $`\xi `$ becomes exceedingly large. It can be shown TBP  that the $`q`$ dependence of the correlation length $`\xi `$ is introduced by the higher order corrections (for example $`c/n^2`$) to the current (6). We have calculated the correlation length $`\xi `$ of a ZRP with rates $`w_n=1+3/2n+c/n^2`$ for a given density as a function of the parameter $`c`$ (corresponding to changing $`q`$TBP . We find that $`\xi `$ exhibits a sharp increase of a few orders of magnitude over a narrow range of values of $`c`$. This reflects itself in large (but finite) blocks and an apparent phase separation in direct simulations.

The physical picture emerging from this analysis offers a rather robust mechanism for phase separation, and we conjecture that it has a more general validity. We expect it to apply to other conserving driven models even though an exact correspondence to the ZRP may not be evident.

We now demonstrate the use of the conjecture for the two-lane model introduced by Korniss et al Korniss . This model is a generalization of (2) with $`q=0`$ to two lanes. Here in addition to the hopping process (2) within each lane, particles may hop to neighboring empty sites on the other lane with rate $`\gamma \alpha `$, and to exchange with a neighboring particle on the other lane with rate $`\gamma `$. Numerical studies of the model have suggested that for large enough $`\alpha `$ the system phase separates Korniss . In this state the particles condense into a single high density block. However, physical insight into the phenomenon is lacking. In particular it is not understood why the two-lane model seems to exhibit phase separation while its singled-lane version does not Sandow . In order to apply the conjecture, the current $`J_n`$ of a block of size $`n`$ is calculated for the two lane model. This is done by considering an open two lane system of length $`n`$ with no vacancies where particles are injected and ejected at the boundaries with equal rates $`\alpha `$. Setting $`\gamma =1`$ as in Korniss  we show the results of numerical simulations for several values of $`\alpha `$ in Fig. 2. By comparing the results for the corrections to the current $`\mathrm{\Delta }_n=(J_nJ_{\mathrm{}})/J_{\mathrm{}}`$ with the line $`2/n`$ it is easy to see that in this case $`b<2`$. In fact, the curve may be best fitted to $`b0.8`$. Our conjecture thus implies that phase separation does not take place in this model. Note that even if one tries to fit $`\mathrm{\Delta }_n`$ to $`1/n^\sigma `$ with $`\sigma 1`$ one finds that $`\sigma 1`$ yielding the same conclusion. We note that simulating the open systems and obtaining the asymptotic behavior of the current involves a relatively modest numerical effort, as one only needs to simulate rather small systems. This should be compared with the huge systems which are needed in order to demonstrate the lack of phase separation in direct simulations. Indeed, the conjecture suggests that the apparent phase separation found in numerical studies is due to simulations of systems much smaller than the typical domain size.

We have studied another extension of model (2), whereby the hopping rates depend on both nearest and next-nearest neighbors. In these models we have shown that $`b=3/2`$ with $`\sigma =1`$. The conjecture implies no phase separation, in contrast to our direct simulations.

We now apply the conjecture to a class of models with vanishing $`J_{\mathrm{}}`$. To this end, consider model (2) with $`q>1`$. As before, we define a block as a sequence of particles, both positive and negative, bounded by two vacancies. The corresponding open system is the PASEP with $`q>1`$, with open boundary conditions and equal injection and ejection rates, studied in Blythe00 . The current in such a block, as in the corresponding open system, is exponentially decreasing with the block size, $`J_nq^{n/2}`$. This is easily understood, as the particles are moving against the bias when $`q>1`$. Using the conjecture the system is expected to phase separate for any density. Several similar models with exponentially decaying currents have been shown to exhibit a strongly phase separated state Evans98 ; Rittenberg99 ; LBR00 .

We end by reiterating the assumptions involved in the conjecture, which relates phase separation to the currents $`J_n`$ of finite blocks. It is assumed that the current flowing through a block is given by its steady-state value and is independent of its neighboring blocks. This may be justified by the fact that the coarsening time of large domains is very long, and the domains have a chance to equilibrate long before they coarsen.

Although the criterion introduced in this Letter has not been proved to hold in general, its underlying physical mechanism for phase separation is rather robust, suggesting a broad applicability. It is of interest to test the conjecture on other models to check its general validity. In the models exhibiting phase separation we have studied so far, the current $`J_{\mathrm{}}`$ vanishes. It would be interesting to find a one-dimensional driven model for which $`J_{\mathrm{}}>0`$ and $`b>2`$. According to the conjecture such a model should exhibit a novel type of phase separation.

###### Acknowledgements.

We thank M. R. Evans for many discussions and suggestions and C. Godrèche for very fruitful discussions on the AHR model. He and S. Sandow are thanked for communicating to us a preliminary version of Sandow . We also thank I. Kanter and V. Rittenberg for discussions. The support of the Israeli Science Foundation is gratefully acknowledged. GMS thanks the Einstein center and Deutsche Forschungsgemeinschaft for support.