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# Phenomenological description of competing antiferromagnetism and 𝑑-wave superconductivity in high 𝑇_𝑐 cuprates

## I Introduction

Fifteen years have passed since the discovery of high temperature superconductivity in Ln2-xBaxCuO4 by Bednorz and Müller,  yet there is no widely accepted theoretical explanation of the many anomalous features found in these materials. This is due to a large extent to the lack of reliable theoretical methods to study this strongly-correlated electron problem. Dynamical Mean Field theory, for example, works extremely well in three or higher dimensions but it lacks the momentum-dependent self-energy effects that are intrinsic to a two-dimensional situation with strong antiferromagnetic fluctuations. More recent dynamical cluster approaches correct this defect but these methods are still in their infancy and are entirely numerical. In this paper, we step back and take a more humble stand, seeking the simplest phenomenological approach that describes the main overall features of high-temperature superconductors. Let us recall what these features are.

First consider the generic phase diagram of a hole-doped cuprate Ln2-xSrxCuO4 in the doping ($`x=1n`$) and temperature ($`T`$) plane. Near half-filling and at low temperature, antiferromagnetic (AF) long-range order appears and is destroyed by $`2\%`$ doping concentration ($`x=0.02`$). When $`x`$ reaches $`0.05`$, superconducting (SC) long-range order starts to appear and is also destroyed by about $`30\%`$ doping. In between them, $`T_c`$ reaches a maximum value at $`x0.15`$. The SC gap was found to have mainly $`d`$-wave character, in contrast to conventional BCS superconductors with an isotropic $`s`$-wave gap.

Second, various recent experiments also show the existence of a crossover temperature $`T^{}`$ higher than $`T_c`$ in underdoped and optimally doped samples. Below this so-called pseudogap temperature $`T^{}`$, low-frequency spectral weight begins to be strongly suppressed in many physical quantities. This anomalous phenomenon has been observed in angle resolved photoemission spectroscopy (ARPES), specific heat, tunneling, NMR, and optical conductivity. Surprisingly the doping dependences of $`T^{}`$ and $`T_c`$ are completely different in spite of their possibly close relationship suggested by ARPES and tunneling experiments. At optimal doping, where $`T_c`$ is maximum, various non-Fermi liquid (NFL) properties are observed in the normal state. These include the linear temperature dependence (up to $`1000K`$) of ab-plane resistivity, the quadratic $`T`$ dependence of Hall angle and so on. Far beyond optimal doping, there are indications that the normal state properties are probably well described by the conventional Landau Fermi liquid. Near and below optimal doping, the superfluid density $`n_s/m`$ is systematically suppressed with decreasing doping in spite of the increasing excitation gap amplitude, as measured by ARPES, in the superconducting state. The resulting $`2\mathrm{\Delta }_{max}/k_BT_c`$ ratio is very different from the universal BCS value, $`4.3`$ for $`d`$-wave symmetry. In the overdoped regime, however, the SC properties are probably well explained in the conventional weak-coupling BCS theory, although this has not yet been checked in detail.

The approach that we take is as follows. First, we do a simple mean-field analysis of the $`tJ`$ Hamiltonian whose results are used only to obtain estimates for zero-temperature order parameters and to compute equal-time local correlation functions (such as double occupancy). Dynamical quantities, such as the response functions and single-particle spectral weight, are computed by using the values of the local correlation functions obtained in mean field to fix the value of the renormalized interaction vertices. We do not consider the possibility of spin-charge separation but we take into account the no-double-occupancy constraint by replacing projectors in the $`tJ`$ Hamiltonian by their mean-field bosonic value, namely doping $`x`$. This is an effective-mass approximation. We cannot address the issue of a quantum critical point (QCP)  at $`x_c`$ even if it exists at the mean-field level. Non-Fermi liquid behavior above the pseudogap temperature is also beyond the domain of validity of our approach. The regime we consider is one where the temperature would normally be low enough for a Fermi liquid to appear but where fluctuations destroy that phase, especially in the underdoped regime.

The paper is organized as follows: In Section II the $`tJ`$ Hamiltonian is decoupled, in a mean-field approximation, with competing (SC, AF and $`d`$density wave) order parameters. The mean-field Hamiltonian is diagonalized to compute mean-field ordering temperatures $`T_c^{MF}`$, $`T_N^{MF}`$ and mean-field order parameters $`d`$ and $`m`$. Dynamical quantities such as the normal-state pseudogap are computed and compared with experimental results in Section III. In Section IV the results of the previous sections are gathered to discuss the phase diagram of high $`T_c`$ cuprates. In Section V we discuss some of the properties of the SC condensate, such as the condensation energy, upper critical magnetic field and the coherence gap, using a model that takes into account the effect of (pair breaking) AF correlations in an effective manner. The present results are compared with some of the leading theories for the high $`T_c`$ superconductivity in Section VI as well as with experiments. The last Section summarizes the results and discusses its main limitation.

## II Mean-field $`tJ`$ Hamiltonian

Right after the discovery of high temperature superconductors, Anderson first proposed the one-band Hubbard model as the simplest Hamiltonian that might capture the correct low energy physics of copper oxides. The $`tJ`$ model is known to be the large $`U`$ limit of the Hubbard Hamiltonian under certain assumptions. The $`tJ`$ model is described by the Hamiltonian

$`H`$ $`=`$ $`t{\displaystyle \underset{i,j,\sigma }{}}\left((1n_{i,\sigma })c_{i,\sigma }^{}c_{j,\sigma }(1n_{j,\sigma })+\text{H.c.}\right)`$ (1)
$`+J`$ $`{\displaystyle \underset{i,j}{}}\left(\stackrel{}{S}_i\stackrel{}{S}_j{\displaystyle \frac{1}{4}}n_in_j\right)\mu {\displaystyle \underset{i,\sigma }{}}c_{i,\sigma }^{}c_{i,\sigma },`$ (2)
where $`c_{i,\sigma }`$ destroys an electron at site $`i`$ with spin $`\sigma `$ on a two-dimensional square lattice, $`t`$ is the hopping matrix element between nearest neighbors $`<i,j>`$ and $`J`$ denotes superexchange coupling. Double occupancy of two electrons at the same lattice site is forbidden in the Hilbert space corresponding to Eq.(2) as can be seen by the projection operator $`(1n_{i,\sigma })`$ in the hopping term. The chemical potential $`\mu `$ controls the electron density $`n`$. Finally, $`\stackrel{}{S}_i`$ and $`n_i`$ are spin and charge density operators, respectively, and they are defined by

$`\stackrel{}{S}_i`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha ,\beta }{}}c_{i,\alpha }^{}\stackrel{}{\sigma }_{\alpha ,\beta }c_{i,\beta },`$ (3)
$`n_i`$ $`=`$ $`{\displaystyle \underset{\sigma }{}}c_{i,\sigma }^{}c_{i,\sigma },`$ (4)
where the components of $`\stackrel{}{\sigma }`$ are $`2\times 2`$ spin Pauli matrices.

In general the (static) mean-field description is not accurate for strongly correlated electron systems such as the Hubbard and $`tJ`$ models in the physically relevant regime. Nevertheless it is known that, for example, the mean-field description of the antiferromagnetic state at $`x=0`$ is quite accurate, even at large $`U.`$ For example, spin waves with accurate spin-wave velocities can be obtained by performing $`RPA`$ in the ordered phase. We take the point of view that mean-field theory can be useful to select the leading correlations when there are several competing order parameters in the low energy sector. Due to the neglect of spatial and quantum fluctuations in mean-field theory, some caution is necessary in interpreting the results. First, the mean-field phase line is to be decreased in temperature to take into account the effect of quantum fluctuations (such as Kanamori-Brueckner screening). Second, since we work in two dimensions where antiferromagnetic long-range order is prohibited by the Mermin-Wagner theorem, the renormalized mean-field Néel transition line has to be interpreted as the onset of the corresponding short-range correlations instead of as a true thermodynamic phase transition. Whether given short-range correlations eventually grow to long-range order at low temperature or not, should be answered by studying how the zero-frequency correlation length grows when temperature is lowered. This question, as well as that of dynamical or quantum fluctuations that may take place on very short distance scales can be examined by the fluctuation theory that we describe in Section III.

In the spirit of a mean-field approximation, terms with more than two operators should be decoupled in all possible ways. In principle there are infinitely many ways of decoupling the Heisenberg part of the Hamiltonian. In this situation, guidance from experiments and past theoretical considerations is helpful to find the most important leading correlations of the model, correlations whose stability is studied a posteriori. We consider three competing mean-field order parameters, $`m`$, $`d`$, and $`y`$ for AF, $`d`$-wave SC, and $`d`$-density wave orders respectively, which are defined by

$`m=\widehat{m}`$ $`=`$ $`1/(2N){\displaystyle \underset{\stackrel{}{k},\sigma }{}}\sigma c_{\stackrel{}{k}+\stackrel{}{Q},\sigma }^{}c_{\stackrel{}{k},\sigma },`$ (5)
$`d=\widehat{d}`$ $`=`$ $`1/N{\displaystyle \underset{\stackrel{}{k}}{}}\varphi _d(\stackrel{}{k})c_{\stackrel{}{k},}c_{\stackrel{}{k},},`$ (6)
$`y`$ $`=`$ $`\widehat{y}=i/\left(2N\right){\displaystyle \underset{\stackrel{}{k},\sigma }{}}\varphi _d(\stackrel{}{k})c_{\stackrel{}{k}+\stackrel{}{Q},\sigma }^{}c_{\stackrel{}{k},\sigma },`$ (7)
where $`N`$ is the total number of lattice sites, $`\varphi _d(\stackrel{}{k})=\mathrm{cos}k_x\mathrm{cos}k_y`$ is the $`dwave`$ form factor and $`\stackrel{}{Q}`$ is the (commensurate) AF wave vector $`(\pi ,\pi )`$ in two dimensions. The extended $`s`$wave analogs of $`d`$wave superconductivity and $`d`$density wave orders are also present in the $`tJ`$ Hamiltonian, but they are always less relevant in mean-field studies. In this paper we restrict ourselves to a uniform solution. At the end of the paper the issue of inhomogeneous modulation of spin and charge degrees of freedom will be briefly discussed in the context of the present results. A similar mean-field decoupling for the AF and SC channels only was previously considered by several groups. In the present study the projected operator $`c_{j,\sigma }(1n_{j,\sigma })`$ is separated into the original electron operator $`c_{i,\sigma }`$ times the expectation of the bosonic operator $`(1n_{j,\sigma })`$ which is taken as $`x^{1/2}`$. As long as the no-double-occupancy constraint is globally imposed, the average number of electron $`n_e`$ in our study is equal to $`1n_h`$ with $`x=n_h`$. Clearly, at half-filling, one recovers the Heisenberg Hamiltonian. In addition, as we shall see later, for $`T=0`$, $`n=1,`$ the no-double-occupancy constraint is satisfied exactly because the AF solution allows only one electron per site with the full moment. This would not be the case if we considered only $`d`$wave and $`d`$ density wave mean-field solutions.

For a more systematic implementation of this constraint beyond the mean-field level, the slave boson representation can be useful. In the slave boson representation, an electron is explicitly decomposed into a spinon (fermion) and a holon (boson), $`c_{i,\sigma }^+=f_{i,\sigma }^+b_i`$. The latter bosonic operator corresponds to $`(1n_{i\sigma })`$ in our approach and our global constraint $`1=n_e+n_h`$ corresponds to the no double-occupancy constraint in slave boson mean-field theories.

In terms of mean-field order parameters $`m`$, $`d`$, and $`y,`$ the mean-field $`tJ`$ Hamiltonian reads

$$H_{MF}=\underset{\stackrel{}{k},\sigma }{}\epsilon (\stackrel{}{k})c_{\stackrel{}{k},\sigma }^{}c_{\stackrel{}{k},\sigma }4Jm\widehat{m}Jd(\widehat{d}+\widehat{d}^{})Jy\widehat{y}+F_0,$$
(8)
where

$$F_0=N(2Jm^2+Jd^2+\frac{J}{2}y^2\mu ).$$
(9)
$`\epsilon (\stackrel{}{k})2tx(\mathrm{cos}k_x+\mathrm{cos}k_y)\mu `$ with $`x`$ the hole density. The correlated hopping is taken into account through $`x`$ in a mean-field spirit, as explained above. In other words, the no-double-occupancy constraint manifests itself here as an effective mass, not as a change in the number of carriers. One has to keep in mind however that, at this level, $`\epsilon (\stackrel{}{k})`$ and the corresponding effective mass are only bare values that are renormalized by interactions. This is discussed further at the end of the following section.

Previous studies have suggested that the $`d`$density wave order parameter becomes important only quite close to half-filling. Here we find that this order parameter is never a self-consistent solution of the mean-field equations when mean-field AF order is explicitly considered in Eq.(8). Hence, in the following, we restrict ourselves to AF and SC order parameters. By introducing a four component field operator $`\mathrm{\Psi }_\stackrel{}{k}^{}`$

$`\mathrm{\Psi }_\stackrel{}{k}^{}=(c_{\stackrel{}{k},}^{},c_{\stackrel{}{k},},c_{\stackrel{}{k}+\stackrel{}{Q},}^{},c_{\stackrel{}{k}\stackrel{}{Q},}),`$

Eq. (8) may be written in a more compact form to reflect the competition between AF and SC order,

$`H_{MF}={\displaystyle \underset{\stackrel{}{k}}{}}{}_{}{}^{^{}}\mathrm{\Psi }_{\stackrel{}{k}}^{}M_\stackrel{}{k}\mathrm{\Psi }_\stackrel{}{k}+F_0.`$

The prime symbol on the summation restricts the summation over wave vectors to the magnetic Brillouin zone in order to take into account the doubling of the unit cell in the presence of (commensurate) AF order. Small incommensuration would not change appreciably the value of the local correlation functions that we will compute with the mean-field solution, hence we limit ourselves to the commensurate case. The matrix $`M_\stackrel{}{k}`$ in the last equation is given by

$`M_\stackrel{}{k}`$ $`=`$ $`\left(\begin{array}{cccc}\epsilon (\stackrel{}{k})& Jd\varphi _d(\stackrel{}{k})& 2Jm& 0\\ Jd\varphi _d(\stackrel{}{k})& \epsilon (\stackrel{}{k})& 0& 2Jm\\ 2Jm& 0& \epsilon (\stackrel{}{k}+\stackrel{}{Q})& Jd\varphi _d(\stackrel{}{k})\\ 0& 2Jm& Jd\varphi _d(\stackrel{}{k})& \epsilon (\stackrel{}{k}+\stackrel{}{Q})\end{array}\right).`$ (14)
The energy eigenvalues of $`M_\stackrel{}{k}`$ yield four branches to the energy dispersion $`\pm E_\pm (\stackrel{}{k})`$

$`E_\pm (\stackrel{}{k})`$ $`=`$ $`[(\epsilon _\stackrel{}{k}^2+\epsilon _{\stackrel{}{k}+\stackrel{}{Q}}^2)/2+(2Jm)^2+(Jd\varphi _d(\stackrel{}{k}))^2`$ (17)
$`\pm g(\stackrel{}{k})]^{1/2},`$
where $`g(\stackrel{}{k})`$ is given as

$$g(\stackrel{}{k})=[(\epsilon _\stackrel{}{k}^2\epsilon _{\stackrel{}{k}+\stackrel{}{Q}}^2)^2/4+((\epsilon _\stackrel{}{k}+\epsilon _{\stackrel{}{k}+\stackrel{}{Q}})(2Jm)]^{1/2}.$$
(18)
The free energy is easily obtained either from the trace formula or from the Feynman theorem

$`F=2T{\displaystyle \underset{\stackrel{}{k}}{\overset{^{}}{}}}{\displaystyle \underset{\alpha =\pm }{}}\mathrm{log}(2\mathrm{cosh}{\displaystyle \frac{E_\alpha (\stackrel{}{k})}{2T}})+F_0.`$

Two mean-field equations are obtained from the stationary condition on $`F`$ with respect to the corresponding order parameters, $`\frac{F}{m}=\frac{F}{d}=0`$, and one more unknown constant $`\mu `$ is determined by the thermodynamic relation $`n=1x=\frac{F}{\mu }`$. The resulting three equations are

$`m={\displaystyle \frac{1}{2N}}{\displaystyle \underset{\stackrel{}{k}}{\overset{^{}}{}}}{\displaystyle \underset{\alpha =\pm }{}}\left\{(2Jm)+\alpha {\displaystyle \frac{(\epsilon _\stackrel{}{k}+\epsilon _{\stackrel{}{k}+\stackrel{}{Q}})^2(2Jm)}{2g(\stackrel{}{k})}}\right\}`$ (19)
$`\times {\displaystyle \frac{1}{E_\alpha (\stackrel{}{k})}}\mathrm{tanh}({\displaystyle \frac{\beta E_\alpha (\stackrel{}{k})}{2}}),`$ (20)
$`d={\displaystyle \frac{1}{2N}}{\displaystyle \underset{\stackrel{}{k}}{\overset{^{}}{}}}{\displaystyle \underset{\alpha =\pm }{}}\varphi _d^2(\stackrel{}{k})(Jd){\displaystyle \frac{1}{E_\alpha (\stackrel{}{k})}}\mathrm{tanh}({\displaystyle \frac{\beta E_\alpha (\stackrel{}{k})}{2}}),`$ (21)
$`n=1{\displaystyle \frac{1}{2N}}{\displaystyle \underset{\stackrel{}{k}}{\overset{^{}}{}}}{\displaystyle \underset{\alpha =\pm }{}}\{(\epsilon _\stackrel{}{k}+\epsilon _{\stackrel{}{k}+\stackrel{}{Q}})`$ (22)
$`+\alpha {\displaystyle \frac{(\epsilon _\stackrel{}{k}+\epsilon _{\stackrel{}{k}+\stackrel{}{Q}})(\epsilon _\stackrel{}{k}\epsilon _{\stackrel{}{k}+\stackrel{}{Q}})^2}{2g(\stackrel{}{k})}}`$ (23)
$`+\alpha {\displaystyle \frac{2(2Jm)^2(\epsilon _\stackrel{}{k}+\epsilon _{\stackrel{}{k}+\stackrel{}{Q}})}{g(\stackrel{}{k})}}\}{\displaystyle \frac{1}{E_\alpha (\stackrel{}{k})}}\mathrm{tanh}({\displaystyle \frac{\beta E_\alpha (\stackrel{}{k})}{2}}).`$ (24)
The spin-triplet order parameter $`c_{\stackrel{}{k}+\stackrel{}{Q},}c_{\stackrel{}{k},}`$ is “dynamically generated” when the two mean-field order parameters $`m`$ and $`d`$ coexist, even when it is not explicitly included in the mean-field factorization. We have checked that including this order parameter in the mean-field factorization changes the value of local correlation functions, such as $`|\mathrm{\Delta }_d(0)|^2`$ which we need below for the dynamical calculation, by less than one percent. The values of $`m`$ and $`d`$, on the other hand, change by about $`10\%`$. The inclusion of this order parameter would then change the results of the present paper only quantitatively and at the few percent level only. We do not include it for now for simplicity. It should be included at a later stage when refining the approach.

Even though it is only an intermediate step in our calculations, for completeness we show in Fig.1 the calculated mean-field phase diagram and zero-temperature mean-field order parameters $`m`$ and $`d`$ for $`t/J=3`$. The AF order parameter dominates near half-filling and vanishes beyond $`x=x_c0.20`$. On the other hand, $`d`$-wave SC correlations keep growing with decreasing doping down to $`x_c0.20`$ where the AF order parameter is non-zero. Below $`x_c`$, we observe that $`T_c^{MF}`$ and $`d`$ begin to monotonically decrease with decreasing doping. The physical origin of this decrease of $`T_c^{MF}`$ and $`d`$ should be a combination of the effects of local moment formation and of the onset of AF correlations that break time-reversal symmetry, both of which lead to the destruction of the SC state. The importance of AF correlations in reducing $`T_c`$ to the experimental value ($``$ $`100K`$) was recently pointed out by Weng. In between half-filling and $`x_c`$, AF and SC orders coexist at the mean-field level. The overall features are similar to previous results based on a phenomenological model in which SC and AF orders come from different interaction terms.

The dashed curves in Fig.1(a) and (b) are $`T_c^{MF}`$ and $`d`$ when the interaction piece of the Hamiltonian is decoupled only in the (spinon) pairing channel in the slave boson mean-field theory or, equivalently, when $`m`$ is forced to zero in the present approach. This shows that, by itself, the diverging effective mass is not enough to reduce $`T_c^{MF}`$ and $`d`$ to zero at half-filling. In the slave-boson theory, $`T_c^{MF}`$ and $`d`$ keep increasing with decreasing doping. $`T_c^{MF}`$ is interpreted as pseudogap temperature $`T^{}`$ and the corresponding ground state is dubbed as the resonating valence bond (RVB) state. In this theory, the true $`T_c`$ is governed by the Bose-condensation temperature of holons, which scales as $`x`$. Then the maximum $`T_c`$ occurs at very small doping concentration ($`x<0.05`$). More recent versions of this slave-boson mean-field theory seem to correct this defect.

In the present study, the behavior of the mean-field order parameters reflects the competition between AF and SC correlations. As can be seen in Fig.1, SC correlations are most significantly modified due to the presence of (pair breaking) AF correlations, while the latter are virtually unchanged by the former. When Eq. 8 is converted into an effective Hamiltonian where the competing order parameters are expressed in terms of operators we find

$$H=\underset{\stackrel{}{k},\sigma }{}\epsilon (\stackrel{}{k})c_{\stackrel{}{k},\sigma }^{}c_{\stackrel{}{k},\sigma }2J\widehat{m}\widehat{m}J\widehat{d}^{}\widehat{d}\frac{1}{2}J\widehat{y}\widehat{y}.$$
(26)
In this notation, it is clear that interactions that generate AF are stronger than those that generate SC by a factor of two and that the interactions that generate $`d`$density wave order are even smaller. Note that to be able to make this comparison, the order parameters are normalized  such that the largest value that either one of them can take in a mean-field solution is near $`1/2`$ (when all other order parameters are forced to zero). In particular then, even if we drop the $`d`$density wave, this mean-field $`tJ`$ Hamiltonian is not $`SO(5)`$ symmetric since in that case, the $`\widehat{m}\widehat{m}`$ and $`\widehat{d}^{}\widehat{d}`$ terms would have the same coefficients, so as to form a five-dimensional superspin vector.

## III Dynamical properties : excitation pseudogaps

In a previous study of the two-dimensional attractive Hubbard model it was shown, by comparisons with Quantum Monte Carlo calculations, that the BCS mean-field ground state gave a good estimate (few percent) of double-occupancy in the normal state when the interaction strength satisfied $`|U|3t`$ and when the temperature is reasonably low ($`T`$ of order $`0.5t`$ or less). We expect this should remain true for correlation functions that are local in space and time. On the other hand, for dynamical quantities mean-field theory itself is clearly a bad estimate. Instead of a true antiferromagnetic gap as in Fig.1, we expect to have a pseudogap.

In Ref., the procedure used to compute the pseudogap size $`\mathrm{\Delta }_{pg}`$ was as follows. Let $`\mathrm{\Delta }_d(i)`$ be defined by

$`\mathrm{\Delta }_d(i)={\displaystyle \frac{1}{2}}{\displaystyle \underset{\delta }{}}g(\delta )(c_{i+\delta ,}c_{i,}c_{i+\delta ,}c_{i,}),`$

where $`g(\delta )`$ is a $`d`$-wave form factor given, in real space representation, by $`g(\delta )=1/2`$ for $`\delta =(\pm 1,0)`$, $`1/2`$ for $`\delta =(0,\pm 1)`$, and $`0`$ otherwise. The $`d`$-wave symmetry spin-singlet local correlation function, $`|\mathrm{\Delta }_d(0)|^2`$, is computed from the ground state mean-field solution  but with only $`m`$ different from zero. In other words, it contains only AF correlations. This correlation function, $`|\mathrm{\Delta }_d(0)|^2`$, is then used in the fluctuation-dissipation theorem to obtain a renormalized vertex that allows one to estimate dynamical susceptibilities in any channel. The latter come in the computation of both the two-particle and one-particle quantities. An example of such a calculation is given in sectionV. The pseudogap appears in the renormalized classical regime of the singlet $`d`$-wave fluctuations in a region of the Fermi surface, namely the zone edges, where the thermal de Broglie wavelength is so small that it can become smaller than the $`d`$-wave zero-frequency correlation length even if the latter is of order only one lattice spacing. To be more specific, for $`x=0.1`$ for example, the pseudogap appears near the zone edge when $`T=0.40J`$. At this temperature, the characteristic energy of the $`d`$wave singlet fluctuations is $`0.31J`$ while the corresponding correlation length estimated from the wave vector dependence of the $`\omega =0`$ $`d`$wave singlet susceptibility around $`q=0`$ is $`0.48`$ lattice spacing.

In Fig. 2(a) the calculated pseudogap size $`\mathrm{\Delta }_{pg}`$ (filled diamonds) from Ref. is plotted along with the pseudogap energy (empty symbols) extracted from various experiments by Tallon and Loram. Note that the pseudogap rapidly takes its asymptotic low-temperature value when it opens up at finite temperature. That is the reason why we plot the value it would have at $`T=0`$ if the superconducting phase did not appear. Since in the above calculational procedure, the local $`d`$wave singlet correlation function $`|\mathrm{\Delta }_d(0)|^2`$ that is used to compute the dynamical singlet susceptibility is computed from static antiferromagnetic mean-field order, the corresponding normal state pseudogap $`\mathrm{\Delta }_{pg}`$ vanishes at $`xx_c`$. The calculated $`\mathrm{\Delta }_{pg}`$ is in good agreement with experimental results. Through interlayer tunneling spectroscopy of $`Bi_2Sr_2CaCu_2O_{8+\delta }`$ Krasnov also observed that the pseudogap decreases approximately linearly with doping and vanishes at the critical doping, $`x_c0.19`$.

The dashed curve is the pseudogap size predicted from the slave-boson mean-field theory of the $`tJ`$ Hamiltonian.  In fact the (spinon) pseudogap size obtained in the latter theory is the same as $`2Jd`$ calculated from Eq.(8) with $`m=0`$. It is much larger than the experimentally extracted pseudogap energy throughout the interesting doping range. Furthermore there is no indication that it vanishes near $`x_c`$, in conflict with experimental results. Although spin degrees of freedom are the main driving force for the pseudogap behavior in the above theory and in ours, the detailed implementation is qualitatively different. In the slave-boson mean-field theory a pseudogap is caused by a pairing among spinons, while in our theory it is short-range spin correlations of electrons that induce an effective attraction in the particle-particle channel. The spinon pseudogap in the former theory has nothing to do with local moment formation and their short-range AF correlations with decreasing temperature.

The total excitation gap $`\mathrm{\Delta }_{tg}`$, at $`T=0`$, is obtained by allowing both $`d`$ and $`m`$ to be different from zero in the calculation of the quantity $`|\mathrm{\Delta }_d(0)|^2`$ that is used in the fluctuation-dissipation theorem to obtain the renormalized vertices entering the calculation of dynamical quantities. The calculated total excitation gap (or ARPES leading edge gap or SC gap), $`\mathrm{\Delta }_{tg}`$, at $`T=0`$ is also plotted in Fig. 2(b) as a function of doping with $`t/J=3`$. The open circles with error bars are experimentally determined leading edge gap by Ding et al. in their ARPES measurement. Except a few points, which may be due to the effect of impurities as noted by the authors, our calculated $`\mathrm{\Delta }_{tg}`$ is in reasonable agreement with experimental results and decreases more or less linearly with doping. In addition, the velocity defined by

$`v_2={\displaystyle \frac{\mathrm{\Delta }_{tg}}{\sqrt{2}}}\mathrm{sin}{\displaystyle \frac{k_F}{\sqrt{2}}}`$

ranges from $`1.0`$ to $`2.0\times 10^6cm/s`$ when $`x`$ varies from $`0.2`$ to $`0.1.`$ Experiments on various compounds and dopings in that range give results of order $`1.0\times 10^6cm/s`$ according to Ref. More recent ARPES results Bi-2212 give a ratio of $`v_2/\mathrm{\Delta }_{tg}`$ that can decrease by about a factor two from optimal to underdoping, while transport measurements suggest a much stronger doping dependence. Note that in our calculations of $`\mathrm{\Delta }_{pg}`$ and $`\mathrm{\Delta }_{tg}`$ we use the experimentally determined value of exchange coupling $`J=125`$ meV. The only adjustable parameter is the ratio $`t/J`$ that we take, as in the previous sections, equal to $`3`$.

$`\mathrm{\Delta }_{tg}`$ is always larger than $`\mathrm{\Delta }_{pg}`$ due to the additional contribution from $`d0`$ to the local spin-singlet amplitude $`|\mathrm{\Delta }_d(0)|^2`$. Since the SC order parameter vanishes at $`T_c`$, the SC gap below $`T_c`$ continuously evolves into the normal state pseudogap above $`T_c`$ with the same momentum dependence and magnitude.

Finally we comment on the Fermi velocity in the nodal direction.  Tabulation of angle-resolved photoemission (ARPES) data for the Fermi velocity along the zone diagonal in the range $`0.1<x<0.15`$ lead to Fermi velocities in the range range from $`1`$ to $`2.5\times 10^7cm/s.`$ However, recent ARPES data on LSCO seem to suggest that the Fermi velocity along the diagonal is doping independent and of order $`2.5\times 10^7cm/s`$. A weak doping dependence for the limiting low frequency Fermi velocity is seen in Bi-2212. Our bare Fermi velocity varies linearly with $`x`$, but to compare with ARPES experiment, one should include the effect of residual interactions. The superconducting $`d`$-wave part of the interaction does not renormalize the Fermi velocity along the nodal direction, but antiferromagnetic fluctuations do. For $`x=0.15`$ and $`T=0.05J,`$ we find that the bare velocity, estimated from the dispersion of the spectral weight, renormalizes from $`1.27aJ`$ to $`1.04`$ $`aJ.`$ For $`x=0.1,`$ the peak in the spectral function is very broad and in fact the quasiparticle picture does not strictly applies since $`\mathrm{\Sigma }/\omega >0.`$ Nevertheless, if we do like in experiment and measure the dispersion of the spectral weight maximum, we find that for $`T`$ between $`0.2J`$ and $`0.1J,`$ the Fermi velocity renormalizes up $`\left(\text{since }\mathrm{\Sigma }/\omega >0\right)`$from $`0.85`$ $`aJ`$ to $`0.95\pm 0.05`$ $`aJ`$. Hence, the physical value of the velocity is much more doping independent than the bare value suggests. Such doping-independent values were also found in variational calculations that take into account the no-double occupancy constraint. For $`t/J=3`$, and $`J=125meV,`$ our Fermi velocity in physical units is thus about $`0.7\times 10^7cm/s`$, which is smaller than experimental values by a factor $`3`$ to $`4.`$

## IV Qualitative phase diagram of high $`T_c`$ cuprates

Applying the fluctuation approach of the previous section with the effective theory of the next section, one can use the resulting dynamical SC susceptibility to estimate the value of the correlation length $`\xi _{sc}`$ at the temperature where order appears according to mean-field theory. This length, $`\xi _{sc}`$, is of order one lattice spacing. We know that quantum renormalization effects (Kanamori-Brueckner type) should decrease even the mean-field $`T_c`$ to a lower value $`T_c^{{}_{}{}^{}MF}.`$ In addition, thermal fluctuations decrease it even further. If we look empirically at the value of $`\xi _{sc}`$ when one reaches the experimentally determined superconducting transition temperature $`T_c,`$ one finds that at that temperature, $`\xi _{sc}34`$. We know that when the in-plane $`\xi _{sc}`$ is sufficiently large, it should induce a three-dimensional SC transition. Since $`\xi _{sc}`$ exponentially increases at low temperature in the renormalized classical regime, the temperature where $`\xi _{sc}34`$ is not much different from that where it is much larger.

The empty circles in Fig. 3 are the value of $`T_c`$ estimated from the above procedure ($`\xi _{sc}=4`$). Unlike $`T_c^{MF}`$, $`T_c`$ looks like a parabola centered at $`x_c`$. The solid curve is an interpolation formula for the data points given as $`T_c=4.22(x0.20)^2+0.095`$ (units of $`J`$) or $`T_c=6122(x0.20)^2+138`$ (K). In the same plot, the dashed curve is the mean-field SC temperature $`T_c^{MF}`$ and the filled diamonds are the pseudogap temperature $`T^{}`$. One expects that $`O(2)`$ SC fluctuations associated with superfluid stiffness should come into play only for $`T_c^{{}_{}{}^{}MF}TT_c`$, as found by Corson et al.  in their terahertz spectroscopy measurements. This result contrasts with the SC fluctuation scenario for the pseudogap where SC fluctuations appear for $`T^{}TT_c`$. The critical region for SC fluctuations appears larger at underdoping than at overdoping because of its small superfluid density. A rough estimate for the superfluid density is $`n/m^{}`$ which scales like $`x\left(1x\right)`$ in our approach because $`n\left(1x\right)`$ and $`1/m^{}x`$. The pseudogap temperature $`T^{}`$ falls from a high value onto the $`T_c`$ line instead of sharing a common line with $`T_c`$ in the overdoped region. This is because in our approach the $`d`$-wave singlet fluctuations that lead to the normal state pseudogap $`T^{}`$ are induced by short-range spin correlations. The latter compete in the low energy sector with SC correlations to make $`T_c`$ go to zero near half-filling.  Note however that since $`O\left(2\right)`$ SC fluctuations also cause a pseudogap close to $`T_c`$, some experiments may suggest that the $`T^{}`$ line continues smoothly onto the dashed line (or more precisely the $`T_c^{{}_{}{}^{}MF}`$ line) in the overdoped regime.

In the present study $`T_c`$ and $`T_c^{MF}`$ have their maximum at $`x_c0.20`$ where condensation energy $`U(0)`$, mean-field order parameter $`d`$ and the coherence gap $`\mathrm{\Delta }_{cg}`$ discussed in the following section are also maximized. In high $`T_c`$ cuprates, the highest $`T_c`$ is at $`x=0.16`$ slightly lower than the critical doping ($`x=0.19`$) where the strength of superconductivity is maximum. This subtle difference is beyond the scope of the present study.

Although short-range AF correlations persist up to $`x_c`$, they don’t lead to long-range (commensurate) AF order, remaining only as short-range order even at low temperature, unless the electron density is close to half-filling. For instance, at $`x=0.15`$, the AF correlation length $`\xi _{af}`$ computed from fluctuation theory saturates at $`\xi _{af}4`$ at the lowest temperature studied while the SC correlation length $`\xi _{sc}`$ exponentially diverges. Thus the long-range (commensurate) AF phase boundary is not shown in Fig. 3. It is expected to lie close to half-filling where the present formulation is not valid for AF spin fluctuations since the effective bandwidth, $`8xt`$ becomes smaller than interaction strength.

## V The condensate

At finite temperature algebraic (Kosterlitz-Thouless) superconducting order can develop in two dimensions, contrary to AF order, which is prohibited by the Mermin-Wagner theorem. Since short-range AF correlations can produce a (dynamical) pseudogap on short-distance scales while thermodynamic quantities, such as the SC condensate, are calculated in the static and long-distance limit, we should integrate out AF correlations to study the low energy physics of the SC state while taking into account the presence of the AF correlations in an effective manner. In principle, one should be able to do this and predict the onset of superconductivity from the interacting Green function of the previous sections, which exhibits a pseudogap. However, to do this calculation, one needs the corresponding irreducible vertex. It is not strictly correct to use the Thouless criterion in the form $`1JGG=0`$ to find the superconducting $`T_c`$ because one cannot use the bare vertex $`J`$ to do a calculation with dressed Green functions. Since it is not known yet how to obtain a reliable approximation for irreducible vertices in the pseudogap regime, we have to proceed otherwise. Calculations with constant renormalization to the vertices and bare Green functions are expected to be more reliable. The phenomenological correlation length criterion of the previous section is such a calculation.

We want to take into account the presence of short-range AF correlations. To proceed with a calculation that is done with constant renormalization to the vertices and bare Green functions, we have to make an additional hypothesis. We construct an effective low-energy Hamiltonian

$$H_{eff}=\underset{\stackrel{}{k},\sigma }{}\epsilon (\stackrel{}{k})c_{\stackrel{}{k},\sigma }^{}c_{\stackrel{}{k},\sigma }V_{eff}\underset{i}{}\mathrm{\Delta }_d^+(i)\mathrm{\Delta }_d(i)$$
(27)
such that the effective attraction $`V_{eff}`$ leads, at $`T=0,`$ to the same value of the SC order parameter as that obtained from the full mean-field theory (Fig.1(b)). We will use this effective Hamiltonian only to compute properties of the condensate, including $`\xi _{sc}`$ of the previous section. As long as superconductivity, or condensation, is concerned, the above Hamiltonian already takes into account the effect of (pair breaking) short-range AF correlations in an effective manner.

Above $`x_c`$, $`V_{eff}`$ is given by $`J`$, because $`m`$ vanishes there. We take the vanishing of $`m`$ as signaling that the antiferromagnetic correlation length has become smaller than one lattice spacing. Below $`x_c`$, $`V_{eff}`$ rapidly vanishes with decreasing doping in Fig.4(a). As a first application of the above effective Hamiltonian, let us calculate the condensation energy at $`T=0`$. The total energies in the SC state and in the normal state are, in a mean-field approximation, given by

$`E_d`$ $`=`$ $`\mathrm{\Psi }_d|H_{eff}\mu N|\mathrm{\Psi }_d`$ (28)
$`=`$ $`{\displaystyle \underset{\stackrel{}{k}}{}}[(\epsilon _\stackrel{}{k}\mu ){\displaystyle \frac{(\epsilon _\stackrel{}{k}\mu )^2}{E_\stackrel{}{k}}}]|V_{eff}|d^2,`$ (29)
$`E_n`$ $`=`$ $`\mathrm{\Psi }_n|H_{eff}\mu N|\mathrm{\Psi }_n`$ (30)
$`=`$ $`{\displaystyle \underset{\stackrel{}{k}}{}}[(\epsilon _\stackrel{}{k}\mu )|(\epsilon _\stackrel{}{k}\mu )|],`$ (31)
where $`E_\stackrel{}{k}=\sqrt{(\epsilon _\stackrel{}{k}\mu )^2+(d\varphi _d(\stackrel{}{k})V_{eff})^2}`$. The $`T=0`$ condensation energy $`U(0)=(E_dE_n)`$ is plotted in Fig. 4(b) as a function of doping concentration with $`J=125`$ meV. $`U(0)`$ is maximum at $`x_c`$, and rapidly decreases beyond and below $`x_c`$. This is because $`U(0)`$ scales like $`d^2`$. This feature is qualitatively consistent with specific-heat measurements by Loram et al. The maximum $`U(0)`$ in our calculation is about $`14K`$/unit cell at $`x_c`$, two to three times larger than what the above authors obtained ($`56K/`$unit cell). It is clear that the actual condensation energy should be smaller than what we calculate since fluctuation effects are completely neglected in the above calculation. If we had stuck to a mean-field calculation with both AF and SC order present, we would have estimated the condensation energy from the difference between the ground-state energies computed with $`d`$ finite and with $`d`$ forced to zero. For $`x>x_c`$ we would have found the same result as on Fig. 4(b) and for $`x<x_c`$ we would have also found a result that decreases with doping, but it would have been larger than what is found above, suggesting that the above effective Hamiltonian approach is indeed a better way to take into account $`T=0`$ long-range SC order in the presence of short-range AF correlations.

Another quantity of interest is the coherence-gap $`\mathrm{\Delta }_{cg}.`$ Deutscher  has proposed that this gap, accessible through Andreev reflection experiments with point-contact spectroscopy, can be different from the single-particle gap observed in tunneling. Recent experiments seem to confirm this. To estimate this coherence gap, one can use the mean-field solution of the effective BCS model Eq.(27). However, a better estimate can be obtained by computing the precursor pseudogap with the method explained below. Indeed, it is known in the attractive Hubbard model that this precursor pseudogap reaches its asymptotic low-temperature value very rapidly. In addition, this precursor pseudogap contains quantum renormalization effects that are absent from a pure mean-field calculation. The following calculation is in the spirit of Ref.. First we compute how much the $`d`$-wave pair correlation function $`\chi _{pp}`$ is enhanced over $`\chi _{pp}^0`$ by applying the local-pair sum rule for $`\chi _{pp}`$

$$\frac{T}{N}\underset{q}{}\chi _{pp}(q)e^{i\nu _m0^{}}=|\mathrm{\Delta }_d(0)|^2.$$
(32)
The right-hand side of the above equation is evaluated in the mean-field state of Eq. 27 and $`\chi _{pp}`$ is related to $`\chi _{pp}^0`$ through the renormalized vertex $`V_{pp}`$

$`\chi _{pp}(q)={\displaystyle \frac{\chi _{pp}^0(q)}{1V_{pp}\chi _{pp}^0(q)}},`$

where the irreducible susceptibility is defined as

$`\chi _{pp}^0(q)={\displaystyle \frac{T}{4N}}{\displaystyle \underset{k}{}}(\varphi _d(\stackrel{}{k})+\varphi _d(\stackrel{}{q}\stackrel{}{k}))^2G^0(qk)G^0(k).`$

Finally the following self-energy is used to estimate the effect of $`d`$-wave pairing correlations on quasiparticles.

$`\mathrm{\Sigma }_{pp}(k)`$ $`=`$ $`{\displaystyle \frac{1}{4}}V_{eff}V_{pp}{\displaystyle \frac{T}{N}}{\displaystyle \underset{q}{}}`$ (34)
$`(\varphi _d(\stackrel{}{k})+\varphi _d(\stackrel{}{q}\stackrel{}{k}))^2\chi _{pp}(q)G^0(qk).`$
This procedure is analogous to that used earlier in the case of the attractive Hubbard model ($`s`$-wave symmetry) to obtain good agreement with QMC calculations. Even though the above formula has not been obtained with the same rigor, one expects it to give a good estimate of what happens in the case of $`d`$-wave symmetry.

Figure 5(a) shows $`\mathrm{\Delta }_{cg}`$ (empty circles) together with $`\mathrm{\Delta }_{tg}`$ (empty diamonds) and $`\mathrm{\Delta }_{pg}`$ (filled diamonds) as a function of doping at $`T=0`$. Below $`x_c,`$ $`\mathrm{\Delta }_{cg}`$ monotonically increases with doping and above $`x_c`$ it reduces to $`\mathrm{\Delta }_{tg}`$. The doping dependence of $`\mathrm{\Delta }_{cg}`$ is qualitatively similar to $`T_c^{MF}`$ and $`d,`$ as found in the experiments of Ref.. It is surprising to observe that $`\mathrm{\Delta }_{cg}`$, $`\mathrm{\Delta }_{tg}`$ and $`\mathrm{\Delta }_{pg}`$ are more or less linear in doping concentration, in spite of the fact that they are obtained through highly nonlinear equations. In fact the linear behavior of $`\mathrm{\Delta }_{tg}`$ and $`\mathrm{\Delta }_{pg}`$ in doping are observed by Tallon and Loram , and by Ding et al. in their respective experiments. To find out an empirical relation between $`\mathrm{\Delta }_{cg}`$, $`\mathrm{\Delta }_{tg}`$ and $`\mathrm{\Delta }_{pg}`$, we plotted $`\sqrt{\mathrm{\Delta }_{tg}^2\mathrm{\Delta }_{pg}^2}`$ (long-dashed curve) and $`\mathrm{\Delta }_{tg}\mathrm{\Delta }_{pg}`$ (dashed curve). The former is nearly independent of doping, in agreement with the result often found by other authors using $`\mathrm{\Delta }_{cg}=\sqrt{\mathrm{\Delta }_{tg}^2\mathrm{\Delta }_{pg}^2}`$ to extract the coherence gap from experiment. Within our numerical uncertainties, the coherence-gap $`\mathrm{\Delta }_{cg}`$ is approximately given as $`\mathrm{\Delta }_{tg}\mathrm{\Delta }_{pg}`$ and its behavior is easier to reconcile with the doping dependence of $`T_c`$ and $`d`$. Recently Krasnov also found that the coherence gap (dubbed as the SC gap in his paper) shows a doping dependence similar to that of $`T_c`$.

When $`\mathrm{\Delta }_{tg}\mathrm{\Delta }_{pg}+\mathrm{\Delta }_{cg}`$ is generalized to finite temperature, the total excitation gap is composed of the normal state pseudogap and the coherence-gap in Fig.5(b). $`\mathrm{\Delta }_{pg}`$ is virtually temperature independent from $`T^{}`$ to $`T=0`$, because it is caused by short-range spin correlations of order one lattice spacing. On the other hand, we expect that $`\mathrm{\Delta }_{cg}`$ is strongly temperature dependent since it opens up at $`T_c.`$ For purposes of illustration, we added a BCS-like temperature dependence to $`\mathrm{\Delta }_{cg}.`$ Its zero temperature-value and $`T_c`$ were estimated above. As one can see from 5(b), at large underdoping ($`x=0.08`$) $`\mathrm{\Delta }_{tg}`$ (or ARPES leading edge gap) is mainly given by $`\mathrm{\Delta }_{pg}`$, while at optimal doping ($`x=0.15`$) it is more or less equally made of $`\mathrm{\Delta }_{pg}`$ and $`\mathrm{\Delta }_{cg}`$ below $`T_c`$. At large overdoping ($`x=0.22`$) $`\mathrm{\Delta }_{tg}=\mathrm{\Delta }_{cg}`$, thus leading to the conventional BCS behavior. This feature is also qualitatively consistent with ARPES experiments.

A similar behavior of $`\mathrm{\Delta }_{tg}`$ is used by Chen et al. to calculate the temperature dependence of some physical quantities within their SC fluctuation theory of the pseudogap. The crucial difference between their theory and ours is that their $`\mathrm{\Delta }_{pg}`$ vanishes at $`T=0`$ so that when superconductivity is completely destroyed, for instance, by a strong magnetic field, their ground state becomes a perfect Fermi liquid. In our picture, however, we predict that the ground state has a pseudogap. Our calculated temperature dependence of the total excitation gap (or ARPES leading edge gap from the experimental point of view) contrasts with some theories based on the idea of spin-charge separation. In these theories the only difference between $`A(\stackrel{}{k},\omega )`$ above and below $`T_c`$ is the line shape due to the Bose condensation of holons, namely, the appearance of the quasiparticle peak below $`T_c`$ without change of the gap magnitude itself. At large underdoping, there is indeed not much change in the ARPES leading edge gap , because from our point of view, $`\mathrm{\Delta }_{tg}`$ is composed mainly of the temperature independent $`\mathrm{\Delta }_{pg}`$. At optimal doping the above ARPES experiments show a significant change of the excitation gap itself with decreasing temperature in addition to the sharpening of the peak. From our point of view, this significant change of $`\mathrm{\Delta }_{tg}`$ (at optimal doping) with temperature is due to the strong temperature dependence of the coherence gap $`\mathrm{\Delta }_{cg}`$ near the transition.

Since the zero-temperature critical field $`H_{c2}`$ is a property of the condensate, the above $`V_{eff}`$ model can also be used to estimate it. Using the $`d`$-wave estimate $`H_{c2}=0.521\mathrm{\Phi }_0\left(2\pi \xi _0^2\right)^1`$ with $`\xi _0=\mathrm{}v_F\left(\pi \mathrm{\Delta }_{cg}\right)^1`$ and $`\mathrm{\Phi }_0=hc\left(2e\right)^1`$, we find that $`H_{c2}\left(x=0.08\right)=42T`$ and $`H_{c2}\left(x=0.15\right)=151T`$. The experimental values are, respectively, around $`30T`$ and $`60T`$, somewhat smaller. However, there is still disagreement on the experimental value of $`H_{c2}`$ and recent estimates are larger. The above model is extremely crude since it does not take into account the anisotropy and interaction renormalization of the Fermi velocity. Within this crude model, we have that $`H_{c2}`$ will decrease at dopings larger than optimal because above optimal doping $`\mathrm{\Delta }_{cg}`$ decreases.

## VI Discussion

In this Section we compare the present results with the predictions of some of the leading theories for the high $`T_c`$ superconductors and we provide further comparison with experiments. Before we proceed, we should stress that the starting point of our approach is meant to apply to the intermediate to strong-coupling regime and thus should be distinguished from spin-fluctuations theories that apply from weak to intermediate coupling.

First, consider the question of why the superconducting $`T_c`$ decreases near half-filling. As is clear by now, in our study the reduction of $`T_c`$ near half-filling occurs already at mean-field level due to the competition with AF correlations (or local moment formation) that open up a mean-field gap, making SC order less favorable. Although SC fluctuations will indeed make $`T_c`$ decrease with decreasing doping because of the smaller superfluid density, such fluctuations are not necessary to have the correct qualitative behavior.

Second, what is the nature of the normal state pseudogap? In this paper the pseudogap is just a crossover phenomenon due to short-range equal-time spin correlations which induce short-range dynamical fluctuations in the particle-particle channel. The latter are very effective in creating a pseudogap for several reasons. First note that the mass renormalization makes the bandwidth and the Fermi velocity quite small. In addition, the pseudogap opens up near the band edges where the local Fermi velocity is smallest. This means that the correlation length associated with the fluctuations does not need to be large to be in the renormalized classical regime. Second, for $`q=0`$ $`d`$-wave singlet fluctuations, no umklapp condition needs to be satisfied contrary to antiferromagnetic hot spots. The proposed origin for the pseudogap contrasts with some of the recent proposals in which mean-field flux phase, circulating current phase, and $`d`$-density wave phase  are interpreted as the pseudogap state. In these scenarios, the pseudogap state has broken symmetry such as time reversal, translational and rotational symmetries, and the crossover-like behavior observed in experiments is argued to be caused by an impurity effect.

Third, let us consider experimental evidence that there are significant short-range AF correlations below $`x_c`$. Recent muon spin relaxation and ac-susceptibility measurements, show the existence of slow spin fluctuations below $`x=0.19`$. By using polarized and unpolarized elastic neutron scattering experiments as well as zero-field muon spin resonance, Sidis et al.  observed an unusual commensurate AF phase on a nanosecond time scale that coexists with superconductivity in underdoped YBa2Cu3O6.5. Lake et al.  found AF correlations inside a vortex core in underdoped cuprates. Most recently, Hodges et al. have even shown that the addition of $`Co`$ to an optimally doped $`YBCO`$ compound induces antiferromagnetism above $`T_c`$ that survives and coexists with $`dwave`$ superconductivity below $`T_c.`$ The coexistence seems to be at the microscopic level with $`\xi >200`$Å. In the present paper, the presence of AF correlations below $`x_c`$ does not come from any extra symmetry between AF and SC correlations such as $`SO(5)`$ symmetry, but from the fact that the $`J`$ part of the $`tJ`$ Hamiltonian has those competing correlations in the low energy sector. Table 1 gives a few results for the temperature-dependent antiferromagnetic correlation length in our approach for two dopings. As expected, the correlations decrease with doping. An upper bound, order of magnitude estimate for the value of the static local moment is given by the value of $`m`$ in Fig.1(b)

Fourth, we point out that there is numerical and experimental evidence that short-range spin correlations are closely related to the normal state pseudogap. In their recent calculations obtained from the dynamical cluster approximation (DCA) for the Hubbard model, Jarrell et al. noted that the fall of $`T^{}`$ with doping is closely tied to the diminishing of the short-range spin correlations. In the exact diagonalization study of the $`tJ`$ model, Sakai and Takahashi found that the pseudogap behavior is associated with the development of static AF spin correlations with decreasing temperature. In his high temperature series expansion study of the $`tJ`$ model, Putikka showed that pseudogap crossover occurs when static AF correlation length is about one lattice spacing. By analyzing various experiments (Raman, spin-lattice relaxation rate, ARPES, Zn-substitution effects, inelastic neutron scattering experiment and so on), Tallon and Loram concluded that the pseudogap is intimately connected with short-range AF correlations. Short-range dynamical AF correlations can also cause the normal state pseudogap through AF spin fluctuations. As explained above however, it was found in a recent paper that the pseudogap always appears earlier in the dynamical particle-particle channel than in the dynamical AF spin fluctuation channel, even though the short-range equal-time correlations that generate these dynamical fluctuations are due to AF correlations. One of the difficulties with AF spin fluctuation scenario of the pseudogap is how the normal state pseudogap happens to have the same momentum dependence and magnitude as the SC gap near $`T_c`$, as ARPES and tunneling experiments show. In our case, this occurs naturally. Our results remain qualitatively the same when $`t^{}`$ is $`0.3t.`$

Fifth, is $`x_c0.190.20`$ accidental for the special choice of $`t/J=3`$? According to the calculations of the slave-boson mean-field solution of the Hubbard model, the onset of short range AF correlations starts to appear from $`x=0.200.21`$ for a wide range of $`U=7t16t`$ (See Fig.1 of Ref.  for more details). In our approach, $`x_c`$ varies from $`0.22`$ to $`0.17`$ when $`t/J`$ varies from $`2.5`$ to $`4.`$ It is believed that a realistic strength of the Coulomb repulsion $`U=4t/J`$ is of the order of the bare bandwidth $`8t`$ in two dimension.

Last, through the microscopic separation of hole-rich SC regions from AF regions, the stripe structure tends to maintain AF correlations more effectively than the other case in which they are uniformly suppressed by doped holes. Then one can surmise that in the stripe state $`T_c`$ is somewhat suppressed from that in the uniform state. While the differences between the stripe state and the uniform state can be quite substantial, we do not see the stripes as necessary to obtain superconductivity. The main results reached in this paper are not expected to qualitatively change in the presence of a dynamical stripe structure.

## VII Conclusion

In this paper we proposed a simple phenomenological procedure that allows one to study the competition between antiferromagnetism and $`d`$-wave superconductivity in the high $`T_c`$ cuprates. The no-double-occupancy constraint is taken into account in the effective mass approximation. Correlation functions that are local in space and time are evaluated from a mean-field factorization of the $`tJ`$ Hamiltonian in both the AF and the $`d`$wave SC channels. (The $`d`$density wave channel does not contribute in the whole doping range.) The local correlation functions are then used in the fluctuation-dissipation theorem to compute renormalized vertices that allow one to obtain the full dynamical susceptibilities. In other words, in this approach, equal-time correlation functions determine the value of effective vertices in all available channels. In particular, short-range equal-time AF correlations determine the value of effective interactions in the particle-particle channel. This effective weak to intermediate-coupling approach cannot work for $`x<0.08`$ where the bandwidth becomes less than the interaction strength.

The calculated total excitation gap $`\mathrm{\Delta }_{tg}`$ (in the superconducting state) and the normal state pseudogap $`\mathrm{\Delta }_{pg}`$ are in good agreement with experimental results, as shown earlier in Ref.. Obtaining a description of superconducting properties arising from a highly correlated state remains a challenge. Here we have taken the simplest approach. We compute an effective strength of pairing interactions which takes into account (pair breaking) AF correlations, $`V_{eff}`$, by requiring that the zero-temperature order parameter $`d`$ obtained with $`V_{eff}`$ equals that obtained in the full mean field equations corresponding to Eq.(8). This effective interaction allows one to obtain properties of the condensate (and of the condensate only), namely the condensation energy $`U(0)`$, the coherence gap $`\mathrm{\Delta }_{cg}`$ that has been observed in Andreev reflection  as well as $`H_{c2}`$. The calculated coherence gap closely follows the doping dependence of $`T_c`$ or $`d`$, and is approximately given as $`\mathrm{\Delta }_{cg}\mathrm{\Delta }_{tg}\mathrm{\Delta }_{pg}`$ within our numerical uncertainties. A qualitative phase diagram for the cuprates may thus be obtained. The systematic decrease of $`U(0)`$, $`\mathrm{\Delta }_{cg}`$ and $`H_{c2}`$ with decreasing doping below $`x_c0.2`$ can be understood as a result of the competition between AF and SC order occurring in the low energy sector of the mean-field $`tJ`$ Hamiltonian. On the other hand, in the present picture the systematic increase of $`\mathrm{\Delta }_{pg}`$ and $`\mathrm{\Delta }_{tg}`$ when $`x`$ decreases below $`x_c0.2`$ is due to the growing short-range equal-time spin correlations which induce dynamical singlet fluctuations with $`d`$-wave symmetry, low characteristic frequency but with small correlation length. As pointed out before in Ref.  one prediction of this approach is that the pseudogap should survive if the superconducting state is destroyed by a magnetic field. This is consistent with the observation of antiferromagnetic ordering inside vortex cores. Neutron scattering experiments should be able to check from energy integrated structure factor that the short-range spin correlation functions are in good agreement with the mean-field predictions. Finally, we expect $`H_{c2}`$ to decrease with doping in the overdoped region.

Although some of the results of this paper are in quantitative agreement with experiment, the overall description is definitely qualitative only. The main disagreement with experiment is that the renormalized Fermi velocity that we find is three to four times smaller than measured. A satisfactory theory of high $`T_c`$ will necessitate a better treatment of strong-coupling short-range correlations.

###### Acknowledgements.

We are grateful to H. Ding for sending his data and to P. Fournier and L. Taillefer for numerous discussions and for pointing out some references. We also thank J. Carbotte and K. Maki for useful correspondence on $`d`$wave superconductivity. The present work was supported by a grant from the Natural Sciences and Engineering Research Council (NSERC) of Canada, the Fonds pour la formation de Chercheurs et l’Aide à la Recherche (FCAR) of the Québec government and the Tier I Canada Research Chair Program (A.-M.S.T.).


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# Discovery of the Low-Redshift Optical Afterglow of GRB 011121 and Its Progenitor Supernova 2001keBased on data from the OGLE 1.3m and the Magellan 6.5m Baade telescopes and the Hubble Space Telescope.

## 1 INTRODUCTION

The origin of gamma-ray bursts (GRB) has been a mystery since their discovery in the 1960’s. It has only been since the BeppoSAX satellite (Boella et al. 1997) began providing rapid, accurate localization of several bursts per year has it been possible to study these events and their afterglows in detail. Optical observations of afterglows (e.g. GRB 970228: Groot et al. 1997) have allowed redshifts to be measured for a number of GRBs (e.g. GRB 970508: Metzger et al. 1997), providing definitive proof of their cosmological origin. The unusually faint GRB 980425 associated with supernova 1998bw was the first direct evidence that at least some GRB result from the core collapse of massive stars (Galama et al. 1998). But other indirect evidence has come from studies of the location of GRB in their host galaxies (e.g. Holland & Hjorth 1999; Holland et al. 2000; Fynbo et al. 2000; Bloom et al. 2002a; Fruchter et al. 2002; Hjorth et al. 2002) and the types of galaxies that GRB prefer (e.g. Hogg & Fruchter 1999). A number of other GRB have shown deviations from a power-law decline (e.g. GRB 980326, Bloom et al. 1999), but these were at high redshift and any supernova component was difficult to study.

The very bright GRB 011121 was detected by BeppoSAX on 2001 November 21.78288 (UT) (Piro 2001a) and its position was quickly refined to 2 error radius (Piro 2001b). We began the effort to optically monitor the error circle with the 1.3m OGLE telescope starting $`10.3`$hours after the burst. A possible optical afterglow (OA) was quickly identified (Wyrzykowski, Stanek & Garnavich 2001) as a fairly bright ($`R19.1`$), new object not present in the Digitized Sky Survey image, at the position later determined by Price et al. (2001b): $`\alpha =11^h34^m29^s.67,\delta =76^{}01{}_{}{}^{}41{}_{}{}^{\prime \prime }.6(\mathrm{J2000}.0)`$. The source’s rapid fading by $`0.5`$mag during first $`3`$hours of observations (Stanek, Garnavich, & Wyrzykowski 2001; Infante et al. 2001) strengthened its likely association with the GRB. Spectra of the optical afterglow were obtained 12 hours after the burst with the Magellan 6.5m Walter Baade telescope and narrow emission lines from the host galaxy gave a redshift of $`z=0.36`$ (Infante et al. 2001). Infante et al. went on to note that the rapidly fading OA and the relatively low redshift of the GRB made this burst an attractive target to search for a possible underlying supernova. The afterglow was also detected in the infrared (Price et al. 2001a) and radio (Subrahmanyan et al. 2001).

Late-time imaging and spectra obtained with the Magellan telescope two weeks after the GRB suggested a slowing in the initial rapid decline of the OA or contamination from the host galaxy of the GRB. Hubble Space Telescope (HST) images taken two weeks after the burst and reported in March 2002 appeared to show the burst continuing to fade at the initial power-law rate (Bloom 2002). However, Garnavich et al. (2002) analyzed these same images and found that the point source was two magnitudes brighter than the extrapolation of the OA light curve and possessed colors inconsistent with a power-law spectrum, suggesting the presence of a supernova (SN 2001ke: Stanek et al. 2002). Later HST epochs confirmed the slow decline consistent with a supernova (Bloom et al. 2002b; Kulkarni et al. 2002).

Here we present our extensive data set on the optical afterglow and the associated supernova. GRB 011121 has been also discussed in recent papers by Bloom et al. (2002c), Dado, Dar & De Rujula (2002) and Price et al. (2002).

## 2 THE PHOTOMETRIC DATA

### 2.1 $`UBVRI`$ Photometry9

11footnotetext: Analysis presented here supersedes our GCN Circulars: Wyrzykowski, Stanek, & Garnavich 2001; Stanek et al. 2001; Infante et al. 2001; Wyrzykowski & Stanek 2001; Stanek & Wyrzykowski 2001

The majority of our photometric data were collected at two telescopes: the Optical Gravitational Lensing Experiment (OGLE: Udalski, Kubiak & Szymański 1997) 1.3m telescope at the Las Campanas Observatory and the Magellan 6.5m Walter Baade telescope at Las Campanas. The OGLE telescope was equipped with the 8k $`\times `$ 8k OGLE-III CCD mosaic, with a has a scale of $`0\stackrel{}{\mathrm{.}}26`$ per pixel. Most of the Magellan images were taken with the LDSS-2 imaging spectrograph in its imaging mode, with a scale of $`0\stackrel{}{\mathrm{.}}378`$ per pixel. Magellan images on Nov. 24, Dec. 5 and 6 were taken with the DirectCam imager with a scale of $`0\stackrel{}{\mathrm{.}}069`$ per pixel (unbinned). Fig. 1 shows the field containing the OA.

Photometry obtained with the CTIO-0.9m and 4m on Nov. 22 and 23 by Olsen et al. (2001) and Brown et al. (2001) were also added to our data set. The CCD images were kindly provided to us and we measured the OA magnitudes using the same methods as applied to the OGLE and Magellan data.

During the night of 2001 Nov. 22, the optical transient (OT) was observed with the MOSAIC-II camera (chip 2) on the CTIO 4m telescope, using $`UBRI`$ filters (Brown et al. 2001). That night three standard fields (Landolt 1992) were also observed in all four colors. There were between 4 and 6 standard stars on the chip and we have made an independent calibration of the field stars around the GRB using this data. Aperture photometry was performed on the standard stars frames. We determined the zero point for each color using average air mass terms for CTIO. We used DoPHOT (Schechter, Mateo & Saha 1993) to extract the photometry of all stars on the frames containing the OT. We then determined an aperture correction for each frame using the same aperture as for the standard stars. These aperture magnitudes have been corrected for the zero point determined from the standards stars, accounting for the difference in air mass. Color terms between the CTIO filters and standard bandpasses were found to be small. We estimate that our calibration is accurate to $`\pm 0.02`$ mag. Table 1 gives the derived magnitudes for the secondary standard shown in Figure 1.

### 2.2 HST Photometry

The Hubble Space Telescope Wide-Field/Planetary Camera 2 (WFPC2) observed the GRB 011121 field beginning two weeks after the burst (GO 9180, PI: Kulkarni). Photometry was performed on objects in the field using a 2-pixel radius aperture. Corrections were made for charge-transfer-efficiency (CTE) using the Whitmore-Heyer prescription (Whitmore & Heyer 1998) and for geometric distortion. Bright stars on the images were used to determine the correction to bring the measurement to an equivalent 0.5′′ aperture. All the data were then corrected to infinite aperture by subtracting 0.1 mag. Zeropoints on the Vega system were taken from the WFPC2 Data Handbook and the resulting magnitudes in the flight system bands are shown in Table 2.

To compare with ground-based $`R`$-band photometry the F702W magnitudes were converted to standard $`R`$ using F555W$``$F702W color and the prescription of Dolphin (2000). Magellan $`R`$-band data obtained around the time of the first $`HST`$ epoch are consistent with the converted F702W magnitude.

### 2.3 Near-Infrared Photometry10

22footnotetext: Analysis presented here supersedes our GCN Circular: Phillips et al. 2001.

We obtained deep $`J`$-band images during commissioning of the ’Classic Cam’ instrument on the 6.5m Walter Baade Telescope. The instrument consists of a 256$`\times `$256 pixel NICMOS3 array with image scale of $`0\stackrel{}{\mathrm{.}}094`$/pixel. Images were obtained on 2001 Nov. 29, 30 and Dec. 1 (UT) and were made up of 36, 64 and 72 individual 120s exposures respectively. Seeing on the first night was excellent and estimated at 0.5′′, but this degraded to $`>0.6^{\prime \prime }`$ for the final two nights. The average of the best seeing images from the three nights is shown in Figure 2. The host galaxy is clearly visible as well as two stars just to the east of the host. We determined the location of the OA by transferring the coordinates from the HST WFPC2 F702W images taken on 2001 Dec. 5 and noted that a faint source was present. Centroid determination on such a faint source results in unreliable photometry because the aperture tends to pick the brightest noise bump. So we fixed the position of the OA from the HST data and used DaoPhot II (Stetson 1987) and AllStar (Stetson 1992) to perform PSF photometry on the OA.

Three infrared standard stars (Persson et al. 1998) were observed before and after the GRB and used to calibrate the two bright stars south of the host galaxy (see Table 1). The ClassicCam used a $`J`$s filter which is slightly narrower than the standard $`J`$-band, but color corrections are expected to be small (Krisciunas et al. 2001).

In order to determine if the detections of the OA in these images were real we ran a series of artificial star tests on the images from each night. We added ten artificial stars with magnitudes similar to that of the OA to each image. These stars were placed in regions where the background was similar to that of the OA. We then ran DaoPhot II/AllStar on these images in exactly the same way as we did for the original images and obtained magnitude estimates for each artificial star. This procedure was repeated for several sets of artificial stars with a range of input magnitudes. We derive a limiting magnitude of $`J_{lim}22.4\pm 0.2`$ for the images. This suggests that the OA/SN was near the magnitude limit of the data.

We subtracted the stars and used aperture photometry to measure the brightness of the host. The host has $`J=19.8\pm 0.3`$ in an aperture with a radius of $`4\mathrm{}`$. We were unable to detect any light outside this aperture.

## 3 THE SPECTROSCOPIC DATA

Spectra of the OA were obtained with the Magellan 6.5m Walter Baade telescope using the LDSS-2 imaging spectrograph on 2001 Nov. 22.3 UT, $`12`$ hours after the burst and again on Nov. 23.3, $`36`$ hours post-burst. We used a slit width of $`1\mathrm{}`$ rotated to the parallactic angle which provided a resolution of 12 Å and coverage from 4000 to 9500 Å. Each night of observation consisted of two 1200s exposures on the OA as well as images of He-Ne comparison lamps and standard stars. The spectra were bias subtracted and flat field corrected using a normalized continuum lamp spectrum. The extracted spectra were then wavelength and flux calibrated. The spectrum taken on the first night showed a steep decline in flux toward the blue, which was not consistent with the second night’s spectrum. By calibrating stars elsewhere on the long slit we found that these too had a blue deficit which was not accounted for by the flux standards. We concluded that vignetting within the spectrograph had partially blocked the shorter wavelengths and that the flux calibration of the GRB that first night was compromised.

Spectra of the OA taken on Nov. 23 showed a smooth continuum with no strong features as expected from a power-law source. Weak, narrow emission lines were detectable in spectra from both nights. Since the photometry showed little color change between the two nights, we used the Nov. 23 spectrum to correct the vignetting in the Nov. 22 data and combined all the spectra to maximize the signal-to-noise. The resulting spectrum with the OA continuum removed is shown in Figure 3. Narrow emission features associated with HII regions in the host galaxy are clearly present and they provide a redshift of $`z=0.362\pm 0.001`$. The line that we identify as HeI 5875 Å is stronger than normally seen in typical HII regions.

Late-time spectra were again obtained with the Magellan LDSS-2 spectrograph on Dec. 7.3, $`15`$ days after the burst when the supernova light dominated over the OA flux. The $`1\mathrm{}`$ slit was rotated to include the faint star 2.5$`\mathrm{}`$ to the south east of the OA and the host galaxy (see Figure 2). The spectra were obtained to confirm the redshift of the host galaxy as the supernova had not been reported. Two 900s exposures were taken and reduced in the same way as the early spectra. The seeing was good and this permitted the two point sources to be extracted separately. Fortunately the slit included the position of SN 2001ke and the resulting spectrum is the first of a supernova associated with a cosmological GRB (Figure 8).

## 4 PROPERTIES OF THE OPTICAL AFTERGLOW

### 4.1 The GRB Temporal Behavior

We plot the GRB 011121 $`UBVRI`$ light curves in Figure 4. Majority of these data come form this paper, with additional $`UBVRI`$ data from Olsen et al. (2001) and Brown et al. (2001) which we reduced independently to be consistent with our other photometry (see Table 2). In order to asses the importance of our late $`J`$-band data, we also show some early $`J`$-band data from Price et al. (2002). Also shown are three HST F702W epochs converted to the standard $`R`$-band.

The OT decays relatively quickly in early time, without a clear break (unlike many GRBs observed since GRB 990510: Stanek et al. 1999) or other deviations from smooth decay, such as observed in GRB 000301C (e.g. Garnavich, Loeb & Stanek 2000) or GRB 011211 (Holland et al. 2002). To determine the early temporal behavior of the OA, we have decided to fit only the data taken earlier than $`2`$days after the burst. There are 26 such $`UBVRI`$ points, and as can be seen in Figure 4 a single power-law $`t^{1.72\pm 0.05}`$ fit to these early data is excellent, with the resulting $`\chi ^2/DOF=0.6`$.

### 4.2 The GRB Broad-Band Spectral Energy Distribution

GRB 011121 is located at Galactic coordinates of $`l=298\mathrm{°}.2323,b=13\mathrm{°}.8633`$, in a heavily reddened direction, according to the map of Schlegel, Finkbeiner & Davis (1998, hereafter: SFD). The SFD Galactic reddening towards the burst is large, $`E(BV)=0.50`$, and such large reddenings tend to be overestimated in the SFD maps (e.g. Stanek 1998).

To make an independent estimate of the extinction we assume that the intrinsic energy distribution of the OA is a power-law and find the extinction that gives the best match to a single power-law index. We first synthesize the $`UBVRI`$ spectrum from our data by interpolating the magnitudes to a common time. As discussed in the previous section, the optical colors of the GRB 011121 counterpart do not show significant variation during the first day. We therefore select the epoch of November 22.283 UT ($`12.0`$hours after the burst) for the color analysis. We convert the $`UBVRI`$ magnitudes to fluxes using the effective frequencies and normalizations of Fukugita, Shimasaku & Ichikawa (1995). These conversions are accurate to about 3-4%, so to account for the calibration and interpolation errors we assign to each flux a 5% error (7% for the $`B`$-band and 10% for the $`U`$-band). To get further leverage on the reddening, we add the $`J`$ and $`K`$ observations of Price et al. (2002) scaled to the fiducial time and converted to fluxes using effective wavelengths and normalizations of Megessier (1995). We then determine how well a single power-law fit the dereddened fluxes using the $`\chi ^2`$ parameter and varying the total extinction assuming the standard reddening curve of Cardelli, Clayton & Mathis (1989), as tabulated by SFD (their Table 6). We find a best fit power-law at E$`(BV)=0.43\pm 0.07`$ (one sigma) and adopt this as the reddening to the OA. This technique lumps together Galactic and host galaxy extinction, however, our adopted value is one sigma lower than the SFD extinction, which implies Galactic reddening strongly dominates over the host contribution. Our value is slightly higher than that obtained by Price et al. (2002), most likely due to the somewhat different calibration of the optical data.

Under the assumption that the OA spectrum is a single power-law, the best fit spectrum is $`\nu ^{0.66\pm 0.13}`$. The observed and corrected broad-band spectra are presented in Figure 5.

## 5 LATE-TIME PHOTOMETRY

We searched for a late-time recrudescence in the OA by $`R`$-band imaging with Magellan between 12 and 17 days after the burst. Subtracting these images with each other revealed no significant variation at the location of the OA suggesting that the host galaxy dominated the emission. When the $`HST`$ data was publicly released it was clear that a point source was present which was two magnitudes brighter than the extrapolated light curve of the OA (Garnavich et al. 2002). The position of the source was determined from seven USNO A.2 stars on the WFPC2 chips and found to be 11:34:29.64 $`76`$:01:41.51 with an error of 0.2$`\mathrm{}`$ (Stanek et al. 2002). This is consistent with the position of the optical afterglow determined by Price et al. (2001b) based on the same astrometric catalog.

To remove host galaxy contamination in the late-time Magellan images we used the $`HST`$ data as a template. After drizzling each epoch of F702W imaging we employed DaoPhot II (Stetson 1987) to subtract the point-spread-function (PSF) of the source. The three epochs were then combined, smoothed and rebinned to create a high signal-to-noise template image. Each Magellan image was then shifted to the coordinates of the template and the template convolved to match the PSF of the ground-based image. The difference between the image and the template then gives the uncontaminated brightness of the OA. The derived magnitudes are given in Table 2 and plotted in Figure 4.

## 6 DISCUSSION

### 6.1 GRB Properties

For a redshift of $`z=0.36`$ and assuming a flat cosmology with $`\mathrm{\Omega }_m=0.3`$ and H$`{}_{0}{}^{}=65`$ $`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, the GRB was at a luminosity distance of 2.07 Gpc. This is the nearest OA with a determined redshift. The GRB 980425 associated with SN 1998bw was at a redshift of $`z=0.009`$, but did not have a detected optical afterglow. The fluence of GRB 011121 in the 25-100 keV band of Ulysses was $`2\times 10^5`$ $`\mathrm{erg}\mathrm{cm}^2`$ (Hurley et al. 2001), which corresponds to an isotropic energy output of 2.7$`\times 10^{52}`$ erg after correction to a rest frame 20-2000 keV energy band (Bloom et al. 2001). This is at the low end of the isotropic energies listed in the compilation by Frail et al. (2001) but not at all unusual.

The $`R`$-band light curve of the OA shows no evidence for a break from the time of discovery to 2.5 days after the burst. If a break occurred later than 2.5 days then the low isotropic energy implies a jet opening angle of $`\theta >6^{}`$. Radio observations reported by Price et al. (2002) appear to support a late break. Correcting for the beaming fraction, this burst would then have a total energy similar to the ‘standard energy’ for GRB of $`5\times 10^{50}`$ erg suggested by Frail et al. (2001).

The index of the optical light curve power-law decay was high compared to most pre-break indices, but is typical for post-break decay rates. The observed $`\alpha =1.72`$ and $`\beta =0.66`$ are best fit by a jet shocking a uniform density medium (ISM) and is a poor fit to an isotropic shock into an ISM (Sari, Piran, & Halpern 1999). Placing GRB 011121 on Fig. 3 of Stanek et al. (2001) suggest this OA was observed post-break and implies the index change occurred earlier than 10 hours after the burst. An early break means a smaller opening angle of $`\theta <3^{}`$, and an energy more than 10 times lower than a standard burst.

The very low-redshift burst associated with SN 1998bw had an isotropic energy well below the ‘standard’ energy proposed by Frail et al., and GRB 980326, the other cosmological burst with a well-established association with a supernova, was under-luminous compared to the ’standard’ energy (Frail et al. 2001). But the numbers of events directly associated with supernovae are too small to link them with subluminous GRB.

If the break occurred after 2.5 days, then the steep light curve decay and flat spectral indices observed in GRB 011121 OA are better matched to a burst into a stratified medium instead of a uniform density gas (Chevalier & Li 2000). For a circumstellar density falling as $`r^2`$, the observed $`\beta =0.66`$ should result in a steep light curve index of $`\alpha 1.5`$ in the slow cooling regime. The ISM case predicts a more shallow $`\alpha 1.0`$. The possibility of a circumstellar wind has been noted by Price et al. (2002). The presence of a supernova at late times appears to bolster the picture of a stratified circumburst enviroment produced by a stellar wind.

### 6.2 SN 2001ke: A Supernova of a Different Color

The late-time photometry shown in Figure 4 clearly shows a deviation from the OA power-law decay. A similar bump was detected in GRB 980326 (Bloom et al. 1999) and attributed to a supernova although a light echo has also been proposed to explain these deviations (Esin & Blandford 2000). The combination of the fading OA and slowly rising supernova resulted in a nearly constant brightness for the combined light during our December imaging. The uncertainty in the brightness distribution of the host galaxy along with the nearly constant magnitude prevented us from detecting the supernova until the $`HST`$ data became available to the public.

The first epoch HST photometry of the supernova was surprising for having a F555W-F702W color which was very blue. The initial SN color was, in fact, similar to the OA color and this comparison is independent of the assumed reddening. A type Ic supernova, even an unusually energetic one like SN 1998bw is fairly red compared to the power-law spectrum of most OA. Our spectrum, shown in Figure 8, confirms the large UV flux when compared to SN 1998bw. The ‘red bump’ thought to be characteristic of a supernova is really blue in the case of GRB 011121. It is only in the later $`HST`$ photometry that the supernova turns red as is characteristic of SN past maximum.

The colors of SN 2001ke are more typical of a type IIn events which interact with circumstellar gas and have narrow and intermediate width hydrogen emission lines in their spectra (Schlegel 1990). As an example we compare the spectral energy distribution (SED) of SN 2001ke with the nearby type IIn supernova 1998S in Figure 9. Clearly the first $`HST`$ epoch is similar to the SN 1998S SED near maximum and both supernovae redden within a few days. Note that the infrared varies little over the observation period as the maxima are very broad in the infrared. SN 1998S showed Wolf-Rayet features in the early spectra and was likely the core-collapse of a very massive star (Lentz et al 2001). We do not claim that SN 1998S is identical to the GRB 011121 supernova, only that the color history of these two events are similar and suggest circumstellar material was present. This is consistent with the OA behavior which implied a stratified circumstellar gas distribution.

The light curve of SN 1998S evolves much more slowly that SN 2001ke and this is true for most type II events with large hydrogen envelopes. But we also note, in contrast to Bloom et al. (2002c), that the light curve of SN 1998bw is a poor match to SN 2001ke. After correcting for the time dilation at $`z=0.362`$, SN 2001ke evolves 40% faster around 5000Å than 1998bw (see Figure 4) assuming the clock started for both at the time of the gamma-ray burst.

There is a wide range of type IIn behavior. For example, the blue color of the type IIb SN 1993J lasted for only a few days due to its unique distribution of circumstellar material (Garnavich & Ann 1994). Certainly SN 2001ke could have been a type Ib/c which was dominated by circumstellar emission early on. SN 1997cy (Germany et al. 1998) was a type IIn event which also may have been associated with a GRB (GRB 970514).

The apparent rapid fading of SN 2001ke could also be explained if we remove the assumption that the GRB occurred at core-collapse. There is some evidence from X-ray spectra that metal-rich material surround some GRB (e.g. Antonelli et al. 2000) which seems to imply that the associated supernova exploded weeks to months before the gamma-ray emission. In the case of GRB 011121, the time delay between core-collapse and gamma-rays would only be on the order of days to match SN 1998bw light curve.

Converting the SN 1998bw light curve to the $`R`$-band at $`z=0.362`$ give a peak brightness 1.3 mag less than the SN 2001ke observations. Our adopted extinction of 1.13$`\pm 0.18`$ in the $`R`$-band suggests SN 2001ke was similar in absolute brightness to SN 1998bw which had a $`M_V=19.35`$ (Galama et al. 1998). We estimate an absolute brightness of SN 2001ke near maximum of $`M_V=19.2\pm 0.2`$ with most of the uncertainty due to the large extinction correction.

From the $`HST`$ images the host appears as a face-on spiral galaxy with the GRB/SN offset 0.88$`\mathrm{}`$ or 4.8 kpc from the center in a low-$`\mathrm{\Omega }_m`$ flat cosmology. The \[OII\] flux is an good indicator of the star formation rate. After correction for Galactic extinction and using the Balmer lines to correct for an average host extinction, we find a \[OII\] luminosity of 2.0$`\times 10^{41}`$ erg s-1. We convert this to a star formation rate using the relation given by Kennicutt (1998). The slit did not cover the entire galaxy so the total flux is uncertain, but roughly corresponds to a star formation rate between 3 and 6 M$`_{}`$yr-1.

## 7 CONCLUSIONS

We have identified the OA associated with GRB 011121 and found its light curve is well fitted by a single power-law decay with an index of $`\alpha =1.72\pm 0.05`$ between 10 hours and $`2.5`$days after the burst. The broad-band spectrum of the OA over this time period is well matched by a single power-law with index $`\beta =0.66\pm 0.13`$ from 0.35 to 2.2 $`\mu `$m. We find that the reddening in the direction of the OA is large, E$`(BV)`$=0.43$`\pm 0.07`$. Our early spectra reveal emission lines from the GRB host galaxy which provide a redshift of $`z=0.362\pm 0.001`$. Except for the unusual GRB 980425, this is the nearest GRB with a well determined redshift.

Our observations two weeks after the GRB reveal a source two magnitudes brighter than expected from the OA decline. We show that this light is likely from a supernova which was the progenitor of GRB 011121. We obtained the first spectrum of a supernova associated with a cosmological GRB. The spectrum combined with colors from HST photometry show this emission to be intrinsically blue, but becoming more red as the supernova fades. The colors are not consistent with a typical type Ic and are too blue for the ”hypernova” SN 1998bw. However the color can be explained by the supernova interacting with its circumstellar environment as was the case in SN 1998S and suggests the supernova classification may be IIn. Presence of circumstellar gas at the time of the supernova implies that the GRB was not isotropic and must have left circumstellar material for later interaction with the supernova.

The light curve of SN 2001ke appears to have peaked 10 to 12 rest-frame days after the GRB while SN 1998bw reached maximum some two weeks after GRB 980425. The time evolution of SN 1998bw does not fit the 2001ke light curve well. Another type Ic hypernova, SN 2002ap (Mazzali et al. 2002), appeared to evolve more quickly than SN 1998bw, however, there is no associated GRB to set the time of explosion and it appears to be significantly less luminous than either 1998bw or 2001ke.

This early maximum combined with a blue color is surprising. Type II supernova rise quickly, but their hydrogen envelope traps energy and makes them fade more slowly than observed for 2001ke. Possibly the hydrogen envelope was small or non-existent and the circumstellar phase relatively short as was the case for SN 1993J. Of course, the supernova may have exploded days before the GRB detection as has been proposed to explain metal absorption lines in X-ray spectra of some GRB. Supernova 1998bw would fit $`R/F702W`$ data well if it went off $`7`$ rest-frame days before the GRB. Assuming the GRB may not signal core-collapse, we still conclude that SN 2001ke was not identical to SN 1998bw and that a range of supernova types can produce GRB.

GRB 011121 is an exciting new link connecting the fields of GRBs and supernovae, but it also represents something of a missed opportunity to study this link in detail. Prompt and reliable reduction of the HST data for this burst (taken when the supernova component was relatively bright) would have most likely enabled the astronomical community to obtain significantly more information about the SN, including better spectroscopy and perhaps polarimetry. Given that this was the lowest redshift GRB and afterglow discovered to date (over more than four years of intense efforts), the community should take care that similar oversights are not repeated in the future.

We thank the BeppoSAX team, Scott Barthelmy and the GRB Coordinates Network (GCN) for the quick turnaround in providing precise GRB positions to the astronomical community. We thank Knut Olsen and Michael Brown for making their CTIO data available to us and we thank Knut Olsen and Bohdan Paczyński for useful discussions. We also thank Janusz Kaluzny and Slavek Rucinski for taking the Nov. 24th Magellan data. We are grateful to F. Patat for providing spectra of SN 1998bw. LI wishes to thank Preyecto FONDAP ”Centro de Astrofísica” and Proyecto Puente DIPUC for financial support. PMG & STH acknowledge support from NASA grant NAG5-9364.