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# Temperature Variations from HST Imagery and Spectroscopy of NGC 7009Based on observations made with the NASA/ESA Hubble Space Telescope, obtained at ST ScI, which is operated by AURA, Inc., under NASA contract NAS5-26555

## 1 INTRODUCTION

Most observational tests of the chemical evolution of the universe rest on emission line objects; these define the endpoints of stellar evolution and probe the current state of the interstellar medium. Gaseous nebulae are laboratories for understanding physical processes in all emission-line sources, and probes for stellar, galactic, and primordial nucleosynthesis.

There is a fundamental issue that continues to be problematic – the discrepancy between heavy element abundances inferred from emission lines that are collisionally excited compared with those due to recombination/cascading, the so-called “recombination lines”. Studies of planetary nebulae (PNs) contrasting recombination and collisional abundances (Liu et al. 1995, Kwitter & Henry 1998) often find differences exceeding a factor of two. In an extensive study of NGC 6153, Liu et al. (2000) found that C++/H+, N++/H+, O++/H+, and Ne++/H+ ratios derived from optical recombination lines are all a factor of $``$10 higher than the corresponding values deduced from collisionally-excited lines. Abundances determined from these two methods disagree by a factor larger than the spread of abundances used to determine such fundamental quantities as Galactic abundance gradients (e.g., Shaver et al. 1983; Simpson et al. 1995; Henry & Worthey 1999).

Most of the efforts to explain the abundance puzzle between collisional and recombination values have attempted to do so by examining electron temperature ($`T_e`$) variations in the plasma. This is often done, using the formalism of Peimbert (1967), in terms of the \[fractional\] mean-square variation ($`t^2`$) of $`T_e`$. The inferred metallicity obtained by using the usual (optical/UV) forbidden lines is very sensitive to $`T_e`$ (exponential) and $`t^2`$. On the other hand, recombination lines are rather insensitive to $`T_e`$ and $`t^2`$. Agreement close to the higher recombination value can be forced in the derived abundance by attributing the difference to (solving for) $`t^2`$. Let us consider the case of the PN NGC 7009, also known as the “Saturn Nebula”; its image produced by Balick et al. (1998) from WFPC2 data has graced the cover of coffee-table books (Petersen & Brandt 1998). NGC 7009 has stood near the centre of the abundances controversy. It has long been known that its recombination lines are very strong, particularly those of O II. Liu et al. (1995) found that the recombination C, N, and O abundances are a factor of $``$5 larger than the corresponding collisional abundances. This was recently found to be the case also for neon (Luo, Liu & Barlow 2001). One possible reconciliation of these two drastically different abundances, which Liu et al. (1995) discuss, is to invoke large $`t^2`$. For oxygen in NGC 7009, by invoking $`t^2`$ $``$ 0.1, agreement can be forced in the abundance derived from optical lines close to the higher recombination value – a value more than 2.5 times larger than the solar O/H of 7.41$`\times `$10-4 (Grevesse & Sauval 1998). Such a large $`t^2`$ is not at all predicted by current theory/models (e.g., Kingdon & Ferland 1998).

The current unsettled situation has led to efforts to broaden the study to include other variables besides $`T_e`$ to analyse the effects upon abundance determinations. One promising avenue is to examine this considering density variations, abundance variations, and $`T_e`$ variations in combination. Liu et al. (2000) took this approach in their investigation of the PN NGC 6153 with a two-phase empirical model. Recall this object has even more disparate abundance differences (factor of $``$10) than does NGC 7009. Péquignot et al. (2002) continued the study using photoionization models including two components with different heavy element abundances. Basically, one phase is small, dense, ionized clumps that are highly enhanced in heavy elements and deficient in hydrogen. This phase would have $`T_e`$ $``$103 K and contribute almost all the heavy element recombination line emission. These clumps are embedded in the second phase which has the more usual nebular properties/composition, with $`T_e`$ $``$104 K, and which is responsible for almost all the emission in the optical/UV collisionally excited lines. The latter phase comprises the great bulk of the nebular mass. There is ongoing work by this same group to try to explain other PNs of this kind, including the Galactic bulge PN M 1-42, which has a factor of $``$20 abundance dichotomy (Liu et al. 2001) and Hf 2-2, which has the most extreme abundance difference to date, a factor of $``$80 (Liu 2002).

In this paper, we focus solely on $`T_e`$ variations with the purpose to test whether the observational data support the possibility that $`t^2`$ in NGC 7009 may be as large as $``$0.1. In section 2, we present the HST observations and data reduction procedures. Section 3 describes our techniques for obtaining emission line fluxes from the WFPC2 data and how we use cospatial STIS data to help this process. In section 4, there is a discussion and analysis of extinction. We determine the electron temperature distributions in section 5. In section 6, we analyse the $`T_e`$ distributions in terms of average temperatures and fractional mean-square temperature variations in the plane of the sky. Section 7 provides a discussion and conclusions.

## 2 HST OBSERVATIONS AND DATA REDUCTION

The observations of NGC 7009 described here were taken as part of our HST Cycle 8 program GO-8114. For both the WFPC2 and STIS visits, we set our positions with respect to the position of the central star (CS): $`\alpha `$, $`\delta `$ = $`21^\mathrm{h}04^\mathrm{m}10\stackrel{\mathrm{s}}{\mathrm{.}}81`$, –11o21′47$`\stackrel{}{\mathrm{.}}`$91) (equinox J2000).

### 2.1 WFPC2 Observations

We observed with WFPC2 on 2000 April 6–7 (UT) as the first visit of the GO-8114 program. Observations (with corresponding line of interest) of NGC 7009 were made in line filters F437N (\[O III\] 4364 Å), F487N (H$`\beta `$ 4863 Å), F502N (\[O III\] 5008 Å), and F656N (H$`\alpha `$ 6565 Å), plus continuum filter F547M. All wavelengths in this paper are vacuum rest wavelengths. The images were placed in the WF3 chip (with the CS at WF3-FIX). The pixel size is 0.0996′′. In order to clean cosmic rays, two images were taken in each filter except for three images in F437N. Total integration times were respectively: 2200, 520, 320, 400, and 240 s.

The data sets we processed (also for STIS) were those obtained after sufficient time elapsed from the observation dates in order that “best reference files” would be stable/finalized. We requested On-the-Fly Calibration for science files and Best Reference Files. We then co-added and cosmic ray cleaned images using standard packages in IRAF.111IRAF is distributed by NOAO, which is operated by AURA, under cooperative agreement with NSF. Flux calibration for each filter was done by basically following the procedures used for the WFPC2 Exposure Time Calculator. These account for the integration time, analog-to-digital converter gain of 7 (used for F437N and F487N) or 14 electrons/DN (used for F502N, F547M, and F656N), and the total system throughput.

The calculations for the contributions to the narrow-band filter observations of the continuum and other lines will be discussed later (§3) after the STIS observations section.

### 2.2 STIS Observations

On 2000 August 9 (UT), STIS long-slit spectra of NGC 7009 were taken. These data comprise 3 orbits and were taken at position angle (PA) = 86.72o. Our original plan was to align the slit with the major axis of NGC 7009, which is at PA = 78.5o. However, we were advised by STScI that there were no guide star pairs for our planned visits. We settled on the revised PA, a change of only 8.22o, as this was the closest to the major axis that allowed for a pair of guide stars. We used a slit width of 0.5′′ and a slit length of 52′′ for these CCD observations.

Because the central star (CS) in NGC 7009 is reasonably bright (V = 12.78, B = 12.66), it would have caused problems (bleeding, saturation, etc.), especially on long exposures, if it were in our science slit. On the other hand, the CS provides an excellent fiducial point in the nebula, where we may assess the positional registration of emission lines in our various exposures with STIS. Thus, we observed with the CS off the upper edge of our 52′′$`\times `$0.5′′ slit by 0.1′′. In other words, our slit is defined with the CS moved 0.35′′ (0.25 + 0.1) in the dispersion direction ($``$NNW). Furthermore the slit was not centred on the CS in the spatial direction. Because the structure on the west-side of the nebula was of more interest to us, we displaced the slit centre 3.5′′ from the CS in the spatial direction ($``$W along PA = 86.72o). Spectra were taken with gratings G430M (with wavelength settings: 3680, 4194, 4451, 4706, 4961) and G750M (settings: 5734, 6581). Each exposure was done in accumulation mode and at least two spectra were taken at each setting in order to cosmic-ray (CR) clean. After retrieving the data sets, we then co-added and cosmic ray cleaned images using standard packages in IRAF. Calibrations to produce 2-dimensional (2D) rectified images were then carried out. From these, we singled out specific emission lines for further investigation.

Data for the \[O III\] 4364 Å line as well as H$`\gamma `$ 4342 Å were contained in the G430M/4451 grating setting (150s); for the \[O III\] 5008, 4960 Å lines and H$`\beta `$ 4863 Å lines, G430M/4961 was used (80s); for H$`\alpha `$ 6565 Å and the \[N II\] 6550, 6585 Å lines, G750M/6581 was used (90s). For G430M, the dispersion is 0.28 Å per pixel for a point source and the plate scale 0.05 arcsec/pixel (Leitherer et al. 2001, Chapter 13). For a uniformly filled slit with width 0.5′′, a degradation in resolving power by a factor of 10 is expected to a spectral resolution of 2.8 Å. For G750M, the dispersion is 0.56 Å per pixel for a point source and the plate scale 0.05 arcsec/pixel. For a uniformly filled slit with width 0.5′′, the spectral resolution would be 5.6 Å. For the analysis presented here, we were interested mainly in the distribution of line flux along the slit spatial direction. This was accomplished with the IRAF routine blkavg in conjunction with specialized software tools that we developed ourselves.

Even after applying the standard CR rejection there still remain many bad pixels due to CRs and/or hot pixels. There is considerable danger that including these can corrupt the flux values we seek. The program developed to eliminate these remaining bad pixels is called PIXHUNTER, which is described briefly in Appendix A. Once the columns containing the line have been cleaned for deviant pixels, we are ready to subtract an equivalent spectral range of continuum. We do this by using IRAF functions, including blkavg, to operate upon the appropriate sections of cleaned continuum. The 1-dimensional (1-D) distribution of line flux vs. spatial coordinate for the various emission lines of interest is what we need for our subsequent physical analysis.

We note that there is excellent agreement with a cross check of the 1-D results of flux vs. spatial direction by comparing with 1-D results of flux vs. wavelength for a corresponding spatial sample. The latter were measured with the splot package. With this, the underlying continuum is fitted and the integrated line flux determined with the $`e`$-option (area under the line profile), which was preferable to fitting with a Gaussian profile. Because of the spectral impurity introduced by the relatively wide slit used, the line profiles have flatter tops and less extended bases (i.e., they are more “trapezoidal”) than the Gaussian fits. It is also apparent that the Gaussian fit is overestimating the line flux.

Both the \[O III\] 5008 and 4960 Å lines were observed simultaneously with theG430M/4961 grating setting. We desired to accurately measure the ratio of these line fluxes to compare with the most recent calculation for the theoretical intensity ratio 2.984 (Storey & Zeippen 2000). Because both transitions arise from the same upper level, the intrinsic flux ratio depends only on the transition probabilities (A-values) and wavelengths. What we found was a surprising variation in the F(5008)/F(4960) ratio with position along the slit. This amounts to a variation in the ratio of roughly 3.0$`\pm `$0.1. Furthermore, it appears more-or-less periodic with an $``$3.5′′ cycle.

According to Ted Gull (private communication), this is an instrumental effect and is a ratio of two fringe patterns. The source of the problem is a thin blocker filter that had to be matched with each grating and the best (and only) location that it could be placed was above the grating in a stable mounting. There is some discussion of fringing at the STIS web site (http://www.stsci.edu/instruments/stis/performance/anomalies). More specific information appears in chapter 7 of the STIS Instrument Handbook (Leitherer et al. 2001)under a section called “Fringing due to the Order Sorter Filters”. See(www.stsci.edu/instruments/stis/documents/handbooks/cycle11/c07\_performance2.html#326437). This distinct fringing pattern also appears in similar STIS data of the Orion Nebula obtained under program GO-7514 (PI RR).

To attempt to do anything about fringing would probably require a dedicated HST/STIS calibration program. We do not treat this further here. As will be seen, the results for the temperature analyses are in good accord between the two datasets using STIS and WFPC2, which provides support that any fringing in the STIS data is not affecting our conclusions. If there were fringing in the F(5008)/F(4364) ratio at the same level as for the F(5008)/F(4960) ratio, the $`\pm `$ 3.3% error would result in only a minor $`T_e`$ error, e.g., $`\pm `$ 100 K at $`T_e`$ = 104 K (see §5). Because of the fringe pattern, we measured the fluxes F(5008) and F(4960) over an integer number of fringing cycles and then calculated the F(5008)/F(4960) ratio. The overall value is 3.008. When we apply a very small differential extinction correction (see §4), the intrinsic ratio becomes 3.000, which is in good agreement with the theoretical prediction.

## 3 EXTRACTION of EMISSION LINE FLUXES from WFPC2 DATA

One of the most important operations involved partitioning the contributions to the F437N emission. We consider these as due to \[O III\] 4364, H$`\gamma `$, and continuum emission. (An examination of our STIS spectra shows no other emission lines will contribute significant flux.) It is necessary to take into account the total system throughput for the F437N filter (Biretta et al. 2001). A finer scale digital version of the total system throughput for this or any WFPC2 filter can also be produced using the task calcband. We used a digital form to obtain the throughputs for both the \[O III\] 4364 and H$`\gamma `$ lines accounting for the Doppler correction for the actual velocity of NGC 7009 at the time of observation. This was $``$20.71 km s-1 after accounting for the heliocentric velocity of 7009, which is $``$46.6 km s-1 (Schneider 1983). While still a net blue shift ($``$0.3 Å), this does result in a slightly higher H$`\gamma `$ leakage due to near maximum red shift of Earth’s motion at the time of observation. The relative transmission at the Doppler corrected wavelengths for H$`\gamma `$ to 4364 was 0.0253.

In order to assess the contribution of 4364 and H$`\gamma `$ leakage to our F437N data, we did a careful spatial registration/comparison of the highest signal-to-noise (S/N) portions of our STIS long-slit data with corresponding WFPC2 filters. Two areas were chosen that we call E1 and WW that were regions of higher S/N and avoided the CS as well as the fiducial bars. They span from 1.05′′ to 7.60′′ east and from 0.75′′ to 8.10′′ west of the CS, respectively, along our 0.5′′-wide STIS slit. The registration is very close with the E1 area from STIS 3.275 and from WFPC2 3.2737 arcsec2. For WW, areas are respectively, 3.675 and 3.6705 arcsec2.

Initially, we also tried to determine the continuum contribution to F437N from the spatial registration of our STIS data with the corresponding WFPC2 filters. All our efforts resulted in continuum fluxes that were generally too large for what could possibly fit for the WFPC2 observations. While it is not clear why the flux levels underlying the emission lines (not just 4364 but also H$`\alpha `$, H$`\beta `$, and 5008) were invariably too high, the integration times with STIS were insufficient to provide adequate signal-to-noise to measure these continuum fluxes.

Because the dominant contribution to the nebular continuum for NGC 7009 is recombination processes, we estimate the continuum contribution to each of the WFPC2 filters from recombination theory. These were provided independently by two of us (JPH and GJF) from theoretical continuum models, with similar results. For these, we assumed $`T_e`$ = 10,000 K, N(He)/N(H) = 0.11, and ionic fractions: N(He+)/N(He) = 0.88 and N(He++)/N(He) = 0.12, which are essentially the NGC 7009 values in Kingsburgh & Barlow (1994). The scaled values adopted for the continuum emission relative to the H$`\beta `$ line emission (all intrinsic) are 6.91E-4, 6.53E-4, 6.45E-4, and 5.65E-4 Å-1 for F437N, F487N, F502N, and F656N, respectively. To obtain the total continuum contribution in the respective filters, one multiplies by the appropriate “rectwidth” (RECTW) 31.994, 33.8, 35.562, and 29.89 Å obtained using the task bandpar.222Note that RECTW is not the “effective width of the bandpass” tabulated in Table 6.1 and also shown as dashed rectangles in the Passband Plots of Filter Throughput (Appendix 1) of the WFPC2 Instrument Handbook (Biretta et al. 2001).

This provides the predicted continuum correction for F487N of 0.02207 I(H$`\beta `$), where I(H$`\beta `$) is the intrinsic flux. Because both line and continuum are equally affected by extinction, we may also work with the observed fluxes without regard to extinction correction here. To predict the continuum correction for F656N and F437N, we scale the H$`\beta `$ result to the H$`\alpha `$ and H$`\gamma `$ lines using recombination theory (Storey & Hummer 1995) assuming $`T_e`$ = 10,000 K and $`N_e`$ = 10,000 cm-3, Case B: I(H$`\alpha `$)/I(H$`\beta `$) = 2.85 and I(H$`\beta `$)/I(H$`\gamma `$) = 2.13.333For conditions applicable to NGC 7009, we find using an online program (see Storey & Hummer 1995) that the I(H$`\alpha `$)/I(H$`\beta `$) ratio used here will depart by less than 1.75% over the range 7500 $``$ $`T_e`$ $``$ 12,500 K and 103 $``$ $`N_e`$ $``$ 105 cm-3. The I(H$`\beta `$)/I(H$`\gamma `$) ratio will vary by $``$1% over the range 7500 $``$ $`T_e`$ $``$ 15,000 K and 102 $``$ $`N_e`$ $``$ 106 cm-3. This results in predicted continuum corrections for F656N of 0.005926 I(H$`\alpha `$) and for F437N of 0.04709 I(H$`\gamma `$). The continuum relative to 4364 is obtained by multiplying the ratio of STIS observed fluxes of H$`\gamma `$/4364 by the continuum/H$`\gamma `$ value of 0.04709. The differential extinction from 4364 to 4342 Å is negligible for 7009.

The continuum correction for F502N relative to \[O III\] 5008 is obtained by multiplying the ratio of STIS observed fluxes of H$`\beta `$/5008 by the continuum/H$`\beta `$ value of 0.02294. Because the 5008 line is the strongest of the set, the continuum correction is extremely small; hence, it is safe to neglect the very small differential extinction from 4863 to 5008 Å.

While the above discussion is appropriate for correcting for the continuum in the specific WFPC2 filters, if comparison is made between individual filters, then an extinction correction would need to be considered (see §4).

Our original observing plan had been to use the WFPC2/F547M data to help determine the continuum emission. This does not appear to be a reliable method as judged by comparing our STIS and WFPC2 data. For instance, let us consider area E1. The observed F547M flux is 1.128$`\times `$10-12 erg cm-2 s-1. Using the continuum predictions of the theoretical model mentioned earlier for the mean wavelength 5468 Å of this filter, the continuum emission at 5468 Å relative to the H$`\beta `$ line emission is 6.25E-4 Å-1. To obtain the total continuum contribution in this filter, we multiply by the RECTW = 638.58 Å and then multiply by the observed STIS H$`\beta `$ flux of 1.507$`\times `$10-12 erg cm-2 s-1 to arrive at 6.014$`\times `$10-13 erg cm-2 s-1. This is only 53% of the observed F547M flux. In the above assessment, we have neglected the small differential extinction. Presumably the other $``$47% is due to line emission. We made a reality check of this number by using the digital version of the total system throughput for this filter and the measured line fluxes in Hyung & Aller (1995b). The full width at 0.01 of the peak transmission of the F547M filter extends from 5002–5997 Å. As above, we account for the actual Doppler velocity of the source. The result is that by far the bulk of the line emission in F547M is due to the 5008 line; the ratio of the total continuum flux (calculated as described) to the scaled, transmitted 5008 line flux is 2.43. We also include the next most significant contributors: He I 5877, He II 5413, and \[Cl III\] 5519,39. The estimated contribution then of lines is $``$35% of the total F547M emission. If the many other weaker lines were included, this value would increase somewhat. The main point of this exercise is to show that there can indeed be serious “leakage” of 5008 line emission into the F547M data for NGC 7009 and no doubt for other PNs.

In addition to accounting for the continuum in each WFPC2 filter and the H$`\gamma `$ leakage in F437N, it is also necessary to account for the contribution of \[N II\] 6585.23 and 6549.86 Å emission into F656N. This is done by measuring the fluxes of these lines, as well as that of H$`\alpha `$, in the areas E1 and WW. The method follows from that used for the H$`\gamma `$ leakage in F437N. The Doppler corrected wavelengths for the three lines are determined and the relative throughputs applied for the F656N filter. These are 0.03645 and 0.4552 for the 6585 and 6550 Å lines respectively relative to H$`\alpha `$. Note that although the 6585 flux will always be larger than that of 6550, the latter contributes more to the observed F656N flux.

Table 1 shows the details of the comparison with the STIS overlay for E1 and WW for each of the WFPC2 narrow-band filters. Column 2 has the ratios of the observed line flux with STIS to the corresponding narrow band filter flux with WFPC2. Column 3 shows the flux ratio Contm./emission line, derived from recombination theory and the WFPC2 filter profile. Columns 4 and 5 provide the observed line flux ratio derived from STIS data as modified passing through the pertinent WFPC2 filter profile. Column 6 then shows the Total (of the previous columns 2 up to 5) for the STIS flux (including the theoretical continuum) divided by the flux observed in the narrow-band filter. The results for both areas are in close agreement; thus we use the combined area E1 + WW, which we call SUM, for our actual calibration to obtain observed line fluxes from the WFPC2 data. In the case of F437N and F502N, the total of the STIS emission plus inferred continuum exceeds the WFPC2 flux by a factor of 1.089 and 1.043 respectively, while for F487N and F656N, the total STIS emission plus continuum is less than the WFPC2 flux by factors of 1.032 and 1.037 respectively. From the SUM entry line for F437N in Table 1, we see that the relative strengths of the components comprising F437N are roughly in the proportions 0.71 : 0.19 : 0.10 for the 4364 line : continuum : H$`\gamma `$ leakage.

We use the results for the SUM area to define our best relationships for determining the necessary emission line fluxes from the WFPC2 data. Because the F437N corrections for the continuum and H$`\gamma `$ leakage are tied to a measurement of a Balmer line flux, we use H$`\beta `$ from the F487N image to measure its flux. Thus we arrive at equations (1) – (4).

$$F(H\alpha )=0.9531\mathrm{F656N},$$
(1)
$$F(H\beta )=0.9482\mathrm{F487N},$$
(2)
$$F(5008)=1.041\mathrm{F502N},$$
(3)
$$F(4364)=1.089\mathrm{F437N}0.0321810^{0.124c(H\beta )}\mathrm{F487N}.$$
(4)
Equation (4) requires further description. Both the H$`\gamma `$ leakage and continuum corrections relative to H$`\gamma `$ are known for the specific STIS-calibrated areas above. However, when we deal with other parts of the nebula observed with WFPC2 but not by the STIS slit, there is no direct way of knowing the observed H$`\gamma `$ flux. Therefore, we make these corrections in terms of the observed H$`\beta `$ flux, which may be assessed via the F487N data. Again, we use the theoretical flux ratio H$`\beta `$/H$`\gamma `$ = 2.13 but must correct for differential extinction between the two lines. In the presence of extinction, the observed H$`\gamma `$ line will be weaker relative to the observed H$`\beta `$ line (than the theoretical ratio). Therefore, the contribution to F437N will be less and thus the correction term should be less. The extinction is measured by the parameter $`c`$(H$`\beta `$), which is the logarithmic extinction correction at H$`\beta `$, discussed in the next section. The constant 0.03218 in equation (4) was determined by requiring perfect agreement amongst all the pertinent observed fluxes for area SUM.

## 4 EXTINCTION and REDDENING CORRECTION

Before deriving the $`T_e`$ distribution from either the STIS or WFPC2 data, we first correct for extinction. This is calculated by comparing the observed F(H$`\alpha `$)/F(H$`\beta `$) ratio with the theoretical ratio I(H$`\alpha `$)/I(H$`\beta `$). Again, we use a value of 2.85 assuming $`T_e`$ = 10,000 K and $`N_e`$ = 10,000 cm-3, Case B (Storey & Hummer 1995). The extinction correction is done in terms of $`c`$(H$`\beta `$), given by the relationship

$$log[F(\lambda )/F(H\beta )]=log[I(\lambda )/I(H\beta )]f(\lambda )c(H\beta ),$$
(5)
where $`f(\lambda `$) is the extinction curve. For the 4364, 4863, 4960, 5008, and 6565 Å lines, the respective values for $`f(\lambda `$) are 0.124, 0, $``$0.023, $``$0.034, and $``$0.323 (Seaton 1979). This leads to,

$$c(H\beta )=3.096log[F(H\alpha )/F(H\beta )]1.408.$$
(6)
The correction for extinction/reddening from observed to intrinsic flux for the 4364 and 5008 lines is then given by,

$$I(4364)=F(4364)10^{1.124c(H\beta )};I(5008)=F(5008)10^{0.966c(H\beta )}.$$
(7)
Note that the first of these was used to derive equation (4).

For the STIS data, we binned the pixels along the slit into tiles that are 0.5′′ square (matching the slit width). The CS and STIS fiducial bars are excluded. This produced $`c`$(H$`\beta `$) results for 45 tiles, which are the same set used later for the $`T_e`$ analysis. The statistics without regard to any weighting for brightness are: the average $`c`$(H$`\beta `$) is 0.1032; the median is 0.1038; and the values range from 0.0239 to 0.1592. The median and average are small and close to previous spectroscopic values, e.g., 0.12 (Barker 1983 and references therein).

For the WFPC2 data, we work with the individual pixels. There were a few negative $`c`$(H$`\beta `$) values, which are replaced with a value of zero. There also were spuriously high $`c`$(H$`\beta `$) values inferred in the FLIERS (Fast Low Ionization Emission Regions), particularly on the west side. The reason for this is that the \[N II\] 6550, 6585 Å lines are very much stronger in the FLIERS. This can be seen from the paper by Balick et al. (1998) in their colour image (fig. 1) and emission-line profiles (fig. 3). The leakage by the 6550, 6585 Å lines into F656N enormously exceeds the “calibration” shown in Table 1. The application of equation (1) overestimates F(H$`\alpha `$) in the FLIERS, resulting in a spuriously high F(H$`\alpha `$)/F(H$`\beta `$) and thus $`c`$(H$`\beta `$), reaching as high as 0.456. With the guidance of the STIS slit overlay, we chose to cap the $`c`$(H$`\beta `$) value in the vicinity of the FLIERS at a value of 0.14. This value is not crucial and could have been set between 0 – 0.2 because extinction is low for NGC 7009. As will be seen in the next section, it matters little for the subsequent temperature analysis.

## 5 ELECTRON TEMPERATURE DETERMINATION

The electron temperature $`T_e`$ is derived from the intrinsic ratio I(5008)/I(4364) using the following relation,

$$T_e=32,966/[ln(I(5008)/I(4364))1.701].$$
(8)
Effective collision strengths are from Burke, Lennon & Seaton (1989) for $`T_e`$ = 104 K. Transition probabilities (A-values) are from Froese Fischer & Saha (1985). Note that this holds in the low-$`N_e`$ limit, which should be valid for NGC 7009 where $`N_e`$ values are less than the critical densities ($`N_{crit}`$) for these lines. The lowest $`N_{crit}`$ $``$6.4$`\times `$105 cm-3 for the 5008 line, which is well above $`N_e`$ values determined (e.g., Hyung & Aller 1995a,b).

For the STIS data, we continue with the analysis using the 45 tiles along the slit described above. Equations (6)–(8) are applied to the four emission lines to derive $`T_e`$. Figure 1 shows the distribution of $`T_e`$ vs. position along the slit, This is shown relative to the closest approach of the CS to our slit (recall the CS was placed off the slit edge). The open circles represent the individual tiles plotted at their midpoint. The dashed lines are a linear interpolation across the tiles that were deemed to have unreliable measurements because of proximity to the CS (tile # 25–27) and the east fiducial bar (9–11). There appears to be some symmetry with respect to the CS. From a more or less flat $`T_e`$ $``$ 10,800 K over the centre tiles, there is a decrease to $``$ 9500 K and then a rise again to roughly 10,800 K in both the east and west with increasing distance from the star. The situation is less clear on the east side, partly because of the lack of data at the east fiducial bar. In the next section, we will evaluate this distribution in terms of $`T_e`$ variations.

A plot of the observed relative \[O III\] 5008 Å flux is also shown in Figure 1. This curve is displayed (unsmoothed) at the pixel level providing 0.05′′ spatial resolution along the slit. There are some noteworthy oscillations between $``$8–13′′ west of the CS. There appears to be 4 cycles with a period between $``$1 – 1.5′′ per cycle. These reach a factor of $``$2 brightness contrast between adjacent local maxima and minima. The structure is very repeatable when compared to the corresponding run of observed H$`\alpha `$ and H$`\beta `$ flux. Because these oscillations do not appear to be correlated with the $`T_e`$ distribution and are not present in the flux ratios of 5008 to the Balmer lines, they must be due to a column density (or $`N_e^2𝑑l`$) modulation. Such a pattern might result from episodic mass loss. We find very similar spatial behavior, including this tantalizing oscillatory pattern, from our WFPC2 F502N, F487N, and F656N data when we overlay the STIS slit. We note that this result from our 1-D cut is insufficient to establish a case for episodic mass loss.

Using the WFPC2 data, the path to $`T_e`$ is more uncertain than is the case with our STIS measurements. However, the WFPC2 data cover a much larger area of the nebula. Equations (1)–(4) and (6)–(8) are used to derive $`T_e`$. In Figure 2, we present the $`T_e`$ map at a resolution of 0.1′′. The outer region with white and black speckles is omitted from the analysis. The S/N in F437N is generally too low out there to obtain reliable $`T_e`$ information. Nevertheless, with a hint of the ansae, this area helps visually identify the major axis. We note that by binning the data in the outlying areas, the S/N may be improved. For the purposes of this paper, we restrict the analyses to the interior main body of the nebula with the highest S/N, where there is sufficient area to address temperature fluctuations in this nebula.

The high $`T_e`$ white region immediately surrounding the CS is the result of diffracted or scattered stellar continuum. Equation (4), which corrects for the continuum in the F437N filter, does not account for stellar continuum emission. The result is a spuriously high F(4364) leading to the spuriously high values for $`T_e`$. Further out, the temperatures show the red and yellow colour code. The pattern that looks like an “H”-shape region, or for the imaginative, the “batman symbol”, appears to be point symmetric with respect to the CS. This region is likely to be at the elevated $`T_e`$s indicated because of the agreement in this central region with the STIS results shown in Figure 1. The full STIS long slit is shown superimposed on Figure 2. The tiles along the slit are entirely within the inner higher S/N region. The distances from the CS to the centres of the two symmetrical blue “lakes” that the STIS slit passes through are roughly 6.6′′. That distance corresponds to $``$13 tiles on Figure 1, where the CS location is within tile 26. Thus the troughs in the $`T_e`$ structure in Figure 1 near tile 13 and 39 correspond with the blue lakes. The temperatures also start to rise again further out as shown by the green colour. However, there is not a prominent increase in $`T_e`$ with increasing distance from the CS to the levels indicated from the $`T_e`$ distribution along the slit in Figure 1.

The determination of $`T_e`$ from I(5008)/I(4364) is not sensitive to the extinction correction for NGC 7009 because extinction is small. We may demonstrate this with an example using a $`c`$(H$`\beta `$) of 0.1, which is close to the average value. Let us also use a case that results in a representative temperature 10,000 K. The observed F(5008)/F(4364) would be 153.543 to result in I(5008)/I(4364) = 148.057, which results in $`T_e`$ = 10,000 K by equation (8). If $`c`$(H$`\beta `$) were respectively 0.0 or 0.2 instead with the same observed flux ratio, the resulting $`T_e`$ would be 9891 and 10,112 K. Thus were we to carry out this analysis with a constant $`c`$(H$`\beta `$) = 0.1, or no extinction correction at all, the results will be hardly altered.

## 6 FRACTIONAL MEAN-SQUARE TEMPERATURE VARIATIONS

Our STIS and WFPC2 analysis above present results in the plane of the sky. The observations here do not address temperature fluctuation along the line of sight, which may be characterized in terms of the average temperature $`T_0`$ and fractional mean-square $`T_e`$ variation ($`t^2`$) as defined by Peimbert (1967).

$$T_0=\frac{T_eN_eN_i𝑑V}{N_eN_i𝑑V},$$
(9)
$$t^2=\frac{(T_eT_0)^2N_eN_i𝑑V}{T_0^2N_eN_i𝑑V},$$
(10)
where $`N_i`$ is the ion density $`N(O^{++}`$). The integration in equations (9) and (10) is over the column defined by each pixel (or tile for the STIS analysis), and along the line-of-sight ($`los`$). We are unable to measure the $`t^2`$ along the $`los`$ for any column (cross section 1 pixel or tile). If there are $`t^2`$ along the $`los`$, we can say that $`T(4364/5008)`$ $`>`$ $`T_0`$ (e.g., Peimbert 1967; Rubin et al. 1998).

For each pixel/tile, we have calculated $`T(4364/5008)`$. Then the intrinsic flux I(5008), fully correcting F(5008) for extinction (see equ. 7), in each pixel/tile is used in conjunction with $`T_e`$ = $`T(4364/5008)`$ for that pixel/tile, and assumed constant along the $`los`$, to derive the following:

$$I(5008)=K(5008)N_eN_iT_e^{0.5}exp(\chi /kT_e)𝑑l=K(5008,T_e)N_eN_i𝑑l.$$
(11)
Here $`\chi `$ is the excitation energy above the ground state for the upper level of the 5008 transition, k is Boltzmann’s constant, $`K(5008)`$ is known from atomic data, and $`K(5008,T_e)`$ has finally incorporated the known $`T_e`$ factor with the atomic constants. Here we again make the safe assumption of the low-Ne limit (negligible collisional deexcitation) discussed earlier.

Let us now define analogous terms to represent the average $`T_e`$ ($`T_{0,A}`$) and fractional mean-square $`T_e`$ variation ($`t_A^2`$) in the plane of the sky.

$$T_{0,A}=\frac{T_eN_eN_i𝑑l𝑑A}{N_eN_i𝑑l𝑑A},$$
(12)
$$t_A^2=\frac{(T_eT_{0,A})^2N_eN_i𝑑l𝑑A}{T_{0,A}^2N_eN_i𝑑l𝑑A}=\frac{T_e^2N_eN_i𝑑l𝑑A}{T_{0,A}^2N_eN_i𝑑l𝑑A}1,$$
(13)
where $`dA`$ represents an element of surface area in the plane of the sky and the integration over $`dl`$ is for each pixel/tile along the $`los`$.

### 6.1 WFPC2 Analysis

For this part, the image in Figure 2 was further rotated to have the NGC 7009 major axis align with the x-axis. We obtained from this an array of intrinsic fluxes I(4364) and I(5008) for input to our own analysis code. For each of the above set of pixel-by-pixel solutions, we have the \[O III\] $`T_e`$ (that assumed no $`T_e`$ variations along the $`los`$). A circular region (radius of 10 pixels = 1′′) surrounding the CS is excluded from further calculations. Additionally, we exclude pixels near the periphery, where the S/N for the 4364 Å line is poor.

Calculations for $`T_{0,A}`$ and $`t_A^2`$ were performed using various distances from the CS (Router). This was done several ways: assuming concentric circular shapes and concentric elliptical shapes, which is perhaps more realistic for this source. The bottom-line results are virtually unchanged between these different methods. In Figures 3 & 4, we present our results for $`T_{0,A}`$ and $`t_A^2`$ for an elliptical shape with an axial ratio of minor/major = 0.808, matching our $`T_e`$ map (Figure 2). The abscissa Router = $`\sqrt{a_{outer}b_{outer}}`$, where $`a_{outer}`$ and $`b_{outer}`$ are the semi-major and semi-minor axes. Out to the most distant elliptical contour used in our analysis ($`a_{outer}`$ = 14.5′′, $`b_{outer}`$ = 11.7′′, Router = 13.0′′), there are 52,995 good pixels with all \[O III\] $`T_e`$ values between 5531 – 16,382 K.

The dashed lines pertain to values for $`T_{0,A}`$ and $`t_A^2`$ for the entire area interior to the ellipse with $`a_{outer}`$, $`b_{outer}`$ and is plotted at the single distance Router (again excluding the CS) and represent cumulative results. The solid lines pertain to $`T_{0,A}`$ and $`t_A^2`$ in the annular area between two adjacent ellipses separated by 5 pixels (0.5 arcsec) along the major-axis. This is plotted as a single point at a distance Rcentroid = $`\sqrt{0.5(a_{outer}b_{outer}+a_{inner}b_{inner})}`$ .

There is nearly a monotonic decline in $`T_{0,A}`$ with increasing distance (as characterized for the ellipses) from the CS. The results indicate very small values – $`<`$ 0.012 – for $`t_A^2`$ throughout. The overall $`T_{0,A}`$ = 9912 K, $`t_A^2`$ = 0.00360 for the 52,995 good pixels within the most distant elliptical contour used (excluding CS region). There is a steep climb in $`t_A^2`$ in the outer elliptical annuli (solid line in Fig. 4), although this may be due to noisier data at larger distances from the CS.

### 6.2 STIS Analysis

Our STIS data allow an even more direct determination of $`T_e`$ and hence of $`T_{0,A}`$, $`t_A^2`$, albeit for a much smaller area than with WFPC2. The average \[O III\] temperature $`T_{0,A}`$ using 45 tiles (excluding the CS and fiducial bar) is 10,139 K; $`t_A^2`$ is 0.00350. The median value (without regard to proper weighting) is 10,295 K. All 4 emission lines peak in tile 37, with tile 38 a close runner-up. This is where our slit crosses the “ridge” near the blue–green (He II 4687 – \[O III\] 5008) boundary in the 3-colour image (Balick et al. 1998) at roughly 5–6′′ from the CS. These tiles have relatively low \[O III\] $`T_e`$ of 9823 and 9755 K respectively (see Figure 1). No doubt, the enhancement in line emission here is due to a greater column density (and/or higher density) and not temperature. As determined from the extinction-corrected 5008 surface brightness (equation 11), these tiles have the highest ($`N_eN_i𝑑l`$)–weighting in equations (12) and (13).

We note that the single pixel (out of 52,995) with the highest 5008 surface brightness also has the highest ($`N_eN_i𝑑l`$)–weighting, ($`T_eN_eN_i𝑑l`$)–weighting, and ($`T_e^2N_eN_i𝑑l`$)–weighting in the WFPC2 analysis. This pixel is located with respect to the CS 5.9′′ along the west major axis and 4.7′′ orthogonally below and is associated with the “ridge” near the blue–green boundary of the Balick et al. (1998) picture.

## 7 DISCUSSION AND CONCLUSIONS

We determined the electron temperature from the flux ratio of \[O III\] (4364/5008) using both STIS and WFPC2 observations of NGC 7009. The resulting $`T_e`$ values from both the WFPC2 map and the distribution along the STIS slit do not vary much, with almost all values between 9000 – 11,000 K. The higher $`T_e`$ values are closer to the central star and appear from WFPC2 images to coincide with the inner He++-zone. The temperature is higher in the He++-zone because heating is stronger due to radiation beyond 54.4 eV, while the cooling is less efficient as O++ gives way to O+3. Models show that some O++ remains inside the He++ zone, so the higher temperature there will be reflected in T(4364/5008) – see, for example, figs. 11 and 14 of Harrington et al. (1982).

The observations here do not address $`T_e`$ fluctuation along the line of sight. We assume for each square column (projection of 1 pixel for the WFPC2 data and 1 tile for the STIS data on the plane-of-the-sky) that the plasma along the line of sight is isothermal at the $`T(4364/5008)`$. The analysis of both data sets for the average $`T_e`$ and fractional mean-square $`T_e`$ variations in the plane-of-the-sky, which we call $`T_{0,A}`$ and $`t_A^2`$, gave consistent results. For the WFPC2 analysis, the preferred method used concentric elliptical contours to conform to the natural elliptical shape of the nebula. For $`T_{0,A}`$, the STIS average was 10,139 K, while the WFPC2 overall average to the outermost elliptical contour considered was 9912 K. Interior to the contours closer to the central star, $`T_{0,A}`$ is higher as depicted in Figure 3. In all the statistical analyses, a region around the CS is excluded. For both STIS and WFPC2, $`t_A^2`$ is found to be very small, $`<`$ 0.012 everywhere. Using STIS, we obtained 0.0035, which is close to the WFPC2 overall value of 0.0036 within the most distant elliptical contour used.

Because the continuum correction for the F437N data is a major source of uncertainty in the process of deriving $`T_e`$ from the WFPC2 observations, we attempted to assess this using another approach. Instead of estimating the continuum correction theoretically for F437N, we assume that STIS and WFPC2 are perfectly calibrated. By this we mean that the Total STIS emission/F437N in Table 1 should be unity (instead of 1.089). We then assume that the continuum emission contribution to the common WFPC2/STIS area SUM (see §3 and Table 1) be the remaining amount after accounting for the STIS 4364 and H$`\gamma `$ emission as they would be observed passing through the F437N/telescope system. This reduces the Contm./4364 value for SUM in Table 1 to 0.1525 and alters the proportions that would comprise the F437N emission to be 0.77 : 0.12 : 0.11 for the 4364 line : continuum : H$`\gamma `$ leakage. This treatment results in a modification of equation (4) with the factor 1.089 becoming 1.0 and the factor 0.03218 becoming 0.02316.

We carried out the subsequent analysis with just this change to equation (4). The results were that the highest $`T_e`$ values were lowered several hundred degrees while the lowest $`T_e`$ values were raised several hundred degrees. Consequently, the effect was to decrease $`t_A^2`$ values somewhat. Repeating the elliptical annuli analysis, we found the WFPC2 overall value of 0.00303 (decreased from 0.00360) within the most distant elliptical contour used. For the individual annuli, $`t_A^2`$ $`<`$ 0.01 everywhere. For $`T_{0,A}`$, the WFPC2 overall average to the outermost elliptical contour considered increased slightly to 9940 K (from 9912 K). Essentially, there were only minor changes to the curves depicted in Figures 3 and 4. We are led from the above computations to conclude that our results are robust and not sensitive in the situation considered here to the correction for continuum emission in the F437N data.

Fluctuations in $`T_e`$ along the $`los`$ are inevitable. We can make some comments about how our results for $`t_A^2`$ might be adjusted by $`T_e`$ variations along the $`los`$. The relationship between $`T(4364/5008)`$ and $`T_0`$ is

$$T(4364/5008)=T_0[1+0.5(91,200/T_03)t^2],$$
(14)
(e.g., Peimbert 1967; Rubin 1969). For a given column, let us take a representative$`T(4364/5008)`$ of 10,100 K, which is close to the average $`T_{0,A}`$ for the STIS analysis. If $`T_0`$ were 9000 K, then $`t^2`$ = 0.0343 along that $`los`$ in the column; if $`T_0`$ were 8000 K, then $`t^2`$ = 0.0625. If we assume that generally a given $`los`$ column will be characterized by $`T_0`$ = 9000 K, 1100 K lower than $`T(4364/5008)`$, then according to the left-side form of equation (13), one would expect $`t_A^2`$ to be a factor of 1.26 larger. This is due to using the lower 9000 K temperature ($`T_0`$) in the denominator instead of the 10,100 K temperature $`T(4364/5008)`$. Our conclusion will still remain that $`t_A^2`$ is very small as measured by the HST data here.

We do not have the data here to characterize $`T_e`$ variations in 3-dimensions (3-D). One way that this may be realized is to consider the following case. If every single pixel/tile $`los`$-column were to have $`T(4364/5008)`$ = 10,100 K, $`T_0`$ = 9000 K, and $`t^2`$ = 0.0343, the analysis for variations in the plane-of-the-sky that we present here will result in $`T_{0,A}`$ = 10,100 K and $`t_A^2`$ = 0. However, the overall true 3-D $`T_0`$ = 9000 K and $`t^2`$ = 0.0343. It is useful to define an overall 3-D average $`T_e`$ ($`T_{0,V}`$) and fractional mean-square $`T_e`$ variation ($`t_V^2`$). These single values apply for the entire source. Equations (9) and (10) define these specific values when the integration is over the entire volume. For the above simple, contrived case, then $`T_{0,V}`$ = 9000 K and $`t_V^2`$ = 0.0343. We note that for a spatially unresolved object (total integrated fluxes observed in the aperture), $`t_V^2`$ = $`t^2`$ and a calculation of $`t_A^2`$ is meaningless.

Our measurements of $`T_e`$ reported here are an average along each line of sight. Because each element of area treated in the plane of the sky represents a column which has already created a spatially averaged temperature along the $`los`$ (e.g., see fig. 1 in Rubin 1969), it is likely that the value for $`t_V^2`$ is substantially higher than $`t_A^2`$. Measurements of $`t^2`$ along various sight lines appear to be the most direct way to reliably gauge $`t_V^2`$. Therefore, despite finding remarkably low $`t_A^2`$, we cannot completely rule out temperature fluctuations along the $`los`$ as the cause of the large abundance discrepancy between heavy element abundances inferred from collisionally excited emission lines compared to those derived from recombination lines. Further work, beyond the scope of this paper, is underway that will use modeling as well as additional observational data in an effort to better determine the relationship between $`t^2`$, $`t_A^2`$, and $`t_V^2`$.

Judging from both the shape of the inner parts of the nebula and echelle observations (Balick, Preston & Icke 1987) of NGC 7009, the inner regions of the nebula are well modelled as the projected surface of a prolate ellipsoid. If this is true, then most of the lines of sight of interest in this paper intersect two thin sheets of emitting gas. Thus the temperature fluctuations along the $`los`$, if they exist, lie within these sheets. The internal physical structure within each of these sheets is probably not resolvable either in extant images or through high-dispersion spectroscopic observations.

Hydrodynamic models suggest that this ellipsoidal sheet consists of nebular material compressed by the supersonic growth of the hot (optically invisible) wind-heated bubble inside the surfaces. Models predict that this compressed gas cools efficiently and, to first order, is isothermal except, perhaps, in a weak shock at the leading (outer) edge. Dopita (1997) has argued that the emission lines from such shocks are all but indiscernible since the integrated energy density of the shock is small compared to other energies that can excite the emission lines. However, the trailing edge of the compressed sheet is generally assumed to be a simple contact discontinuity (“CD”) across which no pressure gradient exists. In these models, in which magnetic fields and thermal conduction are not considered, no $`T_e`$ gradient is expected across the CD. Recent x-ray observations (Chu et al. 2001; Kastner et al. 2000, 2001) call this description of the CD into question. In particular, the edges of the hot bubble in contact with the CD are much cooler and denser than expected. It seems possible that heat from the hot bubble is being conducted from the bubble into the trailing edge of the sheet. Hence from the bubble ($`T_e10^6`$ K) into the compressed gas ($`T_e10^4`$ K) a steep temperature gradient may exist over a thin region.

We are grateful to Aaron Svoboda for creating the C++ code PIXHUNTER and to the NASA Undergraduate Research Program (NASA-USRP), which made his 2001 summer work at NASA/Ames possible. We thank the referee for useful comments. Valuable contributions were made during early stages by Chris Ortiz and John Nguyen. RHR acknowledges support from the Long-Term Space Astrophysics (LTSA) program, NASA/Ames Research Center contract NCC2-9018 with Orion Enterprises, and thanks Scott McNealy for providing a Sun workstation. Support for this publication provided by NASA through Proposal number GO-8114. submitted to the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Incorporated, under NASA contract NAS5-26555.

## Appendix A Description of PIXHUNTER

This was a 2001 summer project of Aaron Svoboda working at NASA/Ames with RR. There are separate procedures to identify and remove bad pixels from emission lines and from the continuum. For the continuum regions of interest, generally adjacent to emission lines to be measured, sections of the rectified 2-D image are identified that are reasonably flat in flux in both the spatial and dispersion directions. Sections are necessary in order to avoid the CS and STIS fiducial bars. PIXHUNTER works by computing the mean pixel value and standard deviation of a given section. After computing these values, it again goes through the image and outputs to a file the coordinates of any pixel whose flux value is further away from the mean than $`\pm `$ a specified multiple of the standard deviation ($`\sigma `$); here we used 5 $`\sigma `$. We linearly interpolate the good data to replace the bad pixel values.

Though the above algorithm for finding the bad pixels works well for the continuum sections, it is incompatible with emission lines, because the flux in an emission line can vary substantially in both the wavelength and spatial dimensions. For cleaning an emission line, PIXHUNTER works interactively with splot. We plot and compare a single column (fixed wavelength) in the line at a time with one of the fitting functions available (e.g., a Legendre polynomial). For each individual column in the line, this fitting function represents the distribution of flux with spatial position along the slit. Following the fit to the emission line distribution, splot will flag all pixels that deviate by more than a specified multiple of $`\sigma `$ from the functional fit. Various keys/commands permit further processing such as interpolating all of the flagged pixels in a column to the function. When the resulting image is satisfactorily repaired, it can be saved back into the original 2-D rectified image. Each column can be treated in this fashion by scrolling through interactively using existing options/tools within splot. There is another method for cleaning bad pixels in the vicinity of pronounced peaks in the spatial distribution. This involves taking the ratio of a single column in the line to the blkavg of the entire line. Again, splot is used interactively, operating on each such ratio, in a similar fashion to the first method.

TABLE 1

Flux “Calibration” of WFPC2 Filters with STIS Data

| F437N | | | | | |
| --- | --- | --- | --- | --- | --- |
| Location | 4364/F437N | Contm./4364 | 4342/4364 |  | Total/F437N |
| E1 | 0.7834 | 0.2610 | 0.1402 |  | 1.098 |
| WW | 0.7623 | 0.2728 | 0.1467 |  | 1.082 |
| SUM | 0.7714 | 0.2677 | 0.1438 |  | 1.089 |
| F487N | | | | | |
| Location | 4863/F487N | Contm./4863 |  |  | Total/F487N |
| E1 | 0.9431 | 0.02207 |  |  | 0.9639 |
| WW | 0.9520 | 0.02207 |  |  | 0.9730 |
| SUM | 0.9482 | 0.02207 |  |  | 0.9691 |
| F502N | | | | | |
| Location | 5008/F502N | Contm./5008 |  |  | Total/F502N |
| E1 | 1.031 | 0.00201 |  |  | 1.033 |
| WW | 1.048 | 0.001984 |  |  | 1.050 |
| SUM | 1.041 | 0.001995 |  |  | 1.043 |
| F656N | | | | | |
| Location | 6565/F656N | Contm./6565 | 6550/6565 | 6585/6565 | Total/F656N |
| E1 | 0.9484 | 0.005926 | 0.00407 | 0.00106 | 0.9589 |
| WW | 0.9564 | 0.005926 | 0.005538 | 0.001361 | 0.9687 |
| SUM | 0.9531 | 0.005926 | 0.004913 | 0.001231 | 0.9646 |


text:
# On the integrability of geodesic flows of submersion metrics 11footnote 1Journal Ref.: Letters in Mathematical Physics 61: 29-39, 2002.

## 1. Introduction

Let $`T^{}Q`$ be the cotangent bundle of a compact connected $`n`$–dimensional Riemannian manifold $`(Q,g)`$ with the natural symplectic structure. The geodesic flow on $`Q`$ is described by the Hamiltonian equations on $`T^{}Q`$

(1)
$$\dot{x}=\mathrm{sgrad}H(x),$$

where the Hamiltonian function is $`H(p,q)=\frac{1}{2}g_q^1(p,p)`$, $`pT_q^{}Q`$. The geodesic flow (1) is completely integrable if there are $`n`$ Poisson-commuting smooth integrals $`f_1,\mathrm{},f_n`$ whose differentials are independent in an open dense set of $`T^{}Q`$. Then by Liouville’s theorem $`T^{}Q`$ is foliated by invariant Lagrangian tori in the open dense set. This situation is very exceptional. Furthermore, if additional conditions are placed on the integrals (such as real analyticity) then there are serious topological obstructions to the integrability . Examples of manifolds admitting completely integrable geodesic flows are given in . A more detailed list of references can be found in .

Suppose we are given a compact Riemannian manifold $`(Q,g)`$ with completely integrable geodesic flow. Let $`G`$ be a compact connected Lie group acting freely on $`Q`$ by isometries. The problem we are interested in is as follows: Will the geodesic flow on $`Q/G`$, equipped with the submersion metric, be integrable?

Paternain and Spatzier proved that if the manifold $`Q`$ has geodesic flow intergrable by means of $`S^1`$–invariant integrals and if $`N`$ is a surface of revolution, then the submersion geodesic flow on $`Q\times _{S^1}N=(Q\times N)/S^1`$ will be completely integrable . Combining submersions and Thimm’s method (see ), Paternain and Spatzier  and Bazaikin  proved integrability of geodesic flows on certain interesting bi-quotients of Lie groups (in fact, the author’s motivation in writing this letter was to explain these submersion examples in the framework of a general construction).

In this letter we use the Mishchenko–Fomenko–Nekhoroshev theorem on non-commutative integration of Hamiltonian systems (section 2). This allows us to take a new approach to the proposed problem and to prove that the answer, under one natural assumption, is affirmative. In section 3, the simple proof is given if original integrals are $`G`$–invariant functions (which forces $`G`$ to be abelian) and in section 4, as the main result, the proof is given for the arbitrary $`G`$–actions. As an illustration, we show the integrability of geodesic flows on a class of bi-quotients of Lie groups (section 5).

## 2. Local structure of integrable systems

We shall briefly recall the concept of non-commutative integrability introduced by Mishchenko and Fomenko in . Let $`M`$ be a $`2n`$–dimensional symplectic manifold. Let $`(,\{,\})`$ be a Poisson subalgebra of $`(C^{\mathrm{}}(M),\{,\})`$. Let $`F_x`$ be the subspace of $`T_x^{}M`$ generated by $`df(x)`$, $`f`$. Suppose that on an open dense set of $`M`$ we have $`dimF_x=l`$ and $`dim\mathrm{ker}\{,\}|_{F_x}=r`$. Denote the numbers $`l`$ and $`r`$ by $`\mathrm{ddim}`$ and $`\mathrm{dind}`$, respectively. The algebra $``$ is complete if the following condition is satisfied:

$$\mathrm{ddim}+\mathrm{dind}=dimM.$$

###### Remark 1.

Let $``$ be a complete algebra. Set

$`W_x=\{\mathrm{sgrad}f(x),f\},`$
$`D_x=\{\xi T_xM,df(x)(\xi )=0,f\}.`$
The condition $`dimF_x+dim\mathrm{ker}\{,\}_{F_x}=dimM`$ is equivalent to the coisotropy of $`W_x`$ and isotropy of $`D_x`$ in the symplectic linear space $`T_xM`$. In this case we say that $``$ is complete at $`x`$.

The Hamiltonian system $`\dot{x}=\mathrm{sgrad}H(x)`$ on a symplectic manifold $`M`$ is called completely integrable (in the non-commutative sense) if it possesses a complete algebra of first integrals $``$. Then each connected compact component of a regular level set of the functions $`f_1,\mathrm{},f_l`$ is an $`r`$–dimensional invariant isotropic torus $`𝕋^r`$ (see ). In a neighborhood of $`𝕋^r`$ there are generalized action-angle variables $`p,q,I,\phi mod2\pi `$, defined in a toroidal domain $`𝒪=𝕋^r\{\phi \}\times B_\sigma \{I,p,q\}`$,

$$B_\sigma =\{(I_1,\mathrm{},I_r,p_1,\mathrm{},p_k,q_1,\mathrm{},q_k)^l,\underset{i=1}{\overset{r}{}}I_i^2+\underset{j=1}{\overset{k}{}}q_j^2+p_j^2\sigma ^2\}$$

such that the symplectic form becomes

$$\omega =\underset{i=1}{\overset{r}{}}dI_id\phi _i+\underset{i=1}{\overset{k}{}}dp_idq_i,$$

and the Hamiltonian function depends only on $`I_1,\mathrm{},I_r`$. The Hamiltonian equations take the following form in action-angle coordinates:

(2)
$$\dot{\phi }_1=\omega _1(I)=\frac{H}{I_1},\mathrm{},\dot{\phi }_r=\omega _r(I)=\frac{H}{I_r},\dot{I}=\dot{p}=\dot{q}=0.$$

###### Definition 2.

 The Hamiltonian system (2) defined in the toroidal domain $`𝒪=𝕋^r\times B_\sigma `$ is $`𝕋^r`$–dense if the set of points $`(I_0,p_0,q_0)B_\sigma `$ for which the trajectories of (2) are dense on the torus $`\{I=I_0,p=p_0,q=q_0\}`$ is everywhere dense in the ball $`B_\sigma `$.

The frequencies $`\omega _1(I),\mathrm{},\omega _r(I)`$ corresponding to the dense trajectories (2) are rationally independent. For example, a non-degenerate system ($`det\left(\frac{\omega }{I}\right)0`$ on an open dense set of $`𝒪`$) is $`𝕋^r`$–dense.

Any smooth first integral of a $`𝕋^r`$–dense system is a function of the variables $`I,q,p`$ only.

It follows from theorem 8 in Bogoyavlenskij  that for an arbitrary differentiable Hamiltonian function $`H(I_1,\mathrm{},I_r)`$ defined on a toroidal domain $`𝒪=𝕋^r\{\phi \}\times B_\sigma \{I,p,q\}`$, there exists a family of balls $`B_\tau B_\sigma `$ such that the union $`_\tau B_\tau `$ is dense in $`B_\sigma `$ and the following properties hold. In the toroidal domain $`𝒪_\tau =𝕋^r\times B_\tau `$ there exists a canonical transformation: $`\{I,p,q,\phi \}\{I^\tau ,p^\tau ,q,^\tau ,\phi ^\tau \}`$, that transforms the system to the form

$$\dot{\phi }_1^\tau =\omega _1^\tau =\frac{H}{I_1^\tau },\mathrm{},\dot{\phi }_{\stackrel{~}{r}(\tau )}^\tau =\omega _{\stackrel{~}{r}}^\tau =\frac{H}{I_{\stackrel{~}{r}}^\tau },$$

$$\dot{\phi }_{\stackrel{~}{r}+1}^\tau =0,\mathrm{},\dot{\phi }_r^\tau =0,\dot{I}^\tau =\dot{p}^\tau =\dot{q}^\tau =0,$$

$`H=H(I_1^\tau ,\mathrm{},I_{\stackrel{~}{r}})`$, $`\stackrel{~}{r}=\stackrel{~}{r}(\tau )r`$. The system is $`𝕋^{\stackrel{~}{r}}`$–dense in $`𝒪_\tau `$ (regarded as the product $`𝕋^{\stackrel{~}{r}}\times (𝕋^{r\stackrel{~}{r}}\times B_\tau )`$). Moreover, if $`H(I_1,\mathrm{},I_r)`$ is analytic and the maximal dimension of the closures of trajectories is equal to $`\stackrel{~}{r}`$ then such canonical transformation exists globally and the system is $`𝕋^{\stackrel{~}{r}}`$–dense in $`𝒪`$.

We turn back to geodesic flows. Let $`(Q,g)`$ be a compact Riemannian manifold and let $`H(p,q)=\frac{1}{2}g_q^1(p,p)`$. Suppose that the geodesic flow is completely integrable in the non-commutative sense by means of a complete algebra $``$ of first integrals. Since all iso-energy levels $`(T^{}Q)_h=H^1(h)`$ are compact, the phase space $`T^{}Q`$ is foliated by invariant $`\mathrm{dind}`$–dimensional isotropic tori in an open dense set which we shall denote by $`\mathrm{reg}T^{}Q`$. Although the dynamics on $`\mathrm{reg}T^{}Q`$ are well understood, examples by Bolsinov and Taimanov  show that an integrable geodesic flow may possess complicated dynamics on the singular set $`T^{}Q\mathrm{reg}T^{}Q`$.

If the algebra of integrals $`=\{f_1,\mathrm{},f_n\}`$ is commutative ($`\mathrm{ddim}=\mathrm{dind}=n`$) then we have usual Liouville integrability. But if the geodesic flow (1) is integrable in the non-commutative sense, then it is also integrable in the commutative sense, i.e., there exist $`C^{\mathrm{}}`$–smooth commuting integrals $`g_1,\mathrm{},g_n`$ that are independent on an open dense set of $`T^{}Q`$. The $`r`$–dimensional invariant isotropic tori $`𝕋^r`$ can be organized into larger, $`n`$–dimensional Lagrangian tori $`𝕋^n`$ which are the level sets of the commutative algebra of integrals $`\{g_1,\mathrm{},g_n\}`$ . Furthermore, if $`=\{f_1,\mathrm{},f_l\}`$ is a finite dimensional Lie algebra ($`\{f_i,f_j\}=c_{ij}^kf_k`$), then the commuting integrals can be taken as polynomials in $`f_1,\mathrm{},f_l`$ (see Brailov ).

## 3. Submersions

Let $`G`$ be a compact connected Lie group with a free Hamiltonian action on the symplectic manifold $`(M,\omega )`$. Let

$$\mathrm{\Phi }:M𝔤^{}$$

be the corresponding equivariant moment map ($`𝔤^{}`$ is the dual space of the Lie algebra $`𝔤=T_eG`$). Let $`G_\eta `$ be the coadjoint action isotropy group of $`\eta \mathrm{\Phi }(M)𝔤^{}`$. By $`(M_\eta ,\omega _\eta )`$ we denote the reduced symplectic space

$$M_\eta =\mathrm{\Phi }^1(\eta )/G_\eta ,$$

$$\omega _\eta (d\pi (\xi _1),d\pi (\xi _2))=\omega (\xi _1,\xi _2),\xi _1,\xi _2T_x\mathrm{\Phi }^1(\eta ),$$

where $`\pi :\mathrm{\Phi }^1(\eta )M_\eta `$ is the natural projection. For a $`G`$–invariant function $`f`$ on $`M`$, let $`f_\eta `$ be the induced function on $`M_\eta `$.

We have the following simple general observation.

###### Lemma 3.

Suppose a connected compact Lie group $`G`$ acts effectively on a symplectic manifold $`(M,\omega )`$ with moment map $`\mathrm{\Phi }`$. Let $`H`$ be a $`G`$–invariant Hamiltonian function. If the Hamiltonian system $`\dot{x}=\mathrm{sgrad}H(x)`$ is completely integrable by means of $`G`$–invariant first integrals, then $`G`$ is a torus. Moreover, if the action is free, the reduced Hamiltonian system on $`M_\eta `$ is completely integrable for a generic value $`\eta `$ of the moment map.

###### Proof.

Let $``$ be a complete $`G`$–invariant algebra of integrals and let $`D_x`$ and $`W_x`$ be the subspaces of $`T_xM`$ defined in remark 1. Since all functions from $``$ are $`G`$–invariant we have that $`T_x(Gx)D_x`$ is isotropic, for generic $`xM`$. The Hamiltonian vector fields of the functions $`\varphi _a(x)=\mathrm{\Phi }(x),a`$, $`a𝔤`$ generate one-parameter groups of symplectomorphisms. Therefore $`\omega _x(\mathrm{sgrad}\varphi _a(x),\mathrm{sgrad}\varphi _b(x))`$ vanishes in an open dense set of $`M`$. Thus $`\varphi _{[a,b]}=\{\varphi _a,\varphi _b\}=0`$ for every $`a,b𝔤`$. Since the action is effective, we get that $`G`$ is a torus.

Let the torus $`G`$ act freely on $`M`$. Take $`xM`$ such that $``$ is complete at $`x`$. Since all functions from $``$ are $`G`$–invariant, the coisotropic space $`W_x=\{\mathrm{sgrad}f(x),f\}`$ belongs to $`T_x\mathrm{\Phi }^1(\eta )`$, $`\eta =\mathrm{\Phi }(x)`$. Let $`\pi :\mathrm{\Phi }^1(\eta )M_\eta `$ be the natural projection. From the definition of the reduced symplectic structure, one can easily see that the space generated by $`\mathrm{sgrad}f_\eta (\pi (x))`$, $`f`$ is also coisotropic, i.e., the induced algebra $`_\eta =\{f_\eta ,f\}`$ is complete at $`\pi (x)`$. ∎

Now let a compact connected Lie group $`G`$ act on a Riemannian manifold $`(Q,g)`$ by isometries. Suppose that $`G`$ acts freely on $`Q`$ and endow $`Q/G`$ with the submersion metric. Let $`𝒢_x+_x=T_xQ`$ be the orthogonal decomposition of $`T_xQ`$, where $`𝒢_x`$ is tangent space to the fiber $`Gx`$. By definition, the submersion metric $`g_{sub}`$ is given by

$$\xi _1,\xi _2_{\rho (x)}=\overline{\xi }_1,\overline{\xi }_2_x,\xi _iT_{\rho (x)}(Q/G),\overline{\xi }_i_x,\xi _i=d\rho (\overline{\xi }_i),$$

where $`\rho :QQ/G`$ is the canonical projection. The vectors in $`𝒢_x`$ and $`_x`$ are called vertical and horizontal respectively.

Let $`\mathrm{\Phi }:T^{}Q𝔤^{}`$ be the moment map of the natural Hamiltonian $`G`$–action on $`T^{}Q`$. It is well known that the reduced symplectic space

$$(T^{}Q)_0=\mathrm{\Phi }^1(0)/G$$

is symplectomorphic to $`T^{}(Q/G)`$. Moreover, if $`H`$ is the Hamiltonian function of the geodesic flow on $`Q`$ then $`H_0`$ will be the Hamiltonian of the geodesic flow for the submersion metric. If we identify $`T^{}Q`$ and $`TQ`$ by the metric $`g`$, then $`\mathrm{\Phi }^1(0)`$ will be the set of all horizontal vectors $``$ (see ).

Therefore, by lemma 3, if the geodesic flow of $`(Q,g)`$ is completely integrable by means of a $`G`$–invariant algebra of integrals $``$ then $`G`$ is commutative. Moreover we have integrability of the reduced system on $`(T^{}Q)_\eta `$, for generic $`\eta \mathrm{\Phi }(T^{}Q)`$. Since $`G`$ is commutative $`(T^{}Q)_\eta `$ is diffeomorphic to $`T^{}(Q/G)`$, but for $`\eta 0`$ the symplectic form possesses the additional ”magnetic term”. The reduced flow is no longer the inertial motion of a particle on $`Q/G`$ (i.e., geodesic flow), but the motion of a particle under an additional magnetic force. Specifically, if $`\mathrm{reg}T^{}Q`$ intersects the space of horizontal vectors $`\mathrm{\Phi }^1(0)`$ in a dense set then the geodesic flow of $`(Q/G,g_{sub})`$ will be completely integrable.

We can push the last observation further.

## 4. The main theorem

From lemma 3, the condition on a $`G`$–invariant algebra $``$ on $`(M,\omega )`$ to be complete forces $`G`$ to be abelian, which is too restrictive. However, it can happen that $``$ is not complete on $`(M,\omega )`$ but $`_\eta `$ is a complete algebra on the reduced space $`(M_\eta ,\omega _\eta )`$.

###### Theorem 4.

Let a compact connected Lie group $`G`$ act freely by isometries on the compact Riemannian manifold $`(Q,g)`$. Suppose that the geodesic flow is completely integrable. If $`\mathrm{reg}T^{}Q`$ intersects the space of horizontal vectors $`\mathrm{\Phi }^1(0)`$ in a dense set then the geodesic flow on $`Q/G`$ endowed with the submersion metric $`g_{sub}`$ is also completely integrable.

###### Proof.

Take some toroidal domain $`𝒪=𝕋^r\{\phi \}\times B_\sigma \{I,p,q\}\mathrm{reg}T^{}Q`$ ($`𝒪_1=𝒪\mathrm{\Phi }^1(0)\mathrm{}`$) such that the geodesic flow is $`𝕋^r`$–dense in $`𝒪`$. Consider the $`G`$–invariant sets

$$𝒰_1=𝒰\mathrm{\Phi }^1(0),𝒰=G𝒪=\{gx,x𝒪,gG\}.$$

Note that the functions $`\varphi _a(x)=\mathrm{\Phi }(x),a`$, $`a𝔤`$ are first integrals of the geodesic flow and so do not depend on $`\phi `$ in $`𝒪`$. In other words, the action of $`G`$ preserves the foliation by $`r`$–dimensional invariant isotropic tori of the sets $`𝒰`$ and $`𝒰_1`$ as well.

The foliation $`𝒯`$ of $`𝒰_1`$ by tori induces a foliation $``$ of $`𝒰_1`$ by $`(dimG+rs)`$–dimensional compact $`G`$–invariant submanifolds, with tangent spaces of the form

$$T_x=T_x(Gx)+T_x(𝒯)T_x\mathrm{\Phi }^1(0),$$

where $`s=dimS_x`$,

(3)
$$S_x=T_x(Gx)T_x(𝒯),x𝒰_1$$

(for $`x𝒪_1`$ we have that $`T_x=\{\mathrm{sgrad}\varphi _a(x),\mathrm{sgrad}I_i(x)\}`$, $`S_x=\{\mathrm{sgrad}\varphi _a(x)\}\{\mathrm{sgrad}I_i(x)\}`$ and the foliation $`|_{𝒪_1}`$ does not depend on $`\phi `$).

Let $`\pi :\mathrm{\Phi }^1(0)\mathrm{\Phi }^1(0)/G=T^{}(Q/G)`$ be the natural projection and let $`\stackrel{~}{𝒰}=\pi (𝒰_1)T^{}(Q/G)`$. The foliation $``$ induces a foliation $`\stackrel{~}{𝒯}=\pi ()`$ of $`\stackrel{~}{𝒰}`$ by an $`(rs)`$–dimensional invariant manifolds of the geodesic flow of the submersion metric. We shall see below that $`\stackrel{~}{𝒯}`$ is a foliation of $`\stackrel{~}{𝒰}`$ by an invariant tori with respect to certain complete algebra of first integrals $`_0`$.

The foliation $``$ can be seen as the level sets of of $`G`$–invariant integrals $`f_1,\mathrm{},f_\rho `$ on $`𝒰_1`$, $`\rho =dimT^{}QdimG+sr`$. Indeed, this is always true locally: for $`\sigma `$ small enough there are functions $`f_i=f_i(I,p,q)`$ on $`𝒪_1`$ such that the tangent spaces $`T_x`$ (recall that $`|_{𝒪_1}`$ does not depend on $`\phi `$) are given by the equations

$$T_x=\{\xi T_x𝒪_1,df_i(x)(\xi )=0,i=1,\mathrm{},\rho \}.$$

Then extend the $`f_i`$ to $`G`$–invariant functions on $`𝒰_1`$. Let $`_0`$ be the induced algebra of first integrals in $`\stackrel{~}{𝒰}`$. Since

$$D_{\pi (x)}=\{\xi T_{\pi (x)}\stackrel{~}{U},df_0(\pi (x))(\xi )=0,f_0_0\}=T_{\pi (x)}\stackrel{~}{𝒯}=d\pi (x)(T_x),$$

$`x𝒰_1`$ are isotropic spaces, by remark 1 we get that $`_0`$ is complete in $`\stackrel{~}{𝒰}`$. Note that

(4)
$$\mathrm{ddim}_0=dimT^{}(Q/G)+sr,\mathrm{dind}_0=rs.$$

Now fill up $`T^{}(Q/G)`$ with countably many disjoint toroidal domains $`\stackrel{~}{𝒪}_\alpha =𝕋^{r(\alpha )}\{\stackrel{~}{\phi }\}\times B_{\sigma (\alpha )}\{\stackrel{~}{I},\stackrel{~}{p},\stackrel{~}{q}\}`$ (with possible different dimensions of tori). In every domain $`\stackrel{~}{𝒪}_\alpha `$, one can construct complete involutive set of integrals that can be then ”glued” in order to obtain a complete involutive set of integrals globally defined. The construction is suggested by Brailov for Darboux symplectic balls. We follow the construction in .

We have the following $`m=dimQ/G`$ commuting integrals in $`\stackrel{~}{𝒪}_\alpha `$:

$$h_1=\stackrel{~}{I}_1^2,\mathrm{},h_r=\stackrel{~}{I}_r^2,h_{r+1}=\stackrel{~}{p}_1^2+\stackrel{~}{q}_1^2,\mathrm{},h_m=\stackrel{~}{p}_k^2+\stackrel{~}{q}_k^2.$$

Let $`g_\alpha :`$ be a smooth nonnegative function such that $`g_\alpha (x)`$ is equal to zero for $`|x|>\sigma (\alpha )`$, $`g_\alpha `$ monotonically increases on $`[\sigma (\alpha ),0]`$ and monotonically decreases on $`[0,\sigma (\alpha )]`$. Let $`h_\alpha (y)=g_\alpha (h_1(y)+\mathrm{}+h_m(y))`$. This function can be extended by zero to the whole manifold $`T^{}(Q/G)`$. Then $`f_i^\alpha =h_\alpha h_i`$, $`i=1,\mathrm{},n`$ will be commuting functions, independent on an open dense subset of $`\stackrel{~}{𝒪}_\alpha `$. With a ”good” choice of $`g_\alpha `$’s, a complete commutative set of smooth integrals is given by $`f_i(y)=f_i^\alpha (y)`$ for $`y\stackrel{~}{𝒪}_\alpha _\beta \stackrel{~}{𝒪}_\beta `$ and zero otherwise, $`i=1,\mathrm{},m`$. ∎

###### Remark 5.

It is clear that a similar statement holds for an arbitrary Hamiltonian $`G`$–space $`(M,\omega )`$ ($`G`$ acts freely on $`M`$) and an integrable Hamiltonian system $`\dot{x}=\mathrm{sgrad}H(x)`$ with compact iso-energy levels $`M_h=H^1(h)`$. The $`M`$ is foliated by invariant tori in the open dense set $`\mathrm{reg}M`$. If $`\mathrm{reg}M`$ intersects the submanifold $`\mathrm{\Phi }^1(\eta )`$ in a dense set then the reduced Hamiltonian system on $`(M_\eta ,\omega _\eta )`$ will be completely integrable.

Here is a simple construction that gives examples satisfying the hypotheses of theorem 4. Suppose we are given Hamiltonian $`G`$–actions on two symplectic manifolds $`(M_1,\omega _1)`$ and $`(M_2,\omega _2)`$ with moment maps $`\mathrm{\Phi }_{M_1}`$ and $`\mathrm{\Phi }_{M_2}`$. Then we have the natural diagonal action of $`G`$ on the product $`(M_1\times M_2,\omega _1\omega _2)`$, with moment map

(5)
$$\mathrm{\Phi }_{M_1\times M_2}=\mathrm{\Phi }_{M_1}+\mathrm{\Phi }_{M_2}.$$

If $`(Q_1,g_1)`$ and $`(Q_2,g_2)`$ have integrable geodesic flows, then $`(Q_1\times Q_2,g_1g_2)`$ also has integrable geodesic flow and $`\mathrm{reg}T^{}(Q_1\times Q_2)=\mathrm{reg}T^{}Q_1\times \mathrm{reg}T^{}Q_2`$. Using (5), one can easily see that if the $`G`$–actions on $`Q_1`$ and $`Q_2`$ are almost everywhere locally free, then a generic horizontal vector of the submersion $`Q_1\times Q_2Q_1\times _GQ_2=(Q_1\times Q_2)/G`$ belongs to $`\mathrm{reg}T^{}(Q_1\times Q_2)`$. Thus we get the following statement.

###### Corollary 6.

Let the Lie group $`G`$ act by isometries on the compact Riemannian manifolds $`(Q_1,g_1)`$ and $`(Q_2,g_2)`$ almost everywhere locally freely, and freely on the product $`Q_1\times Q_2`$. Suppose that the geodesic flows on $`Q_1`$ and $`Q_2`$ are completely integrable. Then the geodesic flow on $`Q_1\times _GQ_2`$, endowed with the submersion metric, will be completely integrable.

The theorem and corollary allow us to construct examples of manifolds with completely integrable geodesic flows starting from some known integrable cases. This generalizes the construction of Paternain and Spatzier of manifolds of the form $`Q\times _{S^1}N`$, where $`N`$ is a surface of revolution and the geodesic flow on $`Q`$ possesses a complete involutive algebra of $`S^1`$–invariant integrals .

###### Example 7.

Suppose the Lie group $`G`$ acts freely by isometries on $`(Q,g)`$. Let $`G_1`$ be an arbitrary compact Lie group, which contains $`G`$ as a subgroup. Let $`ds_1^2`$ be some left-invariant Riemannian metric on $`G_1`$ with integrable geodesic flow (see example 10 below). Then $`G`$ acts in the natural way by isometries on $`(G_1,ds_1^2)`$. Therefore, by corollary 6, if the geodesic flow on $`Q`$ is completely integrable, then the geodesic flows on $`Q\times _GQ`$ and $`Q\times _GG_1`$ endowed with the submersion metrics will be also completely integrable.

As an illustration, we will show that we can get a very simple proof for the complete integrability of the geodesic flows on a class of bi-quotients of Lie groups.

## 5. Bi-quotients of compact Lie groups

Let $`G`$ be a compact connected Lie group and $`𝔤`$ be its Lie algebra. Let $`,`$ be an $`Ad_G`$–invariant scalar product on $`𝔤`$ and $`ds_0^2`$ the corresponding bi-invariant metric on $`G`$. In what follows we shall identify $`T^{}G`$ and $`TG`$ by the bi-invariant metric.

Consider a connected subgroup $`U`$ of $`G\times G`$ and define the action of $`U`$ on $`G`$ by:

(6)
$$(g_1,g_2)g=g_1gg_2^1,(g_1,g_2)U,gG.$$

If the action is free then the orbit space $`G/U`$ is a smooth manifold called a bi-quotient of the Lie group $`G`$. In particular, if $`U=K\times H`$, where $`K`$ and $`H`$ are subgroups of $`G`$, then the bi-quotient $`G/U`$ is denoted by $`K\backslash G/H`$. The bi-invariant metric $`ds_0^2`$ on $`G`$, induces the submersion metric $`ds_{0,sub}^2`$ on $`G/U`$. In this way, via the submersion $`Sp(2)\mathrm{\Sigma }^7`$, Gromoll and Meyer  obtained an exotic 7–sphere $`\mathrm{\Sigma }^7`$.

It is well known that the geodesic flow of the metric $`ds_0^2`$ on $`G`$ is completely integrable in the non-commutative sense. For a complete algebra of integrals we can take $`=_1+_2`$, where $`_1`$ and $`_2`$ are the functions obtained from polynomials on $`𝔤`$ by left and right translations respectively. Then $`\mathrm{ddim}=2dimG\mathrm{rank}G`$, $`\mathrm{dind}=\mathrm{rank}G=r`$. The system is $`𝕋^r`$–dense completely integrable. Let $`[𝔤]^G`$ be the algebra of the invariant polynomials on $`𝔤`$. The algebra $`[𝔤]^G`$ is generated by $`r`$ homogeneous polynomials $`p_1,\mathrm{},p_r`$. Let $`f_1,\mathrm{},f_r`$ be the left (or right) translations of $`p_1,\mathrm{},p_r`$ to $`TG`$. Then $`f_1,\mathrm{},f_r`$ generate $`_1_2`$, and can be seen as ”action” variables: the vector fields $`X_1=\mathrm{sgrad}f_1,\mathrm{},X_r=\mathrm{sgrad}f_r`$ form a basis of commuting vector fields on the regular invariant tori.

Let $`𝔲𝔤T_eG`$ be the vertical space at the neutral element of the group. Then the horizontal space $`𝔳`$ at the neutral element is the orthogonal complement of $`𝔲`$ with respect to $`,`$.

Let $`𝔤_\xi =\{\eta 𝔤,[\xi ,\eta ]=0\}`$. The element $`\xi 𝔤`$ is called regular if the adjoint orbit $`O_G(\xi )`$ of the $`G`$–action has a maximal dimension (equal to $`dimG\mathrm{rank}G`$), or equivalently if $`𝔤_\xi `$ is an $`r`$–dimensional commutative subalgebra of $`𝔤`$. Then $`𝔤_\xi =\{p(\xi ),p[𝔤]^G\}`$. The element $`\xi 𝔤`$ is called singular if it is not regular.

###### Theorem 8.

Suppose that the horizontal space $`𝔳𝔤`$ contains a regular element of the Lie algebra $`𝔤`$. Then the geodesic flow of the metric $`ds_{0,sub}^2`$ on the bi-quotient $`G/U`$ is completely integrable. Moreover, the phase space $`T(G/U)`$ is almost everywhere foliated by invariant isotropic tori of dimension

$$\mathrm{rank}G\underset{\xi 𝔳}{\mathrm{min}}dim𝔲_\xi ,$$

where $`𝔲_\xi =\{\eta 𝔲,[\eta ,\xi ]=0\}𝔤_\xi `$.

###### Proof.

Since $``$ consists of analytic functions, if one horizontal vector belongs to $`\mathrm{reg}TG`$, then this property will hold for a general horizontal vector as well. Furthermore, it is clear that the regular elements of $`𝔤`$ belong to $`\mathrm{reg}TG`$. Therefore, from theorem 4 we obtain the integrability of the geodesic flow.

To complete the proof, we have to find the dimension of the space (3). Let $`\xi 𝔳𝔤T_eG`$ be generic. Then the tangent space $`T_\xi 𝕋^r`$ to the invariant torus containing $`\xi `$ can be naturally identified with $`𝔤_\xi `$ and the space $`S_\xi =T_\xi (U\xi )T_\xi 𝕋^r`$ can be naturally identified with $`𝔲_\xi `$. By (4), it follows that the $`r`$–dimensional invariant tori are reduced to $`(rdim𝔲_\xi )`$–dimensional invariant tori. ∎

Without using submersions, the complete integrability of the geodesic flows of metrics $`ds_{0,sub}^2`$ on homogeneous spaces $`G/H`$ and bi-quotients $`K\backslash G/H`$ has been proved in  and , respectively.

Theorem 8 includes the examples given by Paternain and Spatzier  and Bazaikin . Indeed, for the submersion examples studied in , Bazaikin already proved the regularity of generic $`\xi 𝔳`$. Paternain and Spatzier proved the integrability of the geodesic flows for the Eschenburg examples $`M_{1,1,2m,2m}^7`$ and for the Gromoll and Meyer 7–sphere $`\mathrm{\Sigma }^7`$. Since the set of singular elements has codimension at least 3 in $`𝔤`$, the condition of theorem 7 is automatically satisfied for the Eschenburg examples $`SU(3)M_{k,l,p,q}^7`$. Here $`U=U_{k,l,p,q}T^1T^2\times T^2`$, where $`T^2`$ is a maximal torus (see ). On the other side, one can easily see that independence of the integrals $`f_4`$ and $`f_5`$ for the geodesic flow on $`\mathrm{\Sigma }^7`$ (page 361, ) gives us independence of the invariant polynomials $`tr(\xi ^2)`$ and $`tr(\xi ^4)`$ at generic $`\xi 𝔳`$. Thus a generic $`\xi 𝔳`$ is a regular element of $`𝔰𝔭(2)`$.

The general construction presented here leads to smooth commuting integrals while the commuting integrals given in  are analytic functions. On the other hand, we proved that the Lagrangian tori are fibered into invariant isotropic tori, so in this sense the system is degenerate. For example, the 14–dimensional manifolds $`TM_{k,l,p,q}^7`$ are foliated by two-dimensional tori.

###### Remark 9.

The exotic 7–sphere $`(\mathrm{\Sigma }^7,ds_{0,sub}^2)`$ admits an effective action of $`O(2)\times SO(3)`$ by isometries . The existence of the non-abelian group of isometries is related to the non-commutative integrability of the geodesic flow. Namely, suppose that a compact connected Lie group $`G`$ acts effectively by isometries on the $`n`$–dimensional Riemannian manifold $`(Q,g)`$ with moment map $`\mathrm{\Phi }:T^{}Q𝔤^{}`$. If the geodesic flow is $`𝕋^n`$–dense completely integrable, then in every toroidal domain the functions $`\varphi _a(x)`$, $`a𝔤`$ depend only on the action variables and so $`\{\varphi _a,\varphi _b\}=\varphi _{[a,b]}`$ vanishes on $`\mathrm{reg}T^{}Q`$. Therefore $`[𝔤,𝔤]=0`$ and the Lie group $`G`$ is a torus.

In order to obtain manifolds with strictly positive sectional curvature, Eschenburg considered a one–parameter family of left-invariant metrics $`ds_t^2`$ on $`SU(3)`$ which are different from the bi-invariant metric $`ds_0^2`$ . One can prove that the geodesic flows of the metrics $`ds_t^2`$ are completely integrable and that we can apply theorem 4 to get the integrability of the geodesic flows of the submersion metrics $`ds_{t,sub}^2`$ on $`M_{k,l,p,q}^7`$. A similar multi-dimensional example of bi-quotients with metrics different from $`ds_{0,sub}^2`$ and integrable geodesic flows is presented below.

###### Example 10.

<sup>2</sup><sup>2</sup>2The example is slightly different than example 10 in the journal version.

There are several constructions of left(right)-invariant metrics on Lie groups with integrable geodesic flows (see ). We shall use the following construction due to Mishchenko and Fomenko. Let $`G`$ be a compact connected Lie group, $`TG`$ a maximal torus, and $`𝔤`$ and $`𝔱`$ the corresponding Lie algebras. Take $`a_1,a_2`$, $`b_1,b_2𝔱`$ such that $`a_1`$ and $`a_2`$ are regular elements of $`𝔤`$, i.e, $`𝔤_{a_1}=𝔤_{a_2}=𝔱`$. Let $`D_1,D_2:𝔱𝔱`$ be symmetric operators. Denote by $`\phi _1`$ and $`\phi _2`$ the symmetric operators (called sectional operators ) defined according to the orthogonal decomposition: $`𝔤=𝔱+𝔱^{}`$:

$$\phi _i|_𝔱=D_i,\phi _i|_𝔱^{}=ad_{a_i}^1ad_{b_i},i=1,2.$$

In the case of compact Lie groups, among the sectional operators there are positive definite ones. Then the Hamiltonian functions $`H_1`$ and $`H_2`$, obtained from quadratic forms

$$B_i(\xi ,\xi )=\phi _i\xi ,\xi ,\xi 𝔤,i=1,2$$

by left and right translations, define left-invariant and right-invariant metrics on $`G`$ which we shall denote by $`ds_1^2`$ and $`ds_2^2`$, respectively. Mishchenko and Fomenko proved that the geodesic flows of $`ds_1^2`$ and $`ds_2^2`$ are completely integrable . But now we can take the sum $`H_1+H_2`$ which also gives the metric $`ds^2`$ on $`G`$ with completely integrable geodesic flow . Let $`U`$ be any subgroup of $`T\times T`$ such that the action (6) is free. It can be proved that $`U`$ acts on $`(G,ds^2)`$ by isometries and that a generic horizontal vector of the submersion $`GG/U`$ belongs to $`\mathrm{reg}TG`$. Thus, by theorem 4, the geodesic flow of the metric $`ds_{sub}^2`$ on the bi-quotient $`G/U`$ is completely integrable. The motion of the system in $`T(G/U)`$ is more complicated than in the case of the metric $`ds_{0,sub}^2`$ and proceeds along tori that have the dimension of $`G/U`$ in the general case. In particular, when $`U=\{e\}\times T`$, $`ds_{sub}^2`$ is a Riemannian metric on the flag manifold $`G/T`$. The integrability of the geodesic flow of this metric, was proved in a different way in  (theorem 5).

### Acknowledgments

I am grateful to Prof. A. V. Bolsinov for the very useful remarks and discussions which helped me look at the problem from a general point of view. This letter was written during my stay at the Mathematisches Institut LMU, München, as a postdoc of the Graduiertenkolleg ”Mathematik im Bereich ihrer Wechselwirkung mit der Physik”. I would like to thank Ludwig–Maximillians–Universität for the hospitality, Prof. K. Cieliebak for the kind support and the referee for various useful suggestions which improved the exposition of the paper. The research was partially supported by the Serbian Ministry of Science and Technology, Project 1643 – Geometry and Topology of Manifolds and Integrable Dynamical Systems.

Note Added. During the refereeing process of this letter, N. T. Zung’s preprint  appeared which contains a result somewhat more general than remark 5 (the manifold $`M/G`$ is allowed to have singularities), obtained independently.