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# Two impurities in a 𝑑-wave superconductor: local density of states

## I Introduction

The study of isolated point-like impurities in $`d`$-wave superconductors began with the observation that the scattered wavepattern probed in tunneling experiments should inherit the fourfold symmetry of the $`d`$-wave statescalapino . It was pointed out shortly afterwards by Salkola et al.Balatsky , following earlier work on the analogous $`p`$-wave problem by StampStamp , that quasi-bound resonances should occur near strongly scattering impurities. Both the resonance energy and the details of the spatial structure of the resonant wave-pattern depend sensitively on electron correlations and a large body of theoretical work exists exploring this relationshipotherlocaldos . Assuming that the important details of the scattering potential are understood, careful studies of the local density of states (LDOS) near isolated impurites provide a uniquely powerful probe of the superconducting state. Experimentally, the high temperature superconductors (HTSC), notably Bi2Sr2CaCu2O8+δ (BSCCO), have been examined with sensitive scanning tunneling microscopy (STM) techniques. Images of the local environment of impuritiesyazdani ; davis  have confirmed the existence of quasi-bound states near strongly scattering impurities like Zn, but have led to new questions regarding the microscopic model for impurities and the superconducting state itself.

Other types of inhomogeneities not directly correlated with impurity resonances have been discovered by STM measurements on the cuprates. These include the observation of large, quasi-bimodal nanoscale fluctuations of the superconducting order parameter, together with spatially correlated variations of the electronic structure and lifetime.davisinhom ; davisinhom2  More recently, the observation of checkerboard patterns in the LDOS of vortex coresHoffman1  and in inhomogeneous samples in zero fieldKapitulnik  in BSCCO has led to speculation that antiferromagnetic phases can be formed in regions where superconductivity is supressed.vortexcore  A good deal of subsequent theoretical work on the competition between $`d`$-wave superconductivity and various exotic order parametersexotic  has excited the high-$`T_c`$ community with the suggestion that STM measurements could be revealing the presence of competing magnetic or other exotic subdominant order, shedding light on the origins of superconductivity itself.

On the other hand, a more conventional but still fascinating explanation has been put forward by by Hoffman et al.Hoffman2 , who argue that Friedel oscillations related to quasiparticle scattering between nearly parallel sections of the Fermi surface can lead to the observed checkerboard patterns, which correspond to well-defined dynamical peaks in momentum space. These general remarks were followed very recently by a calculation by Wang and LeeWangDHLee  studying the Friedel oscillations of a single impurity in a $`d`$ wave superconductor in momentum space. These calculations support the idea that what STM is seeing is primarily the effect of quasiparticle wavefunctions interfering with one another in a fluctuating disorder field on a $`d`$-wave superconducting background.

Studies of true interference of quasiparticle wave functions in the presence of more than a single impurity are rare, however. Numerical solutions of the many-impurity problem yield little insight into the mechanism of interference itself. In principle, the problem of two impurities is the simplest one which displays the interference effects of interest for the present problem; we study it here in order to understand whether the STM analysis of isolated impurity resonances is indeed justified, and to test if the scenario proposed by Hoffman et al.Hoffman2  is tenable in the presence of interfering Friedel oscillations. There is a small amount of earlier work on two impurities in a $`d`$-wave superconductor, most of it also numerical. Onishi et al.Miyake  solved the Bogoliubov-de Gennes (BdG) equations and presented a few local density of states profiles for two impurities. In a work philosophically related to ours, the interference of bound state wave functions in the fully disordered system was discussed by Balatsky in the context of supression of localization effects due to impurity band formationbalatskylocalization . Micheluchi and Kampf have recently exhibited numerically how impurity induced bound states accumulate at low energies, and argued that the impurity band at low energies could be studied from this perspective.micheluchi  Finally, during the preparation of this manuscript, a paper by Morr and Stavropoulos examined the two-impurity problem with particular emphasis on predictions for cuprate STM studies.Morr  We comment throughout the text on comparisons with these previous works.

We begin in Section II by reviewing the solution to the single impurity problem which has been studied by several authors. In Section III, we set up the formalism for the two-impurity problem and give the exact solution for the $`T`$-matrix, as well as a simplified form for some special cases. In Sec. IV, we discuss the dependence of the resonance splittings on the orientation and magnitude of the interimpurity separation $`𝐑`$. The resonant energy splittings are argued to give important information which is qualitatively different from that obtainable from 1-impurity resonance energies; in particular, they allow one in principle to map out, by repeated measurements of energies for impurity configurations at separation $`𝐑`$, the spatial structure of the homogeneous superconducting Green’s function. Starting from two widely separated impurities with $`R\xi _0`$, where $`\xi _0`$ is the coherence length, we then give analytical solutions for the splittings which exhibit explicitly the strong dependence on the direction of $`𝐑`$ due to the $`d`$-wave nodes. Impurities located along a 100 axis interact very weakly for $`R\xi _0`$, whereas configurations near 110 relative orientation lead to strong hybridization.

In Section V, we begin by discussing the simple quantum mechanics problem of how bound eigenstates with two scattering centers are constructed from the eigenstates of one, and show how these states may be classified. Of four states which arise from the single impurity particle and hole resonances, two are spatially symmetric (s), and two antisymmetric (p), one on each side of the Fermi level. The energy ordering of these states, as well as the crude qualitative interference pattern (constructive or destructive) depends on the configuration $`𝐑`$ in a predictable way. The local density of states (LDOS) is then calculated and plotted for several cases to illustrate the spatial dependence of the resonant state wave functions. Spectra on individual sites reveal unexpected phenomena: in certain circumstances the 1-impurity states, which become sharper as they approach the Fermi level due to the coupling to the linear $`d`$-wave continuum, interfere to create localized, extremely sharp states located at energies quite far from the Fermi level. In Section VI we discuss the situation for a more realistic band characteristic of the BSCCO-2212 system on which impurity STM studies have been performed. The trapped quasiparticle states are still found, and a dynamical resonanance criterion depending on the exact Fermi surface and impurity orientation $`𝐑`$ is identified.

Finally, in section VII we present our conclusions and discuss the implications for STM experiments and other aspects of the disordered quasiparticle problem.

## II Single impurity problem

In broad terms, there are two distinct points of view which have evolved regarding the localized scattering resonances observed by STM on the surface of BSCCO-2212. In the traditional quasiparticle picture, one simply calculates the scattering T-matrix for non-interacting BCS quasiparticles in a $`d`$-wave superconductor and finds a pair of resonances which are approximately symmetric in energy about the Fermi level, and which have distinctive spatial patternsotherlocaldos . In the second point of view, additional physics arises from the local disruption of the strongly-correlated ground state by the impurity which is predicted to break singlet correlationsvojta ; park , nucleate short-ranged antiferromagnetic orderKhalliulin ; Dagotto ; Tanaka ; Ting ; Liang ; Lee , or spin fluctuations associated with a nearby phase transitionMorr ; vojtacollective . Perhaps the strongest motivation for this point of view is the observation of local moments near Li and Zn impurities in the superconducting state of underdoped YBCO, as observed in NMRalloul ; Julien  experiments. For the STM experiments, the basic question is whether the spatial structure which is observed at low energies is effectively the result of BCS quasiparticles scattering from a short-range potential (ie. Friedel oscillations), or requires consideration of local correlation effects (eg. spin density wave formationvojtacollective ) or dynamical effects (Kondo physicsIngersent ; vojta ).

One notable feature of the STM experiments on Zn-doped samples of BSCCO is that only a single, negative energy resonance with a resonance energy of $`1.5`$ meV is seen;davis  the predicted impurity-induced resonances come in mirror pairs as a consequence of the particle-hole symmetry of the superconducting state. A further inconsistency is the fact that a large LDOS is observed on the Zn impurity site; the strong repulsive potential which Zn is believed to possess must necessarily allow little or no electron spectral weight at the impurity site. One appealing explanationZhufilter ; martinbalatsky  is that the measured LDOS of the CuO2 planes is in fact filtered by an inert surface layer, leading to an apparent redistribution of spectral weight in the tunneling LDOS. With this mechanism, one can simply understand the LDOS without introducing strong correlation physics. We note, however, that while this mechanism explains the observed LDOS for Zn impurities, it is problematic for both Ni impurities and Cu vacancies, which are consistent with the quasiparticle picture without invoking a filtering mechanism. (To date, there is no convincing model which has explained the spatial distribution of the LDOS in all three cases.) One of the goals of this work is to study the effect of the filtering mechanism on the resonant structure of two closely-spaced strongly-scattering impurities within the quasiparticle point of view, providing a more rigorous test of the quasiparticle-plus-filter mechanism for Zn impurities.

The BCS Hamiltonian for a pure singlet superconductor can be written as:

$$H_0=\underset{𝐤}{}\mathrm{\Phi }_𝐤^{}(ϵ_𝐤\tau _3+\mathrm{\Delta }_k\tau _1)\mathrm{\Phi }_𝐤,$$
(1)
where $`\mathrm{\Phi }_𝐤=(c_𝐤c_𝐤^{})`$, is a Nambu spinor. In this work we will consider several forms for the dispersion $`ϵ_𝐤`$. Analytic results are presented for a parabolic band $`ϵ_𝐤=k^2/2m`$, with corresponding $`d`$-wave order parameter $`\mathrm{\Delta }_𝐤=\mathrm{\Delta }_{max}\mathrm{cos}2\varphi `$ ($`\varphi `$ is the angle in momentum space which $`𝐤`$ makes with the 100 axis). Numerical results are presented for a simple tight binding model $`ϵ_𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)\mu `$ and for a realistic 6-parameter tight-binding model proposed by Norman et al.Norman , both having the corresponding $`d`$-wave order parameter $`\mathrm{\Delta }_𝐤=\mathrm{\Delta }_0(\mathrm{cos}k_x\mathrm{cos}k_y)`$. Note the maximum value of the order parameter in the lattice system with the current convention is $`2\mathrm{\Delta }_0`$. The matrices $`\tau _i`$ are the Pauli matrices.

The Hamiltonian of a single on-site impurity at $`𝐫=0`$ may be written as $`H_{imp}=_{𝐤,𝐤^{^{}}}V_0\mathrm{\Phi }_𝐤^{}\tau _3\mathrm{\Phi }_𝐤^{^{}}`$,where $`V_0`$ is the strength of the impurity potential. The Green’s function $`\widehat{G}_{\mathrm{𝐤𝐤}^{^{}}}(\omega )`$ in the presence of the impurity is expressed in terms of the Green’s function $`\widehat{G}_𝐤^0(\omega )`$ for the pure system as $`\widehat{G}(𝐤,𝐤^{^{}},\omega )=\widehat{G}^0(𝐤,\omega )\delta _{\mathrm{𝐤𝐤}^{^{}}}+\widehat{G}^0(𝐤,\omega )\widehat{T}(\omega )\widehat{G}^0(𝐤^{^{}},\omega )`$, where the $`\widehat{}`$ symbol indicates a matrix in Nambu space. The solution is

$`\widehat{T}`$ $`=`$ $`T_0\tau _0+T_3\tau _3`$
$`T_0`$ $`=`$ $`V_0^2G_0/(S_+S_{})`$
$`T_3`$ $`=`$ $`V_0^2(cG_3)/(S_+S_{}),`$ (2)
where $`G_0`$ and $`G_3`$ are the $`\tau _0`$ and $`\tau _3`$ Nambu components of the integrated bare Green’s function $`_𝐤\widehat{G}^0(𝐤,\omega )`$. This expression has resonances when

$$S_\pm 1V_0(G_3G_0)=0.$$
(3)
Note that in a simple band $`1/(\pi N_0V_0)c/(\pi N_0)`$ is the cotangent of the $`s`$-wave scattering phase shift $`\eta _0`$, where $`N_0`$ is the density of states at the Fermi level. In the special case of a particle-hole symmetric system, $`G_3`$=0 and the resonance energy is determined entirely by $`G_0`$, which is given in the case of a circular Fermi surface by $`G_0(\omega )=i\frac{d\phi }{2\pi }\omega [\omega ^2\mathrm{\Delta }_𝐤^2]^{1/2}`$ which for low energies $`\omega \mathrm{\Delta }_{max}`$ takes the form $`G_0(\omega )(\pi \omega /\mathrm{\Delta }_{max})(\mathrm{log}4\mathrm{\Delta }_{max}/\omega +i)`$. One may then solve Re $`S_\pm (\omega +i0^+)=0`$ and estimate the resonance width $`\mathrm{\Gamma }`$ on the real axis. In the case of strong scattering $`cN_0`$, the resonance energy $`\mathrm{\Omega }_0^\pm `$ and scattering rate $`\mathrm{\Gamma }`$ are

$`\mathrm{\Omega }_0^\pm `$ $`=`$ $`{\displaystyle \frac{\pm \pi c\mathrm{\Delta }_0}{2\mathrm{log}(8/\pi c)}}`$ (4a)
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{\pi ^2c\mathrm{\Delta }_0}{4\mathrm{log}^2(8/\pi c)}}.`$ (4b)
This result was first obtained by Balatsky et al.Balatsky , following earlier work on the $`p`$-wave analog problem by StampStamp . Note that the resonance becomes a true bound state only exactly at the Fermi level $`\mathrm{\Omega }=0`$, when $`c=0`$; for finite $`c`$ there are two resonances whose energies are symmetric, $`\mathrm{\Omega }_0^+=\mathrm{\Omega }_0^{}`$ in this approximation. As seen from (3), in particle-hole asymmetric systems ($`G_30`$), the resonance is tuned to sit at the Fermi level for some value of the impurity potential $`V_0`$ which is not infinite, so the term “unitarity” (as used in this work, $`\mathrm{\Omega }_0=0`$) and “strong potential” ($`V_0\mathrm{}`$) are not synonymous.joynt ; ahmphysica

The ambiguity in defining the resonance energy precisely arises already at the level of the 1-impurity problem. Eq. (3) is in fact an equation for a complex frequency $`\omega `$, which may be shown to have no solution in the upper half plane. Thus the $`T`$-matrix has no true pole at any $`\omega =\mathrm{\Omega }^{}+i\mathrm{\Omega }^{\prime \prime }`$ in the complex plane, but only a maximum which lies along the real axis. Only when the real part $`\mathrm{\Omega }^{}`$ approaches the Fermi level does the damping become sufficiently small to allow one to speak of a well-defined resonance. in this case the real part $`\mathrm{\Omega }^{}`$ approaches the solution $`\mathrm{\Omega }_0^\pm `$ of $`Re[S_\pm ]=0`$ for $`\omega `$ on the real axis. For this reason the “resonance energy” is usually taken to be $`\mathrm{\Omega }_0^\pm `$, as given, e.g. in Eq. (4a) for the particle-hole symmetric case. It is important to keep in mind, however, that the definition becomes meaningless as the bound state energy moves far from the Fermi level; for example, the apparent divergence of (4a) as $`c8/\pi `$ is artificial, since no well-defined resonant state exists by the time $`\mathrm{\Omega }_0`$ is a significant fraction of the gap $`\mathrm{\Delta }_0`$. It should also be noted that the generalization of this resonance criterion to more complicated situations, where the denominator does not factor, is not straightforward.

Even if the energies of the particle and hole resonant states are symmetric, their spectral weights on a given site may be quite different.Balatsky ; otherlocaldos  The finite impurity potential acts as a local breaker of particle-hole symmetry, leading in the case of repulsive potential to a large peak in $`\rho (𝐫,\omega )`$ at the impurity site $`𝐫=0`$ at negative energy(holelike states) and a small feature at positive energy (electronlike), as seen in Fig. 1. The impurity-induced LDOS decays as $`r^2`$ along the nodal directions (for the particle-hole symmetric system), and exponentially along the antinodes. The LDOS in the near field is more complicated, however: the nearest neighbour sites have peaks at $`\pm \mathrm{\Omega }_0`$, with the larger spectral weight at $`+\mathrm{\Omega }_0`$. In the crossover regime $`r\xi _0`$, the LDOS is enhanced along the node direction for holelike states, but is spread perpendicular to the node direction for electronlike states. These spatially extended LDOS patterns are the fingerprint of the impurity-induced virtual bound states. In Figure 1, we illustrate the LDOS pattern expected for both particles and holes for a resonant state close to the Fermi level. Results are obtained with a simple half-filled tight-binding band, $`ϵ_𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)`$, and unless otherwise specified all energies are given in units of the hopping $`t`$.

At the present writing, the LDOS pattern produced within the simple $`T`$-matrix theory for a single strong impurity, while 4-fold in symmetry, does not agree in detail with STM experiments on Zn impurities and native planar defects.davis  It is not currently clear whether this is due to a failing of the microscopic impurity model, e.g. failure to include strong correlations in the host or magnetic degrees of freedom or whether a relatively trivial tunneling matrix element effect prevents direct observation of the simple pattern by STMZhufilter ; martinbalatsky . For the moment then we consider only the simplest 2-impurity model possible, recognizing that direct application to experiments awaits a resolution of the discrepancy at the 1-impurity level.

## III T-matrix for 2 impurities

We now introduce the formalism necessary to study the interference between two resonances of the type discussed above when two identical impurities are brought close to one another. The perturbation due to 2 identical impurities located at positions $`𝐑_{\mathrm{}}`$ and $`𝐑_m`$, is given by

$$\widehat{H}_{imp}=V_0\underset{i=\mathrm{},m}{}𝚽_i^{}\tau _3𝚽_i$$
(5)
where $`𝚽_i[c_i^{}c_i]`$. By iterating the procedure for the single impurity T-matrix with two impurities present we find, in a $`4\times 4`$ basis of spin and impurity site labels:economou

$$\widehat{T}_\mathrm{}m(\omega )=\left(\begin{array}{cc}\widehat{f}\widehat{T}_{\mathrm{}}& \widehat{f}\widehat{T}_{\mathrm{}}\widehat{G}^0(𝐑)\widehat{T}_m\\ \widehat{f}\widehat{T}_m\widehat{G}^0(𝐑)\widehat{T}_{\mathrm{}}& \widehat{f}\widehat{T}_m\end{array}\right)$$
(6)
where $`𝐑=𝐑_{\mathrm{}}𝐑_m`$ and where $`\widehat{T}_{\mathrm{}},\widehat{T}_m`$ are the single impurity T-matrices associated with the two impurities. For identical impurities, $`\widehat{T}_{\mathrm{}}=\widehat{T}_m=\widehat{T}(\omega )`$, the single impurity T-matrix defined previously. The quantity $`\widehat{f}`$ is defined as:

$$\widehat{f}(\omega )=[1\widehat{G}^0(𝐑,\omega )\widehat{T}_{\mathrm{}}(\omega )\widehat{G}^0(𝐑,\omega )\widehat{T}_m(\omega )]^1,$$
(7)
where $`\widehat{G}^0(𝐑,\omega )=_𝐤\mathrm{exp}[i𝐤𝐑]G_𝐤^0(\omega )`$ is just the Fourier transformation of $`\widehat{G}_𝐤^0(\omega )`$, the unperturbed Nambu Green’s function. For systems with inversion symmetry $`\widehat{G}^0(𝐑,\omega )=\widehat{G}^0(𝐑,\omega )`$. Note that in Eq. (6), the physical processes are clearly identifiable as multiple scatterings from each impurity $`\mathrm{}`$ and $`m`$ individually, plus interference terms where electrons scatter many times between $`\mathrm{}`$ and $`m`$. In $`𝐤`$-space, we can write the T-matrix in the more usual $`2\times 2`$ notation as

$`\widehat{T}_{\mathrm{𝐤𝐤}^{}}(\omega )=[e^{i𝐤𝐑_l}\tau _0`$ $`e^{i𝐤𝐑_m}\tau _0]\widehat{T}_\mathrm{}m[\begin{array}{c}e^{i𝐤^{}𝐑_l}\tau _0\\ e^{i𝐤^{}𝐑_m}\tau _0\end{array}]`$ (10)
where $`\tau _0`$ is the Pauli matrix. In Sec. II we showed that, provided the resonance energies are distinct, peaks in the total density of states correspond to minima of the T-matrix denominator:

$$𝒟\mathrm{det}[1\widehat{G}^0(𝐑,\omega )\widehat{T}(\omega )\widehat{G}^0(𝐑,\omega )\widehat{T}(\omega )].$$
(11)
Explicitly, $`𝒟=𝒟_1𝒟_2/(S_+^2S_{}^2)`$ with

$`𝒟_1`$ $`=`$ $`𝒟_1^+𝒟_1^{}+V_0^2G_1^2(𝐑,\omega )`$
$`𝒟_2`$ $`=`$ $`𝒟_2^+𝒟_2^{}+V_0^2G_1^2(𝐑,\omega )`$ (12)
where

$`𝒟_\alpha ^\pm `$ $`=`$ $`[1V_0G_3(0,\omega )\pm V_0G_0(0,\omega )]`$
$`+(1)^\alpha V_0[G_0(𝐑,\omega )+G_3(𝐑,\omega )].`$
The factors $`𝒟_1,𝒟_2`$ determine the four 2-impurity resonant energies. Here $`G_\alpha (𝐑,\omega )`$ is the $`\tau _\alpha `$ component of the integrated bare Green’s function

$$G_\alpha (𝐑,\omega )=\frac{1}{2}\mathrm{Tr}\left(\tau _\alpha G^0(𝐑,\omega )\right).$$
(14)
For completeness, we also give the explicit form of the $`T`$-matrix itself:

$`\widehat{T}_{𝐤,𝐤^{}}(\omega )`$ $`=`$ $`{\displaystyle \frac{2V_0}{𝒟_1𝒟_2}}(\mathrm{cos}(𝐤𝐑/2)\mathrm{cos}(𝐤^{}𝐑/2)\widehat{M}_s(\omega )`$ (15)
$`+\mathrm{sin}(𝐤𝐑/2)\mathrm{sin}(𝐤^{}𝐑/2)\widehat{M}_p(\omega )),`$
where

$`\widehat{M}_p`$ $`=`$ $`\left(\begin{array}{cc}𝒟_2^+𝒟_1& G_1(R,\omega )V_0𝒟_1\\ G_1(R,\omega )V_0𝒟_1& 𝒟_2^{}𝒟_1\end{array}\right)`$ (18)
$`\widehat{M}_s`$ $`=`$ $`\left(\begin{array}{cc}𝒟_1^+𝒟_2& G_1(R,\omega )V_0𝒟_2\\ G_1(R,\omega )V_0𝒟_2& 𝒟_1^{}𝒟_2\end{array}\right).`$ (21)
In certain special configurations, e.g. if the two impurities are located at 45 with respect to one other, it is easy to check that $`G_1(𝐑,\omega )=0`$ $``$ $`𝐑`$. In this case the entire resonant denominator factorizes $`𝒟=𝒟_{1+}𝒟_1𝒟_{2+}𝒟_2`$. The $`T`$-matrix then takes the simple diagonal form

$`\widehat{T}_{𝐤,𝐤^{}}(\omega )`$ $`=`$ $`2V_0\mathrm{cos}(𝐤{\displaystyle \frac{𝐑}{2}})\mathrm{cos}(𝐤^{}{\displaystyle \frac{𝐑}{2}})\left[{\displaystyle \frac{\tau _+}{𝒟_1}}+{\displaystyle \frac{\tau _{}}{𝒟_{1+}}}\right]`$ (22)
$`+`$ $`2V_0\mathrm{sin}(𝐤{\displaystyle \frac{𝐑}{2}})\mathrm{sin}(𝐤^{}{\displaystyle \frac{𝐑}{2}})\left[{\displaystyle \frac{\tau _+}{𝒟_2}}+{\displaystyle \frac{\tau _{}}{𝒟_{2+}}}\right],`$
where $`\tau _\pm (\tau _3\pm \tau _0)/2`$.

## IV Bound state energies for two impurities

Measuring bound state energies of impurity resonances in STM experiments allows one to obtain information on impurity potentials, and has the virtue of being independent of the STM tunnelling matrix elements. On the other hand, resonance energies of isolated single impurities provide no information on the spatial structure of resonant or extended state electronic wavefunctions. In principle, measurement of only the resonance energies of isolated pairs of impurities with different separations $`𝐑`$ is the simplest method of getting spatially resolved information on electronic wave functions independent of the exact tunnelling mechanism.

When two identical impurities with resonance energies $`\mathrm{\Omega }_0^{},\mathrm{\Omega }_0^+`$ are brought together, the bound state wavefunctions interfere with one another, in general splitting and shifting each resonance, leading to four resonant frequencies $`\mathrm{\Omega }_1^{},\mathrm{\Omega }_1^+,\mathrm{\Omega }_2^{}`$ and $`\mathrm{\Omega }_2^+`$, where the subscript indicates which factor in Eq. (LABEL:2impfactorizedD) is resonant. If splittings are not too large, the electron and hole resonances are related in a similar way as in the 1-impurity problem, $`\mathrm{\Omega }_1^{}\mathrm{\Omega }_1^+`$ and $`\mathrm{\Omega }_2^{}\mathrm{\Omega }_2^+`$. Again the weight of each resonance may be quite different or even zero on any given site. A large splitting may be taken as evidence for strong hybridization of quasiparticle wavefunctions. If we take the interimpurity distance $`R`$ as a parameter and keep impurity potentials and other parameters fixed, there are two obvious limits where this splitting vanishes. In the case of separation $`R=0`$, the two impurities combine (mathematically) to create a single impurity of strength $`2V_0`$, so both $`\mathrm{\Omega }_{1,2}^\pm `$ approach the $`\mathrm{\Omega }_0^\pm (2V_0)`$ appropriate for the double strength potential. In the case of infinite separation $`R\mathrm{}`$, we must find $`\mathrm{\Omega }_{1,2}^+`$ approaching the $`\mathrm{\Omega }_0(V_0)`$ appropriate for isolated single impurities.

### IV.1 Gas model

Eq. (11) is a general result for two $`\delta `$-function potentials embedded in a host described by an arbitrary $`G_0`$. We would like to derive analytical results for the resonance energies obtained therefrom to get some sense of the appropriate length scales and symmetries in the problem. At large distances, the resonance energies must approach the single impurity values, so the splittings can be calculated perturbatively. To do so one must first obtain analytical expressions for the large-distance behavior of the unperturbed Green’s functions. This is difficult for the superconducting lattice tight-binding model on which most of this work is based, but much insight can be gained by studying the equivalent gas model, with spectrum $`ϵ_𝐤=𝐤^2/2m`$. In this case expressions have been obtained by Joyntjoynt  and Balatsky et al.balatskylocalization  for the $`d`$-wave integrated Green’s functions $`G_\alpha (𝐑,\omega )`$ at large distances, both for $`𝐑`$ making an angle $`45^{}`$ or $`0^{}`$ with the $`x`$ axis. For frequencies $`\omega /\mathrm{\Delta }_01/k_Fr1/k_F\xi _0`$, these reduce to

$`\widehat{G}^0(𝐑,\omega )`$ (23)
$`\{\begin{array}{cc}N_0\frac{e^{ik_FR}}{k_FR}\frac{k_F\xi _0}{4+\pi ^2\xi _0^2k_F^2}\tau _3& 𝐑(110)\\ N_0\frac{e^{R/\xi _0}}{\sqrt{k_FR}}[(i\frac{\omega }{\mathrm{\Delta }_{max}}\tau _0+\tau _1+\tau _3)\mathrm{cos}k_FR+& 𝐑(100)\\ (i\frac{\omega }{\mathrm{\Delta }_{max}}\tau _0+\tau _1\tau _3)\mathrm{sin}k_FR]& \end{array}`$ (27)
where $`\xi _0=v_F/\pi \mathrm{\Delta }_{max}`$ is the coherence length.

The resonance energies may now be found by inserting these expressions for frequencies $`\omega =\mathrm{\Omega }_0^\pm +\delta `$ into (11) and solving for the shifts $`\delta `$. We find $`\mathrm{\Omega }_{1,2}^+\mathrm{\Omega }_0^+\pm \delta `$, with

(28)
$`{\displaystyle \frac{\delta }{\mathrm{\Delta }_{max}}}\{\begin{array}{cc}\frac{1}{\mathrm{log}(\mathrm{\Omega }_0/\mathrm{\Delta }_{max})}\frac{\mathrm{sin}k_FR}{k_FR}\frac{k_F\xi _0}{4+\pi ^2\xi _0^2k_F^2}& 𝐑(110)\\ \frac{e^{R/\xi _0}}{\sqrt{k_FR}\mathrm{log}(\mathrm{\Omega }_0/\mathrm{\Delta }_{max})}\mathrm{cos}(k_FR+\pi /4)& 𝐑(100)\end{array}`$ (31)
These expressions are valid for $`\delta /\mathrm{\Omega }_0^+1`$.

Clearly the decay of the splitting $`\mathrm{exp}r/\xi _0/\sqrt{k_Fr}`$ is much more rapid for distances larger than the coherence length along the antinode (100) than for along the nodes, where it falls as $`1/r`$. The lack of a scale in the long-distance interference of quasiparticle wavefunctions oriented along (110), where they strongly overlap, is of potentially crucial importance in the STM analysis of “isolated” impurities, and we will bear this question in mind in what follows.

### IV.2 Lattice model

Here we consider a tight-binding model for ease of numerical evaluation. The definition of the resonant energies can be obtained either by finding the minimum of (11) or from an analysis of phase shiftsAHZdisorder . The solutions corresponding to each factor in Eq. (12) can then in general be tracked as a function of separation $`R`$ by minimizing $`𝒟_{1,2}`$ separately. In practice, this works well except in some special cases where the minima are very shallow. In Figure 2 we show the result for a particle-hole symmetric system. It is seen that each factor $`𝒟_\alpha `$ corresponds to an oscillating function of $`R`$, with the factor determining, e.g. $`\mathrm{\Omega }_2^+`$, changing from site to site according to whether the site is even or odd. This is due to the strong $`R`$ dependence of the components $`G_\alpha `$; in the simplest case, $`𝐑(110)`$ and $`\mu =0`$, $`G_3(𝐑,\omega )=G_1(𝐑,\omega )=0`$ but $`G_0(𝐑,\omega )_𝐤\mathrm{cos}(k_xR/\sqrt{2})\mathrm{cos}(k_yR/\sqrt{2})G_𝐤^0(\omega )`$ oscillates rapidly. At $`R=0`$, the problem reduces to the double-strength single impurity case; the factor $`𝒟_1`$ gives the resonant frequency $`\mathrm{\Omega }_0^\pm (2V_0)`$ and the factor $`𝒟_2`$ is 1. At large separation the $`\mathrm{\Omega }_1^+`$ and $`\mathrm{\Omega }_2^+`$ “envelopes” are seen to converge to $`\mathrm{\Omega }_0^+(V_0)`$ with a length scale of a few $`\xi _010a`$ for the parameters chosen.

In the $`𝐑(100)`$ case, the oscillations of the bound state energies with increasing $`R`$ are not so simple, as seen in Fig. 3. The one obvious simple difference from the (110) case is that the energy splittings vanish much faster with distance, as expected from the discussion in Section IV.1. Otherwise the short distance behavior of the bound state energies is complicated. One can check that the energy closest to the Fermi level is $`\mathrm{\Omega }_2^+`$ when $`R=2+4n`$, $`n`$ integer, and $`\mathrm{\Omega }_1^+`$ otherwise.

In general, the short distance behavior is difficult to analyze analytically and we note that in neither the (110) or (100) direction do resonances appear at all for $`R=1`$. Clearly the hybridization is so strong in these cases that the picture of perturbatively split 1-impurity states breaks down. More importantly, the splittings are significant out to quite large distances. Parameters in Figures 2 and 3 are chosen such that $`\xi _010a`$, as seen from Figure 3, where we indeed expect a $`e^{R/\xi _0}`$ falloff according to the previous section. On the other hand, Figure 2 indicates strong interference out to distances of 30$`a`$ or more!

## V Local Density of States

### V.1 General

The spatial distribution of two-impurity bound states gives much more detailed information about the nature of the quantum interference processes between impurities than the bound state energies by themselves. Here we ask whether one can simply express the bound state wave functions of the 2-impurity system in terms of the 1-impurity bound states, and how they can be classified by symmetry. We would like to make predictions for STM experiments, including which qualitative features of the spectra reflect the quantum numbers of these states directly, and how these features depend on impurity potential and configuration. As indicated in the previous section, it is important to determine how far apart two impurities need to be to be considered “isolated”. Finally, we would like to understand how robust these predictions are with respect to changes in band structure, scattering potential, etc.

Throughout this work, the LDOS refers to the tunneling density of states,

$$\rho (𝐫,\omega )=\frac{1}{2}\underset{\sigma }{}\rho _\sigma (𝐫,\omega )$$
(32)
with the spin-resolved LDOS,

$`\rho _{}(𝐫,\omega )`$ $`=`$ $`\pi ^1\text{Im }G_{11}(𝐫,𝐫,\omega +i0^+)`$ (33a)
$`\rho _{}(𝐫,\omega )`$ $`=`$ $`+\pi ^1\text{Im }G_{22}(𝐫,𝐫,\omega i0^+)`$ (33b)
where the subscripts 11 and 22 refer to the electron and hole parts of the diagonal Nambu Green’s function.

The factor of $`1/2`$ in Eq. (32) ensures that the LDOS normalization is

$$_{\mathrm{}}^{\mathrm{}}𝑑\omega \rho (𝐫,\omega )=1.$$

Provided the peaks in the LDOS are well defined, the peak energies agree closely with the resonance energies defined by Eq. (4a). Some care is required, however, because peaks in the LDOS may not appear on all sites, and can be difficult to resolve. It is also worth noting that the peaks in the LDOS are not symmetric with respect to the Fermi energy, though in practice the degree of asymmetry is very small.

The local electron density of states measured by STM is given by Eq. (32), with

$`\widehat{G}(𝐫,𝐫,\omega )`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}\widehat{G}^0(𝐤,\omega )`$
$`+{\displaystyle \underset{𝐤,𝐤^{}}{}}e^{i(𝐤𝐤^{})𝐫}\widehat{G}^0(𝐤,\omega )\widehat{T}_{\mathrm{𝐤𝐤}^{}}(\omega )\widehat{G}^0(𝐤^{},\omega ),`$
and $`\widehat{T}_{\mathrm{𝐤𝐤}^{}}`$ is the $`T`$-matrix for any number of impurities.

### V.2 Interference of 1-impurity wavefunctions.

In the 1-impurity case, the $`T`$-matrix is given by Eq. (2) and it is easy to see that

$`\delta G_{11}^{\prime \prime }(𝐫,𝐫,\omega )`$ $`=`$ $`V_0\mathrm{Im}\left({\displaystyle \frac{(G_{11}^0(𝐫))^2}{S_{}}}+{\displaystyle \frac{(G_{21}^0(𝐫))^2}{S_+}}\right),`$
(35)
Quite generally one can express the Green’s function in terms of the exact eigenstates $`\psi _n(𝐫)`$ of the system in the presence of the impurityeconomou

$`\delta G_{11}(𝐫,𝐫,\omega )`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{\psi _n^{}(𝐫)\psi _n(𝐫)}{\omega \mathrm{\Omega }_n+i0^+}}`$ (36)
$``$ $`{\displaystyle \frac{\psi _n^{}(𝐫)\psi _n(𝐫)}{\omega \mathrm{\Omega }_n}},`$
where the final approximation is valid for a true bound state with $`\omega `$ very close to a particular bound state energy $`\mathrm{\Omega }_n`$, and will be a good approximation in the present case to the extent the resonances are well defined, in the sense discussed above. Comparing with the form (35) thus allows us to identify the positive and negative energy wavefunctions of the single-impurity resonances ($`V_0>0`$ assumed):

$`\psi _\pm (𝐫)=Z_\pm \{\begin{array}{cc}G_{21}^0(𝐫,\omega )& \omega =\mathrm{\Omega }_0^+\\ G_{11}^0(𝐫,\omega )& \omega =\mathrm{\Omega }_0^{}\end{array},`$ (39)
where $`Z_\pm `$ are non-resonant wave function normalization factors. Note that the electron-like bound state eigenfunction is directly related to the off-diagonal bare Green’s function, while the hole-like wave function is proportional to the diagonal bare Green’s function.

We can follow the same procedure for the 2 impurity Green’s function, and ask how the eigenfunctions at a particular resonant energy are related to the single impurity wave functions we have just found. Since the single-impurity resonant energies are different from the 2-impurity energies, this analysis will be valid to the extent the splittings are small compared to $`\mathrm{\Omega }_{0\pm }`$. The Green’s function $`\delta G(𝐫,𝐫)`$ can now be constructed from Eq. (15) and the wave functions read off by comparing with the spectral representation in the same way as in the 1-impurity case. By examining (15) it may be shown that, depending on whether $`𝒟_1`$ or $`𝒟_2`$ is resonant, the wave functions thus extracted will be of definite spatial parity, $`\psi _n(𝐫)=\pm \psi _n(𝐫)`$. We find

$`\psi _+^p`$ $`=`$ $`Z_+^p\left(G_{11p}^0+{\displaystyle \frac{G_1(𝐑)V_0}{𝒟_2^+}}G_{12p}^0\right)\omega =\mathrm{\Omega }_{2+}`$
$`\psi _{}^p`$ $`=`$ $`Z_{}^p\left(G_{11p}^0{\displaystyle \frac{𝒟_2^{}}{G_1(𝐑)V_0}}G_{12p}^0\right)\omega =\mathrm{\Omega }_2`$
$`\psi _+^s`$ $`=`$ $`Z_+^s\left(G_{11s}^0{\displaystyle \frac{G_1(𝐑)V_0}{𝒟_1^+}}G_{12s}^0\right)\omega =\mathrm{\Omega }_{1+}`$
$`\psi _{}^s`$ $`=`$ $`Z_{}^s\left(G_{11s}^0+{\displaystyle \frac{𝒟_1^{}}{G_1(𝐑)V_0}}G_{12s}^0\right)\omega =\mathrm{\Omega }_1`$ (40)
where $`\widehat{G}_{(s,p)}^0\widehat{G}^0(𝐫𝐑/2)\pm \widehat{G}^0(𝐫+𝐑/2)`$, and the $`Z_\pm ^{s,p}`$ are normalization coefficients. These are the two-impurity odd ($`p`$) and even-parity ($`s`$) resonant state eigenfunctions expressed directly as linear combinations of the corresponding one-impurity eigenfunctions $`\psi _\pm `$ given in (39).

#### V.2.1 $`𝐑(110)`$

We note now that in general particle and hole-like 1-impurity eigenfunctions are mixed in each 2-impurity state (40); this is possible because anomalous scattering processes with amplitude $`G_1(𝐑)`$ can take place. There are special situations, including all configurations with $`𝐑(110)`$, where $`G_1(𝐑)=0`$ and the eigenfunctions become much simpler and do not mix particle and hole degrees of freedom,

$`\psi _\pm ^s(𝐫)=Z_\pm ^s\{\begin{array}{cc}G_{21s}^0(𝐫,\omega )& \omega =\mathrm{\Omega }_{1+}\\ G_{11s}^0(𝐫,\omega )& \omega =\mathrm{\Omega }_1\end{array},`$ (43)
and

$`\psi _\pm ^p(𝐫)=Z_\pm ^p\{\begin{array}{cc}G_{21p}^0(𝐫,\omega )& \omega =\mathrm{\Omega }_{2+}\\ G_{11p}^0(𝐫,\omega )& \omega =\mathrm{\Omega }_2\end{array}.`$ (46)
We study this case now both to get a simple idea of how the quantum interference between 2 impurities works in practice, and because the (110) states are claimed to be of particular importance for the formation of the impurity band due to the strong interference of long range tails in the quasiparticle wavefunctions. In Figure 4, we have exhibited the resonant state wavefunctions $`\psi _\pm ^{s,p}`$ for the (110) case. We exhibit both the wave functions themselves, so that the reader may verify the parity of these states explicitly, and their absolute square. There is good agreement between the spatial pattern of the $`|\psi |^2`$ as defined and the exact LDOS calculated from (V.1 ) at each resonant energy, implying that near each resonant energy the nonresonant contributions are quite insignificant. It is clear that some states involve constructive and some destructive interference between the 1-impurity wavefunctions in different regions of space, but the spatial patterns are, not unexpectedly, considerably more intricate than the “hydrogen molecule” type states one might first imagine would form, with electrons living either directly between impurities or completely expelled from this region. This is of course due to the $`d`$-wave character of the medium in which the quasiparticles propagate. For example, the LDOS is zero at the point halfway between the two impurities for the $`p`$-wave states, but it is quite small in the $`s`$-wave states as well. It is furthermore clear from the Figure that both $`s`$ and $`p`$ functions can have either constructive or destructive character, in the molecular sense. Note that the states are shown arranged vertically according to their eigenenergies, but recall that the ordering of the $`s`$ and $`p`$ ($`𝒟_1`$ and $`𝒟_2`$) states changes according to whether $`R`$ is even or odd, as indicated in Figure 2.

In Figure 5, we show the full energy variation of the LDOS spectra on sites near one of the impurities to illustrate the expected widths of the resonances and the variability with position. Note the surprisingly sharp high-energy resonances, which we discuss further below. On the other hand, on certain sites in the configuration of Figure 5 such as (0,0), (2,2) and (4,4), virtually no LDOS weight at all is observed. In Figure 6, we show LDOS maps for several impurity separations along (110). Note that in the high-energy $`p`$ states for $`𝐑`$=(2,2) and (6,6), both of which are fairly narrow, nearly total destructive interference exists along the (110) direction outside of the two impurities, but there is substantial weight along the (1$`\overline{1}`$0) direction relative to each of the two impurities. As one moves the impurities apart, the tails of these wavefunctions in the (1$`\overline{1}`$0) direction simply shift with the impurities. This suggests that these states may be somewhat narrowed because the quasiparticle is localized between the two impurities, but only in the (110) direction; it may easily leak out along the (1$`\overline{1}`$0) tails.

#### V.2.2  $`𝐑(100)`$

We noted above that for large separations the intereference between quasiparticle wavefunctions vanishes much more rapidly with increasing separation in configurations with impurities aligned along a crystal axis $`R(100)`$. For small or intermediate spacings $`R\xi _0`$, however, the bound state splittings are just as large. Figure 7 shows a spectrum for impurities separated by 6 lattice constants in the (100) direction. Although the low energy peaks are weak, there are nevertheless four well defined peaks as expected. The most striking feature of Fig. 7 is that the upper resonance is extremely sharp, far sharper in fact than a single impurity resonance at the same energy! This is counter-intuitive based on our knowledge of the one-impurity problem: the T-matrix denominator $`S_\pm `$ defined in Eq. (2) has an imaginary part proportional to the density of states of the clean $`d`$-wave superconductor, so that the resonance width depends (approximately) linearly on the resonance energy. This is clearly not the case here. In the two-impurity problem where one impurity is at the origin and the second is at $`𝐑`$, the T-matrix denominator is given by Eq. (11), which can equivalently be written as

$$𝒟=det[V_0^1\tau _3\widehat{G}^{(1imp)}(𝐑,𝐑,\omega )]det\widehat{T}(\omega ),$$

where $`\widehat{T}`$ is the one-impurity $`T`$-matrix and $`\widehat{G}^{(1imp)}`$ is the Green’s function with one impurity at the origin. Thus sharp two-impurity resonances occur for exactly the same reason as in the one-impurity case, but because the one-impurity DOS at $`𝐑`$ is nonmonotonic in $`\omega `$, the resonance broadening is not necessarily proportional to the resonance energy.

It seems intuitively clear that, because of destructive interference along the nodal directions, 2-impurity bound states could be formed in which quasiparticles are quite effectively trapped because they will be prevented from escaping via the long (110) tails of the individual impurity wave functions. In Figure 8, the spatial structure of the high-energy states confirms our intuition, since quasiparticles appear to be confined primarily to the axis joining the impurities. The 45 tails of these 2-impurity states are supressed in all directions, and as expected the spectral features are even narrower than for the $`𝐑(110)`$ configurations of Figure 5. In the $`𝐑=(2,0)`$ case, the quasiparticle is nearly completely confined to the site between the two impurities, while the wave function spreads out somewhat in the $`𝐑=(6,0)`$ case. For these cases $`G_1(𝐑,\omega )`$ vanishes as in the (110) case, so the wave functions have the same structure as in Eq. (43,46). We note that when the peaks are sharp, the resonance state is essentially localized, that is the contribution to the wavefunction at resonance from the continuum has vanishing weight. In general, one might have expected these states to decay as $`1/r`$ along the (110) direction and exponentially along the (100) direction, but they may decay more rapidly from interference effects.

Thus far we have considered only a simple tight-binding band at half-filling, and one might worry that the existence of quasilocalized states was a consequence of the perfect nesting of this special electronic structure, and that such features are unlikely to be observed in real systems. We show below that this is not the case, and argue that a commensuration of dominant scattering wavevectors at the bound state energy is the important quantity, and that finding such a state depends on band structure and other details.

## VI Realistic bands

Until now we have focussed on the rather artificial symmetric tight-binding band case, both for calculational simplicity and to illuminate the unusual density of states phenomena driven by nesting features of the Fermi surface. Some, but clearly not all of these phenomena will survive away for a realistic band with particle-hole asymmetry. Because of the intense current interest on STM studies of the cuprates, we now focus exclusively on a “realistic” representation of the electronic structure of BSCCO-2212, which we parametrize by adopting the tight-binding coefficients of Norman et al.Norman :

$`ϵ(k)`$ $`=`$ $`t_0+2t_1[\mathrm{cos}(k_x)+\mathrm{cos}(k_y)]+4t_2\mathrm{cos}(k_x)\mathrm{cos}(k_y)`$ (47)
$`+2t_3[\mathrm{cos}(2k_x)+\mathrm{cos}(2k_y)]`$
$`+2t_4[\mathrm{cos}(2k_x)\mathrm{cos}(ky)+\mathrm{cos}(k_x)\mathrm{cos}(2ky)]`$
$`+4t_5\mathrm{cos}(2kx)\mathrm{cos}(2ky)`$
with $`t_0\mathrm{}t_5=0.879,1,0.275,0.087,0.1876,0.086`$ and $`|t_1|0.1488eV`$. The density of states of this band in both normal and superconducting states is shown in Figure 9.

### VI.1 Direct spectra

We first reconsider some of the impurity configurations we treated in Section V to see how the LDOS patterns and bound states are affected by the electronic structure. The upper panel in Figure 10 shows the distribtion of spectral weight on nearby sites for a configuration with impurities at separation $`𝐑=(6,6)`$. Comparison with the half-filled tight-binding model case shown in Figure 5 shows little qualitative change on nearby sites with respect to either peak positions, spectral weight or spatial distribution. On the other hand, comparison of LDOS maps in Figures 6 and 11 show that the longer-range character of the hole-like resonances has changed considerably. In other cases, particularly for small $`R`$, the changes are much more drastic. In particular, one does not generally see all four resonances, as also found by Morr and StavropoulosMorr . This is particularly true for resonances with $`𝐑(100)`$, as illustrated in the lower panel of Fig. 10, where the low energy resonances have completely disappeared on all sites investigated.

To give an impression of the systematics of impurity resonance dependence on separation in the realistic system, and the configurations in which certain resonances are overdamped, in Figure 12 we present a series of plots of LDOS spectra on nearest neighbor sites along the line joining the impurities for a range of separations with $`𝐑||`$(100) and (110) directions. The number of peaks in each spectrum is variable, and for the closer separations normally only two peaks are observed (no peaks are observed for separation 1!). As the impurities are moved farther apart, hybridization weakens and it becomes easier to observe the full complement of four resonances. It is also clear that the bound state splittings for the realistic band are decaying faster in the (100) direction, but that this splitting has not disappeared even for separations as large as $`R=13`$. This suggests that even in relatively dilute impurity systems the assumption of isolated impurities used to analyze recent STM experiments may need to be reexamined.

We note further that extremely sharp states occur frequently, for both even and odd separations; clearly the commensurability condition depends sensitively on the details of the band structure. Contrary to the results of Ref. Morr , we find that the state farthest from the Fermi level is frequently sharpest. In general, however, the spectra found here for the band of Ref.Norman  are quite similar to those obtained in Ref.Morr  when direct comparisons are possible.

The condition for a true bound state \[see Eq. (11)\] is satisfied at frequency $`\omega `$ by $`\widehat{G}^0(𝐑,\omega )\widehat{T}\widehat{G}^0(𝐑,\omega )\widehat{T}=1`$. Since this must be satisfied independently for real and imaginary parts of $`G^0(𝐑,\omega )`$, sharp resonances only appear for selected impurity separations. The product $`\widehat{G}^0(𝐑,\omega )\widehat{T}\widehat{G}^0(𝐑,\omega )\widehat{T}`$ in Eq. (11) is equivalently written

$$\underset{𝐤,𝐪}{}e^{i𝐪𝐑}\widehat{G}(𝐤,\omega )\widehat{T}(\omega )\widehat{G}(𝐤+𝐪,\omega )\widehat{T}(\omega ).$$
(48)
It was argued by Hoffman et al.Hoffman2 , in an analysis of disordered BSCCO samples, that the characteristic wavevectors found in the spatial Fourier transform of the LDOS are determined by peaks in the joint density of states $`_𝐤\text{Im }G_{11}(𝐤,\omega )\text{Im }G_{11}(𝐤+𝐪,\omega )`$. It is interesting to ask whether these same $`q`$-vectors are seen in Eq. (48).

At the small energies considered here, 3 distinct $`q`$-vectors contribute to the joint DOS \[a fourth, $`q=0`$ does not produce any oscillatory $`𝐑`$-dependence in Eq. (48)\], as illustrated in Fig. 13 (we neglect, for states sufficiently close to unitarity, the distinction between the tips of the quasiparticle constant energy contours and the nodal wave vectors). As a simple example, consider the realistic band model in the (100) direction, shown in the upper panel of Figure 12. The $`𝐑`$-dependence of Eq. (48) is straightforward since $`𝐪_1(1,0)=𝐪_2(1,0)2.28/a`$, and $`𝐪_3𝐑=0`$, where $`a`$ is the lattice constant. Naively, the standing-wave condition for a particle trapped between the two impurities is $`(𝐪_1𝐑+2\eta _0)=n\pi `$, where $`\eta _0=\mathrm{tan}^1(\pi N_0V_0)`$ is the one-impurity scattering phase shift. On the other hand, for $`𝐑`$ in the (110) direction, we must simultaneously satisfy the commensurability requirements $`(𝐪_1𝐑+2\eta _0)=(𝐪_3𝐑+2\eta _0)=n\pi `$, and $`(𝐪_2𝐑+2\eta _0)=m\pi `$ to form a resonant state, and we see that—as we observe in Fig. 12—sharp resonances occur much less frequently in the (110) than in the (100) direction. Quantitatively, the criterion for standing wave formation is approximately satisfied for $`𝐑=(3,0)`$, $`(7,0)`$, $`(11,0)`$, $`(14,0)`$ and $`𝐑=(3,3)`$, $`(11,11)`$, which generally agrees with Fig. 12.

We stress, however, that the relative success of this naive picture at making quantitative predictions is a bit surprising. There is nothing in our consideration to account for the $`\omega `$-dependence of the $`T`$-matrix, or for the Nambu structure of the Green’s functions. Furthermore, the approximation of the integral over $`𝐪`$ in Eq. (48) by a sum over a few dominant wavevectors is not expected to by justified at a quantitative level. Nonetheless, our considerations seem to indicate that the long-lived two-impurity bound states are derived from a few selected wavevectors.

### VI.2 Filtering effects

The discrepancies between the simple picture of a Zn impurity as a strong potential scatterer in a $`d`$-wave superconducting host and the LDOS measured near $`Zn`$ impurities in BSCCO-2212 samples have been alluded to above. Martin and Balatskymartinbalatsky  proposed that this problem could be resolved by noting that electrons must first tunnel through the BiO layer before reaching the CuO2 plane; applying the appropriate matrix elements for this process led them to a picture of a “filtered” DOS in which, in the simplest version, the STM tip samples not the LDOS corresponding to the atom directly under it, but rather to a sum of the LDOS on the surrounding 4 nearest neighbor sites. With this ansatz, the LDOS pattern surrounding a Zn atom becomes, at a resonant energy of -1.5meV, rather similar to the experimentally observed one, with a bright spot at the center of the pattern, see Figure 14.

We now point out the rather obvious fact that this filtering mechanism is characteristic of the presence of the BiO layer in the BSCCO-2212 system, and should therefore be present in any STM measurement. If two nearby impurities are located via their resonant signals in such a measurement, the same filter should be applied to extract the true LDOS of the superconducting CuO2 layer. If it is found that the filtering mechanism works only in the case of isolated impurities, but the observed pattern in the 2-impurity case is quite different than that predicted by the simple filtered potential model, it must be abandoned and more sophisticated explanations sought. For example, it will be interesting to pursue the alternative “Kondo” explanation of Polkovnikov et al.vojta  in the case of the 2-impurity problem. If one takes this model seriously, bringing two impurities close together should induce an RKKY interaction between the local moments on each impurity site, supressing the local Kondo screening and thereby weakening each impurity’s scattering phase shift. One might then naively expect, in such a scenario, that bound state energies would generally be found at higher energies than in the isolated impurity case. Of course, one’s intuition based on the 2-Kondo impurity problem in a normal metal is to be distrusted in this case, where the linear bare density of states already makes the 1-impurity problem criticalIngersent .

## VII Conclusions

In this paper we have explored a number of aspects of the quantum interference of impurity bound states in $`d`$-wave superconductors. We gave the exact form of the 2-impurity $`t`$-matrix for two potentials separated by $`𝐑`$, and showed that in general it has four resonances at frequencies $`\pm \mathrm{\Omega }_1`$ and $`\pm \mathrm{\Omega }_2`$ which depend on $`𝐑`$. In simple situations, the eigenfunctions of the 2-impurity resonant states can be constructed explicitly in terms of the eigenfunctions of the 1-impurity problem. Depending on the impurity configuration and electronic structure, some of the resonances are overdamped on specific sites or indeed sometimes over the entire lattice, leading to a smaller number of visible resonances in special situations. On the other hand, in other situations resonant states were observed in the 2-impurity problem which were much sharper than their 1-impurity counterparts, in some cases occuring quite far from the Fermi level, contradicting one’s intuition that these states should be more strongly damped. We have interepreted these states as impurity ”traps” in which quasiparticles are hindered by quantum interference, over surprisingly long lifetimes, from leaking out of the region between the two impurities.

The splitting of the bound state energies relative to the 1-impurity case was studied, and it was shown that the parity and energy of the 2-impurity eigenfunctions oscillate as a function of impurity separation. At asymptotically large distances the splittings were shown to vary as $`1/R`$ for impurities aligned along the (110) direction and $`\mathrm{exp}(R)/\sqrt{R}`$ along (100). Systematic STM measurements of these splittings for isolated pairs of impurities at different $`𝐑`$ were shown to provide a direct measurement of the spatial dependence of the Green’s functions of the bulk superconductor.

Finally we calculated the local density of states for 2 impurities in a realistic band characteristic of the BSCCO-2212 system on which most STM experiments have been performed. The one qualitative difference relative to the particle-hole symmetric case we examined earlier was the overdamping of some bound states on any lattice site we studied for certain impurity configurations. This makes it clear that even some qualitative features of LDOS spectra with two impurities will depend on details of the system in question. To extract information from STM when 2-impurity configurations are isolated will therefore require a careful fit to theory. We have made predictions for several concrete situations which can be tested if such configurations can be found. In particular, we have calculated the density of states for realistic parameters corresponding to a Zn impurity in BSCCO, and given results for both the direct LDOS and for the “filtered” LDOS proposed by Martin and Balatskymartinbalatsky  to explain discrepancies in the standard model of Zn as a potential scatterer when compared with experiment. If the “filter” works for isolated single Zn impurities but not for pairs of Zn atoms, it would be strong evidence in favor of an explanation for the Zn results in terms of residual induced local magnetism of the defect.

We close by remarking that the solution of the 2-impurity problem may have important implications for the disordered N-impurity $`d`$-wave superconductor and the interpretation of STM experiments. In particular, we have shown on the one hand that pairs of impurities can give rise to trapped states which have great deal of spectral weight; on the other hand, interference from other impurities can destroy the characteristic pattern expected for an “isolated” impurity even when they are widely separated. A more thorough investigation of these questions requires a careful comparison with the many-impurity system. One hint of the importance of the 2-impurity states in the fully disordered system comes from the study of the perfectly nested band, where we find that many of the unusual symmetry-based features of the total density of statesyashenkin  are reflected already in the simple 2-impurity problem as well. In addition, we have investigated the effects of self-consistent treatment of the order parameter on the results above, which were all produced assuming homogeneous $`\mathrm{\Delta }_𝐤`$. We find that, although spectral weight is shifted by the order parameter supression around the impurity site, in general away from the Fermi levelatkinsonops , the LDOS patterns are rather weakly affected. We will report in detail on these findings elsewhereAHZdisorder .

Acknowledgements This work was partially supported by NSF grant NSF-DMR-9974396, BMBF 13N6918/1 and the Alexander von Humboldt Foundation. PH and LZ would also like to thank J. Mannhart and Lehrstuhl Experimentalphysik VI of the University of Augsburg for hospitality during preparation of the manuscript.


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# Warm-hot intergalactic baryons revealed

## 1 Introduction

The mismatch between the density of baryons observed in the local Universe and the baryon density observed and predicted at high redshift is currently one of the most puzzling issues in cosmology. While the density of baryons, $`\mathrm{\Omega }_b`$, observed in stars and gas ($`\mathrm{HI}+\mathrm{HII}`$) in the local Universe does not exceed 0.01 (Fukugita et al., 1998), observations of the Ly$`\alpha `$ forest at $`z=2`$ (Rauch et al., 1997) and Big Bang nucleosynthesis constraints (Burles & Tytler, 1998) both give $`\mathrm{\Omega }_b0.04`$ or larger (Pettini & Bowen, 2001). One possibility is that at $`z<1`$ the baryonic gas falls onto the cosmic web pattern and is heated by shock mechanisms forming filamentary and sheet-like structures (Cen & Ostriker, 1999; Davé et al., 2001). Such diffuse gas, called Warm–Hot Intergalactic Medium (WHIM), should be detectable in the soft X-rays as a consequence of having a temperature in the range $`10^5\mathrm{K}<\mathrm{T}<10^7\mathrm{K}`$. A tight connection with the filamentary distribution of galaxies is expected from N-body simulations (see Bond et al. (1996) for a theoretical discussion).
Various models of diffuse X-ray emission have been proposed by several authors during the past year (Phillips et al., 2001; Kuntz et al., 2001; Bryan & Voit, 2001); nonetheless, observational evidence for diffuse/filamentary X-ray emission is still sparse. Wang & McCray (1993) found an excess of emission in some ROSAT fields which they ascribed to a diffuse component of the X-ray background due to WHIM. Soltan et al. (1996) detected a correlation signature between the soft X-ray background and galaxies. Filamentary soft X-ray structures were identified by Warwick et al. (1998) in various overlapping ROSAT pointings near the Lockman Hole. Structures laid among clusters were found by Kull & Böhringer (1999) in the core of the Shapley Supercluster and Tittley & Henriksen (2001) along the line of sight connecting two Abell clusters. Scharf et al. (2000) presented tentative evidence of a soft X-ray filamentary structure which seems to correlate with the density of galaxies measured in the I-band. Recently, Bagchi et al. (2002) pointed out the discovery of a presumably filamentary structure both in radio and soft X-ray traced by a galaxy arc.

We have re-analyzed several ROSAT pointings toward a region close to the Lockman Hole with exposure times $`>10\mathrm{ksec}`$ and, after removal of the point sources and correction for Galactic absorption, we have detected diffuse X-ray emission. We have started a program of optical multiband wide field imaging of the regions showing diffuse X-ray emission with the goal of detecting associated galaxy overdensities, which would support the extragalactic nature of the large scale soft X-ray structures.

In this paper we report preliminary results on one of the ROSAT fields for which we have obtained HI radio data and which has been partially mapped in five optical bands. We present the discovery of a galaxy overdensity at a photometric redshift $`z`$0.45 spatially coincident with the most prominent diffuse X-ray structure in the ROSAT field.
The plan of the paper is as follows: in Sect.2 we discuss the analysis of the X-ray ROSAT maps, in Sect.3 the reduction of the radio data and the HI absorption correction for X-ray maps are presented, in Sect.4 we discuss the optical images analysis. Sect.5 contains the photometric redshift estimate and, finally, in Sect.6 a summary of the results is presented.

## 2 X-ray maps

We have retrieved from the ROSAT archive the images of fields contiguous to the Lockman Hole used by Warwick et al. (1998) to create a large scale soft X-ray map. These authors noted, after subtraction of the point sources, large scale diffuse structures in the $`0.10.3\mathrm{keV}`$ band. We have focused on one of the ROSAT fields used by Warwick et al. and, more specifically, on ”Field 4”, centered at R.A.(J2000) $`10^\mathrm{h}10^\mathrm{m}14^\mathrm{s}`$ and DEC.(J2000) $`+51^{}45^{}00^{\prime \prime }`$, obtained with a PSPC integration of 20 ksec. We extracted the images in the various ROSAT bands111In the following we will refer to such broad bands energy using the conventional definitions reported in Snowden et al. (1994) by means of the software described in Snowden et al. (1994), which is optimized for the analysis of extended structures in the ROSAT maps. In this way accurate maps of the background and of the effective exposure over the whole field of view can be obtained. We mostly focused on the soft image obtained in the R2 band (PI channels 21 to 40), which samples the energy range $`0.140.28\mathrm{keV}`$. However, we also use the harder bands (R4+5, $`0.441.21\mathrm{keV}`$; R6+7, $`0.732.04\mathrm{keV}`$), both for the point sources removal and to constrain the nature of the diffuse emission. On the R2 image obtained with Snowden’s code the detection of extended structures has been performed with two different methods:

1. We have constructed a map of the extended structures with an algorithm based on SExtractor (Bertin & Arnouts, 1996). Our aim is to identify and subtract the point like sources which resolve most of the 0.5-2.0 keV background. This algorithm identifies the point sources by increasing the size of the detection filter with the distance from the center to match the broadening of the ROSAT PSF with the off–axis angle. The detected point sources in R2 and R6+7 bands are subtracted from the soft image and replaced with the surrounding background.

Fig. 1 shows the images, before the point sources removal and preliminarily smoothed with a gaussian kernel of 15 arcsec (i.e. one PSPC pixel), in the soft (R2; Fig 1a) and the hard (R6+7; Fig 1b) bands. The soft image was then smoothed with a gaussian kernel of 5.9 arcmin FWHM222This specific smoothing width was chosen because this is the minimum size of structures found with the second method. A FWHM of 5.9 arcmin corresponds to gaussian with a $`\sigma `$ of 10 pixels. and is shown in Fig. 2a. The two main structures around the center of the field are statistically significant to a level of $`8\sigma `$ (assuming Poisson statistics).
2. To assess the significance of the structures found with the previous method we have also used a wavelet algorithm developed by Vikhlinin et al. (1998). The aim of the wavelet transform in this context is the complete background subtraction to emphasize structures of certain angular size. The idea is to convolve an astronomical image with a kernel that is the difference of two gaussians, the first with sigma a, the second subtracted from the previous with sigma $`b=2a`$. In the following the kernel sizes will be reported as a. We require the extended emission to be detected at a level of 4$`\sigma `$, with respect to the background fluctuations, and each detection followed down to the 1$`\sigma `$ level. Given the strong radial variation of the ROSAT PSF, not implemented into the wavelet algorithm, the structures detected with wavelet kernel size less than $`0.^{}75`$ were considered as point sources, while those detected by wavelet filters larger than $`1.^{}00`$ are considered as extended. Features detected by wavelet filter sizes between $`0.^{}75`$ and $`1.^{}00`$ are to be considered point sources in the outer parts of the ROSAT field (and therefore subtracted), whereas they were considered to be potentially extended in the inner parts. In Fig. 2b we show the map of structures detected with wavelet kernel sizes in the range $`0.^{}751.^{}25`$ for the soft ROSAT band R2. The advantage of the wavelet detection algorithm is that it provides a quantitative measure of the statistical reliability of detected extended structures with respect to background fluctuations. The size measured for the smallest diffuse structure is $`5.9\mathrm{arcmin}`$.

The most prominent diffuse/extended structures are in common to both methods at least in the central part, where the detection of point sources is more secure, indicating that they are not artifacts of the specific algorithm. We mark as “1” and “2” in Fig. 2d the two most prominent structures in the central region. In the outer parts, where the ROSAT PSF is much wider, the identification of the extended structures is less reliable; however, even in these outer parts there is reasonable agreement between the maps obtained with the two methods. Finally, as already commented on by Warwick et al 1998, we note that the same diffuse structures are found by using other offset ROSAT pointings which partly overlap this field, lending further weight to the argument that they are not instrumental artifacts.

In Fig. 3 we show the map of the diffuse emission detected in the hard band (R6+7) obtained by removing the point sources detected with SExtractor and by smoothing to a resolution of 5.9 arcmin (this is the hard-band analogous of Fig. 2a). With the exception of structure “1”, which shows some faint hard emission as discussed below, the diffuse/extended emission observed in the hard band (R6+7) is not correlated with the diffuse emission structures observed in the soft R2 band. This indicates that the diffuse features observed in the soft map are related to structures with a much softer emission than that due to clusters or AGNs and, in particular, cannot be ascribed to unresolved discrete sources which make the 0.5-2 keV background.
A comparison between soft and medium (R4+5) maps shows a weak correlation as expected from the hard tail of the diffuse WHIM emission.

In Fig. 4 we plot the fluxes333The uniform contribution from the Local Bubble (Snowden et al., 1998) was subtracted from all images and the soft X-ray emission was corrected for Galactic absorption as discussed in Sect.3. in three bands (R2, R4+5, R6+7) of the brightest diffuse structure (marked as “1” in Fig. 2d), and the expected spectra of various classes of sources: type 1 AGNs making the 0.5–2 keV background, groups of galaxies at $`\mathrm{T}=10^7\mathrm{K}`$ (clusters would be even hotter), and thermal emission by the WHIM at $`\mathrm{T}=3\times 10^6\mathrm{K}`$. For both the groups and the WHIM we adopted a 0.3 solar abundance and $`z=0.45`$ (see Sect. 5 for the specific choice of this redshift). For AGNs we assumed a power-law with $`\mathrm{\Gamma }=2`$. The choice of $`\mathrm{\Gamma }`$ is lower than the canonical $`\mathrm{\Gamma }=2.5`$ obtained from shallow ROSAT surveys (Walter & Fink, 1993; Brinkmann et al., 2000), but is typical of deeper surveys (Mittaz et al., 1999) like ours. Furthermore it is similar to the mean spectrum of the point sources in our maps ($`\mathrm{\Gamma }=2`$ for point sources selected in R2 map and $`\mathrm{\Gamma }=1.7`$ for those selected in R6+7 map). Fig. 4 shows that the detected emission is inconsistent with emission by clusters or unresolved AGNs, but is fully consistent with thermal emission from the WHIM. It also indicates that the diffuse emission cannot be ascribed to possible residual wings of the PSF of point sources (AGNs) after their subtraction.

The one reported here is one of the first detections of WHIM at intermediate redshift. The diffuse X-ray emission observed in our ROSAT maps can be compared with the (projected) emission expected by the cosmological simulations of a WHIM in the soft X-ray (e.g. Croft et al. 2001). We used simulated images in the $`0.20.3\mathrm{keV}`$ band, kindly provided to us by R. Croft (private communication), and smoothed them to the angular resolution of our ROSAT maps (Sect. 2). The average emission in the simulations is $`F_{0.20.3keV}7.5\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1\mathrm{deg}^2`$ with 1$`\sigma `$ fluctuations of about $`2\times 10^{13}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1\mathrm{deg}^2`$. The average diffuse emission in the central region of our ROSAT map is $`10^{12}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1\mathrm{deg}^2`$ (extrapolated in the $`0.20.3\mathrm{keV}`$ band), which is in good agreement with the simulations. Taken in conjunction the results of the analysis described above strongly imply that the diffuse structures described here represent one of the first potential detections of a WHIM at intermediate redshift.

At a redshift of $``$0.45 (sect.5) the linear extension of the brightest diffuse structure (1) corresponds to a physical size of about 7 Mpc444Assuming $`H_0=70`$, $`\mathrm{\Omega }=1`$, $`\mathrm{\Lambda }=0`$..

## 3 Galactic HI maps

The very soft R2 band ($`0.140.28\mathrm{keV}`$), where the diffuse structures are more prominent, is strongly affected by even a low amount of absorbing gas along the line of sight. As a consequence, even though our field is close to the Lockman Hole (Lockman et al., 1986) where the Galactic absorption has a minimum ($`\mathrm{N}_\mathrm{H}5\times 10^{19}\mathrm{cm}^2`$), a major concern is that the observed structures might result from inhomogeneous distribution of Galactic HI clouds along the line of sight. To exclude this possibility we observed “Field 4” at 21cm with the Effelsberg 100 meter radio telescope during October 2001.

This telescope has a HPBW (half power beam width) of $`9^{}`$ at 21 cm, which is close to the resolution of our ROSAT maps. We used the 18-21 cm HEMT 2 channel receiver (T$`{}_{\mathrm{sys}}{}^{}25`$ K) and the 1024 channel autocorrelator555 The newer 8192 channel autocorrelator was not used due to interference problems at 21 cm.. The frequency resolution was set to $`1.29\mathrm{km}\mathrm{s}^1`$ per channel giving a complete velocity coverage of $`380\mathrm{km}\mathrm{s}^1`$ to $`+280\mathrm{km}\mathrm{s}^1`$. This should cover the HI emission from all Galactic and most HVC sources. The target fields were observed in a raster pattern with spacing $`4\stackrel{}{.}3`$ to Nyquist sample the beam. Frequency switching was used with a 60 sec integration at each raster position (i.e. an effective integration time of 30 sec per raster position). The weather was exceptionally clear for most of the run.

The raw data were initially calibrated using the CLASS and SPEC2 software, converted to Tsys, and then corrected for stray radiation using the standard Effelsberg data reduction procedure (Kalberla et al., 1982, 1980). Observations of the Galactic reference field S7 (taken every 2 to 2.5 hrs) were then used to set the flux scale. Each raster spectrum was first Hanning smoothed to half its resolution and then the ‘baseline’, i.e. the shape of the continuum in each spectrum, was subtracted by using a fourth order polynomial fit. The HI emission between $`100kms^1`$ and $`66kms^1`$ were summed to produce the total HI emission in K km/s at each raster point. This value was multiplied by 1.8 $`\times `$ 1018 in order to obtain the total HI column in cm-2 towards each raster point (i.e. we assumed the HI emission is optically-thin).

In Fig. 2c we show the resulting NH map. There is no correlation between the soft X-ray emission and the distribution of NHI on the scales of $`1020`$ arcmin, indicating that the diffuse structures observed in the former are not due to patchy HI absorption. Some weak anticorrelation is present on the large scales between the smooth North-South gradient of NH and the very extended X-ray emission (correlation coefficient r $`0.3`$); this anticorrelation is dominated by the southern $`30^{\prime \prime }`$ of the field, i.e. outside the central region which we are investigating, where a significant HI absorption is present. If this southern part is removed the anticorrelation disappears (r $`+0.14`$). The HI map was used to correct the R2 X-ray map for absorption; the absorption-corrected map is shown in Fig. 2d.

## 4 The spatial distribution of galaxies in the field

To map the galaxy distribution we have imaged a subsection of the ROSAT field in the optical. Indeed, if the diffuse emission in the ROSAT maps is due to WHIM, then a spatial correlation with galaxy overdensities is expected.

The optical data were obtained with the Wide Field Camera (WFC) at the Isaac Newton Telescope in service mode on 23 May 2000 and on 15 March 2001. This camera has 4 CCDs covering a field of $`34^{}\times 34^{}`$ arcmin (with a gap of $`10^{}\times 10^{}`$ arcmin due to the distribution of the CCDs), in five broad band filters: U (RGO), B (Kitt Peak), V (Harris), $`r^{}`$ (Sloan) and $`i^{}`$ (Sloan). Two fields in the central region of the ROSAT map were observed; the location of the two WFC pointings is shown in Fig. 5:

the northern field (field A hereafter) was observed on March-2001, while the southern field (field B hereafter) was observed on May-2000. The seeing was about 1.3′′ and 1.6′′ during observations of field A and field B, respectively.

For each field we have performed standard procedures of de-biasing, flat fielding, correction of non linearity and, in the case of $`i^{}`$, correction for fringes. We used SExtractor to build a preliminary galaxy catalog. The algorithm was run on the $`r^{}`$ images as they are the most sensitive, at least for galaxies in the redshift range of interest. We have detected 10877 objects in field A and 8650 in field B.
The zero points were determined by the observation of the standard Landolt fields sa104 and sa101 (Landolt, 1992). However, to achieve the maximum accuracy in the photometric calibration we refined the zero points with color–color diagrams. This method consists of plotting the brightest non-saturated stars (in our fields those with $`17<\mathrm{m}(\mathrm{r}^{})<20`$ and stellarity class666See Bertin & Arnouts (1996) $`>0.95`$) in color–color diagrams to obtain the best agreement with the theoretical stellar main sequence. As reference we used the digital stellar spectra compiled by Pickles (1998). The required corrections were below 5%.
With the zero points refined in this way we re-ran SExtractor on the images in all bands, for the objects detected in the $`r^{}`$ band, to derive the colors of all galaxies.

The $`5\sigma `$ limiting magnitude for point sources is about 23.6 in $`r^{}`$. Even though counts are consistent with those of SDSS (Yasuda et al., 2001) and with Metcalfe et al. (2001) up to $`r^{}=22.5`$, analysis of the differential counts within the two fields shows that the completeness in field A is different to that in field B. Field A is up to 80% complete at $`r^{}=23.3`$ while field B reaches this completeness only at $`r^{}=22.9`$. The number of objects are comparable only at magnitude 22.8. This difference most probably arises from different seeing conditions prevailing during the observations.

We have quantified any possible galaxy overdensity associated with the diffuse X-ray filaments by using two complementary methods: 1) mapping the projected density of objects and 2) searching for clumps of galaxies.

A map of the projected density of objects was constructed by grouping all the objects in sub-sections of $`2^{}\times 2^{}`$. To avoid stellar contamination and to take into account the completeness of the galaxy catalog we have considered only those objects in magnitude range $`r^{}=1922.8`$. The resulting galaxy density map is shown in grayscale in Fig. 6(a), where the contours give the distribution of the diffuse soft X-ray emission (from Fig. 2f). Interestingly, the maximum galaxy density, about $`10\mathrm{galaxy}/\mathrm{arcmin}^2`$ (to be compared with the average of $`4.1\mathrm{galaxy}/\mathrm{arcmin}^2`$), coincides with the maximum of the soft X-ray emission. The probability of random coincidence of the two maxima is $`<1\%`$ (inferred through simulation). The second brightest filament (structure 2 in Fig. 2f) does not show an obvious associated overdensity of galaxies.

As an alternative method we have used the Voronoi tessellation (Ramella et al., 2001) to detect overdensities of galaxies or clumps. By using a significance for the detection threshold of 75% and choosing a confidence level for background fluctuations of 90%, we found 24 clumps in the whole field (i.e. A$`+`$B). The distribution and extension of these groups is shown in Fig. 7. There is a clear excess of clumps in the region of maximum X-ray emission (structure 1) that confirms the result of the projected density map. Some galaxy clumps are also detected around the southern filament (structure 2) and around the NW (fainter) diffuse emission, but the significance is obviously much lower.

Finally, we should mention that we have checked that the galaxies overdensities obtained in our optical maps are not due to instrumental effects or to statistical fluctuations. The former issue was tested by deriving a map of projected density of stars, and establishing that they showed no clustering or correlation with the X-ray emission, nor with the Galactic HI maps, implying that the association with the soft X-ray emission is an intrinsic characteristic of the extragalactic objects. Secondly, we run 1000 simulations of random distributions of galaxies with the goal of identifying the degree of clustering due to statistical fluctuations. Within the artificial data we found that ”pixels” ($`2^{}\times 2^{}`$) with galaxy densities in excess of 7 galaxy arcmin-2 (the dark regions in Fig. 6(a)) are less than 0.44% of the total distribution (upper limit at 1$`\sigma `$), while in the observation the fraction of ”pixels” with densities in excess of 7 galaxy arcmin-2 is 8.4% of the total. Moreover, the ”high density pixels” from the simulations are distributed randomly and not clustered as observed in our fields. The results of these simulations clearly indicate that the overdensities observed by us are not due to statistical fluctuations.

## 5 The 3-D distribution of galaxies in the field

In this section we focus on the overdensity of galaxies corresponding to structure “1”. We have derived galaxy photometric redshifts with the final goal of determining whether the overdensity of galaxies observed in the projected distribution is also observed in redshift space. The photometric redshifts were obtained by means of the Hyperz code (Bolzonella et al., 2000) and by exploiting the photometry from all five available filters. Within the code we used all available templates (namely ellipticals, spirals and irregulars), and we allowed for a moderate degree of extinction, up to $`\mathrm{A}_\mathrm{v}=0.6`$. We checked that the redshift distribution is not very sensitive to these parameters. As previously stated, we limit our considerations to galaxies with $`r^{}`$ magnitudes between 19 and 22.8, which contribute up to 54% of the entire catalog. Of these selected objects 59% have redshift fitted with $`\stackrel{~}{\chi }^2<1`$, while 73% are fitted with a $`\stackrel{~}{\chi }^2<2`$; in our analisys we have rejected objects with a photometric redshift fitted with a $`\stackrel{~}{\chi }^2>2`$. In some cases the photometric redshift implies an absolute magnitude brighter than $`M_r^{}=23`$; these are mostly objects whose photometric redshifts are fitted with $`\stackrel{~}{\chi }^2>2`$ and the high luminosity is most likely a consequence of an incorrect redshift determination. We have therefore discarded all objects with $`M_r^{}<23`$. By imposing these constraints we are left with 63% of the objects of the sample for the analysis of the photometric redshifts.

In the first two panels of Fig. 8 we show the distribution of the photometric redshifts for galaxies within the isophote at 30% from the X-ray maximum in structure ”1” (Fig.2), and the average redshift distribution in the field. The ratio between these two distributions is shown in the third panel. A clear excess of objects in the redshift range 0.3$`<z<`$0.6 is seen. The excess has a high significance as shown in the fourth panel, where the excess of galaxies in each redshift bin is reported in terms of $`\sigma `$ (the latter inferred assuming Poisson statistics). Given the expected errors in the photometric redshifts ($`\pm 0.15`$) the observed overdensity is consistent with a real structure at $`z`$0.45. By combining the three redshift bins where the overdensity is observed, the significance of the redshift overdensity is $`6\sigma `$.

In Fig. 6(b) we show the map of galaxy density, similar to Fig. 6(a), restricted to objects with measured photometric redshift ($`\stackrel{~}{\chi }^2<2`$) and in the redshift range 0.3$`<z_{ph}<`$0.6. The contrast between density of galaxies on the X-ray maximum relative to the field is clearly higher than in the total projected density map of Fig. 6(a).

The association of the diffuse soft X-ray structure “1” with a 3-D overdensity of galaxies, as inferred in the last two sections, strongly imply that the former is associated to an extragalactic medium and, more specifically, at a redshift of about 0.45.

## 6 Summary and final remarks

We have analyzed a deep ROSAT field in a region of high Galactic latitude and low Galactic HI absorption. After removal of the point sources and after correction for absorption, the softest map show evidence for diffuse/extended structures. These diffuse structures have an X-ray energy distribution that is much softer than expected from clusters, groups or unresolved emission from AGNs, but it is consistent with emission from the diffuse warm intergalactic medium expected by the cosmological models, both in terms of shape (plasma at kT$``$0.3 keV) and of flux ($`\mathrm{F}_{0.20.3\mathrm{keV}}10^{12}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1\mathrm{deg}^2`$).

To discriminate between a Galactic or extragalactic nature of the diffuse gas we have correlated the soft X–map with multiband optical images in this field. The most prominent diffuse X-ray structure in the ROSAT map appears associated with an overdensity of galaxies at a photometric redshift of $`0.45`$. This association, along with the X-ray properties of the former (sect.2), strongly suggest that we are observing an extragalactic structure most likely tracing the warm intergalactic medium predicted by cosmological theories, in this case at redshift $`0.45`$, which is expected to be the main reservoir of baryonic matter at low redshifts.

The second most prominent diffuse X-ray structure “2” is not associated, in our optical maps, with a pronounced galaxy overdensity, although there are some clumps of galaxies surrounding it (Fig. 7). Either this structure is not extragalactic (e.g. associated to our Galactic halo) or it is associated with galaxies at redshift higher than 0.8, where most galaxies escape detection in our optical images. Finally, this may be a case of warm baryonic gas at relatively low redshift, not enclosing galaxy overdensities, but possibly bridging those few galaxy clumps detected in its surrounding.

Multi-object spectroscopy should provide a critical test on the nature of these diffuse structures. Indeed the specroscopic information would both confirm the galaxy redshift distribution and give an estimate of the involved virial masses to be compared with the temperature inferred for the barionic gas.

###### Acknowledgements.

We are grateful to R. Croft for providing us with the unpublished maps of his simulations and to M. Bolzonella for making available her Hyperz code and for providing additional information and suggestions. We thank G. Hasinger for helpful comments during the early stages of this work. We are also grateful to the staff of the Isaac Newton Telescope and of the Effelsberg 100 meter telescope for their support during the observations. We are grateful to Peter Kalberla for giving us access to Effelsberg calibration software and Alison Peck for help with the observations.