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# Sur les “Espaces de Sonine” associés par de Branges à la transformation de Fourier

## 1. Espaces et Fonctions de de Branges

Nous commencerons par rappeler quelques éléments de base de la théorie de de Branges des “Espaces de Hilbert de fonctions entières” . Tout ce dont nous aurons besoin est aussi exposé et démontré dans les pages 220 à 228 du livre  de Dym et McKean. Soit $`L`$ une droite dans le plan complexe, bordant un demi-plan ouvert $`L_+`$ qui est toujours chez de Branges le demi-plan supérieur et qui sera toujours chez nous le demi-plan $`\mathrm{Re}(s)>1/2`$. Soit $`w^\mathrm{\#}`$ le symétrique orthogonal du nombre complexe $`w`$ par rapport à $`L`$, et notons $`F^\mathrm{\#}(w)=\overline{F(w^\mathrm{\#})}`$. Pour tout espace non nul de Hilbert de fonctions entières tel que (a) l’évaluation en chaque $`w`$ est continue, (b) $`FF^\mathrm{\#}`$ est une isométrie (anti-unitaire), et (c) si $`F(\gamma )=0`$ alors $`G(w)=(w\gamma ^\mathrm{\#})/(w\gamma )F(w)`$ appartient à l’espace et est de même norme que $`F`$, il existe par un théorème de de Branges une (non unique) fonction entière $`E(w)`$ telle que $`|E(w)|>|E(w^\mathrm{\#})|`$ pour tout $`wL_+`$ et telle que l’espace de fonctions entières considéré coïncide isométriquement avec l’espace $`(E)`$ défini ainsi: $`F`$ est dans $`(E)`$ si $`F(w)/E(w)`$ est dans l’espace de Hardy $`^2(L_+)`$ et si $`F^\mathrm{\#}(w)/E(w)`$ l’est aussi. La norme hilbertienne est obtenu par la première inclusion dans $`^2(L_+)`$. Il faut préciser quel multiple de la mesure de Lebesgue est pris sur la droite $`L`$: chez de Branges $`L=`$ avec la mesure de Lebesgue, chez nous $`L=1/2+i`$ avec $`1/2\pi `$ fois la mesure de Lebesgue. Un autre théorème de de Branges nous informe que $`(E)`$ défini ainsi est toujours non nul et est un espace de Hilbert, pour toute fonction entière $`E(w)`$ satisfaisant à la condition ci-dessus.

De plus on sait calculer exactement en fonction de $`E`$ les produits scalaires entre évaluateurs. Dorénavant $`L_+=\{\mathrm{Re}(s)>1/2\}`$. Alors $`w^\mathrm{\#}=1\overline{w}`$. On supposera que la “condition de réalité” est satisfaite, c’est-à-dire que pour tout $`F(w)`$ dans l’espace $`\overline{F(\overline{w})}`$ est dans l’espace avec la même norme. On peut alors choisir $`E(w)`$ de sorte que $`\overline{E(w)}=E(\overline{w})`$. On écrit $`E=AiB`$ avec $`A`$ “paire” ($`A(1w)=A(w)`$) et $`B`$ “impaire”. Les fonctions $`A`$ et $`B`$ ont tous leurs zéros sur la droite critique. Les autres fonctions $`E`$ définissant le même espace (avec la même norme) et réelles sur l’axe réel sont connues exactement: il s’agit des fonctions $`kAiB/k`$ pour $`k,k0`$. La fonction (la condition de réalité est ici supposée vérifiée)

(1)
$$K(z_1,z_2)=\frac{E(z_1)E(z_2)E(1z_1)E(1z_2)}{z_1+z_21}$$

(2)
$$K(z_1,z_2)=2\frac{(iB(z_1))A(z_2)+A(z_1)(iB(z_2))}{z_1+z_21}$$

est comme fonction de $`z_2`$ égale à l’évaluateur en $`\overline{z_1}`$ et comme fonction de $`z_1`$ égale à l’évaluateur en $`\overline{z_2}`$.

## 2. Espaces de Sonine

Soit $`\lambda >0`$. Soit $``$ la transformation de Fourier ($`(\varphi )(x)=_{}\mathrm{exp}(2\pi ixy)\varphi (y)𝑑y`$). Il est connu classiquement (voir \[6, sect. 2.9\]) que $`L^2(\lambda ,\lambda )+L^2(\lambda ,\lambda )`$ est un sous espace *fermé* de l’espace de Hilbert $`L^2()`$ (cela se déduit aisément en particulier du caractère compact de l’opérateur (à noyau) $`F_\lambda =P_\lambda P_\lambda `$, où $`P_\lambda `$ est la projection orthogonale sur $`L^2(\lambda ,\lambda )`$). Bien sûr il s’agit d’un sous-espace propre et son complément perpendiculaire est donc non-nul: il s’agit de l’espace de Hilbert des fonctions de carrés intégrables, nulles et de Fourier nulles dans $`(\lambda ,\lambda )`$. Suivant de Branges , nous dirons qu’une fonction est une fonction de Sonine si elle satisfait à cette condition.

L’argument le plus simple pour montrer concrètement l’existence de fonctions de Sonine nous a été communiqué par le Professeur Kahane 111Lettre adressée à l’auteur, Mars 2002: en appliquant un polynôme approprié en $`x`$ et $`d/dx`$ à la distribution de Poisson $`_n\delta (xn)`$, on obtient une distribution tempérée nulle et de Fourier nulle dans $`(A,A)`$ avec $`A`$ arbitraire. Après régularisation par multiplication et convolution additive par des fonctions tests appropriées on obtient une fonction (non-nulle…) dans la classe de Schwartz (donc de carré intégrable) ayant la propriété de Sonine, avec $`\lambda >0`$ arbitrairement grand.

Dans  nous montrons que la *convolution multiplicative* permet d’associer à toute distribution ayant la propriété d’annulation de Sonine une formule de *co-Poisson* portant sur des fonctions de Sonine, et qui généralise les formules de co-Poisson associées dans  à la fonction dzêta de Riemann et aux séries $`L`$ de Hecke-Tate. Il apparaît d’ailleurs fort utile pour l’étude des fonctions de carrés intégrables de de Branges-Sonine de disposer de résultats généraux sur les distributions ayant la même propriété d’annulation (propriété qu’il convient aussi de généraliser, par exemple en remplaçant la condition “nulle dans $`(\lambda ,\lambda )`$” par la condition “polynomiale dans $`(\lambda ,\lambda )`$ de degré $`M`$”). Dans la suite nous nous restreignons aux fonctions et distributions *paires*222Quelques ajustements simples partout dans ce qui suit comme remplacer les cosinus par des sinus donnent la théorie pour le cas impair, pour lesquelles $``$ devient la transformée en cosinus $`_+(\varphi )(x)=2_0^{\mathrm{}}\mathrm{cos}(2\pi xy)\varphi (y)𝑑y`$. Nous désignons par $`K_\lambda `$ l’espace des fonctions de Sonine paires et de carrés intégrables. Nous utiliserons le résultat suivant:

###### Théorème 1 ().

Soit $`D`$ une distribution tempérée paire qui s’annule sur $`(\lambda ,\lambda )`$. On (rappelle que l’on) peut donner un sens à $`\widehat{D}(s)=_0^{\mathrm{}}D(t)t^s𝑑t`$ comme fonction analytique de $`s`$ pour $`\mathrm{Re}(s)1`$. Si $`_+(D)`$ est à nouveau nulle dans $`(\lambda ,\lambda )`$ alors $`\widehat{D}(s)`$ est une fonction entière de $`s`$, qui a des zéros triviaux en $`2n`$, $`n`$. De plus on a l’équation fonctionnelle

$$\pi ^{s/2}\mathrm{\Gamma }(s/2)\widehat{D}(s)=\pi ^{(1s)/2}\mathrm{\Gamma }((1s)/2)\widehat{_+(D)}(1s)$$

Considérons alors l’espace de Hilbert non-nul $`𝒮_\lambda `$ des fonctions entières $`F(w)=\pi ^{w/2}\mathrm{\Gamma }(w/2)\widehat{f}(w)`$, où $`f`$ parcourt $`K_\lambda `$. Il est aisé de vérifier que $`𝒮_\lambda `$ vérifie les axiomes (a), (b), et (c), et est donc un espace de de Branges, par rapport à la droite critique, et qui vérifie la condition de réalité (De Branges  a associé plus généralement de tels espaces aux transformations de Hankel de paramètre $`\nu `$, $`\nu >1`$). Le problème (qui est équivalent à celui du calcul des produits scalaires entre évaluateurs dans $`K_\lambda `$) était donc posé de déterminer les fonctions entières $`𝒜_\lambda (w)`$, $`_\lambda (w)`$ et $`_\lambda (w)=𝒜_\lambda (w)i_\lambda (w)`$ qui permettent d’écrire l’identité (y-compris pour la norme) $`𝒮_\lambda =(_\lambda )`$. Nous donnons dans la présente Note une solution explicite à ce problème.

## 3. Un problème de projection orthogonale

Soit $`P_\lambda `$ la projection orthogonale sur $`L^2(\lambda ,\lambda )`$ et $`\stackrel{~}{P_\lambda }=P_\lambda ^{}=^{}P_\lambda `$ la projection sur $`(L^2(\lambda ,\lambda ))`$. Soit $`L^2()^{\mathrm{pair}}`$ l’espace des fonctions paires avec comme norme $`f^2=_0^{\mathrm{}}|f(t)|^2𝑑t`$. Sur $`L^2()^{\mathrm{pair}}`$ on a $`\stackrel{~}{P_\lambda }=_+P_\lambda _+`$. Soit $`K_\lambda `$ son sous-espace de Sonine, et $`G_\lambda =P_\lambda (L^2()^{\mathrm{pair}})+\stackrel{~}{P_\lambda }(L^2()^{\mathrm{pair}})`$.

###### Lemme 2.

L’espace de Sonine $`K_\lambda `$ est le noyau de l’opérateur $`P_\lambda +\stackrel{~}{P_\lambda }`$ (sur $`L^2()^{\mathrm{pair}}`$). La restriction de cet opérateur à $`G_\lambda `$ est auto-adjoint et de Fredholm (i.e. de la forme 1+compact) et est inversible. La projection orthogonale de $`fL^2()^{\mathrm{pair}}`$ sur $`G_\lambda `$ est $`(P_\lambda +\stackrel{~}{P_\lambda })^1(P_\lambda (f)+\stackrel{~}{P_\lambda }(f))`$.

Si $`P_\lambda (f)+\stackrel{~}{P_\lambda }(f)=0`$ alors $`g=P_\lambda (f)=\stackrel{~}{P_\lambda }(f)=0`$ et $`f`$ est dans $`K_\lambda `$. Donc si $`kG_\lambda `$ a la même image sous $`P_\lambda +\stackrel{~}{P_\lambda }`$ que $`f`$ alors $`fk`$ est dans $`K_\lambda `$ et $`k`$ est la projection orthogonale de $`f`$ sur $`G_\lambda `$. Considérons $`\varphi :L^2(\lambda ,\lambda )^{\mathrm{pair}}L^2(\lambda ,\lambda )^{\mathrm{pair}}G_\lambda `$ qui envoie $`(u,v)`$ sur $`u+_+(v)`$. L’opérateur borné $`\varphi `$ est injectif et surjectif donc un isomorphisme topologique qui conjugue $`P_\lambda +\stackrel{~}{P_\lambda }`$ à l’opérateur (lui-aussi auto-adjoint) $`(u,v)(u+F_\lambda v,F_\lambda u+v)`$, avec $`F_\lambda =P_\lambda _+P_\lambda `$ compact auto-adjoint de norme strictement inférieure à $`1`$. L’inverse de cet opérateur est $`(u,v)((1D_\lambda )^1(uF_\lambda v),(1D_\lambda )^1(F_\lambda u+v))`$. Dans cette formule $`D_\lambda =F_\lambda ^2`$ peut-être remplacé par le noyau $`P_\lambda ^{}P_\lambda P_\lambda `$ puisqu’il n’agit que sur des fonctions paires. On note que $`F_\lambda `$ a les mêmes vecteurs propres que $`D_\lambda `$: ce sont les “fonctions prolates sphéroidales” (paires) $`e_{2n}`$, $`n0`$ (). Ainsi:

###### Lemme 3.

Les vecteurs propres de l’opérateur (dans $`G_\lambda `$) de Fredholm $`P_\lambda +\stackrel{~}{P_\lambda }`$ sont les vecteurs $`e_{2n}\pm _+(e_{2n})`$, $`n`$. Ils forment une base orthogonale de $`G_\lambda `$ puisque l’opérateur est auto-adjoint.

Il est donc possible d’écrire la projection orthogonale sur l’espace de Sonine en utilisant la base orthogonale de $`G_\lambda `$ ci-dessus, mais nous ne ferons pas usage de telles formules.

###### Remarque 1.

L’auteur doit à M. Balazard et É. Saias (communication privée, décembre 2001) l’observation que les fonctions sphéroidales permettent d’écrire une base orthogonale de $`G_\lambda `$ (leur base orthogonale diffère légèrement de celle apparaissant ici).

Si l’on combine les formules précédentes on obtient:

###### Théorème 4.

Soit $`f(x)`$ une fonction paire de carré intégrable. Sa projection orthogonale sur l’espace de Sonine $`K_\lambda `$ est donnée par la formule:

$$\pi _\lambda (f)=f(1D_\lambda )^1\left(P_\lambda (f)F_\lambda _+(f)\right)_+(1D_\lambda )^1\left(P_\lambda _+(f)F_\lambda (f)\right)$$

On a $`F_\lambda =P_\lambda _+P_\lambda `$ et $`D_\lambda =F_\lambda ^2`$ agissant sur $`L^2(\lambda ,\lambda )^{\mathrm{pair}}`$. On peut remplacer $`D_\lambda `$ par le noyau $`\mathrm{sin}(2\pi \lambda (xy))/\pi (xy)`$ restreint à $`L^2(\lambda ,\lambda )^{\mathrm{pair}}`$.

###### Corollaire 5.

Si $`f|_{(\lambda ,\lambda )}=0`$ alors

$$\pi _\lambda (f)=f|_{|t|>\lambda }\left(_+(1D_\lambda )^1P_\lambda _+(f)\right)|_{|t|>\lambda }$$

Si $`f=_+(f)`$ alors

$$\pi _\lambda (f)=f(1+_+)(1+F_\lambda )^1P_\lambda (f)$$

Si $`f=_+(f)`$ alors

$$\pi _\lambda (f)=f(1_+)(1F_\lambda )^1P_\lambda (f)$$

## 4. Deux remarquables distributions ayant la propriété de Sonine

Nous appliquons formellement la projection orthogonale aux distributions paires invariante et anti-invariante sous Fourier: $`\delta _\lambda (t)+\delta _\lambda (t)+2\mathrm{cos}(2\pi \lambda t)`$ et $`\delta _\lambda (t)+\delta _\lambda (t)2\mathrm{cos}(2\pi \lambda t)`$ et cela nous mène à

###### Definition 1.

On pose

$$A_\lambda (t)=\delta _\lambda (t)+\delta _\lambda (t)+2\mathrm{cos}(2\pi \lambda t)\left((1+_+)(1+F_\lambda )^1(2\mathrm{cos}(2\pi \lambda y))\right)(t)$$

$$iB_\lambda (t)=\delta _\lambda (t)+\delta _\lambda (t)2\mathrm{cos}(2\pi \lambda t)+\left((1_+)(1F_\lambda )^1(2\mathrm{cos}(2\pi \lambda y))\right)(t)$$

###### Théorème 6.

Les distributions paires tempérées $`A_\lambda (t)`$ et $`iB_\lambda (t)`$ ont la propriété de Sonine: elles sont nulles et de Fourier nulles dans l’intervalle $`(\lambda ,\lambda )`$. Elles sont respectivement invariante et anti-invariante sous Fourier.

###### Definition 2.

On pose

$$\psi _+^\lambda (t)=2\mathrm{cos}(2\pi \lambda t)_+\left((1+F_\lambda )^1P_\lambda (2\mathrm{cos}(2\pi \lambda y))\right)(t)$$

$$\psi _{}^\lambda (t)=2\mathrm{cos}(2\pi \lambda t)+_+\left((1F_\lambda )^1P_\lambda (2\mathrm{cos}(2\pi \lambda y))\right)(t)$$

###### Théorème 7.

La fonction entière paire $`\psi _\pm ^\lambda `$ est (l’unique) fonction entière dont la restriction à $`(\lambda ,\lambda )`$ est $`(1\pm F_\lambda )^1(2\mathrm{cos}(2\pi \lambda y))`$. Elle est aussi l’unique fonction solution de l’équation $`\varphi (x)\pm (\varphi |_{(\lambda ,\lambda )})(x)=2\mathrm{cos}(2\pi \lambda x)`$. On a $`A_\lambda =\psi _+^\lambda +(\psi _+^\lambda )`$ et $`iB_\lambda =\psi _{}^\lambda +(\psi _{}^\lambda )`$.

## 5. Les fonctions $`(w)`$, $`𝒜(w)`$, $`(w)`$ pour les espaces de Sonine

Nous avons démontré le résultat suivant:

###### Théorème 8.

Soit

$$_\lambda (w)=\pi ^{w/2}\mathrm{\Gamma }(w/2)\left(\lambda ^{1/2w}+\frac{\sqrt{\lambda }}{2}_\lambda ^{\mathrm{}}(\psi _+^\lambda (t)\psi _{}^\lambda (t))t^w𝑑t\right)$$

L’intégrale est absolument convergente pour $`\mathrm{Re}(w)>0`$. La fonction $`_\lambda (w)`$ est une fonction entière satisfaisant la condition de de Branges pour le demi-plan $`\mathrm{Re}(s)>1/2`$ et l’espace $`(_\lambda )`$ coïncide (isométriquement) avec l’espace $`𝒮_\lambda `$ des transformées de Mellin complétées des fonctions de $`K_\lambda `$.

Nous esquissons la démonstration. On notera $`X_w^\lambda (t)`$ l’unique élément de $`K_\lambda `$ tel que $`fK_\lambda _0^{\mathrm{}}f(t)t^w𝑑t=_0^{\mathrm{}}f(t)X_w(t)𝑑t`$ (pour $`\mathrm{Re}(w)1/2`$ la première intégrale est un prolongement analytique). Pour $`\mathrm{Re}(w)>1/2`$ la formule pour la projection orthogonale permet d’écrire “explicitement” $`X_w^\lambda (t)`$, et on voit en particulier que $`X_w^\lambda (t)t^w`$ est la restriction à $`t>\lambda `$ d’une fonction entière. L’idée est de calculer la distribution $`(td/dt+w)X_w^\lambda (t)`$: en effet on peut montrer en partant de la formule 2 que (la transformée de Mellin complétée de) la partie invariante sous Fourier de cette distribution sera un multiple (réel positif lorsque $`w(1/2,+\mathrm{})`$) d’une fonction $`𝒜_\lambda (z)`$ possible, et que (la transformée de Mellin complétée de) la partie anti-invariante sous Fourier sera un multiple d’une fonction $`i_\lambda (z)`$. Or le calcul montre que la partie invariante de $`(td/dt+w)X_w^\lambda (t)`$ est multiple de la distribution remarquable $`A_\lambda (t)`$ définie précédemment et que la partie anti-invariante est multiple de $`iB_\lambda (t)`$. Une étude plus poussée permet d’affirmer que la combinaison $`\sqrt{\lambda }/2(A_\lambda iB_\lambda )(t)`$ a comme transformée de Mellin (complétée par le facteur Gamma) une fonction $`_\lambda (w)`$ possible pour l’espace de Hilbert de de Branges Sonine $`𝒮_\lambda `$. La démonstration donne aussi:

###### Théorème 9.

Il y a coïncidence entre $`_\lambda (w)`$ et $`\sqrt{\lambda }`$ fois la valeur du “saut” de l’évaluateur (“euclidien”) $`Z_w^\lambda (t)=\pi ^{w/2}\mathrm{\Gamma }(w/2)X_w^\lambda (t)`$ en $`t=\lambda `$.

Il est intéressant que certaines quantités apparaissant dans cette étude et liées au noyau de Dirichlet jouent un rôle dans l’étude de son déterminant de Fredholm sur un intervalle fini, déterminant dont on connaît l’importance dans la théorie des matrices aléatoires .


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# Lithium during the AGB evolution in young open clusters of the Large Magellanic Cloud based on observations collected at the European Southern Observatory, La Silla, Chile

## 1 Introduction

The evolution of lithium in intermediate mass stars is a powerful probe of the convective envelope conditions. In particular, during the Asymptotic Giant Branch (AGB) phase in stars of mass large enough for the Hot Bottom Burning (HBB) process to occur, the lithium abundance has a complex behaviour, whose knowledge can shed light on the efficiency of convection and on the occurrence of convective overshooting in the preceding phases. The most suitable targets for such a study are the relatively massive and thermally pulsating (TP) AGB stars in (young) clusters, whose mass can, in principle, be derived by fitting the cluster color-magnitude diagram. The need for a relatively well populated AGB naturally favors the choice of young clusters in the Large Magellanic Cloud.

We carried out, therefore, an observing program to explore the lithium abundance in the TP–AGB phase of stars belonging to four Large Magellanic Cloud open clusters and whose initial mass was determined by fitting the morphology of the color-magnitude diagram (CMD), turnoff included. We obtained mid-resolution spectra of several stars in NGC 1866 and NGC 2031 (which have ages $`150`$ Myr), of one star in the younger ($`100`$ Myr old) cluster NGC 2214 and of one star in the older NGC 2107 ($`250`$ Myr) (e.g. Corsi et al., 1994; Girardi et al., 1995). The most luminous (three) stars in NGC 1866 and (two) in NGC 2031, and the stars in the other clusters, were selected from the list of Frogel et al. (1990, hereafter FMB90). Being these also the latest spectral type clusters’ stars, they are good TP–AGBs candidates. Additional stars were selected in NGC 1866 and NGC 2031, as good candidates for the ‘early–AGB’ phase of evolution on the base of our own near IR photometry.

We looked for and derived the strength of the lithium line at $`\lambda =6707.8`$ Å, and explored its dependence on the AGB luminosity and on the cluster age. The observed spectra were compared with synthetic ones, for evaluation of the lithium abundance. Though a higher dispersion is required for a precise abundance determination, our mid-resolution spectra already provide interesting results.

In the next Sections we present the theoretical background of our project (Sect. 2), the criteria for cluster and target selection (Sect. 3), the observations and data reduction (Sect. 4), the analysis of the lithium abundance (Sect. 5) and its theoretical implications (Sect. 6), the analysis of the evolutionary stage represented by the selected stars (Sect. 7), and the final discussion and conclusions (Sect. 8).

## 2 Theoretical background

The term ‘Hot Bottom Burning’ (HBB) refers to nuclear processing that can take place at the bottom of the convective envelope of massive Asymptotic Giant Branch (AGB) stars during the TP phase. The observations of these stars in the Magellanic Cloud fields (Smith & Lambert, 1989, 1990; Plez et al., 1993; Smith et al., 1995) reveal that the most luminous AGB stars are lithium rich. That is indeed satisfactorily explained by the theoretical models including HBB.

During the giant phase preceding the AGB, lithium is depleted by convective dilution. Therefore, if we find on the TP-AGB an abundance much higher than the residual from the preceding phases, we can safely conclude that lithium is manufactured ‘in situ’. Both the computations performed by considering only envelope models (Sackmann et al., 1974) and those of complete evolutionary models (Sackmann & Boothroyd, 1992) show that a temporary enhancement of the lithium abundance in the atmosphere — in agreement with the previously mentioned observations — can be achieved through the chain $`{}_{}{}^{3}\mathrm{He}_{}^{}+{}_{}{}^{4}\mathrm{He}_{}^{}{}_{}{}^{7}\mathrm{Be}_{}^{}{}_{}{}^{7}\mathrm{Li}_{}^{}`$, provided that the mixing is a non-instantaneous process (Cameron & Fowler, 1971). The occurrence of nuclear burning at the bottom of the convective envelope is exemplified in Fig. 1, which shows the time evolution of luminosity and lithium abundance for a 4$`M_{}`$ stellar model ascending the AGB (from Ventura et al., 1999). The model has helium and metal mass fraction, respectively, Y=0.26 and Z=0.01.

The lithium evolution in the AGB can be sketched as a sequence of four different phases: i) at the beginning of the AGB, the stellar photosphere has a residual lithium content that is a remnant from a previous convective dilution phase; ii) lithium is totally destroyed when the temperature at the bottom of the envelope increases above 107 K; iii) later on, production via the Cameron – Fowler mechanism proceeds and a high lithium abundance is reached; iv) finally, after $`10^5`$ yr, lithium is depleted again, as a consequence of the exhaustion of 3He in the convective envelope. The stellar mass is, at this stage, 1.7 $`M_{}`$, its mass loss rate is $`2\times 10^5`$ $`M_{}`$yr-1, and the carbon oxygen core mass is 0.82 $`M_{}`$. The evolution will last about 5 $`\times 10^4`$ yr longer, until the whole envelope is lost and the star evolves to the white dwarf stage.

The determination of 7Li abundance along the AGB provides information about the physical processes influencing the efficiency and the extent of mixing, and can help to validate the physical modeling of these processes in stellar interiors.

## 3 Clusters and target selection

The aim of our observations was to understand the correlation between the mass of the stars evolving along the AGB and the lithium abundance. This cannot be done on field giants, because their masses are unknown, while the age of clusters (and therefore the masses of the stars evolving along the AGB) can be derived from the turnoff and/or from the location of the Helium core burning (clump) stars. We mainly used for this purpose the recent models by Ventura et al., in preparation, described in Kalirai et al. (2001). For the same models, the evolution is completed through the HBB phases is described in Ventura et al. (2000).

Unfortunately there are not many AGB stars in the young LMC open clusters and it is not well known which ones, among the few M type giants in the clusters, are in the TP phase. Our sample of targets was assembled including the candidates from the list of FMB90 adding a few objects in the clusters NGC 1866 and NGC 2031 that, from our own near IR photometry (Testa, unpublished), come out to be ‘early AGB’ candidates (see Fig. 2).

### 3.1 Cluster selection

#### 3.1.1 NGC 1866

This cluster, one of the most populous of the LMC, has been very much debated in the literature, as it turns out to be a good test of the possible occurrence of core overshooting during hydrogen burning (see the latest discussion by Barmina et al., 2002). Testa et al. (1999) carefully compared the optical data with models, deriving ages which vary according to the input evolutionary tracks. The authors used either ‘standard’ models, or models with an ‘extended core’ during the hydrogen burning stage, that is, an artificially enlarged convective core (without a physical reason for this extension). This simplified treatment provides limits for the evolving masses which range from $`4.45`$ $`M_{}`$ for the standard case, to 3.9 $`M_{}`$ for the extended core computations (A. Chieffi, private communication). We can compare these results with the models by Ventura et al., in preparation. These include a more physical description of core overshooting, by considering non–instantaneous mixing in the whole core, and extending it beyond the formal convective region. The mixing velocities of these models are taken from the convective model of Canuto et al. (1996). In the overshooting region, the velocities are extrapolated by assuming an exponential decay (consistent with large eddy numerical simulations of convection). The decay scale length is calibrated by means of several observational parameters (first of all, the main sequence observational width), through a parameter $`\zeta `$ (the larger the value of $`\zeta `$, the slower the decay). Models with $`\zeta =0.020.03`$ reproduce the observations (Ventura et al., 1998). The same overshooting is also used for the helium–core burning phases. These new models roughly confirm the Testa et al. (1999) computations. The turnoff location and the luminosity level of the red clump stars lead us to date the cluster at ages $`\mathrm{log}\mathrm{t}=8.05÷8.25`$: the smaller value refers to models without overshooting ($`\zeta =0`$), the larger one to those with the largest overshooting ($`\zeta =0.03`$), and to a composition $`Y=0.26`$ and $`Z=0.006÷0.01`$. The corresponding evolving mass in the AGB ranges from 4.3 ($`\zeta =0.03`$) to 5 $`M_{}`$ ($`\zeta =0`$).

It has to be stressed that the great difference in the evolving masses between scenarios with and without overshooting does not correspond to a large difference in the AGB evolution, as the carbon oxygen core mass, that mainly determines the AGB evolution, is about the same in both cases. Both the 4.3 $`M_{}`$ ($`\zeta =0.03`$) and the 5 $`M_{}`$ ($`\zeta =0`$) models with Z=0.01 will evolve through a HBB phase and produce lithium, at least if the Full Spectrum of Turbulence (FST) efficient convection model Ventura et al. (2000) is adopted.

#### 3.1.2 NGC 2031

The CMD of this cluster looks very much similar to that of NGC 1866, although it is much less populated. Because of its location, in a highly populated region of the LMC, the analysis of the photometric data is rather difficult. This, together with the absence of dynamical studies, leaves open the question of the cluster membership of some of its stars. Mould et al. (1993) estimated ages of 140$`\pm `$20 Myr by means of an isochrone fitting to the optical CMD, and stressed the similarity with NGC 1866.

#### 3.1.3 NGC 2214 and NGC 2107: two comparison clusters

These two clusters have been selected for comparison with the NGC 1866 and NGC 2031, the two main clusters analyzed in this paper. The first one is definitely younger as can be seen by looking at the CMD published by Banks et al. (1995) or at the one previously available from Robertson (1974). The age estimate for NGC 2214 ranges from 32 Myr (Elson, 1991) to $``$ 100 Myr (Girardi et al., 1995). We have re-calibrated the cluster age by using synthetic CMDs built with a grid of models from Ventura et al. (2000), obtaining $`t100`$ Myr. NGC 2107 is, on the other hand, older than NGC 1866 and NGC 2031, as found by Corsi et al. (1994) with a (V, B$``$V) CMD. Girardi et al. (1995) suggest an age of 250 Myr for this cluster. Our re-calibration, by using the same method applied for NGC 2214, is in agreement with the above value.

### 3.2 Target selection

The final sample of target stars is listed in Table 1. Each star is identified with the cluster name and is labeled in order of increasing K magnitude. Table 1 lists the magnitudes in various bands. The B, V photometry of NGC 1866 is from Testa et al. (1999); the R photometry for all clusters but NGC 2107 was obtained from calibration shots taken in November 1999 with SUSI2 - NTT; the J, H, K magnitudes of NGC 1866 and 2031 were obtained in 1995 at ESO 2.2m - IRAC2. However, for the three brightest stars of NGC 1866 we had to adopt the J, H, K magnitudes by FMB90. This choice was preferred because these bright objects fall in the non-linear regime of the infrared IRAC2 detector. The B and V magnitudes of NGC 2214 are from the original work of Robertson (1974).

In order to de-redden the magnitudes of NGC 1866 we adopted $`A_J=0.09`$, $`A_H=0.06`$, $`A_K=0.03`$ and $`A_V=0.25`$. The absorption in the R and B bands were derived by means of the Rieke & Lebofsky (1985) relations for absorption in different bands. The reddening of NGC 2031 is more uncertain: Mould et al. (1993) gives E(B$``$V) spanning from 0.06 to 0.18. On the basis of the good match of the red clump of the two clusters we decided to adopt the same reddening values for both of them.

Fig. 2 shows the near IR color magnitude diagram for NGC 1866 and NGC 2031 (Testa, unpublished), from which most of the targets have been selected, and a superposed isochrone by Ventura et al., in preparation, describing the clump stars and the early AGB evolution. An age of log t=8.2 was chosen on the basis of the fit of the whole CM diagram (V versus B$``$V from Testa et al., 1999), including the turnoff.

The TP AGB phase is sketched on the same plot, by adopting an evolutionary mass of 4$`M_{}`$, (Y=0.26, Z=0.01) from Ventura et al. (2000). The track includes mass loss according to Blöcker (1995) formulation, with the Reimer’s parameter $`\eta `$ fixed at 0.01.

Only one star per cluster could be selected in NGC 2214 and NGC 2107 from the sample of FMB90, namely star B69 of NGC 2214 (the notation refers to the work of Robertson, 1974), and star no. 6 of NGC 2107.

## 4 Observations and data reduction

The target stars were observed during two nights, in December 1999, with the ESO New Technology Telescope (NTT) and EMMI in the red mid-resolution spectrographic mode. The selected grating (#4) has a nominal resolution of 5500 (for the 1”-wide slit we used), however the seeing conditions of one night were so good (0.5”–0.6”) that for a part of the spectra the actual resolution is actually higher than the nominal value. A total of 23 long slit spectra were obtained for 16 out of the 17 stars in the initial sample, all of them are 640 Å long and are centered on the Li I 6707.8 Å line; the details are given in the last column of Table 1. Some of the stars of NGC 1866 and NGC 2031 were observed several times. The number of spectra available for each target is listed in Column 7 of Table 1 together with the mean S/N ratio of the individual spectra. Note that star #4 of NGC 2031, though present in the initial target list, was not observed because of its rather low priority on the basis of its blue color and uncertain classification, however to avoid confusion with the data file names we kept the initial numbering of the sample. The data reduction was performed by means of standard techniques (the long slit reduction routines of the IRAF 111IRAF is distributed by the National Optical Astronomical Observatories, which are operated by the Association of the Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation package). The steps were bias subtraction, flat fielding, (partial) cosmic ray removal, normalization, wavelength calibration. The Doppler shifts were derived from H$`\alpha `$ and a few other reference lines (mainly Fe I), and the corresponding radial velocities (or a mean value when more spectra were available) are given in the last column of Table 1. This simple derivation provides relatively large errors, but the results are at least consistent with those from more accurate estimations: for instance, the Doppler shifts derived for the whole sample of nine NGC 1866 AGB stars, yield a mean velocity $`V=302.7\pm 3.6`$ km s-1, in good agreement with previous dynamic studies: according to Fischer et al. (1992) the systemic velocity of NGC 1866 is $`301\pm 1.2`$ km s-1. The small deviations of the individual stars from the mean value confirm as well their cluster membership.

Figs. 3 and 4 show the reduced spectra normalized to the maximum flux in the wavelength range displayed.

A Li I line at 6708 Å of decreasing strength is clearly visible in stars #2, #3, #4 of NGC 1866, but is absent in the K-band brightest star #1. The same seems to happen in NGC 2031, where again the spectrum of star #2 shows a strong Li I line, while that of star#1 one does not. Fig. 5 shows a comparison between the observed spectrum of NGC 1866 and two synthetic spectra with reasonable $`T_{\mathrm{eff}}`$ and lithium content, where it is evident that the lithium abundance of this star must be large. A detailed analysis of the lithium abundances of each star is presented in the next Section.

In addition, three different images of the NGC 1866 field obtained with ISOCAM, the mid-IR camera onboard the Infrared Space Observatory (ISO), were retrieved from the ISO Data Archive (TDT numbers: 59 000 438, 59 000 439 and 59 000 440) in order to study the mid-IR emission of the AGB sources under analysis in this paper and search for other possible heavily obscured AGB stars in the same field not listed in Table 1. The images were taken through the broadband ISOCAM LW1, LW2 and LW10 filters, whose passbands are centered at 4.5, 6.7 and 12.0 $`\mu `$m respectively (Blommaert et al., 2002). They were originally part of the proposal TTANABE.REDSTAR. They were all taken on 28 June 1997 and cover a region of 192 ” $`\times `$ 192 ” with a pixel scale of 3.0 ” pix-1.

Data reduction was performed using the “CAM Interactive Analysis ” (CIA, version 4.0) starting from the raw data products which were corrected for dark current, glitches, transients and flat-field, following the standard routines available within CIA. An accuracy better than 20% is expected even at these very low flux levels in the absolute flux assigned to the end products.

## 5 Determination of the lithium abundances

The analysis was performed by comparing our observations with a grid of synthetic spectra with different temperatures and lithium abundances.

The synthetic spectra were calculated with the Turbospectrum program (Alvarez & Plez, 1998), using MARCS model atmospheres (Gustafsson et al., 1975; Plez et al., 1992; Asplund et al., 1997; Gustafsson et al., 2003). The models and the spectra are spherically symmetric, at LTE, and include up-to-date continuous and line opacities for a large number of atoms and molecules. Some details are provided in Hill et al. (2002). The line lists for VO, ZrO, CN and TiO (Plez 1998), and atomic lines (VALD, Kupka et al., 1999) were used. The spectra were initially computed at a resolution of 0.01Å, and then degraded to match the resolution of the observations.

The stellar parameters needed for synthetic spectra computation ($`T_{\mathrm{eff}}`$, $`\mathrm{log}g`$) were initially derived from the photometry. The K band bolometric correction $`BC_K`$ was obtained by using the $`BC_K`$ versus $`VK`$ relation by (Bessell et al., 1998, BCP98) for the nine stars of NGC 1866 that have $`VK`$ colors. The same stars were used to derive a $`BC_K`$ versus $`JK`$ relation that was needed to derive the bolometric correction for the stars of the other clusters, for which $`VK`$ is not available.

The bolometric magnitudes were computed assuming a distance modulus for the LMC of $`mM=18.6`$. The $`T_{\mathrm{eff}}`$ values were obtained by means of the $`T_{\mathrm{eff}}`$ versus $`JK`$ and $`T_{\mathrm{eff}}`$ vs. $`VK`$ relations by BCP98, and these, together with $`M_{\mathrm{bol}}`$ and an assumed mass of 4.5 $`M_{}`$ finally yield the gravity values. A small grid of synthetic spectra with various lithium abundances was generated for the derived parameters. We found that the photometric $`T_{\mathrm{eff}}`$ did not allow a good fit of the spectra of the cooler stars. Therefore, in order to derive the abundances, new values of $`T_{\mathrm{eff}}`$ were set by looking at the best overall fit over the 6350–7100 Å region. AGB-tip stars are known to be long-period variables, thus we expect differences between the $`T_{\mathrm{eff}}`$ derived from photometry and the $`T_{\mathrm{eff}}`$ used for spectroscopy (photometric and spectroscopic observations were not simultaneous).

Moreover, we do not expect the above mentioned transformations to be very accurate for AGB-TP stars. Therefore, in the following discussion, we will stick to the spectroscopic $`T_{\mathrm{eff}}`$ values. We will use, for instance, the $`M_{\mathrm{bol}}`$ values that can be derived using backwards the spectroscopic $`T_{\mathrm{eff}}`$ and the above-mentioned calibrations. The results are listed in Table 2.

## 6 Comparison with theoretical models

### 6.1 NGC 1866

Despite the rather large uncertainties on the derived Li abundances, we have a number of interesting results.

Starting from the bottom of the AGB, we can conclude that the early AGB stars in NGC 1866 do show lithium, although the derived abundance is very low ($`\mathrm{log}N(\mathrm{Li})0`$). This is consistent with the fact that for a large progenitor mass, we do not expect lithium to be destroyed in the evolutionary phases preceding AGB but only to be diluted, when the convective envelope sinks into the star. Fig. 1 shows, however, that the residual abundance of our models (for a 4 $`M_{}`$) is $`\mathrm{log}N(\mathrm{Li})2.0`$, i.e. much larger than the observed one. It has to be noticed that these models have a solar-type initial abundance ($`\mathrm{log}N(\mathrm{Li})3.3`$), which by comparison with the early AGB value, implies a dilution factor $`20`$. If the initial abundance were somewhat lower, say $`\mathrm{log}N(\mathrm{Li})2.7`$, the diluted abundance would be accordingly scaled. That, however, cannot fully explain the discrepancy: it is highly plausible that an additional mixing mechanism providing further dilution is at work. The occurrence of such a mechanism is well established, at least for lower mass red giants, by the low $`{}_{}{}^{12}\mathrm{C}_{}^{}`$/$`{}_{}{}^{13}\mathrm{C}_{}^{}`$ and low lithium found on the red giant branch (e.g. Charbonnel, 1995). We could also suggest that the lower abundances are due to a mass loss larger than that included in the Ventura et al. (2000) models. Anyway, the models can still be used for comparison, as the memory of the initial value is lost after the first lithium dilution phase.

In spite of this quantitative discrepancy, the presence of lithium in the early AGB stars proves that in this phase the star preserves some lithium, as expected from theory. The models do not predict any lithium production here, so we regard this result as a firm point: prior to the AGB, lithium is present but heavily diluted, and its abundance in the envelope sets an upper limit to its content during the following evolutionary phases, in absence of further production.

The spectrum of the cooler star N1866#3 shows the TiO bands and a relatively strong lithium line. However, this star is not yet as luminous as we would expect for lithium production by HBB. It has to be noticed that because of the somewhat lower quality of the spectra, the uncertainties on the abundance are rather large (see Table 2), and we cannot safely assume for this star a lithium content larger than that of the other, hotter, early AGB ones.

Looking at the most luminous stars N1866#1 and #2, we find a totally different situation: star #2 has an abundance definitely larger than that of the early AGB ones ($`\mathrm{log}N(\mathrm{Li})\stackrel{>}{}1.5\pm 0.5`$), so that we conclude that we are witnessing lithium production. No lithium line is detected in the spectra of the other star. This yields an upper limit at $`\mathrm{log}N(\mathrm{Li}<0.5`$; on this basis we can certainly suggest that lithium in this star has been destroyed.

The amount of lithium manufactured in NGC1866#2 is not particularly large, but because of the error size, we must wait for high dispersion spectra to set more stringent limits. The abundance is, however, in the range expected from the models (Fig. 1), also taking into account that it varies with the thermal pulse phase.

The absolute bolometric magnitude of this star is actually at the lower boundary of what we expect for the occurrence of HBB: ($`M_{\mathrm{bol}}`$$`=6`$), and that might be an additional reason for the relatively low log N(Li) value. Fig. 6 shows the Li vs. $`M_{\mathrm{bol}}`$ along the same 4 $`M_{}`$ evolutionary track of Fig. 1. The points corresponding to the observed stars are also plotted. We see that indeed the star#2 in NGC 1866 is at the phase in which the residual lithium is completely destroyed, while the star #1 is in a phase in which it is manufactured by HBB. The agreement with the theoretical models is quite satisfactory. Things are however less clear for the cluster NGC 2031.

### 6.2 NGC 2031

The stars in this cluster show a Li abundance behaviour similar to that in NGC 1866, but both the quality of some spectra and the fact that this cluster is much less populated than NGC 1866 make the interpretation less stringent.

First of all we have , for the stars in early AGB phase, only one reliable Li determination. This is for star (#5), that clearly shows a lithium line of similar strength to those in the corresponding stars of NGC 1866. The abundance analysis gives log N(Li)$`=0.2\pm 0.2`$. Star (#6) turned out to have a spectral type later than that expected on the basis of its photometry, a fact that casts doubts on its cluster membership. For star #3, whose spectrum has no lithium line, we could only get an upper limit.

Concerning the later AGB objects, star #1 seems to be very similar to star #1 in NGC 1866: it shows no lithium (abundance $`<`$1) and it is at about the right luminosity to be in the first phase of lithium destruction due to HBB. The analysis of star #2, whose spectra have however a relatively lower S/N ratio, provides a high lithium abundance ($`2.5\pm 0.5`$) but, according to the models, this star is not luminous enough to be in the HBB phase! Mould et al. (1993) suggested, on the base their photometry and the very red B$``$R ($`>3`$), that this star could be a very bright carbon star: in this case its large lithium abundance would imply a classification as J-subtype carbon star (Bouigue, 1954). This possibility is ruled out, however, by the fact that its spectrum looks oxygen-rich.

### 6.3 NGC 2214 and NGC 2107

The two bottom spectra of Fig. 4 show the two stars in the clusters used as comparison terms. As shown in the figure, NGC 2214 presents a spectrum of intermediate type between the early and the later AGB stars. The abundance analysis provides log N(Li) $`0.5\pm 0.3`$. FMB90 attribute a spectral class M to this star, but with strong uncertainty. NGC 2107 #1 is, on the other hand, cooler and shows clear features of a class M star (FMB90 assign an M4 type). The TiO bands are visible but, as expected for a star with a smaller mass than predicted for lithium production, the 6707.8 Å line is absent.

## 7 Evolutionary stage

Although Fig. 6 seems to provide a straightforward interpretation for the NGC 1866 lithium sequence, Fig. 1 shows that another hypothesis shall be tested, i.e. that the lithium poor star #1 could actually be in a phase following the Lithium production, when lithium is destroyed again. In this case, however, the star should have a larger bolometric luminosity and, moreover, should be surrounded by an extended circumstellar envelope, easily detectable in the mid-infrared with ISOCAM. In the ISOCAM field the three brightest sources in all bands coincide with the location of our stars #1, #2 and #3, and their fluxes in mJy are given in Table 3. The photometric results are given in Table 3, where we have as well transformed the near-IR magnitudes, previously shown in Table 2 in Jy. The fluxes in the three bands at 4.5, 6.7 and 12$`\mu `$ show that the most luminous source (and also reddest, if we consider the ISOCAM color \[4.5\]$``$) is the star which shows high lithium abundance. It is interesting to note that the brightest star in the K-band (NGC 1866 #1) is only the third in the ISO bands, and is also the “bluest” in the ISO colors. This suggests a less evolved stage as an AGB star.

In general the mid-IR colors of these stars are not “extreme”, indicating that they are still in the initial stages of the AGB phase. This fact almost completely discards the possibility of star NGC 1866 #1 being in a later AGB phase, when the lithium is destroyed again.

Another point to examine is the star distribution along the AGB of NGC 1866. The model shown in Fig. 1 predicts a few more stars along the AGB: if we sample two stars in the first 40 $`\times 10^4`$yr of evolution, we should find some other five in the following evolution, which lasts $`10^5`$yr longer. Most of these stars could be invisible in the optical and near infrared, as they would be surrounded by a thick circumstellar envelope, but they should be the brightest objects in the field in the mid-IR. Actually there are no other bright mid-IR sources in the ISOCAM field, apart from the three brightest sources in the K-band under analysis in this paper. The absence of heavily obscured AGB stars needs to be interpreted with caution, because of the small statistics, but it is telling us that possibly the duration of this heavily obscured AGB phase is shorter than that predicted by the models, probably because of stronger than expected mass loss rate experienced by these massive AGB stars.

Although we do not have ISO data for the stars in NGC 2031, its luminous star without lithium is at about the same absolute bolometric magnitude than the similar star in NGC 1866, indicating that they probably represent a similar evolutionary phase.

What is much less obvious is the evolutionary stage of the lithium rich star in NGC 2031 at $`M_{\mathrm{bol}}`$$`5.2`$: this is not explained by HBB models at all. Other lithium rich giants at similar magnitudes ar known, most of which are J stars. The so called ‘cool bottom processing’ suggested by Wasserburg et al. (1995) could be a way to explain this anomaly. However, if the clusters NGC 1866 and NGC 2031 are indeed coeval, it is intriguing that one cluster conforms to a ‘standard’ mixing scheme, while the other does not. It has to be noticed that, whatever the mixing process in AGB, lithium is produced through the consumption of 3He. If this occurs at M$`{}_{\mathrm{bol}}{}^{}5`$, no helium is left for production at M$`{}_{\mathrm{bol}}{}^{}6`$, where HBB becomes important. A last point to consider is that the radial velocity of NGC2031#2 markedly differs from those of the other stars in NGC 2031, also taking into account the large errors. As this cluster field is very crowded, it is also possible that it is a background star.

## 8 Conclusions

1. The early AGB stars in NGC 1866 show lithium abundances which are roughly constant with increasing luminosity, consistent with the lithium dilution expected to have taken place during the previous evolutionary stages. The average abundance found is $`\mathrm{log}N(\mathrm{Li})0.0\pm 0.5`$, implying, however, stronger than standard dilution. This result is confirmed by at least another early AGB star in NGC 2031, although the data derived from other stars analyzed in this cluster are inconclusive;
2. We have detected three cool luminous AGB stars in NGC 1866. The faintest one (#3) shows a lithium abundance consistent with the remnant abundance expected from an AGB star at the beginning of this phase as a consequence of previous lithium dilution. The brightest one (#1) does not show any lithium and the upper limit derived ($`\mathrm{log}N(\mathrm{Li})0.5`$) suggests that this star plausibly is in the phase of HBB preceding lithium production (confirmed by the smaller mid-IR excess detected by ISOCAM). The other most luminous AGB star (#2) has a larger lithium abundance ($`\mathrm{log}N(\mathrm{Li})1.5\pm 0.5`$), which we can attribute to production by HBB. On the basis of our models we would expect a few ($`5`$) other AGBs in the field of NGC 1866, while none were found, neither luminous in the optical, nor in the mid-IR. This result put interesting constraints on the duration of the AGB phase and the severity of the mass loss during this phase.
3. The most luminous star in NGC 2031 (#1) is found to be similar to star #1 in NGC 1866. The second brightest star in the K-band in this cluster (#2) has the largest lithium abundance in the sample, but Li production is not predicted at its derived luminosity (HBB not active). Further observations are needed to confirm the abundance analysis and the membership of this star.

We conclude that, though many points still remain unclear in the interpretation of the observations, we are in presence of an interesting sample of stars, whose further careful analysis can shed light on the expected evolutionary paths. Observations at a higher dispersion are needed for these stars to clarify their evolutionary status: for example, the presence of s-process elements in the spectra would be an important indicator of how many thermal pulses the stars have gone through. Our best guess is that they still are at the beginning of the TP phase, so that we should not expect a sensible s-process abundance enhancement.

###### Acknowledgements.

CM, VT and FD acknowledge discussions with Paolo Ventura and Paolo Persi, and the support of the Italian Ministry of University, Scientific Research and Technology (MUIR) within the Cofin 1999 Project: “Stellar Dynamics and Stellar Evolution in Globular Clusters: a Challenge for the New Astronomical Instruments”. PGL acknowledges support from grant PB97-1435-C02-02 from the Spanish Dirección General de Enseñanza Superior e Investigación Científica (DGESIC).


text:
# Are Post-Newtonian templates faithful and effectual in detecting gravitational signals from neutron star binaries?

## I Introduction

The detection of gravitational waves emitted during the late inspiral and merger phases of coalescing compact binaries is one of the main targets of the ground based interferometric detectors that are currently in the final stage of construction or in the commissioning phase (LIGO, VIRGO, GEO600, TAMA). To detect these signals, a detailed knowledge of the emitted waveforms is fundamental; indeed, the performances of the matched filter which will be used to extract the signal from the detectors noise, largely depend on the capability of the theoretical templates to reproduce the true waveforms.

Although the population of neutron star-neutron star (NS-NS) binaries is expected to double that of black hole-black hole (BH-BH) binaries, and to be several times larger than that of (NS-BH) , BH-BH binaries having a total mass of $`(2040)`$ M will likely be detected first by the initial ground-based interferometers, because, due to their larger mass, the signal is more intense in the frequency region where the detectors are more sensitive . In the future, however, as the detectors sensitivity in the high frequency region improves, NS-NS coalescence should become detectable as well. According to recent investigations , the signal emitted during the latest phases preceeding coalescence differs from that emitted by two black holes essentially in one respect: the modes of oscillation of the stars could be “marginally excited”. A mode is resonantly excited if the system moves on an orbit such that the Keplerian orbital frequency, $`\omega _k,`$ is in a definite ratio with the mode frequency $`\omega _i,`$ i.e. if $`\mathrm{}\omega _k=\omega _i,`$ where $`\mathrm{}`$ is the harmonic parameter. In general the frequency of the fundamental mode is too high to be excited directly, because the stars merge before reaching the corresponding orbit ; however, the width of the resonance of the fundamental mode (especially for $`\mathrm{}=2`$) is large enough to allow the mode to be marginally excited before the resonant frequency is reached. As a consequence, more energy is emitted with respect to that due to the orbital motion, the process of inspiralling is accelerated, and this changes the phase of the emitted signals during the last orbits before merging. This effect is stronger for stiffer equations of state (EOSs), or for low mass NSs, for which the frequency of the fundamental mode is lower, and the width of the resonance is larger . Thus, an accurate detection of the signal emitted in a NS-NS binary coalescence besides probing the theory of gravity, as BH-BH signals would do, would also give an insight into the equation of state of matter at high density regimes unreachable in a terrestrial laboratory.

The aim of this paper is to investigate whether the templates that are being constructed to extract the signal emitted by inspiralling binaries from the detectors noise are well suited to detect a NS-NS coalescence.

## II  Perturbative approach versus post-newtonian expansions.

The basic functions needed to construct the gravitational wave (GW) templates are the orbital energy of the system, $`E(v),`$ and the gravitational luminosity, $`\dot{E}_{GW}(v)`$, where $`v`$ is the orbital velocity. We evaluate $`\dot{E}_{GW}(v)`$ by using a perturbative approach, assuming that one of the two bodies is a neutron star (hereafter we shall refer only to non rotating stars and black holes), whose equilibrium structure is described by a solution of the relativistic equations of hydrostatic equilibrium; the second body is a test-particle in circular orbit, which induces a perturbation on the gravitational field and on the thermodynamical structure of the extended companion. By this approach, we can account for the relativistic tidal effects of the close interaction on one of the two stars, and for the effects that the internal structure has on the gravitational emission. Since the particle moves on a geodesic, its orbital energy normalized to the mass of the star, $`E(v),`$ is known

$$E(v)=\eta \left(12v^2\right)\left(13v^2\right)^{1/2};$$
(1)
in this formula $`\eta =m_1/m_2,`$ $`m_2`$ is the mass of the central body, $`m_1m_2`$ is the particle mass, $`v=(\pi m_2\nu _{GW})^{1/3}`$ is the orbital velocity, and $`\nu _{GW}`$ is the frequency of the emitted radiation. It is useful to define the normalized GW-luminosity that will be used in the following

$$P(v)\dot{E}_{GW}(v)/\dot{E}_N(v),$$
(2)
where $`\dot{E}_N(v)=32\eta ^2v^{10}/5`$ is the Newtonian quadrupole luminosity. In  we solved the relativistic equations of stellar perturbations and computed $`\dot{E}_{GW}(v)`$ during the final stages of inspiralling of this idealized binary system. In  we considered 5 models of polytropic stars, labelled from A to E, with parameters chosen to cover most of the range of structural properties obtained with realistic EOSs. These parameters are given in Table I. In the following, we shall refer to the GW signals computed for the different models as the true signals.

In the standard PN approach, $`E(v)`$ and $`\dot{E}_{GW}(v)`$ are found by assuming that both compact objects are pointlike, and by expanding the general relativistic equations of motion and the wave generation formulas in powers of $`v/c`$. In the test-particle limit $`E(v)`$ is known exactly (Eq. 1); $`\dot{E}_{GW}(v)`$ has been derived by Taylor expanding up to $`(v/c)^{11}`$ the solution of the Bardeen-Press-Teukolsky (BPT) equation , describing the perturbations of a Schwarzschild black hole driven by an orbiting test-particle .

In the case of comparable masses, the equations of binary motion have been computed at the 3PN order, and the energy flux has been evaluated without ambiguities up to 2.5PN order with respect to the quadrupole formalism (PN calculations to order $`(v/c)^7`$, developed by currently used techniques, leave undetermined a parameter entering at order $`(v/c)^6`$ ). Important progresses have recently been made by the introduction of re-summation techniques (see  and references therein), which improve the convergence of the PN series (the Taylor expansion is indeed rather poorly convergent), and new filters in the frequency domain have been proposed, which combine the performance of Padé-approximants with the simplicity of the stationary phase approximation. Summarizing, the PN approach allows to compute the phase evolution of the GW signal emitted by a binary system to order $`(v/c)^{11}`$ in the test particle limit, and to order $`(v/c)^5`$ in the case of comparable masses.

Since tidal effects do not affect the evolution of a BH-BH binary system, even when the black holes have comparable masses , PN expansions are particularly well suited to evaluate the waveform in the case of BH-BH inspiralling. However, when at least one of the coalescing bodies is a neutron star, the effects that its internal structure may have on the gravitational emission, such as the modes excitation, have not been investigated in great detail until recently. Thus, the following question arises. Suppose that, by using the PN approach described above we construct a GW template and suppose that the gravitational event involves at least one neutron star: what would we miss in using the PN template in the data analysis? Would the signal to noise ratio deteriorate because we are using an unappropriate template, or would it be good enough to detect the signal anyway? What would be the error in estimating the binary parameters? Or, using the terminology introduced in , how effectual and faithful is to use BH templates when the signal comes from NS binaries?

It should be stressed that, to date, there is no fully non linear, dynamical simulation of the inspiralling and coalescence of stars or black holes with comparable masses, which provides an exact waveform. For this reason the calibration and convergence tests of PN expansions for comparable masses have been done as follows : the functions $`P(v)`$ is computed 1) by integrating the BPT equation for a perturbed black hole excited by an orbiting test particle and 2) by computing the PN expansion of the function to the desired order, and ignoring the dependence of the expansion coefficients on the symmetric mass ratio $`\eta =(m_1m_2)/(m_1+m_2)^2`$ (note that if $`m_1m_2,`$ $`\eta m_1/m_2`$). In this way, the $`\eta `$-dependence is kept only at the leading order. The two signals are then compared. The effectualness of the PN templates is computed by a naive approximation, by using the signal obtained by integrating the BPT equation as a true signal, and the PN approximants as templates, allowing $`\eta `$ to assume a finite value (see for instance Table V in ).

In a similar way, to answer the questions above we shall use the PN templates obtained as in 2) and replace 1) by the integration of the equations of stellar perturbations excited by the orbiting test particle. We hope that the lessons we learn from the results of this comparison will be useful when more accurate models for the signals emitted by real binary systems will be available. In addition, since no generalization of the perturbative calculations to the equal mass case is presently available, establishing whether or not the structural effects are expected to be relevant from the point of view of detection would provide a motivation for looking for a suitable generalization of the perturbative approach.

## III Effects of neutron star structure.

As an example of the effects that the internal structure of the neutron star has on the emitted signal, in Fig. 1a) we show the normalized GW-luminosity (2), $`P(v)`$, as a function of the orbital velocity, computed for a BH and for a neutron star perturbed by a test-particle in circular orbit. The curve for the star refers to a NS of mass $`1.4M_{}`$ and radius $`R=15`$km, labeled as model B (see Table I). The gravitational luminosity $`\dot{E}_{GW}(v)`$ is obtained by solving the equations of stellar perturbations as described in , and the BPT equation for a Schwarzschild black hole excited by the same source. For comparison, in the same figure we plot the function $`P(v)`$ as computed by the PN formalism at order 2.5 (both Padé and Taylor), and at order 5.5 (only Taylor). For a definition of Taylor and Padé approximants we refer to .

When the central object is a neutron star, the resonant excitation of the quasi-normal modes (the peaks in Fig. 1a) clearly changes the shape of the function $`P(v)`$ with respect to the BH case, and the effect starts to be seen at orbital velocities larger than 0.18 . We see that P-approximants rapidly converge to the BH solution in the test-particle limit. As discussed in , T-approximants of order 2.5 are especially bad-behaved, but P-approximants seem to reproduce very well the function $`P(v)`$ for a BH, even at the 2.5 PN order. Templates built in this way are fast and convenient to be used in the laborious matched-filtering process. However, for sufficiently high order, both T- and P-approximants converge to the BH solution by construction, since $`P(v)`$ is computed as a series expansion about the exact numerical solution of the BPT equation.

In order to appreciate the differences between the emission of different stellar models, in Fig. 1b) we show the function $`P(v)`$ computed for the models given in Table I, restricted to the region $`v<0.28,`$ which corresponds to a distance between the two stars larger than 2.5-3 stellar radii depending on the model. The normalized energy fluxes emitted by different stellar models have a different slope, and are always larger than the flux emitted by the black hole, which is also shown for comparison. The curve for model E is practically indistinguishable from the black hole curve and that for model D is also very close to the black hole result. The steepest raise of the curves of models A,B,C is a marginal effect of the excitation of the quasi normal modes.

It is clear from Fig. 1b) that the differences are small, and whether or not they could play a role in the detection depends on the characteristics of the detector. This issue is discussed in a more quantitative way in the next sections.

## IV Faithfulness and effectualness

We shall now evaluate how effectual and faithful the PN templates are in detecting a signal emitted by an inspiralling neutron star binary system. We shall assume that the functions $`\dot{E}_{GW}(v)`$ and $`E(v)`$ are known both for the PN template and for the true signal obtained by the perturbative approach. The two waveforms $`h^A(t)`$ (the PN template) and $`h^X(t)`$ (the true NS signal) will be computed in the so-called restricted PN approximation: the amplitude of the waveform is taken at the lowest PN order, while the orbital phase evolution of the binary during the quasi-stationary inspiralling is evaluated by numerically integrating the equations

$`{\displaystyle \frac{dv}{dt}}`$ $`=`$ $`{\displaystyle \frac{1}{M_{tot}}}{\displaystyle \frac{\dot{E}_{GW}(v)}{dE(v)/dv}}`$ (3)
$`{\displaystyle \frac{d\varphi }{dt}}`$ $`=`$ $`{\displaystyle \frac{2}{M_{tot}}}v^3,`$ (4)
where $`M_{tot}=m_1+m_2`$. Explicitly, the waveform from a source at a distance $`r`$ from Earth is:

$$rh(t)=4C\eta M_{tot}v^2(t)\mathrm{cos}\varphi (t),$$
(5)
where $`C`$ is a constant which depends on the relative orientation of the source and the detector . Let us define the Wiener inner product between the waveform $`h^A`$ and $`h^X`$, shifted by a time lag $`\tau `$, as

$$h^A,h^X=_{\mathrm{}}^{\mathrm{}}\frac{d\nu e^{2\pi i\nu \tau }}{S_N(\nu )}\stackrel{~}{h}^A(\nu )\stackrel{~}{h}^X(\nu ),$$
(6)
where $`S_N(\nu )`$ is the one-sided power spectral density of the detector’s noise, and $`\stackrel{~}{h}^A,\stackrel{~}{h}^X`$ are the Fourier transforms of $`h^A(t),h^X(t)`$. We compute $`\stackrel{~}{h}`$ using standard FFT routines because we prefer to avoid further uncertainties introduced when $`\stackrel{~}{h}^{A,X}`$ are obtained in the stationary phase approximation. The noise curves of LIGO I and VIRGO I which we are going to use are taken from , and those of EURO and EURO-Xylophone, the third-generation interferometric detector recently proposed, from . The explicit expressions of $`S_N(\nu )`$ are given in Table II.

From the Wiener scalar product and the associated norm we can build the so-called ambiguity function

$$𝒜=\mathrm{max}_{\tau ,\mathrm{\Phi }^A,\mathrm{\Phi }^X}\frac{h^A,h^X}{h^Ah^X}=\mathrm{max}_{\tau ,\mathrm{\Phi }^A,\mathrm{\Phi }^X}\widehat{h}^A,\widehat{h}^X.$$
(7)
where we denote by a hat the normalized waveforms: $`\widehat{h}^A=h^A/h^A`$, and $`\widehat{h}^X=h^X/h^X`$.

For simplicity, we shall assume that the approximate and exact waveforms $`h^A`$ and $`h^X`$ depend only on their initial phases and on the masses of the binary members (a more realistic parameterization would require the inclusion of spins, angular dependences, etc.):

$$h^A=h^A(t,\mathrm{\Phi }_c^A,m_1,m_2),h^X=h^X(t,\mathrm{\Phi }_c^X,m_1,m_2).$$

The faithfulness is defined as

$$F_{AX}=\mathrm{max}_{\tau ,\mathrm{\Phi }_c^A,\mathrm{\Phi }_c^X}\widehat{h}^A(\tau ,\mathrm{\Phi }_c^A,m_1,m_2),\widehat{h}^X(0,\mathrm{\Phi }_c^X,m_1,m_2),$$
(8)
i.e., as the maximum of the ambiguity function over the initial phases and the time lag, when the source and template parameters (in our case the masses) are matched. To maximize over the difference in times of arrival $`\tau `$ and over the phases we follow the approach described in the Appendix A of Ref. .

In practice, in a detection the source parameters are unknown. The maximum of the ambiguity function with respect to phases and times of arrival will be smaller than one, and will occur, in general, when the parameters of the source and template are not equal. In this case it is useful to compute the effectualness, i.e. to maximize the ambiguity function over all the parameters of the template

$$E_{AX}=\mathrm{max}_{\tau ,\mathrm{\Phi }_c^A,\mathrm{\Phi }_c^X,m_1^A,m_2^A}\widehat{h}^A(\tau ,\mathrm{\Phi }_c^A,m_1^A,m_2^A),\widehat{h}^X(0,\mathrm{\Phi }_c^X,m_1^X,m_2^X).$$
(9)
Thus, the computation of the effectualness differs from that of the faithfulness essentially in one respect: we maximize not only over the difference in times of arrival $`\tau `$ and over the phases of the waves, but also over the masses of the template waveform $`m_1^A`$, $`m_2^A`$, or, equivalently, over the symmetric mass ratio $`\eta ^A=m_1^Am_2^A/(M_{tot}^A)^2`$ and over the total “chirp mass” $`^𝒜=(\eta ^A)^{3/5}M_{tot}^A`$.

A reasonable criterion for a template to be effectual is that the ambiguity function thus computed should be larger than 0.965, which ensures that no more than 10 % of the events are lost (Number of lost events= $`1E_{AX}^3`$).

## V Results and Concluding Remarks

In Fig. 2 we show the contour levels of constant ambiguity function, as a function of $``$ and $`\eta `$. We compute the minimax overlap, which is physically more relevant for detection than the best overlap, as explained in . The true waveform is that emitted by the stellar model D excited by an orbiting point particle of $`1.4M_{}`$, while the PN template is Padé-6. The noise curves are, respectively, those of VIRGO I, EURO and EURO-Xylophone, indicated as EURO-X. We do not plot the curves for LIGO I, because they are very similar to those of VIRGO I. The true parameters of the binary system are $`\eta =0.25`$ and $`=1.2188M_{}`$. Model D is one with a soft EOS, and it is very compact. The frequency of the fundamental mode is too high to be excited at a significant level, and indeed in Fig. 1b) we see that its GW-luminosity is very close to that of a black hole. Thus, we expect that in this case both the chirp mass and $`\eta `$ will be accurately determined by the PN templates, that are constructed for black hole coalescence. This is confirmed in Fig. 2 for all the considered detectors. From the three panels of the figure we see that the most important parameter in determining the overlap function is the chirp mass, which can be inferred with an error smaller than one part in a thousand (notice the scale on the $`x`$-axis). This fact was already noted in refs. . The dependence on the symmetric mass ratio is found to be somewhat weaker, and the relative error in its estimation is about 2-3 %.

It is interesting to plot a similar figure for the stellar model B. This model has a stiff EOS, and the marginal excitation of the fundamental mode before merging is visible in Fig. 1b). From Fig. 3 we see that if the detector is VIRGO, the chirp mass and the mass ratio where $`𝒜`$ has a maximum are $`=1.2185M_{}`$ and $`\eta =0.234;`$ if the detector is EURO, $`=1.2178M_{}`$ and $`\eta =0.225,`$ and if the detector is EURO-Xylophone $`=1.2161M_{}`$ and $`\eta =0.213`$. Thus, whereas the chirp mass would still be determined to a very good accuracy the determination of $`\eta `$ would be less accurate if the detectors are EURO-type, i.e. very sensitive at high frequency, and if the templates remain tuned to the black hole signal. This can be understood also by looking at Table III, where we give the values of the effectualness for LIGO I, VIRGO I, EURO and EURO-X. The true signal is that emitted by the five models of NSs given in Table I; as a template we use the Padé-6 approximant (column 1 for each detector), and the signal obtained by integrating the BPT equation for a Schwarzschild black hole perturbed by an orbiting particle (column 2), because the Padé approximant is nothing but an approximation of this signal; thus we wanted to check what is the change if we use as a template the exact signal emitted by a black hole. We see that the performances of $`P`$-approximants, as well as those of BH approximants, degrade if the detector is very sensitive in the high frequency region. In this case, the use of templates which account for effects of stellar structure would be needed. In Table IV we show the analogous results for the faithfulness.

The required effectualness threshold of 0.965 is always achieved in LIGO I for all of the stellar models; for VIRGO I it is a little lower because the detector is more sensitive at high frequency. Thus, if the coalescing binary system is composed of two neutron stars, both LIGO and VIRGO would be able to detect it by using the standard PN templates, and to determine the masses with a sufficient accuracy, provided the event occurs close enough to be visible by these instruments.

If the noise curve is that of EURO or EURO-Xylophone, the effectualness is lower and a relevant fraction of events would be missed using the standard PN templates; for instance EURO would miss $``$ 36% of the events if the stars have low mass as in the stellar model A, and $``$ 18% if the EOS is that of model B. For EURO-Xylophone it would be worse: $``$ 78% events missed for model A, $``$ 57% for model B and $``$ 33% for model C. We would like to emphasize that this difference between neutron star models is what makes the situation more interesting. By constructing filters which include resonant effects, we would both increase the chances to detect NS-NS events and be able to estimate the oscillation frequencies of NSs. Knowing the mass of the stars, these could be used to infer their radius, as suggested by recent investigations , and set constraints on the EOS of nuclear matter in the supranuclear density regime . In addition, it should be stressed that the imprint that the internal structure of the stars leaves on the GW signal may be enhanced by rotation, the effect of which is to lower some of the mode frequencies; this would shift the effect of the mode excitation toward lower frequencies and amplify the signal in the region where EURO-type detectors would be more sensitive.

###### Acknowledgements.

We would like to thank Dr. B.S. Sathyaprakash for useful discussions on the use of PN templates and for providing us the correct noise curve of EURO. This work has been supported by the EU Programme ‘Improving the Human Research Potential and the Socio-Economic Knowledge Base’ (Research Training Network Contract HPRN-CT-2000-00137). JAP is supported by the Marie Curie Fellowship No. HPMF-CT-2001-01217.


text:
# The 𝐹-signature and strong 𝐹-regularity

## 1. The Main Result

Throughout what follows, $`(R,𝔪,k)`$ is a reduced Noetherian local ring of dimension $`d`$, containing a field of positive characteristic $`p`$. We use $`q`$ to denote a varying power of $`p`$. Set $`d=dim(R)`$ and $`\alpha (R)=\mathrm{log}_p[k:k^p]`$. We assume throughout that $`R`$ is $`F`$-finite, that is, the Frobenius endomorphism $`F:RR`$ defined by $`F(r)=r^p`$ is a module-finite ring homomorphism. Equivalently, for each $`q=p^e`$, $`R^{1/q}=\{r^{1/q}|rR\}`$ is a finitely generated $`R`$-module. In particular, this implies that $`\alpha (R)<\mathrm{}`$, and that $`R`$ is excellent \[8, Propositions 1.1 and 2.5\]. Also, when computing length over $`R`$, we have $`\lambda (R/I^{[q]}R)=\lambda (R^{1/q}/IR^{1/q})/q^{\alpha (R)}`$.

We first define the $`F`$-signature of $`R`$.

###### Definition 1.1.

Let $`(R,𝔪,k)`$ be as above. For each $`q=p^e`$, decompose $`R^{1/q}`$ as a direct sum of finitely generated $`R`$-modules $`R^{a_q}M_q`$, where $`M_q`$ has no nonzero free direct summands. The $`F`$-signature of $`R`$ is

$$s(R)=\underset{q\mathrm{}}{lim}\frac{a_q}{q^{d+\alpha (R)}},$$

provided the limit exists.

Our formulation differs slightly from the original definition in , where it is assumed that $`k`$ is perfect, or equivalently that $`\alpha (R)=0`$. This reformulation allows us to show that $`s(R)`$ cannot decrease upon localization. We use a lemma due to Kunz ().

###### Lemma 1.2.

Let $`R`$ be an $`F`$-finite Noetherian ring of characteristic $`p`$. Then for any prime ideals $`PQ`$ of $`R`$, $`[k(P):k(P)^p]=[k(Q):k(Q)^p]p^{dimR_Q/PR_Q}`$. In other words, $`\alpha (R_P)=\alpha (R_Q)+0ptQ/P`$.

###### Proposition 1.3.

Let $`(R,𝔪)`$ be an $`F`$-finite local ring and $`P`$ a prime ideal. For $`q=p^e`$, let $`a_q`$ be the number of nonzero $`R`$-free direct summands in $`R^{1/q}`$, and let $`b_q`$ be the corresponding quantity for $`R_P`$. Then

$$\frac{b_q}{q^{dim(R_P)+\alpha (R_P)}}\frac{a_q}{q^{dim(R)+\alpha (R)}}.$$

In particular, if both $`s(R)`$ and $`s(R_P)`$ exist, then $`s(R_P)s(R)`$.

###### Proof.

We have $`(R_P)^{1/q}(R^{1/q})_P`$, so the number of $`R_P`$-free direct summands in $`(R_P)^{1/q}`$ is at least the number of $`R`$-free summands in $`R^{1/q}`$. A straightforward computation using Lemma 1.2 now gives the result.∎

We now begin to work toward showing that $`s(R)`$ is positive if and only if $`R`$ is strongly $`F`$-regular. We refer the reader to  for basic notions concerning the theory of tight closure, including finitistic tight closure, but review briefly the ideas used in the proof.

A Noetherian ring $`R`$ of characteristic $`p`$ is said to be weakly $`F`$-regular provided every ideal of $`R`$ is tightly closed. Equivalently, the zero module is finitistically tightly closed in $`E=E_R(k)`$, the injective hull of the residue field of $`R`$. In other symbols, $`0_E^{fg}=0`$. We say that $`R`$ is strongly $`F`$-regular if for every $`cR`$ not in any minimal prime of $`R`$, the inclusion $`Rc^{1/q}R^{1/q}`$ splits for $`q0`$. Equivalently, the zero module is tightly closed in $`E`$, that is, $`0_E^{}=0`$. Weak and strong $`F`$-regularity are conjecturally equivalent, but this is known only in low dimension and in some special cases.

A test element for $`R`$ is an element $`c`$, not in any minimal prime of $`R`$, such that $`cI^{}I`$ for every ideal $`I`$ of $`R`$, and the test ideal, denoted $`\tau (R)`$, is the ideal generated by all test elements. For a reduced local ring $`R`$, $`\tau (R)=\mathrm{Ann}_R0_E^{fg}`$ by \[5, Theorem 8.23\]. Thus $`R`$ is weakly $`F`$-regular if and only if $`\tau (R)=R`$. On the other hand, the CS test ideal, cf.  and , is the ideal $`\stackrel{~}{\tau }(R)=\mathrm{Ann}_R0_E^{}`$. By work of  and , the CS test ideal behaves well under localization, so defines the non-strongly $`F`$-regular locus of $`\mathrm{Spec}(R)`$. In particular, $`R`$ is strongly $`F`$-regular if and only if $`\stackrel{~}{\tau }(R)=R`$.

It is known that a weakly $`F`$-regular ring is $`F`$-pure, that is, the Frobenius morphism is a pure homomorphism, and that for an $`F`$-pure ring both $`\tau (R)`$ and $`\stackrel{~}{\tau }(R)`$ are radical ideals.

A local ring $`(R,𝔪,k)`$ is said to be approximately Gorenstein provided there is a sequence $`\{I_t\}`$ of $`𝔪`$-primary irreducible ideals cofinal with the powers of $`𝔪`$. When $`R`$ is Cohen–Macaulay and has a canonical ideal $`J`$ (so is Gorenstein at all associated primes), such a family can be obtained as follows: Let $`x_1,\mathrm{},x_d`$ be a system of parameters such that $`x_1J`$ and $`x_2,\mathrm{},x_d`$ form a system of parameters for $`R/J`$. Then $`I_t:=(x_1^{t1}J,x_2^t,\mathrm{},x_d^t)R`$, for $`t1`$, gives the required family. Furthermore, the direct limit $`\underset{t}{lim}R/I_t`$, where the maps in the direct system are $`R/I_t\stackrel{x_1\mathrm{}x_d}{}R/I_{t+1}`$, is isomorphic to $`E_R(k)`$. If $`u_1R`$ is a representative for the socle generator of $`R/I_1`$, then $`u_t:=(x_1\mathrm{}x_d)^{t1}u_1`$ generates the socle of $`R/I_t`$, and each $`u_t`$ maps in the limit to $`u`$, the socle element of $`E_R(k)`$.

More generally (\[4, Thm. 1.7\]), if $`R`$ is any locally excellent Noetherian ring that is locally Gorenstein at associated primes, then $`R`$ is approximately Gorenstein.

The following result of Hochster, together with its corollary below, explains our interest in approximately Gorenstein rings. It can be thought of as a generalization of \[7, Lemma 12\].

###### Proposition 1.4.

\[4, Theorem 2.6\] Let $`(R,𝔪)`$ be an approximately Gorenstein local ring and let $`\{I_t\}`$ be a sequence of irreducible ideals cofinal with the powers of $`𝔪`$. Let $`f:RM`$ be a homomorphism of finitely generated $`R`$-modules. Then $`f`$ is a split injection if and only if $`f_RR/I_t`$ is injective for every $`t`$.

###### Proposition 1.5.

Let $`(R,𝔪)`$ be an approximately Gorenstein local ring with a family of irreducible ideals $`\{I_t\}`$ as above, and let $`u_tR`$ represent a socle generator for $`R/I_t`$. Let $`f:RM`$ be a homomorphism of finitely generated $`R`$-modules. If $`M`$ has no free summands, then there exists $`t_0>0`$ such that $`u_tMI_tM`$ for all $`tt_0`$.

###### Proof.

By Proposition 1.4, $`fR/I_t`$ fails to be injective for some $`t`$. Since $`u_t`$ is the unique socle element of $`R/I_t`$, we have $`f(u_t)I_tM`$, that is, $`u_tMI_tM`$. This continues to hold for all $`t^{}t`$, since there is an injection $`R/I_tR/I_t^{}`$ with $`u_tu_t^{}`$. ∎

We also use a result of Aberbach, which says that, in some sense, elements not in tight closures are very far from being in Frobenius powers.

###### Theorem 1.6.

\[1, Prop. 2.4\] Let $`(R,𝔪)`$ be an excellent local domain such that the completion is also a domain. Let $`N=\underset{t}{lim}R/J_t`$ be a direct limit system of cyclic modules. Fix $`u0_N^{}`$. Then there exists $`q_0`$ such that

$$\underset{t}{}(J_t^{[q]}:u_t^q)𝔪^{[q/q_0]}$$

for all $`q0`$ (where the sequence $`\{u_t\}`$ represents $`uN`$ and $`u_tu_{t+1}`$).

###### Proof of Theorem 0.2.

The Cohen-Macaulayness of $`R`$ is forced by the assumptions (\[7, Theorem 11\] and ), so we may assume throughout that $`R`$ is Cohen-Macaulay.

That (1) implies (2) is trivial. So assume that (2) holds. We proceed by induction on the dimension $`d`$, the case $`d=0`$ being trivial. If $`d>0`$, then Proposition 1.3 shows that we may assume by induction on $`d`$ that $`R`$ is strongly $`F`$-regular on the punctured spectrum. We will show that $`0_E^{}=0`$, where as above $`E=E_R(k)`$ is the injective hull of the residue field of $`R`$.

Since $`\stackrel{~}{\tau }(R)=\mathrm{Ann}_R0_E^{}`$ is a radical ideal and is known to define the non-strongly $`F`$-regular locus of $`R`$ (see ), and $`R`$ is strongly $`F`$-regular on the punctured spectrum, $`\mathrm{Ann}_R0_E^{}`$ contains the maximal ideal $`𝔪`$. If $`\stackrel{~}{\tau }(R)=R`$, then we are done, so we assume $`\stackrel{~}{\tau }(R)=𝔪`$. Then $`0_E^{}=\mathrm{soc}(E)`$.

As in the discussion above, $`E=E_R(k)\underset{t}{lim}R/I_t`$ for a family of irreducible ideals $`I_t`$. Let $`u`$ be a socle generator for $`E`$ and $`\{u_t\}R`$ a sequence of representatives for the socle generators of $`R/I_t`$, converging to $`u`$.

Fix a power $`q`$ of the characteristic, and decompose $`R^{1/q}R^{a_q}M_q`$, where $`M_q`$ has no nonzero free summands. Then for each $`t`$, we have

$$\begin{array}{cc}\hfill \lambda \left(R/I_t^{[q]}\right)\lambda \left(R/(I_t,u_t)^{[q]}\right)& =\frac{\lambda \left(R^{1/q}/I_tR^{1/q}\right)}{q^{\alpha (R)}}\frac{\lambda \left(R^{1/q}/(I_t,u_t)R^{1/q}\right)}{q^{\alpha (R)}}\hfill \\ & =\frac{a_q\lambda (R/I_t)+\lambda (M_q/I_tM_q)}{q^{\alpha (R)}}\hfill \\ & \frac{a_q\lambda \left(R/(I_t,u_t)\right)\lambda \left(M_q/(I_t,u_t)M_q\right)}{q^{\alpha (R)}}\hfill \\ & =\frac{a_q\lambda (R/I_t)a_q\lambda (R/(I_t,u_t))}{q^{\alpha (R)}}\hfill \\ & +\frac{\lambda (M_q/I_tM_q)\lambda (M_q/(I_t,u_t)M_q)}{q^{\alpha (R)}}\hfill \\ & =\frac{a_q+c_{t,q}}{q^{\alpha (R)}},\hfill \end{array}$$

for some $`c_{t,q}0`$. By Proposition 1.5, there exists $`t_0>0`$ such that $`u_tM_qI_tM_q`$ for $`tt_0`$, that is, $`c_{t,q}=0`$ for $`tt_0`$. On the other hand, $`\lambda (R/I_t^{[q]})\lambda (R/(I_t,u_t)^{[q]})=\lambda (R/(I_t^{[q]}:u_t^q))`$ is equal to $`1`$ for large $`t`$ since $`(I_t^{[q]}:u_t^q)=𝔪`$ for large $`t`$. Thus, for large $`t`$,

$$\underset{q\mathrm{}}{lim}\frac{a_q+c_{t,q}}{q^{d+\alpha (R)}}=\underset{q\mathrm{}}{lim}\frac{1}{q^{d+\alpha (R)}}=0,$$

a contradiction.

Lastly, assume that $`R`$ is strongly $`F`$-regular and keep the same notation. We then have $`0_E^{}=0`$, so $`u0_E^{}`$. By Theorem 1.6, then, there exists $`q_0`$ such that

$$(I_t^{[q]}:_Ru_t^q)𝔪^{[q/q_0]}$$

for all $`qq_0`$. Fix $`qq_0`$. Then there exists $`t_0`$ such that for all $`tt_0`$ we have

$$\begin{array}{cc}\hfill \frac{a_q}{q^{\alpha (R)}}& =\lambda \left(R/I_t^{[q]}\right)\lambda \left(R/(I_t^{[q]},u_t^q)\right)\hfill \\ & =\lambda (I_t^{[q]}:u_t^q)\hfill \\ & \lambda \left(R/𝔪^{[q/q_0]}\right).\hfill \end{array}$$

Divide by $`q^d`$ and pass to the limit; we see that $`lim\; inf\frac{a_q}{q^{d+\alpha (R)}}\mathrm{e}_{HK}(𝔪,R)/q_0^d>0.`$ Thus (1) holds.

The last statement is immediate if there is a limit. ∎

The $`F`$-signature suggests a form of dimension that we may attach to an $`F`$-finite reduced local ring. Let $`s_j=lim_q\mathrm{}{\displaystyle \frac{a_q}{q^{j+\alpha (R)}}}`$ for $`0jd=dim(R)`$ and set $`s_1=1`$. Then we can define the $`s`$-dimension of $`R`$ as $`\mathrm{sdim}(R)=\mathrm{max}\{j1|s_j>0\}`$. A ring which is $`F`$-pure then has non-negative $`s`$-dimension, and Theorem 0.2 says that $`R`$ is strongly $`F`$-regular if and only if $`\mathrm{sdim}(R)=dim(R)`$.