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# Anomalous fluctuations of active polar filaments

## Main results

We calculate $`C_𝐭(s)`$ and find that due to activity on a time-scale $`\tau `$, the filaments develop a length-scale dependent bending rigidity. On short length-scales, typical conformations have the bare persistence length whilst on longer length-scales the filaments may be characterised by a lower ‘renormalized’ persistence length. There is a cross-over length between the two regimes, $`\mathrm{}_c\left(\tau k_BTL_p/2\pi \eta \right)^{1/4}`$. Therefore an analysis of the filament conformations can give information about the time-scale $`\tau `$ at which the activity occurs. We also obtain modified relaxational dynamics with anomalous diffusion which we show has an effect on the high frequency viscoelasticity. The shear modulus of the active filament solution apparently has a frequency dependent effective temperature. There is a crossover from at high frequencies a shear modulus corresponding to the bare temperature to at lower frequencies a modulus equivalent to the higher renormalized temperature both with a scaling of $`\omega ^{3/4}`$. In the cross-over regime, the modulus appears to have a stronger frequency dependence with a power law $`G^{}(\omega )\omega ^\alpha `$ where $`\alpha >3/4`$. A simple consequence of filament polarity is a small ballistic component to the motion of the filament,

## Explicit analysis

We model the filaments with the Kratky-Porod worm-like chain  which takes into account the bending energy cost of the chain. The worm-like chain Hamiltonian is $`_{wlc}[\{𝐑(s)\}]=\frac{\kappa }{2}_{L/2}^{L/2}𝑑s\left(\frac{^2𝐑}{s^2}\right)^2.`$ The stretching energy of chain molecules is much higher than the bending energy and we may consider the chain as inextensible. The persistence length is defined as $`L_p=\kappa /k_BT`$.

The dynamics at finite $`T`$ may be expressed by the Langevin equation

$`{\displaystyle \frac{}{t}}𝐑(s,t)`$ $``$ $`{\displaystyle 𝑑s^{}𝐇(s,s^{})\left[\kappa \frac{^4𝐑}{s^4}+\frac{}{s^{}}\left(\mathrm{\Lambda }(s^{},t)\frac{𝐑}{s^{}}\right)\right]}𝐕(s,t)=𝐟(s,t)+𝐟^{(m)}(s,t),`$ (1)
where $`\mathrm{\Lambda }(s,t)`$ (a Lagrange multiplier) is an instantaneous, fluctuating ‘tension’ which enforces the local inextensibility of the chain. The inextensibility constraint fixes the tension, $`\mathrm{\Lambda }(s,t)`$, by $`0=\left|\frac{𝐑}{s}\right|^21.`$ Because of this constraint, the dynamics of semiflexible filaments is non-linear and generally insoluble. In addition to the thermal velocities $`𝐟(s,t)`$, there is an additional active velocities $`𝐟^{(m)}(s,t)`$ correlated over a time $`\tau `$. The polarity of the filament implies the active forces have a mean direction along the contour of the filaments (see Fig 1). Hydrodynamics is taken into account by the mobility tensor $`𝐇(s,s^{})`$. In the Stokes approximation valid for low Reynolds number, $`𝐇(s,s^{})=𝐇(𝐑(s)𝐑(s^{}))`$ and generates a non-dissipative term , $`V_i(s,t)=k_BT_0^L𝑑s^{}\delta H_{ij}(s,s^{})/\delta R_j(s^{},t)`$. In addition $`𝐟(s,t)`$ will also depend on $`𝐑(s,t)`$ . We assume that the activity does not affect the thermal forces, i.e. the active proteins do not affect the collisions of the solvent molecules with the filament. Then the thermal velocities satisfy the fluctuation-dissipation theorem, and $`𝐟(s,t)`$ have zero mean and Gaussian fluctuations, given  by $`f_i(s,t)f_j(s^{},t^{})=2k_BTH_{ij}(s,s^{})\delta (tt^{})`$.

We consider rod-like segments and restrict the analysis to length-scales $`\mathrm{}`$ below $`L_p`$ so that we can decompose the dynamics into transverse and longitudinal motion (see Fig. 1) and write the position of the filament as $`𝐑(s,t)=(sr_{}(s,t))\widehat{𝐮}(t)+𝐫_{}(s,t)`$ where $`s\{\mathrm{}/2,\mathrm{}/2\}`$ and $`\widehat{𝐮}`$ is a time-dependent unit vector giving the orientation. We can obtain results within a systematic small gradient expansion for $`|𝐫_{}(s,t)|,|r_{}(s,t)|s`$. The mobility tensor is given by $`H_{ij}(s,s^{})=h(ss^{})\left(\left(\delta _{ij}\widehat{u}_i\widehat{u}_j\right)+2\widehat{u}_i\widehat{u}_j+O(|_s𝐫_{}|^2)\right)`$ where in this and the following, for a function $`A(x)`$, $`_xAA/x`$. We can thus decompose eqn. (1) into parallel and perpendicular components in an expansion to $`O(|_s𝐫_{}|^2)`$,

$`_t𝐫_{}(s,t)`$ $`=`$ $`{\displaystyle 𝑑s^{}h(ss^{})\left[\kappa _s^{}^4𝐫_{}+\mathrm{\Lambda }(s^{},t)_s^{}^2𝐫_{}+_s^{}\mathrm{\Lambda }_s^{}𝐫_{}\right]}+𝐟_{}(s,t)+𝐟_{}^{(m)}(s,t)`$ (2)
$`_tr_{}(s,t)`$ $`=`$ $`{\displaystyle 𝑑s^{}2h(ss^{})\left[\kappa _s^{}^4r_{}_s^{}\mathrm{\Lambda }\right]}+f_{}(s,t)+f_{}^{(m)}(s,t),`$ (3)
which are coupled by the constraint of inextensibility,

$$_sr_{}=\frac{1}{2}(_s𝐫_{})^2+O(|_s𝐫_{}|^4).$$
(4)
For simplicity in most of this paper, we consider the Rouse model which assumes local friction. We also focus on dilute solutions. Long range hydrodynamics and non-zero concentration of filaments will modify some of the results (see below). For the Rouse model $`h(ss^{})=\delta (ss^{})/\zeta _{}`$ where $`\zeta _{}=4\pi \eta =2\zeta _{}`$. We model the active velocities by a Gaussian noise with mean $`𝐟_{}^{(m)}=0`$ and $`f_{}^{(m)}=v_m`$, a drift, reflecting the polar nature of the filament and mean square fluctuations, $`\delta 𝐟^{(m)}=𝐟^{(m)}𝐟^{(m)}`$ given by

$$\delta f_i^{(m)}(s,t)\delta f_j^{(m)}(s^{},t^{})=\sqrt{2}\frac{\alpha _i}{\zeta _i^2}\mathrm{\Theta }\delta _{ij}\delta (ss^{})\mathrm{\Phi }(tt^{})$$
(5)
where $`\mathrm{\Phi }(t)=\mathrm{exp}\{|t|/\tau \}`$ and $`\{i,j\}`$ refer to $`,`$. The level of activity is controlled by the parameter $`\mathrm{\Theta }`$. Correlations of the active force decay over a time, $`\tau `$ the typical activity period. The constants $`\alpha _{i,j}`$ measure the relative partitioning of the activity between transverse and longitudinal components and satisfy the relationship $`\alpha _{||}^2+\alpha _{}^2=1`$. In general, the force applied by the motor protein on the filament will not be purely tangential depending for example on its trajectory of approach of the filament and the conformation of the neck and chain region . Averaging over orientations, only the longitudinal component will have a non-zero average, because of the filament polarity. In addition, the remainder of the energy of the actomyosin reaction that is not converted to directed work will be dissipated as heat contributing to the fluctuations on the same (reaction) time-scale. It is difficult apriori to estimate $`\alpha _{i,j}`$ and we choose somewhat arbitrarily, $`\alpha _{}=\alpha _{||}=1/\sqrt{2}`$. Between active events the ‘motors’ diffuse freely in the solution so it is reasonable to assume that there is no spatial correlation between active sites. We emphasise that unlike the thermal noise, the active noise correlations do not satisfy the fluctuation dissipation theorem.

The eqns.(2,3,4) are most easily studied by analysing the motion of bending modes of wave-vector $`q`$ and frequency $`\omega `$. Defining $`F(s,t)=\frac{dq}{2\pi }\frac{d\omega }{2\pi }\stackrel{~}{F}(q,\omega )\mathrm{exp}(i\omega t+qs)`$ we only consider $`q`$ such that $`\pi /aq\pi /\mathrm{}`$. On length-scales below $`L_p`$, $`C_𝐭(s)`$ can be obtained from the transverse fluctuations. The transverse dynamics are approximately given by

$$\stackrel{~}{𝐫}_{}(q,\omega )\frac{\stackrel{~}{𝐟}_{}(q,\omega )+\stackrel{~}{𝐟}_{}^{(m)}(q,\omega )}{i\omega +\alpha q^4},$$
(6)
where $`\alpha =\kappa /\zeta _{}`$. Corrections due to the tension $`\mathrm{\Lambda }(s,t)`$ are higher order in the gradient expansion. The transverse fluctuations at time $`t`$ are relaxed over a length-scale $`\mathrm{}_{}(t)=(\alpha t)^{1/4}`$. Because of inextensibility, eqn. (4) there is an induced time-independent longitudinal motion $`r_{}^{(0)}(s)`$ due to the averaged transverse motion, $`_sr_{}^{(0)}(s)=\frac{1}{2}(_s𝐫_{})^2_{}`$.

The tangent correlation function is given by

$$C_𝐭(s)=𝐭(s,t)𝐭(0,t)1_sr_{}^{(0)}(s,t)_sr_{}^{(0)}(0,t)+_s𝐫_{}(s,t)_s𝐫_{}(0,t)_{}.$$
(7)
Using eqns. (4,6,7), the tangent correlation function has the form

$$C_𝐭(s)\mathrm{exp}\left\{\frac{s}{L_p}\frac{2\mathrm{\Theta }}{\alpha ^2}\frac{dq}{2\pi }\frac{1\mathrm{cos}(qs)}{q^2(q^4+(\alpha \tau )^1)}\right\}.$$
(8)
The correlation function is plotted in Fig. 2. For length-scales less than $`\mathrm{}_c\mathrm{}_{}(\tau )=\left(\kappa \tau /\zeta _{}\right)^{1/4}`$ the effective persistence length is approximately equal to the bare persistence length $`L_p`$ whilst for length-scales above $`\mathrm{}_c`$, the conformations can be well modelled by a worm-like chain with a lower renormalized persistence length given by $`L_p^{}=L_p\left(1+\mathrm{\Theta }\tau \zeta _{}/k_BT\right)^1`$. Dimensional analysis suggests a new active temperature scale given by $`k_BT_a=\mathrm{\Theta }\tau \zeta _{}`$.

## Dynamics

The dynamics of inextensible filaments is anisotropic : longitudinal motion has different relaxation dynamics to the transverse. Viscous dissipation due to longitudinal motion must be taken into account, giving a time-scale over which ‘tension’ propagates along the filament . From eqn. (6), we can calculate the transverse dynamic fluctuations, $`R_{}^2(t)=(𝐫_{}(s,t)𝐫_{}(s,0))^2_{}`$

$$R_{}^2(t)=\{\begin{array}{cc}t^2\frac{\mathrm{\Theta }}{\sqrt{2}}\kappa ^{3/4}\zeta _{}^{3/4}\tau ^{7/4},\hfill & \hfill t\tau \\ t^{3/4}\frac{8\mathrm{\Gamma }(1/4)}{3\pi }\kappa ^{1/4}\zeta _{}^{3/4}(k_BT+\mathrm{\Theta }\zeta _{}\tau ),\hfill & \hfill t\tau \end{array}$$
(9)
There is a cross-over from ballistic motion at short times to sub-diffusive behaviour at long times. Note the thermal and active contributions to the sub-diffusive regime.

We can solve for the longitudinal motion self-consistently as follows: we average over only the transverse fluctuations and use the inextensibility constraint  to give a relationship between the tension and the longitudinal motion, $`iq(\stackrel{~}{r}_{}(q,\omega )\stackrel{~}{r}_{}^{(0)}(q))=K(\omega )\stackrel{~}{\mathrm{\Lambda }}(q,\omega )`$ defining a frequency dependent extensional compliance, $`K(\omega )=K_{eq}(\omega )+K_a(\omega )`$ which has equilibrium and active contributions. The equilibrium modulus is given by $`K_{eq}(\omega )2^{3/4}k_BT\kappa ^{5/4}\left(i\zeta _{}\omega \right)^{3/4}`$ is not new and has been obtained previously . We find in addition a new active contribution given by

$$K_a(\omega )=\frac{4\mathrm{\Theta }\tau }{\kappa }_k\frac{(\alpha k^4\tau +f(\alpha k^4\tau )i\omega \tau )}{f(\alpha k^4\tau )(2\alpha k^4i\omega )(f(\alpha k^4\tau )i\omega \tau )}$$
(10)
where $`f(x)=x+1`$. In the limit $`\omega 0`$, it is given by $`K_a(\omega )2^{3/4}\mathrm{\Theta }\tau \zeta _{}\kappa ^{5/4}\left[\left(i\omega \zeta _{}\right)^{3/4}\frac{1}{4}\left(\zeta _{}/2\tau \right)^{3/4}\right]+O(\omega )`$. The modulus $`K(\omega )`$ is then substituted into the longitudinal dynamics. This self-consistent approach corresponds to an infinite resummation of a set of diagrams of the perturbation expansion in $`\mathrm{\Lambda }`$. We obtain the following equation for the longitudinal motion,

$`\stackrel{~}{r}_{}(q,\omega )\stackrel{~}{r}_{}^{(0)}(q)`$ $``$ $`{\displaystyle \frac{\stackrel{~}{f}_{}(q,\omega )+\stackrel{~}{f}_{}^{(m)}(q,\omega )}{i\omega +q^2K^1(\omega )/\zeta _{}}}`$ (11)
As defined above, $`r_{}^{(0)}(s)`$ is the time-independent motion in the longitudinal direction due to the averaged transverse motion. Given this, we calculate the longitudinal dynamical fluctuations, $`R_{}^2(t)=(r_{}(s,t)r_{}(s,0))^2_{}`$

$$R_{}^2(t)=\{\begin{array}{cc}t^2\left(v_m^2+\mathrm{\Theta }\zeta _{}^{1/2}2^{3/4}\kappa ^{3/8}\zeta _{}^{3/8}\tau ^{1/8}\right),\hfill & \hfill t\tau \\ t^2v_m^2+t^{7/8}\frac{8\mathrm{\Gamma }(1/8)}{7\pi }\frac{(2\kappa )^{5/8}(k_BT+\mathrm{\Theta }\zeta _{}\tau )^{3/8}}{\zeta _{}^{7/8}}\hfill & \hfill t\tau .\end{array}$$
(12)
Because of the drift term (the directed motor/filament interaction), the longitudinal diffusion is ballistic for all time-scales.

## High frequency viscoelasticity

The complex shear modulus of a solution of semiflexible filaments at high frequencies is dominated by the extensional compliance and $`G^{}(\omega )=\frac{2}{15}\rho K^1(\omega )0.133\rho /\left(K_{eq}(\omega )+K_a(\omega )\right)`$  which for a solution of passive filaments is given by $`G^{}(\omega )\omega ^{3/4}`$. For the active filaments, using eqn. (10), we plot the absolute value of the complex high frequency modulus for varying activity in Fig. 3. We see a crossover from at high frequencies a modulus corresponding to the bare temperature, $`T`$ to at low frequencies a modulus equivalent to the higher renormalized active temperature $`T+T_a`$, both with a scaling of $`\omega ^{3/4}`$. In the cross-over regime, the modulus appears to have a stronger frequency dependence with a power law $`G^{}(\omega )\omega ^\alpha `$ where $`\alpha >3/4`$. It is interesting to note that the cross-over occurs over a very wide frequency range.

## Hydrodynamics

Within the (screened) Oseen approximation the mobility tensor is given by , $`H_{ij}[𝐫]=\frac{e^{|𝐫|/\xi }}{8\pi \eta |𝐫|}\left(\delta _{ij}+\widehat{r}_i\widehat{r_j}\right)`$ for $`|𝐫|>a`$. The hydrodynamic screening length $`\xi \mathrm{}`$ for dilute solutions and is equal to the mesh-size $`\xi =(\rho _aa)^{1/2}`$ for semi-dilute solutions with actin concentration $`\rho _a`$ and filament diameter $`a`$.. Therefore, $`h(ss^{})=\frac{e^{|ss^{}|/\xi }}{8\pi \eta |ss^{}|}`$ in eqns (2,3). For dilute solutions ($`\xi \mathrm{}`$), this gives logarithmic corrections to the Rouse model described above and implies a modification of the cross-over length to $`\mathrm{}_c(\kappa \tau /\zeta _{}\mathrm{log}[(\kappa \tau /\zeta _{})^{1/4}/a])^{1/4}`$. For concentrated solutions ($`\xi `$ finite), the friction coefficients cross-over length is $`\mathrm{}_c(\kappa \tau /\zeta _{}\mathrm{log}[\xi /a])^{1/4}`$.

## Entangled solutions

For entangled solutions, the filament can be modelled as confined in its tube. Given a mesh-size $`\xi `$, we can define a tube diameter $`D_eL_p(\xi /L_p)^{6/5}`$ and entanglement length $`L_eL_p(\xi /L_p)^{4/5}`$ . The tube can be modelled as a confining potential for $`𝐫_{}`$ which we can model as $`V_{tube}=\frac{1}{2}k|𝐫_{}|^2`$ with $`k\kappa /L_e^4`$ chosen so as to give $`|𝐫_{}(L_e)𝐫_{}(0)|^2^{1/2}=D_e`$, the tube diameter. We obtain the tangent correlation function, $`C_𝐭(s)=1\frac{s}{L_p}\frac{2\mathrm{\Theta }}{\alpha ^2}\frac{dq}{2\pi }\frac{1\mathrm{cos}(qs)}{q^2(q^4+(\alpha \tau )^1+k/\kappa )}.`$

## Discussion

Our results should be relevant for recent experiments on mixtures of F-actin and S1 Myosin . The molecular motor myosin interacts with F-actin in the presence of ATP undergoing a conformational change in the process. Hydrophobic interactions between tails of a common variant, Myosin II, lead to multi-headed clusters which can act as active cross-links  between two or more filaments. In contrast, S1 myosin is a single-headed version of myosin that is without a tail. Therefore, in general S1 myosin/ATP interacts with single polar actin filaments applying biased non-equilibrium forces. The S1 experiments found surprisingly different steady-state and dynamic behaviour of the filaments as compared to the pure F-actin system .

We now estimate the values for the parameters of our model corresponding to the S1 experiment. For an actin monomer concentration $`\rho _a`$, the fraction of bound myosin $`\varphi `$ can be estimated using the equilibrium constant , $`k_{eq}=500\text{nM}`$ for the passive reaction ($`\text{Actin}+\text{Myosin}\text{Actomyosin}`$). The fraction of bound myosin is given by $`\varphi =\rho _a/(k_{eq}+\rho _a)`$ leading to the typical separation of the active sites (motors) on the filament, $`\mathrm{}_m(\varphi \rho _m\xi ^2)^1=a(\rho _a/\varphi \rho _m)`$ where $`\rho _m`$ is the concentration of S1 myosin. Then we may divide the filament into regions of size $`\mathrm{}_m`$ in which the motors are expected to act independently. Therefore $`𝐟(s,t)𝐟(s^{},t^{})=\mathrm{}_m\delta (ss^{})𝐟_m(t)𝐟_m(t^{})`$. We assume that motor attachment on the filaments is a Poisson process , i.e. that motors arrive at random times $`t_n`$ with a constant rate $`\lambda `$. The number of motors arriving in a period $`\mathrm{\Delta }t1/\lambda `$ has a Poisson distribution. The forces applied by each motor are assumed to decay over a timescale $`\tau `$ so that the force at time $`t`$ is given by

$$𝐅_m(t)=\underset{n=1}{}\frac{a}{\mathrm{}_m}𝐟_0g(tt_n)$$
(13)
where $`g(t)=\mathrm{exp}(t/\tau ),t>0`$ and $`g(t)=0,t<0`$ and $`𝐟_0`$ is the typical force applied by a motor to a filament of diameter $`a`$. After some standard manipulations  and averaging over orientations, the velocity correlations can be shown to be given by eqn. (5) above with the activity parameter given by $`\mathrm{\Theta }\lambda \tau \mathrm{}_m^1(f_0a)^2`$ and we set $`\lambda =1/\tau `$. Similarly, the drift can be estimated as $`v_m(f_0/\zeta _{})\mathrm{}_m^1`$. The typical force, $`f_0`$ and active time-scale, $`\tau `$ can be obtained from biochemical data. The viscosity of water is $`\eta 10^3\text{Pa s}`$ and F-actin has diameter $`a7\text{nm}`$ and persistence length $`L_p15\mu \text{m}`$. The stall force of Myosin is approximately $`5\text{pN}`$ and the duration of the motor cycle is approximately $`\tau 5\text{ms}`$ The motor step-size $`d_m`$ is approximately $`d_m10\text{nm}`$. For ATP saturation and $`5\mu \text{M}`$ S1 and $`14\mu \text{M}`$ F-actin concentrations, we find $`\varphi 0.9`$ and $`\mathrm{}_m2a`$. This leads to an estimate for $`\mathrm{\Theta }\zeta _{}\tau k_BT`$ at $`310\text{K}`$ giving $`L_p^{}\frac{1}{2}L_p`$ and $`\mathrm{}_c0.1\mu \text{m}`$.

In conclusion, we have studied a simple model of active filaments and obtained different static and dynamical properties as compared to passive semiflexible polymers. These differences should be observable with video microscopy and in linear rheological experiments and be relevant for experiments on actin-myosin systems.

We thank A. Ajdari, F. Amblard, E. Furst, D. Humphrey, F. Jülicher, J. Käs, L. Le Goff and A.C. Maggs for discussions. The financial support of the Royal Society and the National Science Foundation under grants PHY-99-07949 (at KITP) is gratefully acknowledged .


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# Quantization, group contraction and zero point energy

## I Introduction

Recently, the “close relationship between quantum harmonic oscillator (q.h.o.) and the classical particle moving along a circle” has been discussed  in the frame of ’t Hooft conjecture  according to which the dissipation of information which would occur at a Planck scale in a regime of completely deterministic dynamics would play a role in the quantum mechanical nature of our world. In particular, ’t Hooft has shown that in a certain class of classical, deterministic systems, the constraints imposed in order to provide a bounded from below Hamiltonian, introduce information loss and lead to “an apparent quantization of the orbits which resemble the quantum structure seen in the real world”.

Consistently with this scenario, it has been explicitly shown  that the dissipation term in the Hamiltonian for a couple of classical damped-amplified oscillators  is actually responsible for the zero point energy in the quantum spectrum of the 1D linear harmonic oscillator obtained after reduction. Such a dissipative term manifests itself as a geometric phase and thus the appearance of the zero point energy in the spectrum of q.h.o can be related with non-trivial topological features of an underlying dissipative dynamics.

The purpose of this paper is to further analyze the relationship discussed in  between the q.h.o. and the classical particle system, with special reference to the algebraic aspects of such a correspondence.

’t Hooft’s analysis, based on the $`SU(2)`$ structure, uses finite dimensional Hilbert space techniques for the description of the deterministic system under consideration. Then, in the continuum limit, the Hilbert space becomes infinite dimensional, as it should be to represent the q.h.o.. In our approach, we use the $`SU(1,1)`$ structure where the Hilbert space is infinite dimensional from the very beginning.

We show that the relation foreseen by ’t Hooft between classical and quantum systems, involves the group contraction  of both $`SU(2)`$ and $`SU(1,1)`$ to the common limit $`h(1)`$. The group contraction completely clarifies the limit to the continuum which, according to ’t Hooft, leads to the quantum systems.

We then study the $`D_k^+`$ representation of $`SU(1,1)`$ and find that it naturally provides the non-vanishing zero point energy term. Due to the remarkable fact that $`h(1)`$ and the $`D_k^+`$ representations share the same Hilbert space, we are able to find a one-to-one mapping of the deterministic system represented by the $`D_{1/2}^+`$ algebra and the q.h.o. algebra $`h(1)`$. Such a mapping is realized without recourse to group contraction, instead it is a non-linear realization similar to the Holstein-Primakoff construction for $`SU(2)`$ .

Our treatment sheds some light on the relationship between the dissipative character of the system Hamiltonian (formulated in the two-mode $`SU(1,1)`$ representation) and the zero point energy of the q.h.o., in accord with the conclusions presented in Ref..

## II ’t Hooft’s scenario

As far as possible we will closely follow the presentation and the notation of Ref. . We start by considering the discrete translation group in time $`T_1`$. ’t Hooft considers the deterministic system consisting of a set of $`N`$ states, $`\{(\nu )\}\{(0),(1),\mathrm{}(N1)\}`$, on a circle, which may be represented as vectors:

$`(0)=\left(\begin{array}{c}0\\ 0\\ \mathrm{}\\ 1\end{array}\right);(1)=\left(\begin{array}{c}1\\ 0\\ \mathrm{}\\ 0\end{array}\right);\mathrm{};(N1)=\left(\begin{array}{c}0\\ \mathrm{}\\ 1\\ 0\end{array}\right),`$ (13)
and $`(0)(N)`$. The time evolution takes place in discrete time steps of equal size, $`\mathrm{\Delta }t=\tau `$

$`tt+\tau :(\nu )(\nu +1\mathrm{mod}N)`$ (14)
and thus is a finite dimensional representation $`D_N(T_1)`$ of the above mentioned group. On the basis spanned by the states $`(\nu )`$, the evolution operator is introduced as  (we use $`\mathrm{}=1`$):

$`U(\mathrm{\Delta }t=\tau )=e^{iH\tau }=e^{i\frac{\pi }{N}}\left(\begin{array}{ccccc}0& & & & 1\\ 1& 0& & & \\ & 1& 0& & \\ & & \mathrm{}& \mathrm{}& \\ & & & 1& 0\end{array}\right)`$ (20)
This matrix satisfies the condition $`U^N=1\mathrm{I}`$ and it can be diagonalized by a suitable transformation. The phase factor in Eq.(20) is introduced by hand. It gives the $`1/2`$ term contribution to the energy spectrum of the eigenstates of $`H`$ denoted by $`|n`$, $`n=0,1,\mathrm{}N1`$:

$`{\displaystyle \frac{H}{\omega }}|n=(n+{\displaystyle \frac{1}{2}})|n,\omega {\displaystyle \frac{2\pi }{N\tau }}.`$ (21)
The Hamiltonian $`H`$ in Eq.(21) seems to have the same spectrum of the Hamiltonian of the harmonic oscillator. However it is not so, since its eigenvalues have an upper bound implied by the finite $`N`$ value (we have assumed a finite number of states). Only in the continuum limit ($`\tau 0`$ and $`l\mathrm{}`$ with $`\omega `$ fixed, see below) one will get a true correspondence with the harmonic oscillator.

The system of Eq.(13) is plotted in Fig. 1 for $`N=7`$. An underlying continuous dynamics is introduced, where $`x(t)=\mathrm{cos}(\alpha t)\mathrm{cos}(\beta t)`$ and $`y(t)=\mathrm{cos}(\alpha t)\mathrm{sin}(\beta t)`$. At the times $`t_j=j\pi /\alpha `$, with $`j`$ integer, the trajectory touches the external circle, i.e. $`R^2(t_j)=x^2(t_j)+y^2(t_j)=1`$, and thus $`\pi /\alpha `$ is the frequency of the discrete (’t Hooft) system. At time $`t_j`$, the angle of $`R(t_j)`$ with the positive x axis is given by: $`\theta _j=j\pi \beta t_j=j(1\beta /\alpha )\pi `$. When $`\beta /\alpha `$ is a rational number, of the form $`q=M/N`$, the system returns to the origin (modulo $`2\pi `$) after $`N`$ steps. To ensure that the $`N`$ steps cover only one circle, we have to impose $`\alpha (t_j)=j\mathrm{\hspace{0.17em}2}\pi /N`$, which gives the condition $`M=N2`$. Thus, in order to reproduce ’t Hooft’s system for $`N=7`$, as in Fig. 1, we choose $`q=5/7`$. For $`N=8`$, we have $`q=3/4`$ and so on.

The system of Eq.(13) can be described in terms of an $`SU(2)`$ algebra if we set

$`N2l+1,nm+l,ml,\mathrm{},l,`$ (22)
so that, by using the more familiar notation $`|l,m`$ for the states $`|n`$ in Eq.(21) and introducing the operators $`L_+`$ and $`L_{}`$ and $`L_3`$, we can write the set of equations

$`{\displaystyle \frac{H}{\omega }}|l,m`$ $`=`$ $`(n+{\displaystyle \frac{1}{2}})|l,m.`$ (23)
$`L_3|l,m`$ $`=`$ $`m|l,m,`$ (24)
$`L_+|l,m`$ $`=`$ $`\sqrt{(2ln)(n+1)}|l,m+1,`$ (25)
$`L_{}|l,m`$ $`=`$ $`\sqrt{(2ln+1)n}|l,m1.`$ (26)
with the $`su(2)`$ algebra being satisfied $`(L_\pm L_1\pm iL_2)`$:

$`[L_i,L_j]=iϵ_{ijk}L_k,i,j,k=1,2,3.`$ (27)
’t Hooft then introduces the analogues of position and momentum operators:

$`\widehat{x}\alpha L_x,\widehat{p}\beta L_y,\alpha \sqrt{{\displaystyle \frac{\tau }{\pi }}},\beta {\displaystyle \frac{2}{2l+1}}\sqrt{{\displaystyle \frac{\pi }{\tau }}},`$ (28)
satisfying the “deformed” commutation relations

$`[\widehat{x},\widehat{p}]=\alpha \beta iL_z=i\left(1{\displaystyle \frac{\tau }{\pi }}H\right).`$ (29)
The Hamiltonian is then rewritten as

$`H={\displaystyle \frac{1}{2}}\omega ^2\widehat{x}^2+{\displaystyle \frac{1}{2}}\widehat{p}^2+{\displaystyle \frac{\tau }{2\pi }}\left({\displaystyle \frac{\omega ^2}{4}}+H^2\right).`$ (30)
The continuum limit is obtained by letting $`l\mathrm{}`$ and $`\tau 0`$ with $`\omega `$ fixed for those states for which the energy stays limited. In such a limit the Hamitonian goes to the one of the harmonic oscillator, the $`\widehat{x}`$ and $`\widehat{p}`$ commutator goes to the canonical one and the Weyl-Heisenberg algebra $`h(1)`$ is obtained. In that limit the original state space (finite $`N`$) changes becoming infinite dimensional. We remark that for non-zero $`\tau `$ Eq.(29) reminds the case of dissipative systems where the commutation relations are time-dependent thus making meaningless the canonical quantization procedure .

We now show that the above limiting procedure is nothing but a group contraction. One may indeed define $`a^{}L_+/\sqrt{2l}`$$`aL_{}/\sqrt{2l}`$ and, for simplicity, restore the $`|n`$ notation ($`n=m+l`$) for the states:

$`{\displaystyle \frac{H}{\omega }}|n`$ $`=`$ $`(n+{\displaystyle \frac{1}{2}})|n`$ (31)
$`a^{}|n`$ $`=`$ $`\sqrt{{\displaystyle \frac{(2ln)}{2l}}}\sqrt{n+1}|n+1,`$ (32)
$`a|n`$ $`=`$ $`\sqrt{{\displaystyle \frac{2ln+1}{2l}}}\sqrt{n}|n1.`$ (33)
The continuum limit is then the contraction $`l\mathrm{}`$ (fixed $`\omega `$):

$`{\displaystyle \frac{H}{\omega }}|n`$ $`=`$ $`(n+{\displaystyle \frac{1}{2}})|n.`$ (34)
$`a^{}|n`$ $`=`$ $`\sqrt{n+1}|n+1,`$ (35)
$`a|n`$ $`=`$ $`\sqrt{n}|n1,`$ (36)
and, by inspection,

$`[a,a^{}]|n`$ $`=`$ $`|n`$ (37)
$`\{a^{},a\}|n`$ $`=`$ $`2(n+1/2)|n.`$ (38)
We thus have $`[a,a^{}]=1`$ and $`H/\omega =\frac{1}{2}\{a^{},a\}`$ on the representation $`\{|n\}`$. With the usual definition of $`a`$ and $`a^{}`$, one obtains the canonical commutation relations $`[\widehat{x},\widehat{p}]=i`$ and the standard Hamiltonian of the harmonic oscillator.

We note that the underlying Hilbert space, originally finite dimensional, becomes infinite dimensional, under the contraction limit. Then we are led to consider an alternative model where the Hilbert space is not modified in the continuum limit.

## III The $`SU(1,1)`$ systems

The above model is not the only example one may find of a deterministic system which reduces to the quantum harmonic oscillator. For instance, we may consider deterministic systems based on the non compact group $`SU(1,1)`$. An example is the system depicted in Fig. 2: It consists of two subsystems, each of them made of a particle moving along a circle in discrete equidistant jumps. Both particles and circle radii might be different, the only common thing is that both particles are synchronized in their jumps. We further assume that for both particles the ratio (circumference)/(length of the elementary jump) is an irrational number (generally different) so that particles never come back into the original position after a finite number of jumps. We shall label the corresponding states (positions) as $`(n)_A`$ and $`(n)_B`$ respectively. The plot in Fig. 2 is obtained by using the same continuous dynamics as for Fig. 1 with $`\beta /\alpha =5/3+\pi /40`$.

The synchronized time evolution is by discrete and identical time steps $`\mathrm{}t=\tau `$ as follows:

$`tt+\tau ;`$ $`(1)_A(2)_A(3)_A(4)_A\mathrm{},`$
$`(1)_B(2)_B(3)_B(4)_B\mathrm{}.`$
This evolution is, of course, completely deterministic. A practical realization of one of such particle subsystem is in fact provided by a charged particle in the cylindrical magnetron, which is a device with a radial, cylindrically symmetric electric field that has in addition a perpendicular uniform magnetic field. Then the particle trajectory is basically a cycloid which is wrapped around the center of the magnetron. The actual parameters of the cycloid are specified by the Larmor frequency $`\omega _L=qB/2m`$. To implement the discrete time evolution we confine ourself only to an observation of the largest radius positions of the particle. So we disregard any information concerning the actual underlying trajectory. If the the Larmor frequency and orbital frequency are incommensurable then the particle proceeds via discrete time evolution with $`\tau =2\pi /\omega _L`$ and returns into its initial position only after infinitely many revolutions.

The actual states (positions) can be represented by vectors similar in structure to the ones in Eq.(13) with the important difference that in the present case the number $`N`$ of their components is infinite. The one–time–step evolution operator acts on $`(n)_A(m)_B`$ and in the representation space of the states it reads

$`U(\tau )`$ $``$ $`e^{iH\tau }=e^{iH_A\tau }e^{iH_B\tau }`$ (39)
$`=`$ $`\left(\begin{array}{cccc}0& 0& \mathrm{}& 1\\ 1& 0& \mathrm{}& 0\\ 0& 1& \mathrm{}& 0\\ & \mathrm{}& \mathrm{}& \end{array}\right)_A\left(\begin{array}{cccc}0& 0& \mathrm{}& 1\\ 1& 0& \mathrm{}& 0\\ 0& 1& \mathrm{}& 0\\ & \mathrm{}& \mathrm{}& \end{array}\right)_B.`$ (48)
As customary one works with finite dimensional matrices and at the end of the computations the infinite dimensional limit is considered.

It is worth to mentionthat our system consisting of two particles “jumping” along two circles can, in fact, be realized with only a single particle “jumping” on a 2D torus. Assuming that $`\phi _1`$ and $`\phi _2`$ are angular coordinates (longitude and latitude) on the 2D torus we prescribe the one–time–step evolution as

$`tt+\tau ;`$ $`\phi _1\phi _1+\alpha _1\tau ,`$ (50)
$`\phi _2\phi _2+\alpha _2\tau .`$
Note that while the discrete time evolution on latitude circle stays on the latitude circle, the discrete time evolution along longitude does not preserve the longitude circle but deforms it into “winding line”. This is not in contradiction with the previous two–circle model.In reality, the (common) key point is that after infinite (and only infinite) time the system returns into the original position. In fact, in the torus system if $`\alpha _1/\alpha _2`$ is irrational then the positions (states) never return back into the original configuration at any finite time but instead they fill up all the torus surface (they are dense in the torus ). Inasmuch the states (positions) are dense along both “circles” separately and return into the initial position after infinitely long time. We will not consider in this paper further details of these systems since we are here interested mainly in their algebraic description and in the matching with the quantum oscillator in the continuous limit.

The advantage with respect to the previous $`SU(2)`$ case is now that the non-compactness of $`SU(1,1)`$ guarantees that only the matrix elements of the rising and lowering operators are modified in the contraction procedure. Since the $`SU(1,1)`$ group is well known (see e.g. ), we only recall that it is locally isomorphic to the (proper) Lorentz group in two spatial dimensions $`SO(2,1)`$ and it differs from $`SU(2)`$ only in a sign in the commutation relation: $`[L_+,L_{}]=2L_3`$. $`SU(1,1)`$ representations are well known, in particular the discrete series $`D_k^+`$ is

$`L_3|n`$ $`=`$ $`(n+k)|n,`$ (51)
$`L_+|n`$ $`=`$ $`\sqrt{(n+2k)(n+1)}|n+1,`$ (52)
$`L_{}|n`$ $`=`$ $`\sqrt{(n+2k1)n}|n1,`$ (53)
where, like in $`h(1)`$, $`n`$ is any integer greater or equal to zero and the highest weight $`k`$ is a non-zero positive integer of half-integer number.

In order to study the connection with the quantum harmonic oscillator, we set

$`H/\omega =L_3k+1/2.`$ (54)
$`a^{}=L_+/\sqrt{2k},a=L_{}/\sqrt{2k}.`$ (55)
The $`SU(1,1)`$ contraction $`k\mathrm{}`$ again recovers the quantum oscillator Eqs.(36), (38), i.e. the $`h(1)`$ algebra. From (53), as announced, we see that the contraction $`k\mathrm{}`$ does not modify $`L_3`$ and its spectrum but only the matrix elements of $`L_\pm `$. The relevant point is that, while in the $`SU(2)`$ case the Hilbert space gets modified in the contraction limit, in the present $`SU(1,1)`$ case the Hilbert space is not modified in such a limit: a mathematically well founded perturbation theory can be now formulated (starting from Eqs.(53), with perturbation parameter $`1/k`$) in order to recover the wanted Eqs.(36) in the contraction limit.

## IV The zero point energy

We now concentrate on the phase factor in Eq.(20), which fixes the zero point energy in the oscillator spectrum. It is well known that the zero point energy is the true signature of quantization and is a direct consequence of the non-zero commutator of $`\widehat{x}`$ and $`\widehat{p}`$. Thus this is a crucial point in the present analysis.

The $`SU(2)`$ model considered in Section II says nothing about the inclusion of the phase factor.

On the other hand, it is remarkable that the $`SU(1,1)`$ setting, with $`H=\omega L_3`$, always implies a non-vanishing phase, since $`k>0`$. In particular, the fundamental representation has $`k=1/2`$ and thus

$`L_3|n`$ $`=`$ $`(n+1/2)|n,`$ (56)
$`L_+|n`$ $`=`$ $`(n+1)|n+1,`$ (57)
$`L_{}|n`$ $`=`$ $`n|n1.`$ (58)
We note that the rising and lowering operator matrix elements do not carry the square roots, as on the contrary happens for $`h(1)`$ (cf. e.g. Eqs.(36)).

Then we introduce the following mapping in the universal enveloping algebra of $`su(1,1)`$:

$`a={\displaystyle \frac{1}{\sqrt{L_3+1/2}}}L_{};a^{}=L_+{\displaystyle \frac{1}{\sqrt{L_3+1/2}}}`$ (59)
which gives us the wanted $`h(1)`$ structure of Eq.(36), with $`H=\omega L_3`$. Note that now no limit (contraction) is necessary, i.e. we find a one-to-one (non-linear) mapping between the deterministic $`SU(1,1)`$ system and the quantum harmonic oscillator. The reader may recognize the mapping Eq.(59) as the non-compact analog  of the well-known Holstein-Primakoff representation for $`SU(2)`$ spin systems .

We remark that the $`1/2`$ term in the $`L_3`$ eigenvalues now is implied by the used representation. Moreover, after a period $`T=2\pi /\omega `$, the evolution of the state presents a phase $`\pi `$ that it is not of dynamical origin: $`e^{iHT}1`$, it is a geometric-like phase (remarkably, related to the isomorphism between $`SO(2,1)`$ and $`SU(1,1)/Z_2`$ ($`e^{i2\times 2\pi L_3}=1`$)). Thus the zero point energy is strictly related to this geometric-like phase (which confirms the result of Ref. ).

## V The dissipation connection

Eqs.(53) and (58) suggest to us one more scenario where we may recover the already known connection  between dissipation and quantization. Indeed, by introducing the Schwinger-like two mode $`SU(1,1)`$ realization in terms of $`h(1)h(1)`$, the square roots in the eigenvalues of $`L_+`$ and $`L_{}`$ in Eq.(58) may also be recovered. We set:

$`L_+A^{}B^{},L_{}ABL_{+}^{}{}_{}{}^{},`$ (60)
$`L_3{\displaystyle \frac{1}{2}}(A^{}A+B^{}B+1),`$ (61)
with $`[A,A^{}]=[B,B^{}]=1`$ and all other commutators equal to zero. The Casimir operator is $`𝒞^2=1/4+L_3^21/2(L_+L_{}+L_{}L_+)=1/4(A^{}AB^{}B)^2`$.

We now denote by $`\{|n_A,n_B\}`$ the set of simultaneous eigenvectors of the $`A^{}A`$ and $`B^{}B`$ operators with $`n_A`$, $`n_B`$ non-negative integers. We may then express the states $`|n`$ in terms of the basis $`|j,m`$, with $`j`$ integer or half-integer and $`m|j|`$, and

$`𝒞|j,m`$ $`=`$ $`j|j,m,j=1/2(n_An_B),`$ (62)
$`L_3|j,m`$ $`=`$ $`(m+1/2)|j,m,m=1/2(n_A+n_B),`$ (63)
where $`n=m|j|`$ and $`k=|j|+1/2`$ (cf. Eq.(53)). Clearly, for $`j=0`$, i.e. $`n=n_A=n_B`$, we have the fundamental representation (58) and $`L_{}|n=AB|n=\sqrt{n}\sqrt{n}|n=n|n`$ (and similarly for $`L_+`$). This accounts for the absence of square roots in Eqs.(58).

In order to clarify the underlying physics, it is convenient to change basis: $`|\varphi _{j,m}e^{\frac{\pi }{2}L_1}|j,m`$. By exploiting the relation

$`ie^{\frac{\pi }{2}L_1}L_3e^{\frac{\pi }{2}L_1}=L_2,`$ (64)
we have

$`L_2|\varphi _{j,m}=i(m+1/2)|\varphi _{j,m}.`$ (65)
Here it is necessary to remark that one should be careful in handling the relation (64) and the states $`|\varphi _{j,m}`$. In fact Eq.(64) is a non-unitary transformation in $`SU(1,1)`$ and the states $`|\varphi _{j,m}`$ do not provide a unitary irreducible representation (UIR). They are indeed not normalizable states  (in any UIR of $`SU(1,1)`$, $`L_2`$ should have a purely continuous and real spectrum , which we do not consider in the present case). It has been shown that these pathologies can be amended by introducing a suitable inner product in the state space  and by operating in the Quantum Field Theory framework.

In the present case, we set the Hamiltonian to be

$`H`$ $`=`$ $`H_0+H_I.`$ (66)
$`H_0`$ $`=`$ $`\mathrm{\Omega }(A^{}AB^{}B)=2\mathrm{\Omega }𝒞,`$ (67)
$`H_I`$ $`=`$ $`i\mathrm{\Gamma }(A^{}B^{}AB)=2\mathrm{\Gamma }L_2.`$ (68)
Here we have also added the constant term $`H_0`$ and set $`2\mathrm{\Gamma }\omega `$.

In Ref. it has been shown that the Hamiltonian (66) arises in the quantization procedure of the damped harmonic oscillator. On the other hand, in Ref., it was shown that the above system belongs to the class of deterministic quantum systems à la ’t Hooft, i.e. those systems who remain deterministic even when described by means of Hilbert space techniques. The quantum harmonic oscillator emerges from the above (dissipative) system when one imposes a constraint on the Hilbert space, of the form $`L_2|\psi =0`$. Further details on this may be found in Ref..

## VI Conclusions

In this paper, we have discussed algebraic structures underlying the quantization procedure recently proposed by G.’t Hooft . We have shown that the limiting procedure used there for obtaining truly quantum systems out of deterministic ones, has a very precise meaning as a group contraction from $`SU(2)`$ to the harmonic oscillator algebra $`h(1)`$.

We have then explored the rôle of the non-compact group $`SU(1,1)`$ and shown how to realize the group contraction to $`h(1)`$ in such case. One advantage of working with $`SU(1,1)`$ is that its representation Hilbert space is infinite dimensional, thus it does not change dimension in the contraction limit, as it happens for the $`SU(2)`$ case.

However, the most important feature appears when we consider the $`D_k^+`$ representations of $`SU(1,1)`$, and in particular $`D_{1/2}^+`$: we have shown that in this case the zero-point energy is provided in a natural way with the choice of the representation. Also, we realize a one-to-one mapping of the deterministic system onto the quantum harmonic oscillator. Such a mapping is an analog of the well known Holstein-Primakoff mapping used for diagonalizing the ferromagnet Hamiltonian .

Finally, we have given a realization of the $`SU(1,1)`$ structure in terms of a system of damped-amplified oscillators  and made connection with recent results .

## Acknowledgments

We acknowledge the ESF Program COSLAB, EPSRC, INFN and INFM for partial financial support.


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# Spectrum of a weakly hypercyclic operator meets the unit circle

## Abstract.

It is shown that every component of the spectrum of a weakly hypercyclic operator meets the unit circle. The proof is based on the lemma that a sequence of vectors in a Banach space whose norms grow at geometrical rate doesn’t have zero in its weak closure.

###### Key words and phrases:

Weakly hypercyclic operator, spectrum, spectral set, weak closure.  The research of the first author was supported by a summer research grant from the University of South Carolina while on sabbatical as a Visiting Scholar at The University of Texas at Austin.

Suppose that $`T`$ is a bounded operator on a nonzero Banach space $`X`$. Given a vector $`xX`$, we say that $`x`$ is hypercyclic for $`T`$ if the orbit $`\mathrm{Orb}_Tx=\{T^nx\}_n`$ is dense in $`X`$. Similarly, $`x`$ is said to be weakly hypercyclic if $`\mathrm{Orb}_Tx`$ is weakly dense in $`X`$. A bounded operator is called hypercyclic or weakly hypercyclic if it has a hypercyclic or, respectively, a weakly hypercyclic vector. It is shown in \[CS\] that a weakly hypercyclic vector need not be hypercyclic, and there exist weakly hypercyclic operators which are not hypercyclic. C. Kitai showed in \[K\] that every component of the spectrum of a hypercyclic operator intersects the unit circle. K. Chan and R. Sanders asked in \[CS\] if the spectrum of a weakly hypercyclic operator meets the unit circle. In this note we show that every component of the spectrum of a weakly hypercyclic operator meets the unit circle.

###### Lemma 1.

Let $`X`$ be a Banach space and let $`c>1`$. Suppose that $`x_nX`$ satisfies $`x_nc^n`$ for all $`n1`$. Then $`0\overline{\{x_n\}_n}^w`$.

###### Proof.

Let $`N`$ be the smallest positive integer such that $`c^N>2`$. We shall prove that there exist $`F_1,\mathrm{},F_NX^{}`$ such that

(1)
$$\underset{1kN}{\mathrm{max}}\left|F_k(x_n)\right|1(n1).$$

Since $`x_nc^n`$, by replacing $`x_n`$ by $`(c^n/x_n)x_n`$, it suffices to prove (1) for the case in which $`x_n=c^n`$ for all $`n1`$. First suppose that $`c>2`$, so that $`N=1`$. We have to construct $`F_1X^{}`$ such that $`\left|F_1(x_n)\right|1`$ for all $`n1`$. First choose $`f_1X^{}`$ with $`f_1(x_1)=1`$. Then either $`\left|f_1(x_2)\right|<1`$ or $`\left|f_1(x_2)\right|1`$. In the former case the Hahn-Banach theorem guarantees the existence of $`g_2X^{}`$ such that $`g_21/x_2=c^2`$, $`\left|g_2(x_2)\right|=1\left|f_1(x_2)\right|`$, and $`\left|(f_1+g_2)(x_2)\right|=1`$. In the latter case, set $`g_2=0`$. Note that

$$\left|(f_1+g_2)(x_1)\right|1g_2x_11c^1.$$

Set $`f_2=f_1+g_2`$. Repeating this argument, we can find $`g_3X^{}`$ such that $`g_31/x_3=c^3`$ and $`\left|(f_2+g_3)(x_3)\right|1`$. Note that

$$\left|(f_2+g_3)(x_1)\right|\left|f_2(x_1)\right|g_3x_11c^1c^2$$

and also that

$$\left|(f_2+g_3)(x_2)\right|1g_3x_21c^1.$$

Set $`f_3=f_2+g_3`$. Continuing in this way we obtain $`f_nX^{}`$ such that (setting $`g_n=f_nf_{n1}`$) $`g_nc^n`$ and

(2)
$$\left|f_n(x_k)\right|1\underset{i=1}{\overset{nk}{}}c^i(1kn).$$

Thus, $`\{f_n\}_n`$ is norm-convergent in $`X^{}`$ to some $`fX^{}`$. From (2), we obtain (since $`c>2`$)

$$\left|f(x_k)\right|=\underset{n}{lim}\left|f_n(x_k)\right|1\underset{i=1}{\overset{\mathrm{}}{}}c^i=\frac{c2}{c1}>0.$$

Set $`F_1=(c1)(c2)^1f`$, to complete the proof in the case $`c>2`$.

Now suppose that $`1<c<2`$. Set $`\alpha =c^N>2`$. For each $`1kN`$, consider the sequence $`y_n=x_{k+(n1)N}`$ ($`n1`$). Then $`y_n=(c^k/\alpha )\alpha ^n`$. Since $`\alpha >2`$ there exists $`F_kX^{}`$ such that $`\left|F_k(y_n)\right|1`$ for all $`n1`$, which proves (1). ∎

###### Remark 2.

Recall that a closed subspace $`Y`$ of $`X^{}`$ is said to be norming if there exists $`C>0`$ such that

$$xCsup\{\left|f(x)\right|:fY,f1\}(xX).$$

The argument of Lemma 1 easily generalizes to give the following result. Suppose that $`Y`$ is norming for $`X`$ and that $`\{x_n\}_n`$ is a sequence in $`X`$ satisfying $`x_nc^n`$, where $`c>1`$. Then $`0`$ does not belong to the $`\sigma (X,Y)`$-closure of $`\{x_n\}_n`$. In particular, Lemma 1 is valid for the weak-star topology when $`X`$ is a dual space.

We also make use of the following simple numerical fact. If $`(t_n)`$ is a sequence in $`^+\{\mathrm{}\}`$, then

$$\underset{n\mathrm{}}{lim\; sup}\sqrt[n]{t_n}=inf\{\nu >0\underset{n\mathrm{}}{lim}\frac{t_n}{\nu ^n}=0\}=inf\{\nu >0\underset{n\mathrm{}}{lim\; sup}\frac{t_n}{\nu ^n}<\mathrm{}\}.$$

In particular, if $`T`$ is a bounded operator with spectral radius $`r`$, then the Gelfand formula $`lim_n\sqrt[n]{T^n}=r`$ yields that $`\frac{T^n}{\lambda ^n}0`$ for every scalar $`\lambda `$ with $`|\lambda |>r`$.

###### Theorem 3.

If $`T`$ is weakly hypercyclic, then every component of $`\sigma (T)`$ meets $`\{z:|z|=1\}`$.

###### Proof.

Let $`x`$ be a weakly hypercyclic vector for $`T`$. Let $`\sigma `$ be a non-empty component of $`\sigma (T)`$, denote $`\sigma ^{}=\sigma (T)\sigma `$. Denote by $`X_\sigma `$ and $`X_\sigma ^{}`$ the corresponding spectral subspaces, then $`X_\sigma `$ and $`X_\sigma ^{}`$ are closed, $`T`$-invariant, and $`X=X_\sigma X_\sigma ^{}`$. Also, $`\sigma (T_{|X_\sigma })=\sigma `$ and $`\sigma (T_{|X_\sigma ^{}})=\sigma ^{}`$. Note that $`\sigma ^{}`$ might be empty, in which case we have $`X_\sigma =X`$ and $`X_\sigma ^{}=\{0\}`$.

Denote by $`P_\sigma `$ the spectral projection corresponding to $`\sigma `$, then $`X_\sigma =\mathrm{Range}P_\sigma `$. Denote $`y=P_\sigma x`$. Without loss of generality, $`y=1`$. Since $`P_\sigma `$ is bounded and, therefore, weakly continuous, and $`\mathrm{Orb}_Ty=P_\sigma \left(\mathrm{Orb}_Tx\right)`$, we conclude that $`\mathrm{Orb}_Ty`$ is weakly dense in $`X_\sigma `$. Thus, $`y`$ is weakly hypercyclic for $`T_{|X_\sigma }`$.

Observe that the inclusion $`\sigma \{z:|z|<1\}`$ is impossible. Indeed, in this case the spectral radius of $`T_{|X_\sigma }`$ would be less than 1, so that $`T^ny0`$, which contradicts $`y`$ being weakly hypercyclic for $`T_{|X_\sigma }`$.

Finally, we show that the inclusion $`\sigma \{z:|z|>1\}`$ is equally impossible. In this case $`0\sigma =\sigma (T_{|X_\sigma })`$, so that $`T_{|X_\sigma }`$ is invertible. Denote the inverse by $`S`$. Then $`S`$ is a bounded operator on $`X_\sigma `$ and by the Spectral Mapping Theorem

$$\sigma (S)=\{\lambda \lambda ^1\sigma (T_{|X_\sigma })\}\{z:|z|<1\}.$$

Therefore, $`r(S)<a`$ for some $`0<a<1`$. This yields $`lim_n\frac{S^n}{a^n}=0`$, so that $`S^na^n`$ for all sufficiently large $`n`$. In particular,

$$1=y=S^nT^nya^nT^ny,$$

so that $`T^ny\frac{1}{a^n}`$. Lemma 1 asserts that $`0\overline{\{T^ny\}_n}^w`$, which contradicts $`y`$ being weakly hypercyclic for $`T_{|X_\sigma }`$. ∎

###### Proposition 4.

Suppose that $`Y`$ is norming for $`X`$. If $`T`$ has a hypercyclic vector for the $`\sigma (X,Y)`$ topology, then the spectrum of $`T`$ intersects $`\{z:|z|=1\}`$.

###### Proof.

Suppose, to derive a contradiction, that $`\sigma (T)`$ does not intersect the unit circle. We use the notation introduced above with $`\sigma =\sigma (T)\{z:|z|<1\}`$ and $`\sigma ^{}=\sigma (T)\sigma `$. Let $`x`$ be a hypercyclic vector for the $`\sigma (X,Y)`$-topology. Then $`x=y+z`$, where $`yX_\sigma `$ and $`zX_\sigma ^{}`$. Since $`T^ny0`$, it follows easily that $`z`$ is hypercyclic, and hence that $`z0`$. But then there exists $`c>1`$ such that $`T^nzc^n`$ for all sufficiently large $`n`$, which contradicts Remark 2. ∎


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# Weak gravitational lensing: reducing the contamination by intrinsic alignments

## 1 Introduction

Weak gravitational lensing by intervening large-scale structure introduces a coherent distortion in faint galaxy images. Several independent surveys have measured this ‘cosmic shear’ effect and are now able estimate the bias parameter, b, (??) and set joint constraints on the values of the matter density parameter $`\mathrm{\Omega }_\mathrm{m}`$ and the amplitude of the matter power spectrum, $`\sigma _8`$ (??????).

A potential limitation of this technique is the intrinsic correlation of the ellipticities of nearby galaxies which can result from gravitational interactions during galaxy formation. This ‘tidal torquing’ leads to a net alignment of nearby galaxies which could produce a spurious signal similar to that induced by weak gravitational lensing. A number of studies have investigated the amplitude of this intrinsic alignment effect with some broad agreement, (?, hereafter HRH, ????????), but it is fair to say that an accurate estimate of this effect eludes us. For low-redshift surveys, for example SuperCOSMOS and the Sloan spectroscopic galaxy sample, where the median redshift is $`z_m0.1`$, the correlation of ellipticities due to intrinsic alignment is far greater than the expected lensing signal. As the survey depth increases, galaxies at fixed angular separation are distributed over wider ranges of redshifts, leaving only a small proportion of the galaxy pairs close enough for tidal interactions to correlate the ellipticities. This reduction in the total angular intrinsic alignment signal, combined with an increasing line-of-sight distance boosting the lensing signal, leaves a smaller intrinsic alignment contamination for deeper surveys. The majority of studies find that for surveys with depths $`z_m1`$ the estimated contamination contributes to up to $`10\%`$ of the lensing signal, although ? has argued that the contamination could be much higher. As cosmic shear measurements become more accurate these low levels of contamination cannot be considered negligible.

If an accurate estimate of the intrinsic ellipticity correlation strength did exist, then it would be possible to subtract it, leaving the correlation induced purely by lensing. In the absence of a good estimate for the intrinsic correlation function, it is obvious that one can improve upon a straightforward ellipticity correlation by down-weighting galaxy pairs close in redshift and angular sky separation. This can be done at the expense of increasing the shot noise contribution from the distribution of individual galaxy ellipticities.

In this work, we deduce the optimal pair weighting for an arbitrary survey, given accurate information about the galaxy distances. We use these results on the Sloan spectroscopic survey design to show that the optimal weighting scheme can largely remove the contamination by intrinsic alignments leaving almost pure shot noise. The shallow depth of this spectroscopic sample still prevents its use for weak lensing studies as the remaining shot noise exceeds the expected weak lensing signal.

For multi-colour surveys with photometric redshift information we propose a semi-optimised procedure of excluding pairs which are likely to be close in three dimensions. Comparison with the optimal method shows this can be very effective. We apply this technique to the Sloan photometric survey (SDSS) with $`z_m0.2`$, and three deeper surveys, the Red-Sequence Cluster Survey (RCS) with $`z_m0.56`$, (?), a sample of the COMBO-17 survey with $`z_m0.6`$, (?) and the Oxford Dartmouth Thirty survey (ODT) with $`z_m1.0`$, (?). We find that even with fairly inaccurate photometric redshifts it is possible to reduce the contamination from intrinsic alignments significantly. For the photometric SDSS, the improvement is dramatic, enabling it to be used as a weak lensing survey. For the deeper surveys we show that using this weighting scheme, intrinsic alignment contamination can be reduced by several orders of magnitude.

The effect of the non-uniform weighting on the weak lensing shear correlation function is calculated. We find that galaxy pair weighting slightly reduces the lensing signal, the reduction dependent on the photometric redshift accuracy and the survey depth.

This paper is organised as follows. In $`\mathrm{\S }`$2 we briefly describe related weak lensing theory. In §3 we derive the optimal pair weighting for a spectroscopic survey. We discuss the results of pair weighting for the Sloan spectroscopic sample in $`\mathrm{\S }`$4, comparing HRH and Jing intrinsic alignment models. In $`\mathrm{\S }`$5 we propose an alternative scheme for multi-colour surveys with photometric redshift information and present the results in $`\mathrm{\S }`$6. These results are compared with the expected weighted lensing signal derived in the Appendix. In $`\mathrm{\S }`$7 we discuss the results and the implications for the design of future weak lensing surveys.

## 2 Theory

In the weak lensing limit the ellipticity of a galaxy, $`(e_1,e_2)`$, is an unbiased estimate of the shear $`\gamma `$, the stretching and compression of the galaxy image caused by the gravitational lensing of its light. Ellipticity is defined by approximating each galaxy as an ellipse with axial ratio $`\beta `$, at position angle $`\varphi `$, measured counterclockwise from the x-axis.

$$\left(\begin{array}{c}e_1\\ e_2\end{array}\right)=\frac{\beta ^21}{\beta ^2+1}\left(\begin{array}{c}\mathrm{cos}2\varphi \\ \mathrm{sin}2\varphi \end{array}\right)$$
(1)
The complex shear $`\gamma `$ is related to the average galaxy ellipticity by $`\gamma e/2e_1+ie_2/2`$. A useful statistic which can be used to constrain the matter power spectrum is the shear correlation function, $`\gamma \gamma ^{}_\theta `$, for galaxies separated by angle $`\theta `$. For randomly-orientated galaxies in the absence of weak lensing, a correlation of galaxy ellipticities would yield a zero result at all angular scales. The presence of weak lensing introduces coherent shearing distortions, producing ellipticity or shear correlations which are related to the nonlinear mass power spectrum $`P_\delta `$ via

$$\gamma \gamma ^{}_\theta =\frac{1}{2\pi }𝑑kkP_\kappa (k)J_0(k\theta ),$$
(2)
where $`J_0`$ is the zeroth Bessel function of the first order and $`P_\kappa (k)`$ is the convergence power spectrum at wave number $`k`$,

$$P_\kappa (k)=\frac{9H_0^4\mathrm{\Omega }_m^2}{4c^4}_0^{w_H}𝑑w\frac{g^2(w)}{a^2(w)}P_\delta (\frac{k}{f_K(w)},w),$$
(3)
$`f_K(w)`$ is the comoving angular diameter distance out to a comoving radial geodesic distance $`w`$, and is defined in the Appendix; $`a(w)`$ is the dimensionless scale factor, $`H_0`$ is the Hubble parameter and $`\mathrm{\Omega }_m`$ the matter density parameter. The second argument of $`P_\delta `$ allows for time-evolution of the power spectrum. $`g(w)`$ is a weighting function locating the lensed sources,

$$g(w)=_w^{w_H}𝑑w^{}\varphi (w^{})\frac{f_K(w^{}w)}{f_K(w^{})}.$$
(4)
$`\varphi (w(z))`$ is the redshift distribution or selection function, and $`w_H`$ is the horizon distance, (?).

In addition to shear correlations produced by lensing, several groups have found evidence for an intrinsic alignment component. This means that to some degree, galaxies are not randomly orientated. In the absence of intrinsic correlations, the shear correlation function $`\gamma \gamma ^{}_\theta `$ can be estimated from a catalogue of galaxy shapes through estimates of the ellipticity correlation function

$$\widehat{e_ae_b^{}}_\theta =Real\left[\frac{_{ab}W_{ab}\mathrm{e}_a(𝐱)\mathrm{e}_b^{}(𝐱+𝜽)}{_{ab}W_{ab}}\right]$$
(5)
where $`e_a`$ is the ellipticity of galaxy $`a`$. In practice the pair sum is taken over galaxies in a small range $`\mathrm{\Delta }\theta `$.

Typically the weight assigned to each pair of galaxies, $`W_{ab}`$, is the product of the uncertainty in each galaxy shape measurement. In the next section we derive an additional optimal pair weight which, in effect, down-weights galaxy pairs close enough to contribute to a contaminating intrinsic alignment signal, enabling the ellipticity correlation estimator to be directly related to the lensing shear correlation function.

## 3 Optimal Pair Weighting for Spectroscopic Surveys

The ellipticity correlation function, for pairs separated by an angle $`\theta `$ is given by equation 5. This estimate includes an uncertain contribution from intrinsic alignments, $`I_{ab}`$. The estimate of the lensing shear correlation function $`E[\gamma \gamma ^{};\theta ]`$ is therefore

$$E[\gamma \gamma ^{};\theta ]=\frac{1}{4}\frac{\underset{ab}{}W_{ab}\left(e_ae_b^{}I_{ab}\right)}{_{ab}W_{ab}}$$
(6)
The amplitude of the intrinsic correlation is controlled by the comoving distance between the galaxy pair. It is only significant for galaxies closer than a few tens of Mpc at most, in which case the comoving separation is given by

$$R_{ab}^2(w_aw_b)^2+\left[f_K\left(\frac{w_a+w_b}{2}\right)\right]^2\theta ^2.$$
(7)
In principle, the intrinsic ellipticity correlation depends on the orientation of the galaxy pair in three dimensions, and also on the redshifts of the galaxies. However, studies of the intrinsic effect average over the orientation, and there seems to be little evolution with redshift. Thus we assume we have an estimate of an average correlation function which depends only on the separation $`R`$ of the two galaxies:

$$\eta _I(R)e(𝐱)e^{}(𝐱+𝐑)_I.$$
(8)
where the average is over galaxy positions $`𝐱`$, assumed to be known precisely. In practice, peculiar velocity distortions and spectroscopic redshift uncertainties lead to errors of order $`\mathrm{\Delta }z0.001`$, which we will neglect. This is justified because, as we show in section 6, surveys with photometric redshift errors much larger than this can have intrinsic signals removed virtually as effectively as the idealised example treated here. $`\eta _I(R)`$ can be calculated approximately, from numerical simulations (HRH, ??) or analytic approximation (?????). The published results do differ by more than an order of magnitude, and this uncertainty has to be considered when choosing which $`\eta _I(R)`$ model to use in the following pair weighting scheme. The preferred strategy when applying this technique is to assume the largest theoretical model for $`\eta _I(R)`$ to ensure that all feasible contamination from intrinsic alignments is removed. This is discussed further in section 6.

To calculate the angular intrinsic contribution to the weak lensing signal, $`\eta _I(R)`$ is averaged over galaxy pairs separated by $`\theta `$ with a redshift distribution characteristic of the depth of the survey. This can be compared to the signal measured from low-redshift surveys such as the SuperCOSMOS survey (?), where ellipticity correlations are dominated by intrinsic alignments. These studies show very rough agreement of the amplitude of the effect, but the problem is sufficiently difficult that a definitive accurate study has yet to emerge. To quantify our uncertainty on the intrinsic correlations, we assume the intrinsic alignment prediction has a fractional error $`f`$ and thus a variance

$$\sigma _{IA}^2=f^2I_{ab}^2$$
(9)
where $`I_{ab}`$ is a weighted average. and we will conservatively take $`f1`$ in what follows. The error in the estimator of the lensing correlation function, equation 6, has two main sources: uncertainty in the intrinsic correction, and shot noise from the intrinsic ellipticity distribution. If the variance of Real($`e_ae_b^{}`$) is $`\sigma _{\mathrm{pair}}^2`$, then the shot noise error is

$$\sigma _{\mathrm{SN}}^2=\frac{\underset{ab}{}W_{ab}^2\sigma _{\mathrm{pair}}^2}{\left(_{ab}W_{ab}\right)^2}.$$
(10)
In the limit of an infinite number of galaxies, $`\sigma _{\mathrm{SN}}`$ tends to zero.

Considering the shot noise error and intrinsic alignment error only, the total error on the lensing correlation function is then given by

$$\sigma _L^2=\frac{\underset{ab}{}W_{ab}^2\sigma _{\mathrm{pair}}^2+\left(\underset{ab}{}W_{ab}fI_{ab}\right)^2}{\left(_{ab}W_{ab}\right)^2}$$
(11)
We minimise this variance subject to $`_{ab}W_{ab}=`$ constant. The weights for a galaxy pair $`p=\{a,b\}`$ then satisfy

$$W_p\sigma _{\mathrm{pair}}^2+f^2I_p\underset{q}{}W_qI_q=\frac{\lambda ^{}}{2}$$
(12)
where $`\lambda ^{}`$ is a Lagrange multiplier. If we define a matrix

$$M_{pq}J_pJ_q$$
(13)
where

$$J_p\frac{fI_p}{\sigma _{\mathrm{pair}}}$$
(14)
then $`W_p`$ satisfies

$$W_p+M_{pq}W_q=\lambda U_p$$
(15)
where $`\lambda `$ is an unimportant constant which we will set later by choosing the weights of uncorrelated pairs ($`J_p`$=0) to be unity. $`U_p`$ is a ‘unit’ vector consisting entirely of ones. The solution is

$$𝐖=(𝐈+𝐌)^1𝐔.$$
(16)
Because of the form of M, the inverse can be computed, by expanding $`(𝐈+𝐌)^1=𝐈𝐌+𝐌^2\mathrm{}`$, with elements $`[(𝐈+𝐌)^1]_{pq}=\delta _{pq}+J_pJ_q(1+\mathrm{\Lambda }_2\mathrm{\Lambda }_2^2+\mathrm{})`$, where

$$\mathrm{\Lambda }_2\underset{r}{}J_r^2.$$
(17)
Hence

$$[(𝐈+𝐌)^1]_{pq}=\delta _{pq}\frac{J_pJ_q}{1+\mathrm{\Lambda }_2}.$$
(18)
The weight is then obtained from equation (16), equivalent to summing (18) over pairs $`q`$:

$$W_p=1\frac{J_p\mathrm{\Lambda }_1}{1+\mathrm{\Lambda }_2}$$
(19)
where $`\mathrm{\Lambda }_1_rJ_r`$ and we have chosen $`\lambda =1`$. This is the optimal weighting scheme if distances to the galaxies are accurately known.

### 3.1 Reduction in variance

The variance in the lensing signal is given by equation (11), which may be written

$$\sigma _L^2=\sigma _{\mathrm{pair}}^2\frac{\left[\underset{p}{}W_p^2+\left(\underset{p}{}W_pJ_p\right)^2\right]}{\left(_pW_p\right)^2}.$$
(20)
For comparison, with equal weighting of $`N`$ galaxy pairs, the variance is

$$\sigma _L^2=\frac{\sigma _{\mathrm{pair}}^2}{N^2}\left(N+\mathrm{\Lambda }_1^2\right)[\mathrm{equal}\mathrm{weighting}].$$
(21)
For optimal weighting,

$$\sigma _L^2=\sigma _{\mathrm{pair}}^2\frac{\left(1+\mathrm{\Lambda }_2\right)}{N\left(1+\mathrm{\Lambda }_2\right)\mathrm{\Lambda }_1^2}[\mathrm{optimal}].$$
(22)
The ratio of the optimal variance to the equal weighting variance is shown in Fig. 1 as a function of $`\lambda _1\mathrm{\Lambda }_1/\sqrt{N}`$ and $`\mathrm{\Lambda }_2`$, and is given by

$$\mathrm{Ratio}=\frac{(1+\mathrm{\Lambda }_2)}{(1+\lambda _1^2)(1+\mathrm{\Lambda }_2\lambda _1^2)}.$$
(23)
Note that $`\lambda _1^2\mathrm{\Lambda }_2`$, which can be shown by considering the positive quantity $`_p(J_pJ_p)^2`$.

The sums over galaxy pairs may be estimated by integrals over the mean number density of the survey, assuming that we have accurate comoving galaxy distances which could come from a spectroscopic redshift survey such as the Sloan spectroscopic galaxy sample. Redshifts can be converted into distance coordinates $`w`$ using the approximate formulae in ?.

In order to set the weights, we need to compute

$`\mathrm{\Lambda }_n`$ $`=`$ $`\left({\displaystyle \frac{f}{\sigma _{\mathrm{pair}}}}\right)^n{\displaystyle \underset{a,b}{}}I_{ab}^n`$ (24)
$``$ $`2\pi \theta \mathrm{\Delta }\theta \mathrm{\Delta }\mathrm{\Omega }\left({\displaystyle \frac{f}{\sigma _{\mathrm{pair}}}}\right)^n{\displaystyle 𝑑w_a𝑑w_b}`$
$`\eta _I^n(R_{ab})\varphi _w(w_a)\varphi _w(w_b)\left[1+\xi (R_{ab})\right]`$
where the selection function $`\varphi _w(w)`$ is the number of objects at distance $`w`$ included in the survey, and $`\xi `$ is the galaxy two-point correlation function. $`\varphi _w`$ is related to the redshift selection function $`\varphi _z`$ by $`\varphi _wdw=\varphi _zdz`$ and we use the redshift distribution of the form.

$$\varphi _z(z)z^2\mathrm{exp}\left[\left(\frac{z}{z_0}\right)^{1.5}\right]$$
(25)
where the median redshift of the survey is $`z_m1.4z_0`$. This is normalised by $`𝑑z\varphi _z(z)=n_{\mathrm{str}}`$, where $`n_{\mathrm{str}}`$ is the number of galaxies per steradian in the survey. Note that for $`n=0`$ we calculate $`N`$, the expected number of pairs at separation between $`\theta `$ and $`\theta +\mathrm{\Delta }\theta `$. For $`\sigma _{\mathrm{pair}}`$, we assume that the dispersion in ellipticity is $`\sigma _e0.2`$, (?), giving $`\sigma _{\mathrm{pair}}0.04`$.

Typically, for angular scales less than $`\theta 15`$ arcminutes, we find that $`\lambda _1^2\mathrm{\Lambda }_2`$. The ratio, equation 23, is then simply $`\lambda _1^2`$, and the optimally-weighted error is almost pure shot-noise $`\sigma _L^2\sigma _{\mathrm{pair}}^2/N`$. Changing $`\mathrm{\Delta }\theta `$ predominantly alters $`N`$ and hence the amplitude of the shot noise component.

Note that the weights are not constrained to be positive and in extreme cases, if $`J_p`$ is large, can be negative. The reason for this is that the contribution to the error from intrinsic alignments is assumed to be proportional to the intrinsic alignment signal itself. If this is the dominant error term, it is possible that one can have a net gain by reducing this term through giving some pairs negative weight. This behaviour is, however, rare.

## 4 Results for the Sloan Spectroscopic Sample: Comparison of HRH and Jing intrinsic alignment models

Covering $`\pi `$ steradian the Sloan Digital Sky Survey, SDSS, is a wide, shallow survey. The spectroscopic galaxy sample has a median redshift of 0.1 with redshift measurements known to an accuracy of $`\mathrm{\Delta }z=0.0001`$ (?). Figure 2 shows the reduced intrinsic alignment error calculated using the optimal weighting scheme, compared to the error introduced to the lensing signal by an unweighted HRH intrinsic alignment signal and an unweighted Jing intrinsic alignment signal at a redshift of 0.1. The minimised signal for both intrinsic alignment models is close to pure shot noise with residuals of less than 1%.

The published differences between the HRH and Jing models come from from the higher resolution N-body simulation used by Jing, and differences in the choice of $`\xi (R)`$. Jing finds that the spatial ellipticity correlation of the halos, $`\eta _I(R)`$, derived for the same minimum dark matter halo mass, is higher by a factor of 2, compared to the elliptical HRH model. This model assumes that the ellipticity of the galaxy is the same as that of the parent halo. It is sensitive to the accuracy of the halo shape measurement and is therefore better determined in the higher resolution simulations. A second difference, in the angular intrinsic ellipticity correlation, arises since Jing uses a larger two-point correlation function, measured from the simulation itself, whereas HRH assumed $`\xi (R)=(R/\mathrm{\hspace{0.17em}5}h^1\mathrm{Mpc})^{1.8}`$. HRH also used a model for spiral galaxies, where the galaxy is modelled as a thin disk, perpendicular to the angular momentum vector of the parent halo. The spiral model has significantly lower correlations at spatial separations $`R_{ab}>5h^1\mathrm{Mpc}`$.

Except where otherwise stated, we use the HRH spiral model throughout this paper. $`\eta _I(R)`$, summed over $`e_1`$ and $`e_2`$, is fitted by an exponential: $`\eta _I(R)=0.012\mathrm{exp}(R/[1.5h^1Mpc])`$. We should point out that fitting an exponential model could underestimate $`\eta _I(R)`$ on large scales $`R>10\mathrm{h}^1\mathrm{Mpc}`$, where the signal-to-noise is low. This would then lead to an underestimation of the intrinsic signal on angular scales $`\theta 10^{}`$. If this were the case, however, the results would be inconsistent with the lack of detection of a B mode signal on these scales found by ?, discussed further in section 6. Figure 2 shows the contamination expected from this exponential HRH model and the larger signal found by ?, assuming the same minimum halo mass as HRH ($`6.9\times 10^{11}\mathrm{M}_{}`$). We have, however, used the power-law two-point correlation function to convert the Jing $`\eta _I(R)`$ fitting formula into an angular signal. Increasing the minimum halo mass increases the unweighted Jing signal, but does not greatly affect the minimised signal leaving residuals at less than 3% of the shot noise.

As the Sloan spectroscopic sample is so shallow, the expected lensing signal is negligible preventing this spectroscopic sample from being used as a weak lensing data set. It is however an interesting test of the method showing that the optimal weighting scheme will almost completely remove both the HRH and the stronger Jing model for intrinsic alignments. We will therefore proceed with the HRH spiral model for intrinsic alignment, as the method has been shown to remove successfully any amplitude of intrinsic alignment provided the signal is significant only for galaxy pairs closer than a few tens of Mpc.

## 5 Using Photometric Redshifts

The method detailed in section 3 is only feasible for spectroscopic surveys with essentially known galaxy distances. More typically we have good estimates of galaxy distances from photometric redshifts with associated errors. These errors are much larger than the scale over which the intrinsic alignments are correlated. We must therefore define a new weighting scheme for galaxy pairs dependent on their estimated redshifts alone. Those weights are then transformed into an average weight assigned to a pair at true redshift separation to calculate the residual angular intrinsic contribution.

Using the minimum lensing error derived in section 3 as a benchmark we propose a simpler approach to derive the weightings for galaxies at estimated distances. Applying the accuracy of the Sloan spectroscopic sample, $`\mathrm{\Delta }_z=0.0001`$, to this alternative method we come very close to reproducing the previously derived minimum. This shows that our alternative method, in the limit of accurate photometric redshift information, is close to the optimal result. As the errors in the distance measurements increase, our ability to down-weight close galaxy pairs correctly decreases, and the residual intrinsic contamination increases.

For a pair of galaxies with estimated redshift $`\widehat{z}_a`$ and $`\widehat{z}_b`$ we assign a zero weight if $`|\widehat{z}_a\widehat{z}_b|<\alpha \mathrm{\Delta }_z`$ and a weight of one otherwise. We choose $`\alpha `$ to minimise the total error on the shear correlation function. The optimum value depends on angular separation, and survey details. Clearly, this is not the most general weighting scheme, but we will see later that, with good photometric redshifts, this simple procedure does almost as well as the theoretical optimum where all galaxy distances are known. Assuming that the estimated redshifts are distributed normally about the true redshifts with Gaussian widths given by $`\mathrm{\Delta }_z`$, we find that the average weight for a galaxy pair at true redshifts $`z_a`$ and $`z_b`$ is given by

$$W_{ab}=1\frac{1}{2\sqrt{\pi }}𝑑x\mathrm{e}^{x^2}\left[\mathrm{erf}(y+x)\mathrm{erf}(v+x)\right]$$
(26)
where

$$x\frac{\widehat{z}_az_a}{\sqrt{2}\mathrm{\Delta }_z}y\frac{z_az_b+\alpha \mathrm{\Delta }_z}{\sqrt{2}\mathrm{\Delta }_z}v\frac{z_az_b\alpha \mathrm{\Delta }_z}{\sqrt{2}\mathrm{\Delta }_z}$$
(27)
The weighted intrinsic component can then be evaluated using the integral version of equation 11, setting the value of $`\alpha `$ by minimising the total error contribution from the intrinsic alignments, $`\sigma _{IA}`$ and the shot noise, $`\sigma _{SN}`$.

$$\sigma _{IA}=\frac{f𝑑z_a𝑑z_b\varphi _z(z_a)\varphi _z(z_b)\left[1+\xi (R_{ab})\right]W_{ab}\eta _I(R_{ab})}{𝑑z_a𝑑z_b\varphi _z(z_a)\varphi _z(z_b)\left[1+\xi (R_{ab})\right]W_{ab}}$$
(28)
$$\sigma _{SN}=\sigma _{\mathrm{pair}}\left(𝑑z_a𝑑z_b\varphi _z(z_a)\varphi _z(z_b)\left[1+\xi (R_{ab})\right]W_{ab}\right)^1$$
(29)
As $`\alpha `$ increases the probability of removing all close galaxy pairs increases and the intrinsic contribution decreases to zero. This means that the total galaxy count decreases and the shot noise increases, hence there is an optimum value of $`\alpha `$. As $`\theta `$ increases, shot noise begins to dominate the intrinsic alignment error, and a progressively lower value of $`\alpha `$ is favoured. This is shown in figure 3 where the reduced intrinsic contamination is plotted for varying values of $`\alpha `$ for a low accuracy photometric redshift survey, for example the ODT.

The optimum values of $`\alpha `$ are dependent on survey size, depth, photometric redshift accuracy and the choice of $`\eta _I(R)`$.

## 6 Application of semi-optimised weighting scheme to multi-colour survey designs

We consider four multi-colour surveys with varying depth, angular size and photometric redshift accuracy: Sloan photometric survey, SDSS, COMBO-17, the RCS survey and the ODT survey. Table 1 details the relevant survey parameters. The uncertainty in the redshift depends mainly on the number of colours known for each object. Photometric redshift errors for SDSS assumes a neural-network-based photometric redshift estimator (??). For the RCS and ODT we assume the use of hyper-z (?). The full COMBO-17 survey has imaging to $`R25.5`$, but colour information in 17 bands (producing very accurate photometric redshift estimates) down to a limiting magnitude of $`R24`$. It is this magnitude-limited sample of the full COMBO-17 weak lensing survey which we will consider.

Figure 4 shows the correlation signal we expect to find from HRH-derived intrinsic alignments and the best reduction that can be achieved with this method, with photometric redshift information at the accuracy appointed for each survey. These have been calculated using the values of $`\alpha (\theta )`$ shown in figure 5. The dashed line in Figure 4 shows the optimal improvement in the error obtainable if accurate distances were known, using the method detailed in section 3. This acts as a useful benchmark to see how close the semi-optimal method for multi-colour surveys gets to the ideal. The intrinsic alignment signals can be compared to the expected weighted lensing signal, equation 42, for each survey. This is derived from a nonlinear CDM mass power spectrum with $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`\mathrm{\Gamma }=0.21`$, $`\sigma _8=0.9`$, calculated using the ‘halo model’ fitting formula (?). For the pair weighting proposed, this signal is slightly lower than the unweighted lensing signal (equation 2), (see Appendix).

The true amplitude of the intrinsic alignment signal is rather uncertain; the correlation signal from intrinsic alignments could move up, as argued by ?, or down, as argued, for example, by ?, and by up to an order of magnitude. Figure 5 also shows the optimum $`\alpha (\theta )`$ if the intrinsic alignment signal is as high as found by ?, for the ODT survey. Due to the presence of intrinsic correlations at larger galaxy pair spatial separations, it is necessary to remove more pairs at larger angular scales. At the expense of a higher residual shot noise, this more-or-less guarantees removal of any plausible intrinsic alignment signal, leaving errors at less than 3% of the weighted ODT lensing signal. This is probably the preferred strategy until the intrinsic signal is better determined, but it should be noted that an intrinsic alignment signal of the amplitude found by ? is incompatible with current weak lensing detections, (?).

Using an HRH model for intrinsic alignments we find that the SDSS is dominated by intrinsic alignments and that the weak lensing signal from the two middle-depth surveys, RCS and COMBO-17, will be strongly contaminated at angular scales less than 10 arcminutes. Interestingly ? show an E/B mode decomposition for the RCS survey which shows a significant B mode at angular scales less than 10 arcminutes. The presence of a B mode can be due, on small angular scales, to source clustering, (?), or it can imply systematics within the data and/or the presence of intrinsic galaxy alignments (?).

The application of the weighting scheme produces encouraging results, the most startling of which comes from the SDSS. Due to the wide sky coverage and accurate photometric redshift information it is possible to reduce the intrinsic alignment signal from well above, to well below the expected lensing signal. This enables, in principle, the extraction of a lensing signal at angular scales, $`\theta >1^{}`$, with errors less than $`10\%`$. We see similar reductions for the other three surveys, with the success of the reduction dependent on the accuracy of the redshift estimates.

## 7 Conclusions and implications for future weak lensing surveys

In this paper we have shown how distance information can be used to reduce the contamination of the weak gravitational lensing shear signal by the intrinsic alignments of galaxies. Our principal finding is that the level of intrinsic ellipticity correlation in the shear correlation function can be reduced by up to several orders of magnitude, by down-weighting appropriately the contribution from pairs of galaxies which are likely to be close in three dimensions.

For spectroscopic surveys we have derived an optimal galaxy pair weighting which reduces the contamination to a negligible component, leaving almost pure shot noise. Application of the technique to the relatively shallow Sloan spectroscopic galaxy sample reduces the error by up to two orders of magnitude, but still leaves the lensing signal undetectable, dominated now by shot noise.

For multi-colour surveys with photometric redshift estimates we have proposed a partially-optimised method, which removes pairs with close photometric redshifts from the computation of the shear correlation function. We find that with accurate photometric redshifts this simple method is almost as effective as the fully optimised method. We show that, even with relatively crude photometric redshift estimates, the contamination by intrinsic alignments can be significantly reduced.

Similar conclusions were independently drawn by ? who simultaneously proposed a weighting scheme based on photometric redshifts. Our technique however requires the assumed knowledge of a model for the intrinsic alignments. Provided one is conservative, assuming the largest feasible model, this weighting scheme will reduce the true intrinsic alignment contamination to lensing correlation signals to a negligible level.

We have applied the method to four multi-colour survey designs. The shallow photometric SDSS survey with $`z_m0.2`$, shows the most dramatic of improvements. The intrinsic alignment signal is expected to dominate completely the weak lensing shear signal from a survey of this depth, but with judicious removal of pairs within $`0.14`$ in estimated redshift, the error from shot noise and intrinsic alignments is reduced to only $`10\%`$ of the expected shear signal. This opens up the possibility of using the SDSS for future cosmic shear studies. With deeper surveys, such as the RCS, COMBO-17 and the ODT survey, intrinsic alignments in the weak lensing shear signal are significantly reduced. With the highly accurate photometric redshifts of COMBO-17, the reduction is close to optimal, reducing the largely systematic $`220\%`$ error at small angular scales to a much smaller and largely statistical error of $`17\%`$ of the expected lensing shear correlation. This limiting error is predominantly shot noise which will decrease as the survey size grows. The ODT and RCS have less accurate distance estimates but even with current photometric redshift estimates, which undoubtedly will improve with time, the reduction is quite significant. For the wide RCS, the 130% contamination at angular scales $`\theta 2^{}`$, is reduced to an error $`20\%`$. For deep multi-colour surveys such as the ODT, the intrinsic alignment signal is almost completely removed, leaving noise at a level of $`2`$% of the lensing signal.

The aim for weak lensing surveys to date has been to go as deep and as wide as possible. With an increase in depth comes an increase in the expected lensing signal and for purely geometrical reasons we also see a decrease in intrinsic alignment correlations. To reduce shot noise, the error introduced by the intrinsic ellipticity distribution of galaxies, surveys can go wide and/or deep. This increases the number of lensed sources, in the limit of an infinite number of galaxies the shot noise goes to zero. One additional source of error so far unmentioned is cosmic variance which, for small area surveys, can dominate on scales larger than a few arcminutes, (?). This can be reduced by sampling different areas of the sky and combining to produce a wide field survey. Note that downweighting close galaxy pairs affects this random error little, whilst effectively removing the systematic errors from intrinsic contamination.

As the size of future lensing surveys increase, control of systematic errors becomes increasingly important. Intrinsic alignment contamination is a potentially large source of error, even if it is at a level much lower than assumed here. This paper has shown that with the addition of accurate photometric redshift information, the presence of intrinsic alignments can be effectively removed. ? have shown that it is possible to extract a low weak lensing signal from a survey with a median redshift of 0.56 and argue that using this shallower survey enables more accurate star-galaxy separation and provides a fairly well determined redshift distribution for the sources, another uncertainty in weak lensing measurements to date. The addition of depth information to weak lensing studies also opens new possibilities for the application of lensing tomography (??), and reconstruction of the full 3D cosmological mass distribution (??), but here we have concentrated only on its benefits in reducing intrinsic alignment contamination. In view of the dramatic improvements it offers lensing signal detection we therefore propose that for future weak lensing surveys, emphasis should be placed on acquiring multi-colour data in a wide area. In the case of restricted telescope time, moderate depth surveys, $`z_m0.6`$, may then become a more attractive alternative to ultra-deep observations, $`z_m>1.0`$, that can often be limited by seeing.

## 8 Acknowledgements

We are very grateful to Rob Smith for providing us with his nonlinear power spectrum fitting formula and code. We thank Yipeng Jing, Michael Brown and Emily MacDonald for useful discussions and the referee for helpful comments.

## Appendix A Theoretical lensing signal for weighted ellipticities

The effective convergence is (?, equation 6.18)

$$\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })=A_0^{\mathrm{}}𝑑wg(w)f_K(w)\frac{\delta [f_K(w)\stackrel{}{\theta },w]}{a(w)}$$
(30)
where $`A=3H_0^2\mathrm{\Omega }_m/(2c^2)`$, $`g(w)`$ is the weighting function given in equation 4, and $`f_K(w)`$ is the geometry-dependent comoving angular diameter distance, dependent on the curvature $`K`$,

$$f_K(w)=\{\begin{array}{cc}K^{1/2}\mathrm{sin}(K^{1/2}w)\hfill & (K>0)\hfill \\ w\hfill & (K=0)\hfill \\ (K)^{1/2}\mathrm{sinh}[(K)^{1/2}w]\hfill & (K<0)\hfill \end{array}.$$
(31)
Note that $`w`$, the comoving radial geodesic distance, plays two roles, both as a third spatial coordinate, and as a time evolution label.

The effective 2D convergence is an integral of the 3D convergence, and it is this which we will weight, since each galaxy gives an estimate of the shear, or convergence, in the weak lensing limit.

$$\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })=_0^{\mathrm{}}𝑑w\varphi (w)\kappa _{\mathrm{eff}}(\stackrel{}{\theta },w).$$
(32)
We will weight 3D convergence estimates with a weight function $`H(w,w^{},|\stackrel{}{\theta }|)`$, to give the weighted correlation function

$`\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })\overline{\kappa }_{\mathrm{eff}}^{}(\stackrel{}{\theta }^{})`$ $`=`$ $`{\displaystyle \frac{1}{Q}}{\displaystyle _0^{\mathrm{}}}𝑑w{\displaystyle _0^{\mathrm{}}}𝑑w^{}H(w,w^{},|\stackrel{}{\theta }\stackrel{}{\theta }^{}|)\kappa _{\mathrm{eff}}(\stackrel{}{\theta },w)\kappa _{\mathrm{eff}}^{}(\stackrel{}{\theta }^{},w^{})\varphi (w)\varphi (w^{})`$ (33)
$`=`$ $`B{\displaystyle _0^{\mathrm{}}}𝑑w{\displaystyle _0^{\mathrm{}}}𝑑w^{}\varphi (w)\varphi (w^{})H(w,w^{},|\stackrel{}{\theta }\stackrel{}{\theta }^{}|){\displaystyle _0^w}𝑑w_1{\displaystyle \frac{f_K(w_1)f_K(ww_1)}{f_K(w)a(w_1)}}`$
$`{\displaystyle _0^w^{}}𝑑w_2{\displaystyle \frac{f_K(w_2)f_K(w^{}w_2)}{f_K(w^{})a(w_2)}}\delta (f_K(w_1)\stackrel{}{\theta },w_1)\delta ^{}(f_K(w_2)\stackrel{}{\theta }^{},w_2)`$
where $`Q_0^{\mathrm{}}_0^{\mathrm{}}𝑑w𝑑w^{}H(w,w^{},\theta )\varphi (w)\varphi (w^{})`$ and $`BA^2/Q`$. We now assume that the scale over which the correlations of density are non-zero is small, in the sense that there is negligible evolution of the density field over the light-crossing time of the correlation scale. Writing

$$\delta (𝐱)=\frac{d^3𝐤}{(2\pi )^3}\delta _𝐤(w)\mathrm{exp}(i𝐤𝐱)$$
(34)
and using homogeneity of $`\delta `$ to define the power spectrum of the density field $`P`$,

$$\delta _𝐤(w)\delta _𝐤^{}^{}(w^{})=(2\pi )^3P(k,w)\delta ^D(𝐤𝐤^{})$$
(35)
where $`\delta ^D`$ is a Dirac delta function. Hence

$`\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })\overline{\kappa }_{\mathrm{eff}}^{}(\stackrel{}{\theta }^{})`$ $`=`$ $`B{\displaystyle _0^{\mathrm{}}}𝑑w{\displaystyle _0^{\mathrm{}}}𝑑w^{}\varphi (w)\varphi (w^{})H(w,w^{},|\stackrel{}{\theta }\stackrel{}{\theta }^{}|){\displaystyle _0^w}𝑑w_1{\displaystyle _0^w^{}}𝑑w_2F(w,w_1)F(w^{},w_2)`$ (36)
$`{\displaystyle \frac{d^3𝐤}{(2\pi )^3}\mathrm{exp}[i𝐤_{}(f_K(w_1)\stackrel{}{\theta }f_K(w_2)\stackrel{}{\theta }^{})]\mathrm{exp}[ik_z(w_1w_2)]P(k,w_1)}`$
where $`𝐤=(𝐤_{},k_z)`$ and

$$F(w,w^{})\frac{f_K(w^{})f_K(ww^{})}{f_K(w)a(w^{})}$$
(37)
Now we make the standard approximation that the correlation function of $`\delta `$ is non-zero only if $`w_1`$ and $`w_2`$ are almost equal. Specifically, we assume that $`F`$ and $`f_K`$ don’t vary much over this scale. Thus we set $`f_K(w_1)=f_K(w_2)`$ in the first exponential, and also approximate $`F(w^{},w_2)F(w^{},w_1)`$. The $`w_2`$ integral then simplifies, since it is approximately

$$_0^{\mathrm{}}𝑑w_2\mathrm{exp}(ik_zw_2)=2\pi \delta ^D(k_z)$$
(38)
and we are left with

$`\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })\overline{\kappa }_{\mathrm{eff}}^{}(\stackrel{}{\theta }^{})`$ $`=`$ $`B{\displaystyle _0^{\mathrm{}}}𝑑w{\displaystyle _0^{\mathrm{}}}𝑑w^{}\varphi (w)\varphi (w^{})H(w,w^{},|\stackrel{}{\theta }\stackrel{}{\theta }^{}|){\displaystyle _0^w}𝑑w_1F(w,w_1)F(w^{},w_1)`$ (39)
$`{\displaystyle }{\displaystyle \frac{d^3𝐤_{}}{(2\pi )^2}}\mathrm{exp}[i𝐤_{}f_K(w_1)(\stackrel{}{\theta }\stackrel{}{\theta }^{}))]\mathrm{exp}[ik_zw_1]P(|𝐤_{}|,w_1).`$
An angle integration of $`P`$ gives

$$\frac{d^3𝐤_{}}{(2\pi )^2}\mathrm{exp}[i𝐤_{}f_K(w_1)(\stackrel{}{\theta }\stackrel{}{\theta }^{}))]P(|𝐤_{}|)=_0^{\mathrm{}}\frac{kdk}{2\pi }P(k,w_1)J_0[kf_K(w_1)|\stackrel{}{\theta }\stackrel{}{\theta }^{}|]$$
(40)
where $`J_0`$ is the zeroth Bessel function of the first order. Hence we can write the correlation function as

$`\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })\overline{\kappa }_{\mathrm{eff}}^{}(\stackrel{}{\theta }^{})`$ $`=`$ $`B{\displaystyle _0^{\mathrm{}}}𝑑w{\displaystyle _0^{\mathrm{}}}𝑑w^{}\varphi (w)\varphi (w^{})H(w,w^{},|\stackrel{}{\theta }\stackrel{}{\theta }^{}|){\displaystyle _0^w}𝑑w_1F(w,w_1)F(w^{},w_1)`$ (41)
$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{kdk}{2\pi }}P(k,w_1)J_0[kf_K(w_1)|\stackrel{}{\theta }\stackrel{}{\theta }^{}|].`$
Writing this in a form as close to equation 2 as possible, by reversing the order of integration, and noting that in the weak lensing limit, shear and convergence have the same statistical properties; $`\gamma (\stackrel{}{\theta })\gamma ^{}(\stackrel{}{\theta }^{})=\overline{\kappa }_{\mathrm{eff}}(\stackrel{}{\theta })\overline{\kappa }_{\mathrm{eff}}^{}(\stackrel{}{\theta }^{})`$, we find:

$$\gamma (\stackrel{}{\theta })\gamma ^{}(\stackrel{}{\theta }^{})=B_0^{\mathrm{}}𝑑w_1X(w_1,|\stackrel{}{\theta }\stackrel{}{\theta }^{}|)_0^{\mathrm{}}\frac{kdk}{2\pi }P(k,w_1)J_0[kf_K(w_1)|\stackrel{}{\theta }\stackrel{}{\theta }^{}|].$$
(42)
where

$$X(w_1,\theta )_{w_1}^{\mathrm{}}𝑑w_{w_1}^{\mathrm{}}𝑑w^{}\varphi (w)\varphi (w^{})F(w,w_1)F(w^{},w_1)H(w,w^{},\theta ).$$
(43)
In the equal-weighted case, $`H=1`$, and $`X(w,\varphi )`$ simplifies to the product of two equal integrals, each independent of $`\varphi `$ and equal to $`g(w)f_K(w)/a(w)`$.

The effect of the weighting is shown in Fig. 6. For surveys such as COMBO-17 with accurate photometric redshifts, the lensing signal changes by up to $`3\%`$. For the Sloan photometric survey, the effect is $`10\%`$; the greatest effect is for RCS, which has the least accurate photometric redshifts.