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# A NEW METHOD FOR THE HIGH-PRECISION ALIGNMENT OF TRACK DETECTORS

## 1 ALIGNMENT PROBLEMS OF TRACK DETECTORS

Alignment problems for large detectors, especially track detectors, in particle physics often require the determination of a large number of alignment parameters, typically of the order of $`100`$ to $`1000`$. Alignment parameters for example define the accurate space coordinates and orientation of detector components. In addition drift chambers require the determination of the drift velocity $`v_{\text{drift}}`$ and of local variations of the drift velocity, and of the Lorentz angle. Figure 1 shows an example of residuals in a silicon vertex track detector before and after an alignment.

In the alignment usually special alignment measurements are combined with data of particle reaction, typically tracks from physics interactions and from cosmics. In this paper the alignment parameters are called *global* parameters; they contribute to all the data. Usually these parameters are *corrections* to default values and are thus relatively small, and the value zero is the initial approximation. Parameter sets valid for a single track are called *local* parameters, examples are track slopes and curvatures.

An approximate alignment method is to perform least squares fits on the data *ignoring* initially the alignment parameters. The *deviations* between the fitted and measured data, the *residuals*, are then used to determine the alignment parameters afterwards. Single fits depend only on the small number of local parameters like slope or curvature of the track, and are easy to perform. This approximate method however is not a statistically correct method, because the (local) fits depend on a wrong model (namely: ignoring the global parameters), and the result are biased. In addition the results may be unstable due to detector inefficiencies. The adjustment of parameters based on the observed (biased) residuals will then result in biased alignment parameters. If these alignment parameters are applied as corrections in repeated fits, the remaining residuals will be reduced, as desired. However, the fitted parameters will still be biased, even more, if this approximate procedure is applied iteratively. The simple residual method is also unable to determine correlated parameters, for example a geometrical shift of a detector position and a shift in drift velocity in a drift chamber.

A better method is an overall fit, with all the (global) alignment parameters and local parameters, perhaps from thousands or millions of events, determined simultaneously. The most important general method for the determination of parameters from measured data is the linear least squares model. It is usually stable, fast and accurate, requires no initial values of parameters and is able to take into account all the correlations between different parameters, even if there are many parameters. There is of course a practical limit in the number of parameters in simultaneous fits, because of space and time limitations. In an alignment fit the size of the vectors and matrices in the least squares solution will be large, of the order of $`10^4`$ or $`10^6`$. With standard methods such a solution is impossible.

In this paper a special method of solution for this kind of problems is derived. Due to the special structure of the matrices with one set of global parameters and many sets of local parameters the problem can in fact be reduced to a solvable size, without making any approximations. The rather general method is realized in a program called Millepede .

## 2 STANDARD LEAST SQUARES

Linear models. In a linear model the measured quantity $`z_k`$ has an expectation value which is a *linear* combination of the parameters $`𝒂`$ with fixed factors (e.g. from geometry) which are combined to a vectore $`𝒅_k`$. The difference between the measured value and the expectation value is the residuum $`r_k`$:

$$z_k=𝒂^T𝒅_k+r_k.$$
(1)
The measured data are assumed to be *independent*; the result of a measurement $`z_k`$ does not depend on any other measurement. Thus the covariance matrix of the measured data is a diagonal matrix, which simplifies the treatment. The accuracy of the measurement $`z_k`$ is given by the variance $`\sigma _k^2`$ or the standard deviation $`\sigma _k`$. It is assumed, that the precision is at least approximately known.

The solution of the method of least squares is determined by the minimum of the weighted sum of the square of the residuals

$$S(𝒂)=\underset{k}{}\frac{\left(z_k𝒂^T𝒅_k\right)^2}{\sigma _k^2},$$
(2)
where the sum (index $`k`$) is over all measurements. This sum is a quadratic function of the parameters $`𝒂`$, and the solution is obtained from a set of linear equations (so-called normal equations of least squares), which can be written in matrix form

$$𝑪𝒂=𝒃\text{with}𝑪=\underset{k}{}w_k\left(𝒅_k𝒅_k^T\right)\text{and}𝒃=\underset{k}{}w_kz_k𝒅_k$$
(3)
with a symmetric $`n`$-by-$`n`$ matrix $`𝑪`$ and a right-hand-side $`n`$-vector $`𝒃`$; the elements of $`𝑪`$ and $`𝒃`$ are sums with *independent* contributions from each measurement (because the measured data are independent). There is no limitation on the number of measured data; it is not necessary to keep all input data in memory, because the complete information from a single measurement is contained in the contributions to $`𝑪`$ and $`𝒃`$, which have a fixed size. The solution vector is $`𝒂=𝑪^1𝒃`$ with the inverse of the matrix $`𝑪`$, which, by error propagation, is equal to the covariance matrix of the parameters $`𝒂`$.

What are the limits for the number $`n`$ of parameters, if the matrix equation is solved by standard methods? The symmetry property of the matrix $`𝑪`$ may be used to store only the $`(n^2+n)/2`$ elements on and above the diagonal, and also to reduce the computer time to almost half the time for a non-symmetric matrix. Matrix inversion is an explicit process and requires a CPU time proportional to $`n^3`$ for a $`n`$-by-$`n`$ matrix. For a $`1000`$-by-$`1000`$ symmetric matrix in double precision (about 4 Mbyte) the CPU time is a few minutes on a standard PC. The time ($`n^3`$) and space ($`n^2`$) requirements imply at present a practical limit of the size of the matrix (and number of parameters) between $`n=`$ 1 000 and $`n=`$ 10 000.

The accuracy of the computation of the inverse matrix is a critical point, and often computation in double precision is required, especially for large matrices. The accuracy is generally low for a large condition number of the matrix (the condition number is defined as the ratio of the largest to the smallest eigenvalue of the matrix). From the interpretation of the inverse matrix as covariance matrix it is clear, that the condition number will be large if the correlation between parameters is high. The matrix is singular (one or more eigenvalues are zero) in case of a complete correlation between parameters. In this case and also in cases of missing data (e.g. dead channels in an alignment fit) a standard matrix inversion program will fail. A singular value decomposition (SVD) would allow to recognize the cases of zero or small eigenvalues, which would *destroy* the full solution. The standard method in case of zero or very small eigenvalues is to set their inverse to zero; this means essentially to remove parameters or linear combinations of parameters from the solution (i.e. the resulting parameter values are zero); if the parameters are in fact *corrections* this is clearly acceptable. In the program Millepede  a similar, but simpler and faster strategy is used to avoid the effects of a bad condition number. This strategy also works in cases, where due to missing input data111Large detectors may have dead channels, which means missing data. one or more parameters are undefined; the parameters will become zero in this case. The strategy allows in addition to remove certain parameters from the least squares fit without the necessity to reorganize the numbering.

Solution by partitioning. The special structure of the matrix $`𝑪`$ to be inverted may allow to move the limit of solvable problems further (see also ). Below the matrix $`𝑪`$ is partitioned into submatrices, and the vectors $`𝒂`$ and $`𝒃`$ are partitioned into two subvectors; then the matrix equation becomes

$$\left(\begin{array}{cccc}& & & \\ & 𝑪_{11}& & 𝑪_{12}\\ & & & \\ & & & \\ & 𝑪_{21}& & 𝑪_{22}\end{array}\right)\left(\begin{array}{c}\\ 𝒂_1\\ \\ \\ 𝒂_2\end{array}\right)=\left(\begin{array}{c}\\ 𝒃_1\\ \\ \\ 𝒃_2\end{array}\right),$$
(4)
where the submatrix $`𝑪_{11}`$ is a $`p`$-by-$`p`$ square matrix and the submatrix $`𝑪_{22}`$ is a $`q`$-by-$`q`$ square matrix, with $`p+q=n`$. If the sub-vector $`𝒂_1`$ would not exist, the solution for the sub-vector $`𝒂_2`$ would be defined by the matrix equation

$$𝑪_{22}𝒂_2^{}=𝒃_2\text{with solution}𝒂_2^{}=𝑪_{22}^1𝒃_2,$$
(5)
where the star indicates the special character of this solution. Only the $`q`$-by-$`q`$ sub-matrix $`𝑪_{22}`$ has to be inverted. The solution $`𝒂_2^{}`$ of course differs from the final solution $`𝒂_2`$ and is called the *local* solution.

Now, having inverted the sub-matrix $`𝑪_{22}`$, the submatrix of the complete inverse matrix $`𝑪`$ correponding to the upper left part $`𝑪_{11}`$, called $`𝑩`$, is obtained by the formula

$$𝑩=\left(𝑪_{11}𝑪_{12}𝑪_{22}^1𝑪_{12}^T\right)^1,$$
(6)
which requires in addition to some matrix products the calculation of the inverse of a $`p`$-by-$`p`$ sub-matrix. With this matrix $`𝑩`$ the solution of the whole matrix equation can written in the form

$$\left(\begin{array}{c}\\ 𝒂_1\\ \\ \\ 𝒂_2\end{array}\right)=\left(\begin{array}{cccc}& & & \\ & 𝑩& & 𝑩𝑪_{12}𝑪_{22}^1\\ & & & \\ & & & \\ & 𝑪_{22}^1𝑪_{12}^T𝑩& & 𝑪_{22}^1𝑪_{22}^1𝑪_{12}^T𝑩𝑪_{12}𝑪_{22}^1\end{array}\right)\left(\begin{array}{c}\\ 𝒃_1\\ \\ \\ 𝒃_2\end{array}\right),$$
(7)
which can be used to obtain the complete result ($`𝒂_1`$ and $`𝒂_2`$). Note that to solve the matrix equation two smaller matrices, a symmetric $`p`$-by-$`p`$ and a symmetric $`q`$-by-$`q`$ matrix, have to be inverted. The sub-vector $`𝒂_1`$ is obtained by the product

$$𝒂_1=𝑩𝒃_1𝑩𝑪_{12}𝑪_{22}^1𝒃_2=𝑩\left(𝒃_1𝑪_{12}𝒂_2^{}\right),$$
(8)
which is simplified by using the special local solution $`𝒂_2^{}=𝑪_{22}^1𝒃_2`$. If the interest is the determination of this sub-vector $`𝒂_1`$ only, while the sub-vector $`𝒂_2`$ is not needed, then only the equation (8) has to be solved. Some computer time can be saved by this method, especially if the matrix $`𝑪_{22}^1`$ is easily calculated or already known before. In special cases the method can be applied repeatedly, and therefore problems with a huge number of parameters become solvable. The method is not an approximation, but is exact and it takes into account all the correlations. This type of application is discussed in more detail in the next chapter.

It seems that this possibility of removing unnecessary parameters, but still getting the correct solution for the remaining parameters in least squares problems was already known and has been used in the nineteenth century; one example is .

Constraints. If there are explicit relations between the parameters of a least squares fit, then they should be explicitly taken into account in the solution. The case of a single linear constraint between parameters of the form $`𝒇^T𝒂=𝒇_0`$ is assumed here. The Lagrange multiplier method is the standard method to include constraints in a least squares solution; one additional vector $`𝝀`$ is introduced, with one element per constraint. The equation (3) is modified by the additional parameters to the form

$$\left(\begin{array}{cccc}& & & \\ & 𝑪& & 𝒇\\ & & & \\ & & & \\ & 𝒇^T& & \mathrm{𝟎}\end{array}\right)\left(\begin{array}{c}\\ 𝒂\\ \\ \\ 𝝀\end{array}\right)=\left(\begin{array}{c}\\ 𝒃\\ \\ \\ 𝒇_0\end{array}\right),$$
(9)
where the matrix on the left hand side is still symmetric. *Linear* least squares problems with *linear* constraints can be solved direcly, without iterations and without the need for initial values of the parameters.

## 3 LEAST SQUARES WITH GLOBAL AND LOCAL PARAMETERS

Local parameters. Local parameters are denoted by $`\alpha _j,j=1,\mathrm{\hspace{0.17em}2},\mathrm{}\nu `$. A set of measurements $`z`$ is considered. A single value $`z`$ from the set is ideally given by a linear expression $`z=\alpha _1\delta _1+\alpha _2\delta _2+\mathrm{}\alpha _\nu \delta _\nu `$, depending on the parameters $`\alpha _j`$ and on (known) constant factors $`\delta _j`$. More complete, the dependence can be written as

$$z_k=\alpha _1\delta _{1k}+\alpha _2\delta _{2k}+\mathrm{}\alpha _\nu \delta _{\nu k}=\underset{j=1}{\overset{\nu }{}}\alpha _j\delta _{jk},$$
(10)
with an additional index $`k`$ indicating the $`k`$-th measured value.

As an example the measurement of a straight particle track is considered, where each $`z_k`$ is a coordinate measurement at plane $`k`$. The local parameters are intercept ($`\alpha _1`$) and slope ($`\alpha _2`$) of the particle track. If the distance of the plane is denoted by $`S_k`$, the linear track model can be written as

$$z_k=\alpha _11+\alpha _2S_k.$$

From a least squares fit of the model to the set of measured $`z`$-values the local parameters intercept and slope can be determined. The formalism of least squares allows to take into account the different precision of the different measurements, by assigning a weight to each measurement of $`w_k=1/\sigma _k^2`$. The least squares solution, minimizing the weighted sum of squared residuals, is defined by the so-called normal equations, which can be written in terms of matrices

$$𝚪𝜶=𝜷,\text{solved by}𝜶=𝚪^1𝜷.$$
(11)
The elements of the matrix $`𝚪`$ and the vector $`𝜷`$ are formed by sums

$$\mathrm{\Gamma }_{ij}=\underset{k}{}w_k\delta _{ik}\delta _{jk}\beta _j=\underset{k}{}w_kz_k\delta _{jk}.$$
(12)
These formulas are valid in the case of *uncorrelated* $`z`$-measurements (uncorrelated measurements are assumed thoughout this paper). The inverse matrix $`𝚪^1`$ is the covariance matrix of the parameter vector $`𝜶`$.

Global parameters. Now global parameters are considered, which contribute to *all* the measurements. They are assumed to be *alignment parameters* here, although the formalism is general and can also be applied to other problems. Aligment parameters are defined to represent *corrections* to ideal (design) values; this parametrization adds further terms to the equations (10)

$$z=\underset{\text{global parameters}}{\underset{}{a_1d_1+a_2d_2+\mathrm{}a_nd_n}}+\underset{\text{local parameters}}{\underset{}{\alpha _1\delta _1+\alpha _2\delta _2+\mathrm{}\alpha _\nu \delta _\nu }}=\underset{i=1}{\overset{n}{}}a_jd_j+\underset{j=1}{\overset{\nu }{}}\alpha _j\delta _j.$$
(13)
Usually only few terms containing global parameters are nonzero for a single $`z`$ measurement. In the following it is assumed that, as written in equation (13), the dependence on the global parameters is *linear*. A non-linear relationship for the global parameters would require iterations, starting with reasonable initial values for the parameters, and assuming a linearized expression in each iteration.

The simultaneous fit of global and local parameters. In the following it is assumed that there is a set of $`N`$ partial measurements. Each partial measurement, with index $`i`$, depends on local parameters $`𝜶_i`$, and all of them depend on the global parameters. In a simultaneous fit of all global parameters plus local parameters from $`N`$ subsets of the data there are in total $`(n+N\nu )`$ parameters, and the standard solution requires the solution of $`(n+N\nu )`$ equations with a computation proportional to $`(n+N\nu )^3`$. Below it is shown, that the problem can be reduced to $`n`$ equations with a computation proportional $`n^3`$.

Generalizing the formalism of equations (10) to the complete measurement, starting from equations of the type of (13), one obtains a system of normal equations with large dimensions, as is shown in equation (14). The matrix on the left side of equation (14) has, from each partial measurement, three types of contributions. The first part is a contribution of a symmetric matrix $`𝑪_i`$, of dimension $`n`$ (number of global parameters). All the matrices $`𝑪_i`$ are added up in the upper left corner of the big matrix of the normal equations. The second contribution is the symmetric matrix $`𝚪_i`$ (compare equation (12)), which gives a contribution to the diagonal of the big matrix and is depending only on the $`i`$-th partial measurement. The third contribution is a rectangular matrix $`𝑮_i`$, with a row number of $`n`$ (global) and a column number of $`\nu `$ (local).

There are two contributions to the vector of the normal equations, $`𝒃_i`$ for the global and $`𝜷_i`$ for the local parameters. The complete matrix equation is given by

$$\left(\begin{array}{cccccccccc}& & & & & & & & & \\ & 𝑪_i& & & \mathrm{}& & 𝑮_i& & \mathrm{}& \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & \mathrm{}& & & \mathrm{}& & 0& & 0& \\ & & & & & & & & & \\ & & & & & & & & & \\ & 𝑮_i^T& & & 0& & 𝚪_i& & 0& \\ & & & & & & & & & \\ & & & & & & & & & \\ & \mathrm{}& & & 0& & 0& & \mathrm{}& \end{array}\right).\left(\begin{array}{c}\\ 𝒂\\ \\ \\ \\ \\ \mathrm{}\\ \\ \\ 𝜶_i\\ \\ \\ \mathrm{}\end{array}\right)=.\left(\begin{array}{c}\\ 𝒃_i\\ \\ \\ \\ \\ \mathrm{}\\ \\ \\ 𝜷_i\\ \\ \\ \mathrm{}\end{array}\right)$$
(14)
In this matrix equation the matrices $`𝑪_i`$, $`𝚪_i`$, $`𝑮_i`$ and the vectors $`𝒃_i`$ and $`𝜷_i`$ contain contributions from the $`i`$-th partial measurement. Ignoring the global parameters one could solve the normal equations $`𝚪_i𝜶_i^{}=𝜷_i`$ for each partial measurement separately by

$$𝜶_i^{}=𝚪_i^1𝜷_i.$$
(15)
The complete system of normal equations has a special structure, with many vanishing sub-matrices. The only connection between the local parameters of different partial measurements is given by the sub-matrices $`𝑮_i`$ und $`𝑪_i`$,

The aim of the fit is solely to determine the global parameters; final best parameters of the local parameters are not needed. The matrix of equation (14) is written in a partitioned form. The general solution can also be written in partitioned form. Many of the sub-matrices of the huge matrix in equation (14) are zero and this has the effect, that the formulas for the sub-matrices of the inverse matrix are very simple. By this procedure the normal equations

$$\left(\begin{array}{ccc}& & \\ & 𝑪^{\mathbf{}}& \end{array}\right)\left(\begin{array}{c}\\ 𝒂\end{array}\right)=\left(\begin{array}{c}\\ 𝒃^{\mathbf{}}\end{array}\right),$$
(16)
are obtained, which only contain the global parameters, with a modified matrix $`𝑪^{\mathbf{}}`$ and a vector $`𝒃^{\mathbf{}}`$,

$$𝑪^{\mathbf{}}=\underset{i}{}𝑪_i\underset{i}{}𝑮_i𝚪_i^1𝑮_i^T𝒃^{\mathbf{}}=\underset{i}{}𝒃_i\underset{i}{}𝑮_i\left(𝚪_i^1𝜷_i\right).$$
(17)
This set of normal equations contains explicitly only the global parameters; implicitly it contains, through the correction matrices, the complete information from the local parameters, influencing the fit of the global parameters. The parentheses in equation (17) represents the solution for the local parameters, ignoring the global parameters. The solution $`𝒂=𝑪_{}^{\mathbf{}}{}_{}{}^{1}𝒃^{\mathbf{}}`$ represents the solution vector $`𝒂`$ with covariance matrix $`𝑪_{}^{\mathbf{}}{}_{}{}^{1}`$. The solution is direct, no iterations are required. Iterations may be necessary for other reasons, namely

* the equations depend *non-linearly* on the global parameters; the equations have to be linearized;
* the data contain outliers which have to be removed in a sequence of cuts, becoming narrower during the iteration;
* the accuracy of the data is not known before, and has to be determined from the data (after the alignment).

Application. A very important point in problems discussed above is the definition of the set of global parameters. It is essential to define them in a way which is sensitive to the data used to determine them. Computing the inverse of a huge (symmetric) matrix can be a delicate numerical problem. The matrix will be singular or close to a singular matrix, if one or more of the global parameters are not really determined (and constrained) by the data, and this could destroy the whole determination. This will happen in case of a strong correlation between different global parameters.

It is wise to start with a few global parameters and to observe the correlations between them, before adding more global parameters. For example if too many global parameters are used in a detector alignment, the whole detector may *shift* and *rotate* freely in the fit. In those cases one could either fix certain global parameters or one has to introduce constraints (e.g. average displacement and rotation equal to zero).

Experience with the method shows that it is essential to make a simultaneous alignment of all track detector components, which are also used for the measurement of tracks, while independent internal alignment of the single track detector components may not lead to a good overall result. It is also important to use, if possible, different data sets simultaneously. For example in a track detector alignment high-momentum cosmic muons may be useful, which traverse the whole detector and thus relate (and constrain) different parts of the detector. But this should be done simultaneously with tracks from physics events, because these events finally require a good alignment.

The method described here has been realized in the program Millepede , written in Fortran77. It provides a set of subroutines for the mathematical methods and allows to adapt the method to a particular problem. The program allows to adjust the dimension of vectors and matrices via `PARAMETER`-statements and to introduce linear constraints. Throughout the program use is made of the sparse character of the vectors and matrices in order to reduce the execution time. The program includes a method for outlier rejection, which in practice may be essential in alignment problems especially if some detector components have a bad initial alignment. This feature requires to iterate, realized with an intermediate data file, which is written during the first iteration and read during the other iterations.

Sometimes the model underlying the alignment is *nonlinear* and also constraints may be nonlinear. The standard method to treat these problems is linearization: the nonlinear equation is replaced by a linear equation for the correction of a parameter (Taylor expansion); this requires a good approximate value of the parameter.

## 4 ALIGNMENT OF THE CENTRAL TRACK DETECTORS IN THE H1 EXPERIMENT

The example described is the alignment in the $`r\phi `$-plane perpendicular to the beam line of a 56-plane drift chamber and a 2-plane silicon vertex detector in the H1 detector at HERA . Both are cylindrical detectors; the drift chamber has a length ($`z`$) of about 2 m, and extending from 20.3 cm to 84.4 cm in radius $`r`$. The silicon vertex detector  has two planes around the beampipe made of 0.15 mm Aluminium and 0.9 mm carbon fiber. The drift chamber and the silicon vertex detector have a $`r\phi `$ resolution of about 150 $`\mu `$m and 15 $`\mu `$m, respectively. These detectors are interspersed by additional chambers for the $`z`$-measurement.

The central jet chambers CJC1 and CJC2 () with an active length of 2200 mm and an outer radius of 844 mm have in total 2640 anode sense wires parallel to the beam with two adjacent cathode planes (wires) shaping the drift field. A jet chamber cell extends azimuthally from the sense wire plane to both adjacent cathode wire planes, and radially extends over the full radial span of CJC1 and CJC2 with no further subdivision. The jet cells are tilted by about $`30^{}`$ such that in the presence of the magnetic field (1.1 Tesla) the ionization electrons drift approximately perpendicular to high momentum vertex tracks.

The silicon vertex detector CST consists of two cylindrical layers of double sided, double metal silicon sensors read out by a custom designed analog pipeline chip. The two layers of the CST are formed from 12 and 20 faces at radii of 5.75 cm and 9.75 cm, respectively. One face or ’ladder’ consists of six silicon sensors and aluminium nitride hybrids at each end. A double layer of carbon fiber strips with a total thickness of 700 $`\mu `$m and a height of 4.4 mm is glued to the edges. The position of the ladders in a layer are shifted tangentially to ensure an overlap in $`r\phi `$ of adjacent active areas. The active length in $`z`$ is 35.6 cm for both layers.

Data taken with the H1 detector are reconstructed online and the reconstruction modules also determine important parameters like average drift velocities, Lorentz-angle and $`T_0`$ of the CJC1 and CJC2. In addition beam parameters like the $`r\phi `$ position of the primary interaction point are recorded.

In the alignment procedure, using the program Millepede, a large number of parameters is determined; these parameter are in general corrections to detector parameters and represent *small* corrections. It turned out that a *common* alignment of the drift chamber and the silicon detector is essential, after an internal detector alignment, which already determines reasonable starting values for alignment parameters. For each of the drift chambers CJC1 and CJC2 14 global parameters representing an overall shift or tilt are introduced. Local variations of the drift velocity $`v_{\text{drift}}`$ for cells halfs and layers halfs are observed, which are parametrized by 180 + 112 corrections, which change with the HV configuration. For each wire group (8 wires) corrections to $`T_0`$ are introduced (330 corrections). For the silicon vertex detector CST an internal alignment has already been done, using the same techniques, with in total 384 local parameters. In the common alignment fit 5 parameters per half ladder representing shifts are introduced (320 parameters). Table 1 contains all parameters. A far as possible the parameters are defined with the dimension *length*. For example the time-zero parameters are multiplied by the mean drift time. Angles are parametrized as shifts relative to a normalized length parameter. For example $`z_r`$ is defined as $`z/z_{max}`$ and has a range –1 to +1. The shift $`\mathrm{\Delta }x`$ with $`z`$ is parametrized as $`\mathrm{\Delta }x/z_r`$ and has the dimension length.

In addition to physics events (ep interactions) also cosmic tracks with and without $`B`$-field were simultaneously used as input to the alignment. With combined fits to both halfs of cosmic tracks parts of the detectors opposite in $`\phi `$ angle are strongly correlated. This allows an accurate interpolation from the drift chamber to the silicon tracker with an accuracy $`\sigma =30`$ to 40 $`\mu `$m, which is of the same order of magnitude as the silicon tracker accuracy. In total about 50 000 events are used as input. Constraints require e.g. a zero overall shift of the detector. The CJC2 is fixed (first five parameters) vs. the cryostat on the basis of external survey data as reference.

An overview about the corrections determined in the alignment fit is given in Table 1, which has 29 rows of different corrections. In detail these corrections are as follows.

These rows contain geometrical parameters; in an external survey the positions are measured with an accuracy of a few 100 $`\mu `$m and angles with an accuracy of a few 10 $`\mu `$rad. This accuracy is increased by a large factor in the alignment fit.

This parameter is determined from $`B=0`$ cosmics (straight line track model).

The parameters are determined only as a check. Their actual values are determined from hit triplets as a function of angle $`\beta `$ and $`z_r`$ ($`\beta `$ is the angle between the track and the normal to the drift direction).

The parameters change with the HV configuration.

Corrections for the wire position in and perpendicular to the drift direction. These corrections are determined in a cross check with $`B=0`$ cosmic tracks, otherwise the data from a survey of flanges are used ($`<10\mu `$m).

These correction are used to describe the changes of drift velocity $`v_{\text{drift}}`$ by variations of the electron beam current $`I_e`$ due to space charge effects; they are determined once.

These parameters change with repair/breakdown of HV cards. They are introduced in order to correct for bad cathode HV.

Corrections for the silicon vertex detector, five per half ladder, determined in and perpendicular to ladder, on average and as function of $`z`$ and of $`\phi `$.

The alignment is done for run ranges and repeated after e.g. a change of the HV configuration. Run-to-run variations of parameters (e.g. the average drift velocity $`v_{\text{drift}}`$) are taken into account by the data from the online reconstruction as mentioned above.

The alignment procedure allows to reach the intrinsic resolution not only locally but also for complete tracks. For the drift chambers CJC1 and CJC2 the local hit resolution can be determined from local hit triplets as a function of drift distance; the minimum is about 120 $`\mu `$m for 1 cm drift distance. The minimum value from track residuals is about 125 $`\mu `$m. For the CST the intrinsic point resolution of 15 $`\mu `$m from hits overlaps is also reached globally. Figure 2 shows the improvement for track parameters, determined from data in the comparison of parameters between the two parts of cosmic tracks. A significant improvement is visible for larger track momenta. In Table 2 the standard deviations in the parameters $`d_{ca}`$ and $`1/p_t`$, determined from the difference between the two parts of cosmic tracks, are given for three different track classes.

## ACKNOWLEDGEMENTS

We would like to thank the organizers of the conference on Advanced Statistical Techniques in Particle Physics for their hospitality and the stimulating atmosphere in Durham.


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# M giants in MACHO, DENIS and ISOGAL

## 1 Introduction

The Baade’s Window fields in the inner Bulge of the Milky Way galaxy offer the opportunity of studying a sample of galactic stars at a well-defined distance from the sun and with relatively low interstellar absorption.

The mira variable content of the NGC 6522 and Sgr I Baade’s Windows has been surveyed by Lloyd Evans (1976). A recent census of miras in Sgr I, which includes the results of blue and near-infrared photographic surveys as well as long-period stars found during the IRAS mid-infrared survey, has been given by Glass et al (1995). In the present work, the general population of M giants, including variables of lower amplitude than the miras, is studied in the NGC 6522 Window. A ‘complete’ sample of M stars from M1 to M8 in an annular field of 42 arcmin2 area surrounding the NGC 6522 cluster was obtained by Blanco (1986) using a grism attached to the prime focus camera of the CTIO 4m telescope. It should be noted that the classification into M sub-types by Blanco (1986) is not quite on the Morgan-Keenan (MK) system, in that stars of M2 to M6 were stated to have been classified 1-2 subtypes too late by Terndrup, Frogel and Whitford (1990; see also below). Spectroscopy of all Blanco’s stars of subtype M6 or later was obtained by Sharples, Walker & Cropper (1990), who tabulated their radial velocities and their TiO (8415) and CaII (8662) line strengths.

Unlike the solar neighbourhood and the Magellanic Clouds, the galactic centre fields do not contain late-type C-rich giants. The relatively small Blanco (1986) field also does not include any miras. Lloyd Evans’ (1976) figures for the surface density of miras suggest that only about one could have been expected.

The ISOGAL survey (Omont et al., 2002) at 7 and 15$`\mu `$m of sample fields along the Galactic Plane and within the Galactic Bulge included a ‘fiducial’ field around the globular cluster NGC 6522. Glass et al. (1999) showed that all stars later than M6 were detected, whereas M1 types were not seen at all. It was found that many AGB stars besides the mira variables possess excesses at 15$`\mu `$m, indicating that they are losing mass.

Glass, Alves et al. (2000; see also Alard et al., 2001) showed that nearly all the stars that were detected by ISOGAL in the NGC 6522 and Sgr I Baade’s windows could be identified with late-type variables in the MACHO database. They studied approximately 300 stars that were seen in both the MACHO $`v`$ and $`r`$ colours as well as in both the ISOGAL bands at 7 and 15$`\mu `$m. Almost all the non-miras were found to be semi-regular variables, with mass-loss rates that ranged from undetectable to $`5\times `$ 10-7 $`M_{}`$yr-1. Semiregular variables were seen to outnumber miras by at least 20:1 in these fields. They had periods ranging from 10-200 days and amplitudes which reached $``$0.3 mag at 100d period. A period of 70 days or more was found to be a necessary, though not a sufficient, condition for detectable mass-loss.

Schultheis and Glass (2001) examined the same sample of stars in the near infrared period-magnitude, period-colour and colour-magnitude diagrams derivable from the DENIS $`IJK_S`$ dedicated survey of the galactic bulge (Simon et al., 2002, in preparation) and the 2MASS $`JHK_S`$ survey. The Semi-regular variables inhabit the upper end of the $`JK_S,K_S`$ colour-magnitude diagram and their colours and magnitudes are seen to increase in a general way with period. The well-known separation between miras and late-type giants in the $`JH,HK`$ diagram was shown to be primarily caused by the effect of water vapour absorption on the $`JH`$ colour index.

In this paper, we examine the complete Blanco (1986) sample of stars in the NGC 6522 field classified M1 or later for variability in the MACHO database to find the dependence of variability on spectral type. Because many of these stars fall within the area surveyed by ISOGAL they could also be examined for mass-loss. The previous work (Alard et al, 2001; Schultheis and Glass, 2001) dealt exclusively with stars detected in both MACHO ($`r`$ and $`i`$) and both ISOGAL (7$`\mu `$m and 15$`\mu `$m) bands and was heavily weighted towards stars with mass-loss. There are only 23 stars in common.

## 2 Extraction of MACHO data

### 2.1 Positions

Blanco (1986) lists 174 stars of types M1–M8 near NGC 6522. Using his published finding chart, a Digitized Sky Survey FITS file of the area, containing World Coordinates, was used to extract positions for each object. The MACHO on-line database was then searched, over a small radius of a few arcsec surrounding each position, for red stars. The positions of the candidates, as given in the MACHO database, are included in Table 1. An overlay was created to check the positions against the Blanco chart for errors.

### 2.2 Variability

The $`r`$ light curve and the Fourier spectrum of each object were plotted. Each light curve was examined by eye as well as by computer and generally any variability detected by machine could also be seen. The apparent ‘noise’ on the light curves was not constant, probably due to crowding, but it is believed that periodic or near-periodic variations of 0.03 mag or more peak-to-peak would all have been detected. Because of the seasonal nature of the data, the analysis may have been somewhat less reliable at longer periods ($`>`$ 100d).

The Alard et al (2001) data cover six observing seasons, while the initial web-based set of data used here covers only five. The periods given by Alard et al (2001) represent the highest amplitudes seen in the summed Fourier spectra for each individual season (for log $`P`$ $`<`$ 2.2), whereas in this work the entire series of observations for each star was analysed at the same time. The photometry was plotted according to phase for the main period found and the average amplitude at that period was estimated by eye. It should be accurate to about 0.1 mag.

Generally, more attention has been paid to secondary periods and long-period components than in the Alard et al work. In some cases, the data were pre-whitened by removing the main component of variation in order to make the minor components more easily recognizable. This procedure is not very satisfactory when the amplitudes are not constant. The resultant periods and amplitudes are given in Table 1.

Altogether 48 Blanco stars were found to be variable (see Table 2). The early (Blanco M1–M4) subtypes are only rarely seen to vary at the level we can detect whereas variability becomes ubiquitous for the later subtypes (M5–M8). Of the variables, 46 showed some degree of coherence throughtout the series of observations and can therefore be considered to be SRa type, as judged by eye from light curves phased according to the derived periods. Only two seemed to be completely lacking in long-term coherence for any period. The reality of the shortest period given in Table 1, 11.4 days for Blanco 4, is somewhat doubtful, but other short periods around 15 days seem to be well-established.

Various previous studies have sought to determine the dependence of variability on spectral type. Jorissen et al (1997) suggested that variability at a low level is ubiquitous in late-K and early-M giants. Henry et al (2000) demonstrated short-term variability at about the 0.01–0.02 mag level in M0 giants. This level is probably not detectable in the MACHO data. Koen & Laney (2000) examined the Hipparcos data for nearby late-type stars in the solar neighbourhood and found evidence for variability, usually with amplitude $`<`$ 0.1 mag, in many early-M type stars. However, Kerschbaum, Lebzelter & Lazaro (2001) have observed some of these from the ground and question whether the shortest periods seen (i.e. $`<`$ 10d) might not be artefacts of the Hipparcos data.

#### 2.2.1 Notes on individual stars

Most of the periods agree quite well with the Alard et al (2001) results. The differences that occur appear mainly to be due to the additional season of data in the latter and appear to reflect the irregularity of the variations that are being measured. The following are the most striking examples:

Blanco 3. This is a highly irregular star (see Fig 1) in which Alard et al found a period of 115d to have the highest amplitude. It does not appear to show any persistent period.

Blanco 4. Alard et al found a period of 80 days with an amplitude 0.1 mag. The present data may support a period of 11.39d with a very small amplitude of about 0.02 mag.

Blanco 38. The Alard et al period of 37.4 d has a slightly smaller amplitude than the period of 25.7d, found in this work.

Blanco 39. The MACHO website programmes did not appear to extract the light curve of this star correctly; the data appearing to be very noisy. The Alard et al value for the period is used.

Blanco 57. This very irregular variable shows periods of 502, 171 and 97 days, none of which agree with the Alard et al period of 118.9d.

Blanco 138. Alard et al give 119d.

### 2.3 $`r`$ amplitudes

The average $`r`$ amplitudes of the variables increase with log $`P`$ (fig. 2). In this diagram, when stars have both short and long periods, the short periods follow the trend of the singly-periodic variables.

## 3 Cross-correlation with DENIS

The DENIS database of $`IJK_S`$ magnitudes was searched for the 174 Blanco stars. A search radius of 3′′ was used (the astrometric precision of the DENIS positions is expected to be $``$ 1′′). Counterparts were not found for Blanco 2 (very close to Blanco 3 in position) and Blanco 121. The latter was classified M1 by Blanco (1986).

Figure 3 shows a plot of DENIS $`K_S`$ mag vs M subtype for the stars that were identified. The variables are also indicated. There is a steady increase in average $`K_S`$ flux, and therefore luminosity, with spectral sub-type in this sample, from the early to the later types. A few outlying stars may be in front of or behind the main Bulge population. The three brightest stars of type M6 and the brightest of type M6.5 have $`I`$ $``$ 11.8, according to Sharples et al (1990), which places them within a group having low velocity dispersion that lies in the foreground.

Stars of Blanco (1986) type M6 or later were all found to be variable, as were the most luminous of the M5 group. The earlier types were, with only a few exceptions, not seen to vary. Amongst the exceptions, Blanco 54 (classified M1), appears more luminous than others of the same spectral type in $`K_S`$ and also in Blanco’s (1986) original list of $`V`$ mags. Its light curve (fig. 1) is suggestive of a later type than M1. Its DENIS $`(IJ,JK_S)_0`$ colours of (1.23, 1.01) suggest M2–M3. It may a superimposition of an early and a late-type star.

Variability can be seen to be associated with both high luminosity and late spectral type. It is not clear which of these should be regarded as the most fundamental. The tip of the Red Giant Branch is usually considered to be $`K`$ $``$ 8.2 (e.g., Tiede, Frogel & Terndrup, 1995; Omont et al, 1999) and it is clear that variability extends to fainter magnitudes than this. However, AGB stars also occur at these luminosities and cannot be distinguished from RGB stars.

The relation of DENIS $`IJ`$ and $`JK_S`$ colours to Blanco (1986) spectral type, at least for the M giants in Baade’s NGC 6522 Window, is shown in Fig 4. The colours have been corrected for $`A_V`$ = 1.45 mag (see Glass et al, 1999), or $`E_{IJ}`$ = 0.50 and $`E_{JK_S}`$ = 0.23. A strong increase is noticeable in $`IJ`$ colour towards later spectral types. The average de-reddened colours are tabulated in Table 3.

A comparison can be made between the average DENIS colours for each Blanco spectral type and synthetic colours for stars with MK spectral types that have been measured spectrophotometrically by Lançon and Wood (2000). Fig 5 shows the result. The two sets of stars for the most part occupy the same locus, but the Lançon and Wood colours are somewhat redder than the Blanco ones for earlier spectral sub-types. As mentioned, Terndrup et al (1990) stated that subtypes from M2 to M6 were classified 1-2 subtypes too late, but we now see that this problem extends from M1 to M6. Stars with the latest spectral subtypes of M7 and M8, although agreeing in $`IJ`$, do not have the same $`JK_S`$; this effect may be due to increased mass-loss from the Bulge stars when compared to the Solar neighbourhood.

### 3.1 Period-$`K_S`$ trend for NGC 6522 SRVs

The $`K_S`$ mag, log $`P`$ diagram for the variables is shown in Fig 6. Several stars have two periods (or even more). In these cases, the longer periods are shown as filled circles.

There is an obvious tendency of the $`K_S`$ mag to increase with period, if the single-period stars and the short periods of the double-period stars are considered.

Wood (2000) has found that the SRVs in the LMC fall on a number of parallel tracks in the $`K_S`$, log $`P`$ diagram (see fig. 6). Similar results have been reported by Cioni et al (2001) using DENIS and EROS results. Wood (2000) interprets his tracks in terms of pulsation modes, where the Mira sequence is the fundamental and the two sequences at shorter periods are overtones. Track D (see next section) is thought to be an effect arising from a close companion.

Because of the depth of the Bulge in the line of sight, any intrinsic tendency of its SRVs to lie along Wood’s sequences may not be obvious. For example, the miras in the nearby Sgr I Baade’s Window of the Bulge show a dispersion from the $`K_S`$, log $`P`$ relation of 0.35 mag, which is much greater than the 0.13 mag found for O-type miras in the Large Magellanic Cloud (Glass et al, 1995, Glass in preparation). The increased scatter has been ascribed, at least in part, to the finite thickness of the Bulge.

### 3.2 The long periods

The longer periods of the doubly-periodic SRVs are close to Wood (2000)’s line D, which is followed by the longer periods of the similarly behaved AGB stars in the LMC. The nature of the variation giving rise to this line is not yet understood. It cannot be a pulsational mode if the mira sequence is that of fundamental mode pulsators. Binarity may be involved as a mechanism because the periods appear to be stable and about appropriate to the orbit of a cool companion or giant planet in the outer part of the atmosphere of a late-type M giant. Some evidence for this possibility, based on radial velocity measurements, has been presented by Wood, Axelrod and Welch (2001). Struck and Willson (2002) have discussed the wake dynamics that might be caused by a brown dwarf or planet orbiting within the extended atmosphere of a mira variable, but they do not predict the type of variation observed here.

Figure 7 shows the interesting case of a star (Blanco 26 = BMB111Blanco, McCarthy and Blanco, 1985 95) in which a long-timescale variation of about 344d period seems to commence suddenly. This phenomenon is not seen in other published light curves, in which the long-period variability is always present. The first dip of Blanco 26, at $``$ (JD - 2400000) + 49560, is merely a short event of a few days duration. This brief and steep-sided drop in brightness seems to be incompatible with a pulsational explanation for the light curve. It was possibly caused by a short-lived outburst of obscuring material. The following minimum, at 49900, again shows a sudden decline but is followed by a slow recovery. The minima at 50250 and 50600 are almost symmetrical and the last two observed show a shortening rise time. The periodic occurrence of the dips suggests that the obscuring material may be in orbit, shepherded by a compact star, or that its production may be stimulated at the periastron of a binary system, possibly a precessing one. As is well known, a loosely-bound cloud of particles with significant velocity dispersion can be expected to spread with time along the orbit, and this may explain the evolution of the phase-dependence of the obscuration with time.

A short-period pulsation of about 27 days persists throughout the data and can be seen in each season’s data when analysed separately.

The $`br`$ colour of this star becomes redder when it is faint. This could be the result of increased circumstellar obscuring material which, if it resembles interstellar grains, is expected to have a greater effect at short wavelengths than at long ones. Similar behaviour is seen in the light curves of two other galactic double-period SRs, MACHO 113.18154.26 and 113.18285.65, illustrated in Alard et al (2001). The $`r`$ light curves of the double-period SRVs in the LMC (Wood et al., 1999) show that the long periods also persist throughout the interval over which the data are taken. The variations are, in general, not sinusoidal and can sometimes be sawtooth-shaped. The long-period minima can be short or long (up to $`0.3`$ times the period). A comparison with their $`b`$ light curves shows that they also have colours which are redder when faint.

ISOGAL 15$`\mu `$m photometry of the galactic stars mentioned above was obtained around JD 2450876. Two, Blanco 26 and MACHO 113.18154.26, do not show pronounced infrared excesses, whereas MACHO 113.18285.65 has  -  = 1.3. In other words, there is no clear association of the double-period phenomenon with high mass-loss. It is also possible that the obscuration could be due to a TiO cloud in orbit. This possibility should be easy to check by spectroscopy. The light minmima of RCB stars are believed to be caused by the expulsion and rapid condensation of carbon vapour.

## 4 Blanco stars and ISOGAL

### 4.1 ISOGAL objects in the Blanco field

Glass et al (1999) found that nearly all the ISOGAL stars in the Blanco field correspond to late-type M giants. The boundaries of the ISOGAL survey fields are now more conservatively defined to avoid the unreliability associated with their jagged edges.

The Blanco star positions were cross-correlated visually with the latest version of the ISOGAL Catalogue, PSC1.0 (see Schuller et al, 2002), using overlays. Somewhat more than half of the Blanco field overlaps the ISOGAL NGC 6522 field. About 70 Blanco objects lie outside. Thirty-seven Blanco stars (including no. 54) were detected by ISOGAL, almost all of them variables with sub-types of 5 or later (see Table 4 and Fig. 8). Five Blanco stars detected by ISOGAL were non-variables.

As expected, the reddest stars in $`K_S`$ –  and  –  are associated with the longest periods (log $`P`$ $`>`$ 1.8) and late spectral types (M5 and later). These objects have 15$`\mu `$m excesses almost certainly attributable to dust. However, there are also stars of late M types (M5, M6 and M6.5) which do not show 15$`\mu `$m excesses. The larger sample of stars considered by Alard et al (2001) shows the trend more clearly. It should be remembered that the ISOGAL and DENIS surveys were not simultaneous. However, because the amplitudes of variation were small for the stars that we are considering, the $`K_S`$ \-  colours can be of value.

#### 4.1.1 Notes on non-variables and individual stars

The non-variables detected by ISOGAL were Blanco 22(4), 46 (4), 58(5), 86 (1) and 101 (4), where the spectral subtypes are given in brackets. The detection of early sub-types is not common. These particular stars are among the brightest members of their spectral sub-classes and close to or above the threshold level for detection by ISOGAL at 7 $`\mu `$m. They may be foreground objects or misclassified.

In addition to those discussed above, seven more Blanco stars not included in the PSC1.0 Catalogue were detected by ISOGAL. They are situated at the edge of the field where the data are less reliable. They are Blanco numbers 75, 84, 118, 126, 132, 151 and 154.

#### 4.1.2 Non-Blanco ISOGAL stars

Forty-eight ISOGAL sources were within the annulus specified by Blanco and nine of these were not listed by Blanco. Of these nine, ISOGAL-PJ180340.6–300002 and ISOGAL-PJ180344.2–295845 are not detected at 7$`\mu `$m or at the DENIS wavelengths and are faint on the Blanco chart. They are also near the limit of detection at 15$`\mu `$m and may not be real.

The remaining seven (see Table 5) are bright on the Blanco chart. ISOGAL-PJ180329.6–300109 was detected at both ISOGAL wavelengths. Its MACHO light curve shows that it is a SRV with period 83d and amplitude 0.4 mag in $`r`$. Its DENIS colours suggest a spectral type around Blanco M5. ISOGAL-PJ180323.6-300159 is also a SRV, with P=34d and amplitude $``$0.05. In this case, the DENIS colours suggests a Blanco type about M2–3. Two other stars have infrared colours corresponding to early Blanco M-type. They are ISOGAL-PJ180326.8-300131 (noisy MACHO trace) and ISOGAL-PJ180328.7-300356, which do not show significant variability.

The other three objects were detected at 7 but not at 15$`\mu `$m. ISOGAL-PJ180328.8-300335, is a photometric standard star mentioned by Arp (1965), with $`V`$=12.74, $`BV`$=0.53.

A clear implication of the discovery of four new probable M stars in this field is that the Blanco (1986) survey is not quite complete. These stars are among the brightest at $`I`$ in the field and may have been saturated on Blanco’s grism plate. In some cases there may have been confusion due to crowding of images.

#### 4.1.3 Variable Blanco star not detected in ISOGAL

Only one Blanco star that is variable and that falls within the ISOGAL area was not detected, viz. 83 (5). Blanco 83 has an unusually regular light curve with a 135.5d period, and may not be a typical SR variable. Its DENIS colours $`(IJ,JK_S)_0`$ = (1.62, 1.15) are however compatible with its spectral type.

## 5 Conclusions

We have examined a ‘complete’ sample of 174 Blanco M giants in the Inner Bulge of the Galaxy for variability and infrared characteristics.

About 46 of the Blanco (1986) stars are semi-regular variables with amplitudes exceeding about 0.03 mag. Stars with spectral types of M6 or later are variable, together with many of type M5, especially the most luminous. More than one period is fairly common.

There is a continuous increase of average luminosity and of $`IJ`$ and $`JK_S`$ colours with M sub-class. A $`K_S`$, log $`P`$ trend is shown by SRVs if in each case the most important shorter period is used when a long period is present.

Thirty-seven Blanco stars out of a possible $``$101 were detected by ISO during the ISOCAM programme. It is clear that there is a high correlation between variability and detection but not whether this is due to luminosity or to temperature effects (late spectral type). NGC 6522 therefore contains very few semi-regular variable M-type giants that escaped detection in the work of Alard et al (2001).

Four additional probable M stars detected by ISO, two of them semi-regular variables with late M-subtype colours, have been found in the Blanco (1986) field, which shows that his survey is not as complete as formerly believed.

Among those stars with both short and long periods, the long periods appear to fall close to the ‘D’ line in the $`K_S`$, log $`P`$ diagram, found by Wood (2000) for similar objects in the LMC. The unusual light curve for Blanco 26 suggests that pulsation cannot be responsible for the long period variability.

## 6 Acknowledgments

The STAR programs written by Dr L.A. Balona (SAAO) were used in the Fourier analysis of the light curves.

We thank Dr C. Koen (SAAO) and Dr A. Omont (IAP) for reading drafts of this paper and suggesting some improvements.

ISG thanks Prof S. Deguchi and the National Astronomical Observatory of Japan as well as Prof Y. Nakada and the Institute of Astronomy, University of Tokyo, for their hospitality during part of this work.

MS is supported by the Fonds zur Förderung der Wissentschaftlichen Forschung (FWF), Austria, under project J1971-PHY.

This paper utilizes public domain data originally obtained by the MACHO Project, whose work was performed under the joint auspices of the U.S. Department of Energy, National Nuclear Security Administration by the University of California, Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48, the National Science Foundation through the Center for Particle Astrophysics of the University of California under cooperative agreement AST-8809616, and the Mount Stromlo and Siding Spring Observatory, part of the Australian National University.

We acknowledge use of the Digitized Sky Survey produced at the Space Telescope Science Institute under US Government grant NAG W-2166, based on material taken at the UK Schmidt Telescope, operated by the Royal Observatory Edinburgh with funding from the UK Science and Engineering Research Council and later by the Anglo-Australian Observatory.


text:
# Quasi-normal modes of D3-brane Black Holes

## I Introduction

It is well known that black holes have thermodynamical properties, i.e. entropyentropy ; AreaTh  and temperatureHawkingRadiation , which can be understood in the framework of general relativityGRText  and quantum theory of matter in curved spacetimeQFText . In these formalisms, the entropy for a black hole is given by a quarter of its horizon area and Hawking radiation can be explained as a particle creation caused by existence of the horizon. Some years ago, in the string theory, which seems to be most promising candidate for a quantum theory of gravity, it was found that the D-brane can also describe black hole spacetime and its thermodynamical propertiesH . In this prescription, the entropy for a black hole is derived by counting the number of microscopic states on the D-braneSV , and Hawking radiation can be recognized as emission process of closed strings from the D-braneCM ; DM .

As for the scattering processes of a particle or a wave in a black hole spacetime, we can observe a good agreement between a D-brane picture and an analysis based on the corresponding supergravity description. Especially the absorption cross section for a dilaton by the D3-brane in a low-energy region, which is evaluated by means of the world volume approach, has been shown to coincide with the result obtained by solving the wave equation for the dilaton field propagating in the 3-brane backgroundK ; GHKK ; GH . Taking account of the above results in the scattering processes, it seems to be quite natural to pose a question whether the agreement is hold even for quasi-normal modes (QNMs) of a black hole or not.

QNMs characterize the emission of a gravitational wave which represents a response to a perturbation affected to a black hole spacetimeChandDet ; MathematicalBH ; KS . As briefly reviewed in appendix A, it is obtained by solving the wave equation on the background with the suitable boundary conditions that the flux at the horizon is ingoing and outgoing at spatial infinity. QNM is characterized by a complex frequency whose imaginary part represents the time scale in which the perturbation to the black hole spacetime decays. Since black holes are interpreted as thermal objects that are characterized by thermal quantities such as the temperature and entropy, the imaginary part of the QNM frequency can be recognized as the relaxation time within which black holes approach to the thermal equilibrium.

As was well known, the relationship between D-branes and black holes in string theory is an important precursor to the AdS/CFT correspondence. And connection between QNMs and the decay of perturbations in the dual CFT was first suggested in the work of HH  based on the numerical computation of QNMs for AdS-Schwarzschild black holes in several dimensions. QNMs of AdS black holes and BTZ black holes are investigated in CM1 ; CM2 ; WYA ; GS ; ZWA ; B ; CL1 ; CL2 ; MN ; WAM ; RAK  and those of near extremal black branes are found in AOS . Furthermore in BSS , it was shown that the frequencies of QNMs for BTZ black holes are in exact agreement with the location of the poles of the retarded correlation function describing the linear response on the CFT side.

In the present paper, we consider the D3-brane as an other example of the correspondence in QNMs. Our analyses for the D3-branes will be performed in the two different parameter regions in type IIB string theory, one is large number of the D3-branes and the other is only one D3-brane. In the first region, the classical supergravity is effective so that gravity is described by the curvature of space-time. In the later, the perturbative field theory on the D3-brane, which is embedded in a flat spacetime, is effective. In such flat spacetime, how QNMs can be calculated? This is our main interest and motivation in this paper. We will apply Feynman’s space-time approach to this problem, which gives alternative intuitive methods to quantum field theories Feynman 1 ; Feynman 2 ; Feynman 3 ; JJS . We perturbatively solve the equation derived from the low energy effective action for the D3-brane, i.e. the Dirac-Born-Infeld action, which describes propagation of a dilaton wave in the bulk flat spacetime and its interaction with D-branes. And we apply a general condition for QNMs which is obtained in appendix A to the scattering problem of this flat D3-brane case. It is shown that the obtained condition of QNMs is qualitatively equivalent to that evaluated in the framework of the usual scattering of the dilaton wave based of the supergravity description.

A brief outline of this paper is following. In the next section, we obtain the QNMs for the 3-brane by solving the wave equation propagating on its background in classical supergravity analysis. In section 3, only one D3-brane are considered and the condition of the QNMs are obtained by the Feynman’s space-time approach. These two results are compared and discussed in section 4. In appendix A, we give a brief review of QNMs. Absorption of a scalar for D3-brane is also investigated by space-time approach and the result is compared with the result of GHKK  in appendix C.

## II Quasi-normal modes in Supergravity

In this section, we evaluate the QNM of 3-brane solution of type IIB supergravity. The main analysis of this section is based on the results obtained in GH , which studies absorption probability of a dilaton by the D3-brane. We consider the dilaton as a minimally coupled scalar, which obeys the wave equation

$$\frac{1}{\sqrt{g}}_A\sqrt{g}g^{AB}_B\varphi =0,(A,B=0,1,\mathrm{},9)$$
(1)
in the spacetime whose metric is given by

$`ds^2=`$ $`\left(1+{\displaystyle \frac{R^4}{r^4}}\right)^{1/2}(dt^2+dx_idx^i)`$ (2)
$`+\left(1+{\displaystyle \frac{R^4}{r^4}}\right)^{1/2}(dr^2+r^2d\mathrm{\Omega }_5^2).`$
The characteristic length of the 3-brane $`R`$ is related to 10-dimensional gravitational coupling constant $`\kappa _{10}`$ as follows,

$$R^4=4\pi gN\alpha _{}^{}{}_{}{}^{2}=\frac{N\kappa _{10}}{2\pi ^{5/2}}.$$
(3)
In the case of the scattering in the low energy region $`\omega R<<1`$, the dominant contribution to the cross section comes from spherical symmetric process so that we concentrate the radial equation for s-wave of energy $`\omega `$ derived from Eq.(1)

$$\left[\frac{^2}{r^2}+\frac{5}{r}\frac{}{r}+\omega ^2\left(1+\frac{R^4}{r^4}\right)\right]\varphi (r)=0.$$
(4)
If one performs the change of variables, $`r=Re^z`$, $`\varphi (r)=e^{2z}\psi (z)`$, then Eq.(4) becomes Mathiue equation,

$$\left[\frac{^2}{z^2}+2(\omega R)^2\mathrm{cosh}2z4\right]\psi (z)=0.$$
(5)
As was shown in GH , the exact solution which is ingoing at horizon($`r0`$) can be expressed as expansions in terms of Bessel and H$`\ddot{a}`$nkel functions as follows,

$$\psi (z)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{c\left(n+\mu \right)}{c(\mu )}J_n(\omega Re^z)H_{n+2\mu }^{(1)}(\omega Re^z),$$
(6)
where the coefficients is given by

$`c(\mu )`$ $`=`$ $`{\displaystyle \frac{(\frac{\omega R}{2})^{2\mu }}{\mathrm{\Gamma }(\mu +2)\mathrm{\Gamma }(\mu )}}v(\mu )`$
$`v(\mu )`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}(1)^n\left({\displaystyle \frac{\omega R}{2}}\right)^{4n}A_\mu ^{(n)}`$
$`A_\mu ^{(0)}`$ $`=`$ $`1`$
$`A_\mu ^{(q)}`$ $`=`$ $`{\displaystyle \underset{p_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{p_2=2}{\overset{\mathrm{}}{}}}\mathrm{}{\displaystyle \underset{p_q=2}{\overset{\mathrm{}}{}}}a_{\mu +p_1}a_{\mu +p_1+p_2}\mathrm{}a_{\mu +p_1+\mathrm{}+p_q}`$
$`a_\mu `$ $`=`$ $`{\displaystyle \frac{1}{\mu (\mu +1)(\mu +2)(\mu +3)}}.`$ (7)
The value of $`\mu `$ is determined in terms of a prescription in the standard Floquet analysis which implies

$$\frac{c(\mu )}{c(\mu 1)}\frac{c(\mu +1)}{c(\mu )}=1.$$
(8)
The explicit expression for the first few terms of $`\mu `$ and $`A_\mu ^{(q)}`$ is given in Appendix B. Let me introduce new variables for convenience,

$$\eta =e^{2i\pi \mu },\chi =\frac{c(\mu )}{c(\mu )}.$$
(9)
With these variables, asymptotic forms of the solution (6) near the horizon ($`\mathrm{Re}\mathrm{z}\mathrm{}`$) is given by

$`\sqrt{\eta }`$ $`\left(\eta {\displaystyle \frac{1}{\eta }}\right)\psi (z)`$
$``$ $`\left(\eta {\displaystyle \frac{1}{\eta }}\right)`$ $`\sqrt{{\displaystyle \frac{2}{\pi \omega Re^z}}}e^{i\left(\omega Re^z\frac{\pi }{4}\right)}.`$ (10)
Similarly we can obtain the asymptotic form for the spatial infinity ($`\mathrm{Re}z\mathrm{}`$)

$`\sqrt{\eta }`$ $`\left(\eta {\displaystyle \frac{1}{\eta }}\right)\psi (z)`$
$``$ $`\left(\chi {\displaystyle \frac{1}{\chi }}\right)`$ $`\sqrt{{\displaystyle \frac{2}{\pi \omega Re^z}}}e^{i\left(\omega Re^z\frac{\pi }{4}\right)}`$
$`+\left(\eta \chi {\displaystyle \frac{1}{\eta \chi }}\right)`$ $`\sqrt{{\displaystyle \frac{2}{\pi \omega Re^z}}}e^{i\left(\omega Re^z\frac{\pi }{4}\right)}.`$
From these asymptotic behavior given above, we can read off the amplitudes

$$𝒜=(\eta \frac{1}{\eta }),=(\eta \chi \frac{1}{\eta \chi }),=(\chi \frac{1}{\chi }),$$

for the transmitted, incident and reflected waves, respectively. As we describe in Appendix A, QNMs are given by the condition,

$$/=0.$$
(12)
In order to compare the obtained results (12) with the evaluation of QNMs in the next section based on Dirac-Born-Infeld action which is the low energy effective theory of the D3-branes, we consider the QNM condition (12) in the low energy region ,i.e., $`\omega R1`$, that can be expanded with respect to $`\omega R`$ as

$`{\displaystyle \frac{}{}}e^{i\beta }`$ $`=`$ $`1+{\displaystyle \frac{\pi ^2}{512}}(\omega R)^8\left(1+{\displaystyle \frac{4i}{\pi }}\mathrm{log}{\displaystyle \frac{\omega \overline{R}}{2}}\right)+{\displaystyle \frac{\pi ^2}{51212}}(\omega R)^{12}\left(2\mathrm{log}{\displaystyle \frac{\omega \overline{R}}{2}}+{\displaystyle \frac{4i}{\pi }}(\mathrm{log}{\displaystyle \frac{\omega \overline{R}}{2}})^2\right)`$
$`+{\displaystyle \frac{\pi ^2}{512}}{\displaystyle \frac{7}{72}}(\omega R)^{12}\left(1+{\displaystyle \frac{4i}{\pi }}\mathrm{log}{\displaystyle \frac{\omega \overline{R}}{2}}\right)+𝒪\left((\omega R)^{16}(\mathrm{log}\omega R)^3\right)`$
$`=`$ $`0,`$
where $`\overline{R}`$ is written by the characteristic length of the 3-brane $`R`$ and the Euler constant $`\gamma `$ as $`\overline{R}=e^\gamma R`$ and $`\beta `$ is a phase factor,

$$\beta =\frac{2}{3}\pi (\frac{\omega R}{2})^4+\frac{259}{216}\pi (\frac{\omega R}{2})^8\frac{22}{81}\pi ^3(\frac{\omega R}{2})^{12}+\mathrm{}$$
(14)
Let us solve approximately the above QNM condition up to the lowest order $`(\omega R)^8`$ ,

$$1+\frac{\pi ^2}{512}(\omega R)^8\left(1+\frac{4i}{\pi }\mathrm{log}\frac{\omega \overline{R}}{2}\right)=0.$$
(15)
In the usual evaluation to QNMs WYA ; GS ; ZWA ; B ; CL1 ; CL2 ; MN ; RAK , their frequencies are characterized by the curvature scale of the black hole space time, i.e. $`|\omega R|1`$. Contrastingly, our calculation, which is valid in the range to $`|\omega R|1`$, gives QNMs in the low energy region. From the observational point of view, the frequencies for QNMs obtained in this paper might not be important. However recall that our main interest is to confirm the equivalence between two different pictures, i.e. the D3-branes and black 3-branes, in the case of QNMs.

From the condition (15) in the region $`|\omega R|1`$, we note that its solutions lie on n-th Riemanian sheets with $`n1`$ in the complex $`\omega R`$ plane. Inserting a polar coordinate representation for $`(\omega R)^8`$ to Eq.(15),

$$(\omega R)^8=re^{i\theta },$$
(16)
we obtain two real equations,

$`0=`$ $`1+{\displaystyle \frac{\pi ^2}{2^9}}r\mathrm{cos}\theta `$ (17)
$`{\displaystyle \frac{\pi r}{2^{10}}}\left[(\mathrm{log}r+8\mathrm{log}{\displaystyle \frac{e^\gamma }{2}})\mathrm{sin}\theta +\theta \mathrm{cos}\theta \right].`$
$`0=2\pi \mathrm{sin}\theta +\left[(\mathrm{log}r+8\mathrm{log}{\displaystyle \frac{e^\gamma }{2}})\mathrm{cos}\theta \theta \mathrm{sin}\theta \right].`$ (18)
From Eq.(18), $`r`$ is expressed in terms of $`\theta `$ as,

$$r=2^8e^{8\gamma }\mathrm{exp}[(\theta 2\pi )\mathrm{tan}\theta ].$$
(19)
So, we get the equation for $`\theta `$ from Eq.(17) and Eq.(19),

$$1\frac{\pi }{4e^{8\gamma }}e^{(\theta 2\pi )\mathrm{tan}\theta }\frac{\theta 2\pi }{\mathrm{cos}(\theta 2\pi )}=0.$$
(20)
Since, $`r`$ must satisfy $`r1`$, we can see from Eq.(17) that $`\theta `$ must satisfy $`|\theta |1`$. There are two cases for the solution of Eq.(19) and Eq.(20) as follows,

$`(i)`$ $`\theta >2\pi ,\mathrm{tan}\theta <0,\mathrm{cos}(\theta 2\pi )>0`$
$``$ $`{\displaystyle \frac{\pi }{2}}+2n\pi <\theta <2n\pi ,n2`$
$`(ii)`$ $`\theta <2\pi ,\mathrm{tan}\theta >0,\mathrm{cos}(\theta 2\pi )<0`$
$``$ $`(2n1)\pi <\theta <(2n1)\pi +{\displaystyle \frac{\pi }{2}},n0.`$
where $`n`$ is an integer. The condition $`|\theta |1`$ is satisfied when $`n1`$. Let us consider the case (i). We put $`\theta =2n\pi \mathrm{\Delta }_n`$ and $`0<\mathrm{\Delta }_n<\pi /2`$. Then Eq.(20) can be written as follows,

$`1{\displaystyle \frac{\pi }{4e^{8\gamma }}}e^{2n\pi \mathrm{tan}\mathrm{\Delta }_n}{\displaystyle \frac{2n\pi }{\mathrm{cos}\mathrm{\Delta }_n}}0.`$ (23)
$`\mathrm{\Delta }_n`$ must be much less than unity in order that the second term of the above equation cancels the first term. It follows that,

$`1{\displaystyle \frac{\pi }{4e^{8\gamma }}}e^{2n\pi \mathrm{\Delta }_n}2n\pi 0,`$ (24)
$`\mathrm{\Delta }_n{\displaystyle \frac{1}{2n\pi }}(\mathrm{log}n+\mathrm{log}{\displaystyle \frac{\pi ^2}{2e^{8\gamma }}}).`$ (25)
In the case (ii), we put $`\theta =(2n+1)\pi +\mathrm{\Delta }_n`$. After a similar analysis, we have the same result Eq.(25) for $`\mathrm{\Delta }_n`$. This $`\mathrm{\Delta }_n`$ are very small number as long as $`n1`$, so that the solution of Eq.(15) is just below the real axis of complex $`(\omega R)^8`$ plane. The radial parameter $`r`$ can be written as,

$`r={\displaystyle \frac{2^9}{\pi ^2n}}+𝒪\left({\displaystyle \frac{\mathrm{log}n}{n^2}}\right)`$ (26)
The QNMs frequency are $`R^1`$ times eighth roots of $`re^{i\theta }`$.

## III The wave scattering of D3-brane in space-time approach

In this section, we consider the case of a small number of the D3-brane in string theory, so that the description of the system based on the field theory with Dirac-Born-Infeld action is effective one rather than that in terms of the supergravity which has been used in the previous section. For simplicity, we treat one D3-brane in flat space-time and field theory with DBI action on it. In the case of the dilaton absorption by D3-braneK ; GHKK ; GH , the evaluation of the cross section is based on the world-volume interpretation, in which bulk dilaton field is recognized as a source of the world-volume fluctuation. In other words, it is assumed that quantum fluctuation of the bulk fields decouples and the dynamics is strictly on the brane.

As explained in the Appendix A, QNMs are determined by the condition (75) which states no incident wave in the scattering of the dilaton field in the black hole spacetime, and the reflective amplitude is needed to evaluate QNMs frequency. The world-volume approach K ; GHKK ; GH  do not give reflective amplitude which is concerned to bulk propagation. Thus the world-volume approachK ; GHKK ; GH  is not suitable for investigation of QNMs. Since the above definition of QNMs (75) based on the scattering processes of the dilaton, we have to take account of its bulk propagation at least. In order to keep close similarity to the evaluation of QNMs in previous section based on the classical supergravity, we throw a dilaton into a D3-brane from spatial infinity, which is treated as a wave in field theory such as R.P.Feynman’s space-time approach Feynman 1 ; Feynman 2 ; Feynman 3 ; JJS . Incident dilaton propagates in the bulk space and eventually interacts with a D3-brane. By perturbatively solving the wave equation for the dilaton, we can obtain its reflective amplitude. Another reason for using this space-time approach is that we bear its waveform in mind, which is one of the other important aspects of QNMs. The calculation based on CFT BSS  might be enough to evaluate the frequencies of QNMs which are given by positions of poles of the retarded CFT correlator. However our approach can tell us actual wave forms observed at infinity. Thus it is possible to discuss relation between two pictures of black hole spacetime, i.e. the supergravity and the D-brane description, from the viewpoint not only of the frequencies of QNMs but also their wave forms. In the appendix C, for a proof of the validity of our calculation based on the Feynman’s spacetime approach, the dilaton absorption cross section is evaluated by the formalism which developed in the present paper. And we show that our result agrees in the lowest order with that obtained by the world volume approachK ; GHKK ; GH .

For a low-energy dilaton, DBI action can be expanded in Einstein frame as followsGHKK ,

$`S_{\mathrm{DBI}}`$ $`=`$ $`T_3{\displaystyle d^4x\sqrt{det\left(G_{\mu \nu }^E+\frac{e^{\frac{\varphi }{2}}}{\sqrt{T_3}}F_{\mu \nu }\right)}}`$ (27)
$`=`$ $`{\displaystyle d^4x\left(\frac{1}{4}F^2\frac{\sqrt{2}}{4}\kappa _{10}\varphi F^2+\frac{1}{8T_3}(F^4\frac{1}{2}(F^2)^2)\right)}+\mathrm{},`$
where $`F^n=F_{\mu 2}^{\mu 1}\mathrm{}F_{\mu 1}^{\mu n}`$ and $`T_3`$ is the tension of the D3-brane. The term $`F_{\mu \nu }`$ is field strength of the gauge field on the 3-brane describing its longitudinal dynamics, while its transverse oscillations do not couple with dilaton. For $`N=1`$ case, gauge fields on the D3-brane are photon, and we take Coulomb gauge for it on the D3-brane. Then the action for the dilaton in the bulk and the gauge fields on the brane is given by

$`S_{\mathrm{eff}}={\displaystyle \frac{1}{2}}{\displaystyle d^{10}x_A\varphi ^A\varphi }{\displaystyle \frac{1}{2}}{\displaystyle d^{10}x\delta ^{(6)}(x)\left[(1\sqrt{2}\kappa _{10}\varphi )_\mu A_i^\mu A^i+\frac{1}{2T_3}(ϵ^{ijk}\dot{A}_i_jA_k)(ϵ^{lmn}\dot{A}_l_mA_n)\right]},`$ (28)
where $`i=1,2,3`$ and $`\dot{A}=_0A`$. For a low energy dilaton, the scattering process is dominated by s-wave so that we can put its form as $`\varphi =\varphi (t,r)`$ where $`r^2=x_4^2+\mathrm{}+x_9^2`$. The evolution of the dilaton in the bulk and the gauge filed on the brane are expressed by the wave equations,

$`(_t^2+_r^2{\displaystyle \frac{15}{4r^2}})\phi `$ $`=`$ $`\delta (r){\displaystyle \frac{\kappa _{10}}{\sqrt{2}\pi ^3r^{5/2}}}_\mu A_i^\mu A^i,`$ (29)
$`_\mu ^\mu A^i`$ $`=`$ $`\sqrt{2}\kappa _{10}_\mu (\varphi ^\mu A^i)`$
$`+{\displaystyle \frac{1}{T_3}}_0\left[(ϵ^{lmn}\dot{A}_l_mA_n)ϵ^{ijk}_jA_k\right]`$
$`+{\displaystyle \frac{1}{T_3}}_a\left[(ϵ^{lmn}\dot{A}_l_mA_n)ϵ^{bai}\dot{A}_b\right],`$
where we change the variable as $`\phi =r^{5/2}\varphi `$. We can solve these wave equations by means of perturbation with respect to interaction with gauge fields, i.e, the coupling constant $`\kappa _{10}`$, and four point interaction of gauge fields, whose coupling constant is $`\frac{1}{T_3}`$. At first, these waves are formally expanded in terms of the two coupling constants,

$`\phi `$ $`=`$ $`\phi _{(0,0)}+\kappa _{10}\phi _{(1,0)}+{\displaystyle \frac{\kappa _{10}}{T_3}}\phi _{(1,1)}`$ (31)
$`+\kappa _{10}^2\phi _{(2,0)}+{\displaystyle \frac{\kappa _{10}^2}{T_3}}\phi _{(2,1)}+\mathrm{},`$
$`A_i`$ $`=`$ $`A_{(0,0)}^i+\kappa _{10}A_{(1,0)}^i+{\displaystyle \frac{1}{T_3}}A_{(0,1)}+{\displaystyle \frac{\kappa _{10}}{T_3}}A_{(1,1)}^i+\mathrm{}.`$
We are interested only in response of the D3-brane to the incident dilaton wave. So we omit terms $`A_{(0,1)}`$ and $`\varphi _{(1,0)}`$ in the above expansions, since these terms represent excitation which exists before arrival of the injected dilaton at 3-brane.

At $`(0,0)`$-order, we obtain wave equations

$`(_t^2+_r^2{\displaystyle \frac{15}{4r^2}})\phi _{(0,0)}`$ $`=`$ $`0,`$ (33)
$`_\mu ^\mu A_{(0,0)}^i`$ $`=`$ $`0.`$ (34)
which express that the dilaton wave does not interact with the D3-brane at the origin $`r=0`$, and pass through it. So, regularity of the dilaton at the origin requires that the wave is reflected with the same amplitude as that of incidental one. The solutions in the lowest order are given by

$`\phi _{(0,0)}`$ $`=`$ $`Ce^{i\omega t}\sqrt{r}\left[H_2^{(1)}(\omega r)+H_2^{(2)}(\omega r)\right],`$ (35)
$`A_{(0,0)}^i`$ $`=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^3}\sqrt{\frac{V_3}{2k_0}}(ϵ_𝐤^\alpha )^ie^{i𝐤𝐱}}`$ (36)
$`\times \left[e^{ik_0t}{\displaystyle \underset{\alpha =1}{\overset{2}{}}}C_\alpha ^{}+e^{ik_0t}{\displaystyle \underset{\alpha =1}{\overset{2}{}}}C_\alpha \right].`$
where, $`k_0=|𝐤|`$, $`(ϵ_𝐤^\alpha )^i`$ is polarization vector, and the complex number $`C_\alpha `$ , which satisfies $`|C_\alpha |^2=1`$, represents a degree of freedom for the phase of the initial configuration of the gauge field. We prepare the wave function in the lowest order, $`A_{(0,0)}^i`$, to express its vacuum fluctuation of the photon so that its normalization is taken to be as same as that in the corresponding quantum field theory.

At $`(1,0)`$-order, the wave equations for the gauge field is

$`_\mu ^\mu A_{(1,0)}^i`$ $`=`$ $`\sqrt{2}\dot{\phi }_{(0,0)}\dot{A}_{(0,0)}^i.`$ (37)
Here we choose a negative energy photon $`A_{(0,0)}`$ in Eq.(37). Thus this equation shows that the positive energy photon $`A_{(1,0)}^i`$ is created from the positive energy dilaton $`\phi _{(0,0)}`$ and the negative energy photon $`A_{(0,0)}^i`$. Because, in standard prescription of quantum field theories, a negative energy wave function is interpreted as an anti-particle which moves opposite direction, Eq.(37) describes a dilaton annihilation on the D3-brane and pair creation of photons as the calculation based on CFT in K . In order to construct the solution of Eq.(37), we use the retarded Green’s function for 4-dimensional d’Alembertian,

$$G_A(t,𝐱;t^{},𝐱^{})=\frac{\delta (tt^{}|𝐱𝐱^{}|)}{4\pi |𝐱𝐱^{}|},$$
(38)
satisfying

$$_\mu ^\mu G_A(x;x^{})=\delta ^{(4)}(xx^{}),$$
(39)
which leads to created photon on the D3-brane,

$`A_{(1,0)}^i=`$ $`{\displaystyle \frac{\sqrt{2}C\omega ^3}{8}}{\displaystyle \frac{d^3k}{(2\pi )^3}\sqrt{\frac{V_3}{2k_0}}e^{i(\omega k_0)t}e^{ik_ix^i}}`$ (40)
$`\times \left({\displaystyle \frac{1}{\omega }}+{\displaystyle \frac{1}{2k_0\omega iϵ}}\right){\displaystyle \underset{\alpha =1}{\overset{2}{}}}C_\alpha ^{}(ϵ_k^\alpha )^i.`$
The wave equation for the dilaton at (2,0)-order is given by

$$(_t^2+_r^2\frac{15}{4r^2})\phi _{(2,0)}=\frac{2\delta (r)}{\sqrt{2}\pi ^3r^{5/2}}_\mu A_{(0,0)}^i^\mu A_{(1,0)}^i.$$
(41)
The homogeneous part of the solution for the above equation should be zero, since there is no incident dilaton at (2,0)-order. And the Eq.(41) represents the process that the excited gauge field $`A_{(1,0)}^i`$ and positive energy photon $`A_{(0,0)}^i`$ annihilate to emit a dilaton wave away from the D3-brane. We can construct retarded Green’s function for dilaton,

$`G_R(t,r;t^{},r^{})={\displaystyle \frac{\pi }{2i}}\theta (tt^{}){\displaystyle \frac{d\omega }{2\pi }e^{i\omega (tt^{})}}`$
$`\times [\theta (rr^{})H_2^{(1)}(\omega r)J_2(\omega r^{})\sqrt{rr^{}}+(rr^{})],`$ (42)
which satisfies the equation,

$$(_t^2+_r^2\frac{15}{4r^2})G_R(t,r;t^{},r^{})=\delta (tt^{})\delta (rr^{}).$$
(43)
The explicit expression (43) shows that this Green’s function is regular at the origin $`r=0`$ and obeys the outgoing condition at the spatial infinity $`r\mathrm{}`$.

Then the $`(2,0)`$ dilaton which is integrated over the D3-brane is given by

$`\overline{\phi }_{(2,0)}`$ $`=`$ $`{\displaystyle \frac{1}{V_3}}{\displaystyle _{V_3}}d^3x\phi _{(2,0)}`$ (44)
$`=`$ $`{\displaystyle \frac{C\omega ^8}{3264\pi ^3}}e^{i\omega t}H_2^{(1)}(\omega r)\sqrt{r}`$
$`\times \left(1+{\displaystyle \frac{i}{\pi }}\mathrm{log}{\displaystyle \frac{\omega }{\mathrm{\Lambda }}}\right),`$
where $`\mathrm{\Lambda }`$ is a cut-off factor. The Eq.(41) tells us that $`\overline{\phi }_{(2,0)}`$ is created through annihilation of two photons, $`A_{(0,0)}^i`$ and $`A_{(1,0)}^i`$, which are described by Eq.(37). As discussed before, it can be interpreted that two photons are emerge via the pair creation process. Thus in the framework of quantum field theories, the external line corrected by the 1-loop self energy Feynman diagram depicted in Fig. 1 would correspond to the dilaton wave function $`\overline{\phi }_{(2,0)}`$. We note that the field $`A_{(0,0)}`$ appeared in Eq.(37) and that in Eq.(41) are identical ones as shown in Fig.1, although we interpret these two photons as particle-antiparticle pair. Thus, in the evaluation of Eq.(44), momentum integrations are doubly counted so that we have introduced a symmetric factor $`1/2`$. The divergent contribution to the $`(2,0)`$-order dilaton should be removed by the renormalization procedure in which the cut-off $`\mathrm{\Lambda }`$ is replaced by a scale for renormalization $`R`$, i.e. the characteristic length of the black hole.

At $`(1,1)`$-order, the equation for $`\phi _{(1,1)}`$ have no source terms and is not created. The equation for $`A_{(1,1)}^i`$ is given by

$`_\mu ^\mu A_{(1,1)}^i=_0[\dot{𝐀}_{(1,0)}(\times 𝐀_{(0,0)})ϵ_k^{ij}_jA_{(0,0)}^k]+_a[\dot{𝐀}_{(1,0)}(\times 𝐀_{(0,0)})ϵ^{bai}\dot{A}_{(0,0)b}]`$
$`+_0[\dot{𝐀}_{(0,0)}(\times 𝐀_{(1,0)})ϵ_k^{ij}_jA_{(0,0)}^k]+_a[\dot{𝐀}_{(0,0)}(\times 𝐀_{(1,0)})ϵ^{bai}\dot{A}_{(0,0)b}]`$
$`+_0[\dot{𝐀}_{(0,0)}(\times 𝐀_{(0,0)})ϵ_k^{ij}_jA_{(1,0)}^k]+_a[\dot{𝐀}_{(0,0)}(\times 𝐀_{(0,0)})ϵ^{bai}\dot{A}_{(1,0)b}].`$ (45)
This equation describes four point interaction of photons. Similarly as the case of $`(1,0)`$-order photon (37), one of the $`(0,0)`$-photon $`A_{(0,0)}^i`$ is chosen to the negative energy photon in the right hand side so that Eq.(45) can be interpreted as two photon scattering. These scattered $`(1,1)`$-order photon $`A_{(1,1)}`$ and $`(0,0)`$-order photon $`A_{(0,0)}^i`$ are annihilated to produce $`(2,1)`$-order dilaton as follows,

$`(_t^2+_r^2{\displaystyle \frac{15}{4r^2}})\phi _{(2,1)}=`$
$`\delta (r){\displaystyle \frac{\sqrt{2}}{\pi ^3r^{5/2}}}_\mu A_{(0,0)i}^\mu A_{(1,1)}^i.`$ (46)
The source term of this equation is integrated over the D3-brane to give

$`{\displaystyle \frac{1}{V_3}}{\displaystyle d^3x_\mu A_{(0,0)i}^\mu A_{(1,1)}^i}=`$
$`{\displaystyle \frac{C\omega ^{10}}{32^{11}\sqrt{2}\pi ^4}}e^{i\omega t}\left(\pi ^2+2\pi i\mathrm{log}{\displaystyle \frac{\omega }{\mathrm{\Lambda }}}(\mathrm{log}{\displaystyle \frac{\omega }{\mathrm{\Lambda }}})^2\right).`$ (47)
Using Green’s function for a dilaton Eq.(43), we obtain the solution of Eq.(46) integrated over the D3-brane,

$`\overline{\phi }_{(2,1)}`$ $`={\displaystyle \frac{1}{V_3}}{\displaystyle _{V_3}}d^3x\phi _{(2,1)}`$
$`=`$ $`{\displaystyle 𝑑t^{}𝑑r^{}G_R\frac{\sqrt{2}\delta (r^{})}{\pi ^3r_{}^{}{}_{}{}^{5/2}}\frac{1}{V_3}d^3x_\mu A_{(0,0)i}^\mu A_{(1,1)}^i}`$
$`=`$ $`C{\displaystyle \frac{\omega ^{12}e^{i\omega t}}{32^{14}\pi ^4}}H_2^{(1)}(\omega r)\sqrt{r}`$ (48)
$`\times \left(i{\displaystyle \frac{2}{\pi }}\mathrm{log}{\displaystyle \frac{\omega }{\mathrm{\Lambda }}}{\displaystyle \frac{i}{\pi ^2}}(\mathrm{log}{\displaystyle \frac{\omega }{\mathrm{\Lambda }}})^2\right),`$
where we again introduce a symmetric factor 1/4, since the double counting in the momentum integration, which emerged in the evaluation of Eq.(44), occurs twofold in this case. The cut-off $`\mathrm{\Lambda }`$ will be replaced by the inverse of the characteristic length of the black hole $`R^1`$ by the procedure of renormalization. The obtained wave function $`\overline{\phi }_{(2,1)}`$ correspond to the external line corrected by the 2-loop Feynman diagram depicted in Fig.2.

Assembly of the calculated dilaton waves at several orders leads to

$`\overline{\phi }`$ $`=`$ $`\overline{\phi }_{(0,0)}+\kappa _{10}^2\overline{\phi }_{(2,0)}+{\displaystyle \frac{\kappa _{10}^2}{T_3}}\overline{\phi }_{(2,1)}+\mathrm{}`$ (49)
$`=`$ $`Ce^{i\omega t}\sqrt{r}\left[H_2^{(1)}(\omega r)+H_2^{(2)}(\omega r)\right]`$ (50)
$``$ $`Ce^{i\omega t}\sqrt{{\displaystyle \frac{2}{\pi \omega }}}\left[e^{i(\omega r\frac{5}{4}\pi )}+e^{i(\omega r\frac{5}{4}\pi )}\right],`$ (51)
where in the last line, we take $`r\mathrm{}`$ limit and $``$ is the reflective amplitude,

$`=1{\displaystyle \frac{\kappa _{10}^2\omega ^8}{2^{11}\pi ^3}}\left(1+{\displaystyle \frac{i}{\pi }}\mathrm{log}\omega R\right)`$
$`+{\displaystyle \frac{\kappa _{10}^2}{T_3}}{\displaystyle \frac{\omega ^{12}}{32^{18}\pi ^4}}\left(i{\displaystyle \frac{2}{\pi }}\mathrm{log}\omega R{\displaystyle \frac{i}{\pi ^2}}(\mathrm{log}\omega R)^2\right)+\mathrm{}`$
(52)
Here, we recall the relation between $`\kappa _{10}`$, $`T_3`$ and $`R`$

$$\kappa _{10}=\frac{\sqrt{\pi }}{T_3},R^4=\frac{\kappa _{10}}{2\pi ^{5/2}},$$
(53)
where we set $`N=1`$. Thus the condition of QNM discussed in the appendix A is given by

$`0`$ $`=`$ $`{\displaystyle \frac{}{}}e^{i\beta ^{}}`$ (54)
$`=`$ $`1+{\displaystyle \frac{\pi ^2}{512}}(\omega R)^8\left(1+{\displaystyle \frac{i}{\pi }}\mathrm{log}\omega R\right)`$
$`+{\displaystyle \frac{\pi ^2}{51212}}(\omega R)^{12}\left(\mathrm{log}\omega R+{\displaystyle \frac{i}{2\pi }}(\mathrm{log}\omega R)^2\right)`$
$`+𝒪((\omega R)^{16}),`$
where $`\beta ^{}`$ is a phase factor,

$$\beta ^{}=\frac{\pi ^3}{51224}(\omega R)^{12}.$$
(55)
Eq.(54) up to $`(\omega R)^8`$ is very similar with Eq.(15), and the solution has the qualitatively equivalent behavior.

## IV Discussion

We have evaluated quasi-normal modes (QNMs) of the D3-brane black hole by two different approach, the one is based on the black hole picture in terms of the black 3-brane solution of the low-energy supergravity action and the other the D3-brane described by the field theory with the Dirac-Born-Infeld action. We have shown that the two different method derived qualitatively same condition for the QNMs for the low-energy region. As described in appendix C, the evaluations of absorption cross section shows similar agreement. In both cases, difference, which appears in logarithmic terms, seems to imply that we must take proper account of the non-abelian nature of the theoryGHKK ; GH ; CGKT .

The condition for QNMs (75) has been obtained as Eq.(II) and Eq.(54) in terms of an expansion with respect to $`\omega R`$. Up to the order $`(\omega R)^8`$, we can express the condition of QNM as follows,

$`{\displaystyle \frac{}{}}1+i\mathrm{\Sigma }=0,`$ (56)
where $``$ means equality up to phase factors and

$`\mathrm{\Sigma }={\displaystyle \frac{\pi ^2}{512}}(\omega R)^8\left({\displaystyle \frac{\alpha }{\pi }}\mathrm{log}{\displaystyle \frac{\omega \overline{R}}{2}}i\right).`$ (57)
In the field theoretical approach as in section 3, $`\mathrm{\Sigma }`$, which is just the coefficient of $`\varphi _{(2,0)}`$, corresponds to the 1-loop self energy of dilaton. The procedure of the spacetime approach gives the dilaton wave function as (51), and we can read off reflective amplitude (52) which is expressed as

$$\frac{}{}1i\mathrm{\Sigma }$$
(58)
up to the order $`(\omega R)^8`$. In our calculation this reflective amplitude is perturbatively inverted to give Eq.(56). However, in the viewpoint of evaluation based on field theories, the above inversion can be interpreted as the summation of the self-energy diagrams

$$\frac{}{}1+(i\mathrm{\Sigma })+(i\mathrm{\Sigma })^2+\mathrm{}\frac{1}{1+i\mathrm{\Sigma }}.$$
(59)
Thus QNMs can be understood as poles of the scattered propagator in the field theory on D3-brane. This is realized in the calculation of AdS/CFT correspondence in the BTZ black hole case in BSS

###### Acknowledgements.

We would like to thank T.Uematsu and S.Yamaguchi for useful discussions.

## Appendix A A brief review of QNM

In this appendix, we give a brief review of Quasi-normal modes (QNMs) which represent the relaxation process in a black hole spacetime. If one perturbes the black hole spacetime, then gravitational wave is emitted to both directions. One part of the wave propagates to spatial infinity and other falls into black hole horizon. So, it is natural to specify the boundary condition for such waves as follows, ingoing at horizon and outgoing at spatial infinity.

Let us consider a minimal scalar on the black holes background. It satisfies the wave equation of following forms after some change of variablesKS ,

$$(_t^2+_r_{}^2V(r_{}))\varphi =0$$
(60)
where $`r_{}`$ is the “tortoise” radial coordinate. In the case of the Schwarzschild black hole with the horizon radius $`r=r_h`$, the coordinate $`r_{}`$ is related to the usual radial coordinate $`r`$ as

$$r_{}=r+r_h\mathrm{ln}\left(\frac{rr_h}{r_h}\right),$$

which spans the region outside of the horizon of the black hole. It follows that $`r_{}\mathrm{}`$ represents approaching the horizon ($`r=r_h`$) and $`r_{}\mathrm{}`$ the spatial infinity ($`r\mathrm{}`$), respectively. And the potential $`V(r_{})`$, which has the information of the curvature of the spacetime, is assumed to have the asymptotic behavior, $`V(r_{})0`$ as $`r_{}\mathrm{}`$ (to horizon) and $`r_{}\mathrm{}`$ (to spatial infinity). Under this assumption, the solution of wave equation (60) with a frequency $`\omega `$ can be expressed as

$$\varphi (t,r_{})=Ae^{i\omega (tr_{})}+Be^{i\omega (t+r_{})}$$
(61)
in the asymptotic region. Here let me remind you the boundary conditions, i.e. “QNMs being ingoing at the horizon and outgoing at the spatial infinity” are specified by

$`\varphi \{\begin{array}{cc}e^{i\omega (tr_{})},\hfill & (r_{}\mathrm{})\hfill \\ e^{i\omega (t+r_{})},\hfill & (r_{}\mathrm{})\hfill \end{array}`$ (64)
In order to obtain the solution which satisfies the boundary condition described above, we consider the retarded Green’s function constructed by following prescription. We prepare two solutions $`\varphi _1(t,r_{})`$ and $`\varphi _2(t,r_{})`$, which has asymptotic forms as

$`\varphi _1\{\begin{array}{cc}e^{i\omega (t+r_{})}+e^{i\omega (tr_{})},\hfill & (r_{}\mathrm{})\hfill \\ 𝒜e^{i\omega (t+r_{})},\hfill & (r_{}\mathrm{})\hfill \end{array}`$ (67)
$`\varphi _2\{\begin{array}{cc}𝒬e^{i\omega (tr_{})},\hfill & (r_{}\mathrm{})\hfill \\ 𝒫e^{i\omega (tr_{})}+𝒢e^{i\omega (t+r_{})},\hfill & (r_{}\mathrm{})\hfill \end{array}`$ (70)
to construct the retarded Green’s function from them,

$`G_R(t,r_{};t^{},r_{}^{})=\theta (tt^{}){\displaystyle \frac{d\omega }{2\pi }e^{i\omega (tt^{})}\frac{1}{\mathrm{}}}`$
$`\times [\theta (r_{}r_{}^{})\varphi _1(r_{}^{})\varphi _2(r_{})+(r_{}r_{}^{})],`$ (71)
where the Wronskian $`\mathrm{}`$ can be evaluated as $`\mathrm{}=2i\omega 𝒬`$ from the asymptotic forms at $`r_{}\mathrm{}`$, Using this retarded Green’s function, we can obtain the wave $`\varphi `$ generated by a source term $`S(t,r_{})`$

$$\varphi (t,r_{})=𝑑t^{}𝑑r_{}^{}G_R(t,r_{};t^{},r_{}^{})S(t^{},r_{}^{}),$$
(72)
which satisfies the inhomogeneous equation,

$$(_t^2+_r_{}^2V(r_{}))\varphi =S(t,r_{}).$$
(73)
It is obvious that the solution (72) satisfies the QNM boundary condition (64). Taking the limit $`r_{}\mathrm{}`$ of Eqs. (72) and (71), we obtain the asymptotic form of the generated wave

$`\varphi (t,r_{})`$ $`{\displaystyle 𝑑t^{}𝑑r_{}^{}\theta (tt^{})_\mathrm{C}\frac{d\omega }{2\pi }}`$ (74)
$`\times {\displaystyle \frac{e^{i\omega (tt^{})}e^{i\omega r_{}}}{2i\omega }}\varphi _1(r_{}^{})S(t^{},r_{}^{}),`$
where contour C must be taken as it enclose lower half of complex $`\omega `$ plane for retarded boundary condition. So, only the poles of lower half plane contribute the $`\omega `$ integral in the asymptotic form Eq.(74) and that is the Quasi-normal modes (QNM) which are, of course, complex and decaying modes. In other words, QNM is the poles of retarded Green’s function on the lower half complex $`\omega `$ plane. The condition of QNM is $`=0`$, but only the ratio of amplitudes are meaningful in the asymptotic form Eq.(67), so this is equivalent to $`\mathrm{}`$. Then the more general condition of QNM is,

$$/=0$$
(75)
The only things we have to do is to solve this equation and choose modes arising at lower half complex plane.

## Appendix B Explicit expressions

In this appendix, we summarize explicit form for some results which were considered too lengthy to write out in the main text.

The Floquet exponent $`\mu `$ which satisfies Eq.(8) can be obtained in the expansion with respect to a power series in $`\omega R`$,

$$\mu =1\frac{i\sqrt{5}}{6}(\frac{\omega R}{2})^4+\frac{7i}{216\sqrt{5}}(\frac{\omega R}{2})^8+\frac{11851i}{62208\sqrt{5}}(\frac{\omega R}{2})^{12}+\mathrm{}.$$
(76)
And the coefficient $`A_\mu ^{(q)}`$ in Eq.(7) up to $`(\omega R)^{16}`$ are given by

$`A_\mu ^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{3\mu (\mu +1)(\mu +2)}},`$
$`A_\mu ^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{432}}\left({\displaystyle \frac{1}{\mu }}{\displaystyle \frac{11}{\mu +1}}{\displaystyle \frac{47}{\mu +2}}\right){\displaystyle \frac{1}{144}}{\displaystyle \frac{1}{\mu +3}}{\displaystyle \frac{1}{18}}{\displaystyle \frac{1}{(\mu +2)^2}}+{\displaystyle \frac{5}{36}}\psi ^{(1)}(\mu +2),`$
$`A_\mu ^{(3)}`$ $`=`$ $`{\displaystyle \frac{2321}{155520\mu }}+{\displaystyle \frac{739}{9720(\mu +1)}}{\displaystyle \frac{5}{216(\mu +2)^3}}{\displaystyle \frac{115}{2592(\mu +2)^2}}`$
$``$ $`{\displaystyle \frac{791}{9720(\mu +2)}}+{\displaystyle \frac{1}{432(\mu +3)^2}}+{\displaystyle \frac{61}{6480(\mu +3)}}+{\displaystyle \frac{1}{17280(\mu +4)}}`$
$`+`$ $`\left({\displaystyle \frac{7}{648}}+{\displaystyle \frac{5}{216\mu }}{\displaystyle \frac{5}{108(\mu +1)}}+{\displaystyle \frac{5}{216(\mu +2)}}\right)\psi ^{(1)}(\mu +2)`$
$`A_\mu ^{(4)}`$ $`=`$ $`({\displaystyle \frac{164327}{133996800}}{\displaystyle \frac{37\pi ^2}{31104}}){\displaystyle \frac{1}{\mu +1}}+\mathrm{},`$ (78)
where, $`\psi ^{(1)}`$ is the PolyGamma function.

## Appendix C Absorption cross section for D3-brane

In this appendix, we compare absorption cross section $`\sigma `$ for the D3-brane in various methods for evaluation. As showed in GHKK , there is a bit difference in $`\sigma `$ for different methods at higher order.

In supergravity, the absorption cross section $`\sigma `$ for the 3-brane is given by

$`\sigma _{\mathrm{sugra}}={\displaystyle \frac{32\pi ^2}{\omega ^5}}{\displaystyle \frac{|𝒜|^2}{||^2}}`$
$`={\displaystyle \frac{\pi ^4}{8}}\omega ^3R^8\left(1{\displaystyle \frac{1}{6}}(\omega R)^4\mathrm{log}\omega \overline{R}+𝒪\left((\omega R)^4\right)\right)`$
from Eq.(LABEL:asympt) as in GH . This evaluation is reliable at $`N1`$ region where the supergravity description of the 3-brane is valid.

We can also calculate the absorption cross section $`\sigma `$ for the D3-brane by means od the space-time approach from Eq.(51),

$`\sigma _{\mathrm{wave}}={\displaystyle \frac{32\pi ^2}{\omega ^5}}\left(1|{\displaystyle \frac{}{}}|^2\right)`$
$`={\displaystyle \frac{\pi ^4}{8}}\omega ^3R^8\left(1+{\displaystyle \frac{1}{12}}(\omega R)^4\mathrm{log}{\displaystyle \frac{\omega }{\mathrm{\Lambda }}}+𝒪\left((\omega R)^4\right)\right),`$
where we set $`N=1`$.

As in GHKK , CFT on the D3-brane can also derive this quantity, and result is

$$\sigma _{\mathrm{CFT}}=\frac{\pi ^4}{8}\omega ^3R^8\left(1\frac{1}{24}(\omega R)^4\mathrm{log}\frac{\omega }{\mathrm{\Lambda }}+𝒪\left((\omega R)^4\right)\right).$$
(81)
These three evaluation of $`\sigma `$ are agree at the lowest order.