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# Hereditary topological diagonalizations and the Menger-Hurewicz Conjectures

## 1. Introduction

### 1.1. Selection principles

Let $`𝒜`$ and $``$ be collections of covers of a topological space $`X`$. The following selection hypotheses have a long history for the case where the collections $`𝒜`$ and $``$ are topologically significant.

* For each sequence $`\{𝒰_n\}_n`$ of members of $`𝒜`$, there exist members $`U_n𝒰_n`$, $`n`$, such that $`\{U_n\}_n`$.
* For each sequence $`\{𝒰_n\}_n`$ of members of $`𝒜`$, there exist finite (possibly empty) subsets $`_n𝒰_n`$, $`n`$, such that $`_n_n`$.
* For each sequence $`\{𝒰_n\}_n`$ of members of $`𝒜`$ which do not contain a finite subcover, there exist finite (possibly empty) subsets $`_n𝒰_n`$, $`n`$, such that $`\{_n\}_n`$.

### 1.2. Special covers

Let $`X`$ be a set of reals. In the following definitions, we always require that $`X`$ is not contained in any member of the cover. An *$`\omega `$-cover* $`𝒰`$ of $`X`$ is a cover of $`X`$ such that each finite subset of $`X`$ is contained in some member of $`𝒰`$. $`𝒰`$ is a *$`\tau `$-cover* if it is large (that is, each member of $`X`$ is contained in infinitely many members of the cover), and for each $`x,yX`$, (at least) one of the sets $`\{U𝒰:xU,yU\}`$ and $`\{U𝒰:yU,xU\}`$ is finite. $`𝒰`$ is a $`\gamma `$-cover if it is infinite, and each element of $`X`$ belongs to all but finitely many members of the cover. Let $`𝒪`$, $`\mathrm{\Omega }`$, $`\mathrm{T}`$, and $`\mathrm{\Gamma }`$ denote the collections of countable open covers, $`\omega `$-covers, $`\tau `$-covers, and $`\gamma `$-covers of $`X`$, respectively, and let $`,_\mathrm{\Omega },_\mathrm{T},_\mathrm{\Gamma }`$ be the corresponding countable *Borel* covers. The diagonalization properties of these types of covers were extensively studied in, e.g., . Many of these properties turn out equivalent ; the classes which survived thus far appear in Figure 1 (for the open case). Some of the classes which are distinct in the open case coincide in the Borel case .

In the diagram, each property $`P`$ appears together with its *critical cardinality* $`\mathrm{𝗇𝗈𝗇}(P)`$, that is, the minimal size of a set of reals which does not satisfy that property. (See  for the definitions of these and other constants mentioned in the paper.) The arrows in this diagram denote inclusion.

### 1.3. Hereditary properties

If $`𝒜`$ and $``$ are collections of open covers and $`\mathrm{\Pi }\{𝖲_1,𝖲_{fin},𝖴_{fin}\}`$, then $`\mathrm{\Pi }(𝒜,)`$ is closed under taking closed subsets . Similarly, if $`𝒜`$ and $``$ are collections of Borel covers and $`\mathrm{\Pi }\{𝖲_1,𝖲_{fin},𝖴_{fin}\}`$, then $`\mathrm{\Pi }(𝒜,)`$ is closed under taking Borel subsets . We say that a class (or a property) is *hereditary* if it is closed under taking *arbitrary* subsets. A natural question which rises is: Which of these classes is provably hereditary? We show that some of the classes in the Borel case, but none of the classes in the open case, are provably hereditary.

For some of the classes in the open case, no additional axioms beyond ZFC are required in order to disprove their being hereditary. We describe two nontrivial examples which are in particular counter-examples to conjectures of Menger and Hurewicz.

## 2. The Borel case

###### Proposition 1.

$`𝖲_1(,)`$ is hereditary.

###### Proof.

Assume that $`X`$ satisfies $`𝖲_1(,)`$ and that $`Y`$ is a subset of $`X`$. Assume that $`\{𝒰_n\}_n`$ is a sequence of countable Borel covers of $`Y`$.

For each $`n`$, define $`𝒱_n=𝒰_n\{X𝒰_n\}`$. Then each $`𝒱_n`$ is a countable Borel cover of $`X`$, and we can choose for each $`n`$ an element $`V_n𝒱_n`$ such that $`\{V_n\}_n`$ is a cover of $`X`$. Define $`U_n=V_n`$ if $`V_nX𝒰_n`$, otherwise let $`U_n`$ be an arbitrary element of $`𝒰_n`$. Then $`\{U_n\}_n`$ is a cover of $`Y`$ and for each $`n`$, $`U_n𝒰_n`$. ∎

All classes in the Borel case of the top plane of Figure 1 are hereditary.

###### Proposition 2.

For each $`\mathrm{\Pi }\{𝖲_1,𝖲_{fin},𝖴_{fin}\}`$ and each $`\{,_\mathrm{\Omega },_\mathrm{T},_\mathrm{\Gamma }\}`$, $`\mathrm{\Pi }(_\mathrm{\Gamma },)`$ is hereditary.

###### Proof.

The proof for this is similar to that of Proposition 1: If $`𝒰=\{U_n\}_n`$ is a countable Borel $`\gamma `$-cover of a subset $`Y`$ of $`X`$, then

$$B_𝒰=\{xX:\text{for infinitely many }n\text{}xU_n\}$$

is a Borel subset of $`X`$ disjoint from $`Y`$. We claim that $`𝒱=\{U_nB_𝒰\}_n`$ is a (countable Borel) $`\gamma `$-cover of $`X`$. It is easy to see that each $`xX`$ is contained in all but finitely many members of $`𝒱`$. It remains to show that the cover is infinite. As $`Y`$ is not contained in any element of $`𝒰`$ and $`B_𝒰`$ is disjoint from $`Y`$, $`X`$ is not contained in any member of $`𝒱`$. Moreover, each finite subset of $`X`$ is contained in some element of $`𝒱`$. Thus, $`𝒱`$ is an $`\omega `$-cover of $`X`$, and in particular it is infinite. ∎

###### Problem 3.

Which of the remaining classes (which involve Borel covers) are provably hereditary?

Recently, Miller answered a part of this problem by showing that no class between $`𝖲_1(_\mathrm{\Omega },_\mathrm{\Gamma })`$ and $`𝖲_{fin}(\mathrm{\Omega },\mathrm{T})`$ (inclusive) is provably hereditary .

### Consistency facts

Borel’s Conjecture, which was proved consistent by Laver, implies that the class $`𝖲_1(𝒪,𝒪)`$ (and the classes below it) reduces to contain only the countable sets of reals. Thus, it is consistent that all classes below $`𝖲_1(𝒪,𝒪)`$ are hereditary.

A set of reals $`X`$ is a *$`\sigma `$-set* if each $`G_\delta `$ set in $`X`$ is also an $`F_\sigma `$ set in $`X`$. By , every element of $`𝖲_1(_\mathrm{\Gamma },_\mathrm{\Gamma })`$ is a $`\sigma `$-set. It is consistent that every $`\sigma `$-set of real numbers is countable . Consequently, it is consistent that all classes below $`𝖲_1(_\mathrm{\Gamma },_\mathrm{\Gamma })`$ are hereditary.

It is a major open problem whether it is consistent that every uncountable set of real numbers can be mapped onto a *dominating* subset of $`{}_{}{}^{}`$ by a Borel function. Such a consistency result would imply the consistency of all classes considered in this paper for the Borel case being hereditary.

## 3. The open case

A quasiordering $`^{}`$ is defined on the Baire space $`{}_{}{}^{}`$: $`f^{}g`$ if $`f(n)g(n)`$ for all but finitely many $`n`$. A subset $`Y`$ of $`{}_{}{}^{}`$ is *dominating* if for each $`g`$ in $`{}_{}{}^{}`$ there exists $`fY`$ such that $`g^{}f`$. It is *bounded* if there exists $`g{}_{}{}^{}`$ such that for each $`fY`$, $`f^{}g`$. *Cantor’s space* $`{}_{}{}^{}\{0,1\}`$ of infinite binary sequences is equipped with the product topology. Identify $`{}_{}{}^{}\{0,1\}`$ with $`P()`$ by characteristic functions. Also, denote by $`[]^\mathrm{}_0`$ (respectively, $`[]^{<\mathrm{}_0}`$) the collection of all infinite (respectively, finite) sets of natural numbers.

Assuming Martin’s Axiom (or just $`𝔭=𝔠`$), there exists $`XP()`$ of size $`𝔠`$ such that $`X`$ satisfies $`𝖲_1(\mathrm{\Omega },\mathrm{\Gamma })`$ but $`X[]^{<\mathrm{}_0}`$ does not satisfy $`𝖲_1(\mathrm{\Omega },\mathrm{\Gamma })`$ . We will modify the construction of  to get a stronger result. A space $`X`$ is a *$`\tau `$-set*  if each clopen $`\tau `$-cover of $`X`$ contains a $`\gamma `$-cover of $`X`$.

###### Theorem 4.

Assume that $`𝔭=𝔠`$. Then there exists $`XP()`$ such that $`X`$ satisfies $`𝖲_1(\mathrm{\Omega },\mathrm{\Gamma })`$ but $`X[]^{<\mathrm{}_0}`$ does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$. (Moreover, $`X`$ is a $`\tau `$-set and $`X[]^{<\mathrm{}_0}`$ is not a $`\tau `$-set.)

###### Proof.

For $`y`$, define $`y^{}=\{x:x^{}y\}`$.

###### Lemma 5 ().

Assume that $`𝒢`$ is an open $`\omega `$-cover of $`[]^{<\mathrm{}_0}`$. Then for each infinite $`x`$ there exists an infinite $`yx`$ such that $`𝒢`$ contains a $`\gamma `$-cover of $`y^{}`$.

Identify $`P()`$ with the collection of strictly increasing functions in $`{}_{}{}^{}`$ by taking increasing enumerations. When $`a[]^\mathrm{}_0`$, $`\stackrel{}{a}`$ denotes the increasing enumeration of $`a`$.

Let $`\{𝒢_\alpha :\alpha <𝔠\}`$ enumerate all countable families of open sets in $`P()`$, $`\{\stackrel{}{d}_\alpha :\alpha <𝔠\}`$ be a dominating subset of $`{}_{}{}^{}`$, and $`\{a_\alpha :\alpha <𝔠\}[]^\mathrm{}_0`$ enumerate all infinite coinfinite subsets of $``$. For convenience, for $`x,y[]^\mathrm{}_0`$ we define

$$\mathrm{sub}(x,y)=\{\begin{array}{cc}x\hfill & x^{}y\hfill \\ xy\hfill & \text{otherwise}\hfill \end{array}$$

Thus $`\mathrm{sub}(x,y)[]^\mathrm{}_0`$, $`\mathrm{sub}(x,y)x`$, and either $`\mathrm{sub}(x,y)^{}y`$ or else $`\mathrm{sub}(x,y)^{}y`$.

We construct by induction a dominating subset $`\{\stackrel{}{x}_\alpha :\alpha <𝔠\}`$ of $`{}_{}{}^{}`$, such that $`\{x_\alpha :\alpha <𝔠\}[]^\mathrm{}_0`$ is a (special type of a) tower, as follows.

For a limit $`\alpha `$, use $`\alpha <𝔠=𝔟=𝔱`$ to get a pseudo intersection $`p`$ of $`\{x_\beta :\beta <\alpha \}`$ and a function $`b{}_{}{}^{}`$ which bounds $`\{\stackrel{}{d}_\beta :\beta <\alpha \}`$. Choose an infinite $`qp`$ such that $`\stackrel{}{b}^{}\stackrel{}{q}`$, e.g., $`\stackrel{}{q}(n)=\mathrm{min}\{kp:\stackrel{}{q}(n1),\stackrel{}{b}(n)<k\}`$. Then set $`x_\alpha =\mathrm{sub}(q,a_\alpha )`$.

The successors $`x_{\alpha +1}`$ are constructed as follows. If $`𝒢_\alpha `$ is not an $`\omega `$-cover of $`X_\alpha =\{x_\beta :\beta <\alpha \}[]^{<\mathrm{}_0}`$, set $`x_{\alpha +1}=\mathrm{sub}(x_\alpha ,a_{\alpha +1})`$ (this case is not particularly interesting). Otherwise do the following: As $`|X_\alpha |<𝔭`$, $`𝒢_\alpha `$ contains a $`\gamma `$-cover of $`X_\alpha `$. By Lemma 5, there exists an infinite $`px_\alpha `$ such that this $`\gamma `$-cover (which is in particular an $`\omega `$-cover of $`[]^{<\mathrm{}_0}`$) contains a $`\gamma `$-cover $`\{G_n\}_n`$ of $`p^{}`$. Observe that $`\{G_n\}_n`$ is a $`\gamma `$-cover of $`\{x_\beta :\beta <\alpha \}p^{}`$. Now, as in the first case, take an infinite $`qp`$ such that $`\stackrel{}{q}`$ bounds $`\{\stackrel{}{d}_\beta :\beta <\alpha +1\}`$, and set $`x_{\alpha +1}=\mathrm{sub}(q,a_{\alpha +1})`$.

Set $`X=\{x_\alpha :\alpha <𝔠\}[]^{<\mathrm{}_0}`$. The properties follow, as in Theorems 2.14 and 3.7 of . Briefly: To prove that $`X`$ satisfies $`𝖲_1(\mathrm{\Omega },\mathrm{\Gamma })`$, it suffices to show that each $`\omega `$-cover of $`X`$ contains a $`\gamma `$-cover of $`X`$ . By the construction, if $`𝒢_\alpha `$ is an $`\omega `$-cover of $`X`$, then it contains a $`\gamma `$-cover of $`\{x_\beta :\beta \alpha \}x_{\alpha +1}^{}X`$.

Each $`\gamma `$-set is a $`\tau `$-set. However, a tower is never a $`\tau `$-set . $`X[]^{<\mathrm{}_0}`$ is a tower: Let $`a[]^\mathrm{}_0`$. Take an infinite coinfinite $`a_\alpha a`$. Then either $`x_\alpha ^{}a_\alpha `$, or else $`x_\alpha ^{}a_\alpha `$. Therefore, $`a^{}x_\alpha `$.

Finally, by a theorem of Hurewicz, a zero-dimensional space $`X`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$ if, and only if, for every continuous function $`\mathrm{\Psi }:X{}_{}{}^{}`$, $`\mathrm{\Psi }[X]`$ is not dominating. As $`X[]^{<\mathrm{}_0}`$ is dominating, it does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$. ∎

A construction as in Theorem 4 cannot give information in the Borel cases: E.g., if $`X`$ satisfies $`𝖲_1(_\mathrm{\Omega },_\mathrm{\Gamma })`$ and $`A`$ is countable, then $`XA`$ is a Borel subset of $`X`$ and therefore satisfies $`𝖲_1(_\mathrm{\Omega },_\mathrm{\Gamma })`$ too. However, this construction can be strengthened to obtain a *strong* $`\gamma `$-set . A set $`X`$ of reals is a *strong $`\gamma `$-set* if, and only if, for each sequence $`\{𝒰_n\}_n`$, where for each $`n`$ $`𝒰_n`$ is an $`n`$-cover of $`X`$, there exist elements $`U_n𝒰_n`$, $`n`$, such that $`\{U_n\}_n`$ is a $`\gamma `$-cover of $`X`$ .

###### Theorem 6.

Assume Martin’s Axiom. Then there exists $`XP()`$ such that $`X`$ is a strong $`\gamma `$-set but $`X[]^{<\mathrm{}_0}`$ does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$ and is not a $`\tau `$-set.

###### Proof.

We carry out the same construction as in Theorem 4, but replace Lemma 5 with the following one, which is also due to Galvin and Miller .

###### Lemma 7 (MA).

Assume that $`XP()`$ is such that $`|X|<𝔠`$, and $`x[]^\mathrm{}_0`$. Then for each sequence $`\{𝒰_n\}_n`$ of open $`n`$-covers of $`X[]^{<\mathrm{}_0}`$ there exists an infinite subset $`y`$ of $`x`$ and a sequence $`\{V_n\}_n`$ such that for each $`n`$ $`V_n𝒰_n`$, and $`\{V_n\}_n`$ is a $`\gamma `$-cover of $`Xy^{}`$.

This allows us to carry out the construction where we consider all possible sequences of $`n`$-covers instead of all possible $`\omega `$-covers. ∎

## 4. The Menger and Hurewicz conjectures

Some of the classes can be treated without any special hypotheses.

###### Lemma 8.

Assume that $`𝒥P()`$ is closed under taking subsets and continuous images, and assume that $`[0,1]𝒥`$. Then $`𝒥=P()`$.

###### Proof.

The subset $`(0,1)`$ of $`[0,1]`$ belongs to $`𝒥`$ and can be mapped continuously onto $``$. Thus, every subset $`X`$ of $``$ is a continuous image of some subset of $`(0,1)`$. ∎

By the definition, every $`\sigma `$-compact set of reals satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$. Moreover, every $`\sigma `$-compact set satisfies $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$ . Since all of the properties in Figure 1 are closed under taking continuous images and $`𝖴_{fin}(\mathrm{\Gamma },𝒪)P()`$, we have the following.

###### Corollary 9.

None of the classes in Figure 1 which contain $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ or $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$ is hereditary.

A natural question is whether all nonhereditary sets in these classes are $`\sigma `$-compact. Related questions were raised by Menger and Hurewicz. Menger  conjectured that each set of reals satisfying $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$ is $`\sigma `$-compact. Hurewicz  had a weaker conjecture that $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ implies $`\sigma `$-compactness. A Sierpinski set is a counter-example to both conjectures , but it was only recently  that these conjecture were disproved in ZFC. Both refutations use a dichotomic argument: For an appropriate cardinal $`\kappa \mathrm{}_1`$, two independent examples are given for the case $`\kappa =\mathrm{}_1`$ and for the case $`\kappa >\mathrm{}_1`$. Our goal in the sequel is to explore the properties of two axiomatic-independent counter-examples to these conjectures.

We adopt the following setting from . Let $`\overline{}=\{\mathrm{}\}`$ be the one point compactification of $``$. A subset $`A\overline{}`$ is open if: $`A`$, or $`\mathrm{}A`$ and $`A`$ is cofinite. Thus, if $`A`$ is a compact subset of $`\overline{}`$ and $`\mathrm{}A`$, then $`A`$ is finite.

Let $`\overline{}^{}{}_{}{}^{}\overline{}`$ consist of the nondecreasing functions $`f`$ such that for each $`n`$ with $`f(n)<\mathrm{}`$, $`f(n)<f(n+1)`$. $`\overline{}^{}`$ is a zero-dimensional metrizable compact space without isolated points, thus by a classical theorem of Brouwer it is homeomorphic to the Cantor space $`{}_{}{}^{}\{0,1\}`$. For each increasing finite sequence $`s`$ of natural numbers, let $`q_s\overline{}^{}`$ be defined as

$$q_s(k)=\{\begin{array}{cc}s(k)\hfill & \text{if }k<|s|\hfill \\ \mathrm{}\hfill & \text{otherwise}\hfill \end{array}$$

for each $`k`$. The set $`Q`$ of all these elements $`q_s`$ is dense in $`\overline{}^{}`$.

The following example is only a minor modification of the one given in , but the properties derived here for this example are stronger.

###### Theorem 10.

There exists a (non $`\sigma `$-compact) subset $`H`$ of $`\overline{}^{}`$, such that:

1. $`|H|=𝔟`$,
2. $`H`$ satisfies $`𝖲_1(\mathrm{\Gamma },𝒪)`$ and all finite powers of $`H`$ satisfy $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$, but $`HQ`$ does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$; and
3. If $`𝔟=𝔡`$, then $`HQ`$ does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$.

###### Proof.

First, observe that an uncountable $`\sigma `$-compact set of reals contains a perfect set, and this is ruled out by the property $`𝖲_1(\mathrm{\Gamma },𝒪)`$ . The rest of the proof is divided into several lemmas. We take $`H=BQ`$, where $`B`$ is the set described in the following lemma.

###### Lemma 11.

There exists an unbounded subset $`B=\{g_\alpha :\alpha <𝔟\}`$ of $`{}_{}{}^{}`$ where: Each $`g_\alpha `$ is increasing, $`g_\alpha ^{}g_\beta `$ for each $`\alpha <\beta `$, and if $`𝔟=𝔡`$ then $`B`$ is dominating.

###### Proof.

Start with $`\{f_\alpha :\alpha <𝔟\}`$ unbounded and $`\{h_\alpha :\alpha <𝔡\}`$ dominating, and by induction on $`\alpha `$, choose $`g{}_{}{}^{}`$ bounding $`\{g_\beta :\beta <\alpha \}`$, and if possible choose also $`h{}_{}{}^{}`$ bounding $`\{h_\beta :\beta <\alpha \}`$ (otherwise take $`h0`$). Let $`g_\alpha `$ be an increasing function such that $`g,h,f_\alpha ^{}g_\alpha `$. ∎

According to a theorem of Hurewicz (see Recław ), a zero-dimensional set of reals $`X`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ (respectively, $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$) if, and only if, each continuous image of $`X`$ in $`{}_{}{}^{}`$ is bounded (respectively, not dominating). As $`HQ=B`$ is unbounded, it does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$. If $`𝔟=𝔡`$, then $`B`$ is dominating, thus $`HQ`$ does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$.

We now show that $`H`$ satisfies $`𝖲_1(\mathrm{\Gamma },𝒪)`$. A subset $`A`$ of $`{}_{}{}^{}`$ is *strongly unbounded* if for each $`f{}_{}{}^{}`$, $`|\{gA:g^{}f\}|<|A|`$. Observe that $`B`$ is strongly unbounded. For a cardinal $`\kappa `$, a set of reals $`X`$ is *$`\kappa `$-concentrated* on a set $`Y`$ if for each open set $`UY`$, $`|AU|<\kappa `$.

###### Lemma 12.

Assume that $`A`$ is a strongly unbounded subset of $`{}_{}{}^{}`$ and $`\kappa =|A|`$. Then:

1. $`A`$ is $`\kappa `$-concentrated on $`Q`$; and
2. For each family $`𝒜`$ of open covers of $`AQ`$, if $`\kappa \mathrm{𝗇𝗈𝗇}(𝖲_1(𝒜,𝒪))`$, then $`AQ`$ satisfies $`𝖲_1(𝒜,𝒪)`$.

###### Proof.

(1) Assume that $`UQ`$ is open. Then $`\overline{}^{}U`$ is a closed and therefore compact subset of $`\overline{}^{}`$. Since $`\overline{}^{}U`$ is disjoint from $`Q`$, it is a compact (and therefore bounded) subset of $`{}_{}{}^{}`$. As $`A`$ is strongly unbounded, $`|AU|=|A(\overline{}^{}U)|<\kappa `$.

(2) Assume that $`𝒰_n𝒜`$, $`n`$. Enumerate $`Q=\{q_n:n\}`$, and choose for each $`n`$ $`U_{2n}𝒰_{2n}`$ such that $`q_nU_{2n}`$. Let $`U=_nU_{2n}`$. Then $`|AU|<\kappa \mathrm{𝗇𝗈𝗇}(𝖲_1(𝒜,𝒪))`$, thus $`AU`$ satisfies $`𝖲_1(𝒜,𝒪)`$. For each $`n`$ choose an element $`U_{2n+1}𝒰_{2n+1}`$ such that $`AU_nU_{2n+1}`$. Then $`\{U_n\}_n`$ is a cover of $`AQ`$. ∎

We need the following extension of Lemma 2 of .

###### Lemma 13.

Assume that $`Q^kX^k\overline{}_{}^{}{}_{}{}^{k}`$, and $`\mathrm{\Psi }:{}_{}{}^{}`$ is continuous on $`Q^k`$. Then there exists $`g{}_{}{}^{}`$ such that for each $`n`$ and each $`x_1,\mathrm{},x_kX`$,

$$\text{if }g(n)<\mathrm{min}\{x_1(n),\mathrm{},x_k(n)\}\text{, then }\mathrm{\Psi }(x_1,\mathrm{},x_k)(n)g(n).$$

###### Proof.

For each $`A\overline{}^{}`$, let $`A\mathrm{}n=\{x\mathrm{}n:xA\}`$. For each $`n`$, let $`\overline{}^n=\overline{}^{}\mathrm{}n`$. For $`\sigma \overline{}^n`$, write $`q_\sigma `$ for $`q_{\sigma \mathrm{}m}`$ where $`m=1+\mathrm{max}\{i<n:\sigma (i)<\mathrm{}\}`$.

If $`\sigma \overline{}^n`$ and $`I`$ is a basic open neighborhood of $`q_\sigma `$, then there exists a natural number $`N`$ such that for each $`x\overline{}^{}`$ with $`x\mathrm{}nI\mathrm{}n`$ and $`x(n)>N`$, $`xI`$.

Fix $`n`$. Use the continuity of $`\mathrm{\Psi }`$ on $`Q^k`$ to choose, for each $`\stackrel{}{\sigma }=(\sigma _1,\mathrm{},\sigma _k)\left(\overline{}^n\right)^k`$, a basic open neighborhood

$$I_\stackrel{}{\sigma }=I_{\sigma _1}\times \mathrm{}\times I_{\sigma _k}\overline{}_{}^{}{}_{}{}^{k}$$

of $`q_\stackrel{}{\sigma }=(q_{\sigma _1},\mathrm{},q_{\sigma _k})`$ such that for all $`(x_1,\mathrm{},x_k)I_\stackrel{}{\sigma }X^k`$, $`\mathrm{\Psi }(x_1,\mathrm{},x_k)(n)=\mathrm{\Psi }(q_\stackrel{}{\sigma })(n)`$. For each $`i=1,\mathrm{},k`$, choose $`N_i`$ such that for all $`x\overline{}^{}`$ with $`x\mathrm{}nI_{\sigma _i}\mathrm{}n`$ and $`x(n)>N_i`$, $`xI_{\sigma _i}`$. Define $`N(\stackrel{}{\sigma })=\mathrm{max}\{N_1,\mathrm{},N_k\}`$.

The set $`I_\stackrel{}{\sigma }^{(n)}=\{(x_1\mathrm{}n,\mathrm{},x_k\mathrm{}n):(x_1,\mathrm{},x_k)I_\stackrel{}{\sigma }\}`$ is open in $`\left(\overline{}^n\right)^k`$ and the family $`\{I_\stackrel{}{\sigma }^{(n)}:\stackrel{}{\sigma }\left(\overline{}^n\right)^k\}`$ is a cover of the compact space $`\left(\overline{}^n\right)^k`$. Take a finite subcover $`\{I_{\stackrel{}{\sigma }_1}^{(n)},\mathrm{},I_{\stackrel{}{\sigma }_m}^{(n)}\}`$ of $`\left(\overline{}^n\right)^k`$. Let $`N=\mathrm{max}\{N(\stackrel{}{\sigma }_1),\mathrm{},N(\stackrel{}{\sigma }_m)\}`$, and define

$$g(n)=\mathrm{max}\{N,\mathrm{\Psi }(q_{\stackrel{}{\sigma }_1})(n),\mathrm{},\mathrm{\Psi }(q_{\stackrel{}{\sigma }_m})(n)\}.$$

For all $`x_1,\mathrm{},x_kX`$, let $`i`$ be such that $`(x_1\mathrm{}n,\mathrm{},x_k\mathrm{}n)I_{\stackrel{}{\sigma }_i}^{(n)}`$. If $`x_1(n),\mathrm{},x_k(n)>N`$, then $`\mathrm{\Psi }(x_1,\mathrm{},x_k)(n)=\mathrm{\Psi }(q_{\stackrel{}{\sigma }_i})(n)g(n)`$. ∎

It remains to show that all finite powers of $`H`$ satisfy $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$. We will show, by induction on $`k`$, that all continuous images in $`{}_{}{}^{}`$ of the finite powers $`H^k`$ of $`H`$ are bounded.

Assume that $`\mathrm{\Psi }:H^{k+1}{}_{}{}^{}`$ is continuous. We may assume that all elements in the image of $`\mathrm{\Psi }`$ are increasing. Let $`g{}_{}{}^{}`$ be (increasing, and) as in Lemma 13. By the Lemma 11, there exists $`\alpha <𝔟`$ such that the set $`A=\{n:g(n)<g_\alpha (n)\}`$ is infinite, and for each $`\beta >\alpha `$, $`A^{}\{n:g(n)<g_\beta (n)\}`$. Let $`\{a_n\}_n`$ be an increasing enumeration of $`A`$, and define $`h{}_{}{}^{}`$ by $`h(n)=g(a_n)`$.

By Lemma 13, for all $`\alpha _1,\mathrm{},\alpha _k>\alpha `$ and all but finitely many $`n`$,

$$\mathrm{\Psi }(g_{\alpha _1},\mathrm{},g_{\alpha _k})(n)\mathrm{\Psi }(g_{\alpha _1},\mathrm{},g_{\alpha _k})(a_n)g(a_n)=h(n).$$

For each $`f\{g_\beta :\beta \alpha \}Q`$ and each $`m=1,\mathrm{},k+1`$ define $`\mathrm{\Psi }_{m,f}:H^k{}_{}{}^{}`$ by

$$\mathrm{\Psi }_{m,f}(x_1,\mathrm{},x_k)=\mathrm{\Psi }(x_1,\mathrm{},x_{m1},f,x_{m+1},\mathrm{},x_k).$$

By the induction hypothesis, the image of each function $`\mathrm{\Psi }_{m,f}`$ is bounded. As there are less than $`𝔟`$ many such functions, we have that $`\mathrm{\Psi }[H^{k+1}]`$ is bounded.

The proof that $`H`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ is similar . This completes the proof of Theorem 10. ∎

To state the following corollary, we need some preliminaries. Consider the collection $`\mathrm{\Omega }^{\text{gp}}`$ of open $`\omega `$-covers $`𝒰`$ of $`X`$ such that there exists a partition $`𝒫`$ of $`𝒰`$ into finite sets such that for each finite $`FX`$ and all but finitely many $`𝒫`$, there exists $`U`$ such that $`FU`$. $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$ is strictly stronger than $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$, and it is also strictly stronger than $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$. A set $`X`$ is *meager additive* if for each meager set $`M`$, $`X+M`$ is meager. If $`X`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ and has strong measure zero (both properties follow from $`𝖲_1(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$), then it is meager-additive , but $`𝖲_1(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$ is strictly stronger than being meager additive: Consider the set $`X`$ of Theorem 4. Then $`X`$ is meager additive , and therefore so is $`X[]^{<\mathrm{}_0}`$, but $`X[]^{<\mathrm{}_0}`$ does not even satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$. Let $`\mathrm{SMZ}`$ denote the collection of strong measure zero sets of reals. $`\mathrm{𝖼𝗈𝗏}()\mathrm{𝗇𝗈𝗇}(\mathrm{SMZ})`$, and strict inequality is consistent. A set of reals $`X`$ is *perfectly meager* if for each perfect set $`P`$, $`XP`$ is meager in the relative topology of $`P`$. It is *universally meager* if it does not contain an injective Borel image of a nonmeager set of reals.

###### Corollary 14.

The set $`H`$ has the following properties:

1. $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$ and $`𝖲_1(\mathrm{\Gamma },𝒪)`$,
2. It is universally meager (in particular, it is perfectly meager); and
3. If $`𝔟\mathrm{𝗇𝗈𝗇}(\mathrm{SMZ})`$, then $`H`$ satisfies $`𝖲_1(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$. In particular, in this case it is meager-additive.

###### Proof.

(1) $`X`$ satisfies $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$ if, and only if, all finite powers of $`X`$ satisfy $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ .

(2) An uncountable set of reals $`X`$ satisfying $`𝖲_1(\mathrm{\Gamma },𝒪)`$ cannot contain a perfect set of reals . Zakrzewski \[28, Proposition 2.3\] proved that if $`X`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Gamma })`$ and does not contain a perfect set, then $`X`$ is universally meager.

(3) If $`𝔟\mathrm{𝗇𝗈𝗇}(\mathrm{SMZ})`$ then $`H`$ is $`\mathrm{𝗇𝗈𝗇}(\mathrm{SMZ})`$-concentrated on the countable set $`Q`$, which implies that $`H`$ has strong measure zero. By , $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})\mathrm{SMZ}=𝖲_1(\mathrm{\Omega },\mathrm{\Omega }^{\text{gp}})`$. ∎

Corollary 14(3) extends Theorem 2(1) of , which asserts that if $`𝔟=\mathrm{}_1`$ then there exists a meager-additive set of reals. Corollary 14(2) implies a negative answer to Steprans’ Question 5 from : Does the inequality $`\mathrm{𝗇𝗈𝗇}()>\mathrm{}_1`$ imply that no set of size greater than $`\mathrm{}_1`$ is perfectly meager? The answer is “No”, since $`H`$ is universally meager, and $`𝔟>\mathrm{}_1`$ is consistent with the assumption of the question.

###### Problem 15.

1. Does the set $`H`$ constructed in Theorem 10 satisfy $`𝖲_1(\mathrm{\Gamma },\mathrm{\Gamma })`$?
2. Do all finite powers of $`H`$ satisfy $`𝖲_1(\mathrm{\Gamma },𝒪)`$?

The methods of  may be relevant to Problem 15(1). A positive answer to Problem 15(2) would imply that $`H`$ satisfies $`𝖲_1(\mathrm{\Gamma },\mathrm{\Omega })`$.

We now treat Menger’s Conjecture. A set of reals $`X`$ satisfies $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$ if, and only if, all finite powers of $`X`$ satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$ . We do not know whether there exists in ZFC a (non $`\sigma `$-compact) set of size $`𝔡`$ satisfying $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$. It is known that $`\mathrm{𝖼𝗈𝗏}()=𝔠`$ is enough to deduce the existence of such a set . We will show that this can also be deduced from an assumption which contradicts $`\mathrm{𝖼𝗈𝗏}()=𝔠`$. A subset $`F`$ of $`{}_{}{}^{}`$ is *finitely-dominating* if for each $`g{}_{}{}^{}`$ there exist $`k`$ and $`f_1,\mathrm{},f_k{}_{}{}^{}`$ such that $`g(n)^{}\mathrm{max}\{f_1(n),\mathrm{},f_k(n)\}`$. Let $`𝔇_{\mathrm{fin}}`$ denote the collection of sets $`F`$ of increasing elements of $`{}_{}{}^{}`$, which are not finitely-dominating, and let $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})=\mathrm{min}\{||:𝔇_{\mathrm{fin}}\text{ and }𝔇_{\mathrm{fin}}\}`$. If $`\mathrm{𝖼𝗈𝗏}()=𝔠`$ then $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})=2`$, but NCF is equivalent to $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})>2`$, and if $`𝔲<𝔤`$, then $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})=𝔠`$ .

###### Theorem 16.

There exists a (non $`\sigma `$-compact) subset $`M`$ of $`\overline{}^{}`$, such that:

1. $`|M|=𝔡`$,
2. $`M`$ satisfies $`𝖲_1(\mathrm{\Gamma },𝒪)`$, but $`MQ`$ does not satisfy $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$,
3. If NCF holds, then $`M`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Omega })`$; and
4. If $`𝔟=𝔡`$ <sup>1</sup><sup>1</sup>1Equivalently, a union of less than $`𝔡`$ nondominating subsets of $`{}_{}{}^{}`$ is not dominating. or $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})=𝔡`$, then $`M`$ satisfies $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$.

###### Proof.

The proof is similar to that of Theorem 10. We describe only the differences. Here, we take $`M=DQ`$ where $`D`$ is defined in the following lemma.

###### Lemma 17.

There exists a dominating subset $`D=\{g_\alpha :\alpha <𝔡\}`$ of $`{}_{}{}^{}`$ where each $`g_\alpha `$ is increasing, and for each $`f{}_{}{}^{}`$ there exists $`\alpha _0<𝔡`$ such that for any finite set $`F𝔡\alpha _0`$, $`f(n)<\mathrm{min}\{g_\beta (n):\beta F\}`$ for infinitely many $`n`$.

###### Proof.

Let $`\{f_\alpha :\alpha <𝔡\}`$ be a dominating subset of $`{}_{}{}^{}`$. We construct $`g_\alpha `$ by induction on $`\alpha <𝔡`$. Assume that $`g_\beta `$ are constructed for $`\beta <\alpha `$, such that for each $`\beta <\alpha `$ and each finite set $`F\alpha \beta `$, the set

$$X_{\beta ,F}=\{n:f_\beta (n)<\mathrm{min}\{g_\gamma (n):\gamma F\}\}$$

is infinite. For each $`\beta <\alpha `$ and finite $`F\alpha \beta `$, let $`h_{\beta ,F}{}_{}{}^{}`$ be the increasing enumeration of $`X_{\beta ,F}`$. The collection

$$\{f_\beta h_{\beta ,F}:\beta <\alpha ,F\text{ a finite subset of }\alpha \beta \}$$

has less than $`𝔡`$ many elements, thus there exists an increasing $`g_\alpha {}_{}{}^{}`$ such that $`f_\alpha ^{}g_\alpha `$, and for each $`\beta `$ and $`F`$, $`g_\alpha ^{}f_\beta h_{\beta ,F}`$, therefore $`g_\alpha h_{\beta ,F}^{}f_\beta h_{\beta ,F}`$, thus

$$f_\beta (n)<\mathrm{min}\{g_\gamma (n):\gamma F\{\alpha \}\}$$

for infinitely many $`n`$. This completes the inductive step. ∎

We need to prove that if $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})>2`$, then $`M`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Omega })`$, and if $`𝔟=𝔡`$ or $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})=𝔡`$, then $`M`$ satisfies $`𝖲_{fin}(\mathrm{\Omega },\mathrm{\Omega })`$. The proof of the first assertion uses arguments similar to the following ones, and we omit it.

Assume that $`\mathrm{𝖺𝖽𝖽}(𝔇_{\mathrm{fin}})=𝔡`$ (respectively, $`𝔟=𝔡`$). Assume that $`M^k`$ satisfies $`𝖴_{fin}(\mathrm{\Gamma },\mathrm{\Omega })`$ (respectively, $`𝖴_{fin}(\mathrm{\Gamma },𝒪)`$). Assume that $`\mathrm{\Psi }:M^{k+1}{}_{}{}^{}`$ is continuous and all elements in its image are increasing. By  (respectively, by Hurewicz’ Theorem), it suffices to show that $`\mathrm{\Psi }[M^{k+1}]`$ is not finitely dominating (respectively, not dominating).

Let $`g{}_{}{}^{}`$ be increasing and as in Lemma 13, and take $`\alpha _0<𝔡`$ as in Lemma 17. Assume that $`F=\{g_j^i:i<m,jk\}\{g_\alpha :\alpha 𝔡\alpha _0\}`$. Then there exists an infinite set $`A`$ such that $`g(n)<\mathrm{min}\{g_j^i(n):i<m,jk\}`$ for each $`nA`$, and if $`y_i=\mathrm{\Psi }(g_0^i,\mathrm{},g_k^i)`$ for each $`i<m`$, then by Lemma 13,

$$\mathrm{max}\{y_0(n),\mathrm{},y_{m1}(n)\}g(n)$$

for each $`nA`$. Thus, $`\mathrm{\Psi }[\{g_\alpha :\alpha 𝔡\alpha _0\}^{k+1}]`$ is not finitely dominating. It follows that $`\mathrm{\Psi }[M^{k+1}]`$ is a union of less that $`𝔡`$ many sets which are not finitely dominating. ∎

###### Remark 18.

If one only wants to obtain (1) and (2) of Theorem 16, then it suffices to take $`M=\mathrm{\Psi }[D]`$ where $`D`$ is any strongly unbounded subset of $`{}_{}{}^{}`$ and $`\mathrm{\Psi }:{}_{}{}^{}`$ is a homeomorphism. Essentially, this idea goes back to Rothberger.

#### Acknowledgements

We thank Roman Pol, Taras Banakh, and Lubomyr Zdomsky for making crucial comments on earlier versions of this paper, and the referee for extending and simplifying our proof of Proposition 2. We also thank Tomasz Weiss for fruitful discussions.

Chaber and Pol proposed another approach to the Menger and Hurewicz conjectures .


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# Circuit theory of unconventional superconductor junctions

## Abstract

We extend the circuit theory of superconductivity to cover transport and proximity effect in mesoscopic systems that contain unconventional superconductor junctions. The approach fully accounts for zero-energy Andreev bound states forming at the surface of unconventional superconductors. As a simple application, we investigate the transport properties of a diffusive normal metal in series with a $`d`$-wave superconductor junction. We reveal the competition between the formation of Andreev bound states and proximity effect, that depends on the crystal orientation of the junction interface.

preprint: Circuit

In the last decade the mesoscopic superconducting systems have been the subject of intensive experimental and theoretical research. The transport in these system is essentially contributed by the so-called Andreev reflection Andreev , a unique process specific for normal metal/superconductor interface. Each electron reflected from the interface may transfer a charge $`2e`$ to the superconductor Beenakker1Blonder ; Zaitsev . The phase coherence between incoming electrons and Andreev reflected holes persists in the normal metal at mesoscopic length scale. This results in strong interference effects on Andreev reflection rate. Hekking . The transport properties of mesoscopic $`N/S`$ junctions have been theoretically investigated with various approaches, $`e.g.`$, traditional nonequilibrium superconductivity approach LarkinVolkov , tunneling Hamiltonian approach Hekking , scattering formalism LambertBeenakker2  and computer simulation Takane .

One of the authors has proposed a generic circuit theory of non-equilibrium superconductivity which accounts for the effects abovementioned. The mesoscopic system is presented as a network of nodes and connectors. A connector is characterized by a set of transmission coefficients and can present anything from ballistic point contact to tunnel junction. Full isotropization of electrons is assumed in the nodes. This approach considerably simplifies a practical transport calculation, numerical as well as analytical. The circuit theory is based on conservation laws for so-called spectral currents. These additional conservation laws present interference of electrons and holes. The spectral currents through each connector are functions of spectral vectors in the nodes. There is one-to-one correspondence between spectral vectors and currents and Keldysh Green functions in the underlying microscopic approach. LarkinVolkov  Kirchoff-type equations determine spectral currents and vectors in each node and connector, and, consequently, electric current in the circuit.

Unconventional superconductors bring about very unusual interface physics. The transport through the interface is influenced by formation of Andreev bound states (ABS) at this interface. Buch ; TK95 ; Kashi00 . Those result from the interference of injected and reflected quasiparticles. The ABS manifest themself as a zero-bias peak in tunneling conductance(ZBCP) TK95 ; Kashi00 . Indeed, ZBCP has been reported in various superconductors that have anisotropic pairing symmetry. Kashi00  The proper theory of transport in the presence of ABS has been formulated TK95 ; Kashi00  for conditions of ballistic transport only. This theory has to be revisited to account for diffusive transport in the normal metal. The point is that the diffusive transport provides an Andreev reflection mechanism for ZBCP which does not involve any unconventional superconductivity. This mechanism may compete with the formation of ABS. The anomalous size dependence of transport in YBCO junctions reported in recent experimentHiromi  seems to arise from this competition.

All this has motivated us to extend the circuit theory to the systems containing unconventional superconductor junctions. We stress that this extension is by no means straightforward. The circuit theory can not be directly applied to an unconventional superconductor since it requires the isotropization. The latter is just incompatible with mere existence of unconventional superconductivity. Fortunately, there is a way around. We concentrate on the matrix currents via the unconventional superconductor junction to/from diffusive parts of the system. If one knows the relation between these currents and the spectral vectors (isotropic Green functions) in the diffusive part, one is able to use Kirchoff rules to complete the evaluation of the matrix currents everywhere in the system.

This relation shall be derived from microscopic theory and presents the main result of this work. We stress that applicability of this relation is not restricted to circuit theory. One can regard our result as a boundary condition for the traditional Keldysh-Usadel equations of non-equilibrium superconductivity.LarkinVolkov  As an immediate application, we study a $`d`$-wave superconductor junction in series with normal metal. The resistance of the system appears to depend strongly on the angle $`\alpha `$ between the normal to the interface and the robe direction of $`d`$-wave superconductor (misorientation angle). This reveals the competition between the effect of ABS and proximity-induced reflectionless tunneling.

To derive the relation between matrix current and Green functions, we make use of the method proposed in Nazarov2 . The method puts the older ideas Zaitsev  to the framework of Landauer-Büttiker scattering formalism. One expresses the matrix current in a constriction in terms of one-dimensional Green functions $`\stackrel{ˇ}{g}_{n,\sigma ;n^{},\sigma ^{}}(ϵ;x,x^{})`$, where $`n`$,$`n^{}`$ and $`\sigma ,\sigma ^{}=\pm 1`$ denote the indicies of transport channels and the direction of motion along $`x`$ axis, respectively. The ”check” represents the Keldysh-Nambu structure. These Green functions are to be expressed in terms of the transfer matrix that incorporates all information about the scattering, and asymptotic Green functions $`\stackrel{ˇ}{G}_{1,2}`$ presenting boundary conditions deep in each side of the constriction. The isotropization assumption requires that these $`\stackrel{ˇ}{G}`$ do not depend on channel number. Under this assumption, the current is universal depending on transmission eigenvalues only. Although the isotropization assumption is good for conventional superconductors and normal metals, it fails to grasp the physics of unconventional superconductor where the Green function essentially depends on the direction of motion and thus on channel number. To avoid this difficulty, we restrict the discussion to a conventional model of smooth interface, assuming momentum conservation in the plane of the interface. Within the model, the channel number eventually numbers possible values of this in-plane momentum and the transfer matrix becomes block-diagonal in the channel index. We thus solve Green functions $`\stackrel{ˇ}{g}_{n,\sigma ;n^{},\sigma ^{}}(ϵ,x,x^{})`$ separately for each channel. Asymptotic Green function in the unconventional superconductor $`\mathrm{𝑑𝑜𝑒𝑠}`$ depend on the direction of motion $`\sigma `$,

$$\stackrel{ˇ}{G}_2;n,\sigma ;n,\sigma =\stackrel{ˇ}{G}_{2+}^{(n)}\frac{1\sigma }{2}+\stackrel{ˇ}{G}_2^{(n)}\frac{1+\sigma }{2}$$
(1)
reflecting different asymptotic conditions for incoming ($`\stackrel{ˇ}{G}_{2+}^{(n)}`$) and outgoing ($`\stackrel{ˇ}{G}_2^{(n)}`$) wave in each channel. The asymptotic Green function $`\stackrel{ˇ}{G}_1`$ in normal metal is the same for both waves and all channels (see Fig. 1). All these matrices satisfy unitary relation $`(\stackrel{ˇ}{G}_{2\pm }^{(n)})^2=\stackrel{ˇ}{G}_1^2=1`$.

After some algebra we obtain the matrix current in the following form

$$\stackrel{ˇ}{I}=\frac{4e^2}{\mathrm{h}}\underset{m}{}[\stackrel{ˇ}{G}_1,\stackrel{ˇ}{B}_m],$$
(2)
$$\stackrel{ˇ}{B}_m=$$

$$\{\mathrm{\Xi }_m[\stackrel{ˇ}{G}_1,\stackrel{ˇ}{H}_{}^{(m)1}]+\stackrel{ˇ}{H}_{}^1\stackrel{ˇ}{H}_+^{(m)}\mathrm{\Xi }_m^2\stackrel{ˇ}{G}_1\stackrel{ˇ}{H}_{}^{(m)1}\stackrel{ˇ}{H}_+^{(m)}\stackrel{ˇ}{G}_1\}^1$$

$$\times [\mathrm{\Xi }_m(1\stackrel{ˇ}{H}_{}^{(m)1})+\mathrm{\Xi }_m^2\stackrel{ˇ}{G}_1\stackrel{ˇ}{H}_{}^{(m)1}\stackrel{ˇ}{H}_+^{(m)}],$$

$$\stackrel{ˇ}{H}_\pm ^{(m)}=(\stackrel{ˇ}{G}_{2+}^{(m)}\pm \stackrel{ˇ}{G}_2^{(m)})/2.$$

Here $`\mathrm{\Xi }_mT_m/(1+\sqrt{1T_m})^2`$ is related to the transmission coefficient $`T_m`$ in a given channel $`m`$. The above relation reduces to isotropic result of Ref. Nazarov2  provided $`\stackrel{ˇ}{G}_{2+}^{(n)}=\stackrel{ˇ}{G}_2^{(n)}=\stackrel{ˇ}{G}_2`$. The above $`4\times 4`$ matrix relation is the main result of the present work. It incorporates the most general situation and allows for many applications that involve unconventional superconductors. Below we provide a simple but extensive application example that both illustrates circuit theory method and demonstrates an interesting interplay of ABS and proximity effect.

The circuit is the one given in Fig. 1: diffusive conductor of resistance $`R_D`$ in series with unconventional superconductor junction. We disregard decoherence between electrons and holes in the diffusive conductor, (”leakage” current in terms of Ref.Nazarov2 ), this is justified at energies not exceeding Thouless energy of this piece of normal metal. We restrict our attention to $`d`$-wave superconductor, being the most practical example of the singlet unconventional superconductor that preserves time reversal symmetry. For simplicity, we have in mind a ”two-dimensional” superconductor made from the layers stacked in $`z`$-direction. $`z`$-axis lies in the plane of the interface and is normal to the plane of Fig.1. The interface normal ($`x`$-axis) makes an angle $`\alpha `$ with the main crystal axis. The propagation directions of the waves are thus in $`xy`$-plane and are parameterized by the angle $`\theta `$ with $`x`$-axis. The angular dependence of the superconducting order parameter is thus given by $`\mathrm{\Delta }(\theta )=\mathrm{\Delta }_0\mathrm{cos}(2(\theta \alpha ))`$. A scattering channel consists of an incoming wave in direction $`\pi \theta `$ and outgoing wave in the direction $`\theta `$. The sums over channels can be reduced to integrals over $`\theta `$:

$$\underset{m}{}_{\pi /2}^{\pi /2}𝑑\theta \mathrm{cos}\theta $$
(3)
The Green functions are fixed in ”US” terminal and in ”N” terminal, the voltage $`V`$ is applied to ”N” terminal. The Green function in the node ”DN”, $`\stackrel{ˇ}{G}_1`$ is not fixed and shall be determined from the balance of the matrix currents. There is a natural separation of balance equations for $`2\times 2`$ spectral currents that set advanced or retarded part of $`\stackrel{ˇ}{G}_1`$ and for particle current at a given energy that set the distribution function in the node ”DN”.Nazarov1

We address the balance of the spectral currents first. The advanced $`2\times 2`$ Green functions are fixed in ”N” and ”US” terminals and read $`\widehat{G}_N=\tau _z`$, $`\widehat{G}_{2\pm }=(\mathrm{\Delta }_\pm \tau _xiϵ\tau _z)/\sqrt{\mathrm{\Delta }_\pm ^2ϵ^2}`$, $`𝝉`$ being Pauli matrices, $`\mathrm{\Delta }_\pm =\mathrm{\Delta }_0\mathrm{cos}(2(\theta \pm \alpha ))`$ being superconducting order parameters that correspond to direction of incoming(outgoing) wave. This suggests that the corresponding Green function in ”DN” node assumes a form $`\mathrm{sin}\gamma \tau _x+\mathrm{cos}\gamma \tau _z`$ where $`\gamma `$ is yet to be determined. $`\gamma `$ is the measure of proximity effect. All spectral currents are proportional to $`\tau _y`$. The spectral current $`𝒊_D^{(s)}`$ through diffusive conductor is proportional to the spectral angle drop,(Nazarov1 ), the spectral current $`𝒊_B^{(s)}`$ via the interface is obtained from Eq.2. The balance equation thus reads

$`𝒊_B^{(s)}+𝒊_D^{(s)}=0`$ (4)
$`𝒊_B^{(s)}={\displaystyle \frac{2e^2}{\mathrm{h}}}{\displaystyle \underset{m}{}}F(\gamma ,ϵ,T_m),𝒊_D^{(s)}=\gamma /R_D`$
Under conditions considered, the transport is determined by energy-symmetric distribution function, that is conventionally called $`f_t`$. LarkinVolkov  The balance of particle currents at each energy determines this distribution function in ”DN” node. We will assume that the temperature $`1/\beta `$ is much smaller than the typical value of superconducting energy gap, so we can disregard quasiparticle excitations in the superconductor. The particle current through diffusive conductor is given by the drop of the distribution function at its ends, the particle current via the interface is given by the corresponding block of Eq. 2. This yields

$`𝒊_B^{(p)}+𝒊_D^{(p)}=0`$ (5)
$`𝒊_B^{(p)}=f_t{\displaystyle \frac{2e^2}{\mathrm{h}}}{\displaystyle \underset{m}{}}T^{}(\gamma ,ϵ,T_m),𝒊_D^{(p)}=(f_tf_0)/R_D`$
$`f_0`$ being the symmetrized distribution function in the normal reservoir, $`f_0=\frac{1}{2}[\mathrm{tanh}(\beta (ϵ+eV)/2)\mathrm{tanh}(\beta (ϵeV)/2)]`$. The above relation becomes especially transparent if one regards $`T^{}`$’s as effective transmission coefficients in each channel. It just shows that the full (energy-dependent) resistance of the system is the sum of the resistance of diffusive metal and the interface resistance, the latter being influenced by proximity effect. The degree of proximity effect is determined from Eq. (4). If we define the average over the angle as

$$<A(\theta )>=_{\pi /2}^{\pi /2}𝑑\theta \mathrm{cos}\theta A(\theta )/_{\pi /2}^{\pi /2}𝑑\theta T(\theta )\mathrm{cos}\theta $$

with $`T(\theta )=T_m`$, both balance equations can be rewritten in a compact form.

$`R=R_D+R_B/<T^{}(\gamma ,ϵ,T_m)>,`$ (6)
$`\gamma =<F(\gamma ,ϵ,T_m)>R_D/R_B.`$ (7)
Here $`R_B`$ is the interface resistance in normal state, $`R`$ is the full resistance. It may depend on energy, so that the full electric current is given by $`eI_{el}=𝑑ϵf_0(ϵ)/R`$.

To reveal the underlying physics, we present the concrete expressions for $`F=F(\gamma ,ϵ,T_m)`$ and $`T^{}=T^{}(\gamma ,ϵ,T_m)`$ assuming $`ϵ\mathrm{\Delta }_\pm `$. It turns out that these expressions are essentially different for $`\mathrm{\Delta }_+\mathrm{\Delta }_{}><0`$, this manifesting the formation of ABS in the latter case. For $`\mathrm{\Delta }_+\mathrm{\Delta }_{}<0`$ (ABS channels) we have:

$`F={\displaystyle \frac{2T_m\mathrm{sin}\gamma }{T_m\mathrm{cos}\gamma i(2T_m)ϵ/\stackrel{~}{\mathrm{\Delta }}}}=\stackrel{ϵ0}{}2\mathrm{tan}\gamma `$ (8)
$`T^{}={\displaystyle \frac{T_m^2(1+\mathrm{cos}\gamma ^2+\mathrm{sin}\gamma ^2)}{T_m^2\mathrm{cos}^2\gamma +(2T_m)^2(ϵ/\stackrel{~}{\mathrm{\Delta }})^2}}=\stackrel{ϵ0}{}{\displaystyle \frac{2}{\mathrm{cos}^2\gamma }}`$ (9)
with $`\stackrel{~}{\mathrm{\Delta }}=(2\mathrm{\Delta }_+\mathrm{\Delta }_{})/(\mathrm{\Delta }_++\mathrm{\Delta }_{})`$. It is somewhat counterintuitively that the zero-energy limit does not depend on the actual transmission, giving finite currents even for insulating interfaces. This is the signature of the resonance forming precisely at zero energy TK95 . If the transmission is low, the resonance feature persists in a narrow energy interval $`T_m\mathrm{\Delta }_\pm `$ only. The spectral current $`F`$ eventually suppresses the proximity effect. The explanation is that ABS form a reservoir of normal electrons within the unconventional superconductor, and $`F`$ can be viewed as a connection to this normal reservoir. The effective transmission coefficient $`T^{}`$ at resonance is always bigger than $`2`$, and is enhanced by proximity effect. One can understand this as a mupliple Andreev reflection induced by the corresponding ABS.

In the case of $`\mathrm{\Delta }_+\mathrm{\Delta }_{}>0`$ (”conventional” channels) the resonance feature is absent and energy dependence can be safely disregarded. The expressions are identical to those of conventional superconductor

$`F={\displaystyle \frac{2T_ms\mathrm{cos}\gamma }{2T_m+T_ms\mathrm{sin}\gamma }}`$ (10)
$`T^{}={\displaystyle \frac{2T_m[T_m+(2T_m)s\mathrm{sin}\gamma ]}{2T_m+T_ms\mathrm{sin}\gamma ^2}}`$ (11)
Here $`s\mathrm{sgn}(\mathrm{\Delta }_+)=\mathrm{sgn}(\mathrm{\Delta }_{})`$. The spectral current $`F`$ thus induces proximity effect of the corresponding sign $`s`$. The effective transmission $`T^{}`$ does not exceed $`2`$ (which is the limiting case of ideal Andreev reflection). Being compared with the transmission in the normal state, the effective transmission is suppressed (enhanced) at $`T_m<(>)2/3`$. The fully developed proximity effect ($`\gamma =s\pi /2`$) restores the normal transmission.

To summarize, the proximity effect originates from the ”conventional” channels and is suppressed by ABS channels. While the proximity effect is present, it enhances transmission via ABS channels. It restores the effective transmission of ”conventional” channels to that in the normal state. The full resistance of the structure is determined by competition of all these effects. It is essential that one can tune the relative number of ”conventional” and ABS channels by changing the misorientation angle $`\alpha `$. As one can see from the Fig.1, the ABS channels are there in the angle interval $`\pi /4|\alpha |<|\theta |<\pi /4+|\alpha |`$. If $`\alpha =0`$, there are no such channels. If $`\alpha =\pi /4`$, there are no ”conventional” channels. This gives no chance to proximity effect.

To illustrate this further, we calculate with Eqs. (6),(7) the zero-voltage resistance ($`ϵ0)`$ at different values of $`\alpha `$ as a function of $`R_B/R_D`$. The angular dependence of the transmission coefficient was assumed to be $`T(\theta )=\mathrm{cos}^2\theta /(\mathrm{cos}^2\theta +Z)`$ with barrier parameter $`Z`$. The results are presented in Figs. 2,3. At $`R_D=0`$ there is no proximity effect in ”DN” and the resistances are given by the quasi-ballistic formulas of Ref. TK95 . The proximity effect may develop with increasing $`R_D`$ and decreases the interface resistance. This gets the curves down. The curves $`(a)`$ and $`(a^{})`$ correspond to $`d`$-wave junction at $`\alpha =0`$ and conventional superconductor junction, respectively. One sees that the proximity effect is weaker in d-wave system. This is due to competition of the ”conventional” channels having different signs of $`\mathrm{\Delta }_+`$. The ABS channels appear with increasing $`\alpha `$. The curve $`(b)`$ demonstrates interface conductance reduced slightly below its normal state value. This manifests the enhanced transmission in ABS channels. The ABS channels quench the proximity effect very efficiently at $`\alpha >0.02\pi `$. The total conductance can be approximated by $`R_D+R_{R_D=0}`$, although this becomes exact only at $`\alpha =\pi /4`$. Following Ref. reflec , we regard the counterintuitive negative sign of $`(dR/dR_D)_{R_D=0}`$ as a signal of importance of the proximity effect \[or reflectionless tunneling (RLT) \]. We evaluate this sign at different $`Z`$ and $`\alpha `$. (Fig. 3) The sign of $`dR/dR_D`$ is negative for junctions of low transmissivity in a relatively narrow range of $`\alpha `$.

In conclusion, we have extended the circuit theory of superconductivity to include unconventional superconductor junctions. We have derived a general relation for matrix current to/from unconventional superconductor. An elaborated example demonstrates the interplay of ABS and proximity effect in a $`d`$-wave junction. The theory presented will facilitate the analysis of more complicated mesoscopic systems that include unconventional superconductors.

The authors appreciate useful and fruitful discussions with J. Inoue, H. Itoh and G.W.E. Bauer.


text:
# The X-ray afterglows of gamma-ray bursts GRB 001025A and GRB 010220 observed with XMM-Newton

## 1 Introduction

Much of the recent progress in the understanding of gamma-ray bursts (GRBs) has come from bursts detected with good spatial accuracy with *BeppoSAX* and it is particularly at X-ray wavelengths that GRB afterglows are detected (Piro 2001), about half producing no detectable optical afterglow emission (Fynbo et al. 2001). It is also only at X-ray wavelengths that emission lines are detected in afterglows, allowing firm estimates to be made of the cosmological redshifts and the outflow velocities of the afterglow material (Piro et al. 2000, Reeves et al. 2002). *XMM-Newton* (Jansen et al. 2001), with its large effective area, is particularly suited to this work. Previous detections of emission lines in GRB afterglows with *BeppoSAX* and *Chandra* have concentrated on emission from highly-ionised iron (Piro et al. 1998, 2000, Antonelli et al. 2000, Yoshida et al. 2001); however recent observations with *XMM-Newton* have revealed several emission lines at lower energies (Reeves et al. 2002).

Most plausible mechanisms for the production of a GRB involve a newly-formed black hole surrounded by a short-lived accretion disk regardless of the progenitor (Paczynski 1998, MacFadyen & Woosley 1999, Ruffert & Janka 1999, Mészáros 2001). Recent evidence suggests that the progenitors of long-duration GRBs are massive stars (Paczynski 1998, Bloom et al. 1999, MacFadyen & Woosley 1999, Reeves et al. 2002).

Various models have been proposed to account for the emission spectra (in particular the claim of a high equivalent width Fe emission line (Antonelli et al. 2000)) and lightcurves of the afterglow. For instance, the nearby reprocessor model (Rees & Mészáros 2000, Ballantyne & Ramirez-Ruiz 2001, Kallman et al. 2001) involving reflection of synchrotron emission from the walls of a cone tunnelled out of a massive star, yielding large equivalent width Fe emission lines; or a ‘supranova’ model (Vietri & Stella 1998) which invokes a time delay ($`30`$ days) between an initial supernova (SN) explosion and the GRB, giving a spectrum briefly dominated either by the recombination of Fe in a photoionised plasma (Vietri & Stella 1998) or reflection of synchrotron emission off the walls of a wide funnel excavated in the SN remnant (Vietri et al. 2001). Recently, Reeves et al. (2002) have suggested that the early X-ray afterglow spectrum of GRB 011211 is dominated by thermal emission from a metal-enriched, but notably Fe-poor collisionally-ionised plasma ejected in a recent SN explosion and heated by the GRB.

In Sect. 2 we report on observations of two GRB afterglows with *XMM-Newton*, presenting the spectra in Sect. 3. In Sect. 4 these results are discussed and their implications for other X-ray observations of afterglows examined. Our conclusions are in Sect. 5. Unless otherwise stated, all errors quoted are 90% confidence limits for one parameter of interest. A cosmology where H$`{}_{0}{}^{}=75`$ km s-1 Mpc-1 and q$`{}_{0}{}^{}=0.5`$ is assumed throughout.

## 2 Observations and data reduction

### 2.1 GRB 001025A

Smith et al. (2000) and Hurley et al. (2000) report detection of a GRB by the RXTE all-sky monitor, NEAR and *Ulysses* beginning at 03:10:05 UT on 25 October 2000. It had a duration of $`5`$ s, a fluence of $`3.2\times 10^6`$ erg cm-2 and a peak flux of $`2.0\times 10^6`$ erg cm-2 s-1 in the 25–100 keV band as detected by *Ulysses*. No variable source optical counterpart was detected down to an R-band magnitude limit of $`24.5`$ (Fynbo et al. 2000).

*XMM-Newton* began observing the error-box of GRB 001025A 45 hours after the burst for two EPIC-pn exposures of 8 ks and 16 ks and single 37 ks exposures of the MOS cameras in full frame mode. The thin filters were used in each case.

The data were processed and reduced with the SAS, version 5.2, datasets from both EPIC-MOS cameras were co-added and both EPIC-pn exposures were also co-added and the resulting two datasets fit simultaneously. Source extraction regions were 35″ in radius and an off-source background extraction region of 70″ radius was chosen. Both single and double pattern (as well as triple and quadruple pattern for the MOS), good (FLAG=0) events were used with the ready-made response matrices111http://xmm.vilspa.esa.es/ccf/epic provided by the *XMM-Newton* SOC. The spectra were binned with a minimum of 20 counts per bin. The final X-ray source positions were determined after cross-correlation with the USNO A2.0 optical catalogue based on the SAS task *eposcorr* (see Tedds & Watson 2002).

Two sources were detected in the IPN error-box (Altieri et al. 2000a, b); the brighter, with coordinates (J2000) R.A. 08h36m35.86s, Dec. $`13`$°04′12.28″, and a 68% error radius of 0.6″, was seen to decay slowly (at 99.8% confidence), a power-law decay ($`Ft^\beta `$) with index $`\beta =3.0\pm 1.9`$ fitting the lightcurve well. We identify this source as the afterglow of GRB 001025A. The Galactic hydrogen absorbing column in this direction is $`6.1\times 10^{20}`$ cm-2 (Dickey & Lockman 1990, using the FTOOL *nh*). Its mean 0.2–10.0 keV flux was $`4.4\times 10^{14}`$ erg cm-2 s-1, corresponding to an afterglow luminosity of $`2.8\times 10^{43}`$ erg s-1 using the redshift ($`z=0.53`$) determined from the thermal plasma model fit to the data (see Sect. 3.1). The second source is fainter ($`1.2\times 10^{14}`$ erg cm-2 s-1) and shows no evidence for variability.

### 2.2 GRB 010220

GRB 010220 was detected by *BeppoSAX* at 22:51:07 UT on 20 February 2001 and subsequently localised to within a 4′ radius circle; the burst duration was $`40`$ s, with $`660`$ count s-1 peak flux in the 40–700 keV band (Manzo et al. 2001). No optical counterpart was detected to a limiting magnitude of R$`23.5`$ (Berger et al. 2001), however the burst position is in the Galactic plane ($`b^{II}=1.41`$), where the Galactic nebula IC 1805 lies along the line of sight (Castro-Tirado et al. 2001). The Galactic hydrogen absorbing column is $`8.6\times 10^{21}`$ cm-2 (Dickey & Lockman 1990, using the FTOOL *nh*). At 14.8 hours after the burst, *XMM-Newton* began observing at the coordinates of the *BeppoSAX* error-circle. The observation of GRB 010220 was contaminated by a high and variable background. To mitigate this effect, only data where the background rate was relatively low were used. The EPIC-pn exposure was 43 ks; screening for flares left 20 ks of good data. Full frame mode and the medium filter were used for the observation. No data were available from the EPIC-MOS cameras.

The data were processed and reduced with the SAS version 5.2. A source extraction region of 20″ radius and an off-source background extraction region of 80″ radius were chosen. Both single and double pattern, good (FLAG=0) events were used with the ready-made response matrix1 provided by the *XMM-Newton* SOC. The spectra were binned with a minimum of twenty counts per bin. Source positions were determined as noted above.

Four sources were detected in the *BeppoSAX* error circle; the brightest source is 18″ from the centre, with the others at $`>3`$′. No variability is detected in any of the sources at greater than $`2\sigma `$ confidence. We assume that the brightest source, at coordinates (J2000): R.A. 02h37m01.66s, Dec. +61°45′56.01″ with a 68% confidence error circle of 1.2″ radius is the GRB afterglow. This source decays at 94% confidence, with a best-fit decay index, $`\beta =1.2\pm 1.0`$. Its mean 0.2–10.0 keV flux was $`3.3\times 10^{14}`$ erg cm-2 s-1 (corresponding to an afterglow luminosity of $`7.3\times 10^{43}`$ erg s-1 in the rest frame 0.2–10.0 keV band based on the best-fit redshift ($`z=1.0`$) from the thermal plasma fit to the data).

## 3 Spectral fitting

In order to test the wider applicability of the collisionally-ionised plasma model proposed by Reeves et al. (2002) to explain the *XMM-Newton* observations of the afterglow of GRB 011211, our new GRB X-ray afterglow data were fit with the same set of models. They were a) a power-law, b) a power-law with a variable, cold, redshifted absorber, c) a variable abundance collisionally-ionised plasma model (the MEKAL model, Mewe et al. 1985, Liedahl et al. 1995) with the abundances of Mg, Si, S, Ar and Ca fit jointly, Ni allowed to vary freely and all other elements fixed at the solar value and d) an ionised reflection model (Ballantyne & Ramirez-Ruiz 2001) where the emission arises purely from the X-ray flux scattered off material with twice the solar elemental abundance, also modified by a cold, redshifted absorber. In all cases an absorber fixed at the Galactic value was included.

In order to test the significance of the fit improvements, 10 000 spectra were simulated using the parameters derived from fitting an absorbed power-law (model b) to the data in each case. Models b) and c) were fit to the simulated data and the difference in $`\chi ^2`$ computed. The results of these tests are reported in Table 1. Using a random gaussian distribution of initial parameters centred on the parameters derived from fitting an absorbed power-law to the data, a second set of 10 000 simulated spectra was generated. This second set of simulations yielded results consistent with the first.

### 3.1 GRB 001025A

The spectrum for this afterglow is significantly better fit by the thermal plasma model than the absorbed power-law (Table 1)—only 13 in 10 000 simulations are as good a fit. While the continuum shape dictates that the plasma temperatures in the simulated spectra will be consistent with each other and with the fit to the real data, only four of the redshifts determined from the thirteen best-fit simulated spectra are within 90% confidence limits of the value from the real data, reinforcing the fact that the emission lines are not systematic deviations.

The need for the thermal emission component arises from the soft excess observed between $`0.5`$ and 2 keV (Fig. 1), which we suggest may be due to the blend of lines from Mg, Si, S, Ar and Ni-L. The thermal plasma model fit to the data yields a temperature of 3.4 keV and a redshift of 0.53 and does not require super-solar abundance of light metals (Table 2).

In order to parameterise the line emission, a power-law with Galactic absorption and Gaussian emission lines was fit to the data, allowing the line widths to vary together. For five emission lines, the $`\chi ^2`$ is 40.1 for 55 degrees of freedom, (giving a null hypothesis probability of $`3\times 10^4`$ ($`3.6\sigma `$) over the absorbed power-law and $`5\times 10^7`$ ($`5.0\sigma `$) over a power-law with Galactic absorption. Adding lines to a bremsstrahlung continuum yielded similar significances, ($`3\times 10^4`$ ($`3.6\sigma `$) over the absorbed bremsstrahlung and $`2\times 10^4`$ ($`3.8\sigma `$) over a bremsstrahlung with Galactic absorption), though the fit was worse, $`\chi ^2=45.4`$ for 55 degrees of freedom.

The best-fit energies for the lines are: $`4.7_{0.4}^{+0.8}`$, $`2.2\pm 0.1`$, $`1.64\pm 0.07`$, $`1.16\pm 0.05`$ and $`0.80_{0.05}^{+0.04}`$ keV with a FWHM of $`240_{60}^{+70}`$ eV with individual line significances (null hypothesis probabilities) of 0.12, 0.02, $`8\times 10^4`$, $`8\times 10^4`$ and $`4\times 10^4`$ respectively. Single line significances were determined by using the best-fit Galactic-absorbed power-law with five Gaussian emission lines and removing individual lines to assess their f-statistic. Probabilities were then determined using the f-test. The observed equivalent width is $`800`$ eV for the 4.7 keV line and $`400`$eV for the others. Fitting the K$`\alpha `$ emission lines of Mg xii (1.46 keV), Si xiv (1.99 keV), S xvi (2.60 keV), Ar xviii (3.30 keV) and 56Ni xxviii (8.10 keV), gives a best-fit redshift of $`0.7_{0.1}^{+0.3}`$. This redshift is within two standard deviations of the redshift determined from the thermal plasma fit (Table 2). Allowing for an outflow velocity of $`0.00.1c`$ (Reeves et al. 2002), we conclude that the redshift of the host galaxy is likely to lie in the range 0.5–1.2.

It has been suggested that reflection of synchrotron emission from ionised material could produce the emission lines observed in GRB afterglows (e.g. Ballantyne et al. 2002). An ionised reflection model is as good a fit to the data as an absorbed power-law; however, adding a power-law continuum to the reflection component disimproves the fit significantly, indicating that the afterglow must be viewed so that little of the continuum is observed, if this fit is to be acceptable. This implies a line-of-sight outside the GRB cone, a possibility ruled out by the detection of the GRB in the first place. In any case, the ionised pure reflection model does not fit the soft excess as well as the thermal plasma model (Table 1). Modifications to the reflection model (such as including contributions from S, Ar and Ca) could improve the fit to the data.

### 3.2 GRB 010220

A power-law model with Galactic absorption is an acceptable fit to the data, however the single clearest deviation in the spectrum of GRB 010220 (Fig. 2) is the feature near 3.9 keV; adding an unresolved Gaussian line (equivalent width $`=1.8_{1.2}^{+0.8}`$ keV) to the power-law fit improves the fit at $`>99`$% significance ($`\chi ^2=7.5`$ for 13 degrees of freedom) and is the only emission feature in the spectrum. While the relatively poor statistics do not enable us to detect individual emission lines at lower energies (e.g. Si or S K$`\alpha `$), the thermal plasma model is significantly preferred to the absorbed power-law model with a null hypothesis probability of 0.0016 using statistics from the Monte Carlo simulations. Allowing the abundance of Fe to vary did not significantly improve the thermal plasma fit as the energy of the Fe K$`\alpha `$ emission is too low relative to the emission at low energies and is not broad enough to fit the excess alone. The best-fit Fe abundance is consistent with solar abundance; allowing Ni to vary improves the fit at $`>99`$% confidence as it fits most of the 3.9 keV emission feature.

The pure ionised reflection model in this case is a better fit than the absorbed power-law model (Table 1) primarily due to fitting Fe emission (at lower redshift than the thermal plasma model) to the $`3.9`$ keV feature, however the addition of any power-law continuum disimproves the fit as for GRB 001025A.

## 4 Discussion

It is clear that for the X-ray afterglows of GRBs 001025A and 010220, the type of collisionally-ionised plasma model fit to the afterglow of GRB 011211 (Reeves et al. 2002) is a better fit to the data than an absorbed power-law. The detection of a thermal spectrum in three GRB afterglows with *XMM-Newton* indicates that this behaviour is relatively common hours to days after the burst among the long duration GRBs. Thermal emission may therefore make a significant contribution to the total afterglow luminosity of a GRB. It is worth noting that these are among the best quality soft X-ray spectra of GRB afterglows recorded to date and the absence of detection of such thermal spectra with *BeppoSAX* is not suprising given *XMM-Newton*’s much greater sensitivity and better spectral resolution and the relatively high low-energy cut-off of the MECS instrument ($`2`$ keV). A re-examination of the *ASCA*, *BeppoSAX* and *Chandra* data of the afterglows of GRBs 970508, 970828 (where the 5.04 keV feature could be caused by blueshifted 56Ni K$`\alpha `$ emission blueshifted by 0.2c), 991216, 990705 and 000214 may be worthwhile in the light of these results.

In none of the three cases (GRBs 001025A, 010220 and 011211) is an excess abundance of Fe required and in both afterglow spectra reported here a large over-abundance of Ni (or possibly Co) is required, consistent with the idea that the SN–GRB lag must be of the order of days, not months, though it is worth noting that this timescale can be extended where the material is ionised (McLaughlin & Wijers 2002).

Using the model proposed by Reeves et al. (2002) to explain the observations of GRB 011211 it is difficult to place precise limits on the size of the SN shell, the expansion speed and the time delay between the burst and the initial SN from the spectra of these afterglows as the redshifts of the host galaxies are unknown and the redshifts derived from the X-ray spectra are not as tightly constrained as in GRB 011211. It is possible however, to constrain the minimum radius of the SN ejecta shell and its mass on the assumption that the duration of the thermal emission is due primarily to light-crossing time over the illuminated shell. With no collimation of the GRB and where the thermal emission lasts at least as long as the time between the burst and the afterglow observation ($`7`$ and 30 hours), the minimum shell radii are $`8\times 10^{14}`$ cm and $`3\times 10^{15}`$ cm corresponding to SN-GRB delays of at least 3 and 12 days for GRB 010220 and GRB 001025A respectively and illuminated shell masses of 0.9 and 1.1 M using the best fit emission measure, temperature and redshifts from the MEKAL model. Reeves et al. (2002) calculate a delay of a few days and at most two weeks between the SN and the GRB, consistent with these results, though the SN-GRB time delay distribution has so far not been defined. The time delay for GRB 001025A is suggestive since the half-life of the most abundant product of Si burning, 56Ni, is 6.1 days decaying primarily to 56Co with a half-life of 77.3 days to 56Fe (although see McLaughlin & Wijers 2002, on half-lives of ionised species). In this scenario, much of the emission observed near 1 keV in the spectrum of GRB 001025A could then be due to L-shell emission from 56Co. The spectrum however is not sufficiently good to investigate this possibility.

Recent analysis of the *XMM-Newton* spectrum of GRB 020322, with a signal to noise ratio comparable to the X-ray spectrum of GRB 011211, shows no evidence of emission features (Watson et al. in prep.) 15 hours after the burst; evidence that if thermal emission occurs in every afterglow, it may be relatively short-lived.

The prospect that thermal emission may contribute significantly to the X-ray luminosity of afterglows could resolve the problem of bursts with apparently high X-ray column densities but low optical extinctions, 10–100 times smaller than expected (Galama & Wijers 2001). The curvature of low-quality thermal X-ray spectra can be approximated by an absorbed power-law, giving much larger absorbing columns than are required by the thermal spectra.

Another implication of the data reported here is that GRBs without significant optical emission, “dark GRBs” (Reichart & Yost 2001, Djorgovski et al. 2001), may not always need to have significant extinction (Taylor et al. 2000, Reichart & Yost 2001, Piro et al. 2002), be intrinsically different (Lazzati et al. 2002) or be very distant (Lamb & Reichart 2000). A soft X-ray spectrum dominated by thermal emission will lead to an overestimation of the expected optical flux where this is predicted assuming a synchrotron-dominated X-ray flux below 10 keV (Djorgovski et al. 2001).

## 5 Conclusions

*XMM-Newton* detected the afterglows of GRB 001025A and GRB 010220 the former showing a decaying lightcurve. Positions accurate to $`1`$″ were determined; this makes it feasible for optical spectroscopy to be used to confirm the X-ray redshift reported in this paper for the host galaxies of these GRBs, in particular for the host of GRB 001025A, where the extinction is relatively low. In both cases, the X-ray spectra are significantly better fit by the thermal plasma model proposed by Reeves et al. (2002) to explain the line features in GRB 011211 than by an absorbed power-law and in the case of GRB 001025A the thermal plasma model is a significantly better fit than an ionised reflection model. The parameters determined from these thermal fits are consistent with their suggested scenario. It seems likely that a large contribution from highly-ionised light metals is a common feature in the X-ray spectra of GRB afterglows hours to days after the burst and the detection of thermal emission in three of the four *XMM-Newton*–detected afterglows implies that this may be a significant component in the total afterglow luminosity of all long GRBs.