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# On the Indirect Detection of Sodium in the Atmosphere of the Planetary Companion to HD 209458

## 1 Introduction

The planet in the system HD 209458 has been an object of intense study since the first observations of its transit (Henry et al., 2000; Charbonneau et al., 2000). These observations led to a determination of the planet’s radius and physical mass, confirming that it must be a gas giant. At wavelengths where the atmospheric opacity is high, the planet blocks more light, yielding a deeper transit light curve that makes the planet appear physically larger. The location and strength of these absorption features serve as diagnostics of the temperature and chemistry of the planet’s atmosphere. Seager & Sasselov (2000) predicted variations in the transmission spectrum of HD 209458b due to neutral Na and K and to singly-ionized He. Brown (2001) explored effects such as ionization and winds and predicted large variations due to H2O, CO, and CH4 in the infrared. Hubbard et al. (2001) explored a variety of physical effects that could be found in transits, including refraction and the angular redistribution of photons due to Rayleigh scattering. These were found to be minimal for HD 209458b; Hubbard et al. (2001) went on to derive the planet radius as a function of wavelength from 300 to 2500 nm.

Confirmation that absorption features due to the opacity of gaseous species could be observed with current technology was obtained by Brown et al. (2001). They observed the transit of HD 209458b from 581 to 638 nm with the STIS instrument on HST and obtained photometric accuracy near 100 micro-magnitudes. This spectral region encompasses the Na-D doublet at 589 nm. Using these data, Charbonneau et al. (2002) found that the transit was deeper by $`(2.32\pm 0.57)\times 10^4`$ in a narrow band centered on the star’s Na-D lines than in adjoining bands at shorter and longer wavelengths. Importantly, the observed difference in transit depth in and out of the Na-D line is smaller than previously predicted (Charbonneau et al., 2002). The nominal model of Hubbard et al. (2001) predicted a difference between these two bands of $`4.7\times 10^4`$.

Charbonneau et al. (2002), using the models of Brown (2001), performed a parameter study to investigate a variety of possible reasons for this difference. These included a bulk underabundance of Na, the sequestering of atomic Na in condensates and/or molecules, clouds very high in the planet’s atmosphere, and photoionization of atomic Na due to the UV flux from the parent star. Barman et al. (2002) suggested that Na is not in local thermodynamic equilibrium (LTE). They speculated this leads to a core reversal of the 589-nm absorption doublet in the planet’s emission spectrum, but they did not calculate its effect on a transit light curve.

Here we explore the effects of cloud formation and ionization of Na in HD 209458b’s atmosphere. We find that cloud opacity is the dominant effect that determines the depth of the Na-D feature, but ionization of Na also leads to a non-negligible weakening of the Na-D doublet.

In our analysis, following Charbonneau et al. (2002), we define a narrow “in feature” wavelength band as the wavelength range 588.7-589.9 nm, and an “out of feature” band as the combination of the 518.8-588.7 and 589.9-596.8 nm wavelength ranges. The “in feature” band includes the wavelength extent of the easy-to-observe HD 209458A (stellar) Na absorption doublet. When quoting a depth for the Na-D feature, we simply mean the difference in transit depth (the fractional change in flux) between the “in feature” and “out of feature” bands at midtransit. The fractional change in flux at midtransit across the entire 581 to 638 nm wavelength range is -0.0164, meaning 1.64% of the star’s light is blocked.

## 2 Temperature-Pressure Profile

The temperature-pressure (*T-P*) profile for a close-in extrasolar giant planet is flatter (more isothermal) than that of an isolated object with the same effective temperature because of heating of the outer atmosphere by the parent star. In the present work, we have employed TLUSTY (Hubeny & Lanz, 1995), a self-consistent atmosphere code that uses the Discontinuous Finite Element (DFE) method for radiative transfer (Hubeny & Lanz, 1995; Castor et al., 1992). The atmosphere model is plane parallel. Radiative equilibrium is achieved by adjusting the atmospheric temperature-density structure iteratively via the Accelerated Lambda Iteration (ALI) method. The important physical quantities, including net flux, temperature, and density in every atmospheric depth zone, are converged to better than 0.1%, and total energy is conserved to this same precision. For the deep convective layers a mixing-length prescription is used with a mixing-length parameter of one scale height.

For a close-in planet such as HD 209458b, an inner boundary flux corresponding to that of an isolated object with an effective temperature of $``$500 K or less results in an outer atmospheric structure that is independent of this inner boundary. The outer structure is determined by the stellar flux, the surface gravity, the atmospheric compositions, and the opacities (see Sudarsky et al., 2002; Burrows et al., 2001). The metallicity of the parent star has been shown to be consistent with solar abundances (Mazeh et al., 2000), and we use these abundances when modeling the planet’s atmosphere.

The *T-P* profile of HD 209458b’s atmosphere that we derive is shown in Fig. 1. We use a surface gravity of 980 cm/s2 for the planet. We find that HD 209458b is a “Class V” planet as defined in Sudarsky et al. (2000) and Sudarsky et al. (2002), meaning that silicate and iron clouds occur at altitudes in the planet’s atmosphere relevant to spectroscopic observations. We model the location, distribution, and size of cloud particles using the model of Cooper et al. (2003). As seen in Fig. 1, the cloud bases of forsterite (Mg2SiO4) and iron (Fe) are at the several mbar level. The effect of these clouds on the transit is discussed in Section 4.

In calculating the *T-P* profile, we assume that incoming stellar energy is absorbed and redistributed evenly on the day side, but is not redistributed onto the night side. In a recent paper, Showman & Guillot (2002) find that redistribution of energy around the entire planet may be inefficient, leading to a $``$500 K effective temperature difference between the planet’s day and night sides. The transit observation is sensitive to the planet’s atmosphere on the limb, which could have a *T-P* profile slightly cooler than we predict here. (Note that the atmospheric circulation code of Showman & Guillot (2002) is not able to calculate *T-P* profiles for the planet.) Based on this possibly large temperature difference, Guillot & Showman (2002) make the point that if HD 209458b does have a 500 K effective temperature contrast between the night and day sides, condensates could form on the night side and tie up Na, thereby weakening the Na-D absorption feature. Note, however, that the “cold” *T-P* profile used in Hubbard et al. (2001), with a temperature 400 K cooler at 1 mbar than seen in Fig. 1, still has a 589-nm Na feature depth of $`3.2\times 10^4`$, deeper than observed.

Our *T-P* profile differs significantly from that calculated in the recent paper on HD 209458b by Barman et al. (2002). We find a temperature of 1280 K at 1 mbar and 950 K at 10 $`\mu `$bar. Examination of Fig. 1 in Barman et al. (2002) shows temperatures of $``$1790 K at 1 mbar and 1630 K at 10 $`\mu `$bar. The reasons for these large differences are unclear, but could be due to differing opacities, stellar flux, or planet surface gravity. Our T-P profile is closer to those for HD 209458b discussed by Seager & Sasselov (2000) and Richardson et al. (2002). These differences are significant, and we are led to very different conclusions concerning the physical processes of importance for the Na-D transit depth. As with late L and T dwarfs, our HD 209459b atmosphere is free of metals such as Mg, Al, Ca, Fe, and Si, which have been incorporated into condensates. Barman et al. (2002) find an atmosphere that is not cool enough to allow for the formation of these condensates, which leaves their atmosphere rich in heavy metals in atomic form. Due to the high UV opacity of free metals that remain in the atmosphere and absorb stellar radiation, Barman et al. (2002) conclude that ionization of Na at pressures greater than 1 $`\mu `$bar is negligible. Our model temperatures allow deeper ionization of Na in the atmosphere of the planet.

## 3 Transit Calculations

The methods we use for calculating the effects of absorption by gaseous species, absorption and scattering by condensates, Rayleigh scattering, and refraction are essentially identical to those described in Hubbard et al. (2001), although we remove the simplification that the opacity versus pressure profile is the same around the entire planet.

We calculate the slant optical depth through the planet’s atmosphere, $`\tau `$, from the expression

$$\tau =_{\mathrm{}}^r\frac{r^{\prime \prime }dr^{\prime \prime }\sigma (r^{\prime \prime })N(r^{\prime \prime })}{(r^{\prime \prime 2}r^2)^{1/2}}+_r^{\mathrm{}}\frac{r^{\prime \prime }dr^{\prime \prime }\sigma (r^{\prime \prime })N(r^{\prime \prime })}{(r^{\prime \prime 2}r^2)^{1/2}},$$
(1)
where $`r`$ is the impact parameter of a light ray, $`r^{\prime \prime }`$ is the magnitude of the three-dimensional vector position of an atmospheric point from the planet’s center, $`\sigma `$ is the absorption cross-section per molecule, and $`N`$ is the number density of molecules in the atmosphere. Two terms in the $`\tau `$ expression are needed because $`\sigma (r^{\prime \prime })`$ is different on the day and night sides.

As before, we use the planetary and stellar properties from Brown et al. (2001). Fig. 2 shows, for a cloudless atmosphere with no ionization, the radius as a function of wavelength over the range covered by the Brown et al. (2001) and Charbonneau et al. (2002) observations. The auxiliary axis of Fig. 2 shows the pressure at the terminator to which this radius corresponds; the figure thus indicates the pressure range probed by the transit of HD 209458b.

## 4 Cloud Model

### 4.1 Location, Distribution, and Opacity

The *T-P* profile we derive is warmer than the *ad hoc* profiles studied in Hubbard et al. (2001). Because of this, we find forsterite and iron clouds higher in the planet’s atmosphere. If we examine the forsterite cloud in Fig. 1, for the *T-P* profile without cloud opacity, the cloud base is at 5.4 mbar. The opacity due to clouds slightly warms the planet’s atmosphere, especially at the location of the clouds, moving the cloud base farther out, to 1.8 mbar. Predicting the exact location of the cloud base is a non-trivial problem, and in a fully self-consistent calculation of cloud location, one would need to iterate many times successively between the cloud code and atmosphere code. Since cloud opacity is a strong function of particle size, and the predicted particle sizes are altered due to a change in the cloud base and as function of pressure $`within`$ the cloud itself (as described below), this step is challenging. Since uncertainties remain in the modeling of clouds, and the effects of redistribution of energy on the *T-P*, we do not attempt this fully self-consistent treatment. Instead, our *T-P* profile shown in Fig. 1 incorporates the opacity of the cloud with the location of the base given by the point of intersection with the condensation curve, and with a cloud particle size given by the modal size for the entire cloud. The particle number density falls of exponentially for one scale height.

The cloud model of Cooper et al. (2003) predicts particle radii in this radiative region for the iron cloud that range from tens of $`\mu `$m at the base to less than a $`\mu `$m at the cloud tops. In the forsterite cloud, all particles are 0.05 to 0.5 $`\mu `$m in size. The cross-sections are calculated as in Sudarsky et al. (2002). For these submicron particles, scattering dominates over absorption, and the opacity of the forsterite cloud is significantly larger than that of the iron cloud. The Cooper et al. (2003) model predicts a distribution of cloud particle sizes and densities as a function of pressure in the atmosphere. Therefore, we calculate the cross-sections for the cloud as a function of pressure at many pressures within the cloud and put no artificial cap on the cloud top. While understanding the vertical distribution of cloud material is a well-known area of importance for brown dwarf atmospheres, it is of even greater importance for the transit spectroscopy of EGP atmospheres, because cloud opacity can be so great for our slant viewing geometry.

For HD 209458b, we find a forsterite cloud with significant vertical extent, with a large slant optical depth ($`\tau `$ $``$500 at the base) that does not fall to $`\tau `$ $`2/3`$ until 1.9 gas scale heights above the cloud base. Even though 99% of the cloud’s mass is found within 1 gas scale height, a non-negligible population of small, highly scattering cloud particles continues above this level, giving rise to a forsterite cloud with a significant *slant* optical depth up to $``$1.9 scale heights. Since our predicted forsterite cloud is in a region of interest for HD 209458b’s transit spectroscopy, the vertical extent of the cloud is of great importance. It seems likely that any clouds seen during transit spectroscopy will be in a radiative (quiescent) region, in which case the cloud particles will likely remain small, in contrast to the large sizes (10-200 $`\mu `$m) predicted for convective regions. Given current uncertainties in cloud modeling (see Cooper et al., 2003), much work still needs to be done in this area. While Seager & Sasselov (2000) were the first to note the importance of clouds in determining the depth of transit absorption features, here we note that understanding the vertical distribution of clouds is yet a further challenge in EGP transit spectroscopy.

In this narrow spectral region (581-638 nm), the cross-sections have virtually no wavelength dependence. Thus, clouds lead to a wavelength-independent absorption of stellar light greater than that of the gaseous species alone, leading to a uniform increase in the planetary radius across much of the wavelength band. In the core of the Na-D feature, where the slant optical depth reaches unity at much lower pressures, the clouds have no effect. This leads to a decrease of the contrast in transit depth between the “in feature” and “out of feature” bands. Fig. 3 is analogous to Fig. 2, but in this case shows the planet’s radius and pressure at the terminator as a function of wavelength, for our atmosphere including clouds, with the base at 5.4 mbar. In both cases, the planet’s radius at 1 bar has been adjusted so that the transit depth remains 1.64%.

Fig. 4 shows the transit depth versus wavelength for a neutral cloud-free atmosphere and a neutral atmosphere with the predicted clouds. The cloud-free model gives a feature depth of $`5.20\times 10^4`$, deeper than that obtained by Hubbard et al. (2001) because of our warmer *T-P* profile. The model with clouds decreases this depth significantly. With the forsterite cloud base at 5.4 mbar, the depth is $`2.42\times 10^4`$, while if the cloud base is at 1.8 mbar the depth is $`0.93\times 10^4`$. The depth is actually $`smaller`$ than the Charbonneau et al. (2002) observations, $`(2.32\pm 0.57)\times 10^4`$, indicating that if clouds form too high in the planet’s atmosphere they can dominate over the opacity of gaseous species.

### 4.2 Sensitivity of Results

Fig. 1, which shows the *T-P* profile, along with the pressure axes on Figs. 2 and 3, highlight how sensitively the Na-D feature depth depends on the location of clouds. Moving the cloud base $``$1 gas scale height can cause an appreciable difference in the Na-D feature strength. As Fig. 1 and the transit depths for the two models with clouds show, a change in the pressure of the cloud base of this amount would happen with fairly minor deviations from our derived *T-P* profile for the planet’s atmosphere. If the cloud base occurs at 1.8 mbar, rather than 5.4 mbar, the feature depth moves from comfortably within the error bars to significantly below. Even higher clouds (warmer *T-P* profiles) would lead to even weaker Na-D features. At several hundred K warmer, no condensate clouds would form, as is the case in the model of Barman et al. (2002). Perhaps the most important issue is that changing our assumption of how absorbed stellar radiation is redistributed around the planet causes non-negligible changes to the planet’s *T-P* profile (e.g., Sudarsky et al., 2002).

We turn next to the role of ionization, and treat the case where the opacity profile varies over the planet. We find that the depth to which the Na is ionized changes with angle from the planet’s subsolar point. In Hubbard et al. (2001), Na ionization by UV irradiation was ignored. Here we find that ionization of Na probably has a secondary but non-negligible effect on the observed Na-D feature.

## 5 A Simple non-LTE Sodium Ionization Model

The proximity to the parent star subjects the transiting planet to large amounts of ionizing radiation, making equilibrium chemistry treatments inadequate. In particular, Na ionization alters the profile of neutral Na. This is crucial, since the Na-D line and its transit signature are features of the neutral state. A rigorous study of the ionization of sodium in the atmosphere of HD 209458b would require sophisticated non-LTE and non-equilibrium photochemical modeling. However, most of the necessary atomic and molecular data (in particular, collisional rates and dissociation parameters) are either poorly known or completely unknown. Therefore, we attempt to calculate the effects of ionization using simple, parametric models.

Barman et al. (2002) have performed a detailed study of non-LTE effects on excitation and ionization of Na I in the atmosphere of HD 209458b. However, they find that the UV opacity is dominated by atomic metals (Mg, Al, Ca, Fe, and Si). Because of the much cooler temperatures we find, these elements are tied up in condensates and are thus depleted from the outer layers of the atmosphere of HD 209458b. Therefore, they cannot shield sodium from intense stellar ionizing radiation. Moreover, Barman et al. (2002) had to parameterize the corresponding collisional rates, and they found that free electrons are only due to ionization of potassium.

In view of all uncertainties in the atomic and molecular parameters, and especially the UV opacities, we feel that it is not warranted to perform a detailed non-LTE study. Instead, we devise a simple, non-LTE analytical model that allows us to study the effects of various uncertainties in relevant quantities (opacities, free electron densities, collisional rates) on the degree of ionization of sodium in a straightforward way.

We find that much of the outer layers of the atmosphere (P $``$1/2 mbar), where Na I has the greatest likelihood of having non-LTE level populations, are ionized by the stellar UV flux. We also calculate the change in the ionization depth as a function of angle from the substellar point, which to this point has not been investigated in the literature.

### 5.1 Description of the Model

We assume both neutral and ionized sodium are represented by one-level atoms, with populations (number densities) $`n_1`$ and $`n_2`$. The third unknown of the problem is the electron density, $`n_\mathrm{e}`$. The three equations that specify these unknown number densities are the particle conservation equation,

$$n_1+n_2=N_{\mathrm{Na}},$$
(2)
charge conservation equation,

$$n_\mathrm{e}=n_2+\alpha N_{\mathrm{Na}}+\beta n_2,$$
(3)
and the statistical equilibrium equation for sodium,

$$n_1[R_{12}+n_\mathrm{e}C_{12}+n_{\mathrm{H2}}C_{12}e_{\mathrm{H2}}]=n_2[R_{21}+n_\mathrm{e}C_{21}+n_{\mathrm{H2}}C_{21}e_{\mathrm{H2}}],$$
(4)
where $`N_{\mathrm{Na}}`$ is the total sodium number density. In Eq. (3), we assume that the total number of electrons is given by the total number of ionized sodium atoms, plus a contribution from an unspecified source that is given through some fraction $`\alpha `$ of the total number of sodium atoms (that is, it scales as the total density), plus another empirical contribution that scales as ionized sodium, with a multiplicative factor $`\beta `$. Setting $`\alpha =\beta =0`$ stipulates that free electrons are provided only by ionization of sodium.

In the statistical equilibrium equation (4), $`R_{12}`$ and $`R_{21}`$ are the photoionization and radiative recombination rates, respectively; $`n_\mathrm{e}C_{12}`$ and $`n_\mathrm{e}C_{21}`$ are the collisional ionization and recombination (three-body recombination) rates with free electrons. Since the dominant species in the atmosphere is H2, we have to consider ionization of sodium by collisions with H2 and its inverse process as well. In the absence of any knowledge of relevant rates, we assume, similar to Barman et al. (2002), that the collisional rate is given by a scaled electron rate with some factor $`e_{\mathrm{H2}}`$. It is reasonable to consider this factor to be the ratio of reduced masses of the Na + H2 pair to that of Na + electron, which is about $`1/60`$. However, we keep $`e_{\mathrm{H2}}`$ as a free parameter, allowing us to study the effects of the H2 collision efficiency on Na ionization.

By detailed balancing arguments (e.g., Mihalas, 1978), the inverse rates are given by

$$C_{21}=C_{12}(n_1/n_2)^{}=n_\mathrm{e}\varphi (T)C_{12},$$
(5)
where $`(n_1/n_2)^{}`$ denotes the LTE value, and $`\varphi `$ is the Saha-Boltzmann factor, given by

$$\varphi (T)=2.0706\times 10^{16}(g_1/g_2)T^{3/2}\mathrm{exp}(h\nu _0/kT),$$
(6)
where $`T`$ is the temperature, $`g_1`$ and $`g_2`$ the statistical weights ($`g_1=2,g_2=1`$ for sodium), $`\nu _0`$ the ionization frequency, and $`h`$ and $`k`$ the Planck and Boltzmann constants.

The radiative rates are given by

$$R_{12}=\frac{4\pi }{h}_{\nu _0}^{\mathrm{}}\frac{\sigma (\nu )}{\nu }J_\nu 𝑑\nu ,$$
(7)
and

$$R_{21}=n_\mathrm{e}\varphi (T)\frac{4\pi }{h}_{\nu _0}^{\mathrm{}}\frac{\sigma (\nu )}{\nu }\left(\frac{2h\nu ^3}{c^2}+J_\nu \right)\mathrm{exp}(h\nu /kT)𝑑\nu ,$$
(8)
where $`\sigma (\nu )`$ is the photoionization cross-section, and $`J_\nu `$ is the mean intensity of radiation. However, Eq. (8) takes into account only recombinations to the ground state of Na I. In reality, recombinations can occur to any state, and at low temperatures these processes are very efficient. We therefore take the recombination rate to be

$$C_{21}=5.461\times 10^{12}/\left[\sqrt{T/T_0}\left(1+\sqrt{T/T_0}\right)^{0.825}\right],$$
(9)
as given by Verner & Ferland (1996).

The radiation intensity should in principle be determined by solving the radiative transfer equation. We could do so, but in view of gross uncertainties in relevant UV opacities, this is not warranted. Instead, we simply assume that the specific intensity is given as a sum of attenuated stellar irradiation intensity plus a thermal component given by the Planck function at the local temperature. (This part is negligible at surface layers of interest, but gives the correct behavior of intensity at depth.) To allow for uncertainties in UV opacities, we introduce another multiplicative factor, $`w_{\mathrm{add}}`$, which represents an additional attenuation of radiation, perhaps by an unspecified opacity source.

The intensity as a function of depth is given by

$$I_{\nu \mu }(\tau _\nu )=w_{\mathrm{add}}I_{\nu \mu }^{\mathrm{inc}}\mathrm{exp}(\tau _\nu \mu )+B_\nu (T),$$
(10)
where $`\mu `$ is the cosine of the angle with respect to the surface normal, $`\tau _\nu (P)`$ is the optical depth (in the normal direction), and $`I_{\nu \mu }^{\mathrm{inc}}`$ is the specific intensity of the stellar radiation at the top of the planetary atmosphere. We use a Kurucz model for a G0V star with a dilution factor of $`w=1.4\times 10^2`$ due to the planet-star distance. For simplicity, we assume isotropic irradiation, which gives

$$J_\nu \frac{1}{2}_1^1I_{\nu \mu }𝑑\mu =\frac{1}{2}w_{\mathrm{add}}I_\nu ^{\mathrm{inc}}E_2(\tau )+B_\nu (T),$$
(11)
where $`E_2`$ is the second exponential integral.

The electron collisional ionization rate is assumed to be given by Seaton’s formula,

$$C_{12}=1.55\times 10^{13}T^{1/2}\overline{g}\sigma (\nu _0)\mathrm{exp}(u_0)/u_0,$$
(12)
where $`\sigma (\nu _0)`$ is the photoionization cross-section at the edge, $`\overline{g}=0.1`$, and $`u_0=h\nu _0/kT`$.

### 5.2 UV Opacities

Since we find no free heavy elements in atomic form above the clouds in which these elements are sequestered, any opacity that may affect Na ionization must be provided by molecular species. We have searched the literature, and found only two equilibrium species that contribute significantly to the opacity in the near UV—H2O (Yoshino et al., 1996), and H2S (Lee et al., 1987). Rayleigh scattering on H2 is much less important at this range. For both H2O and H2S data are only avaivable at 295 K. We plot in Fig. 5 the total opacity, plus the individual contributions of H2O, H2S, H2, and a maximum possible contribution of Na I (that is, assuming that sodium is completely neutral) at upper layers of the atmosphere of HD 209458b, as they follow from the atmosphere model. The corresponding Na I photoionization cross-section is taken from the Opacity Project database (Cunto et al., 1993).

### 5.3 Representative Results

The basic set of equations (2) - (4), together with auxiliary expressions (5) - (11), can be cast into a single cubic equation for $`n_2/N_{\mathrm{Na}}`$. All the necessary quantities, $`T`$, $`N_{\mathrm{Na}}`$, $`n(\mathrm{H}_2)`$, $`n(`$H2O), and $`n(H`$2S), as functions of depth, are provided by our model atmosphere for HD 209458b.

Our nominal model, without any empirical modifications, uses $`\alpha =\beta =0`$, $`E_{\mathrm{H2}}=1/60`$, and $`w_{\mathrm{add}}=1`$. The depth dependence of Na ionization for this model is shown in Fig. 6. This calculation corresponds to the planet’s *subsolar point*. For the nominal model, the pressure at which the number densities of Na I and Na+ are equal is 1.6 mbar. At greater pressures, neutral Na dominates. Deep in the planet’s atmosphere, at pressures $`>100`$ bar, ionization of Na again becomes appreciable due to the higher temperatures. Also shown is the ionization depth dependence without shielding due to the other UV absorbers. The pressure at which Na is 50% ionized increases to 3 mbar.

We next test our predictions for Na ionization depth by varying several of the parameters mentioned earlier. These trials can be seen in Fig. 7. In the first case $`\alpha =1`$, which represents the case where there is another donor, with a total abundance equal to that of sodium, which is fully ionized. The model with $`\beta =1`$ represents an additional empirical donor of free electrons that has the same abundance as ionized sodium. The model with $`w_{\mathrm{add}}=0.1`$ represents the situation where unknown UV absorbers leave only 10% of the calculated incoming ionizing flux available to ionize Na. The electron donor factors seem like reasonable upper limits because species more abundant than Na in the planet’s atmosphere tend to have 2-3 times larger ionization energies and consequently are difficult to ionize. These factors have a modest effect on the pressure at which Na is 50% ionized. Changing the value of $`e_{\mathrm{H2}}`$ (which characterizes the H2 collision efficiency) by factors of even 100 had negligible effects on the ionization depth for pressures $`<100`$ mbar.

### 5.4 Ionization on the Planet’s Limb

The important drawback of the ionization model outlined above is that the calculations are representative of the subsolar point $`only`$. We are interested in ionization at the planet’s limb. At a given location in the planet’s atmosphere an angle $`\theta `$ from the subsolar point, the absorbed radiation of a given surface area will be diluted by a factor $`\mathrm{cos}\theta `$, meaning the ionization depth will not be as great. Even this geometric view is too simple, as it would imply no photoionization at the planet’s terminator. To overcome this shortcoming, we have employed a somewhat different ionization model that can predict the ionization depth vs. angle around the planet.

In this angle-dependent 2-D ionization model (which we will call model 2, while the prior model is model 1), we assume incoming photons with energy greater than 5.14 eV (the ionization energy of Na) and less than 11.2 eV, the energy at which significant H2 absorption begins, ionize atomic Na. Na+ is the only ionized species and consequently the number of free electrons is equal to the number of Na+ ions. We use 2- and 3-body radiative recombination coefficients from Verner & Ferland (1996) and Gudzenko et al. (1974). Incoming photons at some oblique angle relative to the surface can ionize all the Na along a chord until, at some pressure, most ionizing photons (per second) have been used up, and recombinations (per second) can match ionizations (per second). This is the ionization depth. Much as for a Strömgren sphere, we find a sharp boundary between regions of the planet’s atmosphere with complete ionization and with no ionization. (Calculations from model 1 find a more gradual onset of neutral Na with depth.) We calculate the depth to which the atmosphere is ionized at several hundred angular positions from the planet’s substellar point. We find that Na is ionized to a depth of $``$12 mbar at the planet’s substellar point (this was 1.6 mbar for model 1 with shielding due to UV absorbers, and 3 mbar without), and as one moves away from this point, the pressure to which Na is ionized decreases. At the terminator (90 degrees from the subsolar point) the ionization depth is 1.7 mbar. Fig. 8 shows representative calculations for the change in ionization depth with angle near the terminator. At an angle of $``$10 degrees past the terminator, no Na is ionized. The model possesses cylindrical symmetry about the planet’s subsolar-antisolar axis. The removal of the opacity of atomic Na in the 10 mbar to 1 $`\mu `$bar region of the atmosphere produces a negligible difference in the *T-P* profile.

The column density of atmosphere through which photons travel until one reaches the ionization depth of Na can be calculated at the subsolar point for model 1, and at any angle, including the subsolar point for model 2. Using the ratio of the column depths of the two models at the subsolar point, one can scale the results from model 2 to calculate the ionization depth around the planet for model 1. Fig. 8 shows the ionization depth versus angle for the scaled model 1 results.

Fig. 9 depicts how ionization leads to a shallower transit depth. The differences between the Charbonneau et al. (2002) “in feature” and “out of feature” bands are, for model 1, $`4.72\times 10^4`$ and for model 2, $`4.83\times 10^4`$. Neither of these models include the predicted clouds, so that the relatively minor effect due to ionization can be shown clearly. Fig. 8 shows a model in which we increased the pressure level to which Na is ionized, in order to gauge how much ionization is needed to match the Charbonneau et al. (2002) observations without the opacity of clouds. The feature depth for this model is $`2.87\times 10^4`$.

## 6 Conclusions

We find that HD 209458b’s atmosphere is cool enough for most heavy elements to have been incorporated into condensates but still warm enough for Na to remain in atomic form. As seen in Fig. 1, there is a range of $``$600 K in the mbar region of the planet’s atmosphere where this situation holds. High clouds arise naturally in the planet’s atmosphere near $``$1-5 mbar. Although the abundances of condensable vapor of the chief cloud-forming species are small, the particles that form in this radiative region are small and have large scattering cross-sections. Clouds lead to an increase in the apparent planet radius outside of the Na-D core, and on their own they could easily explain the observations. In addition, clouds can be so high that the predicted sodium feature is $`less`$ than observed.

With our simple non-LTE model, we have shown that stellar UV flux will ionize Na to $``$1/2 mbar on the limb in the planet’s atmosphere, reducing the strength of the 589-nm absorption feature. The change in the Na-D feature due to ionization is fairly insensitive to the derived *T-P* profile. Ionization is a secondary effect, and it alone cannot explain the weak Na-D features. This conclusion was also reached by Charbonneau et al. (2002) in their analysis. Since the majority of Na on the planet’s limb at pressures $``$1/2 mbar is ionized by stellar UV flux, the possible effects of neutral Na non-LTE level populations found by Barman et al. (2002) are reduced. In addition, since the *T-P* profile we derive is cooler, a region where Na LTE level populations may not hold will be pushed out to lower pressure.

For our *T-P* profile, we find an opaque forsterite cloud base at a pressure of several mbar. Predicting the exact location of the cloud base and vertical distribution of cloud material is challenging, but the Na-D feature is quite senstive to these factors. An atmosphere incorporating the forsterite cloud at 1.8 mbar and ionization gives a Na-D feature less than observed (due to clouds, not ionization), but for a cloud base of at 5.4 mbar, we obtain a feature depth that matches observations with or without ionization.

More advanced modeling of photochemistry may reveal other non-equilibrium compounds, perhaps including a photochemical haze, which could both increase the importance of particulate absorption and decrease the extent to which the atmosphere is ionized. The potassium feature at 770 nm should be more sensitive to ionization than is Na, because the former’s ionization energy is 0.8 eV less than that of Na. We are currently updating our UV opacity database and collecting all available collsional parameters. Once this is completed, it will be worthwhile to revisit the sodium ionization problem, taking into account many levels of Na I, and computing consistent non-LTE level populations of sodium together with the radiation field. More advanced global circulation models for HD 209458b will be of great interest, as they will give a better indication of the temperatures expected on the limb of the planet. It is likely that observations will push modeling in new directions, and data obtained across many wavelengths, both from the ground and from space, including predicted K, H2O, and CO features, will help gauge the importance of processes at work in HD 209458b’s atmosphere and decide between explanations of the Na-D feature depth.

The authors acknowledge the valuable insight gained through discussions with Don Hunten and John Plane and support from grants NAG5-10760, -10450, and -10629.


text:
# The Geometry of Momentum

## 1 Introduction

The term momentum (in Italian, momento) was introduced by Galileo Galilei as the “virtue” of a moving object which keeps it moving. He expressed it as the product of weight and velocity. Galileo’s notion of momentum was an outgrowth of the medieval impetus theory of William of Occam, Jean Buridan, Nicole Oresme, and others (see, for example, Dugas ), which deviated from Aristotle’s view that something external to a moving (terrestrial) body was necessary to keep it in motion. (Opposition to Aristotle’s view had also been expressed as early as the 5th century by John (Philopon) of Alexandria.)

By now, “momentum” has a much wider meaning. Many applications of the term refer to quantities whose conservation under the time evolution of a physical system is related to some symmetry of the system. The theme of this paper (and the corresponding talk at the conference) is this relation between momentum and symmetry, especially as the meaning of the later was extended in the late 20th century. Though much of this extension was motivated by quantum mechanics, the emphasis here will be on momentum in classical mechanics. Another very important aspect of our subject which we will not treat in this paper is symplectic reduction, which is the simultaneous use of symmetries and conserved quantities to reduce the dimensionality of a hamiltonian system. We refer to  for an extensive history of reduction.

## 2 Momentum in the calculus of variations

Despite the original conception of momentum as proportional to velocity, we now see momentum for the most part as dual to velocity. This idea appears clearly in the calculus of variations where, given a lagrangian $`L(t,x,\dot{x})`$ for a function $`x=(x^1,\mathrm{},x^n)`$ of $`t`$, we define the conjugate momenta by $`p_i=L/\dot{x}^i`$ and then the hamiltonian by $`H=p_i\dot{x}^iL`$. One sees from the way in which the conjugate momenta transform under coordinate changes (which results in the invariance of $`H`$ under such changes) that the conjugate momenta are the components of a vector $`p`$ which is dual to the velocity vector $`\dot{x}.`$

Of course, if $`L=\frac{1}{2}m_i(\dot{x}^i)^2V(x),`$ then $`p_i=m\dot{x}^i`$. The conflict between lower and upper indices here results from the use of orthonormal coordinates. More invariantly, we should write the first (kinetic energy) part of $`L`$ as

$$\frac{1}{2}\underset{i,j}{}m_{ij}\dot{x}^i\dot{x}^j,$$
(1)
where $`m_{ij}=m\delta _{ij}`$. The “mass tensor” $`m_{ij}`$ may then replaced in (1) by an arbitrary riemannian metric $`m_{ij}(x)`$ to describe in curvilinear coordinates what Smale  calls a simple mechanical system. For such a system, the relation between momentum and velocity becomes

$$p_i=\underset{j}{}m_{ij}\dot{x}^j,$$
(2)
the mass tensor now being interpreted as a mapping from velocity (tangent) to momentum (cotangent) vectors.

If we add the vector potential of a magnetic field to obtain

$$L=\frac{1}{2}\underset{i,j}{}m_{ij}\dot{x}^i\dot{x}^j+e\underset{i}{}A_i(x)\dot{x}^i+V(x),$$

then the momentum and velocity are no longer proportional; instead,

$$p_i=\underset{j}{}m_{ij}\dot{x}^j+A_i(x).$$
(3)
To see why (3) and not the simpler relation (2) is the appropriate definition of momentum here, let us consider the example in 3-dimensional configuration space where $`m_{ij}=m\delta _{ij}`$, the vector potential is $`ex^1\dot{x}^3`$, and $`V=0`$. This lagrangian is invariant under translations of configuration space in the direction of the $`x^3`$-axis; if we look for conserved quantities, we find that $`p_3=m\dot{x}^3+ex^1`$ is a constant of motion, while the single term $`m\dot{x}^3`$ is not. (The motions are circular helices with axis in the $`x^2`$ direction.)

Investigating this example further, one finds that $`p_2=m\dot{x}^2`$ is also a conserved quantity, while $`p_1=m\dot{x}^1`$ is not. In fact, translations along the $`x^1`$ axis are not symmetries of the lagrangian; however, one may check directly from the equations of motion that there is a third conserved quantity, namely $`m\dot{x}^1ex^3`$, found most easily from the hamiltonian formalism, as follows. The hamiltonian $`H=L_ip_i\dot{x}^i`$ may be written in terms of positions and velocities as $`\frac{m}{2}_i(\dot{x}^i)^2`$ or in terms of positions and conjugate momenta as $`\frac{1}{2m}(p_1^2+p_2^2+(\frac{p_3}{m}\frac{e}{m}x^1)^2).`$ From this formula, one sees that $`\frac{}{x^1}+e\frac{}{p_3}`$ is a symmetry; its generating hamiltonian is $`ex^3+p^1=m\dot{x}^1ex^3.`$

Symplectic geometry gives a way to recover the proportionality of momentum and velocity, with the additional gain of “gauge invariance,” (i.e., the magnetic field and not the potential enters the equations). One introduces the coordinates $`\xi _i=m\dot{x}^i,`$ so that the hamiltonian has the simple form $`\frac{1}{2m}_i(\xi _i)^2,`$ but the symplectic form $`dx^idp_i`$ becomes in these coordinates $`_idx^id\xi _i+edx^3dx^1.`$ The $`x^i`$ and $`\xi _i`$ are no longer canonically conjugate variables; the extra term $`edx^3dx^1`$ in the symplectic form is the magnetic field. In this formulation, the symmetry of the system with respect to rotation around the $`x^2`$ axis becomes manifest.

In the language of the late 20th century, one says that the phase space of a particle in a magnetic field is no longer the cotangent bundle of configuration space; rather it is a “shifted cotangent bundle” obtained by beginning with the cotangent bundle of a principal circle bundle over configuration space and then applying the operation of symplectic reduction. (See  for an exposition.)

Another link between this example and 20th century mathematics comes through the work of Noether , who, in the course of developing ideas of Einstein and Klein in general relativity theory, found a very general equivalence between symmetries and conservation laws in field theory (i.e. variational problems which may involve several independent variables) now known as Noether’s theorem. Noether’s work on this subject is so important that her name has become inextricably attached to the relation between symmetry and conservation laws. It would be interesting to trace the early history of this relation, perhaps even as far as ancient Greek astronomy, where the uniform circular motion of heavenly bodies might have been related to the perfection (i.e. rotational symmetry) of the celestial sphere.

In the remainder of this paper, we will concentrate on the hamiltonian point of view toward “Noether’s theorem.”

## 3 Hamiltonian systems with symmetry

The relation between conserved quantities and symmetries becomes very simple when expressed in terms of Poisson brackets. On a symplectic manifold $`P`$, the time evolution of a function $`F`$ under the hamiltonian flow of a function $`H`$ is given by the formula

$$\frac{dF}{dt}=\{F,H\}.$$

Antisymmetry of this bracket implies immediately that $`F`$ is a conserved quantity for the hamiltonian flow of $`H`$ if and only if the hamiltonian flow of $`F`$ consists of symmetries of $`H`$. If $`F`$ and $`G`$ are both conserved quantities, then so is $`\{F,G\}`$, by Poisson’s theorem, which is most conveniently proved via the Jacobi identity. If $`F_1,\mathrm{},F_k`$ are conserved quantities, then so is any function $`g(F_1,\mathrm{},F_k)`$, so the process of building new conserved quantities from old ones naturally terminates if we arrive at a list $`F_1,\mathrm{},F_k`$ of functions such that, for each pair of functions in the list, $`\{F_i,F_j\}=\pi _{ij}(F_1,\mathrm{}F_k)`$ for functions $`\pi _{ij}`$. Lie  refers to such a list of functions as generating a function group, the function group itself consisting of all the $`g(F_1,\mathrm{},F_k)`$. If $`F_1,\mathrm{},F_k`$ are functionally independent, then the $`\pi _{ij}`$ are uniquely determined smooth functions on $`^k`$ and define on the set of all smooth functions on $`^k`$ the structure of what Lie  calls an abstract function group. This is a Lie algebra structure defined by the bracket

$$\{F,G\}=\underset{i,j}{}\pi _{ij}(\mu _1,\mathrm{},\mu _k)\frac{F}{\mu _i}\frac{G}{\mu _j}.$$

An important special case is that where the functions $`\pi _{ij}`$ are linear. The linear functions on $`^k`$ are then closed under the bracket operation and form a Lie algebra $`𝔤`$; the carrier $`^k`$ of the abstract function group is identified with the dual space $`𝔤^{}`$.

In geometric terms, a phase space with a symmetry group consists of a manifold $`P`$ equipped with a symplectic structure $`\omega `$ and a hamiltonian action of a Lie group $`G`$. By the latter, we mean a symplectic action of $`G`$ on $`P`$ together with an equivariant map $`J`$ from $`P`$ to the dual $`𝔤^{}`$ of the Lie algebra of $`G`$ such that, for each $`v𝔤`$, the 1-parameter group of transformations of $`P`$ generated by $`v`$ is the flow of the hamiltonian vector field with hamiltonian $`xJ(x),v.`$ The map $`J`$ is called the momentum map (or, by many authors, moment map) of the hamiltonian action. If one is simply given a symplectic action of $`G`$ on $`P`$, any map $`J`$ satisfying the condition in italics above, even if it is not equivariant, is called a momentum map for the action.

The antisymmetry of the Poisson bracket now implies the hamiltonian version of Noether’s theorem: the momentum map $`J`$ is invariant under the hamiltonian flow of $`H`$ if and only if $`H`$ is invariant under the action of the component of the identity in the group $`G`$. We defer until later (see Sections 6 and 7) the question of how nonidentity components of a symmetry group $`G`$ are related to conservation laws.

The duality between symmetries and conservation laws in the hamiltonian formalism becomes most striking in the language of Poisson geometry, which is the contemporary name for the geometry of Lie’s abstract function groups. We recall that a Poisson manifold is a manifold $`M`$ with a Lie algebra structure $`\{,\}`$ on its algebra of smooth functions which is an algebra derivation in each argument. For a function $`H`$, the derivation $`F\{F,H\}`$ is the hamiltonian vector field associated to $`H`$. If a group $`G`$ acts by automorphisms of a symplectic manifold $`P`$ in such a way that the quotient space $`P/G`$ inherits a manifold structure, then $`P/G`$ becomes a Poisson manifold through the identification of the smooth functions on $`P/G`$ with the $`G`$-invariant smooth functions on $`P`$.111If $`P/G`$ is not a manifold, we may treat it as some kind of “Poisson variety” or “Poisson space.” The natural projection $`\pi :PP/G`$ is a Poisson map in the sense that its pullback on functions is a Lie algebra homomorphism. If the action of $`G`$ is hamiltonian, its equivariant momentum map $`J:P𝔤^{}`$ is also a Poisson map, and the diagram of Poisson maps $`𝔤^{}PP/G`$ is called a dual pair. In symplectic terms, this means that the tangent spaces of the fibres of the two maps are symplectically orthogonal to one another. The algebras of functions on $`𝔤^{}`$ and $`P/G`$ commute with one another as subalgebras of the Lie algebra of functions on $`P`$, and if the fibres of the two maps in the dual pair are connected, these two subalgebras are the full commutants of one another.

As we have suggested above, many of the ideas in this section can already be found in Lie’s book . (See  for a brief historical discussion.)

## 4 Symplectic groupoid actions

The “duality” between $`𝔤^{}`$ and $`P/G`$ would be more symmetrical if the fibres of $`J`$ could also be seen as orbits of an action. In general, $`P/G`$ is not the dual of a Lie algebra, but there is an object which plays the role of the second group in this picture; it is a symplectic groupoid for the Poisson manifold $`P/G`$. This is a groupoid222We recall that a groupoid is a small category whose morphisms are all invertible; if this category has just one object, the groupoid is a group. whose objects are the points of $`P/G`$ and whose morphisms form a symplectic manifold $`\mathrm{\Gamma }(P/G)`$. The symplectic structure on $`\mathrm{\Gamma }(P/G)`$ is compatible with the Poisson structure on $`P/G`$ in the sense that target and source maps $`\alpha `$ and $`\beta `$ from $`\mathrm{\Gamma }(P/G)`$ to $`P/G`$ are Poisson and antiPoisson (i.e. reversing the sign of Poisson brackets) respectively. The groupoid multiplication is compatible with the symplectic structure in the following sense. Writing $`\mathrm{\Gamma }`$ for $`\mathrm{\Gamma }(P/G)`$ and denoting by $`\mathrm{\Gamma }^{(2)}\mathrm{\Gamma }\times \mathrm{\Gamma }`$ the manifold of composable pairs, we have three natural maps from $`\mathrm{\Gamma }^{(2)}`$ to $`\mathrm{\Gamma }`$, namely the cartesian product projections $`p_1`$ and $`p_2`$ and the groupoid multiplication $`m`$. The symplectic structure $`\omega `$ on $`\mathrm{\Gamma }`$ should then satisfy the cocycle condition $`p_1^{}(\omega )m^{}(\omega )+p_2^{}(\omega )=0`$.

The quotient projection $`\pi :PP/G`$ may be seen as a momentum map (in an extended sense) for a symplectic groupoid action of $`\mathrm{\Gamma }(P/G)`$ on $`P`$ whose orbits are the fibres of $`J`$. This means (see  that we have a map $`a:\mathrm{\Gamma }\times _{P/G}PP`$ satisfying the usual “associativity property” of an action; the action being symplectic means that $`p_1^{}(\omega )a^{}(\omega _P)+p_2^{}(\omega _P)=0.`$ The fibre product here is taken with respect to the maps $`\beta `$ and $`\pi `$, $`\omega _P`$ is the symplectic structure on $`P`$, and $`p_1`$ and $`p_2`$ are again the cartesian projections from $`\mathrm{\Gamma }\times _{P/G}P`$ to $`\mathrm{\Gamma }`$ and $`P`$. If we write $`gx`$ for $`a(g,x)`$, then we have the equivariance relation $`J(gx)=gJ(x)`$ involving the natural action of the groupoid on its objects. We call $`\pi `$ the momentum map of the groupoid action.

When $`𝔤`$ is the Lie algebra of $`G`$, a natural choice for $`\mathrm{\Gamma }(𝔤^{})`$ is the cotangent bundle $`T^{}G`$ with its canonical symplectic structure and a groupoid structure whose source and target maps to $`𝔤^{}=T_e^{}G`$ are given by left and right translation. Under the identification of $`T^{}G`$ with $`𝔤^{}\times G`$ by left translations, the groupoid multiplication is given by $`(\mu ,g)(\nu ,h)=\pi (\nu ,gh)`$. The fact that the fibres of $`\pi :PP/G`$ are the orbits of the $`G`$ action follows from the fact that the cotangent bundle projection is a groupoid homomorphism from $`\mathrm{\Gamma }(𝔤^{})=T^{}G`$ to $`G`$ (considered as a groupoid with a single object), and that the symplectic groupoid action on $`P`$ factors through this homomorphism. For a more general Poisson manifold like $`P/G`$, there is no such homomorphism from $`\mathrm{\Gamma }(P/G)`$ to a group, and so the symplectic groupoid is absolutely essential to the picture.

Passing from groups to groupoids leads to a new definition of a dual pair. We may define a dual pair to consist of a pair of symplectic groupoids $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ with underlying Poisson manifolds $`Q_1`$ and $`Q_2`$, together with commuting symplectic groupoid actions of $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ on a symplectic manifold $`P`$ having momentum maps $`J_1`$ and $`J_2`$ such that the orbits of each action are the fibres of the momentum map of the other. We note that this formulation includes the case where all the groupoids and spaces involved are discrete. The groupoid action contains both aspects of the symmetry/conservation duality, since the conserved quantity is just the momentum map of the groupoid action.

Our main point, then, is that a hamiltonian action of a Lie group should be seen as a special case of a more flexible notion of symmetry–the action of a symplectic groupoid. Such an action always comes equipped with a momentum map which is a Poisson map and which in fact determines the action of the component of the groupoid containing the identity elements. Pursuing this idea, it is natural to ask whether properties of momentum maps of hamiltonian group actions extend to the groupoid case. As a first step toward answering this question, we have established in  an extension of Kirwan’s nonabelian version of Atiyah, Guillemin, and Sternberg’s convexity theorem.

## 5 Poisson Lie groups and beyond

We have seen that the cotangent bundle of a Lie group $`G`$ is a rather special symplectic groupoid in that it admits a homomorphism to a group. This homomorphism, the cotangent bundle projection $`\pi `$, is a covering morphism in the sense of ; this means that its fibres are bisections of the groupoid, i.e. they project diffeomorphically to the space of objects under the source and target maps. Finally, $`\pi `$ is a Poisson map when $`G`$ carries the zero Poisson structure. This is equivalent to the fact that the fibres of $`\pi `$ are lagrangian submanifolds of the cotangent bundle.

The properties of the symplectic groupoids $`T^{}G`$ listed in the paragraph above nearly characterize these examples, the only exceptions being the quotients of cotangent bundles by lattices of bi-invariant (and hence closed) 1-forms. On the other hand, if we drop the requirement that the fibres of a covering morphism $`\pi `$ from a symplectic groupoid $`\mathrm{\Gamma }`$ to a group $`G`$ be lagrangian, we obtain a much larger class of symplectic groupoids which are still closely connected to groups. The group $`G`$ must now carry a nonzero Poisson structure in order for $`\pi `$ to be a Poisson map; compatibility of the group structure with the Poisson structure is expressed by the condition that the multiplication $`G\times GG`$ be a Poisson map. A symplectic groupoid action of $`\mathrm{\Gamma }`$ on $`P`$ still corresponds to an action of the group $`G`$ on $`P`$. The manifold of objects of $`\mathrm{\Gamma }`$, which is the target of the momentum maps of such actions, turns out to be a group itself; it is called the dual of the Poisson-Lie group $`G`$ and is denoted $`G^{}`$. (The group structure on $`G^{}`$ is essentially encoded in the Poisson structure on $`G`$, and vice-versa.) The momentum map is equivariant with respect to an action of $`G`$ on $`G^{}`$ known as the dressing action. Since the fibres of $`\pi `$ are not lagrangian, the elements of $`G`$ no longer act on $`P`$ by symplectic transformations. Rather, the action as a whole is a Poisson action in the sense that the map $`G\times PP`$ is a Poisson map. (The dressing action is also a Poisson action.) The original groupoid $`\mathrm{\Gamma }`$ is simultaneously a symplectic groupoid for both $`G`$ and $`G^{}`$; as a symplectic manifold, it is known as the Heisenberg double of the pair $`(G,G^{})`$ of dual Poisson Lie groups. What we have described here is essentially Lu’s momentum map theory  for Poisson Lie group actions.

Having dealt with compatibility conditions for symplectic structures on groupoids and Poisson structures on groups, one might ask for a common framework for both. This is provided by the notion of Poisson groupoid . Since Poisson structures correspond to possibly degenerate bivector fields, one might hope for a theory which also includes degenerate 2-forms. This is provided by the theory of Dirac structures . These are subbundles of a direct sum $`TPT^{}P`$ which are maximal isotropic for a natural symmetric bilinear form and which are closed under a bracket discovered by Courant  and which has become the prototype for an object known as a Courant algebroid .

Computations on moduli spaces of flat connections in gauge theory have led to a yet more general notion of hamiltonian symmetry. Here, the 2 form $`\omega _P`$ on phase space is neither closed nor nondegenerate, but these “defects” are compensated for by the presence of an auxiliary structure on the group, just as the noninvariance of the symplectic structure on a Poisson $`G`$-space is compensated for by the Poisson structure on the group. In the theory of quasi-hamiltonian $`G`$-spaces, introduced in , the symmetry group $`G`$ acting on $`P`$ now carries a bi-invariant inner product and, hence, a bi-invariant 3-form $`\varphi `$ defined by $`\varphi (u,v,w)=[u,v],w.`$ The momentum map is now group-valued, i.e. we have $`J:PG`$ with the property that $`d\omega _P=J^{}\varphi `$. As in the ordinary hamiltonian case, $`\omega _P`$ is $`G`$-invariant, and $`J`$ is now equivariant with respect to the adjoint action of $`G`$ on itself. The relation between the momentum map and the infinitesimal generators of the symmetry group is now more complicated. For $`v𝔤`$, the corresponding vector field $`v_P`$ on $`P`$ satisfies the condition that,

$$i_{v_P}\omega _P=J^{}\frac{1}{2}(\theta +\overline{\theta }),v,$$

where $`\theta `$ and $`\overline{\theta }`$ are the left-invariant and right-invariant Maurer-Cartan forms on $`G`$. Note that, since $`\omega _P`$ may be degenerate, this condition does not necessarily determine the action uniquely for a given momentum map.

The relation between momentum and symmetry becomes even looser in Karshon’s theory of “abstract momentum maps” . Here, $`G`$ is a torus acting on $`P`$, and $`J`$ is an equivariant map from $`P`$ to $`𝔤^{}`$. There is no longer a 2-form on $`P`$. Instead, the action and the momentum map are related by the condition that, along the fixed point set of any subgroup $`HG`$, the image of $`J`$ must lie in a subspace parallel to $`𝔥^{}𝔤^{}`$; i.e. the component of the momentum map given by each element of $`𝔥`$ is a conserved quantity for the restricted action. Remarkably, this weak relation is sufficient to prove versions of many results usually associated with ordinary momentum maps.

## 6 Universal momentum maps

There have been at least two quite different approaches to the idea of a “universal momentum map.” Evans and Lu  construct for each Poisson Lie group a Poisson space which is the target of a momentum map for every Poisson action of the given group. Ortega and Ratiu , on the other hand, give preeminence to the symmetry/conservation relationship and, after fixing a particular action, find a space whose function algebra consists of the quantities which are conserved for all invariant hamiltonian systems. We now describe these two approaches. Details omitted here will appear in .

The construction by Evens and Lu may be seen as an extension of that of Chu . (Also see .) In this earlier work, one has a Lie group $`G`$ acting on a manifold $`P`$ carrying a closed (but possibly degenerate) 2-form $`\omega `$ which is preserved by the action. For each $`x`$ in $`P`$, we may pull back $`\omega `$ by the map $`ggx`$ from $`G`$ to $`P`$ to get a closed, left-invariant 2-form $`K(x)`$ on $`G`$. Such forms correspond to 2-cocycles with constant real coefficients for the Lie algebra $`𝔤`$; i.e. $`K`$ is a (smooth) map from $`P`$ to $`Z^2(𝔤)`$. The target $`𝔤^{}`$ of usual momentum maps is the same as the space $`C^1(𝔤)`$ of Lie algebra cochains, and the coboundary operator is a natural map $`\delta :𝔤^{}Z^2(𝔤)`$. It turns out that $`Z^2(𝔤)`$ is the dual of a Lie algebra, and that $`\delta `$ is a Poisson map. If $`J:P𝔤^{}`$ is an equivariant momentum map in the usual sense, then the composition $`\delta J`$ is equal to $`K`$. Notice that the map $`K`$ exists and is canonically associated to every symplectic action, while $`J`$ may not exist and is defined only up to an additive constant (which is in the kernel of $`\delta )`$. On the other hand, $`K`$ may be much “cruder” than $`J`$. For instance, when $`𝔤`$ is abelian, $`\delta `$ is the zero map, and so $`K`$ is constant and equal to zero (i.e. the orbits of a hamiltonian action are isotropic), even though $`J`$ may be nontrivial.

If a momentum map $`J:P𝔤^{}`$ is not equivariant, then $`\delta J`$ differs from $`K`$ by a constant element $`b`$ of $`Z^2(𝔤)`$. If one adds the cocycle $`b`$ to the Poisson structure on $`𝔤^{}`$ as a constant term, then $`J`$ becomes a Poisson map and is equivariant with respect to an affine action of $`G`$ on $`𝔤^{}`$ whose linear part is the coadjoint action. The translational part of this action is a 1-cocycle on $`G`$ with values in $`𝔤^{}`$; the derivative of this cocycle at the identity of $`G`$ may be identified with $`b`$. (See  or .) One may view $`𝔤^{}`$ with this affine Poisson structure as a Poisson submanifold of the dual of a central extension of $`𝔤`$. Although one could use the 1-dimensional extension associated to $`b`$, it is interesting to use the universal central extension $`X(g)`$ of $`𝔤`$ by $`Z^2(𝔤)^{}`$ in which the bracket $`[x,y]`$ of two elements of $`𝔤`$ is the linear functional on $`Z^2(𝔤)`$ given by $`bb(x,y)`$. There is a natural Poisson map $`\widehat{\delta }`$ from $`X(𝔤)^{}`$ to $`Z^2(𝔤)`$. (It is not just the restriction map.) Any momentum map $`J`$ for a symplectic action of $`G`$ on $`P`$ yields an equivariant Poisson map $`\widehat{J}:PX(𝔤)^{}`$ with $`\widehat{\delta }\widehat{J}=K`$. Although $`\widehat{J}`$ is not completely determined by the action, it does provide, for any action admitting a momentum map, a Poisson map which lifts $`K`$ and which is as “refined” as $`J`$.

The definition of the map $`K`$ is extended to Poisson actions of a Poisson Lie group $`G`$ in the construction of Evens and Lu . Their target is the space $`(D𝔤)`$ of lagrangian subalgebras of the Drinfeld double $`D𝔤`$ of the Lie bialgebra $`𝔤`$, the Lie algebra of the double group $`DG`$. The Drinfeld double is a Lie algebra structure on the vector space $`𝔤𝔤^{}`$ together with the invariant inner product $`((x,\xi ),(y,\eta ))\xi (y)\eta (x);`$ a lagrangian subalgebra is a subalgebra which is maximal isotropic with respect to the inner product. (This is another example of a Dirac structure in a Courant algebroid.) Evens and Lu show that $`(D𝔤)`$ has the structure of an algebraic variety which is stratified by Poisson manifolds such that there is a dense subalgebra of continuous functions on $`(D𝔤)`$ whose restrictions to the strata are smooth and which is closed under the stratum-wise Poisson bracket. Given a Poisson action of $`G`$ on $`P`$, they construct a natural equivariant map $`EL:P(D𝔤)`$ which is a smooth Poisson map into a single stratum. Using the theory of Dirac structures , it is possible to construct the equivariant map $`EL`$ for arbitrary Poisson actions, though it is generally not continuous (though it is in fact smooth when $`P`$ is symplectic). Nevertheless, $`EL`$ can be shown to be a Poisson map in a certain sense. When $`G`$ has the zero Poisson structure, the double $`D𝔤`$ is the semidirect product of $`𝔤`$ with $`𝔤^{}`$ via the coadjoint representation. Among the maximal isotropic subspaces of $`𝔤𝔤^{}`$ are the graphs of antisymmetric mappings $`𝔤𝔤^{}`$, which correspond to skew symmetric bilinear forms, or 2-cochains with real coefficients, on $`𝔤`$. It turns out that the subspace is a subalgebra if and only if the cochain is a cocycle. (The corresponding subgroup is the graph of the $`𝔤^{}`$-valued cocycle on $`G`$ connected with the affine action discussed above.) Thus, the target space $`Z^2(𝔤)`$ is contained in $`(D𝔤)`$ (as an open submanifold). The Poisson structure on $`Z^2(𝔤)`$ induced from the Evens-Lu structure on $`(D𝔤)`$ turns out to be identical to that which occurs in the construction of Chu, and the maps $`EL`$ and $`K`$ coincide when $`P`$ is symplectic.

Continuing with the case where $`G`$ has the zero Poisson structure, we also find among the lagrangian subalgebras of $`D𝔤`$ the sums $`𝔥𝔥^{}`$, where $`𝔥`$ is an arbitrary subalgebra of $`𝔤`$ and $`𝔥^{}`$ is its annihilator in $`𝔤^{}`$. These occur as the values of $`EL`$ when the manifold $`P`$ carries the zero Poisson structure: $`EL(p)=𝔤_p𝔤_p^{},`$ where $`𝔤_p`$ is the Lie algebra of the isotropy subgroup $`G_p`$ of $`p`$ in $`G`$. (The corresponding subgroup of the double group is the conormal bundle of $`G_p`$.) Thus, in the absence of any Poisson structure at all, we still have a “momentum map” which essentially assigns to each point in a $`G`$-manifold its isotropy submanifold. The level sets of this momentum map, or isotropy types, are invariant under any $`G`$-equivariant map.

Of course, there are no interesting $`G`$-invariant hamiltonian systems when $`P`$ has the zero Poisson structure, since all hamiltonian vector fields are zero; nevertheless, this example provides a nice lead-in to the construction of Ortega and Ratiu , since their construction is motivated in part by the fact that conventional momentum maps may miss the “conservation of isotropy”.

Ortega and Ratiu begin with a group $`G`$ acting by automorphisms on a Poisson manifold $`M`$. Let $``$ be the set of hamiltonian vector fields of $`G`$-invariant functions defined on $`G`$-invariant open subsets of $`M`$. The (local) flows of the vector fields in $``$ form a pseudogroup $`𝒢`$ of Poisson diffeomorphisms between open subsets of $`M`$, and we may form the momentum space $`M/𝒢`$. In general, $`M/𝒢`$ is not a manifold, but it is a “smooth Poisson space” in the sense that, if we define the smooth functions on $`M/𝒢`$ to be the $`𝒢`$-invariant smooth functions on $`M`$, the space of these functions forms a Poisson algebra. Ortega and Ratiu’s optimal momentum map is simply the natural projection map $`𝒥:MM/𝒢`$. Immediately from its definition, it has the property of being being conserved by the flow of any $`G`$-invariant hamiltonian. Since the elements of $`𝒢`$ commute with $`G`$, $`G`$ acts in a natural way on the momentum space, and the optimal momentum map is equivariant. It is universal in the sense that, given any equivariant Poisson map $`K:MP`$ which is conserved by the flows of all $`G`$-invariant hamiltonians, there is a unique equivariant Poisson map $`\varphi :M/𝒢P`$ such that $`K=\varphi 𝒥`$. The optimal momentum map can be nontrivial even if a momentum map in the usual sense does not exist. For hamiltonian actions, it may be more refined than the usual momentum map $`J`$. For instance, in the case of a proper hamiltonian action, each level set of $`𝒥`$ is a connected component of the intersection of a level set of $`J`$ with an isotropy type.

We remark that the optimal momentum map is very closely related to the Poisson $`\mathrm{\Gamma }`$ structure introduced by Condevaux, Dazord, and Molino  in a paper whose title is essentially the same as that of this one.

## 7 The Baer groupoid

We can forge closer links among some of the concepts in this paper with the aid of the Baer groupoid $`G`$ associated to a group $`G`$. The set of objects of this groupoid is the set $`𝒮G`$ of subgroups of $`G`$; a morphism from $`H`$ to $`K`$ is a subset of $`G`$ which is at the same time a right coset $`Ka`$ and a left coset $`bH`$. For such a morphism, it follows that $`bH=aH`$, so that $`K=aHa^{}1`$, and $`K`$ and $`H`$ are conjugate. The product of two morphisms is the usual product of subsets in a group.

Thus, the $`G`$ orbits in $`𝒮G`$ are the conjugacy classes, and the isotropy subgroup $`H𝒮G`$ is isomorphic to the quotient $`NH/H`$, where $`NH`$ is the normalizer of $`H`$ in $`G`$. 333When $`G`$ is a compact connected Lie group, the restriction of $`G`$ to the set of maximal tori is a transitive groupoid which might be called the Weyl groupoid, since its isotropy groups are the Weyl groups. A possible advantage of this groupoid over the individual Weyl groups is that it admits a nontrivial action of the automorphism group of $`G`$.

Any action of a group $`G`$ on a space $`P`$ induces an action of $`G`$ on $`P`$. The momentum map of this action assigns to each $`xP`$ the isotropy subgroup $`G_x`$, and the coset $`aG_x`$ maps $`x`$ to $`ax`$. The level sets of this momentum map are exactly the isotropy types, so we are close to the Evens–Lu momentum map. If the action is hamiltonian, we can extend the $`G`$ action on $`P`$ to an action of the product groupoid $`G\times T^{}G`$ with object space $`𝒮G\times 𝔤^{}`$. The momentum map of this extended action has as level sets the intersection of the level sets of $`J:P𝔤^{}`$ with the isotropy types. The connected components of these level sets are, for proper actions, precisely the level sets of the optimal momentum map. Except for this question of connectedness, we have recovered the optimal momentum map using a natural construction involving a momentum space which depends only on the group and not on the particular (proper) action under consideration.

Further development of these ideas looks like a good project for the early 21st century.