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# Infrared Observations of AR Ursae Majoris: Modeling the Ellipsoidal Variations

## 1 Introduction

AR Ursae Majoris is the highest magnetic field strength polar known. Polars, highly magnetic cataclysmic variables (CVs), are interacting binaries which contain a white dwarf primary and a low mass secondary star. The secondary fills its Roche lobe and transfers mass to the gravitational potential of the more massive white dwarf. The white dwarf posseses a strong (usually $``$10-60 MG) magnetic field which diverts the transfered material from its ballistic trajectory and funnels it along magnetic flux tubes. This confinement of the accreted material results in the formation of accretion columns which impact the white dwarf at one, or both, of its magnetic poles.

Detailed observational work on AR UMa has been performed by Remillard et al. (1994), Schmidt et al. (1999), Szkody et al. (1999), and references therein. These authors have discussed results of visible, X-ray, and EUV observations of this binary including determinations of an orbital period of 115.9 minutes, a white dwarf mass of 0.6$`\pm `$0.2 M, and a binary inclination of 40o to 60o. AR UMa, like all polars, shows modulations in its brightness over periods of weeks to months which is believed to be caused by changes in the rate of mass accretion from the secondary star. The cause of these changes in Ṁ are not entirely understood, but may be related to star-spot activity on the secondary (Howell et al. 2000a). During high states, the active accretion region in AR UMa is small in size but very hot ($``$ 250,000 K; Szkody et al. 1999; Belle et al. 2000) and located near the south rotation pole of the primary star (co-latitude of 10o-35o). High state observations reveal V=15.1 mag and a dramatic change in EUV and X-ray emission, during which AR UMa becomes the brightest EUV source in the sky. AR UMa, however, spends most of its time in a low state which is characterized by a V magnitude near 16.5 and weak high energy emission.

Low state V and I band photometric observations of AR UMa show a double-humped structure. The cause of these modulations is generally assumed to be ellipsoidal variations (Russell 1945). If true, infrared observations of AR UMa would be expected to be dominated by ellipsoidal modulations and allow detailed modeling of the secondary star. Such data could reveal quantitative measures of the secondary star mass and temperature, as well as place additional constraints on the system parameters. We therefore undertook IR photometric observations of AR UMa in the J and K’ bands.

In section 2, we describe our observations and data reduction, as well as present our IR photometric light curves. Section 3 describes our optical and infrared light curve modeling procedure using WD98, the newest version of the Wilson-Devinney light curve modeling code. We provide details of how we chose the relavent input parameters and present the resulting models at V, I, J, and K’. Finally, Section 4 discusses the implications of these models.

## 2 Observations & Data Reduction

AR UMa was observed using IRIM (see Joyce 1999) on the Kitt Peak National Observatory 2.1-m telescope on 13 and 14 February 2000. On 13 February, AR UMa was observed from 8:32 to 10:45 UT, and on 14 February from 8:43 to 10:51 UT with each session covering slightly more than one AR UMa orbital period. Photometric data were obtained in the IRIM J ($`\lambda _c`$=1.25 $`\mathrm{\mu m}`$) and K’ ($`\lambda _c`$=2.15 $`\mathrm{\mu m}`$) filters. Our observing sequence consisted of two J images at one position, a beam switch, then two additional J images. We then switched to the K’ filter, refocused, and repeated the procedure. Each individual J image consisted of 4 co-added frames of 10 seconds each, while the corresponding K’ images consisted of 10 co-added frames of 4 seconds each.

Both sky flats and dome flats were obtained. Before processing, all of the image data were linearized using the irlincor package within IRAF with the coefficients suggested for use in the IRIM User’s Manual (Joyce 1999). After averaging the two images at one position, we subtracted them from the average of the two images at the other position. These sky, and bias-subtracted images were then flat fielded using a flat constructed by averaging together a median of the dome and sky flats.

Aperture photometry was performed on AR UMa and two roughly equal brightness nearby field stars (a close optical pair at RA=11:15:42, DEC=+42:55:20) used as comparisons. Using the phot package in IRAF, instrumental magnitudes were measured and a differential light curve in both J and K’ was generated with each point being the average of the two beam switched images. Mid-exposure times were heliocentric corrected. Proper magnitude uncertainties were determined according to the prescription given by Howell et al. (1988) with the average error being 0.05$`\pm `$0.02 mag in both bands. A very few images were obtained through thick clouds and were not used in our light curve analysis. Since the conditions were non-photometric, standard stars were not observed on either night. However, using the public release 2MASS data we determined a J and K’ magnitude for a random bright star (RA=11:15:50, DEC=+42:55:20) within our field of view. Differential photometric results indicated that our two comparison stars did not vary by more than that expected due to photon statistics over the course of our observations. Therefore, we could use the bright 2MASS star to assign standard J and K’ magnitudes to our comparison stars. In turn, this allowed us to transform our differential results for AR UMa into calibrated J and K’ magnitudes. We found mean J and K’ magnitudes for AR UMa on both nights of J=14.0$`\pm `$0.15 and K’=13.2$`\pm `$0.15. The 2MASS survey also measured AR UMa itself and found it to have J=14.1 and K’=13.3. These two measurements of J and K’ for AR UMa are consistent within the uncertainies and within the 0.25 mag peak-to-peak variations in both J and K’ light curves. Our resulting J and K’ band light curves of AR UMa, phased to the Schmidt et al. (1999) ephemeris, are presented in Figure 1.

## 3 Modeling the Light Curve of AR UMa

### 3.1 Observational Evidence

The secondary star of AR UMa has been classified as an M6V$`\pm `$1 by Remillard et al. (1994), through analysis of an optical spectrum obtained in a low state. Using CV evolution models by Howell et al. (2000b), we can estimate the most likely mass for the secondary star in AR UMa. The secondary stars in CVs with orbital periods of less than two hours closely follow the lower main sequence mass-radius relation. Converting the determined mass (0.18 M) into an assumed main sequence spectral type for the secondary star, we would expect it to be an M4V with Teff=3,150 K. We note here that the spectral analysis by Schmidt et al. (1999) gives a mass ratio of 0.3$`\pm `$0.1 which, when combined with their white dwarf mass (0.6 M), also yields a secondary star mass of 0.18$`\pm `$0.06 M.

Schmidt et al. (1996) found that a white dwarf (log g = 8) model having 98% of its projected area emitting at a temperature of T$`{}_{eff}{}^{}`$ 15,000 K, and only 2% of the surface covered by an accretion spot of T$`{}_{eff}{}^{}`$ 35,000 K, fit a combination of IUE and optical spectra. Schmidt et al. further determined that the observed flux results in a WD radius of 8$`\times `$108 cm, consistent with a 0.6 M white dwarf. These same authors concluded that the white dwarf and the secondary star each contribute roughly one half of the flux in the V-band during the low state.

Combining the mean low state V magnitude and the mean I band magnitude from Remillard et al. (1994) with our mean J and K’ magnitudes, we see that AR UMa has V-K’=3.3, I-K’=2.2, and J-K’=0.8. Within our errors, the infrared (I-K’ and J-K’) colors are consistent with an M4V secondary while the optical colors (V-I, V-J, or V-K’), however, are consistent with a K8V (Cox 2000; Glass 1999). Since a K8 star (0.60 M, appropriate for a CV with Porb$``$ 5 h) would not fit into the Roche lobe of a 1.9 h binary, we view these colors as caused by contamination by the hotter white dwarf. Another possibility for the additional blue component may be the accretion region. Szkody et al. (1999) used X-ray and EUV data to show that the accretion region temperature is quite high, near 250,000 K, during high accretion states. This temperature must be taken as an upper limit since, as noted above, Schmidt et al.. (1996) determined the accretion spot temperature to be substantially cooler only a few months after a transition to a low accretion state. This hot component might initially seem to be a likely candidate for the additional blue component we need, but with its extremely small size (even at its hottest), it provides no meaningful flux contribution ($`<`$1%) to our light curves in either the infrared or in the optical. This supplies further evidence of the white dwarf contamination in the optical.

Light curves of magnetic cataclysmic variables, particularly those obtained during low states in the R or I visible bands or in the near infrared, are often observed to have a double-humped appearance with the cause of this shape generally assumed to be ellipsoidal variations due to the secondary star. Details of this claim are rarely presented; the light curve shape is left to attest to its cause simply by inference. Ellipsoidal variations should peak at orbital phase 0.25 and 0.75 (maximum projected area of the Roche lobe) and should have a cosine-like shape. Cyclotron emission radiated from near the accretion region can also provide increased light at nearly these same phases. Near the white dwarf magnetic poles, the magnetic field lines are approximately perpendicular to the surface and the location of the dynamically favored (active) pole is generally near binary phases 0.8-0.9. Thus, typical cyclotron beaming, strongest at 90o to the field lines (see Wickramasinghe and Ferrario 2000), will contribute increased system light preferentially centered near phases which are approximately coincident with the peak emission expected from ellipsoidal variations. For example, Gänsicke et al. (2000) show this to be the case at V for AM Herculis during a high state. Geometric factors such as the binary inclination, the accretion region co-latitude, and the location of the active magnetic pole, as well as physical properties such as $`B`$ and Ṁ all conspire to make the exact phasing and shape of the photometric signal caused by cyclotron beaming unique for any given polar. As we will see, even during polar low states, cyclotron beaming can provide a relatively strong photometric modulation, leading to a double-humped light curve similar in appearance to ellipsoidal variations.

Szkody et al. (1999) noted that the appearance of the AR UMa V band light curve changes significantly between high and low states, showing a single peaked sine-like structure centered near phase 0.4 when bright, and a double-humped structure suggestive of ellipsoidal variations when faint. We noted that the amplitude of the low state photometric humps seen at V (Szkody et al. 1999) was quite large and their flux peaked at orbital phases which were different from what was observed at I (Remillard et al. 1994; Schmidt et al. 1996) and in our infrared data. Ciardi et al. (2000) show that during a high state of HU Aqr the IR light curve is double humped but not well fit by ellipsoidal variations, their amplitude being too large and their shape being distinctively non-sinusoidal. However, low state IR photometry of this same star agrees with ellipsoidal models quite well (Ciardi et al. 1998). Recent IR spectral results for the polar ST LMi (Howell et al. 2000a) showed that during an extreme low state, the secondary star provides evidence for star-spot activity and the IR light curve does not appear to be double-humped at all.

We did not obtain simultaneous V band measurements of AR UMa which could be used to confirm its accretion state during our IR observations. However, K. Honeycutt (private communication) has informed us that RoboScope observations provided relatively dense photometric monitoring of AR UMa during the interval of 26 January to 6 March 2000, and the star was consistently between V=16.6 and V=16.8 mag, firmly in the low state.

Given the possible confusion related to the presence or lack of ellipsoidal variations in polar light curves, particularly during low states, and the additional blue contribution seen in the colors of AR UMa, we decided to attempt detailed modeling of the low state light curves of AR UMa.

### 3.2 Model Setup

To model the light curves, we used WD98, the newest version of the Wilson-Devinney light curve program (Kallrath 1999; Wilson 1999). WD98 is an enhanced version of WD95 (Kallrath et al. 1998), updated with new features such as the addition of semi-transparent circumstellar clouds, a simple spectral line profile capability for fast-rotating stars, an option to work with either observed times or phases, and conversion of all the variables to double precision. Some of the relevant features of WD98 include: Kurucz atmosphere models for numerous wavelengths, a choice of three different limb darkening laws, proximity and eclipse effects, the option for hot or cold stellar spots, and several different modes of operation for various system geometries. The program has been fully described in papers by Wilson and Devinney (1971) and by Wilson (1979, 1990, 1993). A recent application of WD95 can be found in Milone et al. (2000).

Briefly, WD98 works as follows. It takes the photospheres of the stars and divides them up into a multitude of surface elements. The amount of light coming from each element is calculated based on the binary system input parameters. All of these surface elements are then summed together, based on the line-of-sight geometry, to create the final light curve.

There are a large number of input parameters needed to generate a model light curve for a complex binary system such as AR UMa. We discuss each of the most important of these parameters in the following subsections. We have made use of the best available literature system parameters and we list our wavelength independent input values to WD98 in Table 1. Units are shown where appropriate. We ran WD98 in a mode set up to produce a model for a semi-detached binary with the secondary star automatically filling its Roche lobe. We now discuss some of the input parameters in detail.

### 3.3 Limb Darkening

The most important parameter that affects both the shape and the amplitude of the ellipsoidal variations is limb darkening. WD98 allows you to choose from several different forms of limb darkening: linear, logarithmic, or square-root. The linear law,

$$I_\lambda (\mu )=I(1)(1x_\lambda (1\mu )),$$

was first investigated by Milne in 1921. In this equation, $`I_\lambda `$ is the beam intensity at wavelength $`\lambda `$, $`\mu `$ is the cosine of the angle between the atmosphere normal and the beam direction, and $`x_\lambda `$ is the limb darkening coefficient. As an alternative to this, Klinglesmith & Sobieski (1970) proposed the logarithmic law,

$$I_\lambda (\mu )=I(1)(1x_\lambda (1\mu )y_\lambda \mu \mathrm{ln}(\mu )),$$

where $`y_\lambda `$ is the non-linear limb-darkening coefficient. Diáz-Cordovés & Gimènez (1992) introduced the square-root law,

$$I_\lambda (\mu )=I(1)(1x_\lambda (1\mu )y_\lambda (1\sqrt{\mu })).$$

When fit to ATLAS atmosphere models, the logarithmic law appears to fit UV models the best, while the square-root law appears better at infrared wavelengths (Van Hamme 1993). Models run by Claret (1998) for very low mass, solar metallicity stars (2000 K $``$ Teff $``$ 4000 K) indicate that the square-root law best describes the intensity distribution in the infrared. We ran test models of stars with equal temperature and gravity, and found that the logarithmic and square-root laws produced nearly indistinguishable light curves. For the final models presented here, the square-root limb darkening law was adopted.

As shown by Alencar & Vaz (1999) the limb darkening coefficients of stars in close binaries can be effected by irradiation. Szkody et al. (1999) attribute the high state V band light curve shape in AR UMa to irradiation of the secondary by the accretion region on the white dwarf surface. There is no evidence for such irradiation during low states. In AR UMa, with a hot white dwarf primary and even hotter accretion region, it is important, however, to investigate whether irradiation has a perceivable effect on the limb darkening coefficients even during a low state. Due to the small size of the accretion spot and the low luminosity of the white dwarf, the models of Alencar & Vaz (1999) imply that the limb darkening coefficients used in our AR UMa models will not be significantly affected by irradiation during a low state, and thus we have used the normal, non-irradiated, coefficients. Note, we are not ignoring the reflection effect due to irradiation here, we are merely stating that irradiation does not affect the limb darkening coefficients of AR UMa.

### 3.4 Gravity Darkening

The second most important static parameter that affects the amplitude of the ellipsoidal variations is gravity darkening. Gravity darkening (a.k.a. brightening) deals with the localized temperature of a star’s surface. The functional form for gravity darkening, Teff $``$ gβ, is wavelength independent, and is not strongly affected by changes in either the mixing length or composition of the star. The amount of gravity darkening depends on how energy is transported through the star, and is thus correlated with the mass of the star. For low mass, convective stars, $`\beta `$=0.08, and for stars with radiative envelopes, $`\beta `$1 (Lucy 1967). For the white dwarf primary in AR UMa, we have assumed no gravity darkening ($`\beta `$=0). For the cool secondary stars used in our models, we have used a value of $`\beta `$=0.08.

### 3.5 Other input parameters

There are a variety of other input parameters with less freedom in their selection. For example, we must choose the values for the temperatures and monochromatic luminosities of the primary and secondary stars. The monochromatic luminosities of the 15,000 K white dwarf proposed by Schmidt et al. (1996), were calculated from a simple blackbody model. For the secondary stars, we calculated the corresponding luminosities using Bessell’s tabulation (Bessell 1991) of absolute magnitudes of cool, late type, main sequence stars. For models with an M4V secondary, we used a secondary temperature of Teff=3,150 K, and for models with an M6V secondary (as proposed by Remillard et al. 1994), we used a temperature of Teff=2,800 K.

In order to gauge what differences would occur between the two candidate secondary stars in AR UMa, we ran identical WD98 models for an M4V and an M6V star using the same inclination angle of 70o. This choice of $`i`$ is not completely arbitrary as will be seen below. It can be seen in Figure 2 that an M6V secondary would play a small role in the production of ellipsoidal variations at V, even at this high inclination. Additionally, an M6V secondary star would not provide enough V flux to account for the 50% contribution that has been proposed by Schmidt et al. (1996). While the two models are similar at J and K’, we will see below that the I, J, and K’ modulations are indeed ellipsoidal variations and therefore require the earlier type secondary. Based on the work presented in Howell et al. (2000b), and our discussion here related to Figure 2, we have chosen to use a M4V secondary star in all of our following models.

The atmospheres of cool stars are fairly complicated and the details of their spectral energy distributions and any changes in such as a function of temperature, make for complex modeling (cf., Allard et al. 1997). Stellar atmosphere codes have to take into account numerous atomic and molecular absorption features which affect the limb darkening coefficients. In order to accurately model the limb darkening effects of the secondary star in AR UMa, we used a Kurucz model for its atmosphere, the most complete atmosphere model available (Kurucz 1993; Kallrath & Milone 1999). Since the atmospheres of hot stars are much less complicated, particularly degenerate stars with thin atmospheres, we chose to model the white dwarf atmosphere as a blackbody.

Irradiation of the secondary star atmosphere in close binaries such as AR UMa can be very important. WD98 calculates reflection/re-radiation of irradiation based on the bolometric albedos of the two stars. The expected value for radiative envelopes like the white dwarf in AR UMa is unity. On the other hand, the bolometric albedo for the convective secondary star is expected to lie somewhere between 0.5 and 1, based on models run by Nordlund and Vaz (Nordlund & Vaz 1990; Vaz & Nordlund 1985). This value is dependent on the amount of convection in the star: the smaller the mixing length parameter, $`\alpha `$ = $`l/H_p`$, the closer it is to a radiative atmosphere, and the higher the bolometric albedo. Based on the average of the albedos given in Table 3 of Nordlund & Vaz (1990) for grey atmosphere models with a 6,000 K star irradiating a 4,500 K star, we chose to model AR UMa’s secondary with a bolometric albedo of 0.676. The values published by Nordlund & Vaz cover only a few binary star scenarios. We have chosen the one that most closely resembles our system. Even though the system temperatures in Nordlund & Vaz are not the same as those in AR UMa, the scatter in the observed data is greater than the change in the light curves with albedos differing by $`\pm `$0.1.

WD98 has the capability to handle spots (hot or cold) on the component stars. In order to make our model more realistic, we added a small, circular bright spot (Rspot = 0.05 RWD; Tspot $``$ 250,000 K) to our white dwarf. This spot represents the active magnetic accretion region near the south pole of the white dwarf, and was modeled using parameters determined by Schmidt et al. (1999) and Szkody et al. (1999). Although the models were run with the accretion spot included, as noted earlier, the hot spot did not have any significant effect on AR UMa’s light curves due to its small projected area. Ciardi et al. (1998), included a similar accretion region in their spectral energy distribution models of the polar HU Aqr and also found that the hot accretion region contributed essentially 0% to the flux in the visible and IR spectral regions.

Our AR UMa J and K’ band observations and their corresponding WD98 models for three possible values of the binary orbital inclination (50o, 70o, and 90o), are presented in Figure 3. The points represent the data while the lines represent the models. We also ran WD98 models in the optical spectral region to compare with V band data from Szkody et al. (1999) and maxima and minima I band data points taken from Remillard et al. (1994). The V and I band models (Figure 4) were run with the same wavelength independent input parameters as the infrared models, but with appropriate monochromatic luminosities, Kurucz model atmospheres, and limb darkening coefficients. Our choice to model three different inclinations was inspired by the desire to see what differences inclination makes at these band-passes, to span the range of possible system inclinations for AR UMa, and to understand how one might make use of such models to help determine system parameters.

## 4 Results and Discussion

Examination of the 50o model in Figs 3 & 4 shows that the observed photometric amplitudes are not well matched by ellipsoidal variations alone. At 50o, an additional light source would be required in all bands. Increasing the inclination to 70o, slightly out of the range proposed by Schmidt et al. (1999), we find a good correlation with the observations except at V. The inclination can not be much higher as CVs with system inclinations larger then $``$72o will produce some observational evidence for an eclipse by the secondary star of either a part of the accretion stream, the white dwarf, or both. AR UMa shows no sign of such behavior. Forgetting the V band data for a moment, removal of the model fits from the observed data shows that the observed J and K’ modulations are well fit by ellipsoidal variations alone (Figure 5). From Fig. 4, we see that this would also hold true for I band observations. Our results clearly favor a binary inclination for AR UMa of near 70o.

If we try to reconcile $`i`$=50o, we note that the J and K’ light curves would show a 0.15 mag flux excess peaking near phases 0.25 and 0.75. These phases are coincident with those times during which the observer would view the gas stream between the two stars at its maximum projected angle. Using an ad hoc gas stream model of rectangular dimensions and a uniform blackbody temperature of 6,500 K, we can only account for the 0.15 mag increase needed at J and K’, if the emitting gas stream area was 50 times that of the white dwarf. This same model would have the gas stream producing 4 times the flux of the white dwarf at V. Given the nature of the low state spectral observations (cf. Schmidt et al. 1999), this simple gas stream model seems unable to account for the excess light needed if $`i`$=50o. We could continue to modify our simplistic gas stream model by varying the temperature, emitting area, and even adding in a coupling region with some non-spherical shape, but the wisdom of Occam’s razor111Occam’s razor is “not to compound hypothetical features or mechanisms of a scenario beyond necessity” (Entia non sunt multiplicanda praeter necessitatem). However, William of Occam (1285-1349) is only known to have written Pluralitas non est ponenda sine necessitas, “Plurality should not be posited without necessity” (Thorburn 1918). Noteable newer versions of Occam’s razor are: We are to admit no more causes of natural things than such as are both true and sufficient to explain their appearences (Isaac Newton), Everything should be as simple as possible, but no simpler (Albert Einstein), and Keep it simple! (anonymous). The earliest quoted version of this razor is Nature operates in the shortest way possible, attributed to Aristotle. prevails.

For any value of $`i`$, it is clear that the V data can not be fit by ellipsoidal variations alone. In Figure 5, we see that the ellipsoidal variation subtracted V light curve shows significant positive residuals with peaks at orbital phases 0.15 and 0.67, not at 0.25 and 0.75. Thus, we must seek an independent source of these 0.1 mag photometric modulations.

We now explore cyclotron emission as a possible cause for the double-humped structure observed in the V light curve. Schmidt et al. (1999) used circular polarization measurements to determine that the magnetic longitude of the northern pole, $`\psi _N`$, was equal to 90$`\pm `$7 degrees, that is, at a right angle to the line of centers. Assuming diametrically opposed poles, the southern active pole would be located near $`\psi _S`$ = 270o or binary phase 0.75. Observations of AR UMa made during a high state in the EUV spectral region (Szkody et al. 1999; Belle et al. 2000) show that the peak emission occurs near orbital phase 0.92. Sirk & Howell (1998) modeled a number of similar EUV light curves for polars and found that in all cases, the value of $`\psi _{active}`$ is coincident with the phase of maximum flux. Using the EUV results for AR UMa, we estimate $`\psi _S`$ to be near longitude 330o. This apparent change in $`\psi _S`$, compared with 270o implied by Schmidt et al. (1999), is not as dramatic as it first appears, changing the physical location of the active region by very little 222 This is due to the fact that lines of longitude quickly become degenerate near a pole.. If $`\psi _S`$=330o is correct (yielding $`\psi _N`$=150o), then we would predict cyclotron emission to be a maximum near orbital phases 0.67 & 0.17. These are the phases of peak emission observed in our residual V band light curve (Figure 5).

However, the estimated field strength of 230 MG for AR UMa places the fundamental cyclotron harmonic near 4660 Å (for non-relativistic cyclotron radiation; Ingham, Brecher & Wasserman 1976). With the fundamental and all higher harmonics (i.e., cyclotron humps) being blue-ward of the V band, it would seem unlikely that cyclotron radiation can provide the needed flux. Wickramasinghe & Ferrario (2000) show that for almost all polars, the field strength of the two poles differ by a ratio of 1.4-2, an effect assumed to be caused by a dipole offset from the white dwarf center by 10-30% of its radius. The active accreting pole, in all but one case, lies within $`\pm `$45o of the line of centers and in all cases the active pole is the weaker of the two. The strength of the magnetic field (B=230 MG) in AR UMa was determined for the northern pole and not the active accreting southern pole, thus the latter might be of weaker strength.

In order for our V band modulations to be caused by cyclotron emission, we would need the fundamental cyclotron harmonic ($`\nu _c`$) to move red-ward to at least within the V band. Taking a red limit for $`\nu _c`$ at 5500 Å, we require the magnetic field in AR UMa to be $``$190 MG. Recent UV spectroscopy of AR UMa (Gänsicke 2000) has revealed cyclotron humps and model fits estimate the magnetic field strength of the southern accreting pole to be 160 MG. At 160 MG, the (southern) accreting pole is the weaker of the two and the ratio of the pole strengths in AR UMa is 1.44, placing it in the typical range for polars. To account for the observed photometric amplitudes seen in V, the peak flux of the cyclotron emission would need to be 1$`\times `$10-16 ergs s-1 cm-2 Å-1 at 5500 Å. Our upper limit for the southern pole field strength and our flux estimate for the maximum needed cyclotron emission in V are both in agreement with the results provided by Gänsicke (2000).

In AR UMa, Schmidt et al. (1999) and Belle et al., (2000) show that the active magnetic pole is the southern, dynamically favored one, and due to the combination of the system inclination and the location of this pole on the white dwarf, it is never in direct view for an Earthly observer. If the pole is not seen directly, the high state EUV observations provide information on flux emitted from above the accretion region, not directly from the white dwarf surface. The peak EUV emission at phase 0.92 would then have to be interpreted as emanating from within the accretion column itself, some small distance above the magnetic pole. It is indeed possible that in this very high field system, the magnetic field close to the pole is not normal to the surface of the white dwarf and has a very complex structure. If true, the usual observational interpretations are invalid and without a direct view of the southern active pole, its true location may be hard to determine.

The observed low state photometric light curves are consistent with $`i`$=70o, B$``$190 MG, and $`\psi _S`$=330o given that I, J, and K’ modulations are nearly 100% ellipsoidal in nature and the V band modulations, centered at phases 0.15 and 0.67, are dominated by cyclotron emission. Our field strength of B$``$190 MG for the southern accreting pole is in agreement with the recent value of 160 MG found using model fits to cyclotron humps seen in UV spectra. While our data are not of sufficient quality or time sampling to extend or refine the above arguments, one result that does come from this work is that any simple interpretation of a polar light curve as solely due to ellipsoidal variations should be viewed with caution. Each polar will provide a unique array of physical and geometric characteristics to deal with.

The authors wish to thank Kent Honeycutt for providing us with the RoboScope data for AR UMa, and Paula Szkody for sending us the AR UMa V band data. David Ciardi, Paula Szkody and Gary Schmidt provided valuable discussions related to this work. Boris Gänsicke is thanked for providing his results prior to publication. DMG would like to thank Josef Kallrath and Bob Wilson for the use of WD98, as well as their help in running and understanding the program. Comments from the anonymous referee were very useful and appreciated. This paper made use of the on-line 2MASS database. SBH acknowledges partial support of this work by NSF grant AST 9818770, NASA grant NAG5-8644, and an EUVE mini-grant. This research was also supported by a Grant-in- Aid of Research from the National Academy of Sciences, through Sigma Xi, The Scientific Research Society. DMG holds an American fellowship from the American Association of University Women Educational Foundation. KPNO/NOAO is operated by the Association of Universities for Research in Astronomy (AURA), Inc. under cooperative agreement with the National Science Foundation.

Figure Captions

Figure 1. AR UMa J band (top panel) and K’ band (bottom panel) light curves. The data were obtained on 2000 February 13 and 14, with IRIM on the KPNO 2.1-m telescope. Here and throughout this paper we phase our heliocentric corrected data to the Schmidt et al. (1999) ephemeris.

Figure 2. AR UMa V band (V-C; Szkody et al., 1999, Figure 1) & I band (Remillard et al., 1994, Figure 7) maxima and minima data (points) are shown in the top panel. Our J & K’ band data (points) are shown in the bottom panel. The lines represent identical WD98 models for an M4V secondary star (solid line) and an M6V secondary star (dotted line), both for a binary inclination of 70o. The M4V and M6V models are similar at K’ but clearly differ at the other wavelengths.

Figure 3. AR UMa J band (top panel) and K’ band (bottom panel) data (points) from Figure 1, and three WD98 models. The models were run with the input parameters listed in Table 1 for orbital inclination angles of: 50o (dotted line), 70o (solid line), and 90o (dashed line).

Figure 4. (Top panel) AR UMa V band data (points) from Figure 1 of Szkody et al. (1999). (Bottom Panel) Maximum and minimum I band data points taken from Figure 7 of Remillard et al. (1994). The lines represent WD98 models for the same three orbital inclinations as in Figure 3 (50o-dotted line, 70o-solid line, and 90o-dashed line). In this case, the 70o model fits the I band data very well, but none of the models provide an adequate fit at V.

Figure 5. Differences (Observed AR UMa Data - Model) for the Szkody et al. (1999) V band data (top panel), our J band data (middle panel), and our K’ band data (bottom panel). The differences are plotted for the 70o model and contain essentially no significant residuals at J and K’. However, the V data present a double-humped light curve of amplitude 0.1 mag with peaks at phases 0.15 and 0.67. The V band modulation is almost entirely due to cyclotron beaming.


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# 1 Introduction

## 1 Introduction

Constructing a theory of quantum gravity has motivated the formulation of both supergravity theories  and superstring theories. Developments in the non-perturbative duality structures in superstring theories, in the art of calculating supergravity amplitudes, and in the formulation of a string theory description of $`𝒩=4`$ super Yang-Mills theory have allowed a fresh look at supergravity theories in different dimensions. In particular, maximal supergravities (preserving $`𝒩=32`$ supersymmetries) constructed in  are re-examined in this context. In the past, and in the absence of any calculation ever producing a divergence in the maximally supersymmetric gravitational theory, $`𝒩=8`$ supergravity was superseded by the emergence of superstring theory, the non-perturbative form of which is presumably better defined than the former theory due to singularities. A counterterm compatible with the full $`𝒩=8`$ supersymmetry was initially constructed in .

Gravity theories in general dimensions have a dimensionful coupling constant that precludes the notion of perturbative renormalizability in the sense of Wilson. Duality in field and string theory predicts structures, however, in the coupling constants beyond what natural renormalization criteria suggests. Furthermore, duality structures are potentially leading to exact solutions of higher-dimensional theories, notably the large $`N_c`$ limit of $`𝒩=4`$ super Yang-Mills gauge theory via tree-level scattering in IIB superstring theory. Finite coupling structure, or the intermediate coupling regime, is a corner of coupling space that is not related to the free-field limit by an inverse transformation in an infinitely large coupling constant in general, and these conclusions are based on investigations of this region in the parameter space.

In this letter we summarize the developments and predictions for the finiteness properties of maximally extended supergravity theories that have arisen through S-duality compatible graviton scattering111The quantum IIB superstring theory is conjectured to be self-dual under fractional linear transformations of the coupling constant $`\tau =\chi +ie^\varphi `$. Although the truncation to the massless modes clearly does not remain S-duality invariant at the quantum level as can be found by explicit calculations, in contrast to the field equations of the supergravity, there is a remnant of the superstring structure that persists in the perturbative sector. and in the holographic mapping between IIB superstring theory on anti-de Sitter space-times and boundary conformal field theories.

## 2 S- and U-duality in perturbation theory

The scattering of gravitons in Einstein frame, in accord with U-duality of IIB superstring (and M-) theory and to infinite genus order, must be invariant under the non-perturbative transformation of the string coupling constant. The form and the implications for $`𝒩=8`$ supergravity have been explored in . The ten-dimensional form of the graviton scattering in Einstein frame has the form within the derivative expansion,

$`S_{4pt}^{\mathrm{IIB}}={\displaystyle \frac{1}{\alpha ^{}}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle d^{10}x\sqrt{g}\alpha ^{}{}_{}{}^{k}f_{k}^{}(\tau ,\overline{\tau })\mathrm{}^kR^4},`$ (2.1)
together with a series of non-analytic terms which may be reconstructed in a manifestly S-duality invariant fashion through unitarity relations leading to unitary scattering; the tensor structure associated with the placement of the derivatives $`\mathrm{}^k`$ in (2.1) is implied and not relevant for the analysis in this work although certainly so for a determination of the complete four-point scattering. The functions $`f_k(\tau ,\overline{\tau })`$ generically have an expansion in accord with the dilaton in perturbative string theory (and quantum supergravity) of

$`f_k(\tau ,\overline{\tau })=a_0^{(k)}\tau _2^{\frac{3}{2}+\frac{k}{2}}+a_1^{(k)}\tau _2^{\frac{1}{2}+\frac{k}{2}}+a_2^{(k)}\tau _2^{\frac{5}{2}+\frac{k}{2}}+\mathrm{}.`$ (2.2)
The tensor $`R^4`$ is eight-derivatives and is an integral over all of on-shell constrained IIB superspace; its appearance in IIB string theory is well-known  and its tensor structure is a consequence of maximal supersymmetry. On the fundamental domain of $`U(1)\backslash SL(2,R)/SL(2,Z)`$, which labels the vacua of uncompactified IIB superstring theory and is parameterized by the space of coupling constants,

$`_1=\{\tau =\tau _1+i\tau _2:\tau _1^2+\tau _2^21,|\tau _1|{\displaystyle \frac{1}{2}}\},`$ (2.3)
any function invariant under $`SL(2,Z)`$ may be decomposed on the product of the set of functions,

$`E_s^{(q,q)}(\tau ,\overline{\tau })={\displaystyle \underset{(m,n)(0,0)}{}}{\displaystyle \frac{\tau _2^s}{(m+n\tau )^{sq}(m+n\overline{\tau })^{s+q}}},`$ (2.4)
where $`_iq_i=0`$ in the factors $`E_{s_i}^{(q_i,q_i)}`$ (as in ), with $`s=_js_j`$, and with $`s3/2`$ or $`s=\frac{1}{2}+it`$ together with cusp forms possessing the expansion on the fundamental domain,

$`f_{\mathrm{cusp}}(\tau ,\overline{\tau })={\displaystyle \underset{n0}{}}a_n\tau _2^{\frac{1}{2}}K_{n1/2}(2\pi |n|\tau _2)e^{2\pi in\tau _1},`$ (2.5)
with undetermined (but bounded) coefficients $`a_n`$  (no explicit examples of cusp forms are known and string theory may produce examples in the scattering). Eisenstein functions have appeared originally in the modular construction of the $`R^4`$ term involving D-instanton contributions  and in the context involving $`(p,q)`$ string-instantons in  (see also  in more general cases). For large values of $`\tau _2`$ the modular functions $`E_s(\tau ,\overline{\tau })`$ functions have the expansion, following a Poisson resummation,

$`E_s(\tau ,\overline{\tau })=2\zeta (2s)\tau _2^s+2\sqrt{\pi }\zeta (2s1){\displaystyle \frac{\mathrm{\Gamma }(s\frac{1}{2})}{\mathrm{\Gamma }(s)}}\tau _2^{1s}`$ (2.6)
$`+{\displaystyle \frac{2\sqrt{\tau _2}\pi ^s}{\mathrm{\Gamma }(s)}}{\displaystyle \underset{n1,m0}{}}|{\displaystyle \frac{m}{n}}|^{s\frac{1}{2}}K_{s\frac{1}{2}}(2\pi |mn|\tau _2)e^{2\pi imn\tau _1},`$ (2.7)
with $`K_a`$ the standard modified Bessel function. According to the Roelcke-Selberg decomposition  on the fundamental domain (2.3) any normalizable $`SL(2,Z)`$ function (with integration measure $`d^2\tau /\tau _2^2`$) can be written as

$`f(\tau ,\overline{\tau })={\displaystyle \underset{n0}{}}f_{cusp}^{(n)}(\tau ,\overline{\tau })f_{\mathrm{cusp}}^{(n)},f+{\displaystyle \frac{1}{4\pi i}}{\displaystyle _{t=\frac{1}{2}}}𝑑tE_{\frac{1}{2}+it}E_{\frac{1}{2}+it},f,`$ (2.8)
with the integration along the imaginary axis and $`\mathrm{}`$ denoting an integration with measure $`d^2\tau /\tau _2^2`$. The difference between a normalizable and non-normalizable function is contained in the covariantization of the non-normalizable terms proportional to $`\tau _2^s`$ with $`s3/2`$; these covariantizations are listed in (2.4).222Further modular invariant functions may be deduced by enforcing the values of functions to be equal on the images of the fundamental domain under the fractional linear transformations. These examples, however, are singular and are excluded under the demand that the dilaton dependence of the string scattering is smooth on the fundamental domain. I thank E. Martinec for a discussion on this point.

The functions in (2.5)333An explicit example of a cusp form has not been constructed to date, and string scattering may lead to examples in the non-perturbative regime. have an expansion in powers of exponentials of the coupling constant and model D-instanton corrections to the amplitudes in the ten-dimensional case; these functions in (2.5) do not contribute to the perturbative expansion of either the superstring or in the supergravity limit. The set of functions in (2.4) and (2.5) span a basis on which all smooth $`SL(2,Z)`$ invariant functions may be expanded upon (for normalizable functions this is examined in ). The latter two sets of functions are $`L^2`$ normalizable on the fundamental domain, and the remaining (products of functions in (2.4) with $`_iq_i=0`$) parameterize the $`SL(2,Z)`$ completion of the divergent pieces of a general $`SL(2,Z)`$ invariant function. This set of functions spans the space of the coefficents of the derivative expansion of the $`SL(2,Z)`$ invariant graviton scattering amplitude. This completes our summary of the general form of S-duality compliant graviton scattering previous to including further constraints; the functions $`E_{1/2+it}`$ individually have the large $`\tau _2`$ expansion of $`\tau _2^{1/2}\mathrm{cos}(\tau _2)`$; potentially their contribution in (2.8) is compatible with the perturbative structure of string scattering through the transform in (2.8) but the non-perturbative instantonic corrections are not generally.

Furthermore, the scattering has been computed from the string up to genus two in the string-inspired supergravity approximation and twelve derivatives. We now turn to implementing the modular construction to $`𝒩=4`$ super Yang-Mills theory via the AdS/CFT correspondence at all values of the coupling constant.

## 3 Graviton scattering and AdS/CFT

The holographic correspondence between IIB superstring theory and $`𝒩=4`$ super Yang-Mills theory  is specified in part by the couplings of the $`SU(N_c)`$ gauge theory $`(\tau _{\mathrm{YM}}=\frac{\theta _{YM}}{2\pi }+i\frac{4\pi }{g_{YM}^2},N_c)`$ and string theory $`(\tau =\frac{\theta }{2\pi }+\frac{i}{g_s},\alpha ^{}`$) identifications

$`{\displaystyle \frac{R_{AdS}^2}{\alpha ^{}}}=\lambda ,4\pi g_s=g_{\mathrm{YM}}^2,\theta _s=\theta _{YM}`$ (3.1)
together with propagating string theory  on the $`AdS_5\times S^5`$ background with radius $`R_{AdS}`$ and a non-vanishing five-form field flux in the $`AdS_5`$ directions,

$`F_{\mu _1\mathrm{}\mu _5}={\displaystyle \frac{1}{R_{AdS}}}ϵ_{\mu _1\mathrm{}\mu _5}R_{\mu _1\mathrm{}\mu _4}={\displaystyle \frac{1}{R_{AdS}^2}}\left(g_{\mu _1\mu _3}g_{\mu _2\mu _4}g_{\mu _1\mu _4}g_{\mu _2\mu _3}\right).`$ (3.2)
Within the strong form of the correspondence the equivalence holds at all values of the couplings in (3.1)444The integral functions upon which a correlation function, not restricted by conformal invariance in the four-point, may by expanded upon Appell functions from holographic string theory ; these arise in OPE analysis of conformal field theories  (and references therein). The map between gauge correlations of operators $`𝒪_i(x_i)`$ on the boundary and holographic string theory in the bulk is described in  in which the sources for the composite operators are the boundary data of higher-dimensional on-shell string fields $`\varphi _{o,i}`$ via $`S_{\mathrm{int}}=d^d\stackrel{}{x}\varphi _{o,i}𝒪_i(x_i)`$. An explicit coupling description of the genus expansion of the gauge theory through covariantized holographic string scattering has been explored in .

There are three regions in the parameter space of couplings that we explore in the gauge theory and IIB string theory:

$`I.\lambda =g_{\mathrm{YM}}^2N_c\mathrm{finite}N_c\mathrm{large}`$ (3.3)
$`II.\lambda =g_{\mathrm{YM}}^2N_c\mathrm{large}g_{\mathrm{YM}}^2=\lambda /N_c\mathrm{small}`$ (3.4)
$`III.\lambda _D={\displaystyle \frac{N_c^2}{\lambda }}\mathrm{finite}N_c\mathrm{large}`$ (3.5)
The first limit is the expansion in the planar limit of the gauge theory, according to which the graphical expansion has the form $`N_c^{2(1\stackrel{~}{g})}F(\lambda )`$ at string genus $`\stackrel{~}{g}`$; infinite $`N_c`$ is described by tree-level string scattering in the AdS/CFT correspondence. The instanton corrections have fractional dependence on $`N_c`$ and do not contribute as $`N_c\mathrm{}`$. The second limit describes strong coupling at large $`N_c`$ described in the gauged supergravity approximation of the IIB superstring on $`AdS_5\times S^5`$ at small curvature according to the AdS/CFT duality. The third limit in (3.5) is the expansion in the S-dual variables of the gauge theory (and string theory); this expansion in the gauge theory is formulated in terms of the S-dual degrees of freedom, i.e. the monopoles and dyons in $`𝒩=4`$ super Yang-Mills theory. The coupling structure has been explored for these limits in . We further describe this latter limit in the following.

S-duality, in either $`𝒩=4`$ super Yang-Mills theory or IIB superstring theory, exchanges the couplings through the S-generator as

$`\lambda \lambda _D={\displaystyle \frac{N^2}{\lambda }},N_cN_c`$ (3.6)
and does not commute with the large $`N_c`$ planar expansion. S-duality exchanges fundamental fields within $`𝒩=4`$ super Yang-Mills theory to those of the monopole and dyon degrees of freedom  (in the spontaneously broken case the theory exhibits the BPS mass formula $`m^2=2|\stackrel{}{n}_e\stackrel{}{a}+\stackrel{}{n}_m\stackrel{}{a}_d|^2`$ with $`a_d{}_{}{}^{i}=\tau ^i{}_{j}{}^{}a_{}^{j}`$; the unbroken limit of the theory contains an infinite number of massless monopoles and dyons despite the presence of a local microscopic Lagrangian)555The dual description may be obtained by inverting the spontaneously broken theory in the coupling and then taking the vacuum values of the scalar fields to zero. In this manner the spectrum of massive states is well-defined in the local sense.. The strongly coupled limit of the monopole and dyon formulation in the large $`N_c`$ limit is the expansion of

$`\lambda /N_c^2\mathrm{small}N_c\mathrm{large}.`$ (3.7)
We remind the reader that strongly coupled monopole and dyon formulation of $`N=4`$ super Yang-Mills theory involve the limit in (3.7), i.e. $`g^20`$, and this expansion describes the planar limit of the gauge theory in terms of these soliton degrees of freedom, leading to a different expansion in the coupling constants, i.e. $`\lambda /N_c^2`$ and $`N_c`$.

This dual expansion of the gauge theory is examined within the holographic anti-de Sitter correspondence in . The genus truncation is related to the existence of this limit of the gauge theory, according to which the limit exists, and given the S-duality of the gauge theory implies that the maximum number of genus corrections to the order $`\alpha ^k`$ in the derivative expansion is $`g_{\mathrm{max}}=\frac{1}{2}(k+2)`$ for $`k`$ even and $`g_{\mathrm{min}}=\frac{1}{2}(k+1)`$; example listings are in Table 1. The genus truncation directly prohibits terms in the scattering that diverge as $`N_c`$ becomes large at finite dual coupling . This form also agrees with the expansion of modular invariant functions in accord with IIB superstring theory with the inclusion of the multiplicative product of zero-weight functions $`E_s^{(q,q)}(\tau ,\overline{\tau })`$ for $`s3/2`$ and real, described in .

Apart from the two dualities, a proof of this property of the expansion of the S-matrix might be useful for providing information in the opposite direction, that is, to further a proof of S-duality. At the genus two expansion of the four-point graviton scattering amplitude , the integrand appears to have an $`R^4`$ eight-derivative term that is in contradiction to explicit two-loop supergravity calculations. This term in string theory must integrate to zero and is entirely proportional to the extra superconformal ghost degrees of freedom  (i.e. picture structure) that must be inserted in the amplitude calculation at higher genera. This suggests, at $`g=2`$ and similar analysis at $`g>2`$ (one limit via factorizing multi-genus on products of $`g=2`$), that a justification of the duality structure of the scattering might be found in an appropriate interpretation in the target space-time of the world-sheet BRST invariance. These zero-momentum operators, in the field theory limit, could be associated with generating cancellations in the target space-time graviton scattering leading to the genus truncation in string perturbation theory.

The genus truncation implied by the two independent dualities of string theory in the low-energy scattering implies cancellations of the graviton scattering in the maximally extended setting. No divergence has ever been produced in the scattering of maximal supergravity and the four-point graviton function at two-loops has been determined . This theory may be formulated as the toroidal compactification and reduction to massless modes of $`𝒩=1`$ $`d=11`$ supergravity or $`𝒩=2`$ $`d=10`$ IIB supergravity (the complete reduction of which can explicitly be shown to agree with perturbative string theory amplitude calculations up to genus two).

The U-duality group $`E_{11d(11d)}`$, which conjecturally connects the five fundamental string theories , contains an $`S`$-duality subgroup for values of $`d`$ which inverts fractionally the dilaton coupling constant. We consider the special point of the moduli of the toroidally compactified theory when all moduli except for the ten-dimensional dilaton have vanishing values (this does not lead to enhanced gauge symmetry as the multiplet containing the graviton also contains the vector particles). In the toroidal limit the large $`\tau _2`$ behavior of the Eisenstein series may be constructed. The functional form of the small moduli contribution is invariant under $`SL(2,Z)`$ transformations and is for large values of $`\tau _2`$,

$`E_s^{E_{11d(11d)}}(\tau ,\overline{\tau })=\left[\tau _2V_{10d}^{\frac{4}{10d}}\right]^{(\frac{s(10d)}{(d2)})}{\displaystyle \underset{(p,q)(0,0)}{}}{\displaystyle \frac{\tau _2^s}{|p+q\tau |^{2s}}}+\mathrm{},`$ (3.8)
the form of which truncates in every dimension, in the same manner as it does in $`d=10`$ (the volume factor is inert under duality transformations and represents the dimensionality of the d-dimensional gravitational coupling constant). The form in (3.8) is due to the $`SL(2,Z)`$ subgroup of the larger U-duality group. Constructions based upon the generalized Eisenstein series follows similarly in the toroidal compactifications (and in fractional dimensions $`d`$), with the difference involving the volume factor of the $`10d`$ dimensional tori. The perturbative truncation persists in all of the toroidal compactifications and in every dimension.

## 4 String theory to gravity field theory

The agreement of the low-energy field theory modelling of the superstring requires an infinite number of cancellations or nullifications at higher genus for every $`\mathrm{}^k`$ term in the low-energy expansion. The genus zero and two contributions to the $`\mathrm{}^2R^4`$ term in the ten-dimensional S-matrix, for example, indicates that separately every term proportional to $`\mathrm{}^2`$ at $`g>2`$ has to be zero (every perturbative term at different genus differs by powers of $`\tau _2^2`$). The same structure occurs because of the truncation $`g_{\mathrm{max}}^k=\frac{1}{2}(k+2)`$ and $`g_{\mathrm{min}}^k=\frac{1}{2}(k+1)`$, for even and odd $`k`$, for the higher derivative terms in the expansion of the scattering (and in toroidal compactifications preserving the maximal supersymmety). The two-loop integral form of the four-graviton scattering has been computed explicitly within field theory in , and via unitarity constructions to be finite up to five loops in $`d=4`$ . We describe the continuation of the predictions of duality at an infinite number of loops in this letter, and we compare with the known explicit calculations.

We analyze in the following the first few terms in the S-matrix expansion to outline the cancellations; we discuss $`d=10`$ with a similar analysis in compactified dimensions. In the IIB supergravity limit of the superstring scattering, primitive divergences in $`d=10`$ of the four-point amplitude at one-loop are of the form, with coefficients determined by the domain of integration inherited from the string moduli space,

$`A_4^{L=1,m=0}\mathrm{\Lambda }^2R^4+\mathrm{}R^4+\mathrm{}`$ (4.1)
$`A_4^{L=1,m0}\mathrm{}R^4+\alpha ^{}\mathrm{}^2R^4+\mathrm{},`$ (4.2)
from an explicit supergravity one-loop calculation or arising from the low-energy expansion of the genus one amplitude . The $`\alpha ^{}`$ in (4.2) indicates an overall factor of two derivatives, a $`\mathrm{}`$ or $`s_{ij}`$ in momentum space, in comparison to the massless modes after they are normalized correctly at the given order.

At two-loops in the supergravity theory, an explicit twelve derivatives may be extracted from the loop integration  and the amplitude has the generic tensor structure,

$`A_4^{L=2,m=0}\mathrm{}^2\left(\mathrm{\Lambda }^6+\mathrm{\Lambda }^4\mathrm{}+\mathrm{}\right)R^4.`$ (4.3)
Explicit string theory calculations at genus two may be computed in the $`\alpha ^{}0`$ limit . The massive modes of the string contribute at an order $`\alpha ^{}`$ higher in the low-energy limit (as at order $`g=0`$ and $`g=1`$), and an additional pair of derivatives must also be extracted,

$`A_4^{L=2,m0}\mathrm{}^3R^4+\mathrm{}.`$ (4.4)
This is in agreement with the conjecture for the $`\mathrm{}^2R^4`$ term in eleven dimensions  upon dimensional reduction and T-dualized to IIB superstring theory in ten dimensions.

At tree and one-loop level the massive modes explicitly contribute an order higher in $`\alpha ^{}`$, and such a property persists at higher order in the string-inspired regulator. This may also be analyzed via decoupling and unitarity considerations (superconformal ghost insertions complicate an analysis directly in the string scattering). Via decoupling, the domain of integration in the generalized Schwinger proper-time regulator captures both the UV behavior of both the massless and massive modes. For example, at genus one the integration is over the fundamental domain in (2.3). The string theory is not directly an infinite summation over the massive fields, but upon comparing the integration of tower of string states, the field theory in the string-inspired regulator models the UV behavior. The string-inspired regulator applied to the massless modes reflects the massive modes through the definition associated with the integration over the moduli of the world-sheet (the integration region associated with integrating over the world-line of a propagating field).

Multi-loop graviton scattering generically produces two-derivatives at every vertex that must be integrated in individual diagrams. The perturbative counting arising from the Eisenstein series construction, i.e. $`g_{\mathrm{min}}=0`$ to $`g_{\mathrm{max}}^k`$, has the same behavior in the field theory by an extraction of an additional four derivatives at every successive loop order (as found for example at loop order one and two). We denote the number of cancelled components of the internal tensor associated with derivative vertices by $`N_L=4(1+L)`$; such a structure in Feynman diagrams also arises in $`\varphi ^3`$ theory. In the limit in which the ladder diagrams are isolated, and in the conjectured construction of , this property is seen to infinite loop order (before integration) for the massless modes, and pure $`𝒩=8`$ supergravity at vanishing moduli is perturbatively finite in this regime to all orders in four through six dimensions. The dualities indicate the same structure after summing over all perturbative diagrams at every loop order; complete three-loop expressions based on quantizing the $`N=8`$ theory for graviton scattering have not been obtained yet although many contributions have been isolated through cut-constructibility in . Previous work based on the hypothetical existence of an unconstrained off-shell superspace indicates cancellations up to seven loops  (although such a formalism containing only a finite number of fields has not been constructed). These cancellations via the Eisenstein formulae occur in every integral dimension; however, the domain of integration over the supergravity modes in first quantized form over the world-line parameters is unchanged dimensionally.

The tensor property, i.e. an extraction or nullification of internal loop momenta associated with the gravitational couplings in the pattern $`4(1+L)`$, implies that $`𝒩=8`$ supergravity with all moduli tuned to zero except for the dilaton coupling is finite in four through six dimensions. The extension of S-duality to general values of dimension generates regulator independence in the predictions. A calculation of the primitive divergence in maximal supergravity at three-loops in ten dimensions is useful to further establish the modular invariance predictions of S-duality in the superstring truncated to the massless modes. The graviton scattering indicates that this primitive divergence is suppressed by four powers and is of order $`\mathrm{\Lambda }^{10}`$, the first cancellation in a series related to to the counting of reduced tensor structure $`4(1+L)`$ at $`L`$ loops.

Given the two dualities, both S-duality (and U-duality) and the AdS/CFT duality, at finite values of couplings the supersymmetric perturbative quantum theory of gravity in the maximally supersymmetric case appears finite. These dualities have not been proved; however, there is evidence for both of these dualities in the extension to arbitrary energies and couplings.

Acknowledgements

The work of G.C. is supported in part by the U.S. Department of Energy, Division of High Energy Physics, Contract W-31-109-ENG-38. G.C. thanks Carlos Wagner for encouragement in this work.


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# Detection of X-ray Emission from Gravitationally Lensed Submillimeter Sources in the Field of Abell 370

## 1 Introduction

Deep surveys with the Submillimetre Common User Bolometer Array (SCUBA: Holland et al. 1998) in the fields of rich clusters (Smail et al., 1998) and in blank fields (e.g., Hughes et al. 1998; Barger, Cowie & Sanders 1999; Eales et al. 1999) have revealed a large population of luminous, star-forming galaxies at high-redshift. This population produces a substantial fraction of the diffuse infrared background (Fixsen et al., 1998), and, while the contribution of AGN to its total luminosity is uncertain, accounts for at least as much star formation as has been inferred from UV/optical counts (Dwek et al., 1998; Blain et al., 1999). Besides their significance for the star-formation history of the universe, a subset of the submillimeter (sub-mm) source population may also host the obscured AGN thought to be responsible for the diffuse X-ray background (Almaini, Lawrence & Boyle 1999, hereafter ALB99; Hasinger 2000; Fabian et al. 2000). X-ray background models (ALB99; Gunn & Shanks 1999) and optical spectroscopy of sub-mm sources (Barger et al. 1999, hereafter B99) both suggest that $`5`$% – $`20`$% of SCUBA sources should contain an AGN.

Deep X-ray observations with the Chandra X-ray Observatory can test this connection directly. We report here high-significance X-ray detections of bright sub-mm sources at high redshift, and the first X-ray spectral constraints on this population. The three sub-mm sources we discuss, SMM J02399$``$0136, SMM J02399$``$0134, and SMM J02400$``$0134, are gravitationally magnified by Abell 370 and are detected at greater than $`4\sigma `$ significance by SCUBA (Smail et al. 1997; B99). We detect the first two of these, hereafter designated CX1 and CX2, respectively. Both X-ray-detected sources were previously identified with high-redshift ($`z=2.81`$ and $`z=1.06`$, respectively) star-forming galaxies containing AGN (Ivison et al., 1998, hereafter I98; Soucail et al., 1999, hereafter S99). We place an upper limit on the X-ray flux from the third, which has no optical counterpart to a limiting magnitude of $`I26`$ (Smail et al. 1998; B99).

## 2 Observations

Chandra observed Abell 370 with the ACIS S3 detector (Garmire et al., 2000) in 1999 October for 93 ks. The net useful exposure time excluding periods of high background and bad aspect is 66.6 ks. Events in ASCA grades 1, 5, and 7 were excluded, and unless otherwise noted, our analysis is restricted to the 0.3–7 keV spectral range.

Source Detection and Astrometry:  We ran the Chandra X-ray Center’s wavdetect wavelet source detection program on an $`8.4^{}\times 8.4^{}`$ field containing the cluster. We used wavelet kernel scales of 1–8 arcsec, and set the threshold detection significance parameter to 10-7. Two of the 34 sources detected are positionally coincident with sub-mm sources described above to within 2.6 arcsec.

Table 1 lists the X-ray positions and compares them with the best available optical positions (source L1 of I98 for CX1; S99 for CX2) for the identified sub-mm sources. Formal random errors in the X-ray positions are of order 0.2′′ in each axis. Systematic errors of $`1.5^{\prime \prime }`$ may affect the Chandra aspect solution currently available for this observation. We compared the positions of other compact sources detected in the Chandra image to various optical catalogs and found 4 stellar objects in the APM catalog with positions within 3′′ of sources detected in the ACIS S3 field. The mean coordinate differences between the Chandra and APM frames derived from these objects are listed in Table 1. The standard deviation of each of these mean differences is 0.5′′, and the external accuracy of the APM astrometry is claimed to be $`0.5^{\prime \prime }`$ (APM, 1998).

We adopt the mean Chandra$``$APM offset as the Chandra boresight error, and find that the Chandra and optical positions for both sources agree within 1′′. X-ray source positions (from other ACIS detectors) for four objects in the USNO catalog, so corrected, have a mean radial error $`<1.1^{\prime \prime }`$. We note that the 3 mm radio position of CX1 (Frayer et al., 1998) agrees with both the optical and X-ray positions to within 1′′. We note also that 14 X-ray sources at least as bright as CX1 are detected in the Abell 370 field; the probability of any of these fortuitously lying within 1.5 arcec of one of the sub-mm sources is less than $`4\times 10^4`$. X-ray surface brightness contours from the gaussian-smoothed ($`\sigma =0.5^{\prime \prime }`$), boresight-corrected Chandra image are overlayed on optical images in Figure 1.

Photometry and Spectroscopy: Net source counts in $`5^{\prime \prime }\times 5^{\prime \prime }`$ apertures for detections, and 99% confidence upper limits in 2′′ radius apertures, with corresponding background levels, are listed in Table 1. Although the local cluster emission exceeds the particle background by a factor of $`45`$ at the source locations, the two (hard-band) detections are highly significant ( $`>7\sigma `$ equivalent). Upper limits were computed using the prescription of Kraft, Burrows & Nousek (1991). The celestial coordinates of SMM J02400$``$0134 are taken to be $`\alpha =2^h39^m57.88^s`$, $`\delta =01^{}34^{}45.1^{\prime \prime }`$ (J2000), derived from the finding chart of B99. X-ray fluxes are derived from the hard-band counts assuming a power law spectrum with a photon index of $`\mathrm{\Gamma }=0`$. The 850$`\mu `$m flux densities are from B99.

In spite of the small count totals, we can constrain the spectra of the detected sources. Both sources are quite hard, as neither is detected above the cluster emission in the 0.3–1.5 keV band by wavdetect. We fit a series of simple XSPEC (Arnaud, 1996) models to pulse-height spectra extracted from $`5^{\prime \prime }\times 5^{\prime \prime }`$ square apertures. We modelled the background as the sum of i) a power law component and fluorescent lines, accounting for the particle background; ii) a cool thermal component, representing Galactic emission; and iii) a hot thermal component representing the cluster. The relative amplitudes and shapes of the various background components were determined from suitable regions of the cluster image, and normalizations were determined locally for each source. The resulting fixed background model was added to the source model and the maximum likelihood statistic was minimized to identify the best-fit source parameters.

Optical and infrared data suggest that these objects contain AGN (see Section 3), so we fit power law models with absorbtion by the Galaxy (fixed at N$`{}_{H}{}^{}=2.5\times 10^{20}`$ cm-2; Stark et al. 1992) and by neutral material at the source. If the source absorbing column ($`N_{H,s}`$) is fixed at zero, the best-fit power law index ($`\mathrm{\Gamma }`$) is consistent with zero, within wide limits, for both sources. In the case of CX2 this model systematically over-predicts the data at both low and high energies, suggesting that additional absorption is required. The fit is better if both $`N_{H,s}`$ and $`\mathrm{\Gamma }`$ are varied, but $`\mathrm{\Gamma }`$ is very poorly constrained. In the case of CX1, an $`F`$-test shows that the addition of local absorption does not produce a statistically significant improvement in the fit. For both sources, the indeterminancy in $`\mathrm{\Gamma }`$ is accompanied by a corresponding uncertainty in the absorbing column and in the intrinsic luminosity of the source.

Faced with this ambiguity, we fix the photon number index in our fits. The X-ray spectra of low-redshift AGN generally exhibit (unabsorbed) continuum slopes in a restricted range ($`1.5\mathrm{\Gamma }2.5`$; e.g., Nandra et al. 1997; Turner et al. 1997). Here we consider models with $`1.5\mathrm{\Gamma }2.0`$. Any reflected component present is likely to be much harder, and, if the obscuring column is sufficiently high, will dominate the observed emission, at least at lower energies.

Results of fits are presented in Table 2, where values for fixed $`\mathrm{\Gamma }=1.5`$ and $`\mathrm{\Gamma }=2.0`$ are separated by slashes, and the 90% confidence envelope for these two cases is given in parentheses. To allow interpretation of the X-ray flux either as directly transmitted (through an absorbing column) or as reflected emission, we quote both “unabsorbed” and “observed” 2–10 keV luminosity in the source rest frame. All tabulated luminosities have been corrected for the estimated gravitational magnification as discussed in Section 3 below.

## 3 Discussion

From the positional coincidences discussed above we may reasonably identify the Chandra and sub-mm sources. Here we discuss the role of the AGN in the bolometric luminosity of these sources, and consider the implications of our results for the expected connection between the X-ray and sub-mm backgrounds.

### 3.1 The AGN Contribution to Bolometric Luminosity

The role of AGN in the energetics of ultraluminous infrared galaxies remains an open question, particularly in the case of the objects thought to comprise the high-redshift sub-mm source population. In the following discussion, we adopt a gravitational magnification of 2.5 for both sources. The uncertainty in this value is no more than a factor of 2 in the case of CX1 and about $`\pm `$10% in the case of CX2 (Kneib et al, 1993; I98; S99).

SMM J02399$``$0136 (CX1):  I98 presented comprehensive optical and infrared data which determined the redshift and showed emission from a narrow-line, dust-obscured AGN. They report detection by ISO at 15 $`\mu `$m but were unable to determine the relative importance of star formation and the AGN in producing the enormous bolometric luminosity of this object (L$`{}_{FIR}{}^{}5\times 10^{12}`$ L, referred to our cosmology.) Frayer et al. (1998) detected CO line emission in CX1, implying a large mass of molecular gas (1010 M) and a relatively small ratio of far-infrared (FIR) to CO luminosity, indicating that star formation is important in this source. They conclude from the relatively low FIR-to-4.85 GHz flux ratio that 50% $`\pm `$ 25% of the infrared luminosity may be powered by the AGN.

We find that the ratio of X-ray to bolometric luminosity for this source exceeds 1.5% for $`\mathrm{\Gamma }>1.5`$. Although this limit is rather low for radio-quiet quasars (Elvis et al., 1994), we note that at least two luminous type 2 AGN, IRAS 23060+0505 (Brandt et al., 1997) and IRAS 20460+1925 (Ogasaka et al., 1997), have comparable or lower values of LX/Lbol. Adopting the median bolometric correction LX(1-10 keV)/L$`{}_{bol}{}^{}=0.05`$ from Elvis et al. (1994), we find L$`{}_{AGN}{}^{}9\times 10^{45}`$ erg s-1, about 40% of the FIR luminosity. Between 20% and 80% of the luminosity of CX1 is attributable to the obscured AGN if $`1.5\mathrm{\Gamma }2.0`$.

The large column density ( $`N_{H,s}>10^{24}`$ cm-2 if $`\mathrm{\Gamma }=2.0`$) inferred for CX1 suggests that the obscuring material may be Compton-thick, in which case we must interpret the X-ray emission as predominantly reflected (rather than obscured) radiation from the central source. From the “observed” luminosity in Table 2, it follows that if the X-ray emission is due to reflection from cold gas with an albedo of 0.022 (Iwasawa et al., 1997), then the nucleus in CX1 is of quasar luminosity.

We can independently estimate the importance of the AGN in CX1 by comparing its sub-mm-to-X-ray flux ratio with that of the ultraluminous infrared galaxy NGC 6240, in which a highly-obscured, powerful AGN dominates the bolometric luminosity (Vignati et al., 1999). Following Fabian et al. (2000), we characterize this ratio as an equivalent energy index $`\alpha `$, defined so that spectral flux density $`F_\nu \nu ^\alpha `$. Taking $`F_\nu `$ at 850 $`\mu `$m and 2 keV from Table 1, we find $`\alpha =1.30\pm 0.03`$. This value is less than that expected of NGC6240 (observed at $`z=2.8`$) by about a factor of 2 (corresponding to $`\mathrm{\Delta }\alpha 0.05`$); see Figure 2. This might mean either that the fraction of scattered radiation is lower, or that the AGN is relatively less luminous, in CX1 than in NGC 6240.

SMM J02399$``$0134 (CX2):  S99 identified the ring galaxy LRG J0239$``$0134 with SMM J02399$``$0134, measured its redshift, reconstructed its intrinsic shape, and noted that the ring feature is indicative of interaction-induced star formation. The optical spectrum and the ISO mid-IR colors led S99 to identify the source as a Seyfert type 1. From a Keck LRIS spectrum, B99 classify it as a Seyfert 1.5.

The X-ray luminosity and spectrum of this source confirm the presence of a powerful, obscured AGN. Applying a bolometric correction to the unabsorbed X-ray luminosity yields $`L_{bol}3\times 10^{45}`$ erg s-1 which dominates the luminosity in the sub-mm (B99) and the mid-IR (Soucail et al., 1999). For CX2, $`\alpha `$ = 1.12, which is quite comparable to the value expected if NGC6240 were observed at $`z=1.06`$, allowing for the relatively smaller observed absorbing column in CX2 (Fabian et al., 2000); see Figure 2.

### 3.2  The X-ray/Submillimeter Connection

Two other searches with Chandra for X-ray emission from sub-mm sources have yielded only upper limits or detections marginal in the sub-mm or the X-ray bands. Fabian et al. (2000) report upper limits for six SCUBA sources in two cluster fields, with typical flux upper limits (uncorrected for gravitational magnification) in the deeper field of 4–5 $`\times 10^{15}`$ erg s-1 cm-2 (2–7 keV). Hornschemeier et al. (2000) report upper limits for 10 SCUBA sources from a very deep (166 ks) Chandra image containing the Hubble Deep Field (HDF), with typical upper limits 0.8 $`\times 10^{15}`$ erg s-1 cm-2 (2–8 keV). Given the cluster X-ray emission, we estimate our 99% confidence detection threshold for sources near the center of A370 to be about 1.5 $`\times 10^{15}`$ erg s-1 cm-2 in the 1.5–7 keV band for sources with the spectrum ($`\mathrm{\Gamma }=2.0`$, and no intrinsic absorption) assumed by both groups.

We must estimate the fraction of sub-mm sources that have detectable AGN using a sample that has been observed to an explicit sub-mm-to-X-ray flux ratio (i.e., to a particular value of $`\alpha `$, as defined above). We adopt our lower limit for SMM J02400$``$0134, viz. $`\alpha >1.29`$, (as determined from the hard band flux). While none of the limits on $`\alpha `$ from Fabian et al., and only one of the limits from Hornschemeier et al. is this high, we note that both groups compute flux assuming $`\mathrm{\Gamma }=2.0`$ and no absorption at the source. We observe spectra much harder than this assumed model. Accordingly, we recompute the previously published flux limits using a flat ($`\mathrm{\Gamma }=0`$, unabsorbed) spectrum, and find that the (hardband) X-ray flux density limits drop by about a factor of two. After making this adjustment, we find that 7 of the HDF limits are sufficiently stringent to have detected a source with $`\alpha <1.29`$. In this sample, then, 2 of 10 sub-mm sources ($`20_{16}^{+30}`$% where errors give the central 90 percent confidence interval for a binomial distribution) have detectable X-ray emission. Fisher’s exact probability test (Petrucelli, Nandram & Chen, 1999) shows that the probability of finding the observed detection rates, given the identical detection efficiency in Abell 370 and the HDF, is modest (6.7%) but not implausible.

After this paper was submitted, Severgnini et. al. (2000) reported that 1 of 9 sources detected with SCUBA in the Hawaii SA13 field by Barger, Cowie & Sanders (1999) was also detected in the Chandra survey of SA13 by Mushotzky et al. (2000). The detected source has $`\alpha =1.06`$, based on the hard-band flux, and the lower limits on $`\alpha `$ for the other sources span $`1.1<\alpha <1.2`$. Thus the SA13 data are not sensitive to as low an X-ray-to-sub-mm flux ratio as are ours. If we nevertheless pool these sources, together with all other Chandra observations of sub-mm sources discussed above, without regard to sensitivity and including marginal detections, we find that 7 of 32 sub-mm sources have Chandra counterparts.

The X-ray-detected fractions in both samples are quite consistent with the predictions of ALB99, who model the IR emission of the AGN which produce the diffuse X-ray background and find that 10% – 20% of sources detected at 850$`\mu `$m should be AGN. Similarly, the “conservative” models of Gunn and Shanks (1999) predict an AGN fraction of 5% – 15%, which is also consistent with our results.

In summary, we have detected powerful, hard X-ray sources in two luminous, high-redshift sub-mm sources. Both of these objects were previously known, from optical spectra, to contain AGN, and in both the AGN are probably responsible for a substantial fraction of the bolometric luminosity, though star formation is clearly important in SMM J02399$``$0136. The proportion of sub-mm sources detected by Chandra to date is consistent with models which synthesize the cosmic X-ray background from obscured AGN at high redshift.

We thank R. Mushotzky for many helpful discussions, and L. Cowie and A. Barger for the Keck image of CX1. This work was supported by NASA under contracts NAS-8-37716, NAS-8-38252 and 1797-MIT-NA-A-38252. WNB acknowledges the support of NSF Career grant AST-9983783.


text:
# Bose-Einstein condensation in shallow traps

## I Introduction

An atomic Bose-Einstein condensate  is an excellent tool for studying quantum many body phenomena, such as collective excitations. The particle interactions in these condensates are weak and thus even quantitave agreement between theory and experiments can be found. Recently a sodium condensate was trapped in an optical dipole trap . Usually the potential of such trap is approximated by the parabolic potential, but the shallow nature of the optical dipole trap makes it clear that for suitably large condensates, the anharmonicity of the potential has to be taken into account.

In this paper we study how the shallowness of the potential changes the condensate properties. To enable an analytical approach we assume a Gaussian potential , but we expect that the qualitative features are valid also for other types of shallow traps. Bose-Einstein condensation in power-law potentials has been studied previously , but usually the potential has been assumed to be parabolic or absent. In Sec. II we calculate how the condensate fraction behaves as a function of temperature and how the parabolic approximation may underestimate the BEC transition temperature considerably. In Sec. III we calculate the chemical potential and estimate how many condensate particles can be trapped. Frequencies of the collective excitations are calculated in Sec. IV, and some concluding remarks are given in Sec. V.

## II Condensate fraction

Particle interactions have a dramatic effect for particle density distribution, chemical potential and collective excitations of the condensate, but the transition temperature and the condensate fraction can be accurately calculated with the ideal gas model . If there is a repulsive interaction between the trapped atoms, and the chemical potential is almost the same as the trap depth, we expect changes to the ideal gas results, but for now, the simple ideal gas model will suffice. In a harmonic trap the transition temperature $`T_c`$ is given by

$$k_BT_c=\mathrm{}\left(\frac{N\omega _x\omega _y\omega _z}{\zeta (3)}\right)^{1/3},$$
(1)
where $`\omega _\alpha `$ is the trap frequency in direction $`\alpha `$ and $`N`$ is the particle number. The condensate fraction is then given by

$$\frac{N_c}{N}=1\left(\frac{T}{T_c}\right)^3.$$
(2)
In a Gaussian potential

$$V(x,y,x)=V_1\left[1\mathrm{exp}\left(\frac{x^2}{2\sigma _x^2}\frac{y^2}{2\sigma _y^2}\frac{z^2}{2\sigma _z^2}\right)\right]$$
(3)
condensate fraction can behave in a qualitatively different way. Using a phase space density

$$f(𝐫,𝐩)=\frac{1}{\mathrm{exp}(\beta H)1},$$
(4)
where $`H`$ is the total energy, we can calculate the number of thermal particles as

$$N_T=\frac{1}{(2\pi \mathrm{})^3}𝑑𝐩𝑑𝐫f(𝐫,𝐩).$$
(5)
Our trap has a finite depth and therefore we must introduce an appropriate $`r`$ dependent cut-off for the kinetic energies. After a short calculation we see that the number of thermal atoms is given by

$`N_T`$ $`=`$ $`{\displaystyle \frac{16}{\pi }}\left({\displaystyle \frac{mV_1}{\mathrm{}^2}}\right)^{3/2}\sigma _x\sigma _y\sigma _z`$ (7)
$`{\displaystyle _0^{\mathrm{}}}𝑑x{\displaystyle _0^{s_{max}}}𝑑s{\displaystyle \frac{x^2s^2}{\mathrm{exp}(\beta V_1(s^2+1\mathrm{exp}(x^2)))1}},`$
where $`s_{max}=\mathrm{exp}(x^2)`$.

When the trap has only a few eigenstates, the continuum approach fails and we should model the system using a discrete spectrum. If the potential is spherically symmetric and is approximated as a parabola, then the number of different energy levels is roughly $`V_1/\mathrm{}\omega =\sqrt{V_1m\sigma ^2/\mathrm{}^2}`$. This provides a lower limit to the number of energy levels, since for a Gaussian trap the separation between adjacent levels becomes smaller as the energy increases (approaching zero as the energy approaches the trap depth). If the trap depth is very small, $`V_19\mathrm{nK}`$ and $`\sigma =15\mu \mathrm{m}`$ the trap has roughly ten energy levels. We expect that for deeper traps the continuum approach should give accurate results.

Let us now consider consider $`10^6`$ sodium atoms in a trap with $`(\sigma _x\sigma _y\sigma _z)^{1/3}=15\mu \mathrm{m}`$. As the first example we fix the temperature to the value $`T=300\mathrm{nK}`$ and vary the trap depth. In Fig. 1 we show the resulting condensate fraction and compare it to the result we get by approximating the potential as parabolic. At large trap depth the condensate fraction is well predicted by the parabolic model, but at smaller trap depths the behavior changes qualitatively. Parabolic model predicts that the condensate fraction should vanish, together with the trap frequency. This is obviously not the case. As the trap depth becomes smaller, the condensate fraction takes a minimum value after which it approaches unity. The minimum condensate fraction is achieved when the trap depth is about the same as the temperature. This happens because in a shallow potential there is simply no room for thermal atoms. At the ultimate limit the potential would have only one bound state and there would not be any states accessible to thermal atoms. We also see that at larger trap depths the condensate fraction is smaller than the result for the parabolic trap; a sensible result since anharmonicity makes the trap more open than a purely parabolic result, thus reducing the effective trap frequency and lowering the critical temperature.

As a second example we fix the trap depth $`V_1=1\mu \mathrm{K}`$ and vary the temperature. In Fig. 2 we show the condensate fraction and compare it to the parabolic result. Again it can be seen that the behavior is dramatically different in a shallow potential. The condensate fraction is considerably larger over a wide range of temperatures and the critical temperature is about four times larger than the value predicted by the parabolic model. At very small temperatures ($`T<240\mathrm{nK}`$) the openness of the Gaussian trap is reflected in condensate fractions, which are smaller than the parabolic trap predictions. But this effect is so small that it is not visible in Fig. 2.

## III Chemical potential versus particle number

Properties of pure condensates are well described by the Gross-Pitaevskii (GP) equation

$$\frac{\mathrm{}^2}{2m}^2\mathrm{\Psi }+V\mathrm{\Psi }+NU_0|\mathrm{\Psi }|^2\mathrm{\Psi }=\mu \mathrm{\Psi }.$$
(8)
Here $`\mathrm{\Psi }`$ is the condensate wavefunction, $`m`$ is the atomic mass, $`V`$ is the trap potential, $`N`$ is the number of atoms and $`U_0=4\pi \mathrm{}^2a_s/m`$, where $`a_s`$ is the $`s`$-wave scattering length. When the particle number $`N`$ is large, the kinetic energy becomes small compared to trapping and the atomic interaction energies. In the Thomas-Fermi (TF) approximation the kinetic energy is ignored and we get an analytical result for the condensate wavefunction

$$|\mathrm{\Psi }(x,y,z)|^2=\frac{1}{NU_0}\left(\mu V\right),$$
(9)
when the R.H.S. is positive and zero elsewhere. The wavefunction is normalized to unity, so by integrating Eq. (9) we get a formula that relates the number of particles to the trap geometry and to the chemical potential

$`{\displaystyle \frac{NU_0}{8\pi \sqrt{2}V_1\sigma _x\sigma _y\sigma _z}}={\displaystyle \frac{x1}{2}}[\sqrt{\mathrm{ln}\left(1x\right)}+`$ (10)
$`{\displaystyle \frac{2}{3}}(\mathrm{ln}(1x))^{3/2}]+{\displaystyle \frac{\sqrt{\pi }}{4}}\mathrm{erf}(\sqrt{\mathrm{ln}\left(1\mathrm{x}\right)}),`$ (11)
where error function is defined as

$$\mathrm{erf}(\mathrm{t})=\frac{2}{\sqrt{\pi }}_0^\mathrm{t}\mathrm{e}^{\mathrm{s}^2}\mathrm{ds}$$
(12)
and $`x=\mu /V_1`$. It is clear that the result converges only if $`0\mu V_1`$. When $`\mu =V_1`$ we cannot add any more particles to the condensate, as these extra particles can not be trapped. From this condition we get the maximum condensate particle number in a Gaussian trap as

$$N_c=\frac{V_1\sigma _x\sigma _y\sigma _z(2\pi )^{3/2}}{U_0}.$$
(13)
It is instructive to calculate this number for a sodium ($`a_s=2.75\mathrm{nm}`$ ) condensate with the reasonable trap parameters $`V_1=4\mu \mathrm{K}`$, $`\sigma _x=\sigma _y=3\mu \mathrm{m}`$, and $`\sigma _z=38\sigma _x`$ . The maximum number of condensate atoms is then very large,

$$N_c910^7.$$
(14)
For this type of trap the maximum condensate number density would be about

$$n_{max}=V_1/U_05.510^{15}\mathrm{cm}^3,$$
(15)
and the three-body decay would limit the condensate lifetime considerably. It should be noted that for condensates with the maximum number of atoms, the maximum density depends only on the trap depth and interaction parameter and is independent of the trap geometry. This is a general result and applies to any shallow trap as long as the TF approximation is valid.

Equation (10) is somewhat awkward and it is useful to derive a simple approximation for it. The chemical potential is often much lower than the trap depth and we can then expand Eq. (10) around the small parameter $`x=\mu /V_1`$. Keeping terms up to order $`x^{5/2}`$ we get the result

$$\mu _0=\left(\frac{15NU_0}{16\pi \sqrt{2}V_1\sigma _x\sigma _y\sigma _z}\right)^{2/5}V_1,$$
(16)
which corresponds to approximating the potential as parabolic and reduces to the familiar formula for parabolic potentials when we notice that the trap frequencies are related to $`\sigma `$ and $`V_1`$ by $`\omega =\sqrt{V_1/m\sigma ^2}`$.

Keeping terms up to order $`x^{7/2}`$ we get an equation

$$\frac{2}{15}x^{5/2}+\frac{1}{14}x^{7/2}=\frac{NU_0}{8\pi \sqrt{2}V_1\sigma _x\sigma _y\sigma _z}.$$
(17)
The solution to this equation is expected to be close to the first approximation so we can set $`x=x_0+\delta x`$ ($`x_0=\mu _0/V_1`$) and solve for $`\delta x`$. The chemical potential is then given by

$$\mu =\mu _0\left[1\frac{3}{14}\left(\frac{\mu _0}{V_1}\right)\right].$$
(18)
We have compared this formula to the exact numerical result for a condensate in a spherically symmetric trap and noticed that it is an excellent approximation even for relatively large values of $`x`$. For example when $`x0.5`$ Eq. (18) is exact with a relative accuracy better than $`10^3`$.

Let us calculate how large this shift in $`\mu `$ is for some reasonable parameters. The condition $`x_01`$ implies that

$$\frac{V_1\sigma _x\sigma _y\sigma _z}{N}\frac{15U_0}{16\sqrt{2}\pi },$$
(19)
must be satisfied. For a sodium condensate this means that

$$\frac{V_1\sigma _x\sigma _y\sigma _z}{N}210^{51}\mathrm{Jm}^3,$$
(20)
a condition that is not difficult to achieve. Choosing reasonable parameters $`\sigma _x=\sigma _y=3\mu \mathrm{m}`$, $`\sigma _z=38\sigma _x`$, $`V_1=4.0\mu \mathrm{K}`$ and $`N=10^6`$  we see that Eq. (18) predicts the shift in the chemical potential to be about $`6\%`$. This shift is quite large, and it might be necessary to take this shift into account, when studying condensates in realistic optical dipole traps.

## IV Collective excitations

In the following subsections we calculate the frequencies of the collective excitations in spherically symmetric and 1D traps. We aim at simple analytical results that clarify the role of trap anharmonicity and therefore we do not study anisotropic traps. The collective excitation frequencies for anisotropic traps can be solved numerically, but analytic results are exceedingly difficult to obtain.

### A Spherical trap

Collective excitations for a spherically symmetric parabolic trap with trap frequency $`\mathrm{\Omega }`$ have been calculated in the TF limit analytically . These excitations have the form $`\delta n(r)=P^{2n_r}(r/R)r^lY_{lm}(\theta ,\varphi )`$ where $`P^{2n_r}`$ are polynomials of degree $`2n`$ and the dispersion law is given by the formula

$$\omega _0(n_r,l)=\mathrm{\Omega }(2n_r^2+2n_rl+3n_r+l)^{1/2}.$$
(21)
In an anharmonic trap these frequencies will be shifted, but it is not known by how much. We assume spherically symmetric potential

$$V(r)=\frac{m\mathrm{\Omega }^2}{2}r^2+\mathrm{\Delta }V(r),$$
(22)
where $`\mathrm{\Delta }V(r)=ar^4`$. In particular, if the exact trapping potential has the Gaussian shape

$$V_{exact}(r)=V_1\left(1\mathrm{exp}(r^2/2\sigma ^2)\right),$$
(23)
we can approximate it with a Taylor series and get

$$\mathrm{\Omega }=\sqrt{\frac{V_1}{m\sigma ^2}}$$
(24)
and

$$\mathrm{\Delta }V(r)=\frac{V_1}{8}\left(\frac{r}{\sigma }\right)^4.$$
(25)
We choose the unit of length to be $`L=\sqrt{\mathrm{}/m\mathrm{\Omega }}`$ and unit of time as $`\tau =1/\mathrm{\Omega }`$. In these new units the GP-equation becomes dimensionless

$$\frac{1}{2}^2\mathrm{\Psi }+V(r)\mathrm{\Psi }+Na|\mathrm{\Psi }|^2\mathrm{\Psi }=\mu \mathrm{\Psi },$$
(26)
with the dimensionless interaction parameter $`a=4\pi a_s/L`$ and potential

$$V(r)=\frac{1}{2}r^2ϵr^4,$$
(27)
where $`ϵ=\mathrm{}\mathrm{\Omega }/8V_1`$.

Following Stringari  we write the wavefunction in terms of phase and modulus,

$$\mathrm{\Psi }(\overline{r},t)=\sqrt{n(\overline{r},t)/N}e^{i\varphi (\overline{r},t)},$$
(28)
where $`n`$ is the density and velocity is fixed by the relation

$$v(\overline{r},t)=(\mathrm{}/m)\varphi .$$
(29)
The GP equation is equivalent with two coupled equations

$$\frac{}{t}n+(\overline{v}n)=0$$
(30)
and

$$m\frac{}{t}\overline{v}+\left(V(r)+U_0n\frac{\mathrm{}^2}{2m\sqrt{n}}^2\sqrt{n}+\frac{mv^2}{2}\right)=0.$$
(31)
In the Thomas-Fermi limit the kinetic pressure term can be neglected in the equation for the velocity field, which then becomes

$$m\frac{}{t}\overline{v}+\left(V(r)+U_0n+\frac{mv^2}{2}\right)=0.$$
(32)
If we set $`\sigma _\alpha =\sigma `$ ($`\alpha =\mathrm{x},\mathrm{y},\mathrm{z}`$) and the chemical potential is sufficiently small, the stationary solution of Eqs. (30) and (32) coincide with the Thomas-Fermi wavefunction studied in the previous section. Linearizing Eqs. (30) and (32) by setting $`n=n_0+\delta n(r)e^{i\omega t}`$ gives us an equation for the time-dependent solutions

$$\left[c^2(r)\delta n\right]+\omega ^2\delta n=0.$$
(33)
Here $`n_0`$ is the stationary solution and $`mc^2(r)=\mu V(r)`$. We now calculate the corrections to the collective excitation frequencies as we move from a parabolic trap into an asymmetric trap. We proceed as in the Ref. .

In our case $`mc^2=\mu \frac{m\mathrm{\Omega }^2}{2}r^2+\frac{V_1}{8\sigma ^4}r^4`$. The edge $`R`$ of the condensate is defined by

$$\mu =\frac{m\mathrm{\Omega }^2}{2}R^2+\frac{V_1}{8\sigma ^4}R^4.$$
(34)
With this definition the equation (33) takes the form

$``$ $`\left\{\left[\left(R^2r^2\right){\displaystyle \frac{V_1}{4\sigma ^4\mathrm{\Omega }^2m}}\left(R^4r^4\right)\right]\delta n\right\}`$ (36)
$`+2\left({\displaystyle \frac{\omega }{\mathrm{\Omega }}}\right)^2\delta n=0.`$
We choose the dimensionless distance as $`x=r/R`$ and frequency $`\omega _D^2=2(\omega /\mathrm{\Omega })^2`$. If we postulate a solution $`\delta n=P(r)Y_{lm}(\theta ,\varphi )`$ and define a dimensionless parameter $`\beta =\frac{R^2}{4\sigma ^2}=\mu /2V_1+𝒪((\mu /V_1)^2)`$, we obtain an equation for the radial part

$`{\displaystyle \frac{}{x}}`$ $`\left\{x^2\left[(1x^2)\beta (1x^4)\right]{\displaystyle \frac{P}{x}}\right\}`$ (38)
$`+\omega _D^2x^2Pl(l+1)\left[(1x^2)\beta (1x^4)\right]P.`$
We can consider the terms proportional to $`\beta `$ as a perturbation and try to find a first order solution to the equation with form

$$\widehat{H}P+\widehat{\mathrm{\Delta }H}P=\omega _D^2P,$$
(39)
where

$$\widehat{\mathrm{\Delta }H}P=\frac{\beta }{x^2}\left[l(l+1)(1x^4)P\frac{}{x}\left[x^2(1x^4)\frac{P}{x}\right]\right]$$
(40)
and $`P`$ is the known solution without anharmonicity. The frequency $`\omega `$ of the collective excitation is then given by

$$\left(\frac{\omega }{\mathrm{\Omega }}\right)^2=(\omega _0^2+1/2\delta \omega _D^2),$$
(41)
where

$$\delta \omega _D^2=\frac{x^2P\widehat{\mathrm{\Delta }H}P𝑑x}{P^2x^2𝑑x}$$
(42)
and $`\omega _0^2=2n_r^2+2n_rl+3n_r+l`$ are the unperturbed frequencies. As the result is perturbative and expected to be relevant only for the lowest excitations we will give results only for surface excitations ($`n_r=0`$) and the breathing mode ($`n_r=1`$ and $`l=0`$).

For surface excitations ($`P=x^l`$) we get the result

$$\delta \omega _D^2=\frac{4\beta l(2l+3)}{2l+5}$$
(43)
and for the breathing mode ($`P=1\frac{5}{3}x^2`$) we get

$$\delta \omega _D^2=\frac{140\beta }{9}.$$
(44)
In Fig. 3 we compare the exact numerical solution, to the approximation (43), and to the Thomas-Fermi result for the modes $`(n_r=0,l=1)`$ and $`(n_r=0,l=2)`$. We assume $`10^6`$ sodium atoms in a trap with $`\sigma =15\mu \mathrm{m}`$ and vary the trap depth. We see that our analytical results match the exact numerical values quite accurately. Since the TF approximation was always justified, the numerical values for the parabolic case are well predicted with the well known analytical results. If, on the other hand, number of particles would have been less, we would expect $`(n_r=0,l=2)`$ mode frequency to decrease significantly with increasing trap depth, approaching the value $`\sqrt{2}`$ asymptotically. This trend is opposite to the results from a fully Gaussian trap and is a clear indication of the failure of the parabolic approximation.

In Fig. 4 we show the corresponding comparison for the lowest compressional mode, the breathing mode. Again it can be seen that Eq. (44) gives an accurate approximation to the exact result and that corrections to the parabolic model are noticeable.

### B 1D trap

Spherical symmetry, discussed in the previous subsection, is a special case not necessarily easily obtained in experiments. To enable analytical approach and to get a feeling about possible changes due to different trap geometries we will now calculate the collective frequencies also for anharmonic one dimensional trap. The potential is given by

$$V(x)=\frac{m\mathrm{\Omega }^2}{2}x^2ϵx^4.$$
(45)
From the TF limit we will get an equation relating chemical potential and condensate boundary

$$\mu =\frac{m\mathrm{\Omega }^2}{2}R^2ϵR^4.$$
(46)
Using this result and continuing in the same manner as in previous subsection we get an 1D analogue of Eq. (38)

$$\frac{}{x}\left\{\left[(1x^2)\beta (1x^4)\right]\frac{\delta n}{x}\right\}+2\omega _N^2\delta n=0,$$
(47)
where $`\beta =ϵR^2/m\omega ^2`$. If the anharmonicity results from a Gaussian potential, then $`\beta =R^2/8\sigma ^2`$. When $`\beta =0`$ the solutions have the form $`\delta n=x^p_{k=0}^Na_kx^k`$, where $`p=0`$ or $`1`$. If $`p=0`$ solutions are even and excitation frequencies are given by $`\omega _N^2=1/2N(N+1)`$. If $`p=1`$ solutions are odd and corresponding frequencies are given by $`\omega _N^2=1/2(N+1)(N+2)`$. For both even and odd solutions $`N`$ must be an even integer.

For the lowest excitations we calculate the shifted frequencies $`\omega ^2(N=0,p=0)=0`$, $`\omega ^2(N=0,p=1)=14\beta `$, $`\omega ^2(N=2,p=0)=3\frac{30}{7}\beta `$ and $`\omega ^2(N=2,p=1)=6\frac{352}{45}\beta `$. Especially we see that the corrections are always proportional to the dimensionless parameter $`\beta `$, in the same way as in the spherically symmetric case. It is to be expected that the calculated shifts will give correct order of magnitude estimates even for more complicated trap geometries.

## V Conclusions

In this paper we have demonstrated several ways by which the shallow anharmonic potential changes the condensate properties. We have limited our discussion mainly to Gaussian potentials, but most of the results can also be applied to traps having a quadratic anharmonic term. Naturally, as an order of magnitude estimates, these result should be applicable also for other types of shallow traps. It seems that in optical dipole traps the errors introduced by approximating the potential as harmonic can be quite large. Harmonic model can predict the condensate fraction poorly and with reasonable parameters the corrections to the chemical potential and collective excitation frequencies can be several percent. In an optical dipole trap the spin degree of freedom is not necessarily frozen and the condensate should be described with a multicomponent spinor wavefunction . Nevertheless, the results in this paper might prove to be useful also in studies of spinor condensates.

## VI Acknowledgments

The author acknowledges the Academy of Finland (project 43336) and the National Graduate School on Modern Optics and Photonics for financial support. Discussions with Prof. K. A. Suominen are also greatly appreciated.