text:
# Distribution of dust and stars in the Galaxy

## 1. Introduction and Data

The emission from our own Galaxy is naturally far greater than that from all other galaxies combined, and is received from all directions due to our location within it. Yet it is just this last fact which presents special challenges in any effort to infer the structure of our Galaxy on a large scale, particularly of the stellar component in which most of the disk mass resides. From radio observations large-scale nonaxisymmetric structure was first seen, but only with the advent of infrared observations has such structure likewise been evidenced in the stars.

Here we model the $`240\mu \text{m}`$ and K band emission as detected by the COBE satellite, concentrating on the Galactic plane (GP) emission for galactic radii $`r>.5R_{}`$, and its nonaxisymmetric nature. This contribution can be regarded as a preview of a more detailed exposition and analysis, incorporating the J band, that will be published elsewhere. Here we will principally focus on the spiral structure in the stellar distribution inferred from the K band alone.

Galactic emission in the FIR $`240\mu \text{m}`$ and NIR K band was detected by the DIRBE instrument aboard the COBE satellite, from which ’Zodi-Subtracted Mission Average (ZSMA)’ skymaps where produced (Kelsall et al. 1998). From these maps we take emission from galactic latitudes $`|b|<30^{}`$, excluding the Galactic Center region, and smaller regions centered on the Orion Nebula, M31, M33, and the Magellanic Clouds. Excluding the Galactic center obviates the need to model the Galactic bulge. In the NIR dataset point sources are also excluded, while in the FIR the data was smoothed using a second-order two-dimensional polynomial applied to a 7 $`\times `$ 7 pixel window. This smoothing procedure introduces no systematic redistribution of flux associated with the Galactic plane, and was employed only to smooth over artificial negative intensities introduced in the data set by the subtraction of Zodiacal light. The resulting data set consists of 173569 pixels at $`240\mu \text{m}`$ and 152371 pixels in the K band.

## 2. Dust distribution model

Three density components are used to model the dust distribution: an axisymmetric disk, a spiral arm component, and a local feature described as a spiral segment corresponding to the Orion arm. The axisymmetric disk component is assumed to have an exponential radial density profile with a prescribed central hole and a $`\text{sech}^2`$ vertical profile with a linearly flaring scale height. The disk emissivity is derived by adopting a linear temperature gradient, consistent with that seen in the dust associated with HI (Sodroski et al. 1994), with the assumption that the dust emissivity is $`\nu ^2B_\nu (T)`$, $`B_\nu (T)`$ being Planck’s function (Draine & Lee 1984; Dwek 1995; Schlegel, Finkbeiner & Davis, 1998).

The spiral arms have a double gaussian density profile in their cross section, an assumed geometry that is adopted from a map of HII regions (Georgelin & Georgelin 1976; Taylor & Cordes 1993), and a quadratically flaring scale height. We also found it necessary to apply a reduction factor to the size (width and height) and density of the Sagittarius-Carina (Sag-Car) arm. The spiral arms are assigned a constant emissivity (single mean temperature). The local feature has a cylindrical gaussian cross section in density and two associated emissivities, one for positive galactic longitudes, the other for negative longitudes. The Sun is found in a gap of this local feature. Finally, to all the density components is added a global warp described by

$$Z_\mathrm{w}(r,\varphi )=a_\mathrm{w}(rr_\mathrm{w})^2\mathrm{sin}(\varphi \varphi _\mathrm{w})$$
(1)
for $`r>r_\mathrm{w}`$, where the parameters $`a_\mathrm{w}`$, $`r_\mathrm{w}`$, and $`\varphi _\mathrm{w}`$ are adjusted.

The FIR emission is modeled on the assumption that the Galaxy is optically thin at $`240\mu \text{m}`$, leading to

$$D_{240}^{\mathrm{mod}}(l,b)=_{\mathrm{los}}\underset{i}{}k_i\rho _ids+Q_{240}=\underset{i}{}D_i+Q_{240},$$
(2)
where $`k_i`$ and $`\rho _i`$ are the emissivities and densities of the $`i`$ components, and $`Q_{240}`$ is an isotropic term which can be equated with the Cosmic Infrared Background (CIB). However, the decomposition of the flux density into densities and emissivities cannot be done based on the FIR emission alone; for the adjustment to the FIR data emissivity values are fixed. The size of the emitting regions are also indeterminate and the model is assigned a scale by defining length units such that $`R_{}=1`$.

The parameters of the dust model were adjusted using a $`\chi ^2`$ minimization routine against the DIRBE $`240\mu \text{m}`$ data. The resulting fit in the GP is shown in Figure 1 while emission profiles at other galactic latitudes is shown in Figure 2. (The apparent increase in the residuals with latitude are an effect of the logarythmic scale.) As can be seen in these emission profiles, while the model is unable to reproduce small scale features, the major nonaxisymmetric features are accurately placed. While the fit in the plane itself is not exceptional, it is a significant improvement over the axisymmetric models used in the past. In fact, the importance of the nonaxisymmetric features in the dust distribution is emphasized as one moves out of the GP, where these features clearly dominate the emission profiles. Here the ability of the model to reproduce the emission profiles is much more impressive. The scale length resulting from the adjustment is $`0.26R_{}`$, while the scale height is found to be 147 pc (assuming $`R_{}=8`$ kpc). We also mention that a CIB of 1.07 MJy/sr is recovered, consistent with other estimates (Hauser et al. 1998, Lagache et al. 1999).

## 3. Stellar distribution model

In the NIR we assume negligible scattering, and that absorption is proportional to the dust column density. In this case we can write

$$D_\mathrm{K}^{\mathrm{mod}}(l,b)=_{\mathrm{los}}\eta (s)e^{\tau (s)}𝑑s+Q_\mathrm{K},$$
(3)
where $`\eta `$ is the flux density, $`\tau `$ the optical depth, and $`Q_\mathrm{K}`$ is again an isotropic term, though here not astrophysically justified. The stellar flux density is comprised of an axisymmetric disk component with an exponential radial profile and a $`\text{sech}^2`$ vertical profile. To this is added a spiral arm component. In the following section various spiral arm geometries are applied, but in general the arms are given a double gaussian density profile in their cross section. A warp is also assigned to the stellar flux density, but with a different amplitude than that in the dust.

The absorption is derived from the dust model. First the dust model is rescaled, or corrected, to recover the observed FIR intensity along each line-of-sight. That is, along each line-of-sight a rescaling factor is applied to one of the dust density components such that $`\rho _jf_j\rho _j`$, where the rescaling factor for the $`j`$th component is specified by

$$f_j=\frac{D_{240}^{\mathrm{obs}}_{ij}D_iQ_{240}}{D_j}.$$
(4)
The component chosen is that which needs the least fractional change in density to recover the observed FIR intensity, specifically, that which minimizes $`|1f_j|`$. The resulting rescaled column density along each line-of-sight is then used to calculate the optical depth in Equation 3.

The parameters of the stellar distribution are adjusted to fit the model K band emission to the observed, and at the same time the dust densities and emissivities are decoupled. Figure 1 shows the resulting fit in the GP, and Figure 3 shows the emission profiles at other galactic latitudes. At these wavelengths nonaxisymmetric structures are far from evident, and one might even conclude that the GP profile deviates from an axisymmetric profile due to absorption effects alone (Kent, Dame & Fazio 1991). However, the model shown in Figures 1 and 3 in fact has a two arm logarithmic spiral. The next section will show fits using other (non)spiral models for comparison.

Before going on it is worth pointing out one nonaxisymmetric feature that is subtly but clearly present, namely the Galactic warp. The warp accounts for the skewness seen in the emission profiles at latitudes $`|b|5^{}`$, as it starts within the Solar Circle (at $`0.89R_{}`$). The only way to reproduce such skewed profiles is to introduce a local tilt to the stellar disk with respect to the conventionally defined $`b=0`$ plane, which can also be done with a large-scale tilt to the stellar disk (Hammersley et al. 1995).

## 4. Alternative spiral models

Two general spiral geometries are here considered. The first is a logarithmic model whose pitch angle and phase are adjusted. Both $`m=2`$ and $`m=4`$ arm geometries were tried. The second geometry is a sheared version of the HII arms adopted for the dust. If the arms are assumed to have a fixed pattern in the presence of a flat rotation curve, then the drift in azimuth is

$$\varphi _\tau =V_o\tau \left(\frac{1}{r}\frac{1}{R_\mathrm{C}}\right),$$
(5)
where $`V_o`$ is the circular rotation speed, $`\tau `$ the mean age of the population, and $`R_\mathrm{C}`$ the corotation radius. In this formulation the geometry is found by adjusting parameters equivalent to $`V_o\tau `$ and $`R_\mathrm{C}`$. A fourth model considered, for purposes of comparison, is a purely axisymmetric model.

All these models give fits which differ only close to the plane of the Galaxy, that is at $`|b|<3^{}`$. The resulting disk scale lengths are found to be about $`0.29R_{}`$, except for the $`m=4`$ model which gives a larger scale length of $`0.37R_{}`$, while the scale heights range from 270 to 307 pc and $`Z_{}`$ from 12 to 15 pc in the models (again assuming $`R_{}=8`$ kpc). Figure 4 shows the GP profiles for the four models just described. As can be immediately seen, the sheared arm model and the $`m=2`$ logarithmic model give correspondingly good fits to the data, while the $`m=4`$ and axisymmetric models fail to reproduce the observed profile specifically in the directions of the tangents to the Scutum arm ($`l55^{}`$ and $`30^{}`$). No evidence of the Sag-Car arm is seen at positive Galactic latitudes, as shown by the axisymmetric model. The pitch angle for the $`m=2`$ log spiral is found to be $`15.6^{}`$, while that for the $`m=4`$ model is $`12.4^{}`$. For the sheared spiral model a corotation radius of $`R_\mathrm{C}=0.83R_{}`$ is arrived at, and a mean age of $`\tau =15`$ Myr is found if one adopts the values 200 km/s and 8 kpc for the circular speed and $`R_{}`$ respectively.

## 5. Conclusions

For the K band emission two spiral models were found that reproduce the GP emission profiles, a $`m=2`$ logarithmic spiral model and a sheared version of the arms seen in the dust. This latter model is a 4 arm model, however a reduction factor is applied to the Sag-Car arm that renders it significantly smaller than the other arms (a factor of 0.53 in two dimensions and in density). We thus conclude that in the NIR a two arm spiral dominates the nonaxisymmetric emission. This conclusion supports the earlier simple analysis of Drimmel (2000) based on the position of identified tangent features. However, the nature of the arms are not clear; the open $`m=2`$ logarithmic arms suggest an old population, as argued in Drimmel (2000), while the successful sheared spiral model is consistent with the nonaxisymmetric emission arising from young K supergiants. Favoring this latter interpretation is the small scale height of the arms, which are not seen at $`|b|>3^{}`$ from the GP. It is hoped that our future study including the J band will resolve this issue.

### Acknowledgments.

The COBE datasets were developed by the NASA Goddard Space Flight Center under the guidance of the COBE Science Working Group and were provided by the NSSDC.

## References

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Georgelin, Y. M., & Georgelin, Y. P. 1976, A&A, 49, 57

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# HARD AND SOFT QCD IN CHARMONIUM PRODUCTION†00footnote 0†Presented at the HADRON PHYSICS 2000 Workshop, Caraguatatuba, Brazil, April 2000

## References


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# On the stability of the Kerr metric

## 1 Introduction

The stability of the Schwarzschild black hole was demonstrated by Kay and Wald  who showed the boundedness of all solutions of the wave equation corresponding to $`C^{\mathrm{}}`$ data of compact support. Their proof rests on the positivity of the conserved energy.
The problem is more subtle for Kerr space time. A conserved energy exists, but the energy density is negative inside the ergosphere. Hence the total energy could be finite while the field still might grow exponentially in parts of the spacetime. Papers by Press and Teukolsky , Hartle and Wilkins , and Stewart  make the absence of exponentially growing normal modes very plausible. Whiting  has proven that there are no such modes, and in his proof he showed that normal modes grow at most linearly in time. Recent numerical evolution calculations  for slowly and fast rotating Kerr black holes show no sign of exponential growth. In the case of massive scalar perturbations of Kerr results of Damour,Deruelle and Ruffini , Zouros and Eardley , and Detweiler  point to the existence of unstable modes. These modes are very slowly growing with growth times similar to the age of universe. This fact complicates the numerical detection of such modes.
Here we consider the reduced (in the angular coordinate $`\phi `$) wave equation and Klein-Gordon equation on a Kerr background and in the framework of $`C^0`$-semigroup theory. For this the mathematical framework from  is used. For each equation it is shown that the initial value problem is well-posed, i.e., has a unique solution which depends continuously on the data. Further, it is shown that the spectrum of the semigroup’s generator coincides with the spectrum of an operator polynomial whose coefficients can be read off from the equation. In this way the problem of deciding stability is reduced to a spectral problem. For the wave equation it is shown that the resolvent of the semigroup’s generator and the corresponding Green’s functions can be computed using spheroidal functions. It is to be expected that, analogous to the case of a Schwarzschild background, the quasinormal frequencies of the Kerr black hole appear as poles of the analytic continuation of this resolvent. Finally, the stability of the background with respect to reduced massive perturbations is proven for large enough masses. This is done by applying an abstract stability criterium from .
The Kerr metric in Boyer-Lindquist coordinates $`t,r,\theta ,\phi `$ is given by

$`g=`$ $`\left(1{\displaystyle \frac{2Mr}{\mathrm{\Sigma }}}\right)dt^2+{\displaystyle \frac{4Mar\mathrm{sin}^2\theta }{\mathrm{\Sigma }}}dtd\phi {\displaystyle \frac{\mathrm{\Sigma }}{\mathrm{}}}dr^2\mathrm{\Sigma }d\theta ^2`$ (1)
$`\left(r^2+a^2+{\displaystyle \frac{2Ma^2r\mathrm{sin}^2}{\mathrm{\Sigma }}}\right)\mathrm{sin}\theta d\phi ^2,`$
where $`M`$ is the mass, $`a[0,M]`$ is the rotational parameter,

$$\mathrm{}:=r^22Mr+a^2,\mathrm{\Sigma }:=r^2+a^2\mathrm{cos}^2\theta .$$
(2)
The coordinates are constrained by $`\mathrm{}<t<+\mathrm{}`$ , $`r_+<r<+\mathrm{}`$ , $`\pi <\phi <\pi `$ and $`0<\theta <\pi `$ where

$$r_+:=M+\sqrt{M^2a^2}.$$
(3)
As a little reminder on the Kerr geometry we give the following basic facts relevant for the discussion of the wave equation. The coordinate vector field $`/r`$ becomes singular at $`r=r_+`$. This value of the radial coordinate marks the event horizon for Kerr spacetime. The coordinate vectorfield $`/t`$ is null on the ergosphere

$$r=M+\sqrt{M^2a^2\mathrm{cos}^2\theta },$$
(4)
is spacelike inside and timelike outside. So $`t`$ is not a time coordinate inside the ergosphere and therefore one might think that Boyer-Lindquist coordinates are unsuitable for a stability discussion. It turns out that this is not the case for the methods (from semigroup theory) of this paper. Finally, the Kerr metric is globally hyperbolic outside the horizon and hence the Cauchy problem for the scalar wave equation is well posed for data on any Cauchy surface. This result is not used in this paper. Existence, uniqueness and continuous dependence of the solutions on the initial data is proved here, too.
The reduced wave equation governing solutions of the form $`\psi (t,r,\theta ,\varphi )=exp(im\phi )u(t,r,\theta )`$, where $`m`$ runs through all integers, is given by

$`{\displaystyle \frac{^2u}{t^2}}+[({\displaystyle \frac{(r^2+a^2)^2}{\mathrm{}}}a^2\mathrm{sin}^2\theta )^1`$
$`(i{\displaystyle \frac{4mMar}{\mathrm{}}}{\displaystyle \frac{u}{t}}{\displaystyle \frac{}{r}}\mathrm{}{\displaystyle \frac{}{r}}{\displaystyle \frac{m^2a^2}{\mathrm{}}}{\displaystyle \frac{1}{\mathrm{sin}\theta }}{\displaystyle \frac{}{\theta }}\mathrm{sin}\theta {\displaystyle \frac{}{\theta }}+{\displaystyle \frac{m^2}{\mathrm{sin}^2\theta }})]u=0.`$ (5)
A first inspection shows that

$$0<\frac{4mMar}{\mathrm{}}\left(\frac{(r^2+a^2)^2}{\mathrm{}}a^2\mathrm{sin}^2\theta \right)^1\frac{ma}{Mr_+}$$
(6)
on $`\mathrm{\Omega }:=(r_+,\mathrm{})\times (0,\pi )`$. Hence the coefficient multiplying $`iu/t`$ is real-valued, strictly positive and bounded. Moreover the coeffcients multiplying the derivatives in $`r`$ and $`\theta `$ are real-valued and vanish at the horizon. As consequence (1) is singular at all points on the boundary of $`\mathrm{\Omega }`$.
The structure of this paper is as follows. Section 2 contains the used conventions. Section 3 gives an initial value formulation for (1). There the equation is interpreted as an abstract equation

$$\left(\begin{array}{c}u\\ v\end{array}\right)^{}=G\left(\begin{array}{c}u\\ v\end{array}\right)=\left(\begin{array}{c}v\\ (A+C)u+iBv\end{array}\right)$$
(7)
for a differentiable function $`{}_{}{}^{t}(u,v)`$ assuming values in an appropriate Hilbert space $`Y`$ and in particular in the domain of a linear operator $`G`$. Here  denote a Hilbert space derivative. The linear operators $`A+C`$ and $`B`$ will be read off from (1). $`B`$ is the maximal multiplication operator in $`X`$ given by the function multiplying $`iu/t`$. The auxiliar operator $`C`$ is a suitable negative multiple of the identity operator on $`X`$. The definition of $`A`$ is more involved. A preliminary form $`A_0+C`$ of $`A+C`$ is given by the differential operator enclosed in square brackets. It has as a domain all complex-valued functions on $`\mathrm{\Omega }`$ which are twice continuously differentiable and have a compact support in $`\mathrm{\Omega }`$. Moreover $`X`$ is chosen such that $`A_0+C`$ is symmetric. It will be obvious that this operator is in addition semibounded (from below). In the next step $`A+C`$ will be defined as the Friedrichs extension of $`A_0+C`$. Using this existence, uniqueness, continuous dependence of the solutions on the initial data (7) follow from abstract theorems derived in . In Section 4 the domain of $`A`$ will be investigated further. This is done for two reasons. Firstly, to make sure that it contains functions having a reasonable behaviour, both, on the axis of symmetry and on the horizon. Secondly, such an information is needed as a basis for Section 5. There the resolvent of $`G`$ is constructed using spheroidal functions. Section 6 discusses the reduced Klein-Gordon equation. The well-posedness of the initial value problem is shown. Further, the stability of the solutions is shown for large enough masses. Section 7 contains the discussion. The Appendix gives auxiliar theorems used in the computation of the resolvent.

## 2 Conventions

The symbols $``$, $``$, $``$ denote the natural numbers (including zero), all real numbers and all complex numbers, respectively.
To ease understanding we follow common abuse of notation and don’t differentiate between coordinate maps and coordinates. For instance, interchangeably $`r`$ will denote some real number greater than $`r_+`$ or the coordinate projection onto the open interval $`(r_+,\mathrm{})`$. The definition used will be clear from the context. In addition we assume composition of maps (which includes addition, multiplication etc.) always to be maximally defined. So for instance the addition of two maps (if at all possible) is defined on the intersection of the corresponding domains.
For each $`k\{0\}`$, $`n\{0\}`$ and each non-trivial open subset $`M`$ of $`^n`$ the symbol $`C^k(M,)`$ denotes the linear space of $`k`$-times continuously differentiable complex-valued functions on $`M`$. Further $`C_0^k(M,)`$ denotes the subspace of $`C^k(M,)`$ consisting of those functions which in addition have a compact support in $`\mathrm{\Omega }`$.
Throughout the paper Lebesgue integration theory is used in the formulation of . Compare also Chapter III in  and Appendix A in . To improve readability we follow common usage and don’t differentiate between an almost everywhere (with respect to the chosen measure) defined function $`f`$ and the associated equivalence class (consisting of all almost everywhere defined functions which differ from $`f`$ only on a set of measure zero). In this sense $`L_C^2(M,\rho )`$, where $`\rho `$ is some strictly positive real-valued continuous function on $`M`$, denotes the Hilbert space of complex-valued, square integrable (with respect to the measure $`\rho d^nx`$) functions on $`M`$. The scalar product $`<|>`$ on $`L_C^2(M,\rho )`$ is defined by

$$<f|g>:=_Mf^{}g\rho d^nx,$$
(8)
for all $`f,gL_C^2(M,\rho )`$, where  denotes complex conjugation on $``$. It is a standard result of functional analysis that $`C_0^k(M,)`$ is dense in $`L_C^2(M,\rho )`$.
Finally, throughout the paper standard results and nomenclature of operator theory is used. For this compare standard textbooks on Functional analysis, e.g., Vol. I, .

## 3 Basic choices and first consequences

As basic Hilbert space $`X`$ for (7) we chose

$$X:=L_C^2(\mathrm{\Omega },g^{00}\sqrt{|g|}),$$
(9)
where $`|g|`$ denotes the determinant of the matrix $`g_{ab}`$. Note that

$$g^{00}\sqrt{|g|}=\left(\frac{(r^2+a^2)^2}{\mathrm{}}a^2\mathrm{sin}^2\theta \right)\mathrm{sin}\theta $$
(10)
is singular at the horizon. Hence the elements of $`X`$ vanish there in the mean. In the limit case $`a=0`$ this measure reduces to the standard one often used for the stability discussion of the Schwarzschild metric .
The operator $`B`$ is chosen as the maximal multiplication operator in $`X`$ by the function multiplying $`iu/t`$ in (1). Since that function is bounded and positive real-valued, $`B`$ is a bounded linear and positive self-adjoint operator on $`X`$ given by

$$Bf=\frac{4mMar}{\mathrm{}}\left(\frac{(r^2+a^2)^2}{\mathrm{}}a^2\mathrm{sin}^2\theta \right)^1f$$
(11)
for every $`fX`$. The operator $`A_0+C`$ is defined by

$$(A_0+C)f:=D_{r\theta }^2f$$
(12)
for all $`fC_0^2(\mathrm{\Omega },)`$, where we set for every $`fC^2(\mathrm{\Omega },)`$

$`D_{r\theta }^2f:=({\displaystyle \frac{(r^2+a^2)^2}{\mathrm{}}}a^2\mathrm{sin}^2\theta )^1`$
$`\left({\displaystyle \frac{}{r}}\mathrm{}{\displaystyle \frac{}{r}}{\displaystyle \frac{m^2a^2}{\mathrm{}}}{\displaystyle \frac{1}{\mathrm{sin}\theta }}{\displaystyle \frac{}{\theta }}\mathrm{sin}\theta {\displaystyle \frac{}{\theta }}+{\displaystyle \frac{m^2}{\mathrm{sin}^2\theta }}\right)f.`$ (13)
Then $`A_0+C`$ is in particular linear and (using partial integration) symmetric. Further again by partial integration it is easy to see that $`A_0+C`$ is semibounded with the lower bound $`\alpha `$, where $`\alpha :=m^2a^2/(4M^2r_+^2)`$. Note that this bound approaches $`\mathrm{}`$ for $`|m|\mathrm{}`$, which would suggest that the unreduced wave equation on Kerr background would have no stable initial value problem. Also note that it approaches $`0`$ for $`a0`$ which is the optimal bound for Schwarzschild.
In the next step we define $`C:=(\alpha +\epsilon )`$, where $`\epsilon >0`$ is assumed to have the dimension $`l^2`$. The exact value of $`\epsilon `$ does not influence the results in any essential way. Finally, we define $`A`$ as the Friedrichs extension of $`A_0`$. As a consequence $`A`$ is a densely-defined, linear, selfadjoint and semibounded operator having the same lower bound as $`A_0`$, i.e., $`\epsilon `$.
The objects $`X,A,B`$ and $`C`$ are easily seen to satisfy Assumptions 1 and 4 of . Applying the results of that paper gives

###### Theorem 1

By

$$Y:=D(A^{1/2})\times X$$
(14)
and

$$(\xi |\eta ):=+<\xi _2|\eta _2>$$
(15)
for all $`\xi =(\xi _1,\xi _2),\eta =(\eta _1,\eta _2)Y`$ there is defined a complex Hilbert space $`(Y,(|))`$.

The operators $`G`$ and $`G`$ defined by

$$G(\xi ,\eta ):=(\eta ,(A+C)\xi +iB\eta )$$
(16)
for all $`\xi D(A)`$ and $`\eta D(A^{1/2})`$ are infinitesimal generators of strongly continuous semigroups $`T_+:[0,\mathrm{})L(Y,Y)`$ and $`T_{}:[0,\mathrm{})L(Y,Y)`$, respectively.

For all $`t[0,\mathrm{})`$:

$$|T_\pm (t)|\mathrm{exp}(CA^{1/2}t),$$
(17)
where $`||`$, $``$ denote the operator norm for $`L(Y,Y)`$ and $`L(X,X)`$, respectively.

For every $`t_0`$ and every $`\xi D(A)\times D(A^{1/2})`$ there is a uniquely determined differentiable map $`u:Y`$ such that

$$u(t_0)=\xi $$
(18)
and

$$u^{}(t)=Gu(t)$$
(19)
for all $`t`$. Here $`^{}`$ denotes differentiation of functions assuming values in $`Y`$. Moreover this $`u`$ is given by

$$u(t):=\{\begin{array}{cc}T_+(t)\xi & \text{for }t0\hfill \\ T_{}(t)\xi & \text{for }t<0\hfill \end{array}$$
(20)
for all $`t`$.

$`\lambda `$ is a spectral value, eigenvalue of $`iG`$ if and only if

$$A+C\lambda B\lambda ^2$$
(21)
is not bijective and not injective, respectively.

For any $`\lambda `$ from the resolvent set of $`iG`$ and any $`\eta =(\eta _1,\eta _2)Y`$ one has:

$$(iG\lambda )^1\eta =(\xi ,i(\lambda \xi +\eta _1)),$$
(22)
where

$$\xi :=(A+C\lambda B\lambda ^2)^1\left[(B+\lambda )\eta _1i\eta _2\right].$$
(23)
Equation (19) is the interpretation of (1) used in this paper. In this sense (iv) shows the well-posedness of the initial value problem for (1), i.e., the existence and uniqueness of the solution and its continuous dependence on the initial data. Moreover (20) gives a representation of the solution and (iii) gives a rough bound for its growth in time. In general, this bound is not strong enough to imply stability of the solutions to (1). Part (v) reduces the determination of the generator’s spectrum to the determination of the spectrum of the operator polynomial $`A+C\lambda B\lambda ^2,\lambda `$ . Moreover (vi) does the same for the resolvents. Further,  gives the following stability citeria

###### Theorem 2

If

$$<\xi |(A+C)\xi >+\frac{1}{4}<\xi |B\xi >^20.$$

for all $`\xi D(A)`$ with $`\xi =1`$. Then the spectrum of $`iG`$ is real.

If $`A+C(b/2)B(b^2/4)`$ is positive for some $`b`$. Then the spectrum of $`iG`$ is real and there are $`K0`$ and $`t_00`$ such that

$$|u(t)|Kt$$

for all $`tt_0`$.

Here $``$, $`||`$ denote the induced norm on $`(X,<|>)`$ and $`(Y,(|))`$, respectively. Note that the reality of the generator’s spectrum would exclude the existence of exponentially growing mode solutions of (1). It seems that these criteria are not strong enough to prove stability of the solutions of (1). 111In the following discussion the trivial cases $`a=0`$, i.e., the case of a Schwarschild background, and $`m=0`$ corresponding to purely axial perturbations, are excluded. Of course, for these stability of the solutions can be concluded from Theorem 2(ii). But later on (ii) will be used to conclude stability for the corresponding Klein-Gordon equation for cases where the mass excedes some given bound depending on $`m`$. Note that the positivity of $`A_0+C`$ would imply stability via (ii). On first sight positivity of $`A_0+C`$ seems unlikely because of the negative potential term $`m^2a^2/\mathrm{}`$ in (3). On the other hand it is well-known that the ocurrence of such a term can be due to the chosen representation space for $`A_0+C`$. In addition the domain of this operator is very much restricted by the condition that its elements have a compact support in $`\mathrm{\Omega }`$. Since $`\mathrm{\Omega }`$ is open it follows that the support of such a function has a strictly positive distance from the boundary. In the theory of Schrödinger operators it is well-known from so called ‘Poincare-Sobolev inequalities’ that the kinetic energy associated with such a state can exceed a negative potential energy. See, e.g.,  or for a simple example  Vol. II, example 1 in chapter X.3. Indeed such inequalities were found, but only ones leading to a positive potential term with asymptotic behaviour $`\mathrm{}^\beta `$ for $`rr_+`$, where $`0\beta <1`$. So none of them was found to be strong enough to show positivity of $`A+C`$. Indeed the apparent absence of better estimates lead to the impression that $`A+C`$ is indeed negative. If this is really true it should be easy to prove using the results on the domain of $`A+C`$ from the next section. This point has not been investigated further, because the negativity alone would not give any further information on the stability of the solutions of (1).

## 4 Investigation of the domain of A+C

In this Section the domain of $`A+C`$ will be further investigated. This is done for two reasons. Firstly, to make sure that it contains functions having a reasonable behaviour, both, on the axis of symmetry and on the horizon. It turns out that this is indeed the case. In particular, as it should be the case, functions of the form $`f(r)P_m^l(\mathrm{cos}\theta )`$, where $`fC_0^2(I_r,)`$ and $`P_m^l`$, $`l=|m|,|m|+1,\mathrm{}`$, are the usual generalized Legendre polynomials are found to be in the domain of $`A+C`$. Secondly such an information is needed as a basis for the construction of the resolvent of $`G`$ in the next Section.
We do not give a full characterization of $`D(A+C)`$ here. Instead more modestly sufficient conditions are given on functions $`f(r)`$ and $`g(\theta )`$ which guarantee that the product $`f(r)g(\theta )`$ is in $`D(A+C)`$. These conditions will turn out to be sufficient as a basis for the next Section. They are as follows:

###### Theorem 3

For this denote $`I_r:=(r_+,\mathrm{})`$ and $`I_\theta :=(0,\pi )`$ and define

$$X_r:=L_{}^2(I_r,r^4/\mathrm{}),X_\theta :=L_{}^2(I_\theta ,\mathrm{sin}\theta )$$
(24)
and for every $`fC^2(I_r,)`$ and $`gC^2(I_\theta ,)`$

$$D_r^2f:=\frac{\mathrm{}}{r^4}\left[\left(\mathrm{}f^{}\right)^{}\frac{m^2a^2}{\mathrm{}}f\right],D_\theta ^2g:=\frac{1}{\mathrm{sin}\theta }\left(\mathrm{sin}\theta g^{}\right)^{}+\frac{m^2}{\mathrm{sin}^2\theta }g.$$
(25)
Let be $`fC^2(I_r,)X_r`$ and $`gC^2(I_\theta ,)X_\theta `$ such that

$$D_r^2fX_r\text{and}D_\theta ^2gX_\theta $$
(26)
and for $`m=0`$ in addition such that

$$\underset{\theta 0}{lim}\mathrm{sin}\theta g^{}(\theta )=\underset{\theta \pi }{lim}\mathrm{sin}\theta g^{}(\theta )=0.$$
(27)
Then $`f(r)g(\theta )D(A+C)`$ and

$$(A+C)f(r)g(\theta )=D_{r\theta }^2f(r)g(\theta ).$$
(28)
Proof: First it follows from the obvious inequalities

$$\frac{r^4}{\mathrm{}}\frac{(r^2+a^2)^2}{\mathrm{}}a^2\mathrm{sin}^2\theta \frac{4M^2}{r_+^2}\frac{r^4}{\mathrm{}},$$
(29)
that $`L_{}^2(\mathrm{\Omega },r^4\mathrm{sin}\theta /\mathrm{})`$ and $`X`$ are identical as sets and that the associated norms on that set are equivalent. A further consequence of (29) along with partial integration is the fact that $`f(r)g(\theta )`$ is in the domain $`D((A_0+C)^{})`$ of the adjoint $`(A_0+C)^{}`$ of $`A_0+C`$ and in particular that

$$(A_0+C)^{}f(r)g(\theta )=D_{r\theta }^2f(r)g(\theta ).$$
(30)
Hence $`f(r)g(\theta )D((A_0+C)^{})`$ if and only if there is a sequence $`h_0,h_1,\mathrm{}`$ of elements of $`C_0^2(\mathrm{\Omega },)`$ converging to $`f(r)g(\theta )`$ and such that for every given $`\epsilon >0`$ there is $`\nu _0`$ such that for all $`\mu ,\nu `$ satisfying $`\mu \nu _0`$ and $`\nu \nu _0`$:

$$|<h_\mu h_\nu |(A_0+C+\alpha )(h_\mu h_\nu )>|<\epsilon .$$
(31)
In the following the existence of such a sequence will be shown. Basic for this is the following inequality valid for all $`uC_0^2(I_r,)`$ and $`vC_0^2(I_\theta ,)`$:

$`<u(r)v(\theta )|(A_0+C+\alpha )u(r)v(\theta )>\left({\displaystyle _{r_+}^{\mathrm{}}}|u|^2𝑑r\right)\left({\displaystyle _0^\pi }\mathrm{sin}\theta v^{}D_\theta ^2vd\theta \right)+`$
$`\left({\displaystyle _{r_+}^{\mathrm{}}}r^4\mathrm{}^1u^{}(D_r^2+m^2a^2/r_+^4)u𝑑r\right)\left({\displaystyle _0^\pi }\mathrm{sin}\theta |v(\theta )|^2d\theta \right)`$ (32)
$`\left({\displaystyle _{r_+}^{\mathrm{}}}r^4\mathrm{}^1u^{}(D_r^2+m^2a^2/r_+^4+r_+^2)u𝑑r\right)\left({\displaystyle _0^\pi }\mathrm{sin}\theta v^{}(D_\theta ^2+1)v𝑑\theta \right).`$
Here some elementary estimates have been used along with the positivity of $`D_r^2+m^2a^2/r_+^4`$ on $`C_0^2(I_r,)X_r`$. Since $`A+C+\alpha `$ is in particular positive also the following inequality is valid for all $`u_1,u_2C_0^2(I_r,)`$ and $`v_1,v_2C_0^2(I_\theta ,)`$:

$`|<u_1(r)v_1(\theta )u_2(r)v_2(\theta )|(A_0+C+\alpha )[u_1(r)v_1(\theta )u_2(r)v_2(\theta )]>|`$
$`=(A+C+\alpha )^{1/2}[u_1(r)u_2(r)]v_1(\theta )+(A+C+\alpha )^{1/2}u_2(r)[v_1(\theta )v_2(\theta )]^2`$
$`2<[u_1(r)u_2(r)]v_1(\theta )|(A_0+C+\alpha )[u_1(r)u_2(r)]v_1(\theta )>+`$
$`2<u_2(r)[v_1(\theta )v_2(\theta )]|(A_0+C+\alpha )u_2(r)[v_1(\theta )v_2(\theta )]>`$ (33)
where $`\alpha ^{}:=m^2a^2/r_+^4+r_+^2`$. Since $`f`$ is in the domain of the Friedrichs extension of $`D_r^2`$ on $`C_0^2(I_r,)X_r`$ there is a sequence $`f_0,f_1,\mathrm{}`$ of elements of $`C_0^2(I_r,)`$ converging to $`f(r)`$ and such that for every given $`\epsilon >0`$ there is $`\nu _0`$ such that for all $`\mu ,\nu `$ satisfying $`\mu \nu _0`$ and $`\nu \nu _0`$:

$$_{r_+}^{\mathrm{}}r^4\mathrm{}^1\left(f_\mu f_\nu \right)^{}(D_r^2+\alpha ^{})(f_\mu f_\nu )𝑑r<\epsilon .$$
(34)
Obviously, by an argument analogous to (4) this implies that the sequence

$$_{r_+}^{\mathrm{}}r^4\mathrm{}^1f_\nu ^{}(D_r^2+\alpha ^{})f_\nu 𝑑r,\nu $$
(35)
is bounded. Moreover since $`g`$ is in the domain of the Friedrichs extension of $`D_\theta ^2`$ on $`C_0^2(I_\theta ,)X_\theta `$ there is a sequence $`g_0,g_1,\mathrm{}`$ of elements of $`C_0^2(I_\theta ,)`$ converging to $`g(\theta )`$ and such that for every given $`\epsilon >0`$ there is $`\nu _0`$ such that for all $`\mu ,\nu `$ satisfying $`\mu \nu _0`$ and $`\nu \nu _0`$:

$$_0^\pi \mathrm{sin}\theta \left(g_\mu g_\nu \right)^{}(D_\theta ^2+1)(g_\mu g_\nu )𝑑\theta <\epsilon .$$
(36)
Here too, by an argument analogous to (4) this implies that the sequence

$$_0^\pi \mathrm{sin}\theta g_\nu ^{}(D_\theta ^2+1)g_\nu 𝑑\theta ,\nu $$
(37)
is bounded. Finally, because of

$`|<f_\mu (r)g_\mu (\theta )f_\nu (r)g_\nu (\theta )|(A_0+C+\alpha )[f_\mu (r)g_\mu (\theta )f_\nu (r)g_\nu (\theta )]>|`$
$`2\left({\displaystyle _{r_+}^{\mathrm{}}}r^4\mathrm{}^1\left(f_\mu f_\nu \right)^{}(D_r^2+\alpha ^{})(f_\mu f_\nu )𝑑r\right)\left({\displaystyle _0^\pi }\mathrm{sin}\theta g_\mu ^{}(D_\theta ^2+1)g_\mu 𝑑\theta \right)+`$
$`2\left({\displaystyle _{r_+}^{\mathrm{}}}r^4\mathrm{}^1f_\nu ^{}(D_r^2+\alpha ^{})f_\nu 𝑑r\right)\left({\displaystyle _0^\pi }\mathrm{sin}\theta \left(g_\mu g_\nu \right)^{}(D_\theta ^2+1)\left(g_\mu g_\nu \right)𝑑\theta \right),`$ (38)
the sequence $`h_0,h_1,\mathrm{}`$ defined by

$$h_\nu :=f_\nu (r)g_\nu (\theta ),\nu $$
(39)
has the required properties.
In the proof there have been used facts on the Sturm-Liouville operators $`D_r^2`$ and $`D_\theta ^2`$. Now, for the reader’s convenience these will be given. For this define the (obviously) linear, symmetric and semibounded operators $`A_{r0}`$, $`A_{\theta 0}`$ in $`X_r`$ and $`X_\theta `$, respectively, by

$$A_{r0}f:=D_r^2f,A_{\theta 0}g:=D_\theta ^2g,$$
(40)
for every $`fC_0^2(I_r,)`$ and every $`gC_0^2(I_\theta ,)`$. Then one has the following

###### Lemma 4

$`A_{r0}`$ is essentially self-adjoint.

$`A_{\theta 0}`$ is essentially self-adjoint for $`m>0`$. For $`m=0`$, the Friedrichs extension of $`A_{\theta 0}`$ is given by the closure of the operator $`A_{\theta F}`$ defined by $`A_{\theta F}f:=D_\theta ^2g`$ for every $`gC^2(I_\theta ,)X_\theta `$ satisfying (27) together with the condition that $`D_\theta ^2gX_\theta `$. For all $`m`$ the spectrum of the Friedrichs extension of $`A_{\theta 0}`$ is given by $`\{|m|(|m|+1),(|m|+1)(|m|+2),\mathrm{}\}`$.

Proof: (i) For this define the auxiliar Sturm-Liouville operator $`\widehat{A}_{r\mathrm{\hspace{0.17em}0}}`$ in $`X_r`$ by

$$\widehat{A}_{r\mathrm{\hspace{0.17em}0}}f:=\frac{\mathrm{}}{r^4}\left(\mathrm{}f^{}\right)^{}$$
(41)
for every $`fC_0^2(I_r,)`$. Obviously, $`\widehat{A}_{r\mathrm{\hspace{0.17em}0}}`$ is densely-defined, linear, symmetric and positive. Moreover since $`m^2a^2/r^4`$ is bounded on $`I_r`$, it follows by the Rellich-Kato theorem (see, e.g, Theorem X.12 in Volume II of ) that $`A_{r0}`$ is essentially self-adjoint if and only if $`\widehat{A}_{r0}`$ is essentially self-adjoint. Now, the equation $`\left(\mathrm{}f^{}\right)^{}=0`$ has nonvanishing constants as solutions. Since these are not in $`X_r`$ at both ends of $`I_r`$, it follows that $`\widehat{A}_{r0}`$ is in the limit point case, both, at $`r_+`$ and at $`+\mathrm{}`$. Hence $`\widehat{A}_{r0}`$ is essentially self-adjoint (see, e.g., ). Finally, from this follows (i). (ii) This statement is, of course, well-known.

## 5 Computation of the generator’s resolvent

In the following the resolvent of $`G`$ will be determined for spectral parameters $`\lambda `$ which are non real and at the same time such that $`ia\lambda `$ is not an exceptional value.222For the definition of these values see . Note that, because of Theorem 1 (vi), the resolvent of $`G`$ can be derived from the inverses of the operator polynomial $`A+C\lambda B\lambda ^2`$ which are given in (ii) of the following theorem on a dense subset of $`X`$.

###### Theorem 5

Let $`\lambda `$ be a non real element of the resolvent set of $`iG`$ which moreover is such that $`ia\lambda `$ is not an exceptional value. For each $`m`$ let

$$ps_l^m(\mathrm{cos}\theta ,a^2\lambda ^2),l=|m|,|m|+1,|m|+2,\mathrm{}$$
(42)
be the basis 333In the sense that the span of these functions is dense in $`X_\theta `$. Note that these functions are not orthogonal in general. Instead this sequence and the sequence consisting of its complex conjugates form a biorthogonal Basis of $`X_\theta `$. See Theorem 4 in Section 3.23 of .  of $`X_\theta `$ consisting of spheroidal eigenfunctions of $`D_\theta ^2+\lambda ^2a^2\mathrm{sin}^2\theta `$ corresponding to the eigenvalues

$$\lambda _{|m|}^m(a^2\lambda ^2),\lambda _{|m|+1}^m(a^2\lambda ^2),\mathrm{},$$
(43)
respectively.444For the definition of the functions $`ps_l^m`$ see . Finally, let be $`gC_0(I_r,)`$, $`m`$ and $`l\{|m|,|m|+1,\mathrm{}\}`$. Then

The subset of $`X`$ consisting of all finite linear combinations of elements of the form

$$h(r,\theta )g(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2)$$
(44)
where

$$h:=\frac{r^4}{\mathrm{}}\left(\frac{(r^2+a^2)^2}{\mathrm{}}a^2\mathrm{sin}^2\theta \right)^1,$$
(45)
and $`g`$, $`l`$ run through the elments of $`C_0(I_r,)`$ and $`\{|m|,|m|+1,|m|+2,\mathrm{}\}`$, respectively, is dense in $`X`$.

$`(A+C\lambda B\lambda ^2)^1h(r,\theta )g(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2)=`$
$`f_r(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2),`$ (46)
where $`f_rC^2(I_r,)X_r`$ is such that $`D_r^2f_rX_r`$ and moreover satisfies

$$D_{r\lambda }^2f_r+\lambda _l^m(a^2\lambda ^2)(\mathrm{}/r^4)f_r=g.$$
(47)
Here for every $`\varphi C^2(I_r,)`$

$$D_{r\lambda }^2\varphi :=\frac{\mathrm{}}{r^4}\left(\mathrm{}\varphi ^{}\right)^{}\frac{1}{r^4}\left[(ma+2\lambda Mr)^2+\lambda ^2\mathrm{}(\mathrm{}+4Mr)\right]\varphi .$$
(48)
Proof: First we notice that $`h`$ is $`C^{\mathrm{}}`$ on $`\mathrm{\Omega }`$ and satisfies as a consequence of (29)

$$r_+^2/(4M^2)h1.$$
(49)
Hence the maximal multiplication operator $`T_h`$ by $`h`$ in $`X`$ is defined on the whole of $`X`$, is bijective and its inverse is given by the maximal multiplication operator $`T_{1/h}`$ which is defined on the whole of $`X`$, too. by the function $`1/h`$ in $`X`$. Obviously, the subset of $`X`$ consisting of all finite linear combinations of elements of the form

$$g(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2)$$
(50)
where $`gC_0(I_r,)`$ and $`l=|m|,|m|+1,|m|+2,\mathrm{}`$ is dense in $`X`$. Hence this is true for the subset of $`X`$ consisting of all finite linear combinations of elements of the form

$$h(r,\theta )g(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2)$$
(51)
where $`gC_0(I_r,)`$ and $`l=|m|,|m|+1,|m|+2,\mathrm{}`$, too. In the following let $`g`$ be some element of $`C_0(I_r,)`$ and $`l`$ be some element of $`\{|m|,|m|+1,|m|+2,\mathrm{}\}`$. We will compute the element $`fX`$ satisfying

$$\left(A+C\lambda B\lambda ^2\right)f(r,\theta )=h(r,\theta )g(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2).$$
(52)
We note that by Theorem 2

$`\left(A+C\lambda B\lambda ^2\right)f_r(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2)=`$
$`h(r,\theta )\left[\left(D_{r\lambda }^2f_r+\lambda _l^m(a^2\lambda ^2)(\mathrm{}/r^4)f_r\right)(r)\right]p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2)`$ (53)
for every $`f_rC^2(I_r,)X_r`$ such that

$$D_r^2f_rX_r.$$
(54)
In the following we construct such a $`f_r`$ which satisfies in particular (47) Then by the bijectivity of $`A+C\lambda B\lambda ^2`$ we conclude that

$$f(r,\theta )=f_r(r)p_l^m(\mathrm{cos}\theta ,a^2\lambda ^2).$$
(55)
For this construction we need some auxiliar solutions $`f_1`$, $`f_2`$, $`f_3`$ and $`f_4`$ of the homogeneous equation associated with (47), i.e.,

$$f_r^{\prime \prime }+\frac{2(rM)}{\mathrm{}}f_r^{}+\left[\frac{(ma+2\lambda Mr)^2}{\mathrm{}^2}+\lambda ^2\left(1+\frac{4Mr}{\mathrm{}}\right)+\frac{s}{\mathrm{}}\right]f_r=0,$$
(56)
where $`s:=\lambda _l^m(a^2\lambda ^2)`$, having special asymptotic behaviour at the singular point $`r=r_+`$ and at $`+\mathrm{}`$. First, by defining $`\overline{f}_r:=\mathrm{}^{1/2}f_r`$ and by introducing the new independent variable $`r_{}`$

$$r_{}:=\sqrt{r(r+4M)}+2M\mathrm{ln}\left((\sqrt{r+4M}+\sqrt{r})^2/(4M)\right)$$
(57)
one gets a homegeneous first order system for $`\overline{f}_r`$ and $`d\overline{f}_r/dr_{}`$ which is equivalent to (56) and which satisfies the assumptions of Theorem 4 in the appendix. From this theorem follows the existence of linear independent continuously differentiable solutions $`(\overline{f}_{r1},d\overline{f}_{r1}/dr_{})`$ and $`(\overline{f}_{r2},d\overline{f}_{r2}/dr_{})`$ of the system along with continuously differentiable functions $`R_1`$ and $`R_2`$ such that

$`\overline{f}_{r1}(r_{})=e^{i\lambda r_{}}\left(1+R_{11}(r_{})\right),{\displaystyle \frac{d\overline{f}_{r1}}{dr_{}}}(r_{})=e^{i\lambda r_{}}\left(i\lambda +R_{12}(r_{})\right)`$
$`\overline{f}_{r2}(r_{})=e^{i\lambda r_{}}\left(1+R_{21}(r_{})\right),{\displaystyle \frac{d\overline{f}_{r2}}{dr_{}}}(r_{})=e^{i\lambda r_{}}\left(i\lambda +R_{22}(r_{})\right)`$
$`\underset{r_{}\mathrm{}}{lim}|R_1(r_{})|=\underset{r_{}\mathrm{}}{lim}|R_2(r_{})|=0.`$ (58)
In the following denote by $`f_{r1}`$, $`f_{r2}`$ the solutions of (56) corresponding to $`(\overline{f}_{r1},d\overline{f}_{r1}/dr_{})`$ and $`(\overline{f}_{r2},d\overline{f}_{r2}/dr_{})`$, respectively. Morover define

$$f_{rR}:=\{\begin{array}{cc}f_{r1}& \text{for }Im(\lambda )>0\hfill \\ f_{r2}& \text{for }Im(\lambda )<0\text{ .}\hfill \end{array}$$
(59)
Then it follows by (5) that $`\varphi f_{rR}C^2(I_r,)X_r`$ and $`D_r^2(\varphi f_{rR})X_r`$ for every $`\varphi C^2(I_r,)`$ which is identically $`0`$ for $`r<r_0`$ and identically $`1`$ for $`r>r_1`$, where $`r_0,r_1I_r`$ are such that $`r_0<r_1`$, but otherwise arbitrary. For the second step by defining $`g_1:=f_r/\mathrm{}`$ and $`g_2:=f^{}`$ one gets a homegeneous first order system for $`(g_1,g_2)`$ which is equivalent to (56) and which satisfies the assumptions of Corollary 5 in the appendix. From this corollary follows the existence of linear independent continuously differentiable solutions $`(g_{11},g_{12})`$ and $`(g_{21},g_{22})`$ of the system along with continuously differentiable functions $`R_3`$ and $`R_4`$ such that

$`g_{11}(r)=(rr_+)^{\sigma _1}[1+R_{31}(r)],g_{12}(r)=(rr_+)^{\sigma _1}[i(ma+2\lambda Mr_+)+R_{32}(r)]`$
$`g_{21}(r)=(rr_+)^{\sigma _2}[1+R_{41}(r)],g_{22}(r)=(rr_+)^{\sigma _2}[i(ma+2\lambda Mr_+)+R_{42}(r)]`$
$`\underset{r_{}r_+}{lim}|R_3(r_{})|=\underset{r_{}r_+}{lim}|R_3(r_{})|=0,`$ (60)
where

$`\sigma _1`$ $`:=`$ $`\left[\sqrt{M^2a^2}+i\left((ma/2)+\lambda Mr_+\right)\right]/\sqrt{M^2a^2}`$
$`\sigma _2`$ $`:=`$ $`\left[\sqrt{M^2a^2}i\left((ma/2)+\lambda Mr_+\right)\right]/\sqrt{M^2a^2}.`$ (61)
In the following denote by $`f_{r3}`$, $`f_{r4}`$ the solutions of (56) corresponding to $`(g_{11},g_{12})`$ and $`(g_{21},g_{22})`$, respectively. Moreover define

$$f_{rL}:=\{\begin{array}{cc}f_{r3}& \text{for }Im(\lambda )>0\hfill \\ f_{r4}& \text{for }Im(\lambda )<0\text{ .}\hfill \end{array}$$
(62)
Then it follows by (5) that $`\varphi f_{rL}C^2(I_r,)X_r`$ and $`D_r^2(\varphi f_{rL})X_r`$ for every $`\varphi C^2(I_r,)`$ which is identically $`1`$ for $`r<r_0`$ and identically $`0`$ for $`r>r_1`$, where $`r_0,r_1I_r`$ are such that $`r_0<r_1`$, but otherwise arbitrary.
In the next step we notice that $`f_{rR}`$ and $`f_{rL}`$ are linear independent, because otherwise we would get a contradiction to the assumed bijectivity of $`A+C\lambda B\lambda ^2`$. Hence the Wronski determinant $`W`$ of $`f_{rR}`$ and $`f_{rL}`$

$$W:=\mathrm{}\left(f_{rL}f_{rR}^{}f_{rL}^{}f_{rR}\right)$$
(63)
is constant and different from $`0`$. Therefore we can define

$$f_r(r):=\frac{f_{rR}(r)}{W}_{r_+}^rf_{rL}(r^{})g(r^{})𝑑r^{}\frac{f_{rL}(r)}{W}_r^{\mathrm{}}f_{rR}(r^{})g(r^{})𝑑r^{}$$
(64)
for all $`rI_r`$.
Using the foregoing results on $`f_{rL}`$ and $`f_{rR}`$ by a simple computation It follows from the foregoing results on $`f_{rL}`$ and $`f_{rR}`$ and from a simple computation that $`f_rC^2(I_r,)X_r`$, $`D_r^2f_rX_r`$ and that $`f_r`$ satiesfies (47). Finally, from the bijectivity of $`A+C\lambda B\lambda ^2`$ we conclude ((ii)).

## 6 The case of the Klein-Gordon equation

Compared to the wave equation considered in the previous Sections, the only change in this case is that the operator $`C`$ has to be substituted by $`C^{}:=C+(m_0^2/g^{00})`$, where $`m_0`$ denotes the mass of the field and $`m_0^2/g^{00}`$ is the maximal multiplication operator in $`X`$, which is defined on the whole of $`X`$ as well as bounded, since this function is easily seen to be bounded on $`\mathrm{\Omega }`$. The other objects $`X`$, $`A`$ and $`B`$ stay the same. Again it is easy to verify that $`X`$, $`A`$, $`B`$ and $`C^{}`$ satisfy Assumptions 1 and 4 of . As a consequence one has theorems analogous to Theorem 1 and Theorem 2. They imply the well-posedness of the initial value problem, i.e., the existence and uniqueness of the solution and its continuous dependence on the initial data. Further, via the analogue of Theorem 2 (ii), Theorem 7 below implies for masses satisfying (69), that the spectrum of the corresponding generator is real and that the norm of the solutions grow at most linearly in time. In particular there are no exponentially growing modes in these cases.

###### Lemma 6

Let $`B^{}`$ be a bounded linear and self-adjoint operator on X. Then $`A+B^{}`$ is identical to the Friedrichs extension of $`A_0+B^{}`$.

Proof: First, since $`B^{}`$ is bounded linear and self-adjoint on X, it follows that

$$(A_0+B^{})^{}=A_0^{}+B^{}.$$
(65)
Hence the domain of the Friedrichs extension $`(A_0+B^{})_F`$ of $`A_0+B^{}`$ is given by those elements $`f`$ from $`D(A_0^{})`$ for which there is a sequence $`f_0,f_1,\mathrm{}`$ in $`D(A_0)`$ converging to $`f`$ and such that for every $`\delta >0`$ there is a corresponding $`\nu _0`$ such that for all $`\mu ,\nu `$

$$|<f_\mu f_\nu |(A_0+B^{}+B^{})(f_\mu f_\nu )>|<\delta $$
(66)
if, both, $`\mu >\mu _0`$ and $`\nu >\nu _0`$. Since (66) implies

$$|<f_\mu f_\nu |A_0(f_\mu f_\nu )>|<\delta $$
(67)
it follows that $`f`$ is an element of $`D(A)`$, too. Further, (65) implies

$$(A_0+B^{})_Ff=(A_0+B^{})^{}f=Af+B^{}f.$$
(68)
Hence $`A+B^{}`$ is a linear self-adjoint (by the Rellich-Kato theorem, see, e.g, Theorem X.12 in Volume II of ) extension of $`(A_0+B^{})_F`$ and, finally, since $`(A_0+B^{})_F`$ is self-adjoint, $`(A_0+B^{})_F=A+B^{}`$.

###### Theorem 7

Define $`b:=ma/(Mr_+)`$ and let be

$$m_0\frac{|m|a}{2Mr_+}\sqrt{1+\frac{2M}{r_+}+\frac{a^2}{r_+^2}}.$$
(69)
Then

$$A+C+m_0^2/g^{00}+(b/2)Bb^2/4$$
(70)
is positive.

Proof: Because of the preceeding Lemma it is enough to prove that

$$<f|(A_0+C+m_0^2/g^{00}+(b/2)Bb^2/4)f>\mathrm{\hspace{0.17em}\hspace{0.17em}0}$$
(71)
for all $`fC_0^2(\mathrm{\Omega },)`$. Now let $`f`$ be such an element. Since its support $`supp(f)`$ is a compact subset of $`\mathrm{\Omega }`$ there are $`r_0>r_+`$ and $`r_1>r_0`$ such that $`supp(f)J\times (0,\pi )\mathrm{\Omega }`$, where $`J:=(r_0,r_1)`$. In a first step one gets by partial integration, Fubini’s theorem and Lemma 4 (ii)

$`<f|(A_0+C)f>`$
$`={\displaystyle _\mathrm{\Omega }}\mathrm{sin}\theta f^{}\left({\displaystyle \frac{}{r}}\mathrm{}{\displaystyle \frac{}{r}}{\displaystyle \frac{m^2a^2}{\mathrm{}}}{\displaystyle \frac{1}{\mathrm{sin}\theta }}{\displaystyle \frac{}{\theta }}\mathrm{sin}\theta {\displaystyle \frac{}{\theta }}+{\displaystyle \frac{m^2}{\mathrm{sin}^2\theta }}\right)f𝑑r𝑑\theta `$
$`={\displaystyle _0^\pi }\left[{\displaystyle _{r_0}^{r_1}}f_\theta ^{}\left({\displaystyle \frac{d}{dr}}\mathrm{}{\displaystyle \frac{d}{dr}}{\displaystyle \frac{m^2a^2}{\mathrm{}}}\right)f_\theta 𝑑r\right]\mathrm{sin}\theta d\theta `$
$`+{\displaystyle _{r_0}^{r_1}}\left[{\displaystyle _0^\pi }\mathrm{sin}\theta f_r^{}\left({\displaystyle \frac{1}{\mathrm{sin}\theta }}{\displaystyle \frac{d}{d\theta }}\mathrm{sin}\theta {\displaystyle \frac{d}{d\theta }}+{\displaystyle \frac{m^2}{\mathrm{sin}^2\theta }}\right)f_r𝑑\theta \right]𝑑r`$
$`{\displaystyle _0^\pi }\left[{\displaystyle _{r_0}^{r_1}}f_\theta ^{}\left(|m|(|m|+1){\displaystyle \frac{m^2a^2}{\mathrm{}}}\right)f_\theta 𝑑r\right]\mathrm{sin}\theta d\theta .`$
Further using

$`<f|f/g^{00}>`$ $``$ $`{\displaystyle _0^\pi }\left[{\displaystyle _{r_0}^{r_1}}r^2|f_\theta |^2𝑑r\right]\mathrm{sin}\theta d\theta ,`$ (72)
$`<f|Bf>`$ $`=`$ $`4mMa{\displaystyle _0^\pi }\left[{\displaystyle _{r_0}^{r_1}}{\displaystyle \frac{r}{\mathrm{}}}|f_\theta |^2𝑑r\right]\mathrm{sin}\theta d\theta `$ (73)
$`<f|f>`$ $``$ $`{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{(r^2+a^2)^2}{\mathrm{}}}\mathrm{sin}\theta |f|^2drd\theta `$ (74)
we get

$`<f|\left(A_0+C+m_0^2/g^{00}+(b/2)Bb^2/4\right)f>`$
$`{\displaystyle _0^\pi }[{\displaystyle _{r_0}^{r_1}}f_\theta ^{}(|m|(|m|+1){\displaystyle \frac{m^2a^2}{r_+^2}}{\displaystyle \frac{rr_+}{rr_{}}}+m_0^2r^2`$
$`{\displaystyle \frac{m^2a^2}{4M^2r_+^2}}(r^2+2Mr+a^2))f_\theta dr]\mathrm{sin}\theta d\theta `$
$`{\displaystyle _0^\pi }[{\displaystyle _{r_0}^{r_1}}f_\theta ^{}(|m|+m^2(1{\displaystyle \frac{a^2}{r_+^2}})`$ (75)
$`+{\displaystyle \frac{m^2a^2}{4M^2r_+}}[(r_+^2+2Mr_++a^2)r^2r_+^2(r^2+2Mr+a^2)])f_\theta dr]\mathrm{sin}\theta d\theta 0.`$
Hence it follows the positivity of $`A_0+C+m_0^2/g^{00}+(b/2)Bb^2/4`$.

## 7 Discussion

The reduced (in the angular coordinate $`\phi `$) wave equation and Klein-Gordon equation were considered on a Kerr background and in the framework of $`C^0`$-semigroup theory. Each equation was shown to have a well-posed initial value problem, i.e., to have a unique solution depending continuously on the data. Further, it was proved that the spectrum of the semigroup’s generator coincides with the spectrum of an operator polynomial whose coefficients can be read off from the equation. In this way the problem of deciding stability is reduced to a spectral problem. In addition a mathematical basis is provided for mode considerations. 555To give an example for this claim, say, we would be able to show that the unstable spectrum of $`G`$ consists of discrete eigenvalues and that the corresponding eigenstates seperate in the way assumed by Whiting. Then, via the results of this paper, Whiting’s result  on the absence of exponentially growing modes would imply the stability of the solutions of the wave equation. For the wave equation it was shown that the resolvent of the semigroup’s generator and the corresponding Green’s functions can be computed using spheroidal functions. It is to be expected that, analogous to the case of a Schwarzschild background, the quasinormal frequencies of the Kerr black hole appear as resonances, i.e., poles of the analytic continuation of this resolvent. Finally, stability of the background with respect to reduced massive perturbations was proved for masses exceeding a given bound (see (69)).
It is interesting to compare the last result to earlier results of Detweiler in , Damour, Deruelle, Ruffini in  and Zouros, Eardley in . These make the existence of exponentially growing modes for the massive Klein-Gordon equation very plausible. They found approximate unstable modes in the superradient regime, i.e., with frequencies $`\omega `$ satisfying $`Re(\omega )<ma/(2Mr_+)`$. These modes become stable when this condition is violated. The approximations made in these papers lead to further restrictions. It turns out that the assumption of, both, these restrictions and the bound (69) derived here is incompatible with the assumption of superradience. Hence the stability result here does not contradict the results in these papers, but is complementary instead. 666The author is very grateful to J. L. Friedman for directing his attention to this fact. Moreover it suggests that the negation of an inequality of the form of (69) (or some equivalent form) is the superradient condition. For this it should be noted that with some effort and along the lines of this paper it may be possible to improve (69), i.e., to decrease the bound. For this the Poincare-Sobolev inequalities mentioned at the end of Section 3 should be helpful.
Acknowledgements. The author is grateful to B. G. Schmidt for pointing his attention to the problem of defining the quasi-normal frequencies of the Kerr black hole as resonances and to J. L. Friedman, B. G. Schmidt and B. F. Whiting for valuable discussions.

## 8 Appendix

The following theorem used in Section 5 was first proved by Dunkel in  (compare also ).

###### Theorem 8

Let $`n\{0\}`$, $`a`$, $`I:=[a,\mathrm{})`$ and $`I_0:=(a,\mathrm{})`$. In addition let $`A_0`$ be a diagonalizable complex $`n\times n`$ matrix and $`e_1^{},\mathrm{},e_n^{}`$ be a basis of $`^n`$ consisting of eigenvectors of $`A_0`$. Further, for each $`j\{1,\mathrm{},n\}`$ let $`\lambda _j`$ be the eigenvalue corresponding to $`e_j^{}`$ and $`P_j`$ be the matrix representing the projection of $`^n`$ onto $`.e_j^{}`$ with respect to the canonical basis of $`^n`$. Finally, let $`A_1`$ be a continuous map from $`I`$ into the complex $`n\times n`$ matrices $`M(n\times n,)`$ such that $`A_{1jk}`$ is Lebesgue integrable for each $`j,k1,\mathrm{},n`$.
Then there is a $`C^1`$ map $`R:I_0M(n\times n,)`$ with $`lim_t\mathrm{}R_{jk}(t)=0`$ for each $`j,k1,\mathrm{},n`$ and such that $`u:I_0M(n\times n,)`$ defined by

$$u(t):=\underset{j=1}{\overset{n}{}}exp(\lambda _jt)(E+R(t))P_j$$
(76)
for all $`tI_0`$ (where $`E`$ is the $`n\times n`$ unit matrix), maps into the invertible $`n\times n`$ matrices and satisfies

$$u^{}(t)=\left(A_0+A_1(t)\right)u(t)$$
(77)
for all $`tI_0`$.

This theorem has the following

###### Corollary 9

Let $`n\{0\}`$; $`a,t_0`$ with $`a<t_0`$; $`\mu `$; $`\alpha _\mu :=1`$ for $`\mu =0`$ and $`\alpha _\mu :=\mu `$ for $`\mu 0`$. In addition let $`A_0`$ be a diagonalizable complex $`n\times n`$ matrix and $`e_1^{},\mathrm{},e_n^{}`$ be a basis of $`^n`$ consisting of eigenvectors of $`A_0`$. Further, for each $`j\{1,\mathrm{},n\}`$ let $`\lambda _j`$ be the eigenvalue corresponding to $`e_j^{}`$ and $`P_j`$ be the matrix representing the projection of $`^n`$ onto $`.e_j^{}`$ with respect to the canonical basis of $`^n`$. Finally, let $`A_1`$ be a continuous map from $`(a,t_0)`$ into the complex $`n\times n`$ matrices $`M(n\times n,)`$ for which there is a number $`c(a,t_0)`$ such that the restriction of $`A_{1jk}`$ to $`[c,t_0)`$ is Lebesgue integrable for each $`j,k1,\mathrm{},n`$.
Then there is a $`C^1`$ map $`R:(a,t_0)M(n\times n,)`$ with $`lim_{t0}R_{jk}(t)=0`$ for each $`j,k1,\mathrm{},n`$ and such that $`u:(a,t_0)M(n\times n,)`$ defined by

$`u(t):=`$ (78)
$`\{\begin{array}{cc}_{j=1}^n(t_0t)^{\lambda _j}(E+R(t))P_j\text{for }\mu =0\hfill & \\ _{j=1}^nexp(\lambda _j(t_0t)^\mu )(E+R(t))P_j\text{for }\mu 0\text{ }\hfill & \end{array}`$ (81)
for all $`t(a,t_0)`$ (where $`E`$ is the $`n\times n`$ unit matrix), maps into the invertible $`n\times n`$ matrices and satisfies

$$u^{}(t)=\left(\frac{\alpha _\mu }{(t_0t)^{\mu +1}}A_0+A_1(t)\right)u(t)$$
(82)
for each $`t(a,t_0)`$.


text:
# Ground state fluctuations in finite Fermi and Bose systems

## I Introduction

The traditional approach to determining the number fluctuations in a given quantum state relies on the statistical description of the system based on the grand canonical ensemble (GCE). For bosons, if $`<N_i>`$ is the average occupancy of a single orbital $`i`$, then the mean-square fluctuation in GCE is given by  $`<(\mathrm{\Delta }N_i)^2>=<N_i>(1+<N_i>)`$. As the temperature $`T0`$ for the boson system, however, there is macroscopic occupancy in the ground state, with the result that the relative fluctuation $`<(\mathrm{\Delta }N_0)^2>^{1/2}/N1`$. This is clearly absurd, since at $`T=0`$, none of the bosons (in the noninteracting case) should be in the excited orbitals, so the fluctuation should vanish. This problem, first discussed by Fujiwara et al. , is of topical interest with the discovery of Bose-Einstein condensation in a dilute gas of alkali atoms confined in a trap . The problem of number fluctuation from the ground state of a system of confined fermions is also of interest due to the recent developments in the field of quantum dots. The fluctuation in Bose-Einstein systems has been addressed in a series of papers both in micro-canonical and canonical ensemble framework. A clear and unambiguous definition of the fluctuation has been given for calculating the ground state occupation number fluctuation by Grossman and Holthaus through the ”microcanonical entropy” of an N-particle Bose system. Detailed comparisons between the two methods for noninteracting bosons in a harmonic trap have been made by Holthaus and Kalinowski , where analytical expressions for the two are also given using a modified saddle-point approximation.

Our focus in this paper is on the exact calculation of the ground state fluctuation for a small number of fermions confined in a trap. For comparison, the corresponding calculations are also done for bosons. To this end, a combinatorial method based on microcanonical counting is developed in sect.(II), and calculations are made for particles in one and two-dimensional harmonic traps. These exact results are then compared with the corresponding canonical ensemble calculations. The two methods yield substantially different, though qualitatively similar results. As explained later, we expect this deficiency of the canonical ensemble averaging method to persist for fermions at low excitation, even when the fermion number in the trap is large. In sect.(III) we show that even though the canonical entropies for noninteracting bosons and fermions in a one-dimensional harmonic trap are identical, the number fluctuations in the ground state are vastly different. The numerical results are discussed in sect.(IV).

## II Fluctuations in the independent particle model

We assume an independent particle model where the one particle partition function is given analytically, or may be computed. We first give the well-known recipe of calculating the $`N`$\- particle quantum canonical partition system from this. At zero temperature all the particles are in the ground state. At a finite temperature, however, the excitation energy may be shared in many different ways amongst the particles, with the result that the population in the original ground state is not fixed, although the total number, $`N`$, is still the same. Our objective here is to define and calculate this fluctuation in the ground state occupation as a function of excitation energy or, equivalently, temperature.

The canonical partition function for bosons and fermions in any space dimension may be written as

$$Z_N^{B,F}=(\pm )^N\underset{n_1,n_2,\mathrm{},n_N}{}\underset{j=1}{\overset{N}{}}\frac{[\pm Z_1(j\beta )/j]^{n_j}}{n_j!},$$
(1)
where $`Z_1(\beta )`$ is the single particle partition function, $`\beta `$ is the inverse temperature and the upper and lower signs refer to bosons and fermions respectively. The sum over the set of integers $`n_i`$ is constrained by the relation

$$\underset{j=1}{\overset{N}{}}jn_j=N.$$
(2)
The above formula allows us to write a general recursion relationship for the canonical partition function

$$Z_N^{B,F}=\frac{1}{N}\underset{n=1}{\overset{N}{}}(\pm )^{n+1}Z_1(n\beta )Z_{Nn}^{B,F}(\beta )$$
(3)
for bosons $`(+)`$ and fermions $`()`$. We note that in the above recursion relation $`Z_0`$ is formally taken to be unity for consistency.

In order to perform explicit calculations, we specialise to the case of a harmonic oscillator in d-dimensions. The single particle partition function is given by,

$$Z_1(\beta )=[\frac{x^{1/2}}{(1x)}]^d$$
(4)
where

$$x=exp(\beta \mathrm{}\omega ).$$
(5)
The canonical partition function for a system with $`N`$ particles is then computed using Eq.(1) and is given by

$$Z_N=x^{Nd/2}P_N(x)\underset{j=1}{\overset{N}{}}\frac{1}{(1x^j)^d},$$
(6)
where $`P_N(x)`$ is a polynomial in x which depends on the dimension and the statistics of the system. We shall use the notation $`P_N(x)=B_N(x)`$ and $`P_N(x)=F_N(x)`$ for bosons and Fermions where necessary. The polynomial may be calculated using the recursion relation in Eq.(3)

$$P_N(x)=\frac{1}{N}\underset{n=1}{\overset{N}{}}(\pm )^{n+1}\frac{_{j=Nn+1}^N(1x^j)^d}{(1x^n)^d}P_{Nn}(x).$$
(7)
The recursion relation above should be used with the condition $`P_0(x)=1`$ for both bosons and fermions. We further note that in one-dimension $`B_N(x)=1`$ for bosons and $`F_N(x)=x^{N(N1)/2}`$ for fermions. They are however more complicated in higher dimensions .

### A Fluctuations from Microcanonical Counting

We first define the fluctuation in particle number from the ground state at a given excitation energy through a set of counting rules. Again we first write down the general formulae for a given a set of discrete energy levels, and then specialize to the harmonic trap. The single particle partition function may be written as

$$Z_1(\beta )=x^{ϵ_0}\underset{j=1}{\overset{\mathrm{}}{}}x^{ϵ_j},$$
(8)
where $`x=e^\beta `$ and $`ϵ_j,j=0,..,\mathrm{}`$ are the single particle energies. It is understood that $`\beta `$ in the exponent defining $`x`$ has been multiplied by a characteristic energy scale of the system, and similarly $`ϵ_j`$ has been divided by the same, which we put to unity for convenience. For the harmonic oscillator, this energy scale is $`\mathrm{}\omega `$, and $`x`$ is given by Eq.(5). Substituting this into Eq.(1), and expressing $`Z_N`$ in a power series in $`x`$, we obtain

$$Z_N=x^{E_0}\underset{k=1}{\overset{\mathrm{}}{}}\mathrm{\Omega }(E_k^{(ex)},N)x^{E_k^{(ex)}},$$
(9)
where the $`N`$-particle eigen-energies $`E_k=E_0+E_k^{(ex)}`$ form an ordered set, with $`E_0`$ and $`E_k^{(ex)}`$ denoting the ground state energy and the excitation energy with respect to the ground state respectively. The expansion coefficient $`\mathrm{\Omega }(E_k^{(ex)},N)`$ denotes the number of possible ways of distributing the excitation energy $`E_k^{(ex)}`$ in utmost N particles.

Furthermore we may write $`\mathrm{\Omega }(E_k^{(ex)},N)`$ as

$$\mathrm{\Omega }(E_k^{(ex)},N)=\underset{N_{ex}=1}{\overset{N}{}}\omega (E_k^{(ex)},N_{ex},N)$$
(10)
where $`\omega (E_k^{(ex)},N_{ex},N)`$ denotes the number of possible ways of distributing the excitation energy $`E_k^{(ex)}`$ amongst exactly $`N_{ex}`$ particles. Hence the probability of exciting exactly $`N_{ex}`$ particles from an $`N`$-particle system at an excitation energy $`E_k^{(ex)}`$ is given by

$$p(E_k^{(ex)},N_{ex},N)=\frac{\omega (E_k^{(ex)},N_{ex},N).}{\mathrm{\Omega }(E_k^{(ex)},N)},N_{ex}=0,\mathrm{},N.$$
(11)
By definition this probability is properly normalised. Further the probability has the following properties:

$`p(0,N_{ex},N)`$ $`=`$ $`\delta _{0N_{ex}},`$ (12)
$`p(E_k^{(ex)},N_{ex},N)`$ $`=`$ $`0N_{ex}>N.`$ (13)
The number fluctuation in the ground state of the system may now be defined in terms of the moments of the probability distribution given above. We first define the moments:

$`<N_{ex}>`$ $`=`$ $`{\displaystyle \underset{N_{ex}=1}{\overset{N}{}}}N_{ex}p(E_k^{(ex)},N_{ex},N),`$ (14)
$`<N_{ex}^2>`$ $`=`$ $`{\displaystyle \underset{N_{ex}=1}{\overset{N}{}}}N_{ex}^2p(E_k^{(ex)},N_{ex},N),`$ (15)
and the number fluctuation from the ground state is given by,

$`\delta N_0^2`$ $`=`$ $`<N_{ex}^2><N_{ex}>^2,`$ (16)
$`=`$ $`<N_0^2><N_0>^2,`$ (17)
since $`<N_0>+<N_{ex}>=N`$.

Few remarks are in order here: The above definitions apply equally well to bosonic and fermionic systems. The fluctuation in the number of particles from the ground state is expressed here as a function of the excitation energy with respect to the ground state. In the case of bosons this is just the fluctuation from the lowest energy single-particle state, where as for fermions it is the number fluctuation across the (zero temperature) Fermi energy. Formally the above expressions complete the necessary basic definitions for further analysis. In actual practice the counting of the number of possibilities to which a system may be excited is non-trivial. In the following, we give an example of bosons and fermions in a harmonic oscillator potential for the explicit calculation of $`\omega (E_k^{(ex)},N_{ex},N)`$. Henceforth, we consider the excitation energy from the ground state to be $`n\mathrm{}\omega `$, and denote the corresponding microcanonical multiplicity to be $`\omega (n,N_{ex},N)`$.

(a) Bosons in a $`d`$-dimensional harmonic oscillator.
In the case of a harmonic oscillator trap, all the single particle energy levels in a given shell have the same energy. The shell may be characterised by the index $`k`$ with energy $`(k1+d/2)\mathrm{}\omega ,k=1,2,..\mathrm{}`$, and degeneracy $`g_k`$. When the excitation energy is zero (equivalently at zero temperature) all the $`N`$ particles are in the ground state. Now consider exciting $`N_{ex}`$ particles from this ground state that share $`n`$ quanta of energy. Let there be $`m_1`$ bosons with 1 quantum of excitation energy, $`m_2`$ bosons with 2 quanta of excitation, and so on. We then have

$$n=m_1+2m_2+\mathrm{}+(n+1N_{ex})m_{N_{ex}}$$

and

$$N_{ex}=m_1+m_2+\mathrm{}+m_{N_{ex}}.$$

This is just a way of partitioning an integer $`n`$ into exactly $`N_{ex}`$ partitions with $`m_i`$ denoting the number of times an integer $`i`$ appears in a partition ( it is taken to be zero if some integer between 1 and $`n+1N_{ex}`$ does not appear in the partition). All the $`m_i`$ bosons occupy the state $`i+1`$, since $`i=1`$ is the ground state. The number of ways these $`m_i`$ bosons are distributed in the state $`i+1`$ is given by the counting rule

$${}_{}{}^{(g_{i+1}+m_i1)}C_{m_i}^{}.$$
(18)
The set $`\{m_i\}`$ denotes the set of all partitions of n for a given $`N_{ex}`$. The microcanonical distribution $`\omega `$ is then given by

$$\omega (n,N_{ex},N)=\underset{\{m_k\}}{}\underset{k=1}{\overset{N_{ex}}{}}{}_{}{}^{(g_{k+1}+m_k1)}C_{m_k}^{}.$$
(19)
The formula for $`\omega `$ is especially simple in one dimension since there is no degeneracy, $`g_k=1`$ for all $`k`$. We have,

$$\omega (n,N_{ex},N)=\underset{\{m_k\}}{}1,$$
(20)
and the number of possibilities are determined by the number of ways an integer $`n`$ can be partitioned into $`N_{ex}`$ integers, that is the number of ways we can write,

$$n=n_1+n_2+n_3+\mathrm{}+n_{N_{ex}},n_1n_2\mathrm{}n_{N_{ex}}.$$

Once the $`\omega `$’s are known the probability distribution may be calculated using the Eq.(11) and hence the fluctuations as a function of the excitation energy. In order to express this as a function of temperature, one may use the relation between excitation energy above the ground state and the temperature to be discussed presently (see Eq.(24). We, however, prefer to present all results as a function of the excitation energy only. Since $`N_{ex}N`$ always, we can give an alternative expression for $`\omega `$ as

$$\omega (n,N_{ex},N)=\mathrm{\Omega }(n,N_{ex})\mathrm{\Omega }(n,N_{ex}1).$$
(21)
While this allows an alternative and probably a simpler way of calculating probability distribution, it is valid only for bosons (see the discussion following Eq.(25) given later).

(b) Fermions in a harmonic-oscillator (closed shell).
For simplicity, the fermions are taken to be spinless, and filling an integral number of shells in the ground state. The determination of microcanonical distribution $`\omega (n,N_{ex},N)`$ is more involved than in the case of bosons. The combinatoric rules depend on the space dimension. Using the same notation for the harmonic oscillator single particle energies in a given shell, we calculate the number of possibilities by which $`N_{ex}`$ particles can be excited from the ground state. Note that removing $`N_{ex}`$ fermions from the ground state leaves as many holes in ground state. As a result the $`\omega `$ depends not only on the distribution of fermions in the excited states (as in the case of bosons), but also on how the holes are distributed in the ground state. For simplicity we choose a completely closed shell system, the rules may be appropriately modified for open shells. We assume that N-fermions form a closed-shell system at $`T=0`$ with shells up to $`k`$ (corresponding to fermi energy $`E_F=(k1+d/2)\mathrm{}\omega `$) filled. Thus $`N_{ex}`$ holes are distributed in states from $`i=1`$ up to $`i=k`$. Let $`h_i`$ denote the number of holes in the state $`i`$ such that

$$N_{ex}=h_1+h_2+\mathrm{}+h_k.$$

The number of ways $`h_i`$ holes may be created in the $`i`$th state is given by $`{}_{}{}^{g_i}C_{h_i}^{}`$. Hence the number of ways in which $`N_{ex}`$ holes may be created in the ground state is given by the product over the number of ways in which the holes may be distributed in the $`k`$ orbitals, i.e.,

$$\underset{j=1}{\overset{k}{}}{}_{}{}^{(g_j)}C_{h_j}^{}.$$

Now consider exciting $`N_{ex}`$ particles from this ground state sharing $`n`$ quanta of energy. An allowed configuration is one in which each and every one of these $`N_{ex}`$ particles is found in states above the fermi energy, with the shell indices ranging from $`(k+1)`$ up to $`(k+n)`$, such that their excitation energies add up to yield the total $`E_{ex}`$. This complicates the counting rules for fermions as compared to bosons. We shall denote the occupancy of orbitals for the excited particles by $`m_i`$, where $`i=k+1,\mathrm{},k+n`$. The number of ways the $`m_i`$ femions are distributed in the state $`k+i`$ is then given by the counting rule

$${}_{}{}^{(g_{k+i})}C_{m_i}^{}.$$

The microcanonical distribution $`\omega `$ is then given by

$$\omega (n,N_{ex},N)=\underset{\{m_i\}}{}\underset{\{h_j\}}{}\underset{j=1}{\overset{k}{}}{}_{}{}^{(g_j)}C_{h_j}^{}\underset{i=k+1}{\overset{k+n}{}}{}_{}{}^{(g_{k+i})}C_{m_i}^{},$$
(22)
where $`N_{ex}=_im_i`$, and the microcanonical multiplicity $`\omega `$ is obtained by summing over all the allowed possibilities such that the sum total of the excited quanta is exactly $`n`$. Once the $`\omega `$’s are known the probability distribution may be calculated using the Eq.(11) and hence the fluctuation as a function of the excitation energy.

We compare these results with the fluctuations obtained by the canonical ensemble averaging method of Parvan et al.  as detailed below. It is our objective to see how close are the results for the ground state fluctuations calculated by the two methods.

### B Fluctuations from canonical ensemble averaging

In statistical thermodynamics, a macro-state at a given energy may be built up by many combinatorial ways from the micro-states, and this is denoted by the term multiplicity of the macro-state. As we saw in the preceding sect.(II A), the multiplicity $`\mathrm{\Omega }(E_k^{ex},N)`$ was defined by Eq.(10) through this counting method. In the canonical ensemble, we may alternately define

$$\mathrm{\Omega }(T,N)=\mathrm{exp}[S(T,N)]=\mathrm{exp}[(UF)/T]=x^UZ_N(x).$$
(23)
In the above, the internal energy $`U(T)`$ is determined as usual from the canonical partition function, and excitation energy at any temperature is given by

$$E^{(ex)}=U(T)U(0).$$
(24)
We may therefore compare the calculated quantities from the canonical and the microcanonical ensembles as a function of the excitation energy.

Comparing $`\mathrm{\Omega }(T,N)`$ given by Eq.(23) from the canonical ensemble with the series (9), we see that it is as if only one term from this series is picked in the ensemble averaging. This is realized for a large number of particles, since the multiplicity $`\mathrm{\Omega }(E_k^{ex},N)`$ increases rapidly with the excitation energy, where as the factor $`x^{E_k}`$ decreases exponentially. In this paper, we focus on systems where $`N`$ is not large, specially for fermions. It is therefore interesting to examine the differences in the results of the calculation made by the two methods.

Once the multiplicity $`\mathrm{\Omega }`$ is obtained, the fluctuations may be defined through a temperature dependent probability distribution,

$$p(T,N_{ex},N)=\frac{\mathrm{\Omega }(T,N_{ex})\mathrm{\Omega }(T,N_{ex}1)}{\mathrm{\Omega }(T,N)},N_x=0,\mathrm{},N.$$
(25)
Note that $`\mathrm{\Omega }(T,N_{ex})`$ is determined by the canonical partition function of $`N_{ex}`$ particles by replacing $`N`$ by $`N_{ex}`$ in Eq.(23). For bosons, the ground state of every such system consists of a single level, and the definition given by Eq.(25) is correct. For fermions, however, the Fermi energy of a system defined by $`N_{ex}`$ particles is less than the Fermi energy of the full system with $`N`$ particles. The fluctuations are defined with respect to the ground state with the Fermi energy corresponding to the full system. Therefore Eq.(25) cannot be applied to fermions. A consistent definition of ground state fluctuations applicable to both fermions and bosons, and which coincides for the bosonic calculation with the probability definition (25), may however be given by the ensemble averaging method . We summarise the method below.

The canonical partition function in Eq.(9) may be written in the occupation number representation as

$$Z_N=\underset{\{n_k\}}{}\underset{k}{}x^{ϵ_kn_k},$$
(26)
where we have used the fact that the energy of the $`N`$\- particle system for a given set of occupancies $`\{n_k\}`$ is given by $`E=_kϵ_kn_k`$. The occupancy $`n_k=0,1`$ for fermions and may take any value up to $`N`$ for bosons. At finite temperatures, using the recursion relation in Eq.(3), and some nontrivial algebra, the ensemble-averaged moments of the occupancy $`n_k`$ may be written as

$`<n_k>`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(\pm )^{j+1}x^{jϵ_k}Z_{Nj},`$ (27)
$`<n_k^2>`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(\pm )^{j+1}jx^{jϵ_k}Z_{Nj}`$ (28)
$`+`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{i=1}{\overset{Nj}{}}}(\pm )^{i+j}x^{(i+j)ϵ_k}Z_{Nij},`$ (29)
where the upper and lower signs refer to bosons and fermions respectively.

The ground state fluctuation is now given by,

$$\delta N_0^2=\underset{k}{}(<n_k^2><n_k>^2).$$
(30)
The sum runs through all the allowed $`k`$ values in the ground state defined at zero temperature. Note that the moments of occupancy are defined without any reference to the ground state. The fluctuation is then obtained by summing over the single particle states occupied at zero temperature. In the counting method as outlined earlier, the fluctuations necessarily refer to the ground state.

Applying the above equations to a system of bosons in a harmonic trap, we get

$`<n_0>`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}x^{jd/2}Z_{Nj},`$ (31)
$`<n_0^2>`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(2j1)x^{jd/2}Z_{Nj}.`$ (32)
The ground state fluctuation is given by Eq.(30),

$$\delta N_0^2=(<n_0^2><n_0>^2).$$
(33)
Similarly, the thermodynamic expression for the ground state fluctuations for the fermionic system in a harmonic oscillator is obtained from Eq.(27) and Eq.(29):

$`<n_s>`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(1)^{j+1}g_sx^{j(s1+d/2)}Z_{Nj},`$ (34)
$`<n_s^2>`$ $`=`$ $`{\displaystyle \frac{1}{Z_N}}{\displaystyle \underset{j=1}{\overset{N}{}}}(1)^{j+1}(jg_s(j1)g_s^2)x^{j(s1+d/2)}Z_{Nj},`$ (35)
where $`g_s`$ refers to the degeneracy factor of the the state $`s`$. For the N-fermion system that forms a closed shell system at $`T=0`$ with filled shells up to $`k`$, with Fermi energy $`E_F=(k1+d/2)\mathrm{}\omega `$, the ground state fluctuation is given by Eq.(30):

$$\delta N_0^2=\underset{s=1}{\overset{k}{}}(<n_s^2><n_s>^2).$$
(36)
Before using these formulae for the calculation of ground state occupancy and fluctuations, we discuss below the specially interesting case of the one-dimensional harmonic confinement where the canonical and the microcanonical ensembles yield vastly different results.

## III  Fluctuations in a one-dimensional harmonic trap

The one-dimensional Harmonic trap is specially interesting because even though the canonical entropies for bosons and fermions are identical, the number fluctuations from the ground state are very different. This may be seen by writing the canonical $`N`$-particle partition function as

$$Z_N=x^{gN(N1)/2+N/2}\underset{j=1}{\overset{N}{}}\frac{1}{(1x^j)},$$
(37)
with $`g=0`$ for bosons, and $`g=1`$ for fermions. Actually, for other positive values of $`g`$, the above form is the exact partition function for the so-called Calogero-Sutherland model , where the $`N`$ particles interact pair-wise by a potential $`\frac{\mathrm{}^2}{m}_{i<j}^N(x_ix_j)^2`$. For bosons, the dimensionless parameter $`g`$ is in the range $`0g1/2`$, while for fermions $`g>1/2`$. The special values $`g=1(0)`$ give noninteracting fermions (bosons). The effect of interaction has only been to shift the energy of every state by the same amount, which is absorbed in the prefactor. It follows from Eqs.(9,37) that we may write

$$Z_N=x^{gN(N1)/2+N/2}\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{\Omega }(n,N)x^n,$$
(38)
and that $`\mathrm{\Omega }(n,N)`$ is independent of the parameter $`g`$, and is the same for bosons and fermions. Since it is the logarithm of $`\mathrm{\Omega }(n,N)`$ that determines the canonical entropy of the system at an excitation energy of $`n`$ quanta, it follows that the entropy is independent of $`g`$. The same result is true if one calculates the ensemble averaged entropy at a given temperature. This may be easily verified by using the relation $`F=\mathrm{ln}Z_N/\beta `$ for the free energy, and then calculating the entropy $`S=\frac{F}{T}`$.

For the microcanonical calculation of the fluctuation, we need to calculate the microcanonical multiplicity $`\omega (n,N_{ex},N)`$, which is the number of ways of distributing the $`n`$ excitation quanta amongst exactly $`N_{ex}`$ particles. Although the relation

$$\mathrm{\Omega }(n,N)=\underset{N_{ex}=1}{\overset{N}{}}\omega (n,N_{ex},N)$$
(39)
is obeyed both by fermions and bosons, and the LHS of the above equation is the same for both, the microcanonical counting of $`\omega `$’s are very different for the two cases. In the appendix, this is illustrated explicitly for $`N=3`$. Thus the fluctuations for the bosonic and fermionic cases differ substantially when the exact counting method is used. As is to be expected, the fermionic fluctuation is considerably suppressed compared to the bosonic system. The same qualitative conclusion may also be reached by using Eqs.(32, 35) based on canonical ensemble averaging rather than exact counting. In the next section, we display these results, as well as the results for the two-dimensional harmonic oscillator.

## IV  Results and Discussion

In Fig.(1), we display (a) the ground state occupancy $`<N_0>`$ and (b) the relative fluctuation $`<\delta N_0>/N`$ for $`N=15`$ noninteracting particles in a one-dimensional harmonic oscillator potential. The canonical and the exact microcanonical results are compared as a function of the excitation energy. The canonical method gives results in close agreement with counting for the ground state occupancy $`<N_0>`$, but overestimates the relative fluctuation substantially. In one dimension, the number of microcanonical possibilities $`\omega (n,N_{ex},N)`$ is very restricted at low excitations due to the non- degeneracy in the single-particle energy levels and the Pauli exclusion principle. This results in (i)$`<N_0>`$ for fermions getting depleted more slowly than bosons, and (ii) reduced fluctuation. In Fig.(2), the same quantities are displayed for particles in a two-dimensional harmonic oscillator potential. It is well known from previous work that there is a peak in the relative fluctuation somewhat below the critical temperature for bosons. For fermions, such peaking is absent, specially in the exact calculation. We thus see that the presence or absence of a peak in the number fluctuation of the ground state may signal phase transition, or its absence.

The microcanonical method of exact counting for fermions is computationally very time-consuming because, unlike bosons, Eq.(25) cannot be used. We have therefore restricted the fermionic calculations to only up to $`N=15`$ particles. As we see from Figs (1-2), there is considerable difference in the results for the relative fluctuations for small particle numbers. For fermions, we expect this difference to persist at low excitations even when $`N`$ is large. This is because at low excitations, only a small fraction of the fermions near the Fermi sea can be excited, so the effective number of fermions contributing to the number fluctuation remains small even when the system is large. For bosons, there is no difficulty in performing the microcanonical calculation for a large number of particles. In Fig.(3), we show the bosonic occupancy and the relative fluctuation as a function of the number of excitation quanta for $`N=100`$. We note that the occupancy $`<N_0>`$ from the canonical and exact microcanonical methods is practically identical, although the ground state fluctuation continue to differ.

We have made the comparison between the microcanonical and canonical results as functions of the excitation energy, rather than temperature. In the microcanonical method, the counting of the possibilities is done for a given excitation energy, the latter being the natural variable. In the canonical formalism, of course, a mapping from the excitation energy to temperature can be done using Eq.(24). We may also note that starting from the canonical Eq.(23) and using Eq.(25) for bosons, one can obtain the analytical expression for the low temperature dependence of the fluctuation, as, for example, given by Eq.(14) of . It remains a challenging problem to obtain similar microcanonical relations for fermions.

This research was supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada. M.T. would like to acknowledge receiving an NSERC post-graduate scholarship, and M.V.N.M. enjoyed the hospitality of the department of Physics and Astronomy of Mcmaster University, where the work was done.

## V Appendix

Calculation of $`\omega (n,N_{ex},N)`$ in one-dimensional harmonic oscillator.
(a) Bosons
For illustration, in Table 1, we display the simple case of $`N=3`$ bosons, with the the number of excitation quanta $`n7`$. Since there is no degeneracy, the combinatorial factor given by (18) is unity. Therefore $`\omega (n,N_{ex},N)`$ in this case is just the number of distinct ways in which the integer $`n`$ may be partitioned amongst exactly $`N_{ex}`$ identical bosons $`(N_{ex}3)`$. In Table 1, $`n`$ increases from left to right, and increasing values of $`N_{ex}`$ are tabulated in a vertical column. The integer in each box is the corresponding $`\omega (n,N_{ex},N)`$, with the distinct partitions of $`n`$ listed in brackets below it. For example, in the box under $`(n=4,N_{ex}=2)`$, we see that $`\omega (4,2,3)=2`$, and the two distinct partitions of $`4`$ are $`(3+1)`$ and $`(2+2)`$. In the last row is listed $`\mathrm{\Omega }(n,N)`$, that is obtained by adding the $`\omega (n,N_{ex},N)`$’s in each vertical column. Note that these check with the coefficients in the expansion of the $`3`$-boson canonical partition function :

$$Z_3=1+x+2x^2+3x^3+4x^4+5x^5+7x^6+8x^7+\mathrm{}.$$

(b) Fermions
Same as for bosons, except that two more vertical columns have been added under the headings $`L_1`$ and $`n_{min}`$. For three spinless fermions, the lowest three energy levels $`(1,2,3)`$ (in increasing order of energy) are occupied at $`T=0`$. The column under $`L_1`$ lists the possible configuration of holes in these levels for an excitation energy of $`nn_{min}`$ quanta, the latter being listed in the adjacent column. For example, for $`N_{ex}=2`$, $`(3_12_1)`$ under the column $`L_1`$ denotes a two-hole configuration, with one hole in level $`3`$, and another in level $`2`$. The minimum energy required for this is $`n_{min}=4`$ in units of $`\mathrm{}\omega `$.