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# Optical Spectroscopy of GX 339-4 during the High-Soft and Low-Hard States II: Line Ionisation and Emission Region

## 1 Introduction

GX 339$``$4 is an X-ray transient (Markert et al. 1973; Harmon et al. 1994), and is classified as a black hole candidate (BHC) because of its short-term X-ray and optical variability (Makishima et al. 1986), its transitions between high-soft and low-hard X-ray spectral states (Markert et al. 1973), and the extended high-energy power-law tail in its X-ray spectrum (Rubin et al. 1998). It is one of the few BHCs that has shown all four X-ray spectral states: off, low-hard, high-soft and ultra-high. During the off state, GX 339$``$4 has very weak and hard X-ray emission. Its optical counterpart is faint, with $`V1921`$. In the low-hard state, it emits very strong hard X-rays. The spectrum is an extended power-law with a photon index $`1.5`$. The 2$``$10 keV X-ray flux is, however, weak ($`0.4\times 10^9\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$). The optical brightness of the system is $`V1617`$. In the high-soft state, the X-ray spectrum is characterised by a soft, thermal component. The 2$``$10 keV X-ray flux is about 20 times higher than in the low-hard state. The power-law tail is weak, with a photon index $`2`$. The optical brightness is similar to that in the low-hard state, with $`V1617`$. In the ultra-high state, both the thermal and the power-law components in the X-ray spectrum are strong. The 2$``$10 keV X-ray flux is about 50 times the X-ray flux in the low state, and the photon index of the power law is $`2.5`$. On one occasion Mendez & van der Klis (1997) reported that the source was in a state intermediate between the low-hard and the high-soft state. The 2$``$10 keV X-ray flux was about a factor of 5 below the X-ray flux in the high state.

GX 339$``$4 is also a radio source (e.g. Hannikainen et al. 1998). It has a flat spectrum, and its image has shown jet-like features (Fender et al. 1997). The radio emission was found to be correlated with the hard (20—100 keV) X-ray flux, and was quenched during a high-soft state (Fender et al. 1999).

Despite the fact that GX 339$``$4 is optically bright ($`V1617`$) when it is X-ray active, it is not well studied in the optical bands. The mass function of the system has not yet been determined, and so the black hole candidacy is not verified in terms of the orbital dynamics. In a photometric observation during the off state, Callanan et al. (1992) detected a periodicity of 14.8 hr, and attributed it to the orbital period. A 14.8-hr orbital period would imply that the system has a late-type companion star with a mass $`<1.6`$ M. The 14.8-hr period, however, was not seen in the photometric data that we collected in 1998 (Soria 2000; Soria, Wu & Johnston 2000).

In our previous paper (Soria, Wu & Johnston 1999, hereafter Paper I) we reported part of the findings from our 1997 and 1998 spectroscopic observations. The system was in a low-hard state during the 1997 observation and was in a high-soft state during the 1998 observations. We found that the emission lines generally show double-peaked profiles in the high-soft state. The H$`\alpha `$ line did not show resolved peaks in the medium-resolution (3 Å) spectra that we obtained in the low-hard state. Because of the limited spectral coverage in our 1997 observation, we were unable to determine the properties of the H$`\beta `$, He II $`\lambda `$ 4686 and Bowen N III $`\lambda \lambda `$ 4641,4642 lines in the low-hard state. We therefore restricted our discussion to the profiles of the H$`\alpha `$ line and did not compare the properties of the high-ionisation lines in the two X-ray spectral states.

GX 339$``$4 was in its low-hard state again in early 1999, but it entered an X-ray quiescent phase in mid-April, with its hard X-ray flux below the detection limit of BATSE (from BATSE bright source reports) and its RXTE/ASM count rate consistent with zero (from quick-look results of the RXTE/ASM team). Its radio flux density in late June, measured by the ATCA, was more than 10 times weaker than that measured in an observation on April 14 (S. Corbel, private communication). Our optical spectroscopic observation was carried out on April 12, about 5 days before it became undetectable by BATSE. High-resolution ($`1`$ Å) spectra at the H$`\alpha `$ and the H$`\beta `$/He II regions were obtained. In this paper we report the results of the 1999 observation and compare them with those of our 1997 and 1998 observations. We discuss the profiles of the high- and low-ionisation lines in different X-ray spectral states and the implications for the line-formation mechanisms and the line-emission region in BHCs.

## 2 Optical Spectroscopy

Our spectroscopic observations were carried out with the 3.9-m Anglo-Australian Telescope (AAT) in 1997 May and 1999 April and with the ANU 2.3-m Telescope at Siding Spring Observatory in 1998 April and August. The observations covered two X-ray spectral states of the source: the low-hard state in 1997 and 1999, and the high-soft state in 1998.

The observations are listed in Table 1. The technical details of the 1997 and 1998 observations were presented in Paper I. For the 1999 April observations, we used a Tektronix 1k$`\times `$1k CCD on the RGO spectrograph and a 1200V grating; the seeing was $`<1`$ arcsec. The spectra were centred at 6563 Å (H$`\alpha `$ region) and at 4770 Å (H$`\beta `$/He II region), and the spectral resolution was 1.3 Å FWHM for both the H$`\alpha `$ and the H$`\beta `$/He II spectra. The total exposure time for the H$`\alpha `$ spectrum was 1200 s, and that for the H$`\beta `$/He II spectrum 600 s. Standard data reduction procedures were followed, using IRAF tasks, and wavelengths were calibrated using the Cu-Ar lamp spectra.

## 3 Line peak-separation in the high-soft state

In Paper I we showed the H$`\alpha `$ and H$`\beta `$/He II spectra of GX 339$``$4 in 1998 April and August. The strong emission lines in the spectra are H I Balmer, He I $`\lambda `$ 6678, He I $`\lambda `$ 7065, He II $`\lambda `$ 4686 and Bowen N III $`\lambda \lambda `$ 4641,4642. Other detectable emission lines are He I $`\lambda `$ 4922, He I $`\lambda `$ 5876 and N II $`\lambda `$ 6505. The spectra are very similar to those of other BHCs (e.g. GRO J1655$``$40, see Soria, Wu & Hunstead 2000) in their high-soft states. The spectra of these systems all show high-ionisation lines, and the emission lines are double-peaked.

We show in Figure 1 the high-resolution profiles of the double-peaked H$`\alpha `$, H$`\beta `$, He I $`\lambda `$ 6678, He I $`\lambda `$ 7065, He II $`\lambda `$ 4686 and N III $`\lambda \lambda `$ 4641,4642 lines. The velocity separations of the peaks are $`250\pm 27`$ km $`\mathrm{s}^1`$ for H$`\alpha `$, $`260\pm 35`$ km $`\mathrm{s}^1`$ for H$`\beta `$, $`380\pm 38`$ km $`\mathrm{s}^1`$ for He I $`\lambda `$ 6678, $`390\pm 23`$ km $`\mathrm{s}^1`$ for He I $`\lambda `$ 7065, $`480\pm 27`$ km $`\mathrm{s}^1`$ for He II $`\lambda `$ 4686 and $`490\pm 66`$ km $`\mathrm{s}^1`$ for N III $`\lambda \lambda `$ 4641,4642. The velocity separations of H$`\alpha `$ and H$`\beta `$ are the same within the uncertainties of the measurements, and so are those of He I $`\lambda `$ 6678 and He I $`\lambda `$ 7065. The similarity of the velocity separations for He II $`\lambda `$ 4686 and N III $`\lambda \lambda `$ 4641,4642 implies that these lines are emitted at a similar distance from the compact object, consistent with the theory of Bowen fluorescence, which requires He II for the pumping mechanism (see McClintock, Canizares & Tarter 1975; Kallman & McCray 1980; Schachter, Filippenko & Kahn 1989). Thus, we have observed a clear trend in which the velocity separations of the double-peaked lines increase with line ionisation, from the neutral hydrogen lines ($`250`$ km $`\mathrm{s}^1`$), to the neutral helium lines ($`400`$ km $`\mathrm{s}^1`$) and finally to the higher-ionisation (i.e. ionised helium and Bowen N III) lines ($`500`$ km $`\mathrm{s}^1`$).

The optical continuum of GX 339$``$4 was bright during our 1998 observations, suggesting the presence of an active, bright accretion disk. If the double-peaked lines are emitted from the accretion disk, as commonly interpreted, we can use the peak separations to infer the radial distance of the emission regions from the compact object. Moreover, as higher-ionisation lines are emitted from hotter gases, we can also use the peak separations to map the surface temperature distribution of the accretion disk.

Assuming that the lines are emitted from a geometrically thin, Keplerian accretion disk, we can use the line velocities to constrain the system parameters. In Figure 2 we plot the expected velocity separation as a function of distance from the compact object for systems with a compact object of mass 4.0, 7.0 and 10.0 M and for various orbital inclinations. We also mark in the figure the expected orbital separation of the systems for various orbital periods, assuming that the companion star is a Roche-lobe-filling main-sequence star. As the size of the accretion disk cannot exceed the Roche lobe of the compact star, which is smaller than the orbital separation, we can easily see that the orbital inclination of GX 339$``$4 is well below 30 if the orbital period is 14.8 hr (Callanan et al. 1992). Moreover, the mass of the compact object is unlikely to exceed 10 M. However, the orbital inclination and the mass of the compact object may be higher if the orbital period is longer. If we adopt the BHC average mass of 7 M (see e.g. McClintock 1998) as the mass of the compact object in GX 339$``$4 and assume that the Balmer lines are emitted near the rim of the accretion disk and that the orbital period is 14.8 hr, then we deduce an orbital inclination of about 15 for the system.

We note that no large velocity variations of the centres of the disk lines were detected in our 1998 April and August observations. This may be further evidence of a low orbital inclination. Additional evidence is provided by the flat radio spectrum (Fender et al. 1997), which we interpret as optically thick emission from jets oriented close to the line of sight.

## 4 Spectrum in the Low-hard state

### 4.1 General features

Figure 3 shows the high-resolution (1.3 Å) spectra that we obtained on 1999 April 12. For comparison we also show the lower-resolution (3 Å) summed spectrum from the 1997 May observations, when the system was in a previous low-hard state. In the 1999 spectra both the H$`\alpha `$ and the H$`\beta `$ lines are prominent, with equivalent widths (EWs) of $`8.5\pm 0.3`$ and $`4.0\pm 0.5`$ Å respectively. The H$`\alpha `$ line appears to be single-peaked, in contrast to the more clearly double-peaked profile observed in the high-soft state. For H$`\beta `$, the signal-to-noise of the spectrum does not allow us to determine the line profile. However, we do not see strong evidence of two peaks.

The other prominent line is He II $`\lambda `$ 4686 (EW = $`6.0\pm 0.5`$ Å). It shows two clearly resolved peaks, unlike the Balmer lines. The N III $`\lambda \lambda `$ 4641,4642 lines are detected (with a limit to the EW $`>1.8`$ Å) but are much weaker than in 1998 April and August (EW $`(2.53.0)`$ Å) during the high-soft state. Other lines that can be identified are weak He I $`\lambda `$ 4922, and He I $`\lambda `$ 6678 emission. In the 1997 May spectrum, the He I $`\lambda `$ 6678 line is also found, and the N II $`\lambda `$ 6505 line is visible.

### 4.2 Are the emission lines single-peaked or double-peaked during the low-hard state?

Medium-resolution ($`2.5`$ Å) spectra obtained by Smith, Filippenko & Leonard (1999) during the low-hard state in 1996 May showed a broad, flat-topped H$`\alpha `$ line. The profile resembles a line with two unresolved peaks, and Smith, Filippenko & Leonard (1999) interpreted the H$`\alpha `$ line as being double-peaked. However, our 1997 May observations, when GX 339$``$4 was still in its low-hard state, did not show a double-peaked H$`\alpha `$ line. Because of the low resolution (3 Å) of our spectra, we were unable to verify whether the H$`\alpha `$ line was single- or doubled-peaked. The higher-resolution (1.3 Å) spectrum that we obtained on 1999 April 12 allows us to carry out a more quantitative analysis.

The profiles of the H$`\alpha `$ and the He II $`\lambda `$ 4686 lines in the high-soft and low-hard states are shown in Figure 4. The H$`\alpha `$ profiles of GRO J1655$``$40 obtained during its high-soft state in 1996 June and the hard X-ray outburst in 1994 September are also shown for comparison.

We have used the normalised difference spectra to examine the differences in the flux distribution in the line profiles from each observing epoch. For each spectrum, we removed the continuum by fitting and subtracting a low-order polynomial in the velocity range between $`4000`$ km $`\mathrm{s}^1`$ and $`+4000`$ km $`\mathrm{s}^1`$. The residual line flux was then normalised to unity. Finally, the line spectrum obtained in the low-hard state was subtracted from the spectrum obtained in the 1998 high-soft state.

In the left panel of Figure 5, we show the difference profile of the H$`\alpha `$ lines for the 1998/1999 observations. The two peaks in the 1998 observations are clearly seen above the noise level. The peaks are also visible, though less prominently, in the H$`\alpha `$ difference profile for the 1997/1998 observations (Fig. 5, middle panel). This suggests that the H$`\alpha `$ profiles are different in the high-soft and the low-hard states. While the high-soft state is characterised by a double-peaked profile, the line probably has a single-peaked profile in the low-hard state.

The He II $`\lambda `$ 4686 line is double-peaked in both our 1998 and 1999 spectra, making the difference profile (Fig. 5, right panel) less straightforward to interpret. The overall shape results from the difference between the widths of the lines.

Our observations show that both the H$`\alpha `$ and the He II $`\lambda `$ 4686 lines are double-peaked in the high-soft state. In the low-hard state, the He II $`\lambda `$ 4686 line clearly shows two peaks, but the profile of the H$`\alpha `$ line is better described as single-peaked. This indicates (i) different emission regions for H$`\alpha `$ in the high-soft and the low-hard states, (ii) different line-formation mechanisms in the two states, and (iii) different response of the outer accretion disk under irradiation by soft and hard X-rays. These issues will be discussed in more detail in the later sections.

### 4.3 Comments on the line profiles and line widths

#### 4.3.1 He II $`\lambda `$ 4686 and N III $`\lambda \lambda `$ 4641,4642

In spite of the similar double-peaked profiles of He II $`\lambda `$ 4686 in the two X-ray spectral states, the peak separations are clearly different: 490$`\pm `$66 km $`\mathrm{s}^1`$ for the high-soft state and 600$`\pm `$50 km $`\mathrm{s}^1`$ for the low-hard state (Fig. 4, top-right panel). The line widths are also different in the two states (Fig. 5, right panel). The larger separation implies that the emission region is at a smaller radial distance from the compact object. The larger peak separation in the low-hard state may be due to the fact that the soft X-ray component was weak and unable to set up the temperature-inversion layer (see §5) in the outer disk regions.

We note that the N III $`\lambda \lambda `$ 4641,4642 lines in 1999 April (Fig. 3) were much weaker than in 1998 (see Fig. 3 in Paper I). The N III $`\lambda \lambda `$ 4641,4642 lines are due to Bowen fluorescence, which is pumped by the O III $`\lambda `$ 374 multiplet resulting from the cascade O III 2p3d (3P$`{}_{2}{}^{}{}_{}{}^{0}`$) $``$ 2p3p (3S,3P,3D) $``$ 2p3s (3P0) $``$ 2p2 (3P2) transitions primarily pumped by the UV He II $`\lambda `$ 303.78 (Lyman-$`\alpha `$) line (see e.g. Deguchi 1985; Schachter, Filippenko & Kahn 1989). The He II Lyman-$`\alpha `$ line can be produced by the photoionisation-recombination process, and is therefore associated with the He II $`\lambda `$ 4686 line. Hence, one might expect to observe strong N III $`\lambda \lambda `$ 4641,4642 emission when He II $`\lambda `$ 4686 is prominent. This is what we have observed in GX 339$``$4 and other BHCs (e.g. GRO J1655$``$40 and RXTE J1550$``$564) during the high-soft states. The situation is different during the low-hard state of GX 339$``$4 in 1999 April: the N III $`\lambda \lambda `$ 4641,4642 lines are weak, yet the He II $`\lambda `$ 4686 remains prominent. A similar phenomenon was also observed in the BHC GRO J0422$`+`$32 during a hard X-ray outburst (Casares et al. 1995).

It was suggested that the absence of N III $`\lambda \lambda `$ 4641,4642 lines in GRO J0422$`+`$32 was due to insufficient X-ray irradiation (Casares et al. 1995). One would therefore expect both the He II $`\lambda `$ 4686 and the N III $`\lambda \lambda `$ 4641,4642 lines to be weak. Here (and in various other systems), our observations show a strong He II $`\lambda `$ 4686 line both in the high-soft and low-hard states, but significantly weaker N III $`\lambda \lambda `$ 4641,4642 lines in the low-hard state. Clearly, there must also be other factors. We propose that the weakening of the N III $`\lambda \lambda `$ 4641,4642 emission from BHCs in the low-hard state is due to optical depth effects. When the He II region becomes optically thick to UV continuum, the He II Lyman-$`\alpha `$ and O III $`\lambda `$ 374 photons are quenched. If it is still relatively transparent to the optical continuum, He II $`\lambda `$ 4686 photons can escape. Without efficient pumping by He II Lyman-$`\alpha `$ and O III $`\lambda `$ 374 photons, the N III $`\lambda \lambda `$ 4641,4642 lines are suppressed. If this is the situation in GX 339$``$4, the photoionisation-recombination processes which produce the He II $`\lambda `$ 4686 lines may be different during the high-soft and low-hard X-ray states (cf. Case A, Case B and Case C recombination processes, see Osterbrock 1989; Xu et al. 1992).

#### 4.3.2 Line width of the H$`\alpha `$ emission line

The profiles of the H$`\alpha `$ and the He II $`\lambda `$4686 lines observed from GX 339$``$4 in the high-soft and low-hard states are shown in the first three panels of Figure 4. The width of H$`\alpha `$ is similar in the two states, in contrast to He II $`\lambda `$4686, in which case the line width increases with the hardness of the X-rays.

We interpret the double-peaked lines in the high-soft state of GX 339$``$4 (and in the high-soft state of other BHCs, like GRO J1655$``$40) as originating from the temperature-inversion layer created by soft X-ray irradiation on the accretion disk surface. The single-peaked (flat-topped or round-topped) Balmer lines observed in the low-hard states of GX 339$``$4 are probably emitted from an outflow, possibly a dense wind from the evaporating atmosphere of the accretion disk. Theoretical studies (Murray et al. 1995; Murray & Chiang 1998) have shown that if the outflow/wind has a substantial velocity component parallel to the disk plane, single-peaked lines with widths similar to the Keplerian disk velocities can be produced. The profiles will appear to be round-topped or flat-topped, depending on the outflow velocity and density profiles (see Chapter 14 in Mihalas 1978), as in the case of emission lines from windy massive stars.

Single-peaked Balmer emission lines were also observed from GRO J1655$``$40 in 1994 August – September, in between strong hard X-ray flares. (Soria, Wu & Hunstead 2000). On that occasion, the lines were much narrower than the double-peaked lines observed during the high-soft state of the system (Fig. 4, bottom-right panel). The narrow, single-peaked lines from GRO J1655$``$40 are probably emission from an extended, optically thin cocoon above the disk plane, with lower rotational velocity than the disk or the disk wind. In the high-inclination system GRO J1655$``$40 ($`i70^{}`$), most of this extended, optically-thin envelope was seen projected onto the sky and was therefore a source of emission lines. Narrow emission lines have not been observed in the low-inclination system GX 339$``$4, where the accretion disk is seen almost face-on and any thin cocoon would be seen projected onto the disk surface.

## 5 Line emission region

### 5.1 A plane-parallel model

We consider a simple plane-parallel model (Fig. 6) to illustrate that a temperature-inversion layer can be set up at the surface of an accretion disk under strong soft X-ray illumination but not under hard X-ray illumination. The model is a modification of the model constructed by Milne (1926) for the illumination of a star by its companion in a close binary system. In Milne’s original formulation the incident radiation is at optical wavelengths, and the cooling is via emission of optical radiation. In BHCs, the incident radiation on the accretion disk consists of soft and hard X-rays emitted from regions close to the central compact object. We therefore need to take this difference into account.

In our model, we consider that the incident radiation has soft and hard X-ray components, for which the opacities are respectively larger and smaller than for the optical radiation. This modification is essential in the study of accretion disks irradiatively heated by X-rays, as soft X-rays are easily absorbed by neutral and weakly ionised matter (via bound-free transitions) at the disk surface, while hard X-rays are attenuated only at large depths where the matter density is sufficiently high. The other assumptions are the same as those in the Milne (1926) model, namely (i) the emission region has a plane-parallel geometry, (ii) the system is in radiative equilibrium, and (iii) the principle of superposition is applicable.

As the radiative-transfer equations are linear, the local temperature stratification is given by

$`T(\tau )`$ $`=`$ $`\left[{\displaystyle \frac{\pi }{\sigma }}\left(B_\mathrm{x}(\tau )+B_\mathrm{d}(\tau )\right)\right]^{1/4}`$ (1)
$``$ $`\left[{\displaystyle \frac{\pi }{\sigma }}B(\tau )\right]^{1/4}`$
(see Milne 1926), where $`B_\mathrm{x}(\tau )`$ is the component of the radiation due to irradiative heating, $`B_\mathrm{d}(\tau )`$ is the component due to viscous heating in the disk in the absence of X-ray irradiation, $`\tau `$ is the optical depth, and $`\sigma `$ is the Stefan-Boltzmann constant. We assume that the disk is cooled by emission of optical radiation, and therefore, $`\tau `$ refers to the optical depth in the optical band, along the direction normal to the disk surface. The disk component is given by

$$B_\mathrm{d}(\tau )=\frac{3}{4}S_\mathrm{d}\left[\tau \left(1\frac{\tau }{2\tau _{\mathrm{tot}}}\right)+\frac{2}{3}\right]$$
(2)
(e.g. Dubus et al. 1999), where the viscous energy flux of the disk $`S_\mathrm{d}=\sigma T_{\mathrm{eff}}^4/\pi `$ and $`\tau _{\mathrm{tot}}`$ is the total opacity of the accretion disk in the vertical direction. The effective temperature $`T_{\mathrm{eff}}`$, which is determined by balancing the energy generated by viscous heating and by radiative loss (see e.g. Smak 1984), is given roughly by

$$\sigma T_{\mathrm{eff}}^4\frac{9}{8}\nu \mathrm{\Sigma }\mathrm{\Omega }_\mathrm{K}^2,$$
(3)
where $`\nu `$ is the viscosity coefficient, $`\mathrm{\Sigma }`$ is the surface density of the accretion disk, and $`\mathrm{\Omega }_\mathrm{K}`$ is the Keplerian angular frequency.

Suppose the incident radiation consists of parallel beams of soft and hard X-rays, with effective fluxes $`\pi S_\mathrm{s}`$ and $`\pi S_\mathrm{h}`$ per unit area normal to the beams, and making an angle $`\alpha `$ with the normal to the disk plane. The beams are absorbed exponentially. We denote the absorption coefficient of the soft X-rays by $`k_\mathrm{s}\kappa `$, and that of the hard X-rays by $`k_\mathrm{h}\kappa `$, where $`\kappa `$ is the absorption coefficient of the optical radiation.

At the optical depth $`\tau `$, the soft and hard X-ray fluxes are attenuated to $`\pi S_\mathrm{s}e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }\mathrm{cos}\alpha `$ and $`\pi S_\mathrm{h}e^{k_\mathrm{h}\tau \mathrm{sec}\alpha }\mathrm{cos}\alpha `$ respectively. The absorbed flux of X-rays in depth $`d\tau `$ is therefore $`\pi (k_\mathrm{s}S_\mathrm{s}e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }+k_\mathrm{h}S_\mathrm{h}e^{k_\mathrm{h}\tau \mathrm{sec}\alpha })d\tau `$. Radiative equilibrium requires

$$\pi \left(k_\mathrm{s}S_\mathrm{s}e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }+k_\mathrm{h}S_\mathrm{h}e^{k_\mathrm{h}\tau \mathrm{sec}\alpha }\right)+_{4\pi }𝑑\mathrm{\Omega }I(\tau ,\mu )=4\pi B_\mathrm{x}(\tau ),$$
(4)
where $`I(\tau ,\mu )`$ is the intensity of the optical radiation from the irradiatively heated disk at the depth $`\tau `$ in the direction $`\theta (=\mathrm{cos}^1\mu )`$.

Recall the radiative-transfer equation

$$\mu \frac{d}{d\tau }I(\tau ,\mu )=I(\tau ,\mu )B_\mathrm{x}(\tau ).$$
(5)
Multiplying the above equation by a differential solid angle $`d\mathrm{\Omega }`$, integrating with respect to $`\tau `$ and using the condition of radiative equilibrium, we have

$$_{4\pi }𝑑\mathrm{\Omega }\mu I(\tau ,\mu )=\pi \mathrm{cos}\alpha \left(S_\mathrm{s}e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }+S_\mathrm{h}e^{k_\mathrm{h}\tau \mathrm{sec}\alpha }\right).$$
(6)
With appropriate boundary conditions, the radiative-transfer and radiative-equilibrium equations can be solved by the method of successive approximations (Milne 1921, 1926). In the limit of a semi-infinite plane the first-approximation solution is

$`B_\mathrm{x}(\tau )`$ $`=`$ $`k_\mathrm{s}S_\mathrm{s}\left\{\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}+{\displaystyle \frac{1}{2}}\right)\left[\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}\right)\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}{\displaystyle \frac{1}{2}}\right)e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }\right]\right\}`$ (7)
$`+k_\mathrm{h}S_\mathrm{h}\left\{\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}+{\displaystyle \frac{1}{2}}\right)\left[\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}\right)\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}{\displaystyle \frac{1}{2}}\right)e^{k_\mathrm{h}\tau \mathrm{sec}\alpha }\right]\right\}.`$
The derivation of the above equation will be presented elsewhere (Wu & Soria, in preparation).

In the second approximation, $`B_\mathrm{x}(\tau )`$ is assumed to have the same functional form as that of the first-approximation solution, i.e.

$$B_\mathrm{x}(\tau )=ab_\mathrm{s}e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }b_\mathrm{h}e^{k_\mathrm{h}\tau \mathrm{sec}\alpha },$$
(8)
where $`a`$, $`b_\mathrm{s}`$ and $`b_\mathrm{h}`$ are constants to be determined by the boundary conditions. For a semi-infinite slab opaque at optical wavelengths, the emergent radiation is the Laplace transform of $`B_\mathrm{x}(\tau )`$, i.e.

$`I(0,\mu )`$ $`=`$ $`\underset{\tau _{\mathrm{tot}}\mathrm{}}{lim}\left[{\displaystyle _0^{\tau _{\mathrm{tot}}}}𝑑\tau B_\mathrm{x}(\tau )e^{\tau /\mu }\right]`$ (9)
$`=`$ $`ab_\mathrm{s}\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}\right)\left[{\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}+\mu \right]^1b_\mathrm{h}\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}\right)\left[{\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}+\mu \right]^1.`$
The condition of no inward component of $`I(\tau ,\mu )`$ at the boundary ($`\tau =0`$) implies

$$_1^0𝑑\mu I(0,\mu )=0$$
(10)
and

$$_1^0𝑑\mu \mu I(0,\mu )=0.$$
(11)
With these boundary conditions, we obtain from the radiative-equilibrium condition

$$ab_\mathrm{s}\left[2\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{s}}\right)\mathrm{ln}(1+k_\mathrm{s}\mathrm{sec}\alpha )\right]b_\mathrm{h}\left[2\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{h}}\right)\mathrm{ln}(1+k_\mathrm{h}\mathrm{sec}\alpha )\right]=\frac{1}{2}\left(k_\mathrm{s}S_\mathrm{s}+k_\mathrm{h}S_\mathrm{h}\right).$$
(12)
Similarly, the radiative-transfer equation is integrated, yielding

$`a2b_\mathrm{s}\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}\right)\left[1\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}\right)\mathrm{ln}(1+k_\mathrm{s}\mathrm{sec}\alpha )\right]2b_\mathrm{h}\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}\right)\left[1\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}\right)\mathrm{ln}(1+k_\mathrm{h}\mathrm{sec}\alpha )\right]`$
$`=\left(S_\mathrm{s}+S_\mathrm{h}\right)\mathrm{cos}\alpha .`$ (13)
Using the trivial conditions $`b_\mathrm{s}0`$ when $`S_\mathrm{s}0`$ and $`b_\mathrm{h}0`$ when $`S_\mathrm{h}0`$, we can solve the radiative-equilibrium and radiative-transfer equations (12) and (13) for the constants $`a`$, $`b_\mathrm{s}`$ and $`b_\mathrm{h}`$, and obtain

$$b_\mathrm{s}=\frac{1}{2}k_\mathrm{s}S_\mathrm{s}\left[\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{s}}\right)\frac{1}{2}\right]f_\mathrm{s}(\alpha ),$$
(14)
$$b_\mathrm{h}=\frac{1}{2}k_\mathrm{h}S_\mathrm{h}\left[\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{h}}\right)\frac{1}{2}\right]f_\mathrm{h}(\alpha ),$$
(15)
and

$$a=\frac{1}{2}\left[k_\mathrm{s}S_\mathrm{s}\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{s}}\right)f_\mathrm{s}(\alpha )+k_\mathrm{h}S_\mathrm{h}\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{h}}\right)f_\mathrm{h}(\alpha )\right],$$
(16)
where the two functions $`f_\mathrm{s}(\alpha )`$ and $`f_\mathrm{h}(\alpha )`$ are given by

$$f_\mathrm{s}(\alpha )=\left[1\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{s}}\right)+\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{s}}\right)\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{s}}\frac{1}{2}\right)\mathrm{ln}(1+k_\mathrm{s}\mathrm{sec}\alpha )\right]^1$$
(17)
and

$$f_\mathrm{h}(\alpha )=\left[1\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{h}}\right)+\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{h}}\right)\left(\frac{\mathrm{cos}\alpha }{k_\mathrm{h}}\frac{1}{2}\right)\mathrm{ln}(1+k_\mathrm{h}\mathrm{sec}\alpha )\right]^1.$$
(18)
We now define a hardness parameter $`\xi S_\mathrm{h}/S_\mathrm{s}`$ and a total X-ray flux $`S_\mathrm{x}S_\mathrm{s}+S_\mathrm{h}`$. Then, we have

$`B_\mathrm{x}(\tau )={\displaystyle \frac{1}{2}}S_\mathrm{x}\{k_\mathrm{s}f_\mathrm{s}(\alpha )\left({\displaystyle \frac{\xi }{1+\xi }}\right)[\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}\right)({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{s}}}{\displaystyle \frac{1}{2}})e^{k_\mathrm{s}\tau \mathrm{sec}\alpha }]`$
$`+k_\mathrm{h}f_\mathrm{h}(\alpha )\left({\displaystyle \frac{1}{1+\xi }}\right)[\left({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}\right)({\displaystyle \frac{\mathrm{cos}\alpha }{k_\mathrm{h}}}{\displaystyle \frac{1}{2}})e^{k_\mathrm{h}\tau \mathrm{sec}\alpha }]\}.`$ (19)
### 5.2 The temperature-inversion layer

Using the plane-parallel model, we first investigate the temperature profile, as a function of optical depth $`\tau `$, in the absence of radiation due to viscous dissipation in the accretion disk. In this case the temperature profile is determined purely by the soft and hard X-ray irradiation. Cold disk matter has a larger opacity for soft X-rays than for optical radiation because of bound-free absorption. Hard X-rays are not easily absorbed, and electron scattering is the main source of hard X-ray opacity. We assume a simplified situation in which the an average opacity is assigned for each waveband, and consider the parameters $`k_\mathrm{s}=5.0`$ and $`k_\mathrm{h}=0.01`$ for the soft and hard components respectively.

We have found that a strong temperature-inversion layer can be set up at the accretion-disk surface when the incident angle of the X-rays approaches grazing incidence (i.e. $`\alpha 90^{}`$). For normal incidence, the temperature inversion is weak and unimportant (Fig. 7a). The temperature inversion is caused mainly by soft X-ray irradiation, but the more penetrating hard X-rays tend to heat up deeper layers (Fig. 7b).

Next we investigate the situation where viscous dissipation is also present, i.e. the temperature profile is determined jointly by viscous heating in the accretion disk ($`S_\mathrm{d}>0`$) and by X-ray irradiation ($`S_\mathrm{x}>0`$). We consider a particular situation in which the total flux resulting from the two processes is constant but the relative strength of the two processes varies. We show in Figure 7c the temperature profile for irradiation from a very soft X-ray source (with a hardness parameter $`\xi =0.01`$) at an incident angle $`\alpha =87^{}`$. When the X-ray component dominates (i.e. $`\mathrm{\Gamma }S_\mathrm{x}/S_\mathrm{d}>1`$), a temperature-inversion layer is set up. When the X-rays are weak the temperature profile is determined by viscous heating. Figure 7d shows the corresponding temperature profile for the case in which the X-rays are hard (denoted by a hardness parameter $`\xi =100`$). The temperature profiles are similar in spite of the different relative strength of the viscous heating and irradiation heating. When the incident angle is smaller (say $`\alpha =60^{}`$, see Fig. 7e), the effects due to irradiation become even less important. Although hard X-ray irradiation cannot significantly alter the overall temperature profile, it does increase the temperature uniformly at all optical depths — a direct consequence of the small opacity for hard X-rays ($`k_\mathrm{h}1`$) and of our approximation that $`k_\mathrm{h}`$ is depth independent. It is worth noting that the apparent effects at very large optical depths ($`\tau 1`$, see Fig. 7e) when the hard X-ray flux is much stronger than the viscous dissipation flux arise from the assumptions of a semi-infinite plane and single-sided illumination. The situation would be different for a finite slab with both the top and the bottom surfaces being illuminated; this model will be discussed elsewhere (Wu & Soria, in preparation).

We finally consider a situation in which the total X-ray flux is fixed at 10 times the viscous dissipation flux but its hardness is allowed to vary. This corresponds to strong X-ray irradiation with a constant bolometric X-ray luminosity and with spectral evolution. Our model shows that the temperature-inversion layer becomes more prominent as the X-ray hardness parameter $`\xi `$ decreases (Fig. 7f). Also, while the temperature at small optical depths (near the accretion-disk surface) has changed substantially, the temperature at large optical depths (in the mid-disk plane) is only modified slightly.

In summary, the vertical temperature profile of an accretion disk is sensitive to soft X-ray irradiation if the X-ray flux is stronger than the viscous dissipation flux, but it is not significantly altered by hard X-ray irradiation. Soft X-ray irradiation results in the formation of a temperature-inversion layer on the accretion-disk surface; hard X-rays tend to provide uniform heating at all depths in the disk.

### 5.3 Line formation

The transfer equation for non-polarised radiation in a semi-infinite plane-parallel atmosphere, with complete redistribution and consideration of non-LTE, is

$$\mu \frac{d}{dz}I_\nu =(\kappa __\mathrm{C}+\kappa __\mathrm{L}\varphi _\nu )I_\nu +\kappa __\mathrm{C}S__\mathrm{C}+\kappa __\mathrm{L}\varphi _\nu S__\mathrm{L}$$
(20)
(see Mihalas 1978). The subscripts “C” and “L” denote the continuum and the line-centre respectively. $`\kappa __\mathrm{C}`$ and $`\kappa __\mathrm{L}`$ are therefore the opacities of the continuum and line respectively. Similarly, $`S__\mathrm{C}`$ and $`S__\mathrm{L}`$ are the continuum and line-centre source functions. $`\varphi _\nu `$ is the line profile function, and $`I_\nu `$ is the intensity at frequency $`\nu `$.

Without loss of generality, we simply let $`\mu =1`$ ($`\theta =0^{}`$). As an approximation we can rewrite the transfer equation at the line-centre frequency as

$$\frac{d}{dz}I__\mathrm{L}=(\kappa __\mathrm{C}+\kappa __\mathrm{L})I__\mathrm{L}+j__\mathrm{C}+j__\mathrm{L},$$
(21)
where the emissivities $`j__\mathrm{C}`$ and $`j__\mathrm{L}`$ are related to the corresponding source functions as usual. In the neighbourhood of the line, $`\varphi _\nu 0`$, and therefore we have the transfer equation for the continuum

$$\frac{d}{dz}I__\mathrm{C}=\kappa __\mathrm{C}I__\mathrm{C}+j__\mathrm{C}$$
(22)
(e.g. Tucker 1976). It follows

$$I__\mathrm{L}(z)I__\mathrm{C}(z)=I_\mathrm{o}[e^{\tau (z)}e^{\tau __\mathrm{C}(z)}]+_0^z𝑑z^{}j__\mathrm{L}e^{[\tau (z)\tau (z^{})]}+_0^z𝑑z^{}j__\mathrm{C}\left[e^{[\tau (z)\tau (z^{})]}e^{[\tau __\mathrm{C}(z)\tau __\mathrm{C}(z^{})]}\right],$$
(23)
where $`I_\mathrm{o}`$ is the background intensity, and the total optical depth $`\tau `$ is the sum of the optical depths of the line and the continuum, i.e. $`\tau =\tau __\mathrm{C}+\tau __\mathrm{L}`$. Generally, $`\tau __\mathrm{L}\tau __\mathrm{C}`$. Hence, $`\tau \tau __\mathrm{L}`$. A line appears in emission if $`I__\mathrm{L}>I__\mathrm{C}`$, and in absorption if $`I__\mathrm{L}<I__\mathrm{C}`$. In a homogeneous medium, this is equivalent to a criterion $`S__\mathrm{L}>I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$ for line emission and $`S__\mathrm{L}<I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$ for line absorption, where

$$\stackrel{~}{I}__\mathrm{C}=_0^z𝑑z^{}j__\mathrm{C}.$$
(24)
For systems not far away from LTE, the criterion above can be approximated by $`B(T)>I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$ for line emission, and $`B(T)<I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$ for line absorption. (Here, $`T`$ is the thermal temperature of the region where the line originates, and $`B(T)`$ is the local Planck function.) An inhomogeneous medium can be considered as a stack of homogeneous strata, and the criterion above is still applicable.

As a qualitative illustration, we may consider a simple model in which the accretion disk consists of two strata: a central disk plane and a surface layer. Now, the source function of the line from the surface layer is denoted by $`S__\mathrm{L}`$, and the intensity of the continuum emission by $`\stackrel{~}{I}__\mathrm{C}`$. The Planck function of the surface layer is $`B(T)`$. The emission from the disk beneath can be considered as the background $`I_\mathrm{o}`$. For emission lines to be observed, the line-formation region is either an extended atmosphere/corona transparent to the continuum or a temperature-inversion layer above the surface of a geometrically thin and opaque accretion disk.

A corona can be considered as a geometrically extended surface layer. For certain viewing geometries (e.g. when the disk is viewed edge-on), the background disk emission $`I_\mathrm{o}`$ is unimportant. As the corona is transparent to the continuum emission, its intensity $`\stackrel{~}{I}__\mathrm{C}`$ is smaller than the local Planck function $`B(T)`$. The line emission is, however, opaque, implying that $`S__\mathrm{L}=B(T)>I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$. Hence, the line-emission criterion is satisfied.

If the surface layer is geometrically thin and the disk is opaque, then $`I_\mathrm{o}`$ cannot be neglected. Since the temperature-inversion layer has higher temperatures than the disk, $`B(T)>I_\mathrm{o}`$. Moreover, as the temperature-inversion layer is optically thin to the continuum, $`B(T)\stackrel{~}{I}__\mathrm{C}`$. For LTE, $`S__\mathrm{L}=B(T)`$, and the criterion $`B(T)>I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$ is therefore satisfied, provided that the temperature of the surface layer is significantly higher than the temperature of the disk. For non-LTE, the line centre has a brightness temperature much higher than the local thermal temperature $`T`$ of the surface layer, and hence $`S__\mathrm{L}B(T)\stackrel{>}{}I_\mathrm{o}+\stackrel{~}{I}__\mathrm{C}`$.

We now consider the temperature profiles of a region on a disk under moderate and strong irradiation of soft X-rays with various incident angles, and make use of them to investigate whether or not emission lines will be formed. In the case of moderate irradiation, we set $`\mathrm{\Gamma }`$ to be 0.42 (Fig. 8, left panel). Temperature inversion is insignificant in this case, especially when the X-ray incident angle $`\alpha \stackrel{<}{}45^{}`$, and the temperatures at the disk mid-plane are higher than the temperatures of the surface layers. For LTE the intensity of the lines from the surface layer is roughly the local Planck function of the layer. As the intensity of the emission from the disk $`I_\mathrm{o}`$ is roughly given by the effective temperature of the disk, there will not be emission lines in this case. If the line emission process is non-LTE, then the brightness temperature of the line is higher than the thermal temperatures of the surface layer and the disk, and hence it is possible to form emission lines.

In the case of strong X-ray irradiation ($`\mathrm{\Gamma }=1000`$) the surface layer is significantly hotter than the disk (Fig. 8, right panel). Temperature inversion is stronger for larger incident angles. As the Planck function of the temperature-inversion layer is greater than the Planck function of the disk where the optical depth is equal to unity, the lines are in emission.

### 5.4 Line-emission region of GX 339$``$4

In our simple plane-parallel model we have assumed parametric X-ray opacities that scale with the optical opacity, and considered a particular case, in which $`k_\mathrm{s}=5`$ and $`k_\mathrm{h}=0.01`$. We now examine whether or not these values are appropriate for GX 339$``$4. The effective X-ray opacity is given by $`\kappa _{\mathrm{x},\mathrm{eff}}=[\kappa _\mathrm{x}(\kappa _\mathrm{x}+\kappa _{\mathrm{es}})]^{1/2}`$ (Rybicki & Lightman 1979). The X-ray opacity is $`\kappa _\mathrm{x}47.9(0.8\mathrm{keV}/E)^3\mathrm{cm}^2\mathrm{g}^1`$ for $`0.8\mathrm{keV}<E<8.0\mathrm{keV}`$ and $`\kappa _\mathrm{x}0.17(8.0\mathrm{keV}/E)^3\mathrm{cm}^2\mathrm{g}^1`$ for $`E>8.0\mathrm{keV}`$ (e.g. Sincell & Krolik 1997). The opacity due to electron scattering is $`\kappa _{\mathrm{es}}=0.4\mathrm{cm}^2\mathrm{g}^1`$. At $`T3\times 10^3`$$`10^4\mathrm{K}`$ the optical opacity is mainly due to atomic bound-bound transitions. An exact treatment requires the details of atomic processes and also the chemical composition of the accreting matter (see e.g. Collin-Souffrin & Dumont 1990; Alexander, Johnson & Rypma 1983). As an approximation, we consider the Rosseland mean opacity $`\kappa 0.7(\rho /10^9\mathrm{g}\mathrm{cm}^3)(T/10^4\mathrm{K})^{3.5}\mathrm{cm}^2\mathrm{g}^1`$ given in Frank, King & Raine (1992), and assume that it can be used to describe the opacity of the optical/UV radiation from the accretion disk. The soft component of the X-rays from GX 339$``$4 is a thermal black body with $`E1`$$`3\mathrm{keV}`$. If we take $`E1.5\mathrm{keV}`$, we obtain a soft X-ray opacity $`\kappa _\mathrm{s}7\mathrm{cm}^2\mathrm{g}^1`$. The hard component is a power law extending between $`E10`$$`100\mathrm{keV}`$. If we take a value $`E40\mathrm{keV}`$, we have a hard X-ray opacity $`\kappa _\mathrm{h}0.02\mathrm{cm}^2\mathrm{g}^1`$. The optical opacity is $`1\mathrm{cm}^2\mathrm{g}^1`$. Our choices of $`k_\mathrm{s}`$ and $`k_\mathrm{h}`$ are therefore appropriate.

In a previous section, we have proposed that the double-peaked lines seen in GX 339$``$4 during the high-soft state originate from a temperature-inversion layer above an irradiatively heated, Keplerian-like accretion disk. Now, we are going to use the plane-parallel model to test whether this scenario is consistent with our 1998 observations.

For black-hole binaries, most of the X-rays are emitted from a small region within 1000 Schwarzschild radii from the central black hole. The linear size of the X-ray emission region is therefore $`<10^9\mathrm{cm}`$. For a system with a period greater than 12 hr, the radius of the accretion disk would extend beyond $`10^{11}\mathrm{cm}`$, and hence the incident angle of the X-rays on the accretion disk is close to $`90^{}`$.

In our calculation, we consider a standard Shakura-Sunyaev disk around a 7-M black hole under irradiation of X-rays at an incident angle of 87. We assume a viscosity parameter of $`\alpha _{\mathrm{vis}}=1`$ for the accretion disk, and the X-ray luminosity from the central (point) source given by $`L_\mathrm{x}=\eta \dot{M}c^2`$, where $`\dot{M}`$ is the mass-accretion rate and $`c`$ the speed of light. We adopt an efficiency parameter $`\eta =0.1`$ following Frank, King & Raine (1992), and a mass-accretion rate of $`5\times 10^{17}\mathrm{g}\mathrm{s}^1`$. Taking into account that most of the soft X-rays are reflected at grazing incidence, a reflective efficiency of 99% (see de Jong, van Paradijs & Augusteijn 1996) is assumed.

In the left panel of Figure 9 we show the temperature structure of the accretion disk illuminated by soft X-rays with a hardness ratio $`\xi =0.02`$. Strong temperature inversion occurs at radii $`R\stackrel{>}{}10^9`$ cm, with surface temperatures (at $`\tau =0`$) about $`10^410^5`$ K at $`R10^{11}`$ cm. The effective temperature (evaluated at $`\tau 2/3`$) is about a factor of $`23`$ lower. We also show the locations of the line-emission regions deduced from the peak separations of the lines during the 1998 high-soft state, for an assumed orbital inclination of $`i=15^{}`$ (cf. Fig. 2). The temperature distribution resulted from our model calculation is in agreement with the temperatures of the formation regions of double-peaked hydrogen and helium lines.

The middle panel of Figure 9 shows the same accretion disk but under hard X-ray irradiation. The hardness ratio is $`\xi =50`$. The soft component of the X-rays is weak, and is insufficient to create a prominent temperature inversion. For LTE processes, the lines emitted from the disk should be suppressed. It is worth noting that although the composition of the X-rays is very different in the two cases, the effective temperature of the disk is similar. While the emission lines are formed in the temperature-inversion layer, the continuum emission is characterised by the effective temperature. One therefore expects that the optical brightness in the two cases will not differ significantly. Thus, our model shows that the optical continuum is relatively insensitive to the X-ray hardness, as observed in GX 339$``$4, provided that other factors do not alter significantly when the X-ray hardness varies.

For comparison we also consider an accretion disk irradiated by moderately hard ($`\xi =10`$) X-rays and assume that only 50% of the X-rays are reflected (Fig. 9, right panel). As shown, the entire accretion disk is severely heated, because the energy flux deposited by the X-rays is larger than the energy flux generated by viscous heating in the disk. There is a temperature inversion at the disk surface because of a non-negligible soft component, but it is not as strong as the case where the X-rays have an overwhelmingly strong soft component. Under such severe irradiative heating by the hard X-rays, the structure of the accretion disk should deviate significantly from the structures deduced from the Shakura-Sunyaev prescription. The radiative-transfer and hydrodynamics equations must be solved simultaneously in order to obtain a self-consistent temperature structure of the accretion disk. (This is beyond the scope of the present paper.) Nevertheless, we have shown here that the accretion disk responds very differently to X-ray irradiation of different hardness.

We suspect that a prolonged low-hard state causes parts of the accretion disk in GX 339$``$4 to be heated up. The outer disk inflates to become an extended isothermal atmosphere/corona, and the temperature-inversion layer is quenched in this region. The X-ray heating may also drive a disk wind. The Balmer lines, which are emitted from the extended atmosphere/corona or wind, lose their Keplerian-disk signature and become single-peaked (cf. Murray et al. 1995). The He II $`\lambda `$ 4686 line is emitted at a smaller radial distance from the compact object, where the accreting material is still relatively confined to the disk plane, and the residual soft component of the X-rays causes a local temperature inversion. He II $`\lambda `$ 4686 may therefore retain its double-peaked profile.

Although the plane-parallel model considered here produces results consistent with our spectroscopic observations of GX 339$``$4 in the 1998 high-soft state, we are aware of its limitations. In particular, non-LTE effects are not considered. Moreover, we have assumed a “semi-grey” approach, and the atomic processes that determine the radiative equilibrium and govern the radiative transfer are not treated explicitly. The plane-parallel model is sufficient for the purpose of a qualitative illustration, but a proper study should treat all these effects in more detail.

Double-peaked lines are also observed from some black-hole candidates in quiescence, for example A0620-00. However, we suspect that the mechanism of emission is very different in the two states. We showed in §5.3 that line emission can occur in two physical conditions: either from a temperature-inversion layer on the surface of optically thick gas, or from optically thin gas; in the former case, the lines are superimposed on the continuum emission. In the case of GX339-4 in outburst, the double-peaked optical emission lines come from the irradiated surface of an optically thick disk. In the case of A0620$``$00 and similar systems in quiescence (or more generally at very low accretion rate and X-ray luminosity), the accretion disk is probably optically thin, hence it is hot. In this case, emission lines do not require a temperature-inversion layer to be formed, hence they are not caused by soft X-ray irradiation. It is worth noting that GX 339$``$4 in quiescence (Orosz 2000, private communication) also shows Balmer emission while the $`V`$ brightness is at least five magnitudes lower than in the soft and hard X-ray states, suggesting that the accretion disk is optically thin in the continuum.

## 6 Conclusions

Our observations have shown that the profiles of the emission lines from GX 339$``$4 are different in the high-soft and low-hard X-ray spectral states. In particular, the hydrogen Balmer lines have single-peaked profiles in the low-hard state but double-peaked profiles in the high-soft state. The He II $`\lambda `$ 4686 line is doubled-peaked in both states. Our interpretation is that soft and hard X-rays have different heating effects on the accretion disk and, as a result, the line-formation mechanisms in the two X-ray states are different. We have constructed a simple plane-parallel model to illustrate the differences in the two cases. Our model has shown that a strong temperature-inversion layer can be formed when the X-rays are soft and they illuminate the disk at an angle approaching grazing incidence. If the double-peaked lines that we observed during the high-soft state are emitted from the temperature-inversion layer on a geometrically thin, opaque, Keplerian accretion disk, we deduce that GX 339$``$4 is a low-inclination system. The orbital inclination will be about 15, for an orbital period of 14.8 hours.

## 7 Acknowledgements

We thank the referee for directing our attention to the importance of the effects of X-ray reflection. KW acknowledges the support from the Australian Research Council (ARC) through an Australian Research Fellowship and an ARC grant. RS acknowledges the support of the Research School of Astronomy and Astrophysics, Australian National University, and of the Research Centre for Theoretical Astrophysics, University of Sydney. RWH acknowledges the support from the ARC through a research grant.


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# Untitled Document

THERMODYNAMICS OF NON-ABELIAN EXCLUSION STATISTICS

Wung-Hong Huang

Department of Physics

National Cheng Kung University

Tainan,70101,Taiwan

The thermodynamic potential of ideal gases described by the simplest non-abelian statistics is investigated. I show that the potential is the linear function of the element of the abelian-part statistics matrix. Thus, the factorizable property in the Haldane (abelian) fractional exclusion shown by the author \[W. H. Huang, Phys. Rev. Lett. 81, 2392 (1998)\] is now extended to the non-abelian case. The complete expansion of the thermodynamic potential is also given.

Keywords: fractional exclusion statistics; quantum Hall effect.

Classification Number: 05.30.-d, 71.10.+x

E-mail: whhwung@mail.ncku.edu.tw

I. INTRODUCTION

It is know that the quasiparticle appearing in the strong correlation system in the low dimension may obeying the Haldane fractional exclusion statistics . The famous examples are those in the fractional quantized Hall effect and spin 1/2 antiferromagnetic chain \[2-4\]. The thermodynamics in these system had been investigated by several authors \[5-8\].

Since the braid group in two space dimensions may be represented by the non-commute matrix, the non-abelian braid statistics could be shown in a real world \[9-16\]. These include the quasiparticle in the non-abelian fractional quantum Hall state as well as those in the conformal field theory \[9-15\]. The spinon in the Heisenberg chains could also show the non-abelian exchange statistics .

In a recent paper , Guruswamy and Schoutens had derived the occupation number distribution functions for the particle obeying the non-abelian statistics. They proposed the following equations for $`M`$ types of particles and $`k`$ types of pseudo-particles

$$(\frac{\mathrm{\Lambda }_A1}{\mathrm{\Lambda }_A})\underset{B}{}\mathrm{\Lambda }_B^{\alpha _{AB}}\underset{i}{}\mathrm{\Lambda }_i^{G_{Ai}}=z_A,A=1,\mathrm{}M,$$
$`(1.1a)`$
$$(\frac{\mathrm{\Lambda }_i1}{\mathrm{\Lambda }_i})\underset{A}{}\mathrm{\Lambda }_A^{G_{iA}}\underset{j}{}\mathrm{\Lambda }_j^{G_{ij}}=1,i=1,\mathrm{}k1,$$
$`(1.1b)`$
where $`\alpha _{AB}`$ is the abelian-part statistics matric, $`G_{iA}=G_{Ai}=\frac{1}{2}\delta _{i,1}`$ and $`G_{ij}=\frac{1}{2}(C_{k1})_{ij}`$, with $`C_{ij}`$ the Cartan matrix of the associated group. Note that $`\mathrm{\Lambda }_a`$ is the single-level grand canonical partition function and $`z_ae^{\beta (\mu _aϵ)}`$, with $`ϵ`$ the energy level and $`\mu _a`$ the chemical potential of the particle of type $`a`$. When $`G_{Ai}=0`$ Eq.(1.1a) describe the Haldane fractional exclusion statistics .

The Eqs.(1.1a) and (1.1b) are very similar to those in the abelian case . However, the absence of the $`z_i(i=1\mathrm{}(k1))`$ in Eq.(1.1b) means that the $`k`$ pseudo-particles do not be suppressed at high energy. This property is the characteristics of the non-abelian exclusion statistics .

In this letter I will analyze the case of (M,k)=(1,2). This is the simplest extension of the abelian to the non-abelian case. Despite the simplicity this case can describe the q-pfaffian non-abelian fractional quantum Hall state . I will follow the method in my previous letter  to investigate the thermodynamic potential $`Q_\alpha `$. A non-perturbative proof to is used to show that $`Q_\alpha `$ can be factorized in terms of these in the, so called, non-abelian boson ($`\alpha =0`$) and in the non-abelian fermion ($`\alpha =1`$), i.e.,

$$Q_\alpha (N)=(1\alpha )Q_0(N)+\alpha Q_1(N).$$
$`(1.2)`$
Thus the factorizable property of the thermodynamical potential found in the Haldane (abelian) fractional exclusion statistics also appears in the non-abelian extension. As I also present the complete expansion of the thermodynamic potential.

II. FACTORIZATION AND VIRIAL EXPANSION

For simplest case (M,k)=(1,2) Eqs.(1.1a) and (1.1b) become

$$(\frac{\mathrm{\Lambda }1}{\mathrm{\Lambda }})\mathrm{\Lambda }^\alpha \mathrm{\Lambda }_1^{\frac{1}{2}}=z,(\frac{\mathrm{\Lambda }_11}{\mathrm{\Lambda }_1})\mathrm{\Lambda }^{\frac{1}{2}}\mathrm{\Lambda }_1=1.$$
$`(2.1)`$
Eliminating $`\mathrm{\Lambda }_1`$ from the above equation we have

$$(\frac{\mathrm{\Lambda }1}{\mathrm{\Lambda }})\mathrm{\Lambda }^\alpha (1+\mathrm{\Lambda }^{\frac{1}{2}})^{\frac{1}{2}}=z.$$
$`(2.2)`$
For later analysis the above equation is expressed as

$$\mathrm{ln}(\mathrm{\Lambda }1)+(\alpha 1)\mathrm{ln}\mathrm{\Lambda }\frac{1}{2}\mathrm{ln}(1+\mathrm{\Lambda }^{\frac{1}{2}})=\mathrm{ln}z=\beta (\mu ϵ).$$
$`(2.3)`$
Since the distribution function $`n`$ is defined by

$$n=\frac{d\mathrm{ln}\mathrm{\Lambda }}{d\mathrm{ln}z},$$
$`(2.4)`$
we can from Eq.(2.3) find that

$$n=\frac{1}{\frac{1}{4}\frac{1}{1+\mathrm{\Lambda }^{\frac{1}{2}}}+\frac{1}{\mathrm{\Lambda }1}+(\alpha \frac{1}{4})}.$$
$`(2.5)`$
Using this relation the differentiation of Eq.(2.3) with respect to $`\alpha `$ and $`ϵ`$ will lead to two simple relations

$$\frac{d}{d\alpha }\mathrm{ln}\mathrm{\Lambda }=n(\beta \frac{d\mu }{d\alpha }\mathrm{ln}\mathrm{\Lambda }),$$
$`(2.6)`$
$$\frac{d}{dϵ}\mathrm{ln}\mathrm{\Lambda }=n\beta ,$$
$`(2.7)`$
respectively.

Using the above equation we see that

$$N_0^{\mathrm{}}d(ϵ\beta )\frac{V}{\lambda ^2}n=_0^{\mathrm{}}dϵ\frac{V}{\lambda ^2}\frac{d}{dϵ}\mathrm{ln}\mathrm{\Lambda }=\frac{V}{\lambda ^2}\mathrm{ln}\mathrm{\Lambda }_0,\mathrm{\Lambda }_0=e^{\frac{N\lambda ^2}{V}}$$
$`(2.8)`$
where $`N`$ is the particle number and $`\mathrm{\Lambda }_0`$ is the zero-energy grand canonical partition function. (Note that the system we considerd here has only one type of real particle, but two types of pseudo-particles. $`N`$ denotes the total number of the real particles.) Now, substituting the above relation into Eq.(2.3) (letting $`ϵ=0`$) the exact form of the chemical potential can be found

$$\beta \mu =\alpha \frac{N\lambda ^2}{V}+\mathrm{ln}(1e^{\frac{N\lambda ^2}{V}})\frac{1}{2}\mathrm{ln}(1+e^{\frac{1}{2}\frac{N\lambda ^2}{V}}).$$
$`(2.9)`$
Thus the chemical potential $`\mu `$ is a linear function of the abelian-part statistics parameter $`\alpha `$. Note that the first two term in the above equation are exactly those in the abelian exclusion statistics . It is the last $`\mathrm{log}`$ term which becomes the new contribution in the non-abelian exclusion statistics.

Next, consider the differentiation of the thermodynamic potential $`Q_\alpha `$ with respect to $`\alpha `$

$$\frac{dQ_\alpha }{d\alpha }=kT_0^{\mathrm{}}d(ϵ\beta )\frac{V}{\lambda ^2}\frac{d}{d\alpha }\mathrm{ln}\mathrm{\Lambda }=kT_0^{\mathrm{}}d(ϵ\beta )\frac{V}{\lambda ^2}n(\beta \frac{d\mu }{d\alpha }\mathrm{ln}\mathrm{\Lambda })$$

$$=kT_0^{\mathrm{}}d(ϵ\beta )\frac{V}{\lambda ^2}n\frac{N\lambda ^2}{V}kT_0^{\mathrm{}}𝑑ϵ\frac{V}{\lambda ^2}\mathrm{ln}\mathrm{\Lambda }\frac{d}{dϵ}\mathrm{ln}\mathrm{\Lambda }=\frac{1}{2}NkT\frac{N\lambda ^2}{V},$$
$`(2.10)`$
in which the relations Eqs.(2.6)-(2.9) have been used. Thus the thermodynamical potential $`Q_\alpha `$ is a linear function of the abelian-part statistics parameter $`\alpha `$. This means that the potential can be exprssed as $`Q_\alpha =f+\alpha g`$, in which $`f`$ and $`g`$ do not depend on the $`\alpha `$. Then, if $`\alpha =1`$ we find that $`Q_1=f+g`$, and if $`\alpha =0`$ we find that $`Q_0=f`$. Thus $`g=Q_1Q_0`$ and $`f=Q_0`$ and we have the factorizable property in Eq.(1.2).

The remain work is to find the Virial expansion of the potential $`Q_\alpha `$.

To do this we can first use the method of integration by part to replace the integration of $`ϵ`$ by $`\mathrm{ln}\mathrm{\Lambda }`$. Then, using the relations Eqs.(2.3), (2.8) and (2.9) we have

$$Q_\alpha =kT_0^{\mathrm{}}d(ϵ\beta )\frac{V}{\lambda ^2}\mathrm{ln}\mathrm{\Lambda }=kT_{\mathrm{ln}\mathrm{\Lambda }_0}^0d(\mathrm{ln}\mathrm{\Lambda })\frac{V}{\lambda ^2}ϵ\beta $$

$$=kT_{\mathrm{ln}\mathrm{\Lambda }_0}^0d(\mathrm{ln}\mathrm{\Lambda })\frac{V}{\lambda ^2}\{\beta \mu [\mathrm{ln}(\mathrm{\Lambda }1)+(\alpha 1)\mathrm{ln}\mathrm{\Lambda }\frac{1}{2}\mathrm{ln}(1+\mathrm{\Lambda }^{\frac{1}{2}})]\}$$

$$=kT(\mathrm{ln}\mathrm{\Lambda }_0)\frac{V}{\lambda ^2}\beta \mu kT_{\mathrm{ln}\mathrm{\Lambda }_0}^0d(\mathrm{ln}\mathrm{\Lambda })\frac{V}{\lambda ^2}[\mathrm{ln}(\mathrm{\Lambda }1)+(\alpha 1)\mathrm{ln}\mathrm{\Lambda }\frac{1}{2}\mathrm{ln}(1+\mathrm{\Lambda }^{\frac{1}{2}})]$$

$$=\frac{1}{2}\alpha NkT\frac{N\lambda ^2}{V}kT_0^{\frac{N\lambda ^2}{V}}𝑑x\frac{V}{\lambda ^2}\frac{x}{e^x1}+\frac{1}{4}kT_0^{\frac{N\lambda ^2}{V}}𝑑x\frac{V}{\lambda ^2}\frac{xe^{x/2}}{e^{x/2}+1},$$
$`(2.11)`$
in which the first integration can be expressed as the summation of the Bernoulli numbers $`B_l(0)`$, as that in the abelian case. The second integration is the new contribution from non-abelian statistics, which can be expressed as the summation of the Euler function $`E_l(1)`$. Using the mathematic definition

$$\frac{te^{xt}}{e^t1}\underset{l=0}{\overset{\mathrm{}}{}}B_l(x)\frac{t^l}{l!},$$

$$\frac{2e^{xt}}{e^t+1}\underset{l=0}{\overset{\mathrm{}}{}}E_l(x)\frac{t^l}{l!}.$$

We thus find the final result

$$Q_\alpha =\frac{1}{2}\alpha NkT\frac{N\lambda ^2}{V}NkT[\underset{l=0}{\overset{\mathrm{}}{}}B_l(0)\frac{1}{(l+1)!}(\frac{N\lambda ^2}{V})^l\frac{1}{4}\underset{l=0}{\overset{\mathrm{}}{}}E_l(1)\frac{l+1}{(l+2)!}(\frac{N\lambda ^2}{2V})^{l+1}]$$

$$=\frac{1}{2}\alpha NkT\frac{N\lambda ^2}{V}kTN[1\frac{5}{16}\frac{N\lambda ^2}{V}+\frac{5}{288}(\frac{N\lambda ^2}{V})^2\frac{17}{115200}(\frac{N\lambda ^2}{V})^4$$

$$+\frac{13}{5419008}(\frac{N\lambda ^2}{V})^6\frac{257}{5573836800}(\frac{N\lambda ^2}{V})^8+\mathrm{}],$$
$`(2.12)`$
which is the Virial expansion to the eighth order and is consistent with the Eq.(2.10).

It is seen that, as that in the abelian case , only the second Virial coefficient depends on the abelian-part Haldane statistics parameter. This means that only the zero-temperature quantities could depend on the Haldane statistics parameter.

III. CONCLUSION

In this paper I have investigated the thermodynamics of the simplest case, (M,k)=(1,2), of the non-abelian exclusion statistics. Despite its simplicity the case can be used to described the real world system. The q-pfaffian non-abelian fractional quantum Hall state is a special case with $`\alpha =\frac{q+1}{4q}`$ . I have shown that the thermodynamic potential of the ideal gases obeying the simplest non-abelian exclusion statistics is a linear function of the (only) element of the abelian-part statistics matix. The factorizable property found in the abelian exclusion is thus now extended to the simplest non-abelian case. It is interesting to see that, in both of abelian and non-abelian case, only zero-temperature quantities could depend on the Haldane statistics parameter.

A little extension is that with arbitrary M (while remaining k=2). In this case $`\mathrm{\Lambda }_1=1+_A\mathrm{\Lambda }_A^{G_{1A}}`$ (form Eq.(1.1b)). After substituting this into Eq.(1.1a) the pseudo-particle part is eliminated and thermodynamical potential could be studied with more analyses . However, in the general system there may be more then one pseudo-particle, i.e., if $`k>2`$ in Eq.(1.1b). In this system the pseudo-particle part, $`\mathrm{\Lambda }_i`$, could not be easily eliminated from the Eqs.(1.1a) and (1.1b). Thus the situation is more complex and the property of the thermodynamic potential is difficult to be analyzed. These problems are remained in my furthermore investigation.

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text:
# A Discourse on the Benney Equation

## 1 Introduction

We use the form of the Benney  system from , where it is presented (‘in its original form’) as:

$$\frac{v}{t}+v\frac{v}{x}\left(_0^y𝑑y\frac{v}{x}\right)\frac{v}{y}+\frac{h}{x}=0,\frac{h}{t}+\frac{}{x}\left(_0^h𝑑yv\right)=0$$
(1)
where the unknowns are the functions $`vv(t;x,y),hh(t,x)`$.

This paper is not aimed at the problems of symmetry and numerous reccurence relations which follow from the Benney system (1) and are described in  but directly to the problem of construction of the general solution to it. The history and literature on Benney system reader can be found in .

The general solution in our approach to the problem can provisionally be divided into two steps. In the first we propose a parametric representation of the solution of the Benney system (in implicit form) in terms of an assumed distribution function. In the second step we propose a self- consistent equation, which this function should satisfy. The general solution of this equation is responsible for the general solution of the Benney system.

Thus the goal of this paper is to demonstrate that the Benney system can be presented in the form of one body classical dynamic Hamilton-Jacobi equation, with the potential expressed nonlocally in terms of the action function. We discuss also the connection of this problem with an ordinary differential equation of the second order. A particular solution of (1), depending on two arbitrary functions each of one argument is constructed. However the general solution of this equation must depend on one arbitrary function of two independent arguments and one function of one argument (the initial values of the functions $`v,h`$). Such a solution is unknown for us at this moment.

The paper is organized in the following way. In section 2 we consider in detail the case with $`h=0`$ and explain the strategy of the calculations, which are also applicable to the general case without any considerable change. In sections 3 and 4 the general case is considered and shown that the Benney system is equivalent to a single non-linear integro-differentional equation, which in turn is equivalent to a Hamilton-Jacobi one, with the potential in the form of a nonlocal functional of the second order derivatives of the action function. In terms of the general solution (not only of its first integral!) of the self- consistent Hamilton-Jacobi equation the general solution of the Benney system (1) is represented in implicit form. Two different particular solutions of this equation with functional arbitrariness of two arbitrary single argument functions are also presented here. The connection of the self-consistent Hamilton-Jacobi equation with an ordinary differential equation of the second order and the ways of obtaining its general solution are discussed in section 5. In section 6 we represent our results in the form of a theorem. Section 7 is devoted to a discussion of the results of the paper and discussion of possible perspectives for future investigation. In the Appendix the reader will find the connection of the solution of the main equation of the second subsection of section 3 with the Hamilton-Jacobi equation in a field of force depending only upon the time variable.

## 2 Preliminary manipulations

This section contains detailed calculations leading to a parametrical representation of the general solution of the Benney system in implicit form under the simplest assumption that $`h=0`$ in (1). The reader for whom the result is more interesting than its derivation can begin reading directly the parametrical representation of the solution (29), which is checked independently in the next few lines.

Let us define $`u(t,x,y)_0^y𝑑y^{}v(t,x,y^{})`$ and resolve the second equation of the system (1) as

$$h=H_x(t,x),u(t;x,H_x)=H_t$$
(2)
After such a substitution, the system (1) takes the form:

$$u_{t,y}+u_yu_{xy}u_xu_{yy}+H_{xx}=0,u(t;x,H_x)=H_t,u(t;x,0)=0$$
(3)
To have an experience in working with the last system of equations let us at first restrict ourselves to the particular solution for which $`H=Const`$ (really this is an inessential restriction for the parametrical representation of the solution as can be seen from the results of the section 3).

Thus we have to solve the single equation for the unknown function $`u`$ with the boundary condition:

$$u_{t,y}+u_yu_{xy}u_xu_{yy}=0,u(t;x,0)=0$$
(4)
Let us present the solution of (4) in the form $`\varphi (u;t,x,y)=`$const, considering $`\varphi `$ as an unknown function with four arguments. Direct calculations of the first and second order derivatives using the rules of differentiation of implicit functions leads to the result:

$$Det_3\left(\begin{array}{ccc}0& \varphi _u& \varphi _t\\ \varphi _u& \varphi _{uu}& \varphi _{ut}\\ \varphi _y& \varphi _{uy}& \varphi _{yt}\end{array}\right)+Det_3\left(\begin{array}{ccc}0& \varphi _y& \varphi _x\\ \varphi _y& \varphi _{yy}& \varphi _{yx}\\ \varphi _u& \varphi _{uy}& \varphi _{ux}\end{array}\right)=0$$
(5)
The following notation will be used:

$$\alpha =\frac{\varphi _t}{\varphi _u},\beta =\frac{\varphi _x}{\varphi _u},\lambda =\frac{\varphi _y}{\varphi _u}$$
(6)
$$\widehat{A}=\frac{}{y}\lambda \frac{}{u},\widehat{B}=\frac{}{x}\beta \frac{}{u},\widehat{C}=\frac{}{t}\alpha \frac{}{u}$$

The system of equations, which the functions $`\alpha ,\beta ,\lambda `$ satisfy (as a consequence of their definition only) takes the form:

$$[\widehat{A},\widehat{B}]=[\widehat{B},\widehat{C}]=[\widehat{C},\widehat{A}]=0$$
(7)
In addition directly from (5) the main equation for them, which can be written in two equivalent forms, follows:

$$\{\varphi ,\lambda \}_{tu}=\{\varphi ,\lambda \}_{xy},\{\varphi ,\alpha \}_{yu}=\lambda ^2\{\varphi ,\frac{\beta }{\lambda }\}_{yu}$$
(8)
where $`\{X,Y\}_{a,b}X_aY_bX_bY_a`$. Considering $`\alpha ,\beta `$ as functions depending upon four independent arguments $`\varphi ,\lambda ,x,t`$, we obtain for the last equation of (8):

$$(\lambda _y\lambda \lambda _u)(\alpha _\lambda \lambda ^2(\frac{\beta }{\lambda })_\lambda )=0$$
(9)
and rewrite (7) as:

$$(\lambda _t\alpha \lambda _u)\beta _\lambda +\beta _t=\alpha _x+(\lambda _x\beta \lambda _u)\alpha _\lambda $$
(10)
$$(\lambda _x\beta \lambda _u)=(\lambda _y\lambda \lambda _u)\beta _\lambda ,(\lambda _y\lambda \lambda _u)\alpha _\lambda =(\lambda _t\alpha \lambda _u)$$

Combining the first equation of (10) with the last two we conclude that:

$$\alpha _x=\beta _t,\alpha =\mathrm{\Theta }_t,\beta =\mathrm{\Theta }_x$$
(11)
and after substitution of(33) into (9) we arrive at a linear equation for a single function $`\mathrm{\Theta }`$:

$$\mathrm{\Theta }_x+\lambda \mathrm{\Theta }_{x,\lambda }=\mathrm{\Theta }_{t,\lambda }$$
(12)
The most straightforward way to obtain its solution is by differentiation with respect to the argument $`\lambda `$. This leads it to:

$$(\frac{}{t}\lambda \frac{}{x})\mathrm{\Theta }_{\lambda ,\lambda }=0$$

The general solution of the last equation is obvious:

$$\mathrm{\Theta }=^\lambda 𝑑\lambda ^{}(\lambda \lambda ^{})G(x+\lambda ^{}t,\lambda ^{};\varphi )+\lambda K(x,t;\varphi )+L(x,t;\varphi )$$

The initial equation (12) connects the functions $`K`$ and $`L`$ by a gradient dependence and, finally, solution of (12), depending on two arbitrary functions $`G,F`$ (each with three independent arguments) takes the form:

$$\mathrm{\Theta }=^\lambda 𝑑\lambda ^{}(\lambda \lambda ^{})G(x+\lambda ^{}t,\lambda ^{};\varphi )+F_t\lambda F_x$$
(13)
In what follows we will denote the ”moments” of the function $`G`$ by the corresponding upper index:

$$G^s(x,t;\varphi ,\lambda )=^\lambda 𝑑\lambda ^{}(\lambda ^{})^sG(x+\lambda ^{}t,\lambda ^{};\varphi )$$

In this notation $`\alpha `$ and $`\beta `$ functions take the form:

$$\alpha =(F_{tt}G_t^1)\lambda (F_{xt}G_t^0),\beta =(F_{xt}G_x^1)\lambda (F_{xx}G_x^0)$$

Substituting $`\alpha ,\beta ,\lambda `$ via derivatives of the function $`\varphi `$ from (6) we come to the following system of equations of the first order:

$$\varphi _x=(F_{xt}G_x^1)\varphi _u(F_{xx}G_x^0)\varphi _y,\varphi _t=(F_{tt}G_t^1)\varphi _u(F_{xt}G_t^0)\varphi _y$$
(14)
Up to now we have used only one equation from the system (10) which together with the second equation (8) leads to (2). Two remaining equations (10) have as their direct corollary the following system:

$$\lambda _x=(F_{xt}G_x^1)\lambda _u(F_{xx}G_x^0)\lambda _y,\lambda _t=(F_{tt}G_t^1)\lambda _u(F_{tx}G_t^0)\lambda _y$$
(15)
The systems (14) and (15) are selfconsistent in the sense of equality of the second mixed derivatives and our nearest goal now is to extract the consequences, which follow from them.

Let us consider in (14) the function $`\varphi `$ depending on two sets of four arguments $`\varphi \theta (x,t,\lambda ;u)=\psi (x,t,\lambda ;y)`$. Keeping in mind (15) we can transform (14) to two forms:

$$\theta _x=(F_{xt}G_x^1)\theta _u,\theta _t=(F_{tt}G_t^1)\theta _u,$$

$$\psi _x=(F_{xx}G_x^0)\psi _y,\psi _t=(F_{xt}G_t^0)\psi _y$$

with the obvious general solution:

$$\varphi =\theta =P(u+F_tG^1,\lambda )=Q(yF_x+G^0,\lambda )$$
(16)
where $`P`$ and $`Q`$ are arbitrary functions of their two arguments. Resolving (16) with respect to the first arguments of $`P`$ and $`Q`$ functions, we obtain a system of two functional equations, which the functions $`\varphi `$ and $`\lambda `$ satisfy:

$$u+F_tG^1=R(\lambda ,\varphi ),yF_x+G^0=S(\lambda ,\varphi )$$
(17)
Here $`R`$ and $`S`$ are arbitrary functions of two arguments (inverses of $`P,Q`$).

We recall that $`F=F(x,t;\varphi ),G^0(x,t,\lambda ,\varphi ),G^1(x,t,\lambda ,\varphi )`$ and for this reason (17) is a system of functional equations which determine the functions $`\lambda ,\varphi `$ implicitly. By the rules of differentiation of implicit functions it may be seen that the functions $`\lambda `$ and $`\varphi `$ defined by (16),(17) satisfy the systems (14) and (15).

To show this and to find the additional condition which connects the functions $`R,S`$ (arbitrary up to now) let us calculate derivatives of the functions $`\lambda ,\varphi `$. For this the following abriviations will be used

$$A=R_\varphi +G_\varphi ^1F_{t,\varphi },B=R_\lambda +G_\lambda ^1,C=S_\varphi G_\varphi ^0+F_{x,\varphi },D=S_\lambda G_\lambda ^0$$

and the linear system of equations from which the corresponding derivatives are determined takes the form:

$$F_{tt}G_t^1=A\varphi _t+B\lambda _t,F_{xt}+G_t^0=C\varphi _t+D\lambda _t,$$

$$F_{tx}G_x^1=A\varphi _x+B\lambda _x,F_{xx}+G_x^0=C\varphi _x+D\lambda _x,$$

$$1=A\varphi _u+B\lambda _u,0=C\varphi _u+D\lambda _u,$$

$$0=A\varphi _y+B\lambda _y,1=C\varphi _y+D\lambda _y.$$

One can verify that the linear systems (14) and (15) are satisfied and for $`\lambda `$ we obtain:

$$\lambda =\frac{\varphi _y}{\varphi _u}=\frac{B}{D}=\frac{R_\lambda +G_\lambda ^1}{S_\lambda G_\lambda ^0}$$

From the last expression, keeping in mind the definitions of $`G^0`$ and $`G^1`$ functions it immediately follows that:

$$\lambda S_\lambda =R_\lambda $$

The last equation may be resolved in terms of only one arbitrary function $`T`$ of two arguments $`\lambda `$ and $`\varphi `$:

$$R=\lambda T_\lambda T,S=T_\lambda $$

To come back to the solution of the initial system (3) and express $`u`$ as a function of the arguments $`(x,t,y)`$ it is necessary to put $`\varphi =`$constant in all formulae above. After such a substitution the functions $`G`$ and $`F`$ reduce to functions of two indepentent arguments and $`T`$ to only one, $`\lambda `$.

Substituting the last expressions into (17) and recalling the boundary condition ($`H=`$constant) from we obtain:

$$u+F_tG^1=\lambda T_\lambda T,yF_x+G^0=T_\lambda ,,u(x,t,0)=0$$
(18)
It is not difficult to check that the function $`T`$ can be included in $`G`$ by the of substitution:

$$G(x_1,x_2)G(x_1,x_2)+T_{x_2,x_2}(x_2),$$

which is equivalent to equating $`T`$ in (18) to zero.

Thus finally (18) takes the form:

$$u+F_tG^1=0,yF_x+G^0=0,u(x,t,0)=0$$
(19)
Two first equations define parametrically (via $`\lambda =u_y=v`$) $`u`$ as function of its three arguments. The third one can be considered as a boundary condition, but really this is an equation determining two two dimensional functions $`F(x,t),\lambda (x,t,0)\nu `$. Indeed, substituting $`u=y=0`$ into (19) we obtain:

$$F_tG^1(x,t,\nu )=0,F_x+G^0(x,t,\nu )=0$$
(20)
Comparing the second mixed partial derivatives of the function $`F`$ and keeping in mind the definition of the ”moments” $`G^1,G^0`$ we obtain finally:

$$(\nu _t\nu \nu _x)G(x+\nu t,\nu )=0$$
(21)
It is easy to check, that the solution of Monge equation:

$$\nu _t\nu \nu _x=0$$

is implicitly defined by the equation

$$G(x+\nu t,\nu )=g=\mathrm{constant}$$

Below we rewrite (18) including the function $`F`$ in the lower limit of the integrals and emphasise the functional dependence of all functions involved:

$$u(t,x,y)_{\nu (t,x)}^{v(t,x,y)}𝑑\lambda \lambda G(x+\lambda t,\lambda )=0y+_{\nu (t,x)}^{v(t,x,y)}𝑑\lambda G(x+\lambda t,\lambda )=0$$
(22)
$$\nu _t\nu \nu _x=0$$

The equations (22) define implicitly the general solution of the Benney system in the case $`h=0`$, depending on one function $`G`$ of two independent arguments (which is in connected with the initial value of the function $`v`$).

## 3 The general case of the Benney equation

Now we consider the general case of the Benney system (1). All steps of the calculations will be the same as the previous with the additional terms connected with $`H_{xx}`$ in (3).

Equation (4) now reads:

$$Det_3\left(\begin{array}{ccc}0& \varphi _u& \varphi _t\\ \varphi _u& \varphi _{uu}& \varphi _{ut}\\ \varphi _y& \varphi _{uy}& \varphi _{yt}\end{array}\right)+Det_3\left(\begin{array}{ccc}0& \varphi _y& \varphi _x\\ \varphi _y& \varphi _{yy}& \varphi _{yx}\\ \varphi _u& \varphi _{uy}& \varphi _{ux}\end{array}\right)+H_{xx}\varphi _u^3=0$$
(23)
The definitions of the functions $`\alpha ,\beta ,\lambda `$ (6) do not change and the equations which follow from (7), (10) are preserved in form.

As a corollary of (23) the modified main equation (9) is:

$$(\lambda _y\lambda \lambda _u)(\alpha _\lambda \lambda ^2(\frac{\beta }{\lambda })_\lambda )+H_{xx}=0$$
(24)
The equation for the function $`\mathrm{\Theta }`$ takes the form:

$$(\lambda _y\lambda \lambda _u)(\mathrm{\Theta }_x\lambda \mathrm{\Theta }_{x,\lambda }+\mathrm{\Theta }_{t,\lambda })+H_{xx}=0$$
(25)
Further calculations word for word repeat the same story of the previous section. The crucial point is the understanding that an arbitrary function of four arguments $`\mathrm{\Theta }\mathrm{\Theta }(t,x,\lambda ,\varphi )`$ may be presented in the form:

$$\mathrm{\Theta }=^\lambda 𝑑\lambda ^{}(\lambda \lambda ^{})G(t,x,\lambda ^{};\varphi )+F(t,x,\varphi )+\lambda \mathrm{\Phi }(t,x,\varphi )$$
(26)
where $`G=\mathrm{\Theta }_{\lambda ,\lambda }`$. Indeed (26) is one possible form a Taylor series for the function $`\mathrm{\Theta }`$ with respect to one of its independent arguments. The form (26) doesn’t have any connection with equation which the function $`G`$ satisfy.

All formulae between (14) and (20) preserve their form with the obvious exchange $`F_x\mathrm{\Phi },F_tF`$ and lead to the final result; instead of (20):

$$u+FG^1=0,y+\mathrm{\Phi }+G^0=0,u(x,t,0)=0,u(x,t,H_x)=H_t,$$
(27)
where $`F,\mathrm{\Phi }`$ are two arbitrary functions of three arguments $`(t,x,\varphi )`$.

After differentiation of the second equation (27) with respect to operator $`\frac{}{y}\lambda \frac{}{u}`$ we obtain:

$$(\lambda _y\lambda \lambda _u)=\frac{1}{\mathrm{\Theta }_{\lambda ,\lambda }}$$

Substituting the last expression into (25) and subsequent differentiation of the result with the respect to the argument $`\lambda `$ we obtain an equation for function $`G\mathrm{\Theta }_{\lambda ,\lambda }`$:

$$G_t+\lambda G_xH_{xx}G_\lambda =0$$
(28)
The last equation is exactly the equation for the distribution function for a one body classical dynamical system with Hamiltonian function $`\frac{1}{2}\lambda ^2+H_x`$. Indeed, the condition of conservation of some quantity along the trajectory can be written as:

$$\rho _t=\{H,\rho \}_{\lambda ,x}$$

This is exactly the equation for the function $`G`$ above. ( In the quantum case it is the equation for the density matrix with the exchange of Poisson brackets with commutators).

Now let us include functions $`F,\mathrm{\Phi }`$ from (27) into the first boundary condition and rewrite (27) in the form:

$$u_\nu ^v𝑑\lambda \lambda G(t,x,\lambda )=0y+_\nu ^v𝑑\lambda G(t,x,\lambda )=0$$
(29)
where $`\nu `$ is a function of two arguments $`t,x`$.It is obvious that to satisfy the first boundary condition $`\nu =v(t,x,0)`$. 111We remind the reader that in all formulae below it is necessary to put $`\varphi =`$constant, as explained in the previous section.

The condition on the second boundary leads to the additional restiction:

$$H_t+_\nu ^\mu 𝑑\lambda \lambda G(t,x,\lambda )=0H_x+_\nu ^\mu 𝑑\lambda G(t,x,\lambda )=0$$
(30)
($`\mu =v(x,t,H_x)`$).

Now let us check by direct calculation the conditions under which functions $`u(t,x,y),H(t,x)`$ defined by the (29) and (30) are a solution of the Benney equation (3).

In the notation used above the Benney equation may be rewritten as ($`u_y=v=\lambda `$):

$$v_t+vv_xu_xv_y+H_{xx}=0$$

After differentiation of the second equation (29) with respect to $`t`$ we find:

$$v_tG(t,x,v)\nu _tG(t,x,\nu )+_\nu ^v𝑑\lambda G_t(t,x,\lambda )=0$$

Substituting the derivatives of $`G_t`$ from the equation for it (28) we obtain finally:

$$v_t=\frac{_\nu ^v𝑑\lambda \lambda G_x(t,x,\lambda )H_{xx}(G(v)G(\nu ))\nu _tG(\nu )}{G(v)}$$

By the same technique we have:

$$u_xv_y=\frac{_\nu ^v𝑑\lambda \lambda G_x(t,x,\lambda )+(vv_xG(v)\nu \nu _xG(\nu ))}{G(v)}$$

or

$$(vv_xu_xv_y)=\frac{_\nu ^v𝑑\lambda \lambda G_x(t,x,\lambda )\nu \nu _xG(\nu )}{G(v)}$$

After summation of these results we obtain the equality:

$$v_t+vv_xu_xv_y=H_{xx}+\frac{G(\nu )}{G(v)}(\nu _t\nu \nu _xH_{xx})$$

and conclude that in order to satisfy the Benney equation $`\nu `$ function must be the solution of the equation:

$$\nu _t\nu \nu _xH_{xx}=0$$

The condition of equality of the second mixed partial derivatives with respect to $`t,x`$ of the function $`H`$ follows from (30) and leads to the conclusion that the function $`\mu `$ satisfies the same equation as $`\nu `$ and the condition of selfconsistency of the whole construction my be written in the form:

$$H_{xx}=\nu _t\nu \nu _x=\mu _t\mu \mu _x,H_x=_\nu ^\mu 𝑑\lambda G(t,x,\lambda )$$
(31)
where $`G`$ satisfies (28).

Considering $`\lambda `$ in equation (28) as an unknown function of three independent arguments $`(x,t,g)`$ and defining:

$$g=G(x,t,\lambda )$$

we arrive at the equation, which this function satisfies:

$$\lambda _t\lambda \lambda _xH_{xx}=0$$
(32)
from which it is follows that:

$$\nu =\lambda (x,t,g_1),\mu =\lambda (x,t,g_2)$$

After exchaging integration variables under the integral sign in (30) we amalgamate the Benney equation with the corresponding boundary conditions into a single (seemingly very strange) integro-differential equation:

$$\lambda _t\lambda \lambda _x_{g_1}^{g_2}g𝑑g\lambda _{g,x}=0$$
(33)
The main function $`G`$ from (28) may be reconstructed implicitly via the solution of the last equation:

$$\lambda =\lambda (x,t,G)$$

### 3.1 The simplest particular solution of the Benney system

In this subsection we would like to demonstrate the selfconsistency of the previous construction by the example of the ”simplest” solution of Benney system. This also will give us the possibility of understanding which class of functions is typical for this problem.

Of course, distribution function $`G=\frac{1}{2A}=`$ constant satisfies (28) with an arbitrary choice of the potential function $`H_x`$. Thus as a corollary of (30) we have ($`G=\frac{1}{2A}`$):

$$H_x=\frac{1}{2A}(\mu \nu ),H_t=\frac{1}{4A}(\mu ^2\nu ^2)$$

From (29) we obtain:

$$v=2Ay\nu ,u=Ay^2\nu y,h=H_x=\frac{1}{2A}(\mu \nu )$$
(34)
By direct computation one can become convinced that (34) is really the solution of the Benney system if $`\mu ,\nu `$ functions satisfy (35), which in the case under consideration takes the form

$$\mu _t\mu \mu _x=\nu _t\nu \nu _x=\frac{1}{2A}(\mu \nu )_x$$
(35)
For linearization of the last system let us exchange the dependent and independent variables. In other words let us consider $`(t,x)`$ as a functions of the pair of variables $`(\mu ,\nu )`$. Corresponding formulae for this transformation are obvious:

$$t=t(\mu ,\nu )1=t_\nu \nu _t+t_\mu \mu _t,0=t_\nu \nu _x+t_\mu \mu _x$$

$$x=x(\mu ,\nu )0=x_\nu \nu _t+x_\mu \mu _t,1=x_\nu \nu _x+x_\mu \mu _x$$

After solving of the last equations and substitution of the result into (LABEL:MO) we obtain the first order linear system of equations:

$$(x+\nu t)_\mu =(x+\mu t)_\nu =\frac{1}{2A}(t_\mu +t_\nu )$$

From the last system we conclude that

$$(x+\nu t)=\theta _\nu ,(x+\mu t)=\theta _\mu ,$$

$$t=\frac{\theta _\nu +\theta _\mu }{\mu \nu },x=\frac{\mu \theta _\nu +\nu \theta _\mu }{\mu \nu }\frac{1}{2}(\theta _R\frac{\mathrm{\Sigma }}{R}\theta _\mathrm{\Sigma }),$$
(36)
and obtain the equation, which the function $`\theta `$ satisfy. We present it in terms of the variables $`\mathrm{\Sigma }=\frac{1}{2}(\mu +\nu ),R=\frac{1}{2}(\mu \nu )`$ in which it takes the most simple form

$$(1\frac{1}{AR})\theta _{\mathrm{\Sigma },\mathrm{\Sigma }}=\theta _{R,R}$$

This is a linear equation of second order with the separable variables. It allows us to obtain its general solution depending on two arbitrary functions, each of one argument. Equations (36) have to be reversed and variables $`\mu ,\nu `$ may be expressed as functions of the initial variables $`x,t`$.

Formulae (34) give a paricular solution of the Benney system depending on two arbitrary functions each of one argument. Of course, this is not the general solution of this system which must depend on one function of two arguments ( the initial value $`v(x,y,0)`$) and one function of one argument (the initial value $`h(x,0)`$).

The example considered shows that it is impossible to expect some simple analytical expression for the general solution of the Benney system.

### 3.2 Particular solution of main equation for $`\lambda `$ function

Let us seek the solution of main equation (33) in the form:

$$\lambda =xA(t,g)+B(t,g)$$

We have in consequence:

$$(xA_t+B_t)A(xA+B)+(_{g_1}^{g_2}𝑑gg(xA_g+B_g))_x=0$$
(37)
Equating coefficients at zero and unity, decreasing x to zero and solving the system of equations arising for the functions $`A,B`$ we obtain finally:

$$\lambda =\frac{x+\mathrm{\Phi }(t)+V(g)}{t+U(g)}+\mathrm{\Phi }_t,\mathrm{\Phi }=_{g_1}^{g_2}𝑑ggU_g\mathrm{ln}(t+U(g))$$
(38)
where $`U(g),V(g)`$ are arbitrary functions.

Resolving (implicitely) the equation (38) with respect to the function $`G`$

$$\lambda =\lambda (x,t,G)$$

and substituting the result into (29) we come to the solution of the Benney system depending on two arbitrary functions $`U,V`$, each of one argument. Of course this solution is of a different kind to that in the previous subsection. In this case the distribution function $`G`$ is different from a constant. In some cases under a definite choice of the form $`U,V`$ functions all calculations may be done explicitely and solution of Benney system can be presented by analytical expressions.

In the Appendix the reader can find another way to obtain the solution of the present subsection, connected with the ordinary differential equation of the second order (see section 5).

## 4 One body classical mechanical problem with self-consistent potential of interaction

Equation (33) has the form of two dimensional conservation law. It allows us to solve this equation in the form:

$$\lambda =S_x,\frac{\lambda ^2}{2}+_{g_1}^{g_2}g𝑑g\lambda _g=S_t$$

After eliminating the function $`\lambda `$ we pass to the one body Hamilton-Jacobi equation:

$$S_t+\frac{S_x^2}{2}_{g_1}^{g_2}g𝑑gS_{g,x}S_t+\frac{S_x^2}{2}+V(x,t)=0,$$
(39)
where the potential function $`V`$ is expressed nonlocally via the derivatives of action function $`S`$.

We would like to point out here that a situation of this kind is not a new one. It is sufficient to remember the famous non-linear Schrödinger equation, where the potential of interaction coincides with the square of the modulus of the wave function. In the problem considered here the action function plays the same role (classical limit of the wave function). The potential function is expressed in a non-local way in terms of the derivatives of this (39).

## 5 Connection with a second order ordinary differential equation

After differentiation of the main equation (33) with respect to the argument $`g`$ (keeping in mind that the integral term of equation doesn’t depend upon $`g`$), we obtain:

$$(\lambda _g)_t=(\lambda \lambda _g)_x,\lambda _g=f_x,\lambda \lambda _g=f_t$$

where the function $`f`$ satisfies in turn the equation arising after eliminating the function $`\lambda `$ from the previous system:

$$(\frac{f_t}{f_x})_g=f_x$$

Considering in the last equation $`xX`$ as an unknown function of the independent arguments $`(t,f,g)`$ we have in consequence:

$$f=f(X,t,g),1=f_xX_f,0=f_t+f_xX_t,0=f_g+f_xX_g$$
(40)
and as a corollary the equation, which the function $`X`$ satisfies:

$$X_gX_{t,f}X_fX_{t,g}=1$$
(41)
Differentiation of the last equation with respect to the argument $`t`$ leads to:

$$X_{ttf}X_gX_{ttg}X_f=0$$

This means that the function $`X_{tt}`$ depends on the arguments $`(g,f)`$ only via the function $`X`$ and thus we have

$$X_{tt}=Q(X,t)$$
(42)
In other words, from (41) it follows that function $`X`$ is the solution of a ordinary differential equation of the second order (42) with respect to the argument $`t`$.

Let us present the general solution of this equation in the form:

$$X=X(c_1,c_2;t)$$

and fix the choice of integration $`c_1,c_2`$ constants by the condition 222Let us recall that these constants are defined up to a general covariant transformation. This circumstance always allows us to satisfy the condition below.:

$$X_{c_1}X_{t,c_2}X_{c_2}X_{t,c_1}=1$$

Then $`c_1,c_2`$ as functions of the arguments $`(f,g)`$ thanks to (41) are connected by a canonical transformation with the generating function $`W(c_1,g)`$:

$$c_2=W_{c_1}(c_1,g),f=W_g(c_1,g)$$

Collecting all these results we are able to rewrite the main equation (33) in the form ofa functional integral equation determining the unknown function $`X`$:

$$x=X(W_{c_1},c_1,t),X_{c_1}X_{t,c_2}X_{c_2}X_{t,c_1}=1,$$

$$X_{tt}(W_{c_1},c_1,t)(_{g_1}^{g_2}𝑑ggW_g)_{xx}=0,c_2=W_{c_1}(c_1,g)$$
(43)
where, as was mentioned above, $`W(c_1,g)`$ is the generating function of the canonical transformation.

In (43) the unknowns are both $`X`$ and $`W`$ and we have no idea at this moment of any constructive solution of this system, except by guesswork. In the Appendix we show that the choice of the second order ordinary differential equation in the form $`X_{tt}=Q(t)`$ corresponds to a solution of subsection 2 in the section 3.

## 6 The main Theorem

The results of the previous sections may be summarised in the following

Theorem

Each solution of nonlinear integro-differential equation

$$\lambda _t\lambda \lambda _x_{g_1}^{g_2}𝑑gg\lambda _{g,x}=0$$

is connected (implicitly) with the solution of Benney system

$$\frac{v}{t}+v\frac{v}{x}\left(_0^y𝑑y\frac{v}{x}\right)\frac{v}{y}+\frac{h}{x}=0,\frac{h}{t}+\frac{}{x}\left(_0^h𝑑yv\right)=0$$

via the following formulae

$$u(x,y,t)_{\nu (x,t)}^{v(y,x,t)}𝑑\lambda \lambda G(t,x,\lambda )=0y+_{\nu (x,t)}^{v(y,x,t)}𝑑\lambda G(t,x,\lambda )=0$$

$$u(x,y,t)=_0^y𝑑y^{}v(y^{},x,t),h=_\nu ^\mu 𝑑\lambda G(t,x,\lambda )_{g_1}^{g_2}𝑑gg\lambda _g$$

where

$$\mu =\lambda (t,x,g_2),\nu =\lambda (t,x,g_1),\lambda =\lambda (t,x,G)$$

## 7 Outlook

The main result of the paper consists in the Theorem of the previous section, giving asolution of the Benney system parametrically in implicit form in terms ofa distribution function and a selfconsistent equation (33), which this function must satisfy. If it is possible to find the general solution of the last equation in the future the problem of the construction of the general solution of Benney system would be solved with the help of formulae (30).

The most interesting questions about possible representations of the results in the form available for experimental application (the origin of the Benney system is the hydrodynamical problem of surfaces waves ) are out of the framework of the present paper. To encompass these questions will be possible after more detailed investigation of the main equation (33) and the discovery of ways of its regular integration (maybe on the level of the computer computations).

All results of the present paper are obtained on intutive background and demand for the their rigorous foundation more powerfull mathematical methods. The authors can guess that they connected with the better known investigation of the inner symmetry group of Benney system. We hope to come back to these interesting questions in our future publications.

## 8 Acknowledgements.

Autrhors thanks D.B.Fairlie, S.F.Luzanov and I.D.Pleshakov for discussion of the results and big help in the preparation the manuscript.

## 9 Appendix

In this Appendix we would try to widen the solution of the second subsection and obtain it on a more systematic background. With this purpose let us consider more precisely and evaluate the integral in (43).

$$f_{xx}=(\frac{1}{X_f})_x=\frac{X_{ff}}{X_f^2}f_x=\frac{1}{2}(\frac{1}{X_f^2})_f=\frac{1}{2}(\frac{X_g}{X_f})_{t,f}$$
(44)
In the process of the evalution above we have used equations connected with derivatives of the functions $`f`$ and $`X`$(40) and (41). In (44) the derivatives with respect to the argument $`t`$ is only a partial one. To have the possibility of taking it out of the integration sign of it is necessary to increase it to a total derivative. This is achieved by the following obvious manipulation:

$$(\frac{X_g}{X_f})_{t,f}=\frac{d}{dt}(\frac{X_g}{X_f})_f(\frac{X_g}{X_f})_{f,f}f_t$$

Let us consider the possibility that the second term of the last equality in its turn is the total derivatives with respect to the argument $`t`$. It is obvious that for this it is sufficient assume additionally:

$$\frac{X_g}{X_f}=U(f,g)+a(t,g)f+b(t,g)$$
(45)
( but not the $`t`$ variable).

Under the assumptions above we can once integrate (43) with the result:

$$X_t+\frac{1}{2}_{g_1}^{g_2}𝑑gga(t,g)=P(g,f),X=\mathrm{\Phi }(t)+P(g,f)t+Q(g,f)$$
(46)
from equations (41) and (45) we obtain additionally:

$$X_f=((a_tf+b_t))^{\frac{1}{2}},X_g=((a_tf+b_t))^{\frac{1}{2}}(U+af+b))$$
(47)
The most simple way to resolve the last system of equations is to consider as a first step the condition of equality of the second mixed partial derivatives and compare one of the (selfconsistent) equations (47) with (46).

The condition of selfconsistency of the second mixed derivatives reads as:

$$a_{tg}f+b_{tg}=a_t(U+af+b)2(U_f+a)(a_tf+b_t)$$
(48)
In next three lines is presented the result of consequent differentiation of (48) with the respect to the argument $`f`$:

$$a_{tg}=a_t(U_f+a)2U_{ff}(a_tf+b_t)$$

$$0=3a_t\frac{U_{ff}}{U_{fff}}+2(a_tf+b_t)$$

$$0=a_t(3(\frac{U_{ff}}{U_{fff}})_f+2)$$

Going in the reverse direction we obtain in consequence ( all big letters are arbitrary functions of argument $`g`$ only):

$$U_{ff}=B(A2f)^{\frac{3}{2}},U_f=B(A2f)^{\frac{1}{2}}+D,U=B(A2f)^{\frac{1}{2}}+Df+E$$

$$a_{tg}=(D+a)a_t,2b+Aa=F$$

The last equation for the function $`a`$ after integration once with respect to the argument $`t`$ may go over to the form ($`a+D=z`$) of a Riccati equation (now with respect to the argument $`g`$:

$$z_g+\frac{z^2}{2}=\nu _g+\frac{\nu ^2}{2}$$

In the last equation we have represented the arbitrary function arising in a special form allowing us to integrate the Riccati equation with the final result:

$$a+D=\frac{\nu _{gg}}{\nu _g}+\frac{2\nu _g}{\mathrm{\Phi }(t)+\nu }$$

After these preliminary calculations we are able to compare the first equation (47) with (46). For $`(a_tf+b_t)`$ from the results above we have:

$$(a_tf+b_t)=(A2f)\frac{\nu _g\mathrm{\Phi }_t}{(\mathrm{\Phi }+\nu )^2}$$

or

$$(X_f)^2=(P_ft+Q_f)^2=\frac{(\mathrm{\Phi }(t)+\nu )^2}{(2fA)\nu _g\mathrm{\Phi }_t}$$

All other computatrions are obvious and lead finally precisely to the solution of the second subsection in section 3.