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# Phase synchronization and noise-induced resonance in systems of coupled oscillators

## I Introduction

In recent years the networks of coupled nonlinear oscillators have attracted much attention: They serve as a prototype model for a variety of self-organizing systems in physics, chemistry, biology, and social sciences, and exhibit the remarkable phenomena of synchronization . Among those the system with global coupling has been mostly studied both analytically and numerically, owing to analytical simplicity and some physical as well as biological applications . In such a system of globally coupled oscillators, effects of nonzero inertia and of noise as well as effects of periodic driving on synchronization have been examined . Of particular interest in the presence of noise is the possible amplification of the response of the system, arising from the interplay between the noise and driving . Such stochastic resonance phenomena, having various potential applications, have received much attention . Recently, the interesting possibility of stochastic resonance in systems without external periodic driving has been pointed out . For example, noise-controlled resonance behavior in a periodic potential with constant driving has been discussed, and in the limit of low damping the inertia has been shown to play as a surrogate of external periodic driving . While such noise-induced resonance behavior has been investigated in oscillator systems with relatively few degrees of freedom, typically single oscillator systems, or in systems of excitable elements , the possibility of detecting the resonance behavior in a system of coupled (non-excitable) oscillators has not been properly addressed.

The purpose of this paper is to examine whether such noise-induced resonance behavior can appear in a coupled oscillator system with many degrees of freedom. We thus consider the system of globally coupled stochastic oscillators, each possessing finite inertia, subject to constant driving force, and investigate the behavior of the order parameter, which measures the synchronization of the system, as the noise level and the coupling strength are varied. To understand the interplay of noise and driving force, giving rise to the possibility of noise-induced resonance behavior in the absence of periodic driving, we further consider the power spectrum of the phase velocity as the response to the driving force, and investigate both the zero-frequency (dc) component and the nonzero-frequency (ac) one. The dc component of the power spectrum, proportional to the squared time average of the phase velocity, measures the probability that the system, kicked by noise, eventually escapes out of a potential-well minimum. Namely, it describes the inter-well transition. On the other hand, the ac component describes the intra-well oscillation behavior, which does not induce the escape out of the potential-well minimum. The order parameter is observed to decrease with noise, manifesting suppression of synchronization, and to display hysteretic behavior with the noise level as well as with the coupling strength. Suppression of synchronization is also reflected by growth of the dc component of the power spectrum, corresponding to the dispersion of the mean phase velocity, with noise. On the other hand, it is found that the generalized susceptibility, related to the power spectrum via the fluctuation-dissipation theorem, increases first as the noise grows from zero, reaches its maximum at a finite noise level, and eventually decreases as the noise level is increased further. Such noise-induced effects are also observed in the quality factor at appropriate nonzero frequencies, suggesting the presence of intra-well resonance.

This paper consists of five sections: Section II introduces the system of coupled oscillators, each possessing finite inertia, subject to random noise and constant driving force. The self-consistency equation for the order parameter, which measures collective synchronization in the system is described. In Sec. III, the behavior of the order parameter with the coupling strength and the noise level is investigated, which manifests hysteretic behavior at low noise levels. Section IV is devoted to the investigation of the response of the phase velocity to the external driving force, focusing on the interplay between noise and driving. The power spectrum of the phase velocity is revealed to exhibit noise-induced resonance in appropriate regimes. Finally, a brief summary is given in Sec. V.

## II System of Coupled Oscillators

We begin with the set of equations of motion governing the dynamics of $`N`$ coupled oscillators, the $`i`$th of which is described by its phase $`\varphi _i`$ $`(i=1,2,\mathrm{},N)`$:

$$\mu \ddot{\varphi _i}+\dot{\varphi _i}+\frac{K}{N}\underset{j=1}{\overset{N}{}}\mathrm{sin}(\varphi _i\varphi _j)=\omega _i+\eta _i(t),$$
(1)
where $`\mu `$ represents the magnitude of the (rotational) inertia relative to the damping. The third term on the left-hand side of Eq. (1) denotes the global coupling with strength $`K/N`$, whereas the first and the second on the right-hand side represent the constant driving force and the random (thermal) noise, respectively. The driving force $`\omega _i`$ is distributed over the whole oscillators according to the distribution $`g(\omega )`$, which is assumed to be smooth and symmetric about $`\omega =0`$. The term $`\eta _i(t)`$ represents independent white noise with zero mean and correlations $`\eta _i(t)\eta _j(t^{})=2T\delta _{ij}\delta (tt^{}),`$ where the noise level $`T(>0)`$ plays the role of the “effective temperature” of the system. The set of equations of motion in Eq. (1) describes a superconducting wire network  and may also be regarded as the mean-field version of an array of resistively and capacitively shunted junctions, which serves as a common model for describing the dynamics of superconducting arrays . In these cases, the constant driving force $`\omega _i`$ corresponds to the direct current bias.

Collective behavior of such an $`N`$-oscillator system is conveniently described by the complex order parameter

$$\mathrm{\Psi }\frac{1}{N}\underset{j=1}{\overset{N}{}}e^{i\varphi _j}=\mathrm{\Delta }e^{i\theta },$$
(2)
where non-vanishing magnitude $`(\mathrm{\Delta }0)`$ indicates the emergence of collective synchronization and $`\theta `$ gives the average phase. Note that the synchronized state corresponds to the superconducting state with global phase coherence in the case of superconducting networks or arrays . The order parameter defined in Eq. (2) allows us to reduce Eq. (1) into a single decoupled equation

$$\mu \ddot{\varphi _i}+\dot{\varphi _i}+K\mathrm{\Delta }\mathrm{sin}(\varphi _i\theta )=\omega _i+\eta _i(t),$$
(3)
where $`\mathrm{\Delta }`$ and $`\theta `$ are to be determined by imposing self-consistency. Namely, the order parameter, defined in terms of the phase via Eq. (2), in turn determines the behavior of the phase via Eq. (3), which depends explicitly on $`\mathrm{\Delta }`$ and $`\theta `$. We then seek the stationary solution with $`\theta `$ being constant, which is possible due to the symmetry of the distribution of $`\omega _i`$ about zero. Redefining $`\varphi _i\theta `$ as $`\varphi _i`$ and suppressing indices, we write the reduced equation of motion in the form

$$\mu \ddot{\varphi }+\dot{\varphi }+K\mathrm{\Delta }\mathrm{sin}\varphi =\omega +\eta (t),$$
(4)
which depends explicitly on the magnitude $`\mathrm{\Delta }`$ of the order parameter.

In the absence of noise ($`T=0`$), the self-consistency equation for the order parameter reads

$$\mathrm{\Delta }=(\frac{\pi }{2}\frac{\mu }{2})g(0)K\mathrm{\Delta }+\frac{4}{3}\mu g(0)(K\mathrm{\Delta })^2+\frac{\pi }{16}g^{\prime \prime }(0)(K\mathrm{\Delta })^3+O(K\mathrm{\Delta })^4.$$
(5)
If the distribution $`g(\omega )`$ is given, the collective behavior of the system can thus be obtained by solving Eq. (5). In general the quadratic term of the order $`(K\mathrm{\Delta })^2`$ is known to induce hysteresis in the bifurcation diagram . Accordingly, it has been concluded that the non-zero inertia tends to induce hysteresis in the bifurcation diagram of the system .

The self-consistency equation for the order parameter in the presence of noise, particularly at such high temperatures that $`K\mathrm{\Delta }/T1`$, has also been considered, yielding

$$\mathrm{\Delta }=\mathrm{\Delta }_+\frac{\sqrt{cK(aK1)}}{cK^2}$$
(6)
with the coefficients given by the integrals

$`a`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega g(\omega ){\displaystyle \frac{T\mu \omega ^2}{2(T^2+\omega ^2)}},`$
$`b`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\omega g(\omega )[{\displaystyle \frac{T+\mu (T^2\omega ^2)\mu ^2\omega ^2T}{4(T^2+\omega ^2)^2}}+{\displaystyle \frac{\mu ^3\omega ^2+2\mu ^2T}{8(T^2+\omega ^2)}}`$
$`{\displaystyle \frac{6T+\mu (8T^2\omega ^2)+\mu ^2T(8T^2\omega ^2)}{8(T^2+\omega ^2)(4T^2+\omega ^2)}}].`$
In this case collective behavior of the system has been obtained as follows: When $`K<K_c1/a`$, only the null solution ($`\mathrm{\Delta }=0`$) is possible. At $`K=K_c`$, on the other hand, the null solution loses its stability and the nontrivial solution $`\mathrm{\Delta }_+`$, together with the unphysical solution $`\mathrm{\Delta }_{}\mathrm{\Delta }_+`$, emerges via a pitchfork bifurcation. Subsequently, it grows in a continuous manner $`(a^2/\sqrt{c})(KK_c)^{1/2}`$ as $`K`$ is increased beyond $`K_c`$ .

## III Phase Synchronization

In this section we present in detail the behavior of the order parameter with the coupling strength and the noise level. We have performed extensive numerical simulations on the equations of motion given by Eq. (1) at various noise levels and coupling strengths. The order parameter $`\mathrm{\Delta }`$ has been computed from the definition given by Eq. (2), and its behavior depending on the coupling strength and the noise level has been examined. In simulations Eq. (1) has been integrated with discrete time steps of $`\delta t=0.001`$, and for convenience, a semi-circle distribution of radius $`r=0.5`$ has been chosen for $`g(\omega )`$. (We have also considered other types of distribution such as Gaussian, only to find no qualitative change.) In computing the order parameter, $`N_t=10^5`$ time steps have been used while the data from the first $`5\times 10^4`$ steps discarded at each run. Both $`\delta t`$ and $`N_t`$ have been varied to confirm that the stationary state has been achieved. We have then computed the order parameter in the system of $`N=2000`$ oscillators, each having the inertia $`\mu =0.8`$.

The obtained behaviors of the order parameter with the coupling strength and the noise level are displayed in Figs. 1 and 2. Figure 1(a) shows the behavior as the coupling strength $`K`$ is varied with the noise level $`T`$ kept fixed: Circles and squares describe the behavior of the order parameter as the coupling strength is increased and decreased, respectively. At zero noise ($`T=0`$), 20 independent runs have been performed with different initial configurations, over which averages are taken. The corresponding error bars have been estimated by the standard deviations whereas those data points without explicit error bars have errors smaller than the size of the symbol. Note the hysteresis manifested at zero noise and weakening as the noise strength is increased from zero. These characteristic features as $`K`$ is varied for given $`T`$ agree well with the results of Ref. . Figure 1(b) shows that the critical coupling strength $`K_c`$, beyond which synchronization sets in, increases monotonically with the noise level $`T`$, demonstrating the suppression of synchronization by noise. Here $`K_c`$ has been estimated by the value of the coupling strength at which the order parameter $`\mathrm{\Delta }`$ first becomes nonzero to the precision of $`10^1`$. The circles and squares, again corresponding to the data for increasing and decreasing $`K`$, respectively, have been obtained from averages taken over 10 independent runs with different initial configurations, and the error bars estimated by the standard deviation. Thus, unlike the excitable system , noise-induced synchronization does not emerge here. Further, the hysteretic behavior, reflected by the difference in the critical coupling strength between the two cases, is revealed to diminish conspicuously as the noise level is increased.

In Fig. 2(a) the behavior of the order parameter with the noise level $`T`$ for fixed coupling strength $`K`$ is displayed. Here circles and squares represent the data for increasing and decreasing $`T`$, respectively, and the typical error bars, estimated by the standard deviation obtained from $`20`$ independent runs with different initial configurations, are shown on the data points at $`K=0.7`$. Figure 2(b) displays the detailed behavior with the noise strength for the coupling strength $`K=0.7`$, again manifesting the hysteresis. Note that the hysteresis is most conspicuous for the coupling strength around this value, decreasing as the coupling strength is increased. At weak coupling strengths, the system is not synchronized ($`\mathrm{\Delta }=0`$), giving no hysteresis. It is thus concluded that the system exhibits quite generally hysteretic behavior as either the coupling strength or the noise level is varied, which has its origin in the non-vanishing inertia.

## IV Noise-induced Resonance

In this section we examine the phase velocity and its power spectrum, and investigate the possibility of the noise-induced resonance. The power spectrum of the phase velocity $`\dot{\varphi }_i`$ is given by

$$S(f)=\frac{1}{N}\underset{i=1}{\overset{N}{}}|\stackrel{~}{v}_i(f)|^2|\stackrel{~}{v}_i(f)|^2,$$
(7)
where $`\stackrel{~}{v}_i(f)𝑑te^{2\pi ift}\dot{\varphi }_i`$ is the Fourier component of the phase velocity at frequency $`f`$ and the average over different noise realizations is also to be taken. Thus $`\mathrm{}`$ stands for the average over the noise realizations as well as over the whole oscillators. It is related to the response function of the system via the fluctuation-dissipation theorem :

$$S(f)=2T\text{Re}\chi (f),$$
(8)
where Re denotes the real part and the generalized susceptibility $`\chi (f)`$ is defined to be the Fourier transform of the appropriate linear-response function. When the system is disturbed by (time-dependent) external driving, the resulting change in the average phase velocity takes the form

$$\delta \stackrel{~}{v}_i(f)=\chi (f)\delta I(f),$$
(9)
where $`\delta I(f)`$ is the Fourier component of the (uniform) external driving at frequency $`f`$. In particular, the dc component of the power spectrum, describing the dc response, reads

$$S(f=0)=\frac{1}{N}\underset{i=1}{\overset{N}{}}|\stackrel{~}{v}_i(0)|^2=\frac{1}{N}\underset{i=1}{\overset{N}{}}\left[𝑑t\dot{\varphi }_i\right]^2\dot{\varphi }_i^2,$$
(10)
where $`\mathrm{}`$ denotes the time average. In the case of a superconducting wire network or array, the phase velocity can be identified with the voltage via the Josephson relation, and the system is driven appropriately by a (time-dependent) external current. Accordingly, Eq. (8) connects the generalized resistance with the voltage power spectrum .

To investigate the dc component of the power spectrum, we begin with Eq. (3) and consider two types of the solution, depending on the coupling strength: In the limit of weak coupling strength, each oscillator in the system favors to oscillate with its own frequency and the system is not synchronized, yielding $`\mathrm{\Delta }0`$. The solution of Eq. (3) is then given by

$$\dot{\varphi }_i=\omega _i+(v_{i0}\omega _i)e^{t/\mu }+\frac{1}{\mu }e^{t/\mu }_0^t𝑑t^{}e^{t^{}/\mu }\eta _i(t^{}),$$
(11)
where $`v_{i0}\dot{\varphi }_i(t=0)`$ is the initial phase velocity. Taking the time average of Eq. (11) in the stationary state ($`t\mathrm{}`$), we obtain the mean phase velocity or the frequency of the $`i`$th oscillator,

$$\dot{\varphi }_i=\omega _i.$$
(12)
We now take the average over the $`N`$ oscillators; this reduces Eq. (12) to

$$\dot{\varphi }_i\frac{1}{N}\underset{i=1}{\overset{N}{}}\dot{\varphi }_i=\frac{1}{N}\underset{i=1}{\overset{N}{}}\omega _i=0,$$
(13)
where the symmetry of the distribution $`g(\omega )`$ about $`\omega =0`$ in the thermodynamic limit ($`N\mathrm{}`$) has been used.

On the other hand, the average of the square of the oscillator frequency, corresponding to the dc component of the power spectrum, does not vanish:

$$\dot{\varphi }_i^2=\frac{1}{N}\underset{i=1}{\overset{N}{}}\dot{\varphi }_i^2=\omega _{i}^{}{}_{}{}^{2},$$
(14)
where $`\omega _{i}^{}{}_{}{}^{2}`$ corresponds to the variance of the distribution of $`\omega _i`$, i.e., $`\omega _{i}^{}{}_{}{}^{2}=𝑑\omega g(\omega )\omega ^2`$. For example, in the simple case of the delta-function distribution $`g(\omega )=(1/2)[\delta (\omega \omega _0)+\delta (\omega +\omega _0)]`$, the variance is given by $`\omega _{i}^{}{}_{}{}^{2}=\omega _{0}^{}{}_{}{}^{2},`$ whereas for the semi-circle distribution with radius $`r`$ we have $`\omega _{i}^{}{}_{}{}^{2}=r^2/2`$. Note that in this weak-coupling limit $`\dot{\varphi }_i^2`$ as well as $`\dot{\varphi }_i`$ does not depend on the noise level $`T`$, indicating the absence of the noise-induced effects.

In the limit of strong coupling strength, the oscillators tend to oscillate in a coherent manner, displaying synchronization $`(\mathrm{\Delta }1)`$. Since the order parameter $`\mathrm{\Delta }`$ in Eq. (3) depends explicitly on the noise, decreasing with the noise level $`T`$, it is expected that unlike in the weak-coupling limit $`\dot{\varphi }_i^2`$ varies with the noise level. When the noise level is sufficiently low ($`T0`$) in this strong-coupling limit, the system is fully synchronized and described by the stationary solution

$$\varphi _i=\mathrm{sin}^1\left(\frac{\omega _i}{K\mathrm{\Delta }}\right),$$
(15)
which yields $`\dot{\varphi }_i=0`$ and $`\dot{\varphi }_i^2=0`$. At high noise levels ($`T\mathrm{}`$), on the other hand, the system is not synchronized ($`\mathrm{\Delta }0`$), and we obtain $`\dot{\varphi }_i^2=\omega _{i}^{}{}_{}{}^{2}`$, similarly to the case of the weak-coupling limit. Accordingly, in the strong-coupling limit, $`\dot{\varphi }_i^2`$ is expected to behave with noise as follows: At low noise levels, $`\dot{\varphi }_i^2`$ increases from zero with the noise. As the noise level is raised further, it saturates eventually toward its asymptotic value, $`\omega _{i}^{}{}_{}{}^{2}`$. Note that $`\dot{\varphi }_i^2`$ just corresponds to the dispersion or mean-square displacement of the oscillator frequencies over the system since $`\dot{\varphi }_i=0`$. Its monotonic growth thus indicates suppression of frequency synchronization, which accompanies that of phase synchronization measured by the order parameter in Sec. III. The dc susceptibility, given by $`\chi _0\text{Re}\chi (f=0)=S(f=0)/2T\dot{\varphi }_i^2/T`$, then grows as the noise level $`T`$ is increased from zero and diminishes with $`T`$ at high noise levels; in between it is expected to reach its maximum. Therefore in contrast with synchronization, which is suppressed by noise, response of the phase velocity to the (uniform) external driving can be enhanced by adding an appropriate amount of noise.

To confirm the analytical argument presented above, we have performed numerical simulations on the set of equations of motion in Eq. (1). For convenience, we have considered the semi-circle distribution for $`g(\omega )`$, and integrates Eq. (1) with discrete time steps of $`\delta t=0.01`$. In computing the phase velocity, $`N_t=10^5`$ time steps have been used at each run, with the data from the first $`5\times 10^4`$ steps discarded. We have again varied both $`\delta t`$ and $`N_t`$ to verify that the stationary state has been achieved, and performed 10 independent runs with different initial configurations, over which averages have been taken. In this manner we have computed $`\dot{\varphi }_i^2`$ in the system of $`N`$ oscillators, for $`N`$ up to $`4096`$, and confirmed that there are no appreciable finite-size effects for $`N1000`$.

Figure 3 presents the obtained behavior of the dc susceptibility or the dc component of the noise-divided power spectrum with the noise level $`T`$ in the system of $`N=2000`$ oscillators, each having the inertia $`\mu =0.8`$. The semi-circle distribution of radius $`r=0.5`$ has been chosen for $`g(\omega )`$ and the coupling strength $`K=3`$ adopted. In particular we have considered both cases of increasing and decreasing the noise level, only to obtain the same results within error bars. The behavior shown in Fig. 3 demonstrates that noise helps the system escape from the potential well, enhancing the response of the phase velocity to external driving. It is of interest to note that $`T_m(1.4)`$, at which the response becomes its maximum, is almost the same as the critical noise strength $`T_c`$ below which synchronization sets in \[$`T_c1.4`$ for $`K=3`$ as shown in Fig. 2(a)\]. The height of the effective potential barrier of the system described by Eq. (4) is given by $`K\mathrm{\Delta }`$. Since the order parameter $`\mathrm{\Delta }`$ decreases with the noise level $`T`$, the barrier height also becomes lower with $`T`$, helping the escape from the potential well and enhancing the response to the external driving. Eventually, at $`T_c`$ the potential barrier vanishes and the response reaches the maximum. It is thus concluded that noise not only hinders synchronization, making the critical coupling strength $`K_c`$ larger \[see Fig. 1(b)\], but also enhances the response of the phase velocity to the external driving force.

We now investigate the ac components of the power spectrum, i.e., the power spectrum at nonzero frequencies, which gives the possibility of noise-induced intra-well resonance. For this purpose, we have also performed numerical simulations on the equations of motion, using the same parameter values, and compute the power spectrum of the phase velocity through the use of the fast Fourier transform. The obtained power spectrum as a function of the frequency $`f`$ is shown in Fig. 4. At each noise level, averages have been taken over 10 independent runs with different initial configurations, to obtain the data represented by such symbols as filled circles, empty circles, filled squares, etc., and the error bars have been estimated by the standard deviation. Note that in the absence of noise ($`T=0`$), no peak appears at any finite frequencies, which is natural in the system without periodic (ac) driving. When small noise comes into the system, however, a peak develops at a nonzero frequency ($`f0.3`$ in our simulation results) and grows up with the noise, suggesting the activation of intra-well oscillation by noise. As the noise level is raised, the amplitude of such noise-induced intra-well oscillation is expected to grow, lowering its frequency. Indeed the frequency at which the peak appears in Fig. 4 shifts toward lower values, demonstrating the noise-induced frequency shift. It eventually approaches zero frequency; this describes the system kicked by noise in a potential-well minimum and escaping from the minimum. Namely, the intra-well oscillation induced by noise turns into the inter-well transition. To disclose the noise-induced effects in such intra-well motion, we have also computed the generalized susceptibility at several frequencies versus the noise level, where noise-induced enhancement in the response can again be observed. In particular, at finite frequencies, it is convenient to characterize such noise-induced effects by the appropriate quality factor

$$QS_{max}(\delta f/f_{max})^1,$$
(16)
where $`S_{max}`$ is the peak height of the power spectrum, $`f_{max}`$ is the corresponding frequency, and $`\delta f`$ is the half-width of the peak. Thus the quality factor $`Q`$, given by the ratio of the peak height to the relative width, measures the degree of the coherent motion . We have computed $`Q`$ from the power spectrum obtained from 10 independent runs, taking the average at each noise level. The obtained behavior of the quality factor $`Q`$ as a function of the noise level $`T`$ is shown in Fig. 5, which demonstrates the presence of the intra-well resonance induced by noise. The value $`T0.7`$ at which $`Q`$ reaches its maximum is apparently lower than that for the inter-well motion in Fig. 3, indicating that intra-well resonance can be induced by weaker noise.

## V Summary

We have studied the synchronization phenomena and the noise-induced motion in a system of globally coupled oscillators, each possessing finite inertia, subject to constant driving force. The detailed behavior of the order parameter depending on the coupling strength and the noise level has been obtained from numerical simulations, which has revealed hysteresis both with the coupling and with the noise as well as suppression of synchronization by noise. The hysteresis with respect to the coupling is most conspicuous in the absence of noise, weakening as the noise comes into the system; that with respect to the noise appears large at intermediate coupling strengths, diminishing with the coupling strength. We have also considered the power spectrum of the phase velocity, as the response of the system to the (time-dependent) external driving, and examined the possibility of the noise-induced resonance in the system. The dc component of the power spectrum, which corresponds to the dispersion of the mean oscillator frequency, has been shown to grow with noise, again manifesting suppression of synchronization. On the other hand, the noise-divided power spectrum or the generalized susceptibility, which describes the response of the phase velocity to the external driving, has been found to display a peak at a finite noise level, revealing the presence of noise-induced enhancement in the response. In particular, the noise-induced resonance in the intra-well motion has been observed in the behavior of the quality factor with the noise strength. It is thus concluded that noise in the system of coupled oscillators not only suppresses phase synchronization but also helps the system to escape from a potential-well minimum in the response of the phase velocity, inducing the resonance. Such noise-induced resonance may be manifested by a resonance peak of the voltage power spectrum in the case of a superconducting wire network. Finally, we note that the major role of inertia is to bring about hysteresis in the response of the system. The inertia is in general necessary for the system to possess (finite) natural frequencies, and expected to be essential to the ac resonance at these finite frequencies. On the other hand, it may not be crucial in the dc resonance behavior of the power spectrum of the phase velocity in the system of coupled oscillators. Preliminary results we have obtained for the case without inertia indeed indicate that the peak at zero frequency persists whereas that at finite frequency disappears, suggesting the presence of only the inter-well motion. The detailed investigation of this and other effects are left for further study.

## Acknowledgments

We are grateful to G.S. Jeon for useful discussions. MYC also thanks D.J. Thouless for the hospitality during his stay at University of Washington, where part of this work was accomplished. This work was supported in part by the Ministry of Education of Korea through the BK21 Program and by the National Science Foundation Grant DMR-9815932.


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# Energy and Centrality Dependence of Rapidity Densities at RHIC

## ACKNOWLEDGMENTS

This work was supported by the Director, Office of Energy Research, Office of High Energy and Nuclear Physics, Division of Nuclear Physics, and by the Office of Basic Energy Science, Division of Nuclear Science, of the U.S. Department of Energy under Contract No. DE-AC03-76SF00098 and DE-FG-02-93ER-40764. X.-N. Wang was also supported in part by NSFC under project 19928511.


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# Are X-ray properties of loose groups different from those of compact groups?

## 1 Introduction

Many galaxies in the local universe, including the Milky Way, are found in dynamically bound groups. These groups have been divided into two broad types: compact and loose. Compact groups are composed of galaxies separated on the sky by only a few galactic radii, and as such they are more easily identified than the more numerous loose groups, and hence have been intensively studied.

The status of compact groups is still controversial. Such compact configurations of galaxies, with modest velocity dispersions, would be expected to result in galaxy merger rates greater than those observed (?). Simulations of compact groups have shown that the predicted merging rate is reduced if a significant amount of the group mass is contained in a common halo (e.g. ?). Moreover, compact cores could be replenished by continuing infall of new galaxies (?), or could be dense, bound configurations which form temporarily within loose groups (?). Alternatively, the low merging rate would not pose a problem if compact groups were chance alignments within loose groups (?) or filaments seen end on (?), as in these cases the groups would not be as physically compact as they appear.

Recent studies of compact groups which have probed further down the galaxy luminosity function than the data from which the groups were originally identified, indicate that many compact groups are located within overdense environments (e.g.???). On the basis of galaxy distribution, there also seem to be different families of compact groups, which may correspond to different dynamical stages of group evolution (?).

An alternative approach to investigation of the evolutionary status of groups, is to study the X-ray emission from the intergalactic medium in these systems. ? carried out an essentially complete survey of the X-ray properties of the Hickson Compact Groups (HCGs), originally identified by ? – the best studied sample of compact groups. The results of this X-ray survey indicated that hot intergalactic gas is found in association with at least 75% of HCGs. This suggests that most of these groups are real gravitationally bound systems.

Diffuse X-ray emission superficially similar to that seen in compact groups, has also been noted in a number of loose groups (???). If compact and loose groups are truly different types of system, or if they represent very different stages of group evolution, then one would expect to see differences in the properties of the intragroup gas, and in particular in the correlations involving X-ray luminosity and temperature, which reflect the relationship between the gas, the potential well, and the galaxies it contains. In this paper we combine the work of ? with the recent survey of X-ray bright loose groups by ? to compare the X-ray properties of loose and compact groups. Throughout this paper we take H0 = 50 km s-1Mpc-1.

## 2 The sample

The properties of the compact groups used here are taken from an almost complete survey of the redshift-accordant Hickson compact groups by ?, while the properties of the loose groups are taken from ?. Detailed descriptions of the data reduction and analysis may be found in these papers. ? used a combination of ROSAT all-sky survey and pointed data. Point sources were excluded, and a count rate and spectrum extracted within a radius corresponding to 200kpc for all groups, except two in which a larger radius of 500kpc was used. A hot plasma model was fitted to groups with pointed data exceeding a 3$`\sigma `$ detection limit and luminosities derived using the fitted model. For the RASS data a fixed spectral model was used to derive a luminosity. This gave a total of 22 systems with detected diffuse emission of which 16 had derived X-ray temperatures.

The groups examined in ? are based on pointed ROSAT PSPC observations of 24 X-ray bright groups. These systems were originally identified from three different sources, the optical group catalogues of ? and ? were examined to identify 15 X-ray bright groups, and then included were the 9 X-ray bright groups from ?. ? excluded point sources and extracted a count rate and spectrum within a radius determined for each group by examining a smoothed image and group profile. A hot plasma model was then used to obtain a temperature and derive a luminosity. This gave 24 groups all with derived luminosities and temperatures.

Four systems (HCGs 42,62,68 and 90) are common to both samples. Despite the somewhat different procedure used in the two studies, comparison of the derived luminosities show that they typically agree to within 10%, with the temperatures agreeing to within approximately 15%. These are compact groups, and for our analysis below we use the parameters given in ?, although for groups 42,62 and 90 the velocity dispersions used are taken from ?, as the larger number of fainter galaxies they identify results in a more accurate velocity dispersion. The full dataset is shown in Table 1 and consists of 20 loose groups and 22 compact groups, of which a subset of 16 compact groups have temperature measurements.

It should be noted that neither the loose or compact group samples should be regarded as being statistically complete in any way. However, we do not believe that this will introduce any particular bias, other than the fact that since we only use groups with detected diffuse X-ray emission, we do not include systems with undetectably faint intergalactic gas. The two samples sould rather be regarded as reasonably representative samples of X-ray bright groups of each type.

## 3 X-ray correlations

The relation between X-ray luminosity and temperature for loose and compact groups is plotted in Figure 1. It is clear that these two parameters are significantly correlated (K=5.02, P$``$0.00001) across the sample as a whole. In order to investigate whether there is any significant difference between the relations for the loose and compact subsamples, we perform a linear fit to the log$`T`$, log$`L_X`$ data to each subsample, and derive confidence regions for these fits. If these confidence regions are disjoint then the two sets of groups have significantly different $`L:T`$ relations.

In calculating the best fit relations and their errors, the question arises as to whether each data point should be weighted by its statistical error. This is the correct approach provided that points deviate from the mean relation only on account of these statistical errors. For the data shown in Figure 1, the variance about the mean trend is 6 times greater than the variance expected from the statistical errors. This is not surprising as it is clear from cluster studies that there is substantial genuine scatter about the mean relationship (e.g. ?) which is likely to be even more significant for groups (e.g. ?). Under these circumstances, it is clearly not appropriate to use weights based on the statistical error for each point, and we adopt the alternative approach of weighting each point equally, since the variance is dominated by real, rather than statistical, scatter. In reality the variance about the mean trend will be a combination of both real and statistical scatter. We therefore also include the results of statistically weighted fits, for purposes of comparison.

For the equally weighted fits the $`x`$ and $`y`$ errors for each data point (needed to provide the relative weights of offsets along each axis, and to enable confidence intervals to be calculated) are calculated from the observed scatter about the fitted trend. In order to determine the appropriate weightings we initially fit a regression line to the entire dataset using the odrpack package (?) which takes into account the errors in both the $`x`$ and $`y`$ directions on each point. The scatter about the best fit on both axes was then determined and used as an estimate of the (equal) errors on each point. The data were then refitted with a new regression line and the scatter was again determined. This iteration continued until a stable fit was found.

Table 2 shows the results of the different fits, using the equally weighted errors, and for comparison, the fits obtained using individual statistical errors on each point. The first column lists the relation under consideration and whether each data point was weighted equally or the individual errors on each point were used. The results of fitting a straight line in log space to the compact, loose and combined samples are then shown, along with 1$`\sigma `$ errors. These errors were derived using odrpack, and are based on the statistical scatter of the points about the best fit line. As can be seen, in some cases there are substantial differences in the slopes derived for the relations, depending on how the data points are weighted. For example, the very steep $`L:T`$ slope (8.2) obtained by ? using statistical weighting, is due in part to the strong leverage exerted by a small number of the brightest groups, which have the smallest error bars. We believe that the equally weighted results presented here give a more reliable measure of the true correlations.

Confidence regions in the slope:intercept plane have been calculated for the loose and compact subsets, using the equally weighted data. These confidence regions are superposed in Figure 2. As can be seen, there is considerable overlap, with the best fit for each sample lying well within the 90% confidence contour of the other, implying no significant difference between the two datasets. It therefore makes sense to combine the two samples, and we plot in Figure 1 the best fit line and one sigma error bounds for the entire sample with all points weighted equally. Also plotted for comparison is the original relation derived by ? for the compact group sample, in which the errors on each individual point were used. This relation is clearly too steep because two points (HCG62 and HCG97) have very small errors and significantly steepen the line (c.f. the equally weighted compact group sample in which the slope is 3.6). It should be noted that although the slope of the fit to the compact group sample is much flatter using equally weighted errors compared to using individual statistical errors, the lines fitted to the compact and loose group samples are statistically equivalent using either type of error (see Table 2).

The relationship between X-ray luminosity and group velocity dispersion is also examined in an identical way to the $`L:T`$ relation. Table 2 shows the results of the different fits to the whole $`L:\sigma `$ dataset and the separate loose and compact subsamples. Maps of $`\chi ^2`$ were produced for the two subsamples and once again a clear overlap is seen in the confidence regions (Figure 3).

The relationship between X-ray luminosity and velocity dispersion for the full sample is plotted in Figure 4. The correlation between these parameters is strong (K=3.92, P=0.0001), and also shown are the best fit individually weighted (dashed line) and equally weighted (solid line) fits to the data. As can be seen there is a very significant difference between the two lines. There is one point with a very low velocity dispersion (NGC 3665, 29 km s$`1`$) which stands out on this graph. A virialised system must have a minimum mean density related to the density of the universe which can be used to constrain the velocity dispersion of a virialised group to be greater than 100 km s$`1`$ (?). A velocity dispersion of 29 km s$`1`$ clearly lies below this limit. Given that the X-ray emission suggests a collapsed system, the real velocity dispersion of the system is likely to be much higher than has been measured from the four catalogued members. Exclusion of this point has a significant effect on the gradient of the equally weighted line, increasing the slope to 2.9 which is within 2$`\sigma `$ of the individually weighted line.

The relationship between velocity dispersion and temperature is shown in Figure 5. Once again a series of fits are carried out on the samples (Table 2) and the $`\chi ^2`$ maps (Figure 6) show significant overlap. Also plotted on Figure 5 is the equally weighted regression line and the line for $`\beta _{spec}=1`$, where $`\beta _{spec}`$ is the ratio of the specific energy in the galaxies to that in the gas. The locus $`\beta _{spec}=1`$ is plotted on Figure 6 and clearly shows that $`\beta _{spec}=1`$ is a poor fit to both subgroups of data.

## 4 Discussion and Conclusions

As can be seen from the $`\chi ^2`$ maps for each of the three relations, the compact and loose group data do not appear to differ significantly. The best fit for each subset (compact/loose) always lies within the 90% confidence region of the other subset, and there is much overlap of the 1 sigma confidence regions. Although there are some differences in the regression lines obtained when using statistically or equally weighted errors, the compact and loose group samples are still equivalent to one another when using either type of error (see Table 2). The X-ray surface brightness profiles of compact galaxy groups (e.g. ????) are also comparable with those derived for loose groups (?) and are flatter than those observed in galaxy clusters, providing further evidence that compact and loose groups are similar systems.

Given this similarity, the results shown in bold in Table 2, derived from the full sample of 42 groups, represent the best estimates available of these relations for galaxy groups. Though, as discussed in section 3, the slope of the $`L:\sigma `$ relation given in the Table is biased low by one outlying system which probably has an incorrect velocity dispersion. These results are derived using the equally weighted errors which should be more reliable than using individual statistical errors, given the observed scatter in the relationships.

The steepening of the $`L:T`$ and $`\sigma :T`$ relations in low temperature systems support preheating models (see ? for more details), in which injection of energy from the epoch of galaxy formation lowers the density and raises the temperature of the intergalactic gas in galaxy groups. Models of this process (??) predict that the mass-temperature relation should rapidly steepen at a temperature related to the temperature to which the gas was preheated. As $`M\sigma ^2`$ we should also see this effect as a steepening of the $`\sigma :T`$ relation, as is observed below $`T=1`$ keV in Fig.5. Also noticeable is the large scatter about the mean trends in all three of the correlations examined here – especially in the poorest systems. This finds a natural interpretation in terms of the variation in detailed evolutionary history in such sparse systems, between one group and another.

What implications for the relationship between compact and loose groups follow from the apparent indistinguishability in their X-ray properties? One possibility is clearly that compact groups are simply fortuitous alignments of galaxies within loose groups (?) – however the accumulation of data showing clear evidence for strong galaxy interactions within HCGs has convinced even most sceptics that many of them are genuinely dense in three dimensions (?). On the other hand, the results presented above, in conjunction with deep optical surveys showing much more extended distributions of galaxies associated with compact groups (???), argue that they are not fundamentally different from loose groups.

This apparently leaves two viable models for the nature of compact groups. In the model of ?, compact groups are temporary bound configurations which form within loose groups, whilst ? propose a model in which compact cores are regenerated by continuing infall of galaxies, whilst merger rates are reduced by halo stripping of the group members. The model of ? appears to conflict with the observed X-ray properties of compact groups. In the simulations presented by these authors, compact groups are produced at a variety of locations within their natal loose group, during its evolution. The majority of these temporary bound groupings do not occur at the centre of the main group. In this case, one would expect that compact groups would frequently be offset from the X-ray centroid associated with the core of the larger potential well of the group as a whole. This is not what is observed. X-ray studies show that HCGs associated with X-ray emission are invariably at the core of that emission.

The model of ? appears to account well for the observed properties of X-ray bright compact groups, and for the fact that they are embedded within looser overdense configurations. The fact that such X-ray bright systems invariably contain a fairly bright early type galaxy near their centre is explained in this model as the result of early merging activity in the collapsing group core. The existence of X-ray bright loose groups with essentially identical X-ray properties follows immediately from the fact that such systems only satisfy the isolation and compactness criteria required of compact groups for a fraction of the time.

There is, however, a second type of compact group, which cannot be accounted for by the model of ?. These groups are not dominated by an early type galaxy, they may show signs of galaxy interactions in the optical (?) or HI (?), but they show either weak or no diffuse X-ray emission ($`L_X<10^{42}`$ erg s-1), and they typically have lower velocity dispersions that the X-ray bright groups. ? suggest that such systems (their “core+halo” and “compact” classes) may be in a more advanced evolutionary state than the systems which represent the cores of more extensive loose groups. However, the common association of extensive hot gas halos with the latter class of groups shows that this cannot be the case. There is no way that systems like HCG42, HCG62 and HCG97 can lose their X-ray bright halos as their evolution proceeds, so they cannot evolve into X-ray faint systems like HCG16. Also the fraction of ellipticals and velocity dispersion are typically higher in the X-ray bright systems, and these are most unlikely to drop as the system evolves.

It seems that either the X-ray faint groups (both loose and compact) are an earlier evolutionary stage, or they are simply different from the X-ray bright systems. Their low X-ray luminosity suggests that either these systems have, like the Local Group, not yet collapsed (so that their intergalactic gas has not been compressed to the point where it emits detectable X-ray emission), or that their potential wells are too shallow to concentrate preheated gas sufficiently to achieve a detectable X-ray surface brightness. In the case of compact groups in which strong galaxy interactions are seen, it is clear that the core of the system must have collapsed to a dense state, so the second effect must be the dominant one.

## 5 Acknowledgements

We thank Edward Lloyd-Davies for useful comments and advice, and the referee for suggesting improvements to the paper. SFH acknowledges financial support from the University of Birmingham. This work made use of the Starlink facilities at Birmingham.


text:
# Deep H𝛼 imagery of the Eridanus shells

## 1 Introduction

A 25o diameter area of interlocking arcs of H$`\alpha `$ emitting filamentary nebulosity was discovered (Meaburn 1965, 1967) projecting from the galactic plane to high galactic latitudes ($`b=50^o`$). The primary nebulous arc (hereafter called Arc A) is traced from $`(l,b)=(180^o,30^o)`$ to $`(l,b)=(200^o,50^o)`$ (in the Eridanus constellation) and has a similar morphology to the emission regions associated with old supernova remnants (Meaburn 1967). For this reason an association of Arc A with one of the giant radio loops (the 90o diameter Loop 2, Large et al. 1962, Haslam et al. 1971) was suggested, in which case, Arc A could have been within 30 pc of the Sun. Reynolds & Ogden (1979), henceforth RO, though suggested that the arcs were edges of a single elongated cavity expanding at $``$ 15 km s-1 and extending from the I-Ori OB-association and therefore at the greater distance of $``$ 450 pc. They cite the proximity of the well-known ‘Barnard’s Arc’ (see Sivan 1974) in support of this contention. Since this early work the Eridanus nebulosity has continued to receive considerable attention in many other wavelength domains largely because an uncluttered view of the closest galactic interstellar shells is permitted at such high galactic latitudes.

More recently, data from the Leiden/Dwingeloo Hi survey (Hartmann & Burton 1997, Burton & Hartmann 1994), the IRAS Sky Survey Atlas ISSA (Wheelcock et al. 1994) and ROSAT X-ray survey (Burrows & Guo 1996, Snowden et al. 1995) have provided a more detailed picture of the region. Comprehensive comparisons between the data sets have been made by Burrows et al (1993), Brown et al (1995), Heiles et al (1998) and Heiles et al (1999). They suggest a similar unifying picture of the region similar to that given by RO - a large superbubble (SB) filled with hot X-ray emitting ($`T1\times 10^6K`$) gas extending from the Ori OB1 association at a distance of $`450`$pc, with the nearest edge at $`150`$pc. Burrows & Guo (1996) estimated a distance of $`159\pm 16`$pc in the direction $`(l,b)=(200^o,47^o)`$. The cavity is enclosed in an expanding neutral shell traced between $`40\mathrm{km}\mathrm{s}^1v_{\mathrm{lsr}}+40\mathrm{km}\mathrm{s}^1`$ which is seen preferentially edge-on. However, the structure of the ‘Eridanus-Bubble’ and its formation are still under scrutiny. Heiles et al (1999) has pointed out that it is clear that there are some dependencies on other nearby shells including the local ‘superbubble’ (SB), in which the Sun is immersed. However, the filamentary Arc A does not fit clearly into this simple SB picture. For one thing, its curvature is in the opposite sense to that predicted by the SB model.

Deep, narrow-band, H$`\alpha `$ images have been obtained with a wide-field CCD camera of the Eridanus nebulosity to permit a more detailed, and astrometrically accurate, comparison with features at other wavelengths. Furthermore, a new upper limit to the proper motion (pm) of the sharp filamentary edge of Arc A has been obtained in an attempt to constrain the lower limit to its distance. The previous measurement (Jones & Meaburn 1985) used material over a shorter baseline and with a lower signal-to-noise ratio.

## 2 Observations and Results

### 2.1 Wide field imagery

The layout of the Manchester Wide Field camera (MWFC) is shown in Fig. 1. A 21o $`\times `$ 30o field-of-view is converted to 5.5o $`\times `$ 7.8o for acceptance in the parallel beam by a three-period (square profile) interference filter, of 16Å bandwidth centred on H$`\alpha `$. The field is finally imaged on to a Wright Instrument, nitrogen cooled, CCD with 385 $`\times `$ 578 pixels giving a scale of $``$ 3.29′ pixel-1. The observations reported here were made at Kryonerion Observatory in Greece, between 12–16 of December 1996.

The eight fields covered and the integration times used are listed in Table 1. The negative grey-scale representations of the final mosaic is shown in Fig. 2. The galactic coordinates are accurate to a few arcmins for the images were processed (Boumis 1997) using the Starlink kappa packages centroid and setsky, the iras90 packages skyalign and skygrid and the mosaicing ccdpack package makemos. All the astrometry information can then be displayed in the final image using skygrid. In particular, optical field distortions were corrected in this process.

The H$`\alpha `$ emitting regions in Fig. 2 are compared with the 100 $`\mu `$m IRAS emission in Fig. 3(a) and with both the ROSAT X-ray (kev band) emission and the Hi 21 cm ring (Brown et al. 1995) in Fig. 3(b). The principal H$`\alpha `$ arcs are called Arcs A & B in Fig. 3(a).

### 2.2 Proper motions

The brightest part of the filamentary Arc A has a sharp edge in the light of H$`\alpha `$. This appears somewhat faintly on the Palomar Observatory Sky Survey (POSS) Schmidt plate E232, taken on the 3rd of January 1951. Nonetheless the area containing Arc A was digitized with the PDS scanning microdensitometer at the Royal Greenwich Observatory (RGO). The resulting image measured 250 $`\times `$ 250 pixels with a resolution of 20 $`\mu `$m ($``$ 1.34″).

In an attempt to measure any proper motion of Arc A this same filamentary edge was imaged (see Fig. 4) on the 8th of November 1996 with the 2.1m San Pedro Martir (SPM) telescope in Mexico. The integration time was 1800s through an interference filter centred H$`\alpha `$ and with an 11Å bandwidth with the Tek CCD, (1024 $`\times `$ 1024, 24 $`\times `$ 24 $`\mu `$m2 pixels to give a scale of 0.3″ pixel-1 at the f/8 focus) as the detector. The resultant ‘seeing’ disk was 1.8″ diameter nearly matching the POSS resolution.

The Starlink ccdpacl package ccdalign was used to align the two data arrays and the gaia package patch to then remove the star images. Both arrays were finally rotated by the same amount until the filamentary edge was vertical in both. Brightness profiles were compared for a cut, 2.15′ long and marked in Fig. 4, perpendicular to the most defined part of the filamentary edge of the nebulous Arc A. These are shown in inserts in Fig. 4. A conservative upper limit to the proper motion, perpendicularly to the filamentary edge, of $`\pm 0.13`$″ yr-1 was given with the detection limit governed by the lower signal-to-noise ratio in the POSS data.

## 3 Discussion

There is an immediate implication of the expansion pm upper limit for Arc A in Sect. 2.2. Consider a pm of $`\delta \theta `$ arcsec yr-1 for a filament with a tangential velocity of Vt km s-1 at a distance D pc then D = 4.612 Vt $`\delta \theta ^1`$. If Arc A is the edge of a shell expanding slowly at 15 km s-1 then for an expansion pm of $``$ 0.13 arcsec yr-1 its distance must be $``$ 530 pc. The 25o long Arc A would have a linear extent of $``$ 230 pc with this lower distance limit. Any higher expansion velocities than 15 km s-1 , such as those of $``$ 50 km s-1 typical of old supernova remnants (Cygnus Loop, IC443, Vela etc) and capable of causing collisional ionization, would then place Arc A at the improbably high distance of $``$ 1.8 kpc with a corresponding increase in linear size.

The relationship of Arc B to both Barnard’s Arc and Arc A should now be considered. Firstly, Heiles et al (1999) show that an area of soft X-ray emission mapped by Snowden et al (1995) extends from Barnard’s Arc (15o diameter centred on $`(\mathrm{},b)=(224.5^o,18^o)`$ and the Orion Nebula) to Arc B. In fact they describe this volume as the ‘Eridanus superbubble’ with Arc B as the supershell wall. The detailed correlations shown in Fig. 3(b) suggest an alternative interpretation. Here, Arc B appears to be one edge of a self–contained shell delineated by the 20o diameter ring of Hi 21cm emission surrounding a localised enhancement of super-heated X-ray emitting gas. Warm dust, giving rise to the 100 $`\mu `$m ridge just outside Arc B, must be mixed with the neutral gas piled up as the Hi shell expanded. A separate shell is suggested which appears to be unrelated to Arc A and not to be part of a coherent, elongated ‘supershell’ emanating from the Orion region. In fact this shell could be one of a complex of shells whose overlapping images give rise to the more extended X-ray region.

The mechanism for the ionization of the H$`\alpha `$ emitting region of Arc B must be considered within the model that this ionized shell of gas is on the inside surface of the larger 20o diameter Hi shell. An expanding supernova remnant, with a shock driven into the surrounding interstellar medium would have exactly the reverse of this configuration if its expansion velocity was great enough to generate a radiative shock ie H$`\alpha `$ emitting filaments would be expected on its outside surface. Furthermore, leakage Lyman photons from the Orion nebula are shielded from this inside surface by the outer Hi shell. It can be seen in Fig. 3(b) that an arc of X-ray emitting, super-heated, gas is immediately adjacent to Arc B. This hot gas is most likely the slowly cooling remnant of the shocked blast wave that originally pressured the expansion of the shell in its early, energy conserving, phase (assuming a supernova origin) and is still present in the shell’s present momentum conserving phase.

The X-ray emitting gas is most strongly located towards higher galactic latitudes within the Hi shell. In general, the random motions of Hi clouds do not allow them to rise to much more than $`100\mathrm{pc}`$ or so from the galactic plane. Hot ($`10^6\mathrm{K}`$) X-ray emitting gas will have a much larger scale height above the galactic plane due to the high sound speed in gas of this temperature. The scale height is about (Kahn 1998) $`c_\mathrm{H}^2/g_\mathrm{z}`$, where $`c_\mathrm{H}100\mathrm{km}\mathrm{s}^1`$ is the sound speed in the hot gas and $`g_\mathrm{z}10^8\mathrm{cm}\mathrm{s}^1`$ is the gravitational field directed down towards the disk. This buoyancy of the hot gas within the Hi shell may then have resulted in the hot gas gathering at the top (with respect to the galactic plane) of the shell. If the hot gas has enough pressure to eventually be able to break through the Hi shell that is constraining it then it will be able to rise into the galactic halo, forming part of the galactic fountain and leaving a chimney structure behind (see e.g. Norman & Ikeuchi 1989). Photoionization by the Lyman photons in the long wavelength wing of the $`10^7`$ K Black Body emission from the super-heated gas is a possible ionizing mechanism. More likely the optical emission seen at the interface between the hot and cold gas arises as a result of mixing between the two media. This can occur via thermal conduction (see e.g. Borkowski, Balbus & Fristrom 1990, and references therein) as hot electrons heat and ionize the inner edge of the Hi shell giving rise to a warm layer of $`10^5\mathrm{K}`$. This is a thermally unstable temperature and the gas will rapidly cool to $`10^4\mathrm{K}`$ resulting in the emission of H$`\alpha `$. Thermal conduction may be inefficient if significant magnetic fields are present that can hinder the transport of hot electrons to the cold gas or if there is significant relative motion between the two media (Hartquist & Dyson 1993). If this is the case, then mixing can take place via localised boundary layers and shocks (Dyson et al 1993, Redman et al 1999). An observational test that these effects are still taking place would be the detection of O vi absorption lines since this ion indicates temperatures of $`35\times 10^5\mathrm{K}`$ which, as mentioned above, is a temperature from which material can rapidly cool.

Incidentally, the best guide to understanding these structures extending from Barnard’s Arc to Arcs A and B in Fig. 2 and the extended X-ray emitting gas must be the giant shells of the Large and Small Magellanic Clouds and six interlocking shells between 68-308 pc diameter in the Local Group galaxy IC 1613 (Meaburn et al. 1988). For one thing their dimensions correspond to those of Arcs A and B for distances $``$ 530 pc. The image of such a group of separate shells, viewed from the edge of the group, but within the plane of a galaxy, would appear as overlapping H$`\alpha `$ emitting filaments along any sight-line or in X-rays, by superimposed emission from separate volumes of super-heated gas.

Arc A in Fig. 3(a & b) could then be unrelated to Arc B and similarly not part of an elongated ‘superbubble’ projecting from Barnard’s Arc: it could simply be the manifestation of a further shell whose image is superimposed on Arc B. The original correlation of Arc A with the giant (90o diameter) non-thermal radio loop (Loop 2 - Meaburn 1965 and 1967) now seems unlikely in view of the present upper limit to its expansion proper motion. Only if Loop 2 were a truly fossilised, nearby, supernova remnant with an expansion velocity of $``$ 10 km s-1 could Arc A exist within the requisite 30 pc of the Sun. In this case ionization of the outer edge of a compressed Hi, 90o diameter, swept–up shell by leakage Lyman photons from the 450 pc distant Orion region would also have to be invoked to produce the observed H$`\alpha `$ emission. The sense of the curvature of Arc A is one feature in favour of this interpretation. A relationship of Arc A with the nearby, separate Hi shell found by Lindblad et al (1973) cannot be ruled out.

## 4 Conclusions

We calculate a lower limit of 530pc to the distance of Arc A by assuming an expansion velocity of $`15`$ km s-1 (RO, 1979). This corresponds to a linear size of $`230`$pc. Arc B could be at a much lower distance of $`150`$pc and seems to be self-contained in a 20o diameter Hi ring. Therefore we have evidence for Arc A and Arc B to be part of a complex of individual shells viewed along the same sight-line, and therefore not just the edge of a single Eridanus superbubble. Further fainter arcs and loops can also be seen in the deep H$`\alpha `$ mosaic image at a lower level, supporting this hypothesis. Furthermore, a complex of interlocking shells of this size and morphology, is consistent with similar structures seen in the LMC and SMC.

The mixing of extended soft X-ray emission with the Hi shell wall (adjacent to Arc B) is argued to be the most likely ionising mechanism for Arc B.

Arc A on the other-hand, could still be related to giant radio Loop 2, but only for expansion velocities $`10`$ km s-1.

## Acknowledgements

We wish to thank the staffs at the Kryonerion and San Pedro Martir observatories for their excellent assistance during these observations and Dr. Bob Argyle of RGO for assistance with the PDS microdensitometer. The work in Greece was sponsored by the British Council (Athens) in a collaboration between Patras and Manchester Universities. JAL acknowledges support from DGAPA-UNAM and CONACY(Mexico) through projects IN114199 and 32214-E respectively. CD acknowledges a PPARC research grant. MPR acknowledges a PPARC Research Associateship.

## 5 Figure legends

Figure 1.

The optical layout of the Manchester wide field camera (MWFC). The interference filter is in the exit pupil.

Figure 2.

A negative grey-scale representation of the mosaic of H$`\alpha `$ images taken of the Eridanus nebulosity.

Figure 3(a). A comparison of the H$`\alpha `$ contours (linear intervals) from the image in Fig. 2 with a negative grey-scale representation of the IRAS 100 $`\mu `$m image of the field. Arcs A & B are indicated.

Figure 3(b). A lighter grey-scale representation of the H$`\alpha `$ image in Fig. 2 is compared with the ROSAT X-ray (0.75 kev) contours. The Hi ring is indicated by a dashed line from Brown et al (1995).

Figure 4.

A negative H$`\alpha `$ image of the sharp edge of Arc B taken with the San Pedro 2.1m telescope is shown. This has been rotated to bring the sharp edge of Arc A nearly vertical in the data array. The field centre is RA = 04h 01m 21.47s DEC = +01o 32′20.5″(J2000) ($`\mathrm{},b`$) = (188.7o , –36.1o ). Note that north is to the top of the tilted left-hand edge of the image. Cuts taken across the H$`\alpha `$ filament from (a) the SPM telescope and (b) the POSS data arrays are shown as inserts. These were co-additions from the respective images for the length marked against the image of the filamentary edge.