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# HST/WFPC2 Morphologies of K-selected Extremely Red Galaxies

## 1 Introduction

Extremely Red Objects (EROs), which have optical-to-infrared colors which differ significantly from typical field sources, encompass a wide variety of phenomenæ. Galaxies of assorted types make up the dominant component of ERO samples, but one can also find low mass stars, gravitationally lensed sources, and transient sources such as variable stars, asteroids or supernovae which may not be initially recognized as such. The term Extremely Red Galaxies (ERGs) is also commonly used, sometimes interchangeably, but usually refers to a sample of EROs which has been cleaned of the objects which are not galaxies. ERGs are therefore a subset of the EROs. We adopt the more general term ERO throughout this paper.

Both the definition and interpretation of EROs has evolved somewhat since their initial discovery, and it is useful to review the subject here for some historical perspective. When first identified as a distinct population of sources (Elston, Rieke, & Rieke, 1988), EROs were thought to be good candidates for primeval galaxies. Subsequent observations (Elston, Rieke, & Rieke, 1989), however, showed these early EROs to be $`z0.8`$ elliptical galaxies. Additional EROs were noted in the following years (McCarthy, Persson, & West, 1992; Eisenhardt & Dickinson, 1992; Persson et al., 1993; Graham et al., 1994; Hu & Ridgeway, 1994; Soifer et al., 1994; Dey, Spinrad, & Dickinson, 1995; Djorgovski et al., 1995; Treu, 1998; Im et al., 2002). Most of these were serendipitous detections, identified on images targeting known, high-redshift radio galaxies or other active galactic nuclei. Little or no followup work was done on these objects at the time, which to some extent reflected the limited capabilities of existing instruments and telescopes. These EROs were identified with colors spanning a wide range: ($`RK`$) $``$ 5–7, or ($`IK`$) $``$ 4–6.

A resurging interest in EROs accompanied the development of the Submillimeter Common User Bolometer Array (Holland et al., 1999, SCUBA), and the subsequent detection of the extremely red galaxy HR 10 (Hu & Ridgeway, 1994, this source is also known as HR94 10 or ERO J164502+4626.4) at 850 $`\mu `$m (Cimatti et al., 1998; Dey et al., 1999). At a redshift of 1.44 (Graham & Dey, 1996), the detection of HR 10 in the submillimeter implied the presence of massive quantities of dust accompanied by very high star formation rates. The ERO population was thought to provide fertile hunting grounds for more submillimeter-bright galaxies at high redshift. Additional observations have not supported this idea, however, with only a relatively small fraction, on the order of 20% (Andreani et al., 1999; Mohan et al., 2002, Thompson, priv. comm.), of the bright EROs ($`K<19.5`$) showing strong submillimeter emission.

The development of larger-format infrared arrays and wider field instrumentation enabled subsequent field surveys to cover enough area to assemble significant samples of systematically selected EROs for further study, in blank fields (Thompson et al., 1999; Daddi et al., 2000; McCarthy et al., 2001) as well as targeted surveys (Chapman, McCarthy, & Persson, 2000; Cimatti et al., 2000; Liu et al., 2000). Thompson et al. (1999) adopted a color selection for EROs of ($`RK`$) $`>`$ 6$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0. The motivation was that this color was redder than the expected colors of elliptical galaxies with anything but the highest formation redshifts ($`z_f>10`$), and thus represents an extreme color for any normal galaxy. The assumption at the time was that the extremely red galaxy population consisted of either old ellipticals or young, dusty starbursts (Cimatti et al., 1998; Thompson et al., 1999; Dey et al., 1999). The relative contribution of these two types of galaxies would have a bearing on the timing of massive galaxy formation and their subsequent evolution. It is important to emphasize that, at that time, the term “young, dusty starbursts” referred specifically to massive starbursts like that seen in HR 10 or luminous infrared galaxies. Multi-band photometry could potentially distinguish between ellipticals and starbursts (Pozzetti & Mannucci, 2000), but this technique requires very low photometric uncertainties to work well (see, for example, Mannucci et al. (2002)).

In order to better study the $`z1`$ elliptical galaxy population, Daddi et al. (2000) adopted a bluer color selection limit, ($`RK`$) $`>`$ 5.3, set by the expected colors of a $`z=1`$ passively evolving old stellar population. This definition, or the roughly equivalent ($`IK`$) $`>`$ 4.0, for the ERO color selection criterion has generally been adopted in the majority of subsequent work.

While there are a number of redshifts now known for EROs (Graham & Dey, 1996; Soifer et al., 1999; Liu et al., 2000; Afonso et al., 2001; Smith et al., 2002b), systematic redshift surveys of complete samples are only now becoming available (Cimatti et al., 2002). Morphological information based on high-resolution HST imaging for complete samples of EROs are also only now starting to appear (Smith et al., 2002a, this work). Without similar spectroscopic or morphological information, earlier ERO surveys divided the ERO population into two components: old, evolved systems or dusty, massive starbursts. But the true nature of K-selected EROs is likely to be much more complex, as suggested by recent work (McCarthy et al., 2001; Cimatti et al., 2002).

McCarthy et al. (2001) find a large scatter in the $`(VI)`$ colors of their ERO sample, best fit by passive evolution models with extended star formation ($`\tau =1`$ Gyr). This implies that the star formation history of EROs is more complex than a binary division into evolved ellipticals or dusty, massive starbursts implies. From their K20 survey, Cimatti et al. (2002) found that about half of their spectroscopic sample of $``$30 EROs are dusty star-forming galaxies with emission lines, while the remaining half are old stellar populations with absorption line spectra. However, the simple presence of line emission could span a wide range of galaxy types, from bulge-dominated, late type spiral galaxies with a small amount of star formation through the more massive starbursts like HR 10. Dust could also completely obscure any on-going star formation, to the point that the optical and UV emission lines are not seen (Poggianti & Wu, 2000). Examples of what appear to be quiescent disks at $`z1.5`$ exist (van Dokkum & Stanford, 2001; Smith et al., 2002b).

There are important differences in the formation and evolution of quiescent normal galaxies and young, dusty, massive starbursts. Morphologies have the potential to distinguish between the various interpretations, which motivated this work.

In this paper, we present the high resolution morphologies derived from HST WFPC2 images for a large sample of K-selected EROs. Our results reveal for the first time a new type of ERO which dominates the population and is neither an early-type galaxy nor a dusty, massive star forming galaxy. We will also discuss the implications of our results for the past and future evolution of massive galaxies at $`z1`$.

## 2 Observations and Reductions

The data used in this survey come from two sources. Deep, high resolution HST/WFPC2 F814W images from archival data, specifically from the Medium Deep Survey (MDS; Griffith et al. (1994); Ratnatunga et al. (1999)), are used for the optical dataset. Images in the $`K_s`$ band were obtained from the Palomar 60-inch telescope for a total of 77 MDS fields.

Details on the survey design, observations, reductions and analysis, as well as the details of our visual morphological classification and the automated two-component profile fitting results from the MDS, are given below. In summary, magnitudes were extracted in matched apertures after rotating, rebinning, and convolving the HST data to match the infrared data. A final set of 115 unique EROs satisfying the selection criteria (F814W - Ks) $``$ 4 and with a K-band signal-to-noise ratio (SNR) $`5`$ were identified over a total area of 409 sq. arcminutes. The coordinates, photometry, and morphological classifications for the 115 EROs are listed in Table 2, along with the field name and source identification from the Medium Deep Survey.

### 2.1 Field Selection

Our target fields were selected from the MDS database to have a 5$`\sigma `$ sensitivity of F814W$``$24m (Vega), which would provide a good signal-to-noise ratio (SNR), high resolution optical image for morphological classifications for the majority of the EROs we might detect. This corresponds to a minimum total exposure time of $`2700`$ s, typically split over 2 or more exposures to aid in the removal of cosmic rays. We restricted the target fields to high Galactic latitudes, $`b_{II}20^{}`$, to minimize foreground stellar contamination, and make no explicit corrections for Galactic extinction. For most fields, the color correction is under 0$`\stackrel{\mathrm{m}}{\mathrm{.}}`$1. Finally, we selected primarily northern hemisphere fields ($`\delta 15^{}`$) to preserve accessibility from Palomar Observatory.

The fields were selected without regard to any specific science targets. The majority of the MDS database is composed of random parallel fields imaged while the primary science target was observed in another HST instrument. However, there are a significant number of fields containing known clusters present in the MDS database, twelve of which we imaged as part of this survey. Gravitational lensing from these foreground clusters (typically at redshifts of a few tenths) can boost the observability of faint EROs. This technique has been used with success in surveys targeting EROs (Smith et al., 2002a), submillimeter-bright galaxies (Smail et al., 1999), and other high redshift sources (Ellis et al., 2001). We note here that any lensing will be unbiased with respect to galaxy morphologies, and so we make no specific corrections for lensing from cluster fields observed in this survey. Lensing can, however, boost the surface densities of EROs (see §3.2). We note that there is no overlap in target fields between our survey and that of Smith et al. (2002a).

### 2.2 WFPC2 F814W Images

We retrieved the F814W images from the MDS database at Space Telescope Science Institute (see http://archive.stsci.edu/mds/cdrom.html). These data have been processed through the MDS data reduction pipeline, which includes warm pixel correction, image stacking, removal of cosmic rays, and photometric calibration. For a complete description of the MDS reduction pipeline, see Ratnatunga et al. (1999). In general, this automated reprocessing produces the best results on fields where multiple (n$`>`$3), dithered images were obtained, and where the field and its immediate surroundings are free of bright stars. These processed images are stored in the MDS database in the HST standard GEIS format, where each of the 4 CCDs and their associated header information is stored in a separate layer of the disk file.

For each of our target fields, we retrieved these GEIS format images, then processed them further to meet the needs of our survey. The data were processed using standard IRAF111IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. tasks, plus specialized routines developed for WFPC data found in the STSDAS package.

First, we interpolated over bad pixels flagged by the MDS processing, subtracted the background, and corrected any additional deviant pixels identified by the cosmicray routine. The STSDAS task wmosaic was used to correct for distortion in the WFPC2 images and assemble the data from the four separate CCDs into a single mosaic image. This additional processing does miss some cosmic rays, but any contamination of the EROs is minimal, and only serves to make the sources bluer than they would otherwise be.

### 2.3 K-band Imaging

Ground-based $`K_s`$ images were obtained using the near-IR camera on the Palomar 60 inch telescope (Murphy et al., 1995). The camera has a $`160^{\prime \prime }\times 160^{\prime \prime }`$ field of view, well-matched to WFPC2. The detector is a 2562 pixel HgCdTe, covering 0$`\stackrel{}{\mathrm{.}}`$62 per pixel. A total of 42 nights went into this project, spanning the time period of 2000 August 11 – 2001 June 06 UT. Useful data was collected on 21 photometric nights. We imaged 77 MDS fields under photometric conditions, with repeat observations on about one-third of the fields to help determine the photometric uncertainties. The repeat observations show less than 0$`\stackrel{\mathrm{m}}{\mathrm{.}}`$1 of systematic variations. We targeted exposure times of 75 minutes (4500 seconds) per field, which yields a 5$`\sigma `$ point-source sensitivity of $`K_s`$18$`\stackrel{\mathrm{m}}{\mathrm{.}}`$75 in good seeing.

The data were reduced following standard infrared reduction procedures. Each frame was sky-subtracted with temporally-adjacent images and then flatfielded with a combination of dome and twilight sky flats. Offsets were determined from as many sources as possible (with a minimum of one, as the header coordinates were insufficiently accurate to stack the data with confidence). A bad pixel mask was used to reject dead or excessively hot pixels, and the data combined with integer pixel offsets into the final mosaics for each field.

Observations of the Persson infrared photometric standards (Persson et al 1996) were obtained throughout the night, and used to derive the zero points and airmass corrections. For the photometric data, the zero points show only 0.02 mag rms variations from night to night. This is added into the photometric uncertainties of individual objects in quadrature.

The 5$`\sigma `$ sensitivities in the centers of the infrared mosaics ranges from 18$`\stackrel{\mathrm{m}}{\mathrm{.}}`$2 $``$ 19$`\stackrel{\mathrm{m}}{\mathrm{.}}`$5. This was calculated from the per-pixel sky noise at the center of the infrared mosaics, and scaled to an aperture diameter equal to 2.5 times the FWHM of the seeing. The seeing ranges from 1$`\stackrel{}{\mathrm{.}}`$2 to 2$`\stackrel{}{\mathrm{.}}`$5, with the majority of the data better than 1$`\stackrel{}{\mathrm{.}}`$8 (3 pixels FWHM). The lower sensitivities are generally due to poorer seeing conditions, while the deeper data are from stacking observations from multiple nights. A summary of the useful observations are given in Table 1, which lists the field, exposure times for both the $`K_s`$ and F814W images, and the central 5$`\sigma `$ $`K_s`$ sensitivity.

### 2.4 Matched Aperture Photometry

The original full resolution F814W images were rotated, rebinned and convolved to match the infrared image orientation, scale and seeing. The optical and infrared images were then co-aligned and cropped to matching areas on the sky. The resulting image pairs were used for extraction of the photometry. A set of IRAF scripts were written to speed the execution of these and subsequent tasks in creating the final photometric catalogs.

Because the K-band image mosaics have increasing noise at the edges, source detection was performed on a noise normalized image so that a uniform detection threshold could be applied. The noise normalization was done by multiplying the K-band image mosaic by the square root of an exposure time map. We used the Source Extractor software (Bertin & Arnouts, 1996) for the initial source detection on the K-band data. However, uncorrected distortions and/or small residual offsets between the image pairs ultimately required recentering on objects in the scaled and seeing-convolved HST data. Re-centering of the photometric apertures on the HST data was reviewed interactively for all sources with initial colors greater than ($`F814WK_s`$) $`>`$ 3$`\stackrel{\mathrm{m}}{\mathrm{.}}`$8, as illustrated in Figure 1. This review process also allowed for rejection of spurious sources from the photometric catalog, as well as noting the effects of uncorrected cosmic rays or contamination from nearby galaxies. Note the complete lack of morphological information in the ground-based imaging, while the full-resolution image clearly shows a galaxy with a disk.

The final aperture photometry was extracted using the apphot package in IRAF. We adopted an aperture diameter of 2.5 times the seeing FWHM of the corresponding K-band image. This represents a compromise between a larger aperture, which yields a fairer measurement of a galaxy’s total magnitude as well as provides a better measure for intrinsically large galaxies, and a smaller aperture, which would minimize contamination from other sources close to the line-of-sight to the ERO. The majority of the K-band data are better than 1$`\stackrel{}{\mathrm{.}}`$8 FWHM (3 pixels), so the photometry was extracted in apertures typically smaller than 4$`\stackrel{}{\mathrm{.}}`$5 in diameter. Because the K-band images have non-uniform noise and depth, the SNR for each galaxy was determined locally. For faint objects, the SNR is dominated by the sky noise within the photometric aperture.

In 20% of the cases, the photometric apertures do include close companions which could affect the F814W photometry. This has the effect of making our measured colors for these objects bluer than the true color of the ERO, and thus a lower limit. We were able to correct for the majority of contamination problems during the review process, but we note that the presence of companions should not be biased toward any particular morphological type.

### 2.5 Survey Area

Because our survey is composed of many separate images obtained on different nights, under different seeing conditions, and with different exposure times, the depth of each field varies. Also, since the infrared camera field size is only slightly larger than the HST WFPC2 mosaic, and given the random orientations for the HST data, portions of the HST images often overlap the higher-noise area around the edges of the infrared mosaics. These factors combine to make the total survey area a function of the depth, while allowing maximal use of the survey data.

We integrated the survey area as a function of magnitude on a per pixel basis. Ideally, this should be done over resolution elements. However, aside from single-pixel deviations due to masked bad pixels or cosmic rays, the depth in the infrared data only changes relatively slowly with position around the edges.

To sum the survey area, we first created a mask for the co-aligned images covering the area on the sky outside the borders of the WFPC2 data. An effective exposure time map for the infrared mosaic was then converted into a map of the limiting magnitude in each pixel as:

$`m_{pix}=m_{lim,cent}+2.5\mathrm{log}(t_{pix}/t_{max})^{0.5}`$

where $`t_{pix}`$ is the exposure time that went into the individual pixels in the final infrared mosaic, and $`t_{max}`$ is the total exposure time for that image.

A histogram of the unmasked pixel limiting magnitudes (pixels also covered by the HST data) was then created for each survey image in 0$`\stackrel{\mathrm{m}}{\mathrm{.}}`$1 bins. The resulting 77 histograms were combined, and scaled by the area per pixel. This differential area histogram was finally integrated from the faint to the bright limits. A plot of the integrated area as a function of the limiting magnitude is shown in Figure 2. The full survey area is 409 square arcmin, with more than half of this (228 sq. arcmin) reaching to at least a depth of $`K_s=`$18$`\stackrel{\mathrm{m}}{\mathrm{.}}`$75.

### 2.6 The ERO Sample

A total of 115 unique galaxies satisfy the selection criteria of (F814W - Ks) $``$ 4 and with a K-band signal-to-noise ratio (SNR) $`5`$, were selected over a total area of 409 sq. arcminutes. The coordinates, photometry, and morphological classifications for these 115 EROs are listed in Table 2, along with the field name and source numerical identification from the Medium Deep Survey. We show the combined color-magnitude diagram for all 77 fields in Figure 3. All independent observations are included, so some sources are plotted more than once. In Figure 4 we detail the photometric uncertainties on the ERO sample.

Not included in Table 2 are six sources which were obvious stars, most of which were not intrinsically red but simply saturated on the HST images. We also excluded the gravitationally lensed system MG 0414$`+`$0534 (Lawrence et al., 1995), which does satisfy the adopted selection criteria, but was the science target for the HST observations and thus was not a randomly selected source.

### 2.7 Morphological Classification

The main goal of this survey is to utilize the high resolution WFPC2 images to study the morphological properties of EROs. We classified the sources visually, but also compare our results to the automated profile fitting from the MDS. The details are described below.

The full-resolution HST/WFPC2 images of all of the EROs in our sample are shown in Figure 10. The authors strongly caution the reader against attempting to morphologically classify the EROs solely from these grayscale images. The HST data are freely available from STScI, and interested readers are encouraged to retrieve the original data.

### 2.8 Visual Classification

Visual morphological classification on nearby galaxies has had a significant impact on our understanding of galaxy formation, environment, and evolution. However, it is widely acknowledged that visual classification is an inherently uncertain and subjective process. In the high redshift regime, the visual classification of galaxy morphology is further complicated by limited resolution (even with HST), lower SNR, $`(1+z)^4`$ cosmological dimming, and observations at restframe wavelengths which vary with the redshift. Several detailed studies on the biases in visual morphological classifications of high redshift galaxies have been made (Hibbard & Vacca, 1997; Odewahn et al., 1996). Despite its inherent uncertainties and subjectiveness, visual morphological classification has proved to be a powerful tool for galaxies at $`z1`$, as demonstrated by by many studies using deep HST images in the HDF, as well as morphological studies of galaxies in high-redshift clusters (Lubin et al., 1998; Dressler et al., 1997; Couch et al., 1998; Smail et al., 1998). One important point illustrated in these empirical studies, and also in simulations (Hibbard & Vacca, 1997), is that the extended morphological features remain readily visible in deep HST F814W images out to $`z1`$. In light of this, we have visually classified all the EROs in our sample.

Because of the bright Ks magnitude limits in this survey, all 115 galaxies in our sample are detected in the F814W images, most well resolved and with a high SNR. As a training set for our visual classification, we examined in detail the F814W images from the MDS database for all of the galaxies in $`z=0.9`$ cluster CL1603$`+`$4304, which is one of the target fields included in this work (u2845). Most of the cluster members are much brighter than the EROs. Since the cluster is quite distant, the cluster members have similar apparent sizes and suffer from similar cosmological dimming as the EROs. Morphological classifications for these galaxies were published in Lubin et al. (1998). Working down the full range of apparent magnitudes, it was increasingly difficult to classify the fainter galaxies into the traditional galaxy morphological types (Elliptical, S0, Sa/Sb/Sc Spirals, Irregulars), although it was still possible to distinguish between spheroidal systems (presumably mostly elliptical and S0 galaxies) and disky systems (Sb/Sc/Irr). Spirals of type Sa represent a somewhat fuzzy boundary. Depending on the SNR or strength of any ongoing star formation, these could be classified either way. We therefore opted to simplify our morphological classification of the EROs.

We visually classified the galaxy morphologies into four broad categories. These categories were selected to parallel the MDS classifications, as well as reflect the difficulties in placing faint, high-redshift sources into the traditional morphological classes, however there are close parallels between the two systems. EROs classified as spheroids or pure bulge galaxies (B) show no convincing evidence for the presence of a disk. Bulge-dominated (BD) systems show evidence of a disk, but the majority of the luminosity is coming from the spheroidal component, and any disk component is generally featureless. Disky systems with some evidence of a bulge (DB) generally show some evidence for structure in the disk (e.g. spiral arms or dust features), and the luminosity is not generally dominated by the spheroidal component. Finally, disks (D) do not show any obvious bulge component, and often have mottling or other structure visible in the disk. Some sources were too low of a SNR to classify, so they were listed as unclassifiable (U). We further noted whether the ERO appeared to be undergoing a strong merger or interaction with other nearby galaxies regardless of their color.

All of the EROs in our HST images were classified independently on a video display by both authors. We then combined the classifications and reviewed the sources together to resolve the disagreements, which involved $``$20% of the sample, and to settle on a final classification. We also reviewed the EROs grouped into their separate categories. This review involved looking at our reprocessed images as well as the MDS pipeline-processed images.

### 2.9 MDS Profile Fitting

For a more quantitative analysis of the galaxy properties, we utilized the galaxy profile fitting results from the MDS database. For almost all of our EROs, the MDS database includes a set of morphological parameters derived from their automated object detection and classification algorithms. More detailed information on the entire MDS reduction pipeline and morphological classification process can be found in Ratnatunga et al. (1994) and Ratnatunga et al. (1999), as well on the MDS website at http://astro.phys.cmu.edu/mds.html.

The MDS automated object classification involved a two-dimensional maximum likelihood estimator (MLE) analysis that automatically optimizes the model and the number of parameters to be fitted to each object image. Two scale-free, axisymmetric models are chosen to describe the galaxy profile. The spheroidal component, which would include elliptical galaxies and the bulges of spirals, is assumed to follow a de Vaucouleurs profile, while the extended disk component follows an exponential profile. Each profile is characterized by a major axis half-light radius and axis ratio. Point-like stellar sources are examined through the same procedure, except that a Gaussian profile is used. A maximum likelihood parameter estimation is used to determine the best model and the parameter values. For each set of model parameters, a model image of the object is created and compared with the actual object images. Finally, a best-fit model and its parameters are classified with the following categories for resolved sources: bulge, bulge$`+`$disk, disk, and galaxy (generally for low SNR sources where neither a bulge nor disk classification is significant). We use the model bulge to total luminosity ratio to divide bulge$`+`$disk galaxies into our classes BD (for $`L_B/L_{Total}0.5`$) and DB. This method does not classify irregulars, mergers, or interacting systems as such.

### 2.10 Comparison of Classifications

Figure 5 shows a comparison of the visual and MDS classification results for EROs classified by both methods. We group the B and BD classes under the label “spheroids” and the DB and D classes under the label “disks.” The darker gray areas show where the two methods agree reasonably well, while the lighter gray areas show the disagreements. Overall, the agreement is good, where both the “spheroids” and “disks.” in the two classification methods agree at the 70% level. The largest source of disagreement comes from EROs which were visually classified as DB (disk with a bulge), but which the MDS classified as a pure bulge. A majority of these systems are relatively faint in the HST images, where it can be difficult to distinguish between an extended spheroid or a disk, but also acknowledge the possibility of a fundamental failure in properly classifying sources visually. Most of the remaining disagreement stems from the split between BD and DB, and can be tuned out by modifying the division in the MDS bulge-to-total luminosity ratio from the arbitrary 50% bulge-to-total adopted for this study.

## 3 Results & Discussion

### 3.1 Morphological Distribution

Our morphologies are based on F814W images. Assuming the median redshift of one for EROs from the Cimatti et al. (2002) sample with K$`19.2`$, the WFPC2 data sample a rest-frame wavelength of 4100 Å. The F814W images thus represent a compromise between sensitivity to star formation at shorter restframe wavelengths and better probing any extended old stellar populations at longer restframe wavelengths. As shown in simulations by Hibbard & Vacca (1997), morphological classifications using F814W images do not show any significant biases at $`z1`$.

Using the results from our visual classification, we find that 30$`\pm `$5% of our EROs have morphologies consistent with spheroidal (B and BD) galaxies. Disks (D and DB) dominate the EROs at 64$`\pm `$7% of the sample. Only 6% of the EROs were unclassifiable, due primarily to low SNR on the WFPC images. The uncertainties are derived simply from the square root of the number of EROs in that subset, and does not try to include the unclassifiable sources. We plot in Figure 6 the relative fractions of spheroids and disks in our visual classification as well as from the MDS profile fitting.

We find that the relative morphological mix of EROs in subsets constructed of the EROs in known foreground galaxy cluster fields vs. those selected in the remaining “blank” fields is consistent to within the uncertainties. Since any lensing should be unbiased with respect to background galaxy morphologies, we do not differentiate between cluster and field sources in the remaining analysis.

Some of the EROs, including both disks and spheroids, appear to be involved in recent mergers or show evidence of strong interactions (e.g. tidal tails, strong asymmetries). These comprise 17$`\pm `$4% of the sample. Without additional information, these systems represent the most likely source of possible large-scale starbursts. This is consistent with the observation that among bright EROs, roughly 20% have 850$`\mu `$m detections (Andreani et al., 1999). One third of the galaxies we classed as spheroids have one or more faint companions or show signs of recent interaction, suggesting that a significant fraction of otherwise old stellar populations may not be in purely passively evolving systems.

The morphological classifications derived from the MDS profile fitting are largely consistent with our visual results, but show a slightly higher fraction of spheroidal galaxies, with 37$`\pm `$6% of the sample classed as B or BD (with a bulge fraction larger than 50%). There is a corresponding drop in the disk fraction, with 50$`\pm `$7% classed as DB or D, but disks still dominate the overall $`(\mathrm{I}\mathrm{K})4`$ ERO population. A larger fraction of the sample, 14$`\pm `$3%, were not fit with the bulge$`+`$disk models due to low SNR or a more conservative avoidance of the CCD edges in the WFPC2 data.

We find that our ERO sample selected with $`(F814WKs)4`$ is dominated by disk galaxies, and not by spheroids or strongly interacting systems. The star formation rates in these disks could span a wide range, including normal galaxies with fairly quiescent star formation. HR 10 type systems, with mostly young stars and undergoing massive starbursts, may comprise only a small fraction of the sample. The origins of their red colors may be traced to a significant old stellar population combined with some dust extinction, especially considering the edge-on orientation of many of the disks in our sample of EROs. Even though most of the stellar mass may already be in place by $`z12`$ for these EROs, such a large fraction of disk galaxies implies that there is still a substantial amount of gas available to feed on-going star formation.

The existence of such a large fraction of disk galaxies and interacting systems in our sample suggests that hierarchical merging may be an important mechanism for the formation and evolution of the ERO population. However, the scenario in which ellipticals were formed in a “monolithic collapse” at high redshifts and evolve passively thereafter cannot be excluded. While 30% of our ERO sample are clearly early type galaxies, whose colors are consistent with old stellar populations formed at high redshifts. We also found that one-third of the spheroids in our sample have faint companions or signs of interaction. This suggests that although a majority of their mass could be assembled rapidly at high redshift, these systems are not simply isolated, passively evolving old stellar populations, and continuing accretion of gas or merger events plays a significant role in their evolution. Examples of secondary star formation in field E/S0s ($`z0.10.73`$) can be found in Treu (2002).

Our results contradict those of Moriondo, Cimatti & Daddi (2000), which are also based on HST morphologies. They find that 50–80% of their sample have E/S0 morphologies on the basis of one-component exponential model fits. However, we note that their ERO sample was assembled from the published literature, with the corresponding heterogeneous selection functions of the original surveys. In addition, the morphologies were determined on HST images from both WFPC2 and NICMOS, probing widely different rest-frame wavelengths and thus differing sensitivities to star formation or old stellar population.

### 3.2 Surface Density

The integrated surface density of EROs, is defined as total number of EROs brighter than a given magnitude per unit area on the sky. Because the area covered in this survey is a function of the magnitude, the differential number of EROs selected in each magnitude bin is a function of both the magnitude and the area surveyed. Calculating the integrated surface density thus required rescaling the number of EROs in each of the brighter bins by the appropriate area ratio prior to integration. We plot the resulting surface density of EROs from our survey derived by this method in Figure 7 (filled diamonds). The uncertainties were derived simply from the square root of the rescaled number of EROs.

For comparison, we also plot in Figure 7 the results from other recent surveys (Thompson et al., 1999; Smith et al., 2002a; Daddi et al., 2000; McCarthy et al., 2001; Cimatti et al., 2002; Barger et al., 1999). The primary difficulty in making such comparisons is that each survey used a different set of filters and different selection criteria for identifying EROs. In order to make a general comparison between these disparate surveys, we make several simplifying assumptions. First, we treat all K filters as functionally equivalent (e.g. $`K==K^{}==K_s`$), so no color terms are applied to convert magnitudes between them. The same is true for the several different I filters and R filters used. We note that these assumptions are generally made in most recent published ERO surveys unless the color selection limit is explicitly tied to some fiducial model SED, typically a passively evolving $`z=1`$ old stellar population (i.e. elliptical galaxies), and the specific filters used for the survey. Second, we adopt the generic colors of ($`RI`$)$`=`$1$`\stackrel{\mathrm{m}}{\mathrm{.}}`$3 and ($`HK`$)$`=`$1$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0 to convert the surveys based on R band or H band data to our $`IK`$ colors. Third, we plot without additional correction the Cimatti et al. (2002) results, even though they select EROs at a bluer limit: ($`RK_s`$)$``$5$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0. Finally, we adopt the Barger et al. (1999) results directly for ($`I_cHK^{}`$)$``$3$`\stackrel{\mathrm{m}}{\mathrm{.}}`$7, which they show to be equivalent to ($`IK`$)$``$4$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0 for that filter set.

While the generic color conversions we adopt obviate the possibility of more detailed comparisons between the different ERO surveys, they do allow us to consider broad trends in the surface densities as a function of the selection filters. First, the two I-band based surveys (this work and McCarthy et al. (2001)) agree quite well over the region $`17^\mathrm{m}K_s19^\mathrm{m}`$. This suggests that our sample is neither significantly inhomogeneous nor incomplete over this range, although the turnover in counts to fainter magnitudes suggests incompleteness in our sample for $`K>19^\mathrm{m}`$. The two larger R-band based surveys (Thompson et al., 1999; Daddi et al., 2000) also agree with each other over this same range in K-band magnitude, but are systematically about a factor of three lower than the I-band surveys. The lensing-corrected surface density of EROs from the cluster-pointed survey of Smith et al. (2002a), despite using an R-band filter, agrees well with the I-band based surveys at brighter magnitudes ($`K<19^\mathrm{m}`$). The other two surveys, Cimatti et al. (2002); Barger et al. (1999), differ from the other results.

Aside from the uncertainties in converting from one filter system to another, there are two primary effects which can qualitatively account for the similarities and differences in the surface densities of EROs from these different surveys: cosmic variance, and color selection effects. Both the Cimatti et al. (2002) and Barger et al. (1999) surveys cover relatively small, connected areas on the sky, and are thus more subject to cosmic variance, especially considering the strong clustering seen in Daddi et al. (2000). The Smith et al. (2002a) survey is composed of 10 widely-separated sight lines and thus should be less sensitive to cosmic variance, but their sample does show a wide field-to-field variation in the number of EROs. Cimatti et al. (2002) selects EROs at a bluer limit, ($`RK_s`$)$``$5$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0, which likely contributes to their higher ERO surface density.

A color selection effect may contribute to the apparent differences in surface density between R-band based (Thompson et al., 1999; Daddi et al., 2000) and I-band based (this work and McCarthy et al. (2001)) ERO surveys. We offer below (see §3.5) a qualitative argument on this, as we do not have a proper multiband deep survey to address this with real data.

### 3.3 Volume Density

We can make an estimate of the volume density of EROs with some assumptions on the range of redshifts at which they may be found, and compare these results with the local density of massive galaxies. The color selection limit of ($`IK`$) $``$ 4$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0 sets the lower redshift bound to $`z=1`$, which is appropriate for passively evolving old stellar populations. However, photometric uncertainties could make this $`z=1`$ boundary somewhat fuzzy. Galaxies with significant dust extinction (see the following section) could also lie at lower redshifts. Cimatti et al. (2002) obtained spectroscopic redshifts for a sample of EROs with ($`RK`$)$`>`$5 which includes sources of both types down to $`z0.7`$. We adopt an upper cutoff to the assumed redshift range of $`z=2`$, as higher redshift EROs would be anomalously luminous given their bright $`K`$-band magnitudes.

Under the above assumptions, we derive a co-moving volume covered by our survey to be $`4\times 10^5h_{70}^3`$ Mpc3. This volume is only weakly dependent on the assumed redshift range, and only changes by a factor of two if the redshift range is narrowed to $`z1.01.5`$ or broadened to $`z0.72.8`$. This volume was derived from the total survey area of 409 square arcminutes, and does not take into account the variable survey depth with magnitude.

The galaxies classed as spheroids in our survey have a co-moving volume density of $`1\times 10^4h_{70}^3`$ Mpc-3. The disks have a co-moving volume density about twice as large, and the total ERO sample (115 EROs) reach a density of $`3\times 10^4h_{70}^3`$ Mpc-3.

To compare with nearby massive galaxies, we adopt the local K-band luminosity functions for early-type and late type galaxies from Kochanek et al. (2001). We integrate from 10L down to 1L, which corresponds to our K-band limit at $`z=1`$ after correcting for passive evolution and cosmological K-corrections. We find that the EROs can account for only one-third of the local massive galaxies, and that the relative morphological mix is about the same in the two samples. This is reasonable, but should be considered only an order-of-magnitude agreement given the factors of $``$2 uncertainties in the volume densities arising from the assumptions on the redshift distributions, area surveyed as a function of depth (§2.5), and contamination (§3.4).

### 3.4 Dust Extinction in Disky EROs

While classifying the EROs, we also noted that 40% of the disky systems (DB and D) appeared to be sufficiently edge-on that even small amounts of dust in a disk could have a disproportionately large effect on the overall system color. These systems are noted in Table 2 with italicized entries under morphology: DB and D, and we show two examples of edge-on EROs in Figure 8. This is far more than expected from a set of randomly oriented galaxies, suggesting that orientation effects are responsible for their inclusion in the ERO sample.

Given the potentially large extinctions possible from dust in otherwise normal disk galaxies, it is possible that the edge-on systems are at lower redshift ($`z<1`$). Several of these show extended disks of large apparent size (several arcseconds), which would be unusually large (tens of kiloparsecs) if at $`z1`$ or more. The edge-on systems comprise half of the disky EROs, or one-third of the total ($`IK`$) selected ERO sample. They thus represent a large and previously unanticipated source of contamination in the ERO population.

### 3.5 Color Selection Effects

How comparable are ERO samples selected using an $`(RK)5.3`$ color versus an $`(IK)4`$ color? This important issue has never been clearly addressed. We investigated this issue using model spectral energy distributions, but lack the necessary multiband data to compare to the models. Deep, wide-field infrared/optical surveys should be able to address this point in more detail.

In Figure 9 we plot the ($`RK`$) vs. ($`IK`$) colors for a Bruzual & Charlot (1996) model approximating an old stellar population (OSP, $`\tau =0.1,z_f=30`$) or passively evolving elliptical galaxy. We also plot two models with longer exponential decay times ($`\tau =1.0`$) but differing formation redshifts ($`z_f=30,5`$), which should contain a significant fraction of old stars in the range of $`1<z<2`$, but still have some residual star formation. A similar plot covering the $`VIH`$ color-color plane can be found in (McCarthy et al., 2001, their Figure 2). Their data show that EROs selected with ($`IH`$) $``$ 3 have a wide scatter in the $`(VI)`$ color, which the authors interpreted as due to prolonged star formation.

The two dotted lines in Figure 9 mark the fiducial colors ($`RK`$) $`=`$ 5$`\stackrel{\mathrm{m}}{\mathrm{.}}`$3 and ($`IK`$) $`=`$ 4$`\stackrel{\mathrm{m}}{\mathrm{.}}`$0, representing the colors of a $`z=1`$ passively-evolving elliptical galaxy used by most surveys to select EROs. The squares mark the $`z1`$ points in each model curve. Assumptions on the models used, as well as the assumed cosmology and the specific filter bandpasses used for ERO surveys can account for several tenths of a magnitude variation in the expected colors of a $`z=1`$ passively-evolving elliptical galaxy.

Several predictions can be made from this color selection effect. First, is that both R-band and I-band based ERO surveys should select the same population of passively-evolving old stellar populations (elliptical galaxies). Second, I-band based ERO surveys should preferentially include disk galaxies. Light from a bulge comprised of older stars would dominate the ($`IK`$) color, while even small amounts of residual star formation in the disk keeps them too blue in ($`RI`$) to be included in an ($`RK`$) selected sample. Other factors, such as dust extinction, may counteract the star-formation and contribute significantly to their overall color. This implies that ERO samples selected on their ($`RK`$) color may not be comparable to samples selected on their ($`IK`$) color.

Figure 9 can also be used to set some constraints on the formation redshift for the EROs. Models with exponential decay times longer than about 1.5 Gyr ($`\tau 1.5`$), or with a formation redshift lower than five ($`z5`$) simply have too much residual star formation. Without any reddening from dust, the blue light from a young population of stars would be sufficient to drop these galaxies out of either ($`RK`$) or ($`IK`$) samples of EROs. Thus, the brighter EROs classed as spheroids, especially those without any evidence of a disk or ongoing star formation, are likely to have formed a majority of their stars at relatively high redshift ($`z>5`$).

The morphological mix in our sample of relatively bright, ($`IK`$)-selected EROs is similar to that of Smith et al. (2002a) among a sample of fainter EROs ($`K20.6`$, $`RK5.3`$) identified in the fields of foreground clusters massive enough to gravitationally lens the higher redshift EROs. They classify 18% of their sample as compact, and 50% as irregulars (including disk-like systems), while 32% are too faint to be classified.

Considering redder subsamples from both this work ($`F814WK_s5`$) and Smith et al. (2002a) ($`RK6.0`$), we again find similar results. Of the 11 redder EROs in our sample, nine were classifiable. Of these nine, 89$`\pm `$31% have disk morphologies, a much higher fraction than in the full sample. The redder Smith et al. (2002a) subsample has $``$90% with disk/irregular morphologies.

The expectation from the color selection effect is that (R-K) samples should contain a higher fraction of spheroids at a given $`K`$ magnitude limit. However, the fainter Smith et al. (2002a) sample, about three magnitudes deeper than our ERO sample, is composed primarily of irregulars and disks. This suggests that the morphological mix of EROs does change at fainter magnitudes, and Smith et al. (2002a) conclusion that fainter and redder samples are dominated by massive, dusty starbursts does not contradict our findings. Clearly, this color selection effect needs to be investigated further, with larger and deeper samples of EROs with both (R-K) and (I-K) selection on the same area of sky, so that a proper comparison can be made.

## 4 Summary

Our results highlight the complex nature of optical/near-IR color selected EROs. The high resolution HST morphologies indicate that disks are the dominant constituent of the bright ($`K<20`$ mag) ERO population selected with an $`(IK)`$ color greater than or equal to 4 magnitudes. Galaxies classified as spheroids, which can be considered comparable to passively evolving elliptical or S0 galaxies, and strongly interacting systems which may represent dusty starbursts, only contribute small fractions to the total ERO population. There are real differences in the surface densities of EROs selected by their $`(RK)`$ color as compared to the $`(IK)`$ samples, which may reflect a preferential selection of disks in I-band based ERO surveys and in any case complicates the comparison of various surveys and their interpretation. In addition, edge-on disk galaxies comprise a significant fraction of our ERO sample: 40% of the disks, or 28% of the full sample. Even small amounts of dust in this orientation could redden otherwise normal disk galaxies at lower redshift ($`z<1`$) sufficiently to be included in the ERO samples. Our results imply that hierarchical merging and continuing accretion of gas still play an important and continuing role in the evolution of massive galaxies, even though most of their stellar mass may already be in place by $`z1`$.

We thank Myungshin Im for helpful discussions about the MDS. This research was supported by the HST grant AR-08756 and the NASA Long Term Space Astrophysics program under the grant NAG5-10955. The MDS is based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.


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# COMET AND ASTEROID HAZARD TO THE TERRESTRIAL PLANETS

## INTRODUCTION

The main asteroid belt, the trans-Neptunian belt, and the Oort cloud are considered to be the main sources of the objects that could collide with the Earth. Reviews of the asteroid and comet hazard were given by Ipatov (2000, 2001), and Bottke et al. (2002). Many scientists, e.g. Bottke et al. (2002), Binzel et al. (2002), and Weissman et al. (2002), believe that asteroids are the main source of near-Earth objects (NEOs, i.e. objects with perihelion distance $`q`$$`<`$1.3 AU). Bottke et al. (2002) considered that there are 200$`\pm `$140 km-sized Jupiter-family comets at $`q`$$`<`$1.3 AU, with $``$80% of them being extinct comets. Duncan et al. (1995) and Kuchner (2002) investigated the migration of trans-Neptunian objects (TNOs) to Neptune’s orbit, and Levison and Duncan (1997) studied the migration from Neptune’s orbit to Jupiter’s orbit. Ipatov and Hahn (1999) considered the migration of Jupiter-crossing objects (JCOs) with initial orbits close to the orbit of Comet P/1996 R2 and found that on average such objects spend about 5000 yr in orbits which cross both the orbits of Jupiter and Earth. Using these results and additional orbit integrations, and assuming that there are $`5\times 10^9`$ 1-km TNOs with 30$`<`$$`a`$$`<`$50 AU (Jewitt and Fernandez, 2001), Ipatov (2000, 2001) found that about $`10^4`$ 1-km former TNOs are Jupiter-crossers now and 10-20% or more 1-km Earth-crossers could have come from the Edgeworth-Kuiper belt into Jupiter-crossing orbits. In the present paper we use the estimates by Ipatov (2001), but now include a much larger number of JCOs. Preliminary results were presented by Ipatov (2002, 2003), who also discussed the formation of TNOs and asteroids.

## PROBABILITIES OF COLLISIONS OF NEAR-EARTH OBJECTS WITH PLANETS IN THE MODEL OF FIXED ORBITAL ELEMENTS

As the actual collisions of migrating objects with terrestrial planets are rare, we use an approximation of random phases and orientations to estimate probabilities of collision for families of objects with similar orbital elements. We suppose that their semi-major axes $`a`$, eccentricities $`e`$ and inclinations $`i`$ are fixed, but the orientations of the orbits can vary. When the orbit of a minor body crosses the orbit of a planet at a distance $`R`$ from the Sun, the characteristic time to collide, $`T_f`$, is a factor of $`k=v/v_c=\sqrt{2a/R1}`$ times that computed with an approximation of constant velocity, where $`v`$ is the velocity at the point where the orbit of the body crosses the orbit of the planet, and $`v_c`$ is the velocity for the same semi-major axis and a circular orbit. This coefficient $`k`$ modifies the formulas obtained by Ipatov (1988a, 2000) for characteristic collision and close encounter times of two objects moving around the Sun in crossing orbits. These formulas depend also on the synodic period and improve on Öpik’s formulas when the semi-major axes of the objects are close to each other. As an example, at $`e`$=0.7 and $`a`$=3.06 AU, we have $`k`$=2.26.

Based on these formulas, we calculated probabilities (1/$`T_f`$) for $``$1300 NEOs, including 343 Venus-crossers, 756 Earth-crossers and 1197 Mars-crossers. The values of $`T_f`$ (in Myr), $`k`$, and the number $`N_f`$ of objects considered are presented in Table 1. We considered separately the Atens, Apollos, Amors, and several Jupiter-family comets (JFCs). The relatively small values of $`T_f`$ for Atens and for all NEOs colliding with the Earth are due to several Atens with small inclinations discovered during the last three years. If we increase the inclination of the Aten object 2000 SG344 from $`i`$=$`0.1^{}`$ to $`i`$=$`1^{}`$, then for collisions with the Earth we find $`T_f`$=28 Myr and $`k`$=0.84 for Atens and $`T_f`$=97 Myr and $`k`$=1.09 for NEOs. These times are much longer, and illustrate the importance of rare objects. Due to observational biases actual values of $`T_f`$ can be greater than those in Table 1.

## ORBITAL EVOLUTION OF JUPITER-FAMILY COMETS AND RESONANT ASTEROIDS

As the next step in estimating probabilities, we calculated the orbital evolution for thousands of test particles with initial orbits similar to known comets and asteroids, but having slightly different initial conditions. The results confirm that most of the collision probability comes from a handful of very rare cases in which the test particle is Earth-crossing for an extended period of time.

For initial investigations of the migration of bodies under the gravitational influence of the planets, we used the integration package of Levison and Duncan (1994). In most cases we omitted the influence of Mercury and Pluto. Here and in Tables 2-3 and Figs. 1, 2 and 4 we present the results obtained by the Bulirsh-Stoer method (BULSTO code) with the integration step error less than $`\epsilon `$$``$\[$`10^9`$-$`10^8`$\], and in the next section we compare them with those of BULSTO at $`\epsilon `$$``$$`10^{12}`$ and a symplectic method.

In the first series of runs (denoted as $`n1`$) we calculated the evolution of 1900 JCOs moving in initial orbits close to those of 20 real JCOs with period $`5`$$`<`$$`P_a`$$`<`$9 yr. In other series of runs, initial orbits were close to those of a single comet (2P, 9P, 10P, 22P, 28P, or 39P). For the 2P runs, we included Mercury in the integrations. We also investigated the orbital evolution of asteroids initially moving in the 3:1 and 5:2 resonances with Jupiter. For the JCOs we varied only the initial mean anomaly $`\nu `$. The number of objects in one run usually was $``$250. In most JCO cases the time $`\tau `$ when perihelion was passed was varied with a step $`d\tau `$$``$1 day (i.e., $`\nu `$ was varied with a step $`<`$$`0.2^{}`$). Near the $`\tau `$ estimated from observations, we used smaller steps. In most JCO cases the range of initial values of $`\tau `$ was less than several tens of days. For asteroids, we varied initial values of $`\nu `$ and the longitude of the ascending node from 0 to 360. The approximate values of initial orbital elements are presented in Table 2. We initially integrated the orbits for $`T_S`$$``$10 Myr. After 10 Myr we tested whether some of remaining objects could reach inside Jupiter’s orbit; if so, the calculations were usually continued. Therefore the results for orbits crossing or inside Jupiter’s orbit were the same as if the integrations had been carried to lifetimes of objects. For Comet 2P and resonant asteroids, we integrated until all objects were ejected into hyperbolic orbits or collided with the Sun. In some previous publications we have used smaller $`T_S`$, so these new data are more accurate.

In our runs, planets were considered as material points so literal collisions did not occur. However, using the formulas of the previous section, and the orbital elements sampled with a 500 yr step, we calculated the mean probability $`P`$ of collisions. We define $`P`$ as $`P_\mathrm{\Sigma }/N`$, where $`P_\mathrm{\Sigma }`$ is the probability for all $`N`$ objects of a collision of an object with a planet during its lifetime, the mean time $`T`$=$`T_\mathrm{\Sigma }/N`$ during which perihelion distance $`q`$ of an object was less than the semi-major axis $`a_{pl}`$ of the planet, and the mean time $`T_J`$ during which an object moved in Jupiter-crossing orbits. The values of $`P_r`$=$`10^6P`$, $`T_J`$ and $`T`$ are shown in Table 2. Here $`r`$ is the ratio of the total time interval when orbits are of Apollo type ($`a`$$`>`$1 AU, $`q`$=$`a(1e)`$$`<`$$`1.017`$ AU) at $`e`$$`<`$0.999 to that of Amor type ($`1.017`$$`<`$$`q`$$`<`$1.3 AU) and $`T_c`$=$`T/P`$ (in Gyr). In almost all runs $`T`$ was equal to the mean time in orbits which cross the orbit of the planet and 1/$`T_c`$ was a probability of a collision per year (similar to 1/$`T_f`$). The results showed that most of the probability of collisions of considered former JCOs with the terrestrial planets is due to a few objects each of which orbited for several Myr with aphelion $`Q`$$`<`$4.2 AU. Some had typical asteroidal and NEO orbits and reached $`Q`$$`<`$3 AU for several Myr. Large values of $`P`$ for Mars in the $`n1`$ runs were caused by a single object with a lifetime of 26 Myr. Total times spent by $`N`$ JCOs and asteroids during their lifetimes in orbits typical for inner-Earth objects (IEOs, $`Q`$$`<`$0.983 AU, Michel et al., 2000), Aten ($`a`$$`<`$1 AU and $`Q`$$`>`$0.983 AU), Al2 ($`q`$$`<`$1.017 AU and 1$`<`$$`a`$$`<`$2 AU), Apollo, and Amor objects are presented in Table 3. These times for Earth-crossing objects were mainly due to a few tens of objects with high collision probabilities. Of the JCOs with initial orbits close to those of 10P and 2P, six and nine respectively moved into Apollo orbits with $`a`$$`<`$2 AU (Al2 orbits) for at least 0.5 Myr each, and five of them remained in such orbits for more than 5 Myr each. The contribution of all the other objects to Al2 orbits was smaller. Only one and two JCOs reached IEO and Aten orbits, respectively.

One former JCO (Fig. 1a), which had an initial orbit close to that of 10P, moved in Aten orbits for 3.45 Myr, and the probability of its collision with the Earth from such orbits was 0.344 (so $`T_c`$=10 Myr was even smaller than the values of $`T_f`$ presented in Table 1; i.e., this object had smaller $`e`$ and $`i`$ than typical observed Atens), greater than that for the 7850 other simulated former JCOs during their lifetimes (0.15). It also moved for about 10 Myr in IEO orbits before its collision with Venus, and during this time the probability $`P_V`$=0.655 of its collision with Venus was greater ($`P_V`$$``$3 for the time interval presented in Fig. 1a) than that for the 7850 JCOs during their lifetimes (0.14). At $`t`$=0.12 Myr orbital elements of this object jumped considerably and the Tisserand parameter increased from $`J`$$`<`$3 to $`J`$$`>`$6, and $`J`$$`>`$10 during most of its lifetime. Another object (Fig. 1b) moved in highly eccentric Aten orbits for 83 Myr, and its lifetime before collision with the Sun was 352 Myr. Its probability of collisions with Earth, Venus and Mars during its lifetime was 0.172, 0.224, and 0.065, respectively. These two objects were not included in Table 2 except for the entry for $`N`$=7852. The data for Comet P/1996 R2 (line R2) were not included in the sums. Ipatov (1995) obtained the migration of JCOs into IEO and Aten orbits using the approximate method of spheres of action for taking into account the gravitational interactions of bodies with planets. The mean time $`T_E`$ during which a JCO was moving in Earth-crossing orbits is $`9.6\times 10^4`$ yr for the 7852 simulated JCOs, and $`8\times 10^3`$ yr for the $`n1`$ case. The ratio $`P_S`$ of the number of objects colliding with the Sun to the total number of escaped (collided or ejected) objects was less than 0.015 for the considered runs (except for 2P).

Some former JCOs spent a long time in the 3:1 resonance with Jupiter and with 2$`<`$$`a`$$`<`$2.6 AU. Other objects reached Mars-crossing orbits for long times. We conclude that JCOs can supply bodies to the regions which are considered by many scientists (Bottke et al., 2002) to belong to the main sources of NEOs.

In Fig. 2 we present the time in Myr during which objects had semi-major axes in the interval with a width of 0.005 AU (Figs. 2a-b) or 0.1 AU (Figs. 2c-d). At 3.3 AU (the 2:1 resonance with Jupiter) there is a gap for asteroids that migrated from the 5:2 resonance and for former JCOs (except 2P).

For the $`n1`$ data set, $`T_J`$=0.12 Myr and, while moving in Jupiter-crossing orbits, objects had orbital periods $`P_a`$$`<`$$`10`$, 10$`<`$$`P_a`$$`<`$20, 20$`<`$$`P_a`$$`<`$50, 50$`<`$$`P_a`$$`<`$200 yr for 11%, 21%, 21%, and 17% of $`T_J`$, respectively. Therefore, there are three times as many JCOs as Jupiter-family comets (for which $`P_a`$$`<`$20 yr). We also found that some JCOs, after residing in orbits with aphelia deep inside Jupiter’s orbit, transfer for tens of Myr to the trans-Neptunian region, either in low or high eccentricity orbits. We conclude that some of the main belt asteroids may reach typical TNO orbits, and then become scattered-disk objects having high eccentricities, and vice versa. The fraction of objects from the 5:2 resonance that collided with the Earth was only 1/6 of that for the 3:1 resonance. Only a small fraction of the asteroids from the 5:2 resonance reached $`a`$$`<`$2 AU.

The distributions of migrating former JCOs and resonant asteroids in $`a`$ and $`e`$ and in $`a`$ and $`i`$ are presented in Fig. 4. For each picture we considered 250 migrating objects (288 for Fig. 4g-h), 100 intervals for $`a`$, and about 50–90 intervals for $`e`$ and $`i`$. Different designations correspond to different number $`n`$ of orbital elements (calculated with a step of 500 yr) which get in one bin (in Fig. 4 $`\mathrm{`}`$$`<`$=$`\mathrm{`}`$ means $``$). All considered former JCOs very rarely reached low eccentricity orbits with 2$`<`$$`a`$$`<`$3.5 AU and 11$`<`$$`a`$$`<`$28 AU. There were many positions of objects when their perihelia were close to a semi-major axis of a giant planet, mainly of Jupiter. The pictures are different for different runs.

## COMPARISON OF ORBIT INTEGRATORS

To determine the effect of the choice of orbit integrators and convergence criteria, we made additional runs with BULSTO at $`\epsilon `$=10-13 and $`\epsilon `$=10-12 and with a symplectic integrator. The orbital evolution of 5400 JCOs was computed with the RMVS3 code. For the symplectic method we used an integration step $`d_s`$ of 3, 10, and 30 days. We find that for the purposes of this paper, the differences between integrator choices (at $`d_s`$$``$10 days) are comparable to the differences between runs with slightly different initial conditions. Our interpretation is that 1) very small numbers of particles contribute most of the collision probabilities with the terrestrial planets, 2) runs with larger numbers of particles are more reliable, and 3) small differences in initial conditions or in the errors of the orbit integrators modify the trajectories substantially.

To illustrate these points, Tables 4-5 present the results obtained by BULSTO at $`\epsilon `$$``$$`10^{12}`$ and the symplectic method at $`d_s`$$``$10 days. Most of the results obtained with these values of $`\epsilon `$ and $`d_s`$ are statistically similar to those obtained for $`10^9`$$``$$`\epsilon `$$``$$`10^8`$. For example, a few objects spent millions of years in Earth-crossing orbits inside Jupiter’s orbit (Figs. 1 and 3), and their probabilities of collisions with the Earth were thousands of times greater than for more typical objects. For series $`n1`$ with RMVS3, the probability of a collision with Earth for one object with initial orbit close to that of Comet 44P was 88.3% of the total probability for 1200 objects from this series, and the total probability for 1198 objects was only 4%. This object and the object presented in Fig. 3 and in the first line of Table 4 were not included in Table 5 with $`N`$=1199 for $`n1`$ and with $`N`$=250 for 2P, respectively. For the resonance 3:1 at $`d_s`$=10 days, 142 objects spent 140 and 84.5 Myr in IEO and Aten orbits, respectively, even longer than for $`\epsilon `$$``$$`10^9`$-$`10^8`$. Additionally, up to 40 Myr and 20 Myr were spent in such orbits by two other objects which had estimated probabilities of collisions with the terrestrial planets greater than 1 for the calculated sets of orbital elements. For the 2P runs at $`\epsilon `$$``$$`10^{12}`$ and $`N`$=100, the calculated objects spent 5.4 Myr in Apollo orbits with $`a`$$`<`$2 AU.

The values of $`P_r`$ presented in Table 5 are usually of the same order of magnitude as those in Table 2, and the difference between the data presented in these tables is comparable to the differences between different runs belonging to a series. For Earth and Venus, the values of $`P_r`$ presented in both tables are about 1–4 for 9P, 22P, 28P and 39P. For 28P and 39P with the symplectic method $`P_r`$ is about twice that for BULSTO. For 10P, $`P_r`$ is several times larger than for the above series, and for 2P it is several times larger than for 10P. For the $`n1`$ run, $`P_r`$$`>`$4 for Earth. The ratio of $`P_r`$ to the mass of the planet was typically several times larger for Mars than for Earth and Venus. The main difference in $`P_r`$ was found for the 3:1 resonance. In this case greater values of $`P_r`$ were obtained for $`d_s`$=10 days. As noted above, a few exceptional objects dominated the probabilities, and for the 3:1 resonance two objects, which had collision probabilities for calculated sets of orbital elements greater than unity for the terrestrial planets, were not included in Table 5. These two objects can increase the total value of $`P_r`$ for Earth by a factor of several.

In Tables 2 and 5 we present the mean time $`T_d`$ (in Kyr) spent in orbits with $`Q`$$`<`$4.2 AU. It can differ by three orders of magnitude for different series of runs. In Table 5 in \[ \] we present the number $`N_d`$ of objects each of which got $`Q`$$`<`$4.2 AU during at least 1000 yr, the second number $`N_d`$ in \[ \] means the same but only for $`q`$$`<`$1.017 AU. For series 2P and the 3:1 resonance with Jupiter both values of $`N_d`$ were almost the same, for 10P they differed by a factor of 2.9 (symplectic runs) or 3.7 (BULSTO), and for other series only a small portion of decoupling objects crossed the orbit of the Earth. For most runs (except for 2P and asteroids) the number of objects which got $`Q`$$`<`$4.7 AU was several times larger than that for $`Q`$$`<`$4.2 AU.

We also did some symplectic runs with $`d_s`$=30 day. For most of the objects we got similar results, but about 0.1% of the objects reached Earth-crossing orbits with $`a`$$`<`$2 AU for several tens of Myr and even IEO orbits. These few bodies increased the mean value of $`P`$ by a factor of more than 10. With $`d_s`$=30 days, four objects from the runs $`n1`$, 9P, 10P had a probability of collisions with the terrestrial planets for calculated sets of orbital elements greater than 1 for each, and for 2P there were 21 such objects among 251 considered. For resonant asteroids, we also obtained much larger values than those with BULSTO for $`P`$ and $`T`$ with RMVS3 at $`d_s`$=30 days, and similarly for the 3:1 resonance even at $`d_s`$=10 days. For this resonance it may be better to use $`d_s`$$`<`$10 days. Probably, the results of symplectic runs at $`d_s`$=30 days can be considered as such migration that includes some nongravitational forces.

In the case of close encounters with the Sun (Comet 2P and resonant asteroids), the probability $`P_S`$ of collisions with the Sun was larger for RMVS3 than for BULSTO, and for $`10^{13}`$$``$$`\epsilon `$$``$$`10^{12}`$ it was greater than for $`10^9`$$``$$`\epsilon `$$``$$`10^8`$ ($`P_S`$=0.75 for the 3:1 resonance at $`d_s`$=3 days). This probability is presented below for several runs:

For Comet 2P the values of $`T_J`$ were much smaller for RMVS3 than those for BULSTO and they were smaller for smaller $`\epsilon `$; for other runs these values do not depend much on the method. In the direct integrations reported by Valsecchi et al. (1995), 13 of the 21 objects fell into the Sun, so their value of $`P_S`$=0.62 is in accordance with our results obtained by BULSTO; it is less than that for $`\epsilon `$=$`10^{12}`$, but greater than for $`\epsilon `$=$`10^9`$. Note that even for different $`P_S`$ the data presented in Tables 2 and 5 usually are similar. As we did not calculate collision probabilities of objects with planets by direct integrations, but instead calculated them with the random phase approximation from the orbital elements, we need not make integrations with extremely high accuracy. Ipatov (1988b) showed that for BULSTO the integrals of motion were conserved better and the plots of orbital elements for closely separated values of $`\epsilon `$ were closer to one another at $`10^9`$$``$$`\epsilon `$$``$$`10^8`$. The smaller the value of $`\epsilon `$, the more integrations steps are required, so $`\epsilon `$$``$$`10^{12}`$ for large time intervals are not necessarily better than those for $`10^9`$$``$$`\epsilon `$$``$$`10^8`$. Small $`\epsilon `$ is clearly necessary for close encounters. Ipatov and Hahn (1999) and Ipatov (2000) found that former JCOs reached resonances more often for BULSTO than for RMVS3 at $`d_s`$=30 days. Therefore we made most of our BULSTO runs with $`10^9`$$``$$`\epsilon `$$``$$`10^8`$. For a symplectic method it is better to use smaller $`d_s`$ at a smaller distance $`R`$ from the Sun, but in some runs $`R`$ can vary considerably during the evolution.

W. Bottke pointed out that H. Levison showed that it is difficult to detect solar collisions in any numerical integrator, so he removed objects with $`q`$$`<`$$`q_{\mathrm{min}}`$. The results presented above were obtained considering collisions with the Sun, but we also investigated what happens if we consider $`q_{\mathrm{min}}`$ equal to $`k_S`$ radii $`r_S`$ of the Sun. For $`k_S`$=2, some results are presented in Fig. 4e-f,h. The only difference with the runs that considered collisions with the Sun is that for those runs for series 2P and 10P and for the 3:1 resonance, some objects reached $`90^{}`$$`<`$$`i`$$`<`$$`180^{}`$ (mainly with 2$`<`$$`a`$$`<`$3.5 AU) (Fig. 4b,d,g). For $`k_S`$=2 there were no comets with $`i`$$`>`$90 and there were only a few orbits of asteroids with $`i`$$`>`$90 (Fig. 4e-f,h). The consideration of $`q_{\mathrm{min}}`$ at $`k_S`$=3 did not influence the collision probabilities with the terrestrial planets or getting orbits with $`a`$$`<`$2 AU. For example, with BULSTO for the two objects with the largest collision probabilities, the time spent in orbits with $`a`$$`<`$2 AU decreased by only 0.3% for 2P at $`k_S`$=3 and was the same for 10P at $`k_S`$=10.

## MIGRATION FROM BEYOND JUPITER TO THE TERRESTRIAL PLANETS

According to Duncan et al. (1995), the fraction $`P_{TNJ}`$ of TNOs reaching Jupiter’s orbit under the influence of the giant planets in 1 Gyr is 0.8-1.7%. As the mutual gravitational influence of TNOs can play a larger role in variations of their orbital elements than collisions (Ipatov, 2001), we considered the upper value of $`P_{TNJ}`$. Using the total of $`5\times 10^9`$ 1-km TNOs with $`30`$$`<`$$`a`$$`<`$$`50`$ AU, and assuming that the mean time for a body to move in a Jupiter-crossing orbit is 0.12 Myr, we find that about $`N_{Jo}`$=$`10^4`$ 1-km former TNOs are now Jupiter-crossers, and 3000 are JFCs. Using the total times spent by $`N`$ simulated JCOs in various orbits, we obtain the following numbers of 1-km former TNOs now moving in several types of orbits:

$`\begin{array}{cccccccc}& & & & & & & \\ N& \text{method}& \text{series}& \text{IEOs}& \text{Aten}& \text{Al2}& \text{Apollo}& \text{Amor}\\ & & & & & & & \\ \text{3100}& \text{BULSTO+RMVS3}& \text{n1}& 0& 0& 480& 1250& 900\\ \text{1900}& \text{BULSTO}& \text{n1}& 0& 0& 25& 720& 1000\\ \text{7350}& \text{BULSTO}& \text{all without 2P}& 120& 40& 250& 2500& 1750\\ \text{7852}& \text{BULSTO}& \text{all}& 110& 950& 4500& 7200& 1880\end{array}`$

For example, the number of IEOs $`N_{IEOs}`$=$`N_{Jo}t_{IEO}`$/$`(N_Jt_J)`$, where $`t_{IEO}`$ is the total time during which $`N_J`$ former JCOs moved in IEOs’ orbits, and $`N_Jt_J`$ is the total time during which $`N_J`$ JCOs moved in Jupiter-crossing orbits. As we considered mainly the runs with relatively high migration to the Earth, the actual number of NEOs is smaller by a factor of several, the actual portion of IEOs and Atens can be smaller and that for Amors can be larger than those in the lines in the Table at $`N`$$`>`$7000. Even if the number of Apollo objects is smaller than that based on $`n1`$ runs, it may still be comparable to the real number (750) of 1-km Earth-crossing objects (half of them are in orbits with $`a`$$`<`$2 AU), although the latter number does not include those in highly eccentric orbits.

The values of the characteristic time (usually $`T_c`$) for the collision of a former JCO or a resonant asteroid with a planet (see Tables 2 and 5) are greater than the values of $`T_f`$ for NEOs in Table 1, $`T_c`$$``$1.1 Gyr for 7852 objects, so we expect that the mean inclinations and eccentricities of unobserved NEOs are greater than those for the NEOs that are already known. Jedicke et al. (2003) found similar results. On average, the values of $`T_c`$ for our $`n1`$ series and for most of our simulated JCOs were not greater than those for our calculated asteroids, and migrating Earth-crossing objects had similar $`e`$ and $`i`$ for both former JCOs and resonant asteroids. Former JCOs, which move in Earth-crossing orbits for more than 1 Myr, while moving in such orbits, usually had larger $`P`$ and smaller $`e`$ and $`i`$ (sometimes similar to those of the observed NEOs, see Figs. 1 and 3) than other JCOs. It is easier to observe orbits with smaller values of $`e`$ and $`i`$, and probably, many of the NEOs moving in orbits with large values of $`e`$ and $`i`$ have not yet been discovered. About 1% of the observed Apollos cross Jupiter’s orbit, and an additional 1% of Apollos have aphelia between 4.7-4.8 AU, but these Jupiter-crossers are far from the Earth most of time, so their actual fraction of ECOs is greater than for observed ECOs. The fraction of Earth-crossers among observed Jupiter-family comets is about 10%. This is a little more than $`T/T_J`$ for our $`n1`$ runs, but less than for 7850 JCOs. For our former resonant asteroids, $`T_J`$ is relatively large ($``$0.2 Myr), and such asteroids can reach cometary orbits.

Comets are estimated to be active for $`T_{act}`$$``$$`10^3`$$`10^4`$ yr. $`T_{act}`$ is smaller for closer encounters with the Sun (Weissman et al., 2002), so for Comet 2P it is smaller than for other JFCs. Some former comets can move for tens or even hundreds of Myr in NEO orbits, so the number of extinct comets can exceed the number of active comets by several orders of magnitude. The mean time spent by Encke-type objects in Earth-crossing orbits is $``$0.4 Myr (even for $`q_{\mathrm{min}}`$). This time corresponds to $``$40-400 extinct comets of this type. Note that the diameter of Comet 2P is about 5-10 km, so the number of smaller extinct comets can be much larger.

The above estimates of the number of NEOs are approximate. For example, it is possible that the number of 1-km TNOs is several times smaller than $`5\times 10^9`$, while some scientists estimated that this number can be up to $`10^{11}`$ (Jewitt, 1999). Also, the fraction of TNOs that have migrated towards the Earth might be smaller. On the other hand, the above number of TNOs was estimated for $`a`$$`<`$50 AU, and TNOs from more distant regions can also migrate inward. Probably, the Oort cloud could also supply Jupiter-family comets. According to Asher et al. (2001), the rate of a cometary object decoupling from the Jupiter vicinity and transferring to an NEO-like orbit is increased by a factor of 4 or 5 due to nongravitational effects (see also Fernandez and Gallardo, 2002). This would result in larger values of $`P_r`$ and $`T`$ than those shown in Tables 2 and 5. Our estimates show that, in principle, the trans-Neptunian belt can provide a significant portion of the Earth-crossing objects, although many NEOs clearly came from the main asteroid belt. It may be possible to explore former TNOs near the Earth’s orbit without sending spacecraft to the trans-Neptunian region. According to our results, many former Jupiter-family comets can have orbits typical of asteroids, and collide with the Earth from typical NEO orbits.

Based on the collision probability $`P=4\times 10^6`$ we find that 1-km former TNOs now collide with the Earth once in 3 Myr. This value of $`P`$ is smaller than that for our $`n1`$ runs, does not include the ’champions’ in collision probability, and is only 1/20 of that for our 7852 JCOs. Using $`P=4\times 10^6`$ and assuming the total mass of planetesimals that ever crossed Jupiter’s orbit is $``$$`100m_{}`$, where $`m_{}`$ is the mass of the Earth (Ipatov, 1993, 2000), we conclude that the total mass of bodies that impacted the Earth is $`4\times 10^4m_{}`$. If ices comprised only half of this mass, then the total mass of ices $`M_{ice}`$ that were delivered to the Earth from the feeding zone of the giant planets is about the mass of the terrestrial oceans ($`2\times 10^4m_{}`$).

The calculated probabilities of collisions of objects with planets show that the fraction of the mass of the planet delivered by short-period comets can be greater for Mars and Venus than for the Earth (compare the values of $`P`$$`/`$$`m_{pl}`$ using $`P`$ from Tables 2 and 5, where $`m_{pl}`$ is the mass of the planet). This larger mass fraction would result in relatively large ancient oceans on Mars and Venus. On the other hand, there is the deuterium/hydrogen paradox of Earth’s oceans, as the D/H ratio is different for oceans and comets. Pavlov et al. (1999) suggested that solar wind-implanted hydrogen on interplanetary dust particles could provide the necessary low-D/H component of Earth’s water inventory.

Our estimate of the migration of water to the early Earth is in accordance with Chyba (1989), but is greater than those of Morbidelli et al. (2000) and Levison et al. (2001). The latter obtained smaller values of $`M_{ice}`$, and we suspect that this is because they did not take into account the migration of bodies into orbits with $`Q`$$`<`$4.2 AU and $`q`$$`<`$1 AU. Perhaps this was because they modeled a relatively small number of objects, and Levison et al. (2001) did not take into account the influence of the terrestrial planets. In our runs the probability of a collision of a single object with a terrestrial planet could be much greater than the total probability of thousands of other objects, so the statistics are dominated by rare occurrences that might not appear in smaller simulations. The mean probabilities of collisions can differ by orders of magnitude for different JCOs. Other scientists considered other initial objects and smaller numbers of JCOs, and did not find decoupling from Jupiter, which is a rare event. We believe there is no contradiction between our present results and the smaller migration of former JCOs to the near-Earth space that was obtained in earlier work, including our own papers (e.g. Ipatov and Hahn, 1999), where we used the same integration package.

From measured albedos, Fernandez et al. (2001) concluded that the fraction of extinct comets among NEOs and unusual asteroids is significant (at least 9% are candidates). Rickman et al. (2001) believed that comets played an important and perhaps even dominant role among all km-size Earth impactors. In their opinion, dark spectral classes that might include the ex-comets are severely underrepresented (see also Jewitt and Fernandez, 2001). Our runs showed that if one observes former comets in NEO orbits, then it is probable that they have already moved in such orbits for millions (or at least hundreds of thousands) years, and only a few of them have been in such orbits for short times (a few thousand years). Some former comets that have moved in typical NEO orbits for millions or even hundreds of millions of years, and might have had multiple close encounters with the Sun, could have lost their mantles, which causes their low albedo, and so change their albedo (for most observed NEOs, the albedo is greater than that for comets; Fernandez et al., 2001) and would look like typical asteroids. Typical comets have larger rotation periods than typical NEOs (Binzel et al., 1992), but, while losing considerable portions of their masses, extinct comets can decrease these periods. In future we plan to consider a larger initial number of objects initially located beyond Jupiter in order to better estimate their probabilities of migration to a near-Earth space.

## CONCLUSIONS

Collision statistics for the terrestrial planets are dominated by very small numbers of bodies that reach orbits with high collision probabilities, so it is essential to consider very large numbers of particles. The initial conditions for the orbit integrations appear to matter more than the choice of orbit integrator. Some Jupiter-family comets can reach typical NEO orbits and remain there for millions of years. While the probability of such events is small (about 0.1% in our runs and perhaps smaller for other initial data), nevertheless the majority of collisions of former JCOs with the terrestrial planets are due to such objects. The amount of water delivered to the Earth during planet formation could be about the mass of the Earth oceans. From the dynamical point of view there could be (not ’must be’) many extinct comets among the NEOs. For better estimates of the portion of extinct comets among NEOs we will need orbit integrations for many more TNOs and JCOs, and wider analysis of observations and craters.

## ACKNOWLEDGMENTS

This work was supported by NRC (0158730), NASA (NAG5-10776), INTAS (00-240), and RFBR (01-02-17540). For preparing some data for figures we used some subroutines written by P. Taylor. We are thankful to W. F. Bottke, S. Chesley, and H. F. Levison for helpful remarks.


text:
# On non-formal simply connected manifolds

## 1. Introduction

An oriented compact manifold of dimension at most $`2`$ is formal. On the other hand, if the dimension is $`3`$ or more, there are examples which are non-formal, e.g., nilmanifolds which are not tori .

If we turn our attention to simply connected manifolds, we know that a simply connected oriented compact manifold of dimension at most $`6`$ is formal . The natural question already raised in  is whether there are examples of non-formal simply connected oriented compact manifolds of dimension $`d7`$.

Clearly, the question is reduced to the cases $`d=7`$ and $`d=8`$. For if we have a non-formal simply connected manifold $`M`$ of dimension $`d`$, then $`M\times S^{2n}`$ is a non-formal simply connected manifold of dimension $`d+2n`$, for any $`n1`$.

From now on let $`d=7`$ or $`d=8`$. By the results of , if a $`d`$–dimensional connected and compact oriented manifold $`M`$ is $`3`$–formal then it is formal. Therefore, the non-formality of $`M`$ has to be detected in the $`3`$–stage of its minimal model. Moreover if $`H^1(M)=0`$ then $`M`$ is automatically $`2`$–formal, so the non-formality is due to the kernel of the cup product map $`:H^2(M)H^2(M)H^4(M)`$. The easiest way to detect the non-formality is thus to have a non-trivial Massey product of cohomology classes of degree $`2`$.

The method of construction of $`d`$–dimensional simply connected manifolds that we will use is the following: take a non-formal compact nilmanifold $`X`$ of dimension $`d`$ with a non-trivial Massey product of cohomology classes of degree $`1`$. Multiply these cohomology classes by some cohomology classes so that we get a non-trivial Massey product of cohomology classes of degree $`2`$. Then perform a suitable surgery of $`X`$ to kill the fundamental group such that the non-trivial Massey product survives. This will give the sought example.

In  Babenko and Taimanov have already given examples of non-formal simply connected manifolds of any even dimension bigger or equal to $`10`$. The relevant property of their examples is that they are symplectic manifolds. They ask whether there exist examples of non-formal simply connected symplectic manifolds of dimension $`8`$. Unfortunately, our examples do not have a symplectic structure, at least in an obvious way.

## 2. The $`8`$-dimensional example

Let $`H`$ be the Heisenberg group, that is, the connected nilpotent Lie group of dimension $`3`$ consisting of matrices of the form

$$a=\left(\begin{array}{ccc}1& x& z\\ 0& 1& y\\ 0& 0& 1\end{array}\right),$$

where $`x,y,z`$. Then a global system of coordinates $`x,y,z`$ for $`H`$ is given by $`x(a)=x`$, $`y(a)=y`$, $`z(a)=z`$, and a standard calculation shows that a basis for the left invariant $`1`$–forms on $`H`$ consists of $`\{dx,dy,dzxdy\}`$. Let $`\mathrm{\Gamma }`$ be the discrete subgroup of $`H`$ consisting of matrices whose entries are integer numbers. So the quotient space $`N=\mathrm{\Gamma }\backslash H`$ is a compact $`3`$–dimensional nilmanifold. Hence the forms $`dx`$, $`dy`$, $`dzxdy`$ descend to $`1`$–forms $`\alpha `$, $`\beta `$, $`\gamma `$ on $`N`$ and

$$d\alpha =d\beta =0,d\gamma =\alpha \beta .$$

The non-formality of $`N`$ is detected by a non-zero triple Massey product

$$[\alpha ],[\beta ],[\alpha ]=[2\alpha \gamma ].$$

Now let us consider $`X=N\times 𝕋^5`$, where $`𝕋^5=^5/^5`$. The coordinates of $`^5`$ will be denoted $`x_1,x_2,x_3,x_4,x_5`$. So $`\{dx_i|1i5\}`$ defines a basis $`\{\delta _i|1i5\}`$ for the $`1`$–forms on $`𝕋^5`$. By multiplying the classes $`\alpha `$ and $`\beta `$ by some of the $`\delta _i`$, we get a non-zero triple Massey product of cohomology classes of degree $`2`$ for $`X`$,

(1)
$$[\alpha \delta _1],[\beta \delta _2],[\alpha \delta _3]=[2\gamma \alpha \delta _1\delta _2\delta _3].$$

Our aim now is to kill the fundamental group of $`X`$ by performing a suitable surgery construction. Let $`C_1`$ the image of $`\{(x,0,0)|x\}H`$ in $`N=\mathrm{\Gamma }\backslash N`$ and let $`C_2`$ be the image of $`\{(0,y,\xi )|y\}`$ in $`N`$, where $`\xi `$ is a generic real number. Then $`C_1,C_2N`$ are disjoint embedded circles such that $`p(C_1)=\mathrm{SS}^1\times \{0\}`$, $`p(C_2)=\{0\}\times \mathrm{SS}^1`$. The projection $`p(x,y,z)=(x,y)`$ describes $`N`$ as a fiber bundle $`p:N𝕋^2`$ with fiber $`\mathrm{SS}^1`$. Actually, $`N`$ is the total space of the unit circle bundle of the line bundle of degree $`1`$ over the $`2`$–torus. The fundamental group of $`N`$ is therefore

(2)
$$\pi _1(N)\mathrm{\Gamma }=\lambda _1,\lambda _2,\lambda _3|[\lambda _1,\lambda _2]=\lambda _3,\text{ }\lambda _3\text{ central},$$

where $`\lambda _3`$ corresponds to the fiber, $`\lambda _1`$ and $`\lambda _2`$ correspond to the homotopy classes $`\lambda _1=[C_1]`$ and $`\lambda _2=[C_2]`$. The fundamental group of $`X=N\times 𝕋^5`$ is

(3)
$$\pi _1(X)=\pi _1(N)^5.$$

Consider the following submanifolds embedded in $`X`$:

$`T_1`$ $`=`$ $`C_1\times \mathrm{SS}^1\times \{0\}\times \mathrm{SS}^1\times \{0\}\times \mathrm{SS}^1,`$
$`T_2`$ $`=`$ $`C_2\times \{0\}\times \mathrm{SS}^1\times \{0\}\times \mathrm{SS}^1\times \mathrm{SS}^1,`$
which are $`4`$-dimensional tori with trivial normal bundle. Consider now another $`8`$-manifold $`Y`$ with an embedded $`4`$-dimensional torus $`T`$ with trivial normal bundle. Then we may perform the fiber connected sum of $`X`$ and $`Y`$ identifying $`T_1`$ and $`T`$, denoted $`X\mathrm{\#}_{T_1=T}Y`$, in the following way: take (open) tubular neighborhoods $`\nu _1X`$ and $`\nu Y`$ of $`T_1`$ and $`T`$ respectively; then $`\nu _1𝕋^4\times \mathrm{SS}^3`$ and $`\nu 𝕋^4\times \mathrm{SS}^3`$; take an orientation reversing diffeomorphism $`\varphi :\nu _1\stackrel{}{}\nu `$; the fiber connected sum is defined to be the (oriented) manifold obtained by gluing $`X\nu _1`$ and $`Y\nu `$ along their boundaries by the diffeomorphism $`\varphi `$. In general, the resulting manifold depends on the identification $`\varphi `$, but this will not be relevant for our purposes.

###### Lemma 1.

Suppose $`Y`$ is simply connected. Then the fundamental group of $`X\mathrm{\#}_{T_1=T}Y`$ is the quotient of $`\pi _1(X)`$ by the image of $`\pi _1(T_1)`$.

###### Proof.

Since the codimension of $`T_1`$ is bigger or equal than $`3`$, we have that $`\pi _1(X\nu _1)=\pi _1(XT_1)`$ is isomorphic to $`\pi _1(X)`$. The Seifert-Van Kampen theorem establishes that $`\pi _1(X\mathrm{\#}_{T_1=T}Y)`$ is the amalgamated sum of $`\pi _1(X\nu _1)=\pi _1(X)`$ and $`\pi _1(Y\nu )=\pi _1(Y)=1`$ over the image of $`\pi _1(\nu _1)=\pi _1(T_1\times \mathrm{SS}^3)=\pi _1(T_1)`$, as required. ∎

We shall take for $`Y`$ the sphere $`\mathrm{SS}^8`$. We embed a $`4`$-dimensional torus $`𝕋^4`$ in $`^8`$. This torus has a trivial normal bundle since its tangent bundle is trivial (being parallelizable) and the tangent bundle of $`^8`$ is also trivial. After compatifying $`^8`$ by one point we get a $`4`$-dimensional torus $`T\mathrm{SS}^8`$ with trivial normal bundle.

In the same way, we may consider another copy of the $`4`$-dimensional torus $`T\mathrm{SS}^8`$ and perform the fiber connected sum of $`X`$ and $`\mathrm{SS}^8`$ identifying $`T_2`$ and $`T`$. We may do both fiber connected sums along $`T_1`$ and $`T_2`$ simultaneously, since $`T_1`$ and $`T_2`$ are disjoint. Call

$$M=X\mathrm{\#}_{T_1=T}\mathrm{SS}^8\mathrm{\#}_{T_2=T}\mathrm{SS}^8$$

the resulting manifold. By Lemma 1, $`\pi _1(M)`$ is the quotient of $`\pi _1(X)`$ by the images of $`\pi _1(T_1)`$ and $`\pi _1(T_2)`$. This kills the $`^5`$ summand in (3) and it also kills $`\lambda _1`$ and $`\lambda _2`$ in (2). Therefore $`\pi _1(M)=1`$, i.e., $`M`$ is simply connected.

## 3. Non-formality of the constructed manifold

Our goal is now to prove that $`M`$ is non-formal. We shall do this by proving the non-vanishing of a suitable triple Massey product. More specifically, let us prove that the Massey product (1) survives to $`M`$. For this, let us describe geometrically the cohomology classes $`[\alpha \delta _1]`$, $`[\beta \delta _2]`$ and $`[\alpha \delta _3]`$. Consider the following three codimension $`2`$ submanifolds of $`X`$:

$`B_1`$ $`=`$ $`p^1(\mathrm{SS}^1\times \{a_1\})\times \{b_1\}\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1,`$
$`B_2`$ $`=`$ $`p^1(\{a_2\}\times \mathrm{SS}^1)\times \mathrm{SS}^1\times \{b_2\}\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1,`$
$`B_3`$ $`=`$ $`p^1(\mathrm{SS}^1\times \{a_3\})\times \mathrm{SS}^1\times \mathrm{SS}^1\times \{b_3\}\times \mathrm{SS}^1\times \mathrm{SS}^1,`$
where the $`a_i`$ and $`b_i`$ are generic points of $`\mathrm{SS}^1`$. It is easy to check that $`B_iT_j=\mathrm{}`$ for all $`i`$ and $`j`$. So $`B_i`$ may be also considered as submanifolds of $`M`$. Let $`\eta _i`$ be the $`2`$–forms representing the Poincaré dual to $`B_i`$ in $`X`$. By , $`\eta _i`$ are taken supported in a small tubular neighborhood of $`B_i`$. Therefore the support of $`B_i`$ lies inside $`XT_1T_2`$, so we also have naturally $`\eta _i\mathrm{\Omega }^2(M)`$. Note that in $`X`$ we have clearly that $`[\eta _1]=[\alpha e_1]`$, $`[\eta _2]=[\beta e_2]`$ and $`[\eta _3]=[\alpha e_3]`$, where $`e_i`$ are differential $`1`$–forms on $`\mathrm{SS}^1`$ cohomologous to $`\delta _i`$ and supported in a neighborhood of $`b_i\mathrm{SS}^1`$. Thus $`[\eta _1]=[\alpha \delta _1]`$, $`[\eta _2]=[\beta \delta _2]`$ and $`[\eta _3]=[\alpha \delta _3]`$.

###### Lemma 2.

The triple Massey product $`[\eta _1],[\eta _2],[\eta _3]`$ is well-defined on $`M`$ and equals to $`[2\gamma \alpha e_1e_2e_3]`$.

###### Proof.

Clearly

$$(\alpha e_1)(\beta e_2)=d\gamma e_1e_2,$$

where the $`3`$–form $`\gamma e_1e_2`$ is supported in a neighborhood of $`N\times \{b_1\}\times \{b_2\}\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1`$, which is disjoint from $`T_1`$ and $`T_2`$. Hence $`\gamma e_1e_2`$ is well-defined as a form in $`M`$. Also

$$(\beta e_2)(\alpha e_3)=d\gamma e_2e_3,$$

where $`\gamma e_2e_3`$ is also well-defined in $`M`$. So the triple Massey product

$$[\eta _1],[\eta _2],[\eta _3]=[2\gamma \alpha e_1e_2e_3]$$

is well-defined in $`M`$. ∎

Finally let us see that this Massey product $`[\eta _1],[\eta _2],[\eta _3]=[2\gamma \alpha e_1e_2e_3]`$ is non-zero in

$$\frac{H^5(M)}{[\alpha e_1]H^3(M)+H^3(M)[\alpha e_3]}.$$

To see this, consider $`B_4=p^1(\{a_4\}\times \mathrm{SS}^1)\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1\times \{b_4\}\times \{b_5\}`$, for generic points $`a_4,b_4,b_5`$ of $`\mathrm{SS}^1`$. Then the Poincaré dual of $`B_4`$ is defined by a $`3`$–form $`\beta ^{}e_4e_5`$ supported near $`B_4`$, where $`\beta ^{}`$ is Poincaré dual to $`p^1(\{a_4\}\times \mathrm{SS}^1)`$ and $`[\beta ^{}]=[\beta ]`$, $`[e_4]=[\delta _4]`$ and $`[e_5]=[\delta _5]`$. Again this $`3`$–form can be considered as a form in $`M`$. Now for any $`[\phi ],[\phi ^{}]H^3(M)`$ we have

$$([2\gamma \alpha e_1e_2e_3]+[\alpha e_1\phi ]+[\beta e_3\phi ^{}])[\beta ^{}e_4e_5]=2,$$

since the first product gives $`2`$; to compute the second product, we notice that the $`5`$–form $`\alpha \beta ^{}e_1e_4e_5`$ is exact in $`M`$ because $`\alpha \beta ^{}e_1e_4e_5=d\gamma ^{}e_1e_4e_5`$ in $`X`$, with $`\gamma ^{}=\gamma +f\alpha `$ for some function $`f`$ on $`N`$, and $`\gamma ^{}e_1e_4e_5`$ is well-defined on $`M`$; and for the third product, $`\alpha \beta ^{}e_3e_4e_5`$ is also exact in $`M`$. Therefore we have proved the following

###### Theorem 3.

$`M`$ is a compact oriented simply connected non-formal $`8`$–manifold.

## 4. The $`7`$-dimensional example

A compact oriented simply connected non-formal manifold $`M^{}`$ of dimension $`7`$ is obtained in an analogous fashion to the construction of the $`8`$–dimensional manifold $`M`$. We start with $`X^{}=N\times 𝕋^4`$ and consider the $`3`$-dimensional tori

$`T_1^{}`$ $`=`$ $`C_1\times \mathrm{SS}^1\times \{0\}\times \mathrm{SS}^1\times \{0\},`$
$`T_2^{}`$ $`=`$ $`C_2\times \{0\}\times \mathrm{SS}^1\times \{0\}\times \mathrm{SS}^1.`$
Define

$$M^{}=X^{}\mathrm{\#}_{T_1^{}=T^{}}\mathrm{SS}^7\mathrm{\#}_{T_2^{}=T^{}}\mathrm{SS}^7$$

where $`T^{}`$ is an embedded $`3`$–torus in $`\mathrm{SS}^7`$ with trivial normal bundle. Then $`M^{}`$ is a non-formal simply connected manifold. To prove the non-formality, consider the codimension $`2`$ submanifolds

$`B_1^{}`$ $`=`$ $`p^1(\mathrm{SS}^1\times \{a_1\})\times \{b_1\}\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1`$
$`B_2^{}`$ $`=`$ $`p^1(\{a_2\}\times \mathrm{SS}^1)\times \mathrm{SS}^1\times \{b_2\}\times \mathrm{SS}^1\times \mathrm{SS}^1`$
$`B_3^{}`$ $`=`$ $`p^1(\mathrm{SS}^1\times \{a_3\})\times \mathrm{SS}^1\times \mathrm{SS}^1\times \{b_3\}\times \mathrm{SS}^1`$
and the $`2`$–forms $`\eta _i^{}`$ Poincaré dual to $`B_i`$. Then $`[\eta _1^{}],[\eta _2^{}],[\eta _3^{}]=[2\gamma \alpha e_1e_2e_3]`$. This triple Massey product is non-zero in

$$\frac{H^5(M^{})}{[\alpha e_1]H^3(M^{})+H^3(M^{})[\alpha e_3]},$$

by using the same argument as before with $`B_4^{}=p^1(\{a_4\}\times \mathrm{SS}^1)\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1\times \{b_4\}`$.

Note that it is in this last step where the similar argument for the $`6`$–dimensional case breaks down, since if we drop the last factor all throughout the argument, then the submanifold $`B_4^{\prime \prime }=p^1(\{a_4\}\times \mathrm{SS}^1)\times \mathrm{SS}^1\times \mathrm{SS}^1\times \mathrm{SS}^1`$ would not be disjoint from the two tori where the surgery is taken place.