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# Luminous Lyman Break Galaxies at z>5 and the Source of ReionizationBased on observations collected at the Very Large Telescope part of the European Southern Observatory, Cerro Paranal, Chile

## 1 Introduction

While progress has been made in our understanding of how galaxies formed and evolved by studying the dynamics, morphologies, and stellar populations of low redshift galaxies, a complete physical picture can only be obtained by actually witnessing the important physical processes in situ. With this in mind there has been an explosion in the number of galaxies and QSOs discovered at the highest redshifts (z$`>`$5; e.g., Hu et al., 2002; Ellis et al., 2001; Stern & Spinrad, 1999; Dey et al., 1998; Fan et al., 2001; Rhoads et al., 2002). These galaxies have been found using a variety of techniques ranging from narrow-band imaging, to accidental alignments of spectroscopic slits on high redshift objects, to using the drop-out technique (Lyman Break galaxies – LBGs) pioneered by Steidel and collaborators. Such a diversity of approach is necessary in order to make a full census of the high redshift population. Without such a census, it is impossible to elucidate the physical processes that drive galaxy evolution at the highest redshifts. Moreover, to find the objects that may have reionized the universe probably means that we will have to obtain a full luminosity function of the most plausible objects such as QSOs, massive stars in galactic fragments, or perhaps even something more exotic (e.g., Loeb & Barkana, 2001).

In the present paper, we describe a program to find faint continuum-emitting objects at z$``$5.5. Our hope was to detect objects at an epoch close enough to that of reionization so that we could determine whether UV luminous galaxies or quasars caused the reionization. We selected a redshift range which is lower than is generally considered for appropriate for the complete reionization of the universe (see review by Loeb & Barkana, 2001; Fan et al., 2001) because before the universe is substantially ionized, Ly$`\alpha `$ may be effectively suppressed by resonant scattering of the Ly$`\alpha `$ by the neutral intergalactic medium or by the damping wings of a largely neutral medium. Thus at or before the epoch of reionization, there may be no observable Ly$`\alpha `$ emission with which to obtain redshifts. Also, the ionizing photon density necessary to reionize the intergalactic medium increases as (1+z)3 (Madau, Haardt, & Rees, 1999) and it is unlikely that the ionizing photon output of the LBGs was the sources of reionization even if such output remained constant from z=3 to the reionization at z$`>`$6 (Ferguson, Dickinson, & Papovich, 2002). Moreover, the time scale between redshifts of 5.5 and 7 to 10, which is the current best estimate for when reionization likely occurred (Loeb & Barkana, 2001, and references therein), is less than several hundred Myrs for any reasonable cosmology. Over such a short time scale, while individual galaxies may evolve rather dramatically, it is unlikely that the galaxy number density could evolve very strongly (hierarchical merger models suggest that it is likely only to be a factor of a few, e.g., Sokasian et al., 2003; Ciardi, Stoehr, & White, 2003). Given these competing constraints, gauging the ionizing photon density at high redshifts soon after the likely epoch of reionization may provide a highly significant determination of the types of galaxies that were responsible for reionization. Therefore, for the source of ionization to be galaxies, we seek a population of galaxies which are still line emitting (i.e., actively forming stars), with a UV photon density sufficient to keep the intergalactic medium (IGM) ionized at the observed epoch, and with significant UV continua suggestive of prolonged star-formation (Leitherer et al., 1999; Sullivan et al., 2000) which is sufficient to ionize the IGM at higher redshifts. If reionization is due to QSOs, then we would need to observe many more QSOs than would be predicted by extrapolating to low luminosity the QSO luminosity function of Fan et al. (2001) for very luminous QSOs (MB$``$26).

## 2 Observations and Object Selection

### 2.1 Broad-band Observations

We obtained deep multi-color broad band observations of an approximately 44 arcmin2 field using the imaging spectrograph FORS2 on UT4 of the VLT. The field was chosen to have minimal extinction from the maps of Schlegel, Finkbeiner, & Davis (1998), low (cirrus) 100$`\mu `$m emission, to be south of the latitude of the VLT (to point out of the prevailing winter wind) and to be easily observable from June through to October. The data were obtained in “service mode” on the nights of June 17, July 6, 7, and 12, 2002. The data were taken as a sequence of dithered exposures with a net integration time of 2.6 hours in $`R`$, 1 hour each in the $`I`$ and $`z`$bands. The images were processed in the standard way but were flat-fielded using images generated by masking out all pixels with surface brightnesses between $`\pm `$3 sigma of the background noise and then averaged without the images being aligned. Constructing the flat-field frame in this manner resulted in final images that are characterized by background levels across the image that are flat to within much better than 1% of the average value. The final combined image had a noise level consistent with that expected from Poissonian statistics given the sky background and number of individual exposures. Conditions were photometric throughout the observations. The final calibration was determined through observations of stars in the field of PG1323-086 and Mark A (Landolt, 1992) for the $`R`$ and $`I`$ filters and by observations of the spectrophotometric standard LTT377 (Hamuy et al., 1994) for the $`z`$band filter. The final images each has a total area over which the total integration time contributes to the signal of 44 square arc minutes. The 3$`\sigma `$ detection limits in a 2 arc second diameter circular aperture are $`R_{AB}`$=27.8, $`I_{AB}`$=26.7, and $`z_{AB}`$=26.0. The detection limits are consistent with those expected from the count-rates and sky backgrounds (i.e., the uncertainties in the photometry do not have significant contributions from errors in the flat-fielding or any other calibration used in the data reduction).

### 2.2 Object Selection for the Multi-Object Spectroscopy

After the images were completely reduced and the flux calibration determined, we then made an object catalog using the galaxy photometry package Sextractor version 2.2.2 (Bertin & Arnouts, 1996). Our final source catalog was constructed using the I-band image as the detection image with which to center the apertures and estimate the magnitudes in both the R- and z-bands. This method was used as our goal was to find objects with large spectral breaks between the R- and I-bands, indicating that they may be at high redshifts. However, we were concerned that selecting candidate high redshift galaxies based solely on their detection in one band might lead to spurious sources. Therefore, as a check of the centering of the apertures, the influence of the noise properties of individual colors or images, etc., we also generated catalogs using the R-band, z-band, and a simple sum of the 3 images as the detection images. Given the color criteria we used to select our target galaxies for follow-up spectroscopy, we noted no significant dependence on the image used to select objects other than those given by differences in the detection limits (like limiting color and source densities). The final magnitudes adopted for each of the sources is from a 2 arc second diameter circular aperture based on the aperture position given using the I-band image for source detection. Although the total imaged area was approximately 44 arcmin2 we excluded sources near the edge of the frames to minimize possible flat-fielding errors, differences in sensitivity due to non-uniform exposure, or sources partially falling off the imaged region, all of which can affect the photometry. Moreover, part of the area was vignetted by the guide probe for some of the image and this region was also excluded. Taking these into account, our sample was selected from the central $``$41.3 arcmin2 of the final image.

As stated in the introduction, our goal is to use the opacity of the IGM short-ward of Ly$`\alpha `$ to select objects with large magnitude breaks between the $`R`$ and $`I`$bands. Using the analysis of Madau, Haardt, & Rees (1999), Songaila & Cowie (2002), and Fan et al. (2002) of the amount of IGM absorption expected short-ward of Ly$`\alpha `$, along with spectrophotometric models of early star formation in galaxies (Fioc & Rocca-Volmerange, 1997) and existing high redshift quasar spectra, we determined that a color selection of $`R_{AB}I_{AB}1.5`$ will include all sources at $`z>4.8`$ (Fig. 1). This selection is mainly driven by the IGM opacity and thus using an accurate estimate of it is crucial to selecting galaxies at high redshifts. Our imaging data were reliable and relatively complete to $`I_{AB}=26.25`$ so our primary target selection was $`I_{AB}<26.25`$ and $`R_{AB}I_{AB}1.5`$. These objects could in principle be at any redshift above $`z>4.8`$, but in practice are likely to be at $`z<5.8`$ due to the increasing effect of IGM opacity on the observed $`I`$band at increasing redshift. The IGM introduces little or no appreciable “reddening” in $`Iz`$ at z=4.8, increasing to $`1.5`$ mags of “reddening” by $`z>5.8`$ in these models (Fig. 1). As $`RI`$ rapidly increases with redshift above $`z=4.8`$, for example at $`z=5`$, $`RI>2`$, the chosen color cut is generously blue for objects in this redshift range. Consequently, even if we have excluded some objects at z$`<`$5 through our color selection, the volume that is probed by these observations will be barely effected (Fig. 2).

Given the number of slit-lets that can be used in the FORS2 Mask Exchange Unit (see next section), we were able to observe more than just our primary sample. Consequently, we relaxed our criteria to $`I_{AB}<26.4`$ and $`RI>1.0`$, including as many objects as feasible, concentrating on those with the reddest $`RI`$ colors. We expected few, if any of the sources in this expanded sample to be at $`z>4.8`$, essentially only those that had $`RI>1.5`$, but with $`I_{AB}>26.25`$. Where there was space on the masks, we included Extremely Red Objects (EROs) selected from the VLT imaging and a separate $`K`$band AAT IRIS2 image (to be reported on elsewhere). One object was included as it was very much brighter in the R-band than in $`I`$ and undetected in $`z`$. When selecting objects on the basis of color, we did not rely solely on the Sextractor cataloged $`R`$band magnitudes, we examined the $`R`$band images of all objects with $`I_{AB}<26.4`$ and $`R_{AB}>27.2`$ by eye. This allowed us to include objects where the $`R`$band magnitudes were overestimated by Sextractor due to crowding with other objects or from unreliable background estimation. We also examined sources detected by Sextractor in the $`I`$band alone, rejecting those where the source appeared bogus. This only affected a few of the faintest objects.

The $`z`$band was used to constrain the observational priority in an attempt to remove intrinsically red objects (cool stars and sub-stellar objects), but again, there was sufficient slit-let numbers that this criterion was not strictly observed and such objects were included in spectroscopy to confirm their photometric classification. In the rest of this paper, we will only discuss the objects that strictly meet the primary photometric criteria.

### 2.3 Multi-Object Spectroscopy

Spectra of these sources were obtained using the Mask Exchange Unit (MXU) in FORS2 on UT4. Key to the success of these observations was the use of new red-enhanced MIT CCD chips, which benefited from high Quantum Efficiency at red wavelengths (70 per cent at 9000 Å) and extremely low fringe amplitudes. The observations were carried out in service mode on the nights of August 6 and 8, 2002. We observed with the 300 l mm-1 grism blazed in the I-band and an OG590 order separating filter. The final spectra span the range of about 6000Å to 1.1$`\mu `$m for slits placed near the center of the field. The set-up included two masks each of which were observed partially on those two nights. The total integration time per mask was 4 1/3 hours. Generally, each slitlet was 10” in total length and 1” in width. The data were reduced by bias subtracting frames with zero exposure time and no illumination, flat-fielded using normalized spectra of a continuum source, and wavelength calibrated using observations through each mask of a comparison lamp. Each mask had 20 sets of exposures which were dithered along the slit. After bias subtraction and flat-fielding, the sky was subtracted using a average combination of 3 frames taken closest in time and then had a first order polynomial subtracted from each column after the first pass at sky subtraction. The separate spectra for each slit were then aligned and averaged together. The spectra were then rectified to wavelength calibrate them and then flux calibrated using the standard spectrophotometric standard LTT 7987. The excellent cosmetic quality of the chips in FORS2 along with their very high quantum efficiency and lack of fringing in the red meant that we could often spectroscopically detect very faint objects ($`z_{AB}25`$) to 1 micron (Fig. 3).

## 3 Results

### 3.1 Results from the Spectroscopy

There were 18 objects which met our strict primary selection criteria of $`I_{AB}<`$26.25, $`R_{AB}I_{AB}1.5`$. These split neatly into two groups based on $`I`$band magnitude. The first group of five had $`I_{AB}<24.5`$. Three were point sources with the colors of main sequence stars and one had the colors and morphology of a $`z1`$ elliptical, with its $`R_{AB}I_{AB}`$ color just making the color cut. The fifth object was stellar in appearance but had $`R_{AB}I_{AB}>3`$ and $`I_{AB}z_{AB}0.6`$ making it a candidate quasar. All except one of the stellar objects, including the quasar candidate, were spectroscopically observed. None were found to be at $`z>4.8`$. The candidate elliptical was also confirmed spectroscopically.

The second group of 13 sources all had $`25.5<I_{AB}<26.25`$ and $`R_{AB}>27.8`$. All were undetected in $`R`$ and half undetected in $`z`$. All 13 sources are listed in Table 1 along with their redshifts when measured. We obtained spectra for 12 of these sources, the other source was excluded due to slit contention (by which we mean that the objects were aligned such that it was impossible to place two slits that would not overlap spatially and would still be long enough to provide for accurate sky subtraction). Of these sources, 6 have spectroscopically-determined redshifts and their spectra are shown in Figs. 3 and 4. Our sample selection was optimized to detect objects with redshifts between z=4.8 to 5.8. To determine this selection, we carried out an analysis similar to that presented in Steidel et al. (1999). In addition to knowing the expected colors of high redshift galaxies, the completeness of the observations need to be determined. We made the incompleteness estimate in two ways. First, we distributed galaxies of different magnitudes and colors (effectively redshifts) randomly across the frame, then attempted to recover them with the same procedure and color selection used when making the original galaxy catalogs. This analysis was similar to that performed in Steidel et al. (1999), the only difference was that we used the actual galaxies detected with known redshifts and colors instead of model galaxies. Second, to estimate the relative influence of the possible sources of incompleteness (i.e., source confusion, incompleteness as a function of magnitude, and the influence of our color selection criteria on the completeness as a function of redshift) we determined the incompleteness in a three-step process. We determined the effective area of our images by recovering objects placed at random across the I-band frame. A range of magnitudes were used in order to determine the fraction of galaxies recovered. We then determined the incompleteness directly by determining the deviation of the faint galaxy surface density from a power-law fit to the source surface density as a function of magnitude over the range of magnitudes where the data were complete (in the I-band, this was 22.5$`<`$I$`<`$25.5). We also estimated the incompleteness as a function of redshift due to our color-selection criteria. For this, we carried out a Monte Carlo simulation using the range of model parameters used in Fig. 1, distributing these randomly over the redshift range 2 to 6.5. The results of the Steidel-like and the three-step-process estimates agree within statistical uncertainties. The final results of the second method are shown in Fig. 2. Given the range of confirmed redshifts, we have succeeded as expected.

Spectra of several of the other six sources showed evidence for a Lyman break in that redshift range, but none as sharp as the line emitters due to limited signal-to-noise. Consequently we do not assign these an exact redshift. Others were too faint to reliably detect spectral features in the continuum. None showed features that indicated redshifts of $`z<4.8`$. Also, the redshift distribution of the line-emitters is not uniform between z=4.8 and 5.8 but in fact fall mainly near the low and high ends of the redshift range. This is most likely due to the wavelength distribution of the strong night sky lines, since the redshift measured tend to be in regions devoid of strong sky lines. Therefore it is possible that some of the sources without spectroscopically-determined redshifts are such because their redshifted Ly$`\alpha `$ line falls in a region of strong night sky line emission. In what follows we refer to these 13 objects as the primary sample. The inclusion of the last object is justified in that it was only excluded from the spectroscopic sample due to a conflict in slit position with another candidate high redshift source.

The strong line-emitters in this sample of 13 are characterized by extremely high rest-frame equivalent widths, more than 30-50Å in the rest-frame. The Ly$`\alpha `$ line luminosities implied by line fluxes are about 4 $`\times `$ 1041 to almost 1043 ergs s-1. Using the models of Leitherer et al. (1999) and Charlot & Fall (1993) and assuming case B recombination to convert Ly$`\alpha `$ to H$`\beta `$ line luminosity, we find that UV continuum and line emission is indicative of an extremely young galaxy (ages$`<`$107-8 years given the uncertainty in the equivalent width) and star-formation rates of up to about 20 M$`\mathrm{}`$ yr-1 (neither of these estimates take into account possible extinction).

None of the objects in the primary sample have spectroscopically-determined redshifts below z$`<`$4.8. Only one object in the expanded sample was found to be at $`z>4.8`$. This had an $`I`$band magnitude of $`I_{AB}=26.3`$, just too faint to be included in the primary sample, and was undetected in $`R`$, so had $`R_{AB}I_{AB}1.5`$. It has a redshift of $`z=4.88`$. This indicates that selecting objects with $`I_{AB}>25`$ and $`R_{AB}I_{AB}1.5`$ is a reliable and efficient way of selecting galaxies at $`z>4.8`$ and out to at least $`z=5.8`$, given the results of our spectroscopy.

One other object in the expanded sample, BDF1:32b, was found to be at $`z>4`$ (Table 2). This was detected in both $`R`$ and $`I`$ and had a relatively blue $`RI`$ color. However, we note that BDF1:32 lies near a bright star which affected the photometry significantly. Practically all of the R-band light came from a strong emission line at 6675 Å(Fig. 3). This is taken to be Ly$`\alpha `$ at $`z=4.46`$. Another continuum-only object in the slit 5 arc sec north of the line-emitter has a sharp break in the continuum at the same wavelength, with little or no continuum flux short-ward of $``$ 6675 Å(BDF1:32a). These two objects are therefore likely to be at the same redshift, one a strong line emitter, the other a continuum-only Lyman break galaxy (Fig. 3).

### 3.2 Surface Densities of High Redshift LBGs

How do the luminosities and surface densities of our sources compare to those of the Lyman break galaxies in Steidel et al. (1999) at $`z=3`$ and 4? Given the small area of our survey and the small number of sources, we do not attempt to determine a luminosity function for the sources. Determining the luminosity function is complicated by the diminution of the $`I`$band flux from an object as the redshift increases from z=4.8 to 5.8 due to the opacity of the IGM. Instead, we constructed a simulation of the expected number counts in $`I_{AB}`$ over this redshift range assuming no evolution in the luminosity function taken from Steidel et al. (1999) for z$``$3.0 and 4.1 LBGs (converted to the cosmology H0=70 km s-1 Mpc-1, $`\mathrm{\Omega }_{matter}`$=0.3, $`\mathrm{\Omega }_\mathrm{\Lambda }`$=0.7) and that the galaxies are distributed uniformally in the completeness-corrected volume (i.e., the completeness correction has been applied as a function of magnitude and redshift; Fig. 2). We assume that the absolute magnitude at 1700Å relates directly to the observed $`z`$ band magnitude with no color term. We modelled the $`Iz`$ colors of young galaxies (from the models of Fioc & Rocca-Volmerange) over this redshift range including the effects of IGM opacity (from Madau, Haardt, & Rees, 1999, modified using the determinations from Fan et al. (2002)). An approximate fit to the color of these objects is given by $`I_{AB}z_{AB}=1.5\times (z4.8)`$ over the redshift range $`4.8<z<5.8`$. With these assumptions we distributed the galaxies assuming their magnitudes followed the luminosity function from Steidel et al. (1999), assigned a redshift with the appropriate difference in the distance modulus between z=4.1 and the assigned redshift, and then applied the diminution due to the IGM. The incompleteness correction was included using the estimates outlined in §3.1.

The simulated number counts, including the incompleteness as a function of magnitude and redshift are shown in Figure 5. Above $`I_{AB}<25.5`$ we have no candidate galaxies at $`z>4.8`$, where as of-order 10 are predicted. Down to $`I_{AB}<26.25`$, about 40 sources are predicted compared to thirteen detected in our primary sample. Although the number of detected sources are below those expected if the luminosity function of UV bright Lyman break galaxies does not evolve from $`z=3`$ to $`z>5`$, the differences are not highly significant except at the brightest end. Even then the cosmic variance might account for much of this difference given the relatively small area of our field. But taken at face value, our results suggest that the luminosity function at these high results has shifted to fainter magnitudes and is steeper at the bright end compared to the luminosity function at z=4.1.

The estimate of any significant under-density of sources relies predominately on the relationship between $`Iz`$ and redshift. The range of $`I_{AB}z_{AB}`$ colors seen in the models in Fig. 1 results from the strong absorption due to the IGM with a smaller contribution from range of extinction and ages. The span in color due to redshift and IGM absorption is about 2 magnitudes, while that due to reddening and age is about 0.5 magnitudes for any one redshift. The range of $`I_{AB}z_{AB}`$ colors observed in the galaxies of our primary sample at $`<`$0.2 to 1.1. Although the number of spectroscopically-determined redshifts is small, the galaxies at z=5.6 to 5.8 do have the reddest $`Iz`$ colors of our sample ($`I_{AB}z_{AB}`$ = 0.6 or 0.7), consistent with the dominant influence of the attentuation due to the IGM. These colors are consistent with little reddening and young ages ($``$108 yrs) mainly due to the strong attenuation of the IGM at the highest redshift. And since dust destroys Ly$`\alpha `$ preferentially and only galaxies with young ages have strong Ly$`\alpha `$ emission (e.g., Leitherer et al., 1999; Charlot & Fall, 1993), such a conclusion is also supported by the high rest-frame equivalent widths observed in Ly$`\alpha `$. Given the dominant influence of the IGM opacity on the colors of the galaxies, and the lack of extremely red $`Iz`$ colors, one might be concerned about how the choice of $`I_{AB}z_{AB}=1.5\times (z4.8)`$ used in our simulation might bias our conclusions. To gauge the influence the relationship between color and redshift on the predicted numbers of LBGs, we ran the surface density simulation with a variety of coefficients for linearly relating redshift and $`I_{AB}z_{AB}`$ (e.g., $`I_{AB}z_{AB}=1.0\times (z4.8)`$ and $`I_{AB}z_{AB}=0.5+1.0\times (z4.8)`$) that would be consistent with both the model and observed galaxy colors as a function of redshift. The results imply that our assumption of $`I_{AB}z_{AB}=1.5\times (z4.8)`$ is conservative. For example, adopting $`I_{AB}z_{AB}=1.0\times (z4.8)`$ (which is more in line with the observed range of colors and redshifts than is $`I_{AB}z_{AB}=1.5\times (z4.8)`$), about 50 sources are predicted compared to thirteen detected in our primary sample and the discrepancy at the faint magnitudes becomes significant (Fig. 6). Therefore, any relationship between color and redshift with a weaker dependence on redshift or which reaches less extreme $`I_{AB}z_{AB}`$ colors at z=5.8 than we have assumed, tends to increase the significance of the observed under-density of sources compared to LBGs at lower redshifts.

The justification for the analysis just presented is that the IGM has a substantial impact on the resulting magnitudes and number densities of the sources at these redshifts. Therefore, it is imperative that its affect be accounted for properly. In spite of this caveat, to further our comparison with LBGs at low redshifts, we estimated the total co-moving densities and UV luminosity density from sources with 4.8$`<`$z$`<`$5.8. Applying the incompleteness corrections, we find the total co-moving density of sources with $`M_{AB}(1700\AA )20`$ of about 10-3.3 Mpc-3. The estimated UV luminosity density is about log $`\rho _{UV}`$$``$25.7 ergs s-1 Hz-1 Mpc-3. Both of these estimates are approximately a factor of 3 below that estimated at z$``$4 (Steidel et al., 1999). Although the correction for IGM opacity is uncertain and that both the total co-moving space densities and UV luminosity density strongly reflect the number densities of sources at the faintest magnitudes where the relative under-density is small, these estimates suggest an overall decline in the number and emissivity of sources from z$``$4 to z$``$5.3 consistent with our simulations.

A possible cause of the discrepancy in the expected number of sources at z$``$5.3 and z$``$4 could be the effects of surface brightness dimming which results in systematically underestimating the magnitudes of galaxies at high redshift. To provide an estimate of the size of the effect, the relative difference in surface brightness between z=4.1 and 5.3 is about 1 magnitude arcsec-2. However, surface brightness dimming is unlikely to have a substantial impact for several reasons. The images used to select the galaxies for this survey are about one magnitudes deeper than the ground-based images used in for example Steidel et al. (1999) thus compensating somewhat for the differences in surface brightness of the two galaxy samples. In addition, we note that none of the objects is resolved significantly in the 0.7 arcsecond seeing of the images. In an analysis of similarly selected galaxies from the Chandra Deep Field South with deep HST ACS images, galaxies have a half-light radii that span from unresolved at HST resolution to less than a few tenths of an arcsec (Bremer et al. 2003, in preparation; Stanway, Bunker, & McMahon, 2003). Moreover, if all of the galaxies have a similar morphology regardless of their magnitude, one would expect the fainter sources to have their magnitudes significantly underestimated compared to the brighter sources. This is because brighter galaxies will be detected over a broader range of surface brightness than that of fainter galaxies. Our results suggest that the difference in the source densities is significant for the bright high redshift galaxies and much less so for the faint sources. Thus, surface brightness dimming is unlikely to play a significant role in explaining the paucity of bright sources.

We also investigated the constraints that these results put on the QSO luminosity function at these high redshifts. We detected no broad line sources (QSOs) in our spectra. Assuming that the redshift coverage is between 4.8 and 5.8, and applying the completeness correction discussed above, we find that we find that the co-moving density of QSOs must be less than about 10-4.8 Mpc-3 for $``$23.5$``$MB$``$$``$20.5 (due to the completeness corrections, the exact density depends on the magnitude; Fig. 7). The B-band magnitude was estimated assuming a power-law slope for the QSO spectrum of -0.5 (Schmidt, Schneider, & Gunn, 1995; Fan et al., 2001). This limit on the co-moving space density implies that the QSO luminosity function as observed by Schmidt, Schneider, & Gunn (1995) and Fan et al. (2001) while already flatter than the lower redshift luminosity functions, must turnover at MB$``$23.

Several other galaxies at these redshifts have been discovered in previous studies, but the diversity in galaxy selection methods make the studies difficult to compare to ours. Those selected by lensing (Ellis et al., 2001) or narrow-band imaging (Hu et al., 2002; Rhoads et al., 2002) have continuum magnitudes that are generally below our $`I`$band limits. Others were serendipitously discovered (Dey et al., 1998), or based on optical/IR colors (Weymann et al., 1998). Techniques comparable to ours were used by Dey et al. (1998) and Spinrad et al. (1998) to detect z=5.3 galaxies in individual Keck and HST images. The pair of galaxies detected by Spinrad et al. in the HDF-North would have been seen in our ground-based imaging as an individual source. Both this and the galaxy detected by Dey et al. would have been discovered by us had they fallen within our field. Given the relative field sizes and exposure depths, the discovery of these objects is entirely consistent with the surface density of galaxies at $`z>4.8`$ in this study.

Wide-field narrow-band surveys for line-emitting galaxies (e.g., Rhoads & Malhotra, 2001; Ouchi et al., 2002) are efficient at detecting the most extreme line-emitters at high redshift. None of the galaxies in Rhoads et al. (2002) have sufficient line flux alone to be detected by us in the broad-band filters given our flux limit. For example, a flux of $`5\times 10^{17}`$ ergs-1 s-1 cm-2, is below our detection limit in both I and z assuming that a majority of the flux from the objects in these bands arises from a Ly$`\alpha `$ line. Adopting the figures in Rhoads et al. (2002), assuming a $`3\sigma `$ I-band continuum detection limit of $`I_{AB}>25.9`$, we would expect about 4 objects (taking into account the incompleteness) with line fluxes of $`>1.5\times 10^{17}`$ ergs-1 s-1 cm-2 and $`I_{AB}>25.9`$ in our central field of 41.3 arcmin2. The Rhoads et al. survey is sensitive to the most extreme line-emitters, our continuum-detected sources in the primary sample typically have lower Ly$`\alpha `$ equivalent widths (although we note that several of them, including the strongest of the line emitters have equivalent widths $`>`$100Å). Formally, we detect 2 line emitters with line fluxes greater than $`>1.5\times 10^{17}`$ ergs-1 s-1 cm-2 and $`I_{AB}>25.9`$. However, these galaxies both are IAB$``$26, barely below the $`3\sigma `$ continuum detection limit of Rhoads et al. Thus while consistent within the uncertainties, it is likely that there are more objects with fainter continuum magnitudes similar to the Rhoads et al. sources, but with lower line fluxes in our field. If we assume that the Ly$`\alpha `$ luminosity density measures the unobscured star formation density, it is therefore likely that a significant fraction (probably most) of the star formation occurring in our field at $`z>4.8`$ happens in objects fainter than our magnitude limit. If so, the UV luminosity density produced by these objects is also likely to be more than that produced by objects above our magnitude limit.

### 3.3 Serendipitously Detected Line Emitters: The Highest Redshift Galaxy?

Along with objects that we deliberately targeted, we also detected two potentially high redshift line-only sources serendipitously in our slit-lets. The first was a line detected at 6640.9Å in the same slit-let as BDF1:19 (Figure 3; Table 2). The second was found in a slit-let placed to fill up empty area on the slit mask (BDF2:5). The line is at an observed wavelength of 9229.8Å (Figure 3; Table 2) which, assuming the detected line is redshifted Ly$`\alpha `$, would make it the highest redshift galaxy known (see Hu et al., 2002), at $`z=6.6`$. However, the lack of discernible continuum emission makes this identification uncertain. The line is too weak to have a significant asymmetry in our data. It could be a low redshift \[OII\]$`\lambda `$3727 emitter at z=1.4765. If so, the upper limit of $`z_{AB}`$=26.0 implies that it would have a rest-frame UAB$`<`$$``$17.5 and a rest-frame equivalent width $`>>`$50Å. Both numbers are extreme, but not completely out of the question. Tresse et al. (1999) have shown that in the local universe, while such extreme equivalent widths are generally rare ($`<<`$10% of galaxies are so extreme), high equivalent widths become more common in low luminosity galaxies. Although the identification of the line as Ly$`\alpha `$ is not certain, we note that the redshift is no less secure than other line-only high redshift galaxy candidates in the literature, or those with very marginal single-band continuum detections.

## 4 Discussion

Recently, Ferguson, Dickinson, & Papovich (2002) have used the analysis of Shapley et al. (2001) and Papovich, Dickinson, & Ferguson (2001) to estimate the possible contribution of LBGs at z$``$4 to the reionization of the Universe. They argue that for reasonable assumptions, the relatively young age and insufficient co-moving space density, LBGs at z$``$4 are unlikely to be the progeny of the sources that reionized the Universe. They also show that if the luminosity function of the LBGs does not evolve between the reionization epoch and $`z=3`$, then they cannot provide the bulk of the UV photons that reionize the universe. The higher the redshift of reionization, the larger the deficit.

We find that there may be a decline in the number of luminous star-forming galaxies from z$``$3.0 and 4.1 (Steidel et al., 1999) to z$``$5.3. The number of sources we observe at I$`{}_{AB}{}^{}<25.5`$ is less than expected (zero observed and about 10 predicted) for a constant co-moving density of sources over that redshift interval. Our calculated UV photon density for our primary sample over the redshift range $`4.8<z<5.8`$ falls below that of $`z3`$ LBGs, insufficient to ionize the IGM in the observed volume. Another source of UV photons is required. Moreover, these sources are observed within only a few hundred million years after reionization (assuming this happens at $`z<710`$). For galaxies such as those in our primary sample to provide the bulk of reionizing photons, a dramatic and unlikely decrease in their co-moving density would have to occur over this short timescale. For this deficit to be accounted for by cosmic variance, the field would have to be considerably more than an order of magnitude under-luminous relative to the average field at $`z>5`$.

Consequently, our results strongly imply that bright galaxies did not provide the bulk of UV photons that reionized the universe and that their number density may have declined significantly. For reionization, the majority of the photons must come from galaxies fainter than our flux limit (with absolute magnitudes of $`M_{AB}(1700\AA )21`$), or from brighter AGN outside the $`40`$ arcmin2 field-of-view. Theoretically, a population of quasars with $`I_{AB}24`$ (10-100 times fainter than the known $`z>5`$ Sloan Digital Sky Survey quasars) and a surface density of around 100 per square degree could keep the volume between $`4.8<z<5.8`$ ionized without appearing in our field. This would require a bizarre quasar luminosity function at $`z>5`$, with a steep slope over the brighter parts (to provide a high enough density of sources to cause the ionization) and then a sharp drop, to avoid more numerous, fainter sources in fields such as ours (Figure 7), or in the HDF. However, for any reasonable quasar luminosity function (i.e., one that is like those observed for lower redshift QSOs), one would then expect several fainter AGN at such redshifts within our field, which we do not find. Similarly, Conti et al. (1999) found no quasars in the HDF at $`z>4`$ to very faint magnitudes, making this possibility extremely unlikely.

This leads to the conclusion that the bulk of the photons that reionize the universe arise from galaxies fainter than our flux limit, those with $`M_{AB}(1700\AA )>21`$ and from galaxies with generally lower Ly$`\alpha `$ equivalent widths. Our interpretation of the results of Rhoads et al. (2002) supports this, assuming that the bulk of the sources in the Rhoads et al. sample are Ly$`\alpha `$ emitters at $`z=5.7`$.

We wish to thank the staff at ESO Garching and on Paranal for obtaining these data. More crucially, we also applaud their initiative and efficiency in these data immediately available to us. Specifically, we would like to thank Martino Romaniello and Paola Sartoretti for their dedication and hard work on our behalf. We thank the referee for their insightful and helpful comments.


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# Deformations of the geometry of lipid vesicles

## 1 Introduction

Many of the physical properties of a lipid membrane (or vesicle) are captured by a hamiltonian which describes the degrees of freedom of an idealized two-dimensional membrane surface. Typically, this hamiltonian is a sum of terms each of which either penalizes or constrains some geometrical characteristic of this surface. A term quadratic in the mean extrinsic curvature is a measure of the energy penalty associated with the bending of the membrane . This term is supplemented by various constraints: the area as well as the enclosed volume are usually fixed. A constraint or (a term in the energy) linear in the mean extrinsic curvature describes an asymmetry between the lipid bilayers which constitute the membrane . (For a review see .)

In equilibrium, this hamiltonian will be stationary with respect to arbitrary infinitesimal deformations in the surface. This infinitesimal deformation has both a tangential part and a normal part. The former corresponds to a reparametrization of the surface, and so can contribute only in boundary terms. The remaining normal infinitesimal deformation will completely describe the physical state of deformation of the membrane in its bulk. As a consequence, the equilibrium condition is a single equation, known somewhat prosaically as ‘the shape equation’ . In the thirty or so years since the introduction of the model, a lot has been learnt about the solutions of this equation, both analytically and numerically (see, for example,  and the references it contains).

In this paper, we will examine the second variation of the hamiltonian. From one point of view, the calculation of the second variation about an equilibrium configuration is necessary in order to assess its degree of stability; in addition, the fluctuations of the membrane due to its interaction with its environment, are encoded completely at lowest order in the second variation of the hamiltonian. This problem has, of course, been addressed before and in both contexts. In the former, for example, perturbations about spherical or cylindrical configurations have been examined analytically . A decomposition of geometries with a convex hull into spherical harmonics has also proven very effective . In the statistical mechanical context, while arbitrary background geometries have been considered, the focus has been on the part of the second variation contributing at one-loop to the renormalization of the parameters of the theory . In any case, there is a gap in perturbation theory which we would like to fill. We will write down the second variation of the hamiltonian about an arbitrary equilibrium configuration, approaching the problem from a manifestly geometrically covariant point of view. Two features of the approach we will adopt should be emphasized. At the level of the second variation, it is no longer justified to ignore tangential deformations of the membrane. This is because a finite tangential deformation unlike its infinitesimal counterpart is not a simple reparametrization of the surface. Indeed, it was by examining finite tangential deformations of a given surface of constant negative Gaussian curvature preserving the curvature that Backlund, Bianchi and others generated new surfaces . We show, however, that when the background geometry is an equilibrium, tangential deformations contribute only boundary terms to the second variation of the Hamiltonian, and therefore for the consideration of bulk fluctuations about equilibrium, they can be neglected without incurring any error. A second simple but subtle technical point is the exploitation of the fact that the variation of the divergence of a vector density is equal to the divergence of the variation. Though this is not so essential computationally at the quadratic level we will work at, by facilitating the isolation of boundary terms, it does make higher order expansions in the fluctuations about a non-trivial background feasible in practice.

The paper is organized as follows. In section 2, we introduce our conventions for the geometrical description of a hypersurface embedded in $`R^{N+1}`$. We extend our considerations to an $`N`$-dimensional hypersurface because of the little extra cost involved and because of potential applications in other geometrical problems in soft matter physics. In section 3, we examine how the geometry changes under an infinitesimal deformation of the hypersurface. This is used in section 3 to derive the first variation of a geometrical hamiltonian for lipid membranes, and to obtain its Euler-Lagrange derivative. In section 4 the the second variation is examined. In particular, we check that it vanishes at equilibrium when the deformation corresponds to a rigid normal translation. We end in section 6 with a few concluding remarks.

## 2 Geometry

We begin by describing briefly the geometry of a hypersurface embedded in Euclidean space $`R^{N+1}`$. This allows us to introduce our conventions. We will emphasize the peculiarities associated with a surface embedded in $`R^3`$. At the end of this section, we also address the issue of identifying the low order independent reparametrization invariants one can construct from the geometrical quantities that characterize the hypersurface.

Consider an orientable hypersurface $`\mathrm{\Sigma }`$ embedded in $`R^{N+1}`$. This surface can be specified locally in parametric form by $`N+1`$ shape functions,

$$𝐱=𝐗(\xi ^a),$$
(1)
where $`𝐱=x^\mu =(x^1,\mathrm{},x^{N+1})`$ are coordinates for $`R^{N+1}`$, $`\xi ^a`$ arbitrary coordinates on the surface $`\mathrm{\Sigma }`$ ($`a,b,\mathrm{}=1,\mathrm{},N`$), and $`𝐗=(X^1,\mathrm{},X^{N+1})`$ are the shape functions.

The Euclidean metric on $`R^{N+1}`$ induces the metric $`g_{ab}`$ on $`\mathrm{\Sigma }`$ defined by,

$$g_{ab}:=𝐞_a𝐞_b,$$
(2)
where the $`N`$ tangent vectors are defined by $`𝐞_a(\xi ^a)=_a𝐗`$ ($`_a:=/\xi ^a`$). Latin indices are lowered and raised with $`g_{ab}`$, and its inverse $`g^{ab}`$, respectively. The metric $`g_{ab}`$ determines the intrinsic geometry of the hypersurface $`\mathrm{\Sigma }`$. It defines the unique torsionless covariant derivative $`_a`$ compatible with it, i.e. satisfying $`_ag_{bc}=0`$ and $`(_a_b_b_a)f(\xi ^a)=0`$ for some surface function $`f(\xi ^a)`$. In terms of the Christoffel symbol $`\mathrm{\Gamma }_{ab}^c`$, , acting on a hypersurface vector $`V^a`$, it reads

$$_aV^b=_aV^b+\mathrm{\Gamma }_{ac}^bV^c,$$
(3)
where

$$\mathrm{\Gamma }_{ab}^c:=g^{cd}𝐞_d_a𝐞_b=\frac{1}{2}g^{cd}\left(_ag_{bd}+_bg_{ad}_dg_{ab}\right).$$
(4)
The intrinsic Riemann curvature $`^a_{bcd}`$ of $`_a`$ is defined by

$$(_a_b_b_a)V^c=:^c{}_{dab}{}^{}V_{}^{d}.$$
(5)
In terms of the Christoffel symbol, the Riemann curvature tensor is given by

$$^a{}_{bcd}{}^{}=_c\mathrm{\Gamma }_{db}^a_d\mathrm{\Gamma }_{cb}^a+\mathrm{\Gamma }_{ce}^a\mathrm{\Gamma }_{db}^e\mathrm{\Gamma }_{de}^a\mathrm{\Gamma }_{cb}^e.$$
(6)
The Ricci tensor is defined by contraction, $`_{ab}:=^c_{acb}`$; the scalar curvature $``$ is defined by $`:=g^{ab}_{ab}`$.

When the hypersurface $`\mathrm{\Sigma }`$ is two-dimensional, $`N=2`$, the Riemann curvature tensor is completely determined by the scalar curvature:

$$_{abcd}=\frac{}{2}(g_{ac}g_{bd}g_{ad}g_{bc}).$$
(7)
Note that, as a consequence, we then have that in two dimensions the Einstein tensor vanishes,

$$𝒢_{ab}:=_{ab}\frac{1}{2}g_{ab}=0.$$
(8)
The scalar curvature of a two-dimensional surface is related to the Gaussian curvature $`G`$ of the surface by $`=2G`$.

The simplest geometrical quantity invariant under reparameterizations of the surface one can construct out of the intrinsic geometry of the hypersurface $`\mathrm{\Sigma }`$ is its area,

$$A:=𝑑A=d^N\xi \sqrt{g},$$
(9)
where $`g`$ denotes the determinant of the metric $`g_{ab}`$. The next order invariant depending only on the intrinsic geometry of the surface is the average scalar curvature over the surface, $`𝑑A`$. For a two-dimensional surface with no boundary, by the well-known Gauss-Bonnet theorem, this is not only a reparameterization invariant, it is also a topological invariant, with

$$𝑑A=4\pi (1\mathrm{g}),$$
(10)
where $`\mathrm{g}`$ is the genus of the surface.

Let us turn now to the extrinsic geometry of $`\mathrm{\Sigma }`$. The single normal vector $`𝐧(\xi ^a)`$ to $`\mathrm{\Sigma }`$ in $`R^N`$ can be defined in implicit form by,

$$𝐞_a𝐧=0,$$
(11)
with the normalization,

$$𝐧𝐧=1.$$
(12)
Note that these equations determine $`𝐧`$ only up to a sign: the normal can be inward or outward. Since the surface is assumed to be orientable, we can pick one sign consistently, and we choose the normal to be outward. The unit normal vector field can also be given explicitly as

$$n_\mu =\frac{1}{N!\sqrt{g}}\epsilon _{\mu \rho _1\mathrm{}\rho _{N1}}\epsilon ^{a_1\mathrm{}a_{N1}}(e^{\rho _1}{}_{a_1}{}^{})\mathrm{}(e^{\rho _{N1}}{}_{a_{N1}}{}^{}),$$
(13)
where $`\epsilon _{\mu _1\mathrm{}\mu _N}`$ and $`\epsilon ^{a_1\mathrm{}a_{N1}}`$ are the totally antisymmetric Levi-Civita symbols for $`R^{N+1}`$ and $`\mathrm{\Sigma }`$, respectively ($`\epsilon _{1\mathrm{}N}=+1`$). The factor of $`\sqrt{g}`$ is necessary in order to make $`𝐧`$ a scalar under reparametrizations.

When $`\mathrm{\Sigma }`$ is closed, as we are assuming in this paper, the total volume enclosed by the surface $`\mathrm{\Sigma }`$ in $`R^{N+1}`$ is an invariant. The normal to $`\mathrm{\Sigma }`$, as given by (13), allows us to provide an alternative definition of the volume occupied by the interior of $`\mathrm{\Sigma }`$ as the surface integral

$$V=\frac{1}{N+1}𝑑A𝐧𝐗.$$
(14)
The space vectors $`\{𝐧,𝐞_a\}`$ form a basis adapted to the hypersurface. Their gradients along the surface are themselves space vectors, and can be decomposed in turn with respect to this basis. These decompositions constitute the classical Gauss-Weingarten equations,

$`_a𝐞_b`$ $`=`$ $`\mathrm{\Gamma }_{ab}^c𝐞_cK_{ab}𝐧,`$ (15)
$`_a𝐧`$ $`=`$ $`K_{ab}g^{bc}𝐞_c.`$ (16)
Here $`\mathrm{\Gamma }_{ab}^c`$ is the Christoffel symbol defined in (4). The extrinsic curvature of $`\mathrm{\Sigma }`$ is given by the symmetric rank two surface tensor,

$$K_{ab}:=𝐧_a𝐞_b=K_{ba}.$$
(17)
(Note that many authors differ by a sign in this definition.) We define its trace with respect to the intrinsic metric,

$$K:=g^{ab}K_{ab}=:2H,$$
(18)
where $`H`$ represents the mean extrinsic curvature of the surface.

The intrinsic and the extrinsic geometries of $`\mathrm{\Sigma }`$, determined respectively by $`g_{ab}`$ and by $`K_{ab}`$, cannot be specified independently. They are related by the well-known integrability conditions of Gauss-Codazzi, and Codazzi-Mainardi, given respectively by,

$`_{abcd}K_{ac}K_{bd}+K_{ad}K_{bc}`$ $`=`$ $`0,`$ (19)
$`_aK_{bc}_bK_{ac}`$ $`=`$ $`0.`$ (20)
These equations follow as integrability conditions from taking a gradient along the surface of of the Gauss-Weingarten equations (15), (16), and then the appropriate anti-symmetric part.

The fundamental theorem for surfaces states that, given $`g_{ab}`$ and $`K_{ab}`$, these equations are not only necessary, but also sufficient for the existence of an embedding with these quantities as intrinsic metric and extrinsic curvature. Furthermore, the embedding is unique, up to rigid motions in the ambient space (see e.g. ).

Contraction of the Gauss-Codazzi-Mainardi equations with the contravariant intrinsic metric $`g^{ab}`$ results in

$`_{ab}KK_{ab}+K_{ac}K_b^c`$ $`=`$ $`0,`$ (21)
$`K^2+K_{ab}K^{ab}`$ $`=`$ $`0,`$ (22)
$`_aK_b{}_{}{}^{a}_bK`$ $`=`$ $`0.`$ (23)
For a two-dimensional surface, the contracted equations (22) and (23) possess the same content as the full Gauss-Codazzi-Mainardi equations, (19) and (20).

The lowest order geometrical invariant which involves the extrinsic geometry of the surface is the trace of the extrinsic curvature integrated over of the surface,

$$M:=𝑑AK.$$
(24)
This invariant, linear in $`𝐧`$, depends on the orientation of the surface. Note that $`[K]=L^1`$, so that $`[M]=L`$. The next order reparameterization invariants are quadratic in the extrinsic curvature ($`L^0`$ ),

$$𝑑AK^2,𝑑AK^{ab}K_{ab},$$

together with the Gaussian term, $`𝑑A`$. In general, these three invariants are not independent, as follows from the contracted Gauss equation, (22). Furthermore, in two dimensions, the Gaussian term is the Gauss-Bonnet topological invariant, see (10). For a two-dimensional surface, at this order there is then only one independent local scalar associated with the embedding, and it is customary to choose $`𝑑AK^2`$. The gradients of the extrinsic curvature $`_aK_{ab}`$ which appear in the Codazzi-Mainardi equations do not feature. Differential bending can be ignored up to this order.

Let us now construct explicitly the geometrically independent terms of order $`L^2`$ and lower. In general, at order $`L^1`$, we have three independent scalars. Of the set, $`K^3,KK^{ab}K_{ab},K^{ab}K_{bc}K^c_a`$, $`K`$, and $`K_{ab}𝒢^{ab}`$, the Gauss-Codazzi equations can be exploited to produce three that are independent

$$𝑑AK^3,𝑑AK,\mathrm{and}𝑑AK^{ab}𝒢_{ab}.$$

The last of the three vanishes identically for two dimensional surfaces.

At order $`L^2`$ using the Gauss-Codazzi equation (19), it is easy to show that the independent scalars are $`^{abcd}_{abcd}`$, $`^{ab}_{ab}`$, $`^2`$, $`K^4`$, $`K^2`$, and $`𝒢_{ab}K^{ab}`$. Of these, for a two-dimensional surface, only $`^2`$, $`K^4`$, $`K^2`$ survive. Moreover, at this order gradients of the extrinsic geometry enter. We can reduce all terms quadratic in $`_aK_{bc}`$ to the form $`_aK^aK`$ plus terms that we have already considered. We exploit the uncontracted Codazzi-Mainardi integrability condition (20) to write

$$𝑑A(_aK_{bc})(^aK^{bc})=𝑑A(_aK_{bc})(_bK_{ac})=𝑑AK_{bc}_a_bK^{ac},$$

where we have integrated by parts. We now note that

$$[_a,_b]K^{ac}=^a{}_{dab}{}^{}K_{}^{dc}+^c{}_{dab}{}^{}K_{}^{ad},$$

so that

$`{\displaystyle 𝑑A(_aK_{bc})(^aK^{bc})}`$ $`=`$ $`{\displaystyle }dAK_c{}_{}{}^{b}(_b_aK^{ac}+_{db}K^{dc}+^c{}_{dab}{}^{}K_{}^{ad})`$
$`=`$ $`{\displaystyle }dA(K^{bc}_b_cK+_{db}K^{dc}K^b{}_{c}{}^{}+_{cdab}K^{ad}K^{bc}),`$
where we have used the contracted Codazzi-Mainardi equation (23) in the first term. We now integrate by parts again the first term, and use the Gauss-Codazzi-Mainardi equations to obtain

$$𝑑A(_aK_{bc})(^aK^{bc})=𝑑A(^aK)(_aK)+^{ab}_{ab}KK^{ab}_{ab}+\frac{1}{2}_{abcd}^{abcd}.$$

We conclude that for a two-dimensional surface, at this order there are four independent scalars,

$$𝑑A[^2,𝑑AK^2,𝑑AK^4,\mathrm{and}𝑑A(^aK)(_aK)].$$

These higher order terms appear in geometric models for the so called egg-carton membranes , and for tubular structures . Note that if $`K`$ is treated as a simple scalar field, $`\varphi `$, then the model described at this order is a $`\lambda \varphi ^4`$ theory non-minimally coupled to the intrinsic curvature. The Euler-Lagrange equations of the two models are, of course, different.

## 3 Deformations

In this section, we consider infinitesimal deformations of a hypersurface $`\mathrm{\Sigma }`$, and how the various geometrical quantities that characterize it change under deformation. A one-parameter deformation of the hypersurface is described by the functions $`𝐗(\xi ^a,u)`$. An infinitesimal change of the embedding functions

$$𝐗𝐗(\xi )+\delta 𝐗(\xi ),$$
(25)
is characterized by the infinitesimal vector $`\delta 𝐗(\xi )=_u𝐗(\xi ^a,u)|_{u=0}\delta u`$. This vector can be decomposed into its components normal and tangential to the hypersurface $`\mathrm{\Sigma }`$:

$$\delta 𝐗=\delta _{}𝐗+\delta _{}𝐗=\mathrm{\Phi }𝐧+\mathrm{\Phi }^a𝐞_a.$$
(26)
The components $`\mathrm{\Phi },\mathrm{\Phi }^a`$ have the dimensions of length. We will assume that they are much smaller than any characteristic length in the system, such as the curvature radii.

We first determine how the basis $`\{𝐞_a,𝐧\}`$ changes under deformation. The key observation is that $`_u`$ and $`_a`$ commute, so that the change in the tangent vector satisfies

$$\delta 𝐞_a=_a(\delta 𝐗).$$
(27)
We now decompose $`\delta 𝐗`$ into its tangential and normal parts according to (26) so that

$$\delta 𝐞_a=(_a\mathrm{\Phi }^b)𝐞_bK_{ab}\mathrm{\Phi }^b𝐧+(_a\mathrm{\Phi })𝐧+\mathrm{\Phi }K_{ab}g^{bc}𝐞_c,$$
(28)
where we have used the Gauss-Weingarten equations (15) and (16). We thus have for the deformations induced by $`\delta 𝐗_{||}`$ and $`\delta 𝐗_{}`$, respectively,

$$\delta _{}𝐞_a=(_a\mathrm{\Phi }^b)𝐞_bK_{ab}\mathrm{\Phi }^b𝐧,\delta _{}𝐞_a=(_a\mathrm{\Phi })𝐧+\mathrm{\Phi }K_{ab}g^{bc}𝐞_c.$$
(29)
For the deformation of the induced metric, it follows that

$$\delta _{}g_{ab}=_a\mathrm{\Phi }_b+_b\mathrm{\Phi }_a,\delta _{}g_{ab}=2K_{ab}\mathrm{\Phi }.$$
(30)
The tangential deformation is just the the Lie derivative along the surface vector field $`\mathrm{\Phi }^a`$. The normal deformation summarizes the geometrical content of the extrinsic curvature as one half of Lie derivative of the intrinsic metric along the normal vector field. Note that for the inverse metric one has that $`\delta _{}g^{ab}=2K^{ab}\mathrm{\Phi }`$. It follows from these relations that the first order deformation of the infinitesimal area element is

$$\delta _{}dA=dA_a\mathrm{\Phi }^a,\delta _{}dA=dAK\mathrm{\Phi }.$$
(31)
This last expression encodes the geometrical content of the trace of the extrinsic curvature as the relative change of area per unit normal deformation.

The variations of the normal vector,

$$\delta _{}𝐧=K_{ab}\mathrm{\Phi }^ag^{bc}𝐞_c,\delta _{}𝐧=(_a\mathrm{\Phi })g^{ab}𝐞_b,$$
(32)
follow readily from the defining relations (11) and (12), together with (29).

For the remainder of this section we will focus on normal deformations of the hypersurface. The reason is that infinitesimal tangential deformations correspond to reparametrizations of the surface, and, as shown in the next section, they contribute only boundary terms to the variation of global quantities.

It is possible to evaluate the first order normal variation of the intrinsic scalar curvature $``$ either intrinsically or extrinsically, the latter using the Gauss-Codazzi equation. Let us consider the former approach. Using the definition of the Riemann tensor given by (6), we have that the variation of the Riemann tensor is (see e.g. )

$$\delta ^a{}_{bcd}{}^{}=_c(\delta \mathrm{\Gamma }_{db}^a)_d(\delta \mathrm{\Gamma }_{cb}^a),$$

which implies

$$\delta _{ab}=_c(\delta \mathrm{\Gamma }_{ab}^c)_b(\delta \mathrm{\Gamma }_{ca}^c).$$

For the scalar curvature we have then that its normal variation is

$`\delta _{}`$ $`=`$ $`(\delta _{}g^{ab})_{ab}+g^{ab}(\delta _{}_{ab})`$
$`=`$ $`2_{ab}K^{ab}\mathrm{\Phi }+_c(g^{ab}\delta _{}\mathrm{\Gamma }_{ab}^c)^a(\delta _{}\mathrm{\Gamma }_{ca}^c).`$
Now, an arbitrary variation of the metric induces a variation

$$\delta \mathrm{\Gamma }_{ab}^c=\frac{1}{2}g^{cd}(_b\delta g_{ad}+_a\delta g_{bd}_d\delta g_{ab})$$

in the Christoffel symbols, so that using the Codazzi-Mainardi equations, we have that the normal variation of the Christoffel symbol is

$$\delta _{}\mathrm{\Gamma }_{ab}^c=K_a{}_{}{}^{c}_{b}^{}\mathrm{\Phi }+K_b{}_{}{}^{c}_{a}^{}\mathrm{\Phi }K_{ab}^c\mathrm{\Phi }+(_aK_b{}_{}{}^{c})\mathrm{\Phi }.$$
(33)
As a consequence of the Codazzi-Mainardi equations, the (apparently unsymmetric) last term on the right hand side is, in fact, symmetric under the interchange of tangent indices. We determine then that the scalar curvature varies according to

$$\delta _{}=2_{ab}K^{ab}\mathrm{\Phi }+2_a\left[(K^{ab}g^{ab}K)_b\mathrm{\Phi }\right].$$
(34)
Note that for the densitized scalar curvature we have

$$\delta _{}\sqrt{g}=\sqrt{g}(2𝒢_{ab}K^{ab}\mathrm{\Phi }+2_a\left[(K^{ab}g^{ab}K)_b\mathrm{\Phi }\right].$$
(35)
It follows that the variation of the integrated scalar curvature is a pure divergence in two dimensions, as expected from the Gauss-Bonnet theorem (10).

Let us consider now the first order normal deformation of the extrinsic geometry. We have that

$`\delta _{}K_{ab}`$ $`=`$ $`(\delta _{}𝐧)_a𝐞_b𝐧_a(\delta _{}𝐞_b)`$ (36)
$`=`$ $`(_c\mathrm{\Phi })𝐞^c_a𝐞_b𝐧_a[(_b\mathrm{\Phi })𝐧+\mathrm{\Phi }K_{bc}𝐞^c]`$
$`=`$ $`\mathrm{\Gamma }_{ab}^c_c\mathrm{\Phi }_a_b\mathrm{\Phi }+K_{ac}K^c{}_{b}{}^{}\mathrm{\Phi }`$
$`=`$ $`_a_b\mathrm{\Phi }+K_{ac}K^c{}_{b}{}^{}\mathrm{\Phi }.`$
This is a remarkably simple expression. Using the contracted Gauss equation (21) we can cast this expression in the alternative form,

$$\delta _{}K_{ab}=_a_b\mathrm{\Phi }+(KK_{ab}_{ab})\mathrm{\Phi }.$$
(37)
For the trace of the extrinsic curvature this gives (recall that $`\delta _{}g^{ab}=2K^{ab}\mathrm{\Phi }`$),

$$\delta _{}K=\mathrm{\Delta }\mathrm{\Phi }+(K^2)\mathrm{\Phi },$$
(38)
where $`\mathrm{\Delta }:=g^{ab}_a_b`$ denotes the laplacian on $`\mathrm{\Sigma }`$, and we have used the contracted Gauss equation (22).

As a check of the consistency of the expressions we have derived, one can verify that they imply the vanishing of the first order variation of the contracted Gauss equation, i.e. $`\delta _{}(K^2+K_{ab}K^{ab})=0`$.

In the calculations of higher order variations, an essential ingredient is the commutator of the deformation operator and the covariant derivative on $`\mathrm{\Sigma }`$. This commutator allows one to express deformations of the covariant derivative of any geometrical quantity of interest in terms of the covariant derivative of the variation of such quantity. For instance, when acting on an arbitrary second rank tensor $`A_a^b`$ in $`\mathrm{\Sigma }`$, it is given by

$$[\delta _{},_a]A_b{}_{}{}^{c}=(\delta _{}\mathrm{\Gamma }_{ab}^d)A_d{}_{}{}^{c}+(\delta _{}\mathrm{\Gamma }_{ad}^c)A_b{}_{}{}^{d},$$
(39)
where $`\delta _{}\mathrm{\Gamma }_{ab}^c`$ is defined in (33). Also for this case, it is a useful check of the validity of these expressions, to verify that the first order variation of the Codazzi-Mainardi equation (20), which involves such commutator, vanishes identically.

A useful expression is the commutator of the deformation derivative with the Laplacian, acting on an arbitrary function $`f`$,

$$[\delta _{},\mathrm{\Delta }]f=2K^{ab}\mathrm{\Phi }_a_bf2K^{ab}_af_b\mathrm{\Phi }+K^af_a\mathrm{\Phi }(_aK)(^af)\mathrm{\Phi }.$$
(40)
## 4 First variation

In this section, we apply the formalism for deformations we have developed to the systematic determination of the Euler-Lagrange derivatives of the geometrical invariants which appear in the hamiltonian for the strict bilayer couple model

$$F[X]=\alpha 𝑑AK^2+\beta M+\mu A+PV.$$
(41)
The first term is the bending energy, with $`\alpha `$ the bending rigidity, the constants $`\mu ,P,\beta `$ are lagrange multipliers that enforce the constraints of constant area, constant volume and constant area difference, respectively. For the sake of simplicity, we have not included the non-local bending rigidity term, necessary in a realistic description of lipid vesicles .

We first comment on tangential deformations. For the surface area element we have that under a tangential deormation it transforms according to (31). In addition, any surface scalar satisfies $`\delta _{}f(X)=\mathrm{\Phi }^a_af(X)`$. Thus, any reparameterization invariant functional of the form

$$F[X]=𝑑Af(X),$$
(42)
deforms tangentially as

$$\delta _{}F[X]=𝑑A_a[\mathrm{\Phi }^af(X)].$$
(43)
Using Stokes theorem this becomes

$$\delta _{}F[X]=𝑑s\eta _a\mathrm{\Phi }^af(X),$$
(44)
where the integral ranges over the boundary of $`\mathrm{\Sigma }`$ and $`\eta ^a`$ denotes the unit normal to the boundary into $`\mathrm{\Sigma }`$. If this boundary is empty, the integral vanishes identically. It is worthwhile emphasizing that in the case of a surface with a boundary, this integral in general will be non-vanishing, and it is no longer correct to neglect the tangential variations of the surface. In fact, in the variational principle, the vanishing of such terms will determine the boundary conditions to be imposed on the shape functions (see e.g. ).

If the surface has no boundary, the tangential part of the variation can always be associated with a reparametrization. Since we are interested, to begin with, in quantities that are invariant under surface reparametrizations, we disregard this contribution and focus on normal deformations of the geometry of $`\mathrm{\Sigma }`$. We write

$$\delta _{}F[X]=𝑑A\left\{[f]\mathrm{\Phi }+_aV_{(1)}^a[f]\right\}.$$
(45)
The divergence comes about when we integrate by parts to remove all derivatives from the normal deformation $`\mathrm{\Phi }`$. The subscript in the vector appearing in the second term refers to the order of the variation.

We begin with the first order normal variation of $`A`$ and $`V`$. For the normal variation of the total area it follows immediately from (31) that

$$\delta _{}A=𝑑AK\mathrm{\Phi }.$$
(46)
The difference in area between two surfaces separated by an infinitesimal constant normal distance $`\mathrm{\Phi }`$ is proportional to the integrated mean curvature. The area of the surface is extremal for arbitrary normal deformations, $`\delta _{}A=0`$, when $`K=0`$ at each point on the surface.

One way to determine the normal deformation of the volume enclosed by the surface is to exploit the definition given in (14). We have

$`\delta _{}V`$ $`=`$ $`{\displaystyle \frac{1}{N+1}}{\displaystyle d^N\xi [(\delta _{}\sqrt{g})𝐧𝐗+\sqrt{g}(\delta _{}𝐧)𝐗+\sqrt{g}𝐧\delta _{}𝐗]}`$ (47)
$`=`$ $`{\displaystyle \frac{1}{N+1}}{\displaystyle 𝑑A[\mathrm{\Phi }K𝐧𝐗(_a\mathrm{\Phi })g^{ab}𝐞_b𝐗+\mathrm{\Phi }]}.`$
Integrating by parts the second term and dropping a total divergence gives

$`\delta _{}V`$ $`=`$ $`{\displaystyle \frac{1}{N+1}}{\displaystyle 𝑑A[\mathrm{\Phi }K𝐧𝐗+\mathrm{\Phi }g^{ab}_a𝐞_b𝐗+\mathrm{\Phi }g^{ab}𝐞_b𝐞_a+\mathrm{\Phi }]}`$ (48)
$`=`$ $`{\displaystyle \frac{1}{N+1}}{\displaystyle _\mathrm{\Sigma }}𝑑A[\mathrm{\Phi }K𝐧𝐗\mathrm{\Phi }K𝐧𝐗+N\mathrm{\Phi }+\mathrm{\Phi }]`$
$`=`$ $`{\displaystyle 𝑑A\mathrm{\Phi }},`$
where we have used the Gauss-Weingarten equations (15) to obtain the second term of the second line. This final expression should come as no surprise. The infinitesimal change in volume is simply proportional to the area of the surface times the normal displacement.

We now examine the integrated powers of the mean extrinsic curvature. The deformation of the density $`\sqrt{g}K`$ , using (31), (38), is

$$\delta _{}\sqrt{g}K=\mathrm{\Delta }\mathrm{\Phi }+\mathrm{\Phi }.$$
(49)
We thus find for the total mean curvature, up to a total divergence,

$$\delta _{}M=𝑑A\mathrm{\Phi }.$$
(50)
It is interesting that this expression depends only on the intrinsic geometry of the surface. If the scalar curvature vanishes, so also does $`\delta _{}M`$. This is to be expected in a two-dimensional surface where $`=0`$ implies that it is flat. It is, however, a non-trivial statement for higher dimensions.

For the variation of the integrated second power of the extrinsic curvature we have

$$\delta _{}𝑑AK^2=𝑑AK[2\mathrm{\Delta }\mathrm{\Phi }+(2K^2)\mathrm{\Phi }];$$
(51)
We now integrate by parts twice to obtain, again up to a total divergence,

$$\delta _{}𝑑AK^2=𝑑A\left[2\mathrm{\Delta }K+(2K^2)K\right]\mathrm{\Phi }.$$
(52)
We are now in the position to derive the Euler-Lagrange derivative for the model defined by the Helfrich hamiltonian (41). Using the expressions (46), (48), (50), (52), in (45), we find

$$=2\alpha \mathrm{\Delta }K+(2\alpha K+\beta )\alpha K^3+\lambda K+P.$$
(53)
At equilibrium, $`=0`$, it is known as the shape equation. Note that it involves four derivatives of the shape functions. It determines the equilibrium configurations of lipid membranes described by the hamiltonian (41). Recently it was shown how to cast the shape equation in the form of a conservation law .

## 5 Second variation

In this section, we derive the second variation of the hamiltonian (41). Before we proceed, we note that because the shape functions $`𝐗`$ are the variables to be varied, we have that $`\delta _{}\mathrm{\Phi }0,`$ to second order, and similarly for the remaining three possibilities, $`\delta _{}\mathrm{\Phi }^a`$, $`\delta _{||}\mathrm{\Phi }`$ and $`\delta _{||}\mathrm{\Phi }^a`$. In fact, using (29), (32), we have

$$\delta _{}\mathrm{\Phi }=\mathrm{\Phi }^a_a\mathrm{\Phi },\delta _{}\mathrm{\Phi }=K_{ab}\mathrm{\Phi }^a\mathrm{\Phi }^b,$$
(54)
together with

$$\delta _{}\mathrm{\Phi }^a=\mathrm{\Phi }^a\mathrm{\Phi }+K^a{}_{b}{}^{}\mathrm{\Phi }_{}^{b}\mathrm{\Phi },\delta _{}\mathrm{\Phi }^a=\mathrm{\Phi }^b^a\mathrm{\Phi }_bK^a{}_{b}{}^{}\mathrm{\Phi }_{}^{b}\mathrm{\Phi }.$$
(55)
This appears to suggest that the computation of the second variation is a formidable task and that the decompostion of deformations into tangential and normal parts will not be so useful. As we will show, the formal apparatus we have developed simplifies the calculation enormously and all of the troublesome tangential terms are collected in a divergence when the Euler-Lagrange equations are satisfied: no actual error is incurred in setting $`\delta _{}\mathrm{\Phi }=0`$ and neglecting $`\mathrm{\Phi }^a`$ in the sequel.

Let $`=\sqrt{g}f`$, where $`f`$ is a scalar, introduced in (42). At first order, we have

$$\delta F=d^N\xi \left[\delta _{||}+\delta _{}\right]=d^n\xi \left[\sqrt{g}\mathrm{\Phi }+_a(𝒱_{(1)}[]+\mathrm{\Phi }^a)\right],$$
(56)
where $`𝒱_{(1)}^a[]=\sqrt{g}V_{(1)}^a[f]`$ is the densitized vector defined by Eq.(45). Now the divergence of a vector density is independent of the surface affine connection $`\mathrm{\Gamma }_{ab}^c`$, and thus variation of the divergence of a vector density $`𝒱^a`$ is equal to the divergence of the variation,

$$\delta (_a𝒱^a)=_a(\delta 𝒱^a).$$
(57)
We thus have at second order,

$$\delta ^2F=d^N\xi \delta \left[\sqrt{g}\mathrm{\Phi }\right],$$
(58)
modulo another divergence. Thus, whereas for the second variation of $``$ we cannot legitimately discard the divergence, we can for $`F`$. Furthermore, we have

$$\delta \left[\sqrt{g}\mathrm{\Phi }\right]=\delta _{}(\sqrt{g})\mathrm{\Phi }+_a(\sqrt{g}\mathrm{\Phi }^a)\mathrm{\Phi }+\sqrt{g}\delta \mathrm{\Phi }.$$
(59)
Thus, modulo the Euler-Lagrange equation, $`\delta \left[\sqrt{g}\mathrm{\Phi }\right]=\delta _{}(\sqrt{g})\mathrm{\Phi }`$. But $`\delta _{}(\sqrt{g})`$ can always be expressed as $`\mathrm{\Phi }`$, for some local differential operator $``$, and therefore the second order variation of the hamiltonian can itself be written in the form

$$\delta ^2F[X]=𝑑A\mathrm{\Phi }\mathrm{\Phi }.$$
(60)
It must be remembered, however, that this is not true for the individual terms contributing to $`F`$, for which $`0`$. When the second variation of these terms is written down it, it should be understand that the expression refers to the second normal variation; off diagonal terms $`\mathrm{\Phi }\mathrm{\Phi }_a`$ as well as purely tangential terms $`\mathrm{\Phi }_a\mathrm{\Phi }_b`$ have been suppressed.

A second order variation can also be seen as a different deformation $`X^\mu X^\mu (\xi )+\mathrm{\Phi }^{}𝐧`$ applied to the first order variations, and then letting $`\mathrm{\Phi }^{}=\mathrm{\Phi }`$. From a computational point of view, this is clearly equivalent to a repeated application of the normal deformation operator $`\delta _{}`$.

For the second order variation of the enclosed volume no work is needed, since, using (31), it is simply related to the first variation of the area with

$$\delta ^2V=\delta 𝑑A\mathrm{\Phi }=𝑑AK\mathrm{\Phi }^2.$$
(61)
In order to derive the second variation of the area, various strategies are possible. On one hand one can simply calculate the second variation of the metric. Using (37) one obtains,

$$\delta _{}^2g_{ab}=2\left(\delta _{}K_{ab}\right)\mathrm{\Phi }=2\mathrm{\Phi }[_a_b\mathrm{\Phi }K_a{}_{}{}^{c}K_{cb}^{}]\mathrm{\Phi },$$
(62)
so for the area element this gives

$$\delta _{}^2\sqrt{g}=\sqrt{g}(\mathrm{\Phi }\mathrm{\Delta }\mathrm{\Phi }+\mathrm{\Phi }^2),$$
(63)
and the second variation of the area is given by the well-known expression (see e.g. )

$$\delta ^2A=𝑑A\mathrm{\Phi }\left\{\mathrm{\Delta }+\right\}\mathrm{\Phi }.$$
(64)
There is an alternative route to the second variation of the area, which becomes increasingly useful as one considers higher variations. The idea is to exploit the natural hierarchy in the variations illustrated by the relations

$`\delta _{}\sqrt{g}`$ $`=`$ $`\sqrt{g}K\mathrm{\Phi }`$
$`\delta _{}^2\sqrt{g}`$ $`=`$ $`\delta _{}(\sqrt{g}K)\mathrm{\Phi }.`$
Using (49), this gives directly (63). The usefulness of this approach is apparent: the $`n^{\mathrm{th}}`$ variation of the surface volume element can be expressed in terms of the $`(n1)^{\mathrm{th}}`$ variation of the densitized mean extrinsic curvature.

We now exploit this observation to derive the second variation of the densitized mean extrinsic curvature. We rewrite (50) as

$$\delta _{}(\sqrt{g}K)=\sqrt{g}\mathrm{\Phi }+_a𝒱_{(1)}^a[K],$$
(65)
where we have defined the vector density $`𝒱_{(1)}^a[K]:=\sqrt{g}^a\mathrm{\Phi }`$. Using the fact that the variation of the divergence of a vector density is equal to the divergence of the variation, we have

$`\delta _{}^2(\sqrt{g}K)`$ $`=`$ $`\delta _{}\{\sqrt{g}\mathrm{\Phi }+_a𝒱_{(1)}^a[K]\}`$ (66)
$`=`$ $`\mathrm{\Phi }\delta _{}(\sqrt{g})+_a𝒱_{(2)}^a[K]`$
$`=`$ $`2\sqrt{g}\mathrm{\Phi }[(K^{ab}Kg^{ab})_a_b\mathrm{\Phi }𝒢_{ab}K^{ab}\mathrm{\Phi }]+_a𝒱_{(2)}^a[K]),`$
where we have used (35), and defined the vector density

$$𝒱_{(2)}^a[K]=\delta _{}𝒱_{(1)}^a[K]=\sqrt{g}\mathrm{\Phi }(2K^{ab}g^{ab}K)_b\mathrm{\Phi }.$$
(67)
We have therefore for the second variation of $`M`$,

$$\delta ^2M=𝑑A\{2\mathrm{\Phi }[(K^{ab}Kg^{ab})_a_b𝒢_{ab}K^{ab}]\mathrm{\Phi }\}.$$
(68)
Note that if the surface is flat then the second order variation, like the first, vanishes. Thus, in a gaussian approximation about a flat background geometry, this term is absent.

Our final task in this section is to compute the second variation of the densitized squared mean extrinsic curvature. Unfortunately, this quantity does not fit naturally in the hierarchy of variations we have been exploiting. One approach is to calculate the second variation of $`K`$ directly. From (38), using (34), (40), we have that

$$\delta _{}^2K=4K^{ab}\mathrm{\Phi }_a_b\mathrm{\Phi }+(2K^{ab}Kg^{ab})_a\mathrm{\Phi }_b\mathrm{\Phi }+2K(K^2)\mathrm{\Phi }^22_{ab}K^{ab}\mathrm{\Phi }^2.$$
(69)
We prefer to capitalize on the relative simplicity of the expressions for the variation of the densitized mean curvature and use the identity

$$\delta _{}^2(\sqrt{g}K^2)=2K\delta _{}^2(\sqrt{g}K)+2[\delta _{}(\sqrt{g}K)]^2g^{1/2}5K^2\mathrm{\Phi }\delta _{}(\sqrt{g}K)+2\sqrt{g}K^4\mathrm{\Phi }^2.$$
(70)
A short calculation gives

$`\delta _{}^2(\sqrt{g}K^2)`$ $`=`$ $`\sqrt{g}[2(\mathrm{\Delta }\mathrm{\Phi })^2+4\mathrm{\Phi }KK^{ab}_a_b\mathrm{\Phi }+(K^24)\mathrm{\Phi }\mathrm{\Delta }\mathrm{\Phi }`$ (71)
$`+`$ $`(2^2+2K^45K^24𝒢_{ab}K^{ab}K)\mathrm{\Phi }^2]+2K_a𝒱^a_{(2)}[K],`$
where $`𝒱_{(2)}^a[K]`$ is defined by (67). We isolate a total divergence in the final term using

$$2K_a𝒱_{(2)}^a[K]=2(_aK)𝒱_{(2)}^a[K]+_a𝒱_{(2)}^a[K^2],$$
(72)
where we define

$$𝒱_{(2)}^a[K^2]=2\sqrt{g}\left[\mathrm{\Delta }\mathrm{\Phi }^a\mathrm{\Phi }\mathrm{\Phi }^a\mathrm{\Delta }\mathrm{\Phi }+\mathrm{\Phi }(2K^{ab}Kg^{ab})_b\mathrm{\Phi }\right],$$
(73)
to obtain

$`\delta ^2{\displaystyle 𝑑AK^2}`$ $`=`$ $`{\displaystyle }dA\mathrm{\Phi }[2\mathrm{\Delta }^2+4KK^{ab}_a_b+(K^24)\mathrm{\Delta }+2^2`$ (74)
$``$ $`2(_aK)(2K^{ab}g^{ab}K)_b+2K^45K^24𝒢_{ab}K^{ab}K]\mathrm{\Phi },`$
We can simplify this expression using

$$2𝑑A\mathrm{\Phi }(_aK)(2K^{ab}g^{ab}K)_b\mathrm{\Phi }=𝑑A[2K^{ab}_a_bKK\mathrm{\Delta }K+(^aK)(_aK)]\mathrm{\Phi }^2,$$
(75)
to arrive at the final expression

$`\delta ^2{\displaystyle 𝑑AK^2}`$ $`=`$ $`{\displaystyle }dA\mathrm{\Phi }[2\mathrm{\Delta }^2+4KK^{ab}_a_b+(K^24)\mathrm{\Delta }+2K^{ab}_a_bK`$ (76)
$``$ $`K\mathrm{\Delta }K+(^aK)(_aK)+2^2+2K^45K^24𝒢_{ab}K^{ab}K]\mathrm{\Phi }.`$
Therefore, for the second order variation of the Helfrich hamiltonian (41), as expressed in (60), we can write the local differential operator $``$ as

$$=2\alpha \mathrm{\Delta }^2+2A\mathrm{\Delta }+2A^{ab}_a_b+2B,$$
(77)
where

$`2A`$ $`=`$ $`\alpha (K^24)2\beta K\lambda ,`$ (78)
$`2A^{ab}`$ $`=`$ $`4\alpha KK^{ab}+2\beta K^{ab}`$ (79)
$`2B`$ $`=`$ $`\alpha [2^2+2K^45K^24𝒢_{ab}K^{ab}K+2K^{ab}_a_bK`$ (80)
$``$ $`K\mathrm{\Delta }K+(^aK)(_aK)]2\beta 𝒢_{ab}K^{ab}+\lambda +PK.`$
We note that $`A^{ab}`$ is symmetric. Furthermore, the operator $``$ is always self-adjoint, by which we mean that

$$𝑑A\mathrm{\Phi }_1\mathrm{\Phi }_2=𝑑A\mathrm{\Phi }_2\mathrm{\Phi }_1.$$
(81)
Thus, the eigenvalues of $``$ are assured to be real valued. To see this, consider the terms that could potentially spoil self-adjointness originating in the contributions proportional to $`\alpha `$ with two derivatives of $`\mathrm{\Phi }`$. Let $`\stackrel{~}{A}^{ab}=A^{ab}+g^{ab}A`$. Now,

$`\mathrm{\Phi }\stackrel{~}{A}^{ab}_a_b\mathrm{\Phi }`$ $`=`$ $`\mathrm{\Phi }_a(\stackrel{~}{A}^{ab}_b\mathrm{\Phi })\mathrm{\Phi }_a\stackrel{~}{A}^{ab}_b\mathrm{\Phi }`$ (82)
$`=`$ $`\mathrm{\Phi }_a(\stackrel{~}{A}^{ab}_b\mathrm{\Phi })+{\displaystyle \frac{1}{2}}_a_b\stackrel{~}{A}^{ab}\mathrm{\Phi }^2,`$
modulo a total divergence which we discard. In this form the operator $`\stackrel{~}{A}^{ab}_a_b`$ is manifestly self-adjoint: we have

$$\mathrm{\Phi }_1_a(\stackrel{~}{A}^{ab}_b\mathrm{\Phi }_2)=\mathrm{\Phi }_2_b(\stackrel{~}{A}^{ab}_a\mathrm{\Phi }_1)$$

modulo two total divergences. We can write

$$=2\alpha \mathrm{\Delta }^2+2_a\stackrel{~}{A}^{ab}_b+2B_1,$$
(83)
where

$$2B_1=\alpha [2^2+2K^45K^24𝒢_{ab}K^{ab}K+2\mathrm{\Delta }(K^2)]2\beta 𝒢_{ab}K^{ab}+\lambda +PK.$$
(84)
We note that the expression Eq.(76) agrees with the one obtained in , in the terms containing derivatives of $`\mathrm{\Phi }`$. These previous studies were focused on the effect of short wavelength fluctuations, where only these terms contribute. We also note that the expression we have obtained disagrees with the one obtained previously in . Agreement is restored in the special case of spherical and cylindrical configurations.

It is clear that a rigid translation of the surface should not alter the second variation, at equilibrium. This provides a non-trivial check of our expression (77). As it is not entirely obvious, we will outline the details. Throughout, we will use extensively the Gauss-Weingarten equations (15), (16), and the contracted Gauss-Codazzi-Mainardi equations (21), (22), (23). Consider a constant normal deformation $`\delta 𝐗=𝐚`$, such that $`𝐚𝐞_a=0`$. We have for the derivatives of $`\mathrm{\Phi }`$ that appear in (77),

$`_a_b\mathrm{\Phi }`$ $`=`$ $`K_{ac}K^c{}_{b}{}^{}(𝐧𝐚),`$
$`\mathrm{\Delta }^2\mathrm{\Phi }`$ $`=`$ $`[2K^{ab}_a_b\mathrm{\Phi }(_aK)(^aK)\mathrm{\Delta }(K_{ab}K^{ab})+(K_{ab}K^{ab})^2](𝐧𝐚).`$
If we now insert these expressions in the second variation, we find

$`\delta ^2F`$ $`=`$ $`{\displaystyle }dA\{\alpha [2K^{ab}_a_b\mathrm{\Phi }(_aK)(^aK)\mathrm{\Delta }(K_{ab}K^{ab})K\mathrm{\Delta }K+2K^2K^4]`$ (85)
$`+`$ $`\beta K+\lambda K^2+PK\}(𝐧𝐚)^2.`$
We now integrate by parts the terms that involve derivatives of the extrinsic curvature. The desired simplifications follow from the crucial identity, for any surface vector $`V^a`$,

$$𝑑A(_aV^a)(𝐧𝐚)^2=0,$$

up to boundary terms. This is a consequence of $`_a(𝐧𝐚)=K_{ab}(𝐞_a𝐚)=0`$, by hypothesis. Using this identity, we easily arrive at

$$\delta ^2F=𝑑AK(𝐧𝐚)^2,$$
(86)
where $``$ is the Euler-lagrange derivative defined by (53). Therefore at equilibrium the second variation vanishes for rigid translations.

Note that a similar check has been used for the second variation of particular configurations, as, for example, spheres in . However, not all of the terms appearing in the second variation can be checked considering only symmetric configurations, since many terms simply vanish identically in these limits.

## 6 Concluding remarks

In this paper we have presented a covariant geometric approach for examining the variation of geometric models of lipid membranes. For concreteness, we have restricted our attention to the first and second variation of the rigid bilayer couple hamiltonian (41). We note that it is straightforward to specialize the second variation in the form (77) to axisymmetric configurations. Moreover, our approach can be extended straightforwardly to other geometric models. However, computational difficulties are to be expected if the membrane has a free edge and it is no longer legitimate to throw away boundary terms. When considering higher order variations, a different difficulty arises. It is no longer justified to neglect tangential deformations. We will address this issue in a future publication.

Acknowledgements

RC is partially supported by CONACyT under grant 32187-E. JG and JAS are partially supported by DGAPA at UNAM under grant IN119799.