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# Emission of gravitational radiation from ultra-relativistic sources

## I Introduction

Relativistic jets seem to be emitted by astrophysical systems wherein mass is accreted at high rate from a disk to a central compact object (for a review see ). Astrophysical observations suggest that blobs of plasma are ejected with ultra-relativistic velocities in supernova explosions , microquasars GRS1915+105 ,, , and GRO J165-40 , and in active galactic nuclei hosting a massive black hole.

Recently Dar and De Rujula proposed a new model for the origin of Gamma ray bursts, the cannonball model , in which the bursts are sourced by ultra-relativistic blobs of matter emitted in supernova explosions. According to this model, in a typical supernova explosion some portion of the expanding mass falls back on the central core and forms an accretion disc. Accreted matter is then ejected as blobs of plasma in the polar directions, with a large Lorenz factor $`\gamma `$ of order $`10^3`$. A strongly beamed burst of Gamma ray is created when such a blob hits a shell of expanding matter ejected earlier in the supernova explosion process. According to the cannonball model, in a typical supernova explosion a few such ultra-relativistic blobs are ejected in each of the two polar directions, yielding a Gamma ray burst made of a few strong peaks.

In this paper we investigate the gravitational radiation from such ultra-relativistic blobs of matter, and evaluate the anticipated rate of detections by the gravitational-wave detector LIGO. Since the motion is relativistic the quadrupole formula cannot be used in this problem. Instead, we solve the linearized Einstein equations using the Lienard-Wiechert formula (generalized to the gravitational case).

Gravitational radiation is emitted whenever the blob changes its velocity (the gravitational field involved in a motion with constant velocity is non-radiative). In this paper we focus on the radiation emitted when the blob is ejected from the central object and is accelerated to a large Lorenz factor. A burst of gravitational radiation is also emitted when the blob hits the ejecta, but this burst appears to be weaker by several orders of magnitude and we shall not consider it here.

The analysis throughout this paper is essentially free of assumptions about the values of the astrophysical parameters involved. We merely assume that (i) a blob of matter is ejected from a massive object (a ”star”) and is accelerated to a Lorenz factor $`\gamma >>1`$, and (ii) the blob’s energy $`\gamma m`$ is small compared to the star’s mass $`M`$. (Both assumptions $`\gamma >>1`$ and $`\gamma m<<M`$ are not necessary for the analysis, but they significantly simplify it.) We obtain a general expression for the amplitude of the gravitational wave as a function of direction. We also calculate the directional dependence of the gravitational wave’s observed frequency. These expressions involve two astrophysical parameters: the blob’s energy $`\gamma m`$ (for the amplitude), and the typical time scale $`\mathrm{\Delta }t`$ of acceleration (for the frequency). We then derive a general expression for the anticipated detection rate. This expression depends on three more parameters: the event rate per unit volume (e.g. the event of supernova explosions), the detector’s sensitivity, and the detector’s optimal frequency. Substituting the most likely values of the astrophysical parameters, as suggested by the cannonball model, we obtain an anticipated detection rate of about $`1`$ per year by the advanced LIGO-II detector. This detection rate is not certain, however, because of an uncertainty in the astrophysical parameters involved. In particular, the detection rate is proportional to a third power of the blob’s energy, and the uncertainty in the latter may change the detection rate by one or two orders of magnitude.

Our analysis shows that despite the large Lorenz factor, the gravitational field, expressed in terms of the metric perturbation, is not strongly beamed in the forward direction. Rather, at the ultra-relativistic limit the directional dependence of the transverse-traceless (TT) metric perturbation is like $`1+\mathrm{cos}\theta `$, where $`\theta `$ is the angle between the particle’s velocity and the spatial direction vector from the source point to the observer. Thus, whereas the Gamma-ray burst can only be observed in a very small solid angle comparable to $`\gamma ^2`$ (due to the strong beaming of the electromagnetic radiation), the gravitational signal may be observed in a wide solid angle, effectively $`2\pi `$ steradians (unless $`\mathrm{\Delta }t`$ is too large – see section VI). On the other hand, the observed frequency is strongly Doppler blue-shifted in the forward direction. As a consequence, the energy flux carried by the gravitational waves is beamed in the forward direction.

The gravitational radiation emitted in this process has two special features which distinguish it from most other sources. First, we are dealing here with a ”burst with memory” . That is, at the end of the process (e.g. ejection of a blob) the metric perturbation amplitude does not return to its original value (see section IV). Secondly, according to the cannonball model, in a typical supernova event several blobs are emitted (in each of the two polar directions). Consequently, the gravitational signal will be composed of a few separate bursts. Therefore, once such an event is detected, it may be easy to distinguish it from other sources of gravitational radiation.

In section II we calculate the metric perturbation produced by the moving blob. We first calculate it in the Lorenz gauge, using the gravitational analog of the Lienard-Wiechert formula. Then we transform the metric perturbation to the TT gauge. In section III we obtain the angular dependence of the wave’s amplitude in the ultra-relativistic limit. We find this amplitude to be proportional to $`1+\mathrm{cos}\theta `$ (with a narrow ”hole” at the center, whose angular width is $`1/\gamma `$). We also discuss the relation between our results and a previous work by Dray and tHooft (DtH) , who analyzed the gravitational field of a particle moving at a (fixed) ultra-relativistic speed. Then in section IV we calculate the total change in the metric perturbation that occurs when a massive star emits an ultra-relativistic blob. We show that this change is non-vanishing (namely, this is a ”burst with memory”). Furthermore, this change is (at the leading order) equal to the contribution of the blob itself to the metric perturbation. In section V we obtain the angular dependence of the observed burst’s frequency, which is strongly Doppler blue-shifted in the forward direction. We show that unlike the metric perturbation, the energy flux is indeed beamed in the forward direction, $`\theta 1/\gamma `$.

In section VI we derive the expression for the anticipated detection rate, as a function of the various parameters involved. Finally, in section VII we substitute in this general expression the astrophysical parameters emerging from the cannonball model, as well as the LIGO-II detector’s parameters. Of these parameters, two have the largest uncertainty: the blob’s energy $`E=\gamma mc^2`$ and the acceleration time $`\mathrm{\Delta }t`$. The cannonball model yields an order-of-magnitude estimate for the blob’s energy: $`E10^{52}erg`$. The parameter $`\mathrm{\Delta }t`$ has a larger uncertainty; however, this parameter does not affect the detection rate as long as it is smaller than the detector’s typical time scale. And, even if it is larger, it only affects the detection rate through its first (inverse) power. Therefore, the main uncertainty seems to come from the energy parameter, which enters the detection rate as $`E^3`$. With the above value for $`E`$, we obtain a detection rate of about $`1`$ event per year in the advanced LIGO-II detector (provided that $`\mathrm{\Delta }t`$ is not too large).

For the above value of $`E`$, the maximal distance for observation by LIGO-II is found to be $`R_{\mathrm{max}}15Mpc`$. Since this corresponds to $`z<<1`$, we ignore the cosmological redshift effects throughout the paper.

Several authors, mostly during the 1970’s, investigated the gravitational radiation emitted from ultra-relativistic sources (,  , , , , ,  and references therein). These authors considered a variety of model problems, used several methods of calculation, and studied various aspects of the gravitational field emitted. We haven’t found any previous work which covers the problem that concerns us here. The closest we have found is the analysis by Adler and Zeks , who considered a similar problem of a supernova explosion. However, they calculated the TT wave-form only in the special case of two equal masses, whereas the astrophysical situation that concerns us here is $`m<<M`$. (Indeed, in the special case of two equal-mass blobs ejected simultaneously in the two polar directions, our result agrees with Ref.  \- see section IV.) Peters , and later Kovacs and Thorne ,, considered ultra-relativistic encounters, but their analysis is restricted to the case of a large impact parameter, whereas in our problem the impact parameter vanishes. Ruffini  Smarr  and D’eath  studied the ultra-relativistic head-on collision of two black holes (or of a small object with a massive black hole ). This situation differs from our case, in which the star and the blob are both weak-field objects. (There also is a difference in the time direction, i.e. an explosion instead of a collision, but at least in our star-blob system the gravitational radiation does not care about this change in the direction of time – see section V). Naively one might expect that the gravitational waves produced in the collision will not be sensitive to the nature of the objects involved, as long as the latters are small. Our analysis, however, suggest the contrary for the head-on case. In our star-blob problem we find the energy flux of gravitational radiation to be beamed in the forward direction (see section V). No such beaming occurs in the head-on collision of two black holes ,. This difference between the two problems has a simple intuitive reason, which we discuss in section V.

We use the signature $`(+++)`$. Since most of the paper deals with basic general-relativistic analysis, we use general-relativistic units $`G=C=1`$. Only in section VII, in which we put astrophysical numbers, we retain the values of $`G`$ and $`C`$ in standard physical units.

## II Gravitational field of a relativistic particle

For a weak gravitational field, the linearized Einstein equations (expressed in Cartesian coordinates $`x^\alpha `$) read

$$16\pi T_{\mu \nu }=\overline{h}_{\mu \nu },_\alpha ^\alpha \eta _{\mu \nu }\overline{h}_{\alpha \beta },^{\alpha \beta }+\overline{h}_{\mu \alpha },_\nu ^\alpha +\overline{h}_{\nu \alpha },_\mu ^\alpha ,$$
(1)
where $`\overline{h}_{\mu \nu }h_{\mu \nu }\frac{1}{2}\eta _{\mu \nu }h_\lambda ^\lambda `$ and $`h_{\mu \nu }`$ is the metric perturbation. Under the Lorenz gauge conditions $`\overline{h}_{,\alpha }^{\mu \alpha }=0`$, equation (1) reduces to

$$\overline{h}_{\mu \nu },_\alpha ^\alpha =16\pi T_{\mu \nu }.$$
(2)
Consider a point mass $`m`$ (a ”particle”) moving along a world line $`r^\alpha \left(\tau \right)`$, where $`\tau `$ is the proper time and $`r^\alpha `$ denotes the particle’s location in Cartesian coordinates. The energy momentum tensor of such a point mass is given by

$$T^{\alpha \beta }\left(x\right)=mu^\alpha \left(\tau \right)u^\beta \left(\tau \right)\delta ^{(4)}\left[xr\left(\tau \right)\right]𝑑\tau ,$$
(3)
where $`u^\alpha =dr^\alpha /d\tau `$ is the particle’s 4-velocity. The retarded solution of Equation (2) for such a source term is obtained by a straightforward generalization of the Lienard-Wiechert potentials:

$$\overline{h}^{\alpha \beta }\left(x\right)=4m\frac{u^\alpha \left(\tau \right)u^\beta \left(\tau \right)}{u_\gamma \left[xr\left(\tau \right)\right]^\gamma }|_{\tau =\tau _0}.$$
(4)
This expression is to be evaluated at the retarded time $`\tau _0`$, which is the intersection time of $`r^\alpha \left(\tau \right)`$ and the observer’s past light-cone. The metric perturbation in the Lorenz gauge is then given by

$$h^{\alpha \beta }=\overline{h}^{\alpha \beta }\frac{1}{2}\eta ^{\alpha \beta }\overline{h}_\gamma ^\gamma =\frac{4m}{u_\gamma \left[xr\left(\tau \right)\right]^\gamma }\left[u^\alpha \left(\tau \right)u^\beta \left(\tau \right)+\frac{1}{2}\eta ^{\alpha \beta }\right].$$
(5)
In the next step we transform $`h_{\mu \nu }`$ from the Lorenz gauge to the TT gauge, which is best suited for calculating the response of a gravitational-wave detector. The metric perturbation in the TT gauge, which we denote $`h_{\mu \nu }^{TT}`$, includes only space-space components, namely $`h_{t\mu }^{TT}=0`$. This spatial part is obtained from $`h_{\mu \nu }`$ by

$$h^{TT}=PhP\frac{1}{2}PTr\left(hP\right).$$
(6)
Here $`h^{TT}`$ , $`h`$, and $`P`$ are $`3\times 3`$ spatial matrices, where $`h`$ represents the spatial part of $`h_{\mu \nu }`$, and $`P`$ is a projection operator defined by $`P_{jk}=\delta _{jk}\widehat{n}_j\widehat{n}_k`$, where $`\widehat{n}`$ is the unit spatial direction vector from the (retarded) source point to the observer. Hereafter Latin indices run over the three spatial components. \[In Eq. (6) we have omitted the indices for brevity, and we use the standard matrix product notation\].

Before proceeding with the calculation, there is a subtlety that must be addressed. The projection operation (6) applied to a metric perturbation $`h`$ constitutes a gauge transformation only if $`h`$ is a pure gravitational-radiation field. In our case, for a particle moving at a fixed speed, $`h`$ is non-radiative. Despite of this, the application of Eq. (6 ) to our problem is justified, because of the following reason: The physical quantity that will concern us in this paper is not the value of $`h`$, but rather the change in $`h`$ that occurs during an astrophysical process. This change, which we denote $`\mathrm{\Delta }h`$, occurs when the particle changes its velocity due to interaction with another object. The quantity $`\mathrm{\Delta }h`$ represents a pure radiation field, and hence applying the projection (6) to it yields a valid gauge transformation. It is this radiative piece $`\mathrm{\Delta }h`$ (in fact, its TT part) that is relevant for detection over astrophysical distances. Obviously, in order to have a nonvanishing $`\mathrm{\Delta }h`$ we must consider a system of two particles (or more), interacting with each other. Then we have to sum over the contributions to $`h`$ from all components of the system. Correspondingly, the quantity relevant for gravitational wave detection is the change in this sum, namely $`\mathrm{\Delta }h=\mathrm{\Delta }(\mathrm{\Sigma }h)`$, where $`\mathrm{\Sigma }`$ denotes a summation over the components of the system. This quantity is a pure radiation field, and from the linearity of the projection (6), the TT-part of $`\mathrm{\Delta }h`$ is given by

$$\mathrm{\Delta }h^{TT}(\mathrm{\Delta }h)^{TT}=\mathrm{\Delta }(\mathrm{\Sigma }(h^{TT})).$$
(7)
In what follows we shall calculate $`h^{TT}`$ (for a single object), and in section IV we shall construct from it the quantity $`\mathrm{\Delta }h^{TT}`$ for the situation of a blob ejected from a star. (In fact, we shall show that at the leading order $`\mathrm{\Delta }h^{TT}`$ is nothing but $`h^{TT}`$ of the ejected blob.)

Proceeding with the calculation of $`h^{TT}`$, one finds that the term proportional to $`\eta ^{\alpha \beta }`$ in Eq. (5), which represents a pure trace term, vanishes upon the projection (6), therefore

$$h^{TT}=P\overline{h}P\frac{1}{2}PTr\left(\overline{h}P\right),$$
(8)
where $`\overline{h}`$ denotes the $`3\times 3`$ spatial part of $`\overline{h}_{\mu \nu }`$ . It is useful to decompose this expression into an amplitude factor and a directional factor. We define the particle’s 3-velocity, $`\overline{v}=d\overline{r}/dt`$, the particle’s speed $`v=\left|\overline{v}\right|`$, and the unit 3-vector in the velocity direction, $`\widehat{v}=\overline{v}/v`$ (hereafter a bar denotes a spatial 3-vector, and a unit 3-vector is denoted by a hat). Defining $`w_{ij}\widehat{v}_i\widehat{v}_j`$, we find $`\overline{h}_{ij}=h_0w_{ij}`$ where

$$h_0=\frac{4m(\beta \gamma )^2}{u_\gamma \left[xr\left(\tau \right)\right]^\gamma }=\frac{4\gamma m\beta ^2}{R(1\beta \mathrm{cos}\theta )}.$$
(9)
Here $`\beta `$ and $`\gamma `$ denote the standard special-relativistic quantities $`\beta =v/c`$ and $`\gamma =(1\beta ^2)^{1/2}`$, $`R`$ is the spatial distance between the evaluation point $`x^\alpha `$ and the source point $`r^\alpha `$, and $`\theta `$ is the angle between $`\widehat{n}`$ and $`\widehat{v}`$, i.e. $`\widehat{n}\widehat{v}=\mathrm{cos}\theta `$. Equation (8) now reads

$$h^{TT}=h_0\left[PwP\frac{1}{2}PTr\left(wP\right)\right]=h_0\left[PwP\frac{1}{2}P\mathrm{sin}^2\theta \right].$$
(10)
This expression enfolds the information on both the amplitude and the polarization of the emitted gravitational wave. The direction of polarization is dictated by the transversality condition and the direction of motion. Thus, at a given space-time point, the maximal detection amplitude, which we denote $`h_+`$, is achieved for a detector’s arm directed perpendicular to $`\widehat{n}`$ in the $`\widehat{n}`$-$`\widehat{v}`$ plane. The same amplitude (but with opposite sign) is obtained in the perpendicular transverse direction, i.e. in the direction perpendicular to both $`\widehat{n}`$ and $`\widehat{v}`$, which we denote $`\widehat{n}^+`$. The gravitational wave’s amplitude $`h_+`$ can thus be obtained by projecting $`h^{TT}`$ on the direction $`\widehat{n}^+`$:

$$h_+=\widehat{n}_i^+h_{ij}^{TT}\widehat{n}_j^+.$$
(11)
(Hereafter, a repeated spatial sub-index denotes a summation.) Substituting Eq. (10) in (11), we encounter two types of directional terms: $`\widehat{n}_i^+(PwP)_{ij}\widehat{n}_j^+`$ and $`\widehat{n}_i^+P_{ij}\widehat{n}_j^+`$. The former is nothing but the square of $`\widehat{n}_i^+P_{ij}\widehat{v}_j`$. One immediately verifies that $`\widehat{n}_i^+P_{ij}\widehat{n}_j^+=1`$ and $`\widehat{n}_i^+P_{ij}\widehat{v}_j=0`$, and therefore

$$h_+=(1/2)h_0\mathrm{sin}^2\theta =\frac{2\gamma m\beta ^2}{R}\frac{\mathrm{sin}^2\theta }{1\beta \mathrm{cos}\theta }.$$
(12)
It is illuminating to compare this expression for gravitational perturbations to that of the electromagnetic or scalar field of a point source in motion. For a scalar field $`\varphi `$ and an electromagnetic four-potential $`A^\alpha `$ in the Lorenz gauge, the standard Lienard-Wiechert solution yields (e.g. , ):

$$\varphi =q\frac{1}{u_\gamma \left[xr\left(\tau \right)\right]^\gamma }|_{\tau =\tau _0},A^\alpha =q\frac{u^\alpha \left(\tau \right)}{u_\gamma \left[xr\left(\tau \right)\right]^\gamma }|_{\tau =\tau _0},$$
(13)
where $`q`$ denotes the scalar or electric charge, respectively. Let us denote by $`A_\alpha ^T`$ the four-potential in the transverse gauge. The temporal component $`A_0^T`$ vanishes, and the spatial part is given by $`A_i^T=P_{ij}A_j`$. Let $`A^T`$ denote the magnitude of $`A_i^T`$ , i.e. $`A^T=(A_i^TA_i^T)^{1/2}`$. Then a straightforward calculation yields

$$A^T=\frac{q}{R}\frac{\beta \mathrm{sin}\theta }{\left(1\beta \mathrm{cos}\theta \right)}.$$
(14)
To represent all three cases in a single equation, let $`\psi _s`$ denote $`\varphi `$, $`A^T`$, or $`h_+`$, for $`s=0,1,2`$, respectively. Then

$$\psi _s=s!\frac{q}{R}\frac{\left(\gamma \beta \mathrm{sin}\theta \right)^s}{\gamma \left(1\beta \mathrm{cos}\theta \right)},$$
(15)
where in the gravitational case ($`s=2`$) $`q`$ denotes the particle’s mass $`m`$.

## III Angular distribution in the ultra-relativistic case

We shall now consider the angular distribution of the gravitational field in the limit $`\gamma >>1`$, i.e. $`\beta 1`$. We can then omit the factor $`\beta ^2`$ in Eq. (12):

$$h_+\frac{2\gamma m}{R}\frac{\mathrm{sin}^2\theta }{1\beta \mathrm{cos}\theta }(\gamma >>1).$$
(16)
However, the factor $`\beta `$ in the denominator must be treated more carefully. For $`\gamma >>1`$ we can always approximate

$$1\beta \mathrm{cos}\theta =(1\beta )+\beta (1\mathrm{cos}\theta )(\gamma ^2/2)+(1\mathrm{cos}\theta ).$$
(17)
Now, for $`\theta <<1`$ we can approximate $`\mathrm{cos}\theta 1\theta ^2/2`$, hence

$$1\beta \mathrm{cos}\theta (\gamma ^2+\theta ^2)/2(\theta <<1).$$
(18)
On the other hand, for $`\theta `$ large compared to $`1/\gamma `$ we can ignore the first term in the right-hand side of Eq. (17):

$$1\beta \mathrm{cos}\theta 1\mathrm{cos}\theta (\theta >>\gamma ^1).$$
(19)
Thus, in the ultra-relativistic limit $`h_+`$ takes two qualitatively different asymptotic forms, depending on the value of $`\theta `$. For small $`\theta `$ we have

$$h_+\frac{4\gamma m}{R}\frac{\theta ^2}{\gamma ^2+\theta ^2}(\theta <<1),$$
(20)
and for $`\theta `$ large compared to $`1/\gamma `$,

$$h_+\frac{2\gamma m}{R}(1+\mathrm{cos}\theta )(\theta >>\gamma ^1).$$
(21)
The two asymptotic regions overlap at $`\gamma ^1\theta 1`$, where we have $`h_+4\gamma m/R`$. In the range of very small angles, $`\theta \gamma ^1`$, there is a ”hole” in the angular distribution, wherein $`h_+`$ sharply decreases and vanishes at $`\theta =0`$.

Motivated by the beaming phenomenon in the analogous electromagnetic problem, we shall refer to the regions $`\theta \gamma ^1`$ and $`\theta >>\gamma ^1`$ as the beaming and off-beaming zones, respectively. Note, however, that the metric perturbation $`h_+`$ does not exhibit a true beaming phenomenon. There is no sharp enhancement of $`h_+`$ in the narrow forward direction where $`\theta \gamma ^1`$; rather, there is a ”hole” at $`\theta <\gamma ^1`$. (In the off-beaming zone there is a slow increase in $`h_+`$ when $`\theta `$ decreases, like $`1+\mathrm{cos}\theta `$, but this is a moderate, $`\gamma `$-independent, increase.)<sup>*</sup><sup>*</sup>* This qualitative picture changes when one describes the gravitational radiation in terms of the Riemann tensor or the effective energy-momentum outflux. In both descriptions, there is a beaming effect at angles $`\theta \gamma ^1`$; See section V for the energy flux.

In the ultra-relativistic case, which concerns us here, the beaming zone covers an extremely small solid angle, $`\mathrm{\Omega }\gamma ^2`$. Since there is no enhancement of $`h_+`$ in this range, this zone has a negligible contribution to the anticipated rate of detection. Therefore, in what follows we shall ignore the ”hole” in the beaming zone, and always use the off-beaming expression (21) for $`h_+`$. It is remarkable that the perturbation amplitude (21) does not depend on $`m`$ or on the particle’s speed separately. It only depends on the product $`\gamma m`$, i.e. on the particle’s energy.

DtH  analyzed the gravitational field sourced by an ultra-relativistic particle moving along a geodesic in flat space. They found that in the limit $`\beta 1`$ the gravitational field forms a planar shock wave which propagates along with the particle, at the speed of light. This behavior is very different from what we have found here. This difference cannot be explained by the choice of different gauges; For example, in the DtH analysis the geometry before and behind the shock wave is strictly flat. The reason for this difference is that, the two analyses consider different limiting procedures. DtH took the (constant-speed) boosted Schwarzschild solution, evaluated the gravitational field at a fixed, finite $`R`$, and then took the limit $`\beta 1`$. We are applying here a different limit, which is better adopted to the astrophysical situation that motivates the present work: We assume that the particle’s speed changes with time, then pick the radiative piece of the gravitational field associated with this change of velocity, and only then we take the limit $`\beta 1`$. In this procedure, the non-radiative piece of the gravitational field is dropped. (Recall that the TT-projection only respects the radiative part of the gravitational field.) This non-radiative piece is unimportant for detection over astrophysical distances; yet it is the only piece which exists in the DtH problem, in which the gravitational field is non-radiative.

Let us consider a situation which is perhaps not too realistic from the astrophysical point of view, but it may clarify the relation between the two analyses. Assume that a blob is ejected from the star at $`t=0`$, with a finite Lorenz factor $`\gamma >>1`$, and the observer is located at a large $`R`$ and a very small $`\theta `$. The blob then moves undisturbed along a geodesic all the way from the star to the observer’s neighborhood, and passes near the observer. Then we expect that, provided that the blob’s minimal distance to the observer is small enough (i.e. $`\theta `$ is sufficiently small), as the blob passes by, the observer will watch a wave phenomenon similar to that described by DtH (though the shock will be somewhat smoothened, due to the finite $`\gamma `$). In addition, the observer will also watch the radiative phenomenon associated with the ejection, described by the gravitational field (21). There will be a time lag between the two phenomena: The ejection-induced radiation pulse will arrive at the moment $`t=R`$, corresponding to zero retarded time (we neglect here the small quantity $`\mathrm{\Delta }t`$). On the other hand, since the shock-like wave must move along with the particle, it will reach the observer at the moment $`tR+(R/2)(\gamma ^2\theta ^2)`$. The two waves will also have different frequencies: The typical frequency of the DtH wave will depend on $`\theta `$ and $`\gamma `$, but will also decrease like $`1/R`$. The radiative field (21) will have an $`R`$-independent typical frequency (which for small $`\theta `$ is $`\gamma ^2/\mathrm{\Delta }t`$; see section V). Therefore, for a detection over astrophysical distances the ejection-induced wave seems to be the more important phenomenon.

The DtH phenomenon will only take place in the range $`\theta <1/\gamma `$, because for $`\theta >1/\gamma `$ the time lag becomes negative, which would contradict causality. As $`\theta `$ increases in the range $`0<\theta <1/\gamma `$, the DtH phenomenon will become weaker (because the minimal blob-observer distance increases with $`\theta `$) and the radiative field will become stronger \[cf. Eq. (20)\]. The relation between these two gravitational-wave phenomena and their possible coexistence deserve further investigation.

## IV Shooting an ultra-relativistic blob

We shall now calculate $`\mathrm{\Delta }h^{TT}`$, i.e. the change in $`h`$ (expressed in the TT gauge) that occurs when a star ejects an ultra-relativistic blob of matter. As was discussed in section II, it is this quantity which is relevant for analyzing the detector’s response. We shall show that for a sufficiently small blob’s energy, this change in the overall metric perturbation coincides with the contribution $`h^{TT}`$ of the blob.

Consider a star with mass $`M`$ initially at rest. At a given moment $`t=t_0`$ it emits a blob of mass $`m<<M`$ with an ultra-relativistic speed $`\gamma >>1`$. Let us assume that the whole acceleration process ends at $`t=t_1t_0+\mathrm{\Delta }t`$ (these times all refer to the star’s rest frame). The mechanism responsible for this process is unimportant for this discussion (it could be, for example, an electromagnetic acceleration due to a dynamo effect or some MHD instability accelerating a blob of plasma, or radiation pressure). The important point is that at $`t<t_0`$ the entire system can be modeled as being at rest, then the blob accelerates between $`t=t_0`$ and $`t=t_1`$, and at $`t>t_1`$ the blob moves with a constant speed, $`\gamma >>1`$. (One can think of this process as the time-reversal of a fully-inelastic collision.) Let us denote the remaining mass of the star by $`M_1`$. We assume that the blob’s energy $`\gamma m`$ is $`<<M`$. Then from energy- momentum conservation one finds that, at the leading order in the small parameter $`\gamma m/M`$, $`M_1M\gamma m`$ and the star’s speed is non-relativistic, $`\beta _s\gamma m/M`$.  In principle one has to include in this energy-momentum balance the amount of energy $`E_g`$ (and also the momentum) carried by the gravitational radiation. However, $`E_g`$ is quadratic in $`\gamma m`$; One can show that $`E_g/\gamma m<\gamma m/M<<1`$, so $`E_g`$ may be ignored. The momentum carried by the gravitational radiation is also bounded by $`E_g`$.

Since all motions in this process are along the same axis, the polarization of both the blob’s and the star’s fields will have the same direction. The TT metric perturbation at the end of the process can therefore be described in terms of the overall amplitude parameter $`h_+`$ (obtained by summing the amplitudes $`h_+`$ of the star and the blob). Correspondingly, the change in $`h^{TT}`$ is given by the quantity $`\mathrm{\Delta }h_+=h_+^1h_+^0`$, where $`h_+^0`$ and $`h_+^1`$ denote the overall field amplitude before and after the process, respectively. Since initially $`\beta =0`$, from Eq. (12) we have $`h_+^0=0`$. At $`t>t_1`$ we have $`h_+^1=h_+^{star}+h_+^{blob}`$, where

$$h_+^{star}\frac{2M\beta _s^2}{R}\mathrm{sin}^2\theta ,h_+^{blob}\frac{2\gamma m}{R}(1+\mathrm{cos}\theta ).$$
(22)
The ratio of these two contributions is

$$h_+^{star}/h_+^{blob}\frac{M\beta _s^2}{\gamma m}\frac{\mathrm{sin}^2\theta }{1+\mathrm{cos}\theta }2\mathrm{sin}^2(\theta /2)\frac{\gamma m}{M}<<1,$$
(23)
hence the star’s contribution to $`h_+^1`$ is negligible. We conclude that the change in $`h_+`$ is just the contribution of the ultra-relativistic blob:

$$\mathrm{\Delta }h_+=h_+^1h_+^{blob}\frac{2\gamma m}{R}(1+\mathrm{cos}\theta ).$$
(24)
The fact that $`\mathrm{\Delta }h_+`$ does not vanish means that we are dealing here with a ”burst with memory” . One may be puzzled by this lack of conservation in the overall perturbation field, because the source term, the particles’ energy-momentum tensor, is conserved. The resolution of this puzzle is simple: The Lienard-Wiechert solution (4) has a dependence on the velocity also through the denominator, $`u_\gamma \left[xr\left(\tau \right)\right]^\gamma `$. It is this dependence which leads to the non-vanishing of $`\mathrm{\Delta }h_+`$.

In several astrophysical systems with an accretion disc, the blobs appear to be emitted in pairs, along the two polar directions. In such a case, $`h_+`$ will simply be the sum of the contributions from the two blobs. Note that the contributions from the two blobs do not cancel each other. For example, for a symmetric pair of ultra-relativistic blobs, each carrying energy $`\gamma m`$, the sum of the two contributions will be direction-independent:

$$\mathrm{\Delta }h_+=h_+^1\frac{4\gamma m}{R}.$$
(25)
This result agrees with the analysis by Adler and Zeks , who considered the case of two equal masses . (From the observational point of view, however, recall that the two components may arrive the detector at different times, and will also have different Doppler factors.)

## V Angular dependence of observed burst frequency

Let $`f_c`$ denote the characteristic frequency of the observed burst. It is given by $`f_c\delta t^1`$, where $`\delta t`$ denotes the burst duration (i.e. the rising time of $`h_+`$ from its initial to final value) as measured by the detector. We need to relate $`\delta t`$ to the pulse duration in the star’s Lorenz frame, $`\mathrm{\Delta }t=t_1t_0`$. Let $`t^{}(t)`$ denote the arrival time (at the detector) of a null geodesic which emerges from the blob at a moment $`t`$. These two times are related by $`t^{}=t+R`$. A straightforward calculation then yields

$$\frac{dt^{}}{dt}=1\beta \mathrm{cos}\theta .$$
(26)
As was discussed in section III, the beaming zone is extremely narrow and does not significantly contribute to the detection rate. We shall therefore ignore it and use the off-beaming approximation (19):

$$\frac{dt^{}}{dt}1\mathrm{cos}\theta ,$$
(27)
and hence $`\delta t(1\mathrm{cos}\theta )\mathrm{\Delta }t`$. Therefore the observed frequency is

$$f_c[(1\mathrm{cos}\theta )\mathrm{\Delta }t]^1.$$
(28)
This relation is independent of $`\gamma `$. Recall, however, that this approximation breaks at $`\theta \gamma ^1`$: At the beaming zone $`f_c`$ saturates at a maximal value $`f_c^{\mathrm{max}}\gamma ^2/\mathrm{\Delta }t`$.

Although there is no enhancement of $`h`$ in the beaming zone, the energy flux is in fact beamed in the forward direction, as we now show. Let $`F`$ denote the time-integrated energy flux per unit solid angle. Since the energy density is proportional to $`h^2\omega ^2h^2/\delta t^2`$, we have $`FR^2h^2/\delta t(\gamma m)^2/\delta t`$. Thus, outside the beaming zone (but at $`\theta <<1`$) $`F`$ behaves as $`[(\gamma m)^2\mathrm{\Delta }t^1]\theta ^2`$, and it gets a maximal value of order $`\gamma ^2(\gamma m)^2\mathrm{\Delta }t^1`$ at $`\theta 1/\gamma `$.

This result is remarkable, because no such beaming occurs in the analogous situation of an ultra-relativistic head-on collision of two black holes ,. To sharpen the contrast between the two cases, consider the time-reversal variant of our problem, i.e. a blob colliding fully inelastically with a star. As one can easily verify, the pattern of $`\mathrm{\Delta }h`$ in this collision problem will be exactly the same as in the original ejection problem – and, in particular, $`F`$ will be beamed in the forward direction. The intuitive reason for the difference between the two collision problems is simple: In our star-blob system, the gravitational field is everywhere weak; the interaction between the star and the blob is non-gravitational. In particular, the (de-)acceleration occurs on a distance scale $`\mathrm{\Delta }t`$ which is $`>>M`$. Hence the beamed gravitational energy flux propagates to null infinity without any obstacle. On the other hand, in the analogous black-holes head-on collision problem the interaction is solely gravitational, and the (de-)acceleration occurs on a distance scale which (to the extent it is defined) is of order $`M`$. Hence, should any beamed radiation form, it would immediately be swallowed by the large black hole.  This argument does not imply that a beamed radiation will actually hit the large black hole: Since the deacceleration distance in this case is of the same order of magnitude as the radius of curvature of the large black hole, $`M`$, the qualitative flat-space arguments are not applicable for the analysis of the behavior of radiation near the blach hole. In fact, the equivalence principle suggests that no beamed radiation will hit the black hole. It is therefore not surprising that no beamed radiation is observed at null infinity.  Indeed, in the case of an ultra-relativistic black-holes encounter with a large impact parameter, the gravitational radiation does exhibit a beaming , , , .

## VI Calculation of detection rate

In this section we shall evaluate the burst’s detection rate, as a function of the various parameters involved. To this end, we shall first consider the detector’s sensitivity. Then we calculate, for a given burst, the detection distance, the detection angular range, and the detection volume. Given the rate of such events of blob ejection, we shall derive the general expression for the detection rate.

### Detector sensitivity

Let us denote the detector’s peak sensitivity by $`h_d`$, and the frequency at which this maximal sensitivity is achieved by $`f_d`$. For a burst with memory, the detector will have the maximal sensitivity $`h_d`$ as long as the burst’s observed frequency $`f_c`$ is larger than $`f_d`$ . The detector’s sensitivity is quickly degraded at $`f_c<f_d`$, and in the calculation below we shall neglect this range for simplicity (this may result in a small decrease in the calculated detection rate). Thus, we shall presume that a detection occurs if the following two conditions are satisfied:

$$h_+>h_d$$
(29)
and

$$f_c>f_d.$$
(30)
### Detection distance

From condition (29) and Eq. (21), at a given direction the observation distance is

$$R_o=\frac{2\gamma m}{h_d}(1+\mathrm{cos}\theta ).$$
(31)
The maximal observation distance is obtained at the forward direction,

$$R_{\mathrm{max}}=4\gamma m/h_d.$$
(32)
### Detection angle

From condition (30) and Eq. (28), the angular detection range is bounded by

$$(1\mathrm{cos}\theta )<(f_d\mathrm{\Delta }t)^1.$$
(33)
We shall distinguish between two cases:

In this case, the burst may be observed in all directions.

In this case, the burst is observed in the range $`\theta <\theta _{\mathrm{max}}`$ , where $`\theta _{\mathrm{max}}`$ is given by

$$1\mathrm{cos}\theta _{\mathrm{max}}=(f_d\mathrm{\Delta }t)^1.$$
(34)
There is a third case, in which $`\mathrm{\Delta }t`$ is of order $`\gamma ^2/f_d`$ or larger. In this range, the observed frequency will be too small even at the forward direction. Hereafter we shall assume $`\mathrm{\Delta }t<<\gamma ^2/f_d`$ . (This assumption seems very reasonable if we take e.g. $`\gamma 10^3`$; See the discussion of the values of the various parameters in the next section.) Note also that for such a large $`\mathrm{\Delta }t`$, $`\theta _{\mathrm{max}}`$ of case B is so small that the resulting detection rate is negligible anyway.

### Detection volume

Consider an event of a blob ejection. We shall now calculate the volume of the region of space in which the emitted burst will be detected. This volume is given by

$$V=\frac{1}{3}\underset{\theta <\theta _{\mathrm{max}}}{}R_o^3(\theta )𝑑\mathrm{\Omega }=\frac{2\pi }{3}\underset{\mathrm{cos}\theta _{\mathrm{max}}}{\overset{1}{}}R_o^3(\theta )d\mathrm{cos}\theta .$$
(35)
(In case A, we take $`\theta _{\mathrm{max}}=\pi `$.) Substitution of Eq. (31) in the last expression yields

$$V=\frac{64\pi }{3}\left(\gamma m/h_d\right)^3w,$$
(36)
where

$$w=1(1+\mathrm{cos}\theta _{\mathrm{max}})^4/16.$$
(37)
Evaluating $`w`$ in the two cases A,B, we find

$$w=\{\begin{array}{c}1(\mathrm{\Delta }t<\mathrm{\Delta }t_d),\hfill \\ 1(1\mathrm{\Delta }t_d/\mathrm{\Delta }t)^4(\mathrm{\Delta }t>\mathrm{\Delta }t_d),\hfill \end{array}$$
(38)
where $`\mathrm{\Delta }t_d1/(2f_d)`$. In the case of large $`\mathrm{\Delta }t`$, we get

$$w4\mathrm{\Delta }t_d/\mathrm{\Delta }t(\mathrm{\Delta }t>>\mathrm{\Delta }t_d).$$
(39)
### Detection rate

Let us denote by $`n`$ the rate of supernovae explosions per unit volume. We assume here that each supernova ejects blobs to the two polar directions, which adds another factor of two.<sup>§</sup><sup>§</sup>§ This factor 2 is not mathematically precise, and it may depend on $`\mathrm{\Delta }t/\mathrm{\Delta }t_d`$, but in the worst case - case A - it is $`15/8`$, so we can well approximate it by $`2`$. The detection rate is therefore

$$N=2nV=\frac{128\pi }{3}n\left(\gamma m/h_d\right)^3w.$$
(40)
According to the cannonball model, in each of the two polar directions several blobs are emitted, typically of the order 3-5. We do not multiply $`2nV`$ by this number, because these are not independent detections. Rather, each observed event will be a composition of a few bursts. It is assumed here that the time separation between two successive bursts in a given event will be large compared to $`\mathrm{\Delta }t_d`$, so they will not sum up coherently (a coherent sum-up would significantly increase the detection distance and hence the detection rate). Note, however, that the presence of several bursts in a single event eases its detection: It makes it easier to distinguish the event from the noise, so it may decrease the signal-to-noise ratio required for detection.

## VII Inserting astrophysical parameters

We shall now evaluate the detection rate by substituting astrophysical numbers in the general expression, Eq. (40). The astrophysical situation concerned us here is that of a supernova explosion resulting in the ejection of ultra-relativistic blobs, as proposed by the cannonball model. First we re-write the above general expression, retaining the constants $`C`$ and $`G`$:

$$N=\frac{128\pi }{3}n\left(\frac{\gamma mG}{c^2h_d}\right)^3w(\mathrm{\Delta }t),$$
(41)
where $`w`$ is given in Eq. (38). We need to evaluate the supernova rate $`n`$, the blob’s energy $`\gamma m`$, and the characteristic acceleration time $`\mathrm{\Delta }t`$.

Consider first the supernova rate $`n`$. The Shapley-Ames ’fiducial’ sample of 342 galaxies within the Virgo circle ,  has a mean B-band luminosity of $`6.7h^210^9L_\mathrm{\Theta }\left(B\right)`$ and a supernova rate of $`3.09h^2\left[100yr10^{10}L_\mathrm{\Theta }\left(B\right)\right]^1`$. The luminosity density of the local universe is  $`\rho _L=\left(2.0\pm 0.4\right)10^8hL_\mathrm{\Theta }Mpc^3`$. Therefore we estimate the supernova density in the local universe (taking $`h=0.65`$) as

$$n1.710^4Yr^1Mpc^3.$$
(42)
For the blob’s energy, the cannonball model suggests the typical value $`E=\gamma mc^210^{52}erg`$ , corresponding to $`\gamma m`$ of order $`10^{31}gram`$. Using this and Eq. (42) one gets

$$N\left[\frac{7.510^{23}}{h_d}\right]^3E_{52}^3w(\mathrm{\Delta }t)[Yr^1],$$
(43)
where $`E_{52}`$ is the blob’s energy in units of $`10^{52}erg`$.

The sensitivity curve for LIGO-II (advanced detector) may be found in e.g. Ref. . The optimal value of the noise level is about $`610^{24}`$, at a frequency $`f_d50\mathrm{sec}^1`$. A minimal signal-to-noise ratio of about $`5.5`$  is required for a detection.  An averaging over all possible source polarizations yields an extra factor $`0.5`$ in the effective wave’s amplitude. Combining these two factors, one obtains an effective threshold for detection which is about $`11`$ times larger than the noise level , i.e. $`h_d710^{23}`$. This leads to

$$N1.3E_{52}^3w(\mathrm{\Delta }t)[Yr^1].$$
(44)
The characteristic time $`\mathrm{\Delta }t`$ is hard to estimate, because the mechanism responsible for the acceleration is unknown (presumably it is the same yet-unclear mechanism which forms the relativistic jets in various astrophysical systems including accretion discs around a compact object). The parameter $`w`$ depends on the dimensionless parameter $`\mathrm{\Delta }t/\mathrm{\Delta }t_d`$, where for LIGO-II $`\mathrm{\Delta }t_d10^2\mathrm{sec}`$. As long as $`\mathrm{\Delta }t`$ is smaller than $`\mathrm{\Delta }t_d`$ we have $`w1`$ and hence

$$N1.3E_{52}^3[Yr^1](\mathrm{\Delta }t<\mathrm{\Delta }t_d).$$
(45)
For $`\mathrm{\Delta }t>\mathrm{\Delta }t_d`$, $`w`$ decreases. If $`\mathrm{\Delta }t>>\mathrm{\Delta }t_d`$ we may use the approximation (39) and the detection rate is inversely proportional to $`\mathrm{\Delta }t`$:

$$N5(\mathrm{\Delta }t_d/\mathrm{\Delta }t)E_{52}^3[Yr^1](\mathrm{\Delta }t>>\mathrm{\Delta }t_d).$$
(46)
A reasonable lower bound on $`\mathrm{\Delta }t`$ may be obtained by assuming that the acceleration to an ultra-relativistic speed occurs within a distance scale comparable to the neutron star’s radius, $`R_{ns}10km`$, namely $`\mathrm{\Delta }t_{\mathrm{min}}R_{ns}/c310^5\mathrm{sec}`$.

Dar  suggested that the typical time scale for the whole blob ejection process should be comparable to the dynamical gravitational time-scale, e.g. the free-fall time at the neutron star’s radius. This time scale is of order $`\mathrm{\Delta }t_{freefall}10^4\mathrm{sec}`$. According to this suggestion we can safely use the detection rate (45). Since $`\mathrm{\Delta }t_{freefall}<<\mathrm{\Delta }t_d`$ , this conclusion will hold even if $`\mathrm{\Delta }t`$ is larger than $`\mathrm{\Delta }t_{freefall}`$ by two orders of magnitude.

To conclude, according to the cannonball model, a reasonable estimate of detection rate by LIGO-II is about $`E_{52}^3`$ per year (assuming a small $`\mathrm{\Delta }t)`$. The parameter $`E_{52}`$ is estimated to be $`1`$, but there is an uncertainty of almost an order of magnitude. This leads to an uncertainty of order $`10^2`$ in the detection rate. The latter will be smaller if $`\mathrm{\Delta }t`$ is larger than $`\mathrm{\Delta }t_d`$.

The maximal observation distance, achieved in the forward direction, is given in Eq. (32). Substituting the above astrophysical parameters, we obtain for the advanced detector

$$R_{\mathrm{max}}=4\frac{\gamma mG}{c^2h_d}15E_{52}Mpc.$$
(47)
The cosmological redshift is negligible at this distance.

## Acknowledgment

We are grateful to A. Dar for proposing this research problem to us, and for many interesting conversations on the cannonball model and other astrophysical aspects of the problem. We also thank E. Flanagan, S. Teukolsky, and K. Thorne for helpful discussions and valuable advise.


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# Calcium Rubidium Nitrate: Mode-Coupling 𝜷 Scaling without Factorization

## I Introduction

### A Motivation

Using three different spectroscopies, we have investigated the fast dynamics of glass-forming calcium rubidium nitrate. The work is motivated by unexpected differences between the high-frequency dielectric loss of calcium rubidium nitrate and that of its homologue calcium potassium nitrate .

The mixed salt calcium potassium nitrate (composition \[Ca(NO3)2\]0.4\[KNO3\]0.6, abbreviation CKN) is one of the best studied glass formers. In particular it was among the first materials for which the relevance of mode-coupling theory (MCT)  was demonstrated . In the cross-over region between microscopic dynamics and $`\alpha `$ relaxation, neutron  and light  scattering experiments could be described by the asymptotic scaling function of fast $`\beta `$ relaxation. In this regime any dynamic susceptibility is expected to converge towards the same asymptote, which is determined by a single parameter $`\lambda `$. For CKN, a value $`\lambda =0.81`$ was found .

Although the theory allows any $`\lambda `$ between 0.5 and 1.0, experiments on many other liquids and on colloids, as well as simulations and numeric solutions of MCT for model systems yield almost always values between 0.7 and 0.8. The major exception from this has been reported for calcium rubidium nitrate (composition \[Ca(NO3)2\]0.4\[RbNO3\]0.6, abbreviation CRN): Broad-band dielectric measurements suggested $`\lambda =0.91`$ . This is unexpected because of the close similarity between CRN and CKN , and it is interesting also because for $`\lambda 1`$ one expects logarithmic corrections to the scaling laws of MCT . In order to investigate this anomaly in more detail, we have performed light and neutron scattering experiments and reanalyzed dielectric data.

### B Fast Dynamics and $`𝜷`$ Relaxation

To explain the focus of the present study, let us anticipate some experimental data. Figure 1 shows the dynamic susceptibility of CRN as measured by depolarized light scattering. The temperature-independent band on the high-frequency side is attributed to the microscopic dynamics: Vibration, rotation, librations. Above 3 THz the susceptibilities coincide for all temperatures, as expected for purely harmonic excitations. At lower frequencies, on the other hand, the dynamics is clearly anharmonic. In the low-frequency, high-temperature limit the curves bend over towards a maximum which itself remains outside the experimental frequency window. This maximum is due to structural $`\alpha `$ relaxation. It is strongly temperature dependent; its evolution towards lower temperatures and lower frequencies can be studied by many other, slower spectroscopic techniques.

In the following we concentrate on the intermediate frequency range around the susceptibility minimum. In this regime, called fast $`\beta `$ relaxation, one finds nontrivial contributions to the dynamic susceptibility, which can not be explained by a simple superposition of $`\alpha `$ relaxation and microscopic excitations. The existence of this regime has confirmed a key result of mode-coupling theory.

More specifically: for temperatures little above a critical temperature, $`TT_c`$, and for frequencies around the susceptibility minimum, $`\nu \nu _\sigma `$, any susceptibility is predicted to converge towards the same asymptote

$$\chi ^{\prime \prime }(\nu )\chi _\sigma g_\lambda (\nu /\nu _\sigma ).$$
(1)
This prediction is often described as a factorization: For instance, wave-number dependent neutron scattering data $`\chi ^{\prime \prime }(q,\nu )`$ factorize into an amplitude, which depends only on $`q`$, and a spectral distribution, which depends only on the frequency $`\nu `$. The amplitudes

$$\chi _\sigma |\sigma |^{1/2}$$
(2)
and the characteristic frequency of $`\beta `$ relaxation

$$\nu _\sigma |\sigma |^{1/2a}$$
(3)
are predicted to depend for all spectroscopies in the same way on the reduced temperature

$$\sigma =\frac{T_cT}{T_c}.$$
(4)
The two wings of the susceptibility minimum are described by power laws

$$g_\lambda (\stackrel{~}{\nu })\{\genfrac{}{}{0pt}{}{\stackrel{~}{\nu }^b}{\stackrel{~}{\nu }^a}\genfrac{}{}{0pt}{}{\text{for}}{\text{for}}\genfrac{}{}{0pt}{}{\stackrel{~}{\nu }1,}{\stackrel{~}{\nu }1.}$$
(5)
The fractal exponents $`a`$ and $`b`$ depend on the parameter $`\lambda `$ which alone determines the full shape  of $`g_\lambda (\stackrel{~}{\nu })`$.

The predictions (1)–(3) have been confirmed over a wide temperature range for the model liquid CKN. In the present study we shall analyze how far the same description applies also to the fast dynamics of CRN.

## II Experiments and raw data treatment

### A Samples

The mixture of calcium nitrate and rubidium nitrate, \[Ca(NO3)2\]0.4\[RbNO3\]0.6, was prepared as in Ref. . For the light-scattering measurements the sample material was transferred under helium atmosphere into a glass cuvette, which was sealed, and mounted in a cryofurnace that can reach temperatures up to 470 K. For the neutron-scattering measurement at the Institut Laue-Langevin (ILL) the material was filled into an aluminum container  so that the sample forms a hollow cylinder of thickness 1 mm, outer radius 29 mm, and height 50 mm; the aluminum itself was 0.1 mm thick. The cell was mounted in an ILL cryo loop; a thermocouple in direct contact with the sample was used to determine the temperature.

The samples showed little tendency to crystallize, except when kept for several hours between 400 and 410 K. The glass state can be reached easily by supercooling with moderate speed ($`5`$K/min). The glass transition temperature $`T_g=333`$K  of CRN is exactly the same as of CKN. The melting point of crystalline CRN has not been measured, but we suppose that it is similar to $`T_m438`$K of CKN.

### B Depolarized light scattering

Light scattering was measured on a six-pass tandem interferometer and a two-pass grating monochromator. A near back-scattering (173) geometry with crossed polarizers (HV) was used to minimize scattering from acoustic modes. Stray light was negligible compared to the dark counts of the avalanche photodiodes. The dark count rate of about 2.5 sec-1 was in turn more than 10 times weaker than the weakest scattering signals; nevertheless we subtracted it from all measured spectra.

For the high-frequency regime from 100 GHz to 5 THz we used a Jobin-Yvon U1000 double monochromator. The entrance and exit slits were set to 50$`\mu `$m and the slits between the two monochromators to 100$`\mu `$m, resulting in a full width at half maximum of 10 GHz and a straylight suppression of better than $`10^5`$ at 100 GHz. To maintain this resolution over hours, days, and months the temperature of the instrument has to be stabilized carefully ($`\pm 0.05`$K); therefore the monochromator is placed in an insulating box ($`<0.5`$W/(m$`{}_{}{}^{2}`$K)) and thermalized by forced convection: The air temperature inside the box is regulated by an electrical heater placed in front of a fan, acting against large water-cooled copper sheets.

For the low frequency regime from 0.7 to 180 GHz we used a Sandercock-Fabry-Perot six–pass tandem interferometer, which we modified in several details as described in Ref. , in order to allow for stable operation and high contrast. The instrument was used in series with an interference filter of either 150 or 1000 GHz bandwidth that suppresses higher-order transmission leaks of the tandem interferometer  below 3% or better. The filters are placed in a specially insulated housing with active temperature stabilization. To account for any drift, the instrument function is redetermined periodically by automatic white-light scans.

In the present study we used three different free spectral ranges (188, 50, and 16.7 GHz), corresponding to mirror spacings of 0.8, 3, and 9 mm. Measured spectra were divided by the white-light transmission. Then they were converted from intensity to susceptibility

$$\chi _{\mathrm{ls}}^{\prime \prime }(\nu )=I(\nu )/n(\nu )$$
(6)
with the Bose factor $`n(\nu )=\left[\mathrm{exp}(h\nu /k_\mathrm{B}T)1\right]^1`$; this representation is more sensitive to experimental problems. Whenever Stokes and anti-Stokes data did not fall onto each other the measurement was repeated. Finally scans taken at different spectral ranges were joined after adjusting the intensity scales by a least-square match of the overlapping data points. Additional scans at other mirror spacings confirmed the accuracy of the composite broad-band susceptibilities.

The overall intensity scale was taken from an unperturbed temperature cycle on the interferometer with a free spectral range of 188 GHz, to which all other measurements were matched. The accuracy of this procedure was confirmed in the THz range, where harmonic vibrations are expected to yield a temperature-independent susceptibility: In fact our $`\chi _{\mathrm{ls}}^{\prime \prime }(\nu )`$ coincide within 4%.

The temperature independence of $`\chi _{\mathrm{ls}}^{\prime \prime }(\nu )`$ in the vibrational range was used to set the intensities of the 400 and 410 K spectra which had to be measured separately because of the tendency to crystallization.

### C Neutron scattering

Figure 4a shows the static structure factor $`S(q)`$, measured by neutron diffraction at about room temperature, of CRN (a rapid measurement on G41 at the LLB) and of CKN (from the detailed study ). Except for the amplitude, no adjustments have been made. Over most of the $`q`$ range, the $`S(q)`$ of both materials agree exceptionally well; the deviations below 1.2 Å-1 are most probably due to multiple scattering and other artifacts which are expected to affect mostly the low-$`q`$ region. Thus we can detect no difference between the structures of CRN and CKN, although the cation diameters of Rb+ (2.94 Å) and K+ (2.66 Å) differ substantially.

Inelastic neutron scattering was measured on the time-of-flight spectrometer IN 5 at the ILL. This is a multi-chopper instrument which allows for free choice of the incident neutron wavelength $`\lambda _i`$. With increasing $`\lambda _i`$, the width of the instrumental resolution improves as $`\lambda _i^3`$, on the expense of decreasing flux and decreasing wave numbers. As a compromise, we choose $`\lambda _i=8.0\mathrm{\AA }`$. This yields a resolution (FWHM) of 8 GHz. Depending on temperature, we cut the inelastic data at typically 20 GHz, where the signal-to-noise ratio is of the order of $`10^3`$.

Our choice of $`\lambda _i`$ restricts the wave number range for elastic scattering to $`q1.3\mathrm{\AA }^1`$. Thus we do not reach the maximum of the structure factor at 1.9$`\mathrm{\AA }^1`$. Therefore we get rather low scattering intensities; fortunately, the static structure factor maximum is also inaccessible for almost all multiple-scattering events . Figure 4b shows the dynamic window of our measurement in the $`q,\nu `$ plane. The accessible $`q(\nu ,2\vartheta )`$ are shown for every second detector angle $`2\vartheta `$. The gaps in the plot are due to struts inside the flight chamber of the instrument.

The measured $`S(\nu ,2\vartheta )`$ are interpolated to constant $`q`$. Only wave numbers between 0.5 and 1.3 $`\mathrm{\AA }^1`$ are used in the analysis. As a last step the $`S(q,\nu )`$ are converted into a susceptibility $`\chi _q^{\prime \prime }(\nu )=S(q,\nu )/n(\nu )`$.

## III Results And Analysis

### A Light-scattering results

The light scattering data have already been presented in Sect. I B (Fig. 1). We now concentrate on the intermediate regime of fast $`\beta `$ relaxation. At low temperatures the high-frequency wing of the susceptibility minimum follows a power law $`\chi _{\mathrm{ls}}^{\prime \prime }(\nu )\nu ^a`$. At 367 K this power law extends over two decades from 10 to 1000 GHz with $`a=0.29`$. Within MCT this exponent corresponds to a shape parameter $`\lambda =0.78`$. This has to be compared to the dielectric measurements  where a similar power-law behavior has been observed over more than three decades with $`a=0.2`$ for 361 K, leading to the exceptional value $`\lambda =0.91`$.

Looking for the power-law asymptotes (5) is obviously not the best way of testing the applicability of MCT. The scaling prediction (1) is expected to hold best in the intermediate regime around $`\nu \nu _\sigma `$. Therefore we use the full scaling function $`\chi _\sigma g_\lambda (\nu /\nu _\sigma )`$ to fit the experimental data around the minimum. Figure 2 shows such fits for two temperatures and with three different values of $`\lambda `$. From this comparison we obtain $`\lambda =0.79`$ with an accuracy better than $`\pm 0.01`$. Figure 1 contains fits with fixed $`\lambda =0.79`$ for all temperatures.

From these fits we extract the amplitude $`\chi _\sigma `$ and the characteristic frequency $`\nu _\sigma `$ as functions of temperature. For constant $`\lambda `$, the parameters $`\chi _\sigma `$ and $`\nu _\sigma `$ are proportional to the height and the position of the susceptibility minimum. In order to test the predictions (2) and (3), Figure 3 shows them as $`\chi _\sigma ^2`$ and $`\nu _\sigma ^{2a}`$. Linear fits to the lowest five points confirm the predictions (2),(3) over an interval of 50 K and extrapolate consistently to a value for $`T_c`$ between about 365 K and 370 K.

### B Neutron scattering results

Compared to depolarized light scattering, neutron scattering features as an additional coordinate the wave number $`q`$. This allows for a direct test of the factorization property (1): In the asymptotic regime of fast $`\beta `$ relaxation the susceptibility $`\chi _{\mathrm{ns}}^{\prime \prime }(q,\nu )`$. Such a factorization is also expected for one-phonon scattering from a harmonic system.

As described elsewhere  the $`h_q`$ are determined from a least-square match of neighboring $`q`$ cuts. Figure 5 shows the rescaled $`\chi _{\mathrm{ns}}^{\prime \prime }(q,\nu )/h_q`$; the inset shows the $`h_q`$. As in other cases the $`h_q`$ do not go with $`q^2`$ which can be explained by an almost $`q`$-independent multiple-scattering background .

The factorization holds around the $`\beta `$ minimum as well as for the vibrational band; only for the highest temperature the $`q`$-dependent $`\alpha `$ peak comes into the experimental window. This allows us to collapse all $`q`$ cuts into an average susceptibility

$$\chi _{\mathrm{ns}}^{\prime \prime }(\nu )=\chi ^{\prime \prime }(q,\nu )/h_q_q$$
(7)
with much improved statistics. Results are shown in Figure 6.

Fits with the mode-coupling asymptote $`\chi _\sigma g_\lambda (\nu /\nu _\sigma )`$ allow for any value of $`\lambda `$ between 0.7 and 0.8, but definitely not for $`\lambda =0.91`$. Therefore we impose the light-scattering result $`\lambda =0.79`$. For most temperatures, the fits describe the susceptibilities over one decade or more.

Towards low frequencies, the fit range is restricted by the instrumental resolution, except for the highest temperatures where $`\alpha `$ relaxation is resolved (Fig. 5). On the high-frequency side, the fit range extends up to about 200 GHz. At higher frequencies neutron-scattering data rise above the fit, whereas light-scattering data fell below the theoretical curves. This gives an upper limit for the frequency range of the asymptotic regime of fast $`\beta `$ relaxation.

A rectified plot of the $`\beta `$-relaxation parameters is shown in Figure 7. The amplitude $`\chi _\sigma `$ follows the power law (2) over 140 K, a much wider temperature interval than in light scattering. The straight line fitted to $`\chi _\sigma ^2`$ extrapolates to $`T_c380`$K. On the other hand, the frequency $`\nu _\sigma `$ does not obey (3). At high temperatures, the $`\nu _\sigma ^{2a}`$ seem to lie on a line which extrapolates to an unphysical $`T_c`$ far below $`T_g`$. For lower temperatures, the data possibly bend over towards the true asymptote which however is not reached in our experiment. At this point we should note that the $`\nu _\sigma `$ are much more sensitive to noise and to remnants of the instrumental resolution than the $`\chi _\sigma `$.

### C Reanalyzing dielectric data

Dielectric loss has been measured in CRN over more than 11 decades in frequency, from 1 mHz to 380 GHz . Here we concentrate on the fast $`\beta `$ relaxation. The most remarkable feature of this regime is the extremely slow increase of $`ϵ^{\prime \prime }(\nu )`$ on the high-frequency side of the minimum. For three decades in frequency ($`40\text{ MHz}40\text{ GHz}`$) $`ϵ^{\prime \prime }(\nu )`$ follows a power law with an exponent $`a=0.2`$. As anticipated above, this implies $`\lambda =0.91`$. Using this value, the dielectric data could be fitted with the scaling function $`ϵ_\sigma g_\lambda (\nu /\nu _\sigma )`$ over a wide range, extending from about the minimum up to the highest measured frequencies.

As we have seen above, $`\lambda =0.91`$ is not compatible with the light and neutron scattering results. Furthermore we have seen that the asymptotic regime does not extend above some 100 GHz. Therefore we now reanalyze the dielectric data with an imposed value $`\lambda =0.79`$, concentrating on lower frequencies. The resulting fits are shown in Figure 8. As expected, the fits do not match the high-frequency wings (the data fall below the fit function, as in light scattering); on the other hand, the fits now cover much of the $`\nu <\nu _\sigma `$ wing.

The two fit parameters are shown in Figure 9. The $`ϵ_\sigma ^2`$ suggest $`T_c377`$K. Within their experimental uncertainty, the $`\nu _\sigma ^{2a}`$ seem compatible with such an extrapolation; their determination suffers however from the hitherto unavoidable frequency gaps in the dielectric broadband measurements.

## IV Comparison of the Three Spectroscopies

For each of the three spectroscopic techniques employed in this study, we found a fast $`\beta `$ relaxation. For each of the three data sets, we verified the asymptotic validity of the scaling function (1), and we found the temperature-dependent parameters at least in partial accord with the power laws (2) and (3).

The next question is whether the fits to the individual data sets are consistent with each other. From the factorization property of fast $`\beta `$ relaxation we expect that all susceptibilities converge towards the same frequency and temperature dependence. Anticipating this prediction, we have already imposed one value $`\lambda =0.79`$ to the analysis of all three data sets. Our fits confirm that all data can indeed be described by the same scaling function $`\chi _\sigma g_\lambda (\nu /\nu _\sigma )`$.

Additionally we expect a consistent temperature dependence of all amplitude $`\chi _\sigma `$ and frequencies $`\nu _\sigma `$. A fortiori, power-law fits to these parameters must extrapolate toward a unique value of $`T_c`$. In Sect. III linear fits to the $`\chi _\sigma ^2`$ gave

> | $`T_c`$ | from method | range |
> | --- | --- | --- |
> | $`367`$ K | light scattering | 378–412 K |
> | $`378`$ K | neutron scattering | 392–530 K |
> | $`377`$ K | dielectric loss | 381–420 K |

The spread of these $`T_c`$’s is definitely larger than the uncertainty of the experimental temperature scale. In order to reach a consistent interpretation of the three data sets, we replot in Figure 10 all MCT parameters on a common temperature scale. The amplitudes are scaled by an arbitrary factor. In this representation all $`\chi _\sigma ^2`$ above about 390 K appear compatible with a common power law (2). This suggests a reinterpretation of the light-scattering data. Shifting the fit range to higher temperatures we find indeed

> | $`T_c`$ | from method | range |
> | --- | --- | --- |
> | $`379`$ K | light scattering | 389–470 K |

as shown by the dashed line in Figure 3. Thus the amplitudes $`\chi _\sigma `$ can be given a consistent MCT interpretation with a common $`T_c378\pm 2`$K.

The same is not true for the frequencies $`\nu _\sigma `$. In light scattering we had found a consistent asymptotic temperature dependence of $`\nu _\sigma `$ and $`\chi _\sigma `$. This accord is however lost after shifting the fit range to higher temperatures: A free fit to the $`\nu _\sigma `$ does not help to obtain a $`T_c`$ above 370 K. In neutron scattering the $`\nu _\sigma `$ do not reach the power-law regime at all. Only in dielectric loss the $`\nu _\sigma `$ are possibly compatible with $`T_c378`$K.

Furthermore, within the asymptotic regime the $`\nu _\sigma `$ are expected to agree in absolute value. The comparison in Figure 10 shows that this is not the case for any temperature. This violation of the MCT factorization prediction is also confirmed by the direct comparison of measured susceptibilities in Figure 11: The positions of the minima differ by up to a factor 10. While each data set for itself seemed to be in good accord with the scaling predictions of MCT it now turns out that most if not all data are outside the true asymptotic regime.

## V Comparison with Other Glass Formers

### A CRN and CKN

We undertook this work with the intention of comparing CRN to the well-studied model liquid CKN. In planning and performing the scattering experiments we took full advantage of the experience gained in previous investigations, and we intentionally concentrated on the temperature and frequency window of fast $`\beta `$ relaxation. Therefore it is not surprising that by now our CRN data are more accurate and more complete than what has been published many years ago on CKN.

CKN was the material in which Cummins and coworkers first discovered the self-similarity of depolarized light-scattering spectra . Subsequent broad-band measurements were successfully described by the scaling laws of MCT, leading to $`\lambda =0.81\pm 0.05`$ and $`T_c=378\pm 5`$K . Later the light-scattering susceptibilities were also fitted across $`T_c`$ with extended MCT . Unfortunately, these studies, as any other at that time, had been undertaken with an unsufficient band pass in the tandem interferometer . Higher-order leaks cause distortions of the spectral line shapes which are most harmful at low temperatures. Above $`T_c`$, all qualitative observations will remain valid, but as we have shown in the case of propylene carbonate  the parameter $`\lambda `$ might change by as much as 0.06.

CKN was also the material in which neutron scattering experiments by Mezei and coworkers first showed the relevance of MCT. Elastic scans gave the first evidence for the onset of fast $`\beta `$ relaxation on approaching $`T_c`$, estimated at about 368 K . Later Mezei emphasized the uncertainty of this determination . Combined back-scattering and time-of-flight measurements revealed the cross-over between the asymptotic power laws $`S(q,\nu )\nu ^{1b}`$ and $`\nu ^{1+a}`$ ; a free fit of $`a`$ gave $`\lambda 0.80`$ whereas a consistent set of $`a`$ and $`b`$ suggested $`\lambda 0.89`$. More recent neutron scattering experiments concentrated on $`\alpha `$ relaxation , on the static structure factor , and on the microscopic dynamics above 100 GHz ; a state-of-the-art determination of $`\lambda `$ and $`T_c`$ for CKN is presently missing.

In contrast, dielectric loss in CKN has been measured recently  and with the same accuracy as in CRN. MCT fits to the CKN data gave $`\lambda 0.76`$ and $`T_c375`$K.

In this situation, it would be worthwhile to remeasure the dynamic susceptibility of CKN at selected temperatures above $`T_c`$ by light and neutron scattering. Such measurements would allow to determine more precise values of $`\lambda `$ and $`T_c`$, to cross-check the $`\beta `$ relaxation parameters obtained by different spectroscopies, and then to compare in more detail the overall behavior of CKN to that of CRN.

On the basis of the available data we can conclude that as soon as we restrict our analysis to frequencies below about 100 GHz there is no significant difference in the fast dynamics of CKN and CRN. The uncertainty in the determination of $`\lambda `$, especially for CKN, is presently much larger than any difference between CKN and CRN. Since both materials have the same calorimetric glass transition temperature, it is not unreasonable to compare also the $`T_c`$’s on absolute scale; the value 378 K for CRN agrees perfectly well with the best available estimates for CKN.

### B CRN and Organic Glass Formers

Similar studies of fast $`\beta `$ relaxation have already been undertaken in a number of organic glass formers. Light and neutron scattering around the susceptibility minimum have been compared in glycerol , salol , toluene , and trimethylheptane . In propylene carbonate  the scattering experiments have also been compared to dielectric and time-dependent optical measurements.

Most of these studies show the same trend as the present CRN data: Individual data sets seem in good accord with the scaling predictions of MCT, but the positions of the susceptibility minima do not coincide. The major exception is provided by glycerol where the factorization property seems to hold although the individual data sets do not reach the MCT asymptote .

In CRN and in toluene, the susceptibility minimum lies at lower frequencies for light scattering than for neutron scattering, whereas in salol, trimethylheptane and propylene carbonate the opposite is observed. On this basis it is presently impossible to give any microscopic explanation .

We do understand why fast $`\beta `$ relaxation appears in the dielectric loss data only within a rather small temperature range (up to about 40 K above $`T_c`$, whereas neutron scattering data show a $`\beta `$ minimum up to at least $`T_c+150`$ K): As explained at length for the case of propylene-carbonate  this is an immediate consequence of the scaling behavior of $`\alpha `$ relaxation. Since the $`\alpha `$ peak (relative to the susceptibility in the phonon range) is much stronger in dielectric loss than in the scattering experiments, it covers the $`\beta `$ minimum at relatively low temperatures.

## VI Conclusion

With each material we investigate it becomes clearer that fast $`\beta `$ relaxation is a constitutive property of glass-forming liquids. If we want to understand the macroscopic behavior of viscous liquids, we will have to understand the full evolution of fast dynamics from phonons towards $`\alpha `$ relaxation, passing inevitably through the $`\beta `$ relaxation regime.

Studies of simple models  suggest that the mode-coupling ansatz is in principle capable of providing an almost quantitatively correct description of fast dynamics. In the last years considerable progress has been made in extending MCT to molecular systems . A MCT of CKN or CRN seems not out of reach. However, until such a theory is developed we can compare experimental results only to asymptotic scaling laws or to numeric solutions of schematic mode-coupling models.

The present study shows once more that asymptotic fits are potentially misleading. They provide a valuable parameterization of $`\beta `$ relaxation and they help to uncover the universal behavior of different materials; but even good accord with the scaling predictions (1) – (3) does not guarantee that the true asymptotic regime is reached: any additional measurement can disprove the factorization.

This reservation does not contradict the relevance of MCT: Even for models which obey MCT by construction it has been shown  that the asymptotic $`\beta `$ regime is only reached at very low frequencies and for temperatures very close to $`T_c`$ (where the dynamics of molecular systems is dominated by hopping processes that are not contained in the usual MCT). Analytic expansions beyond the first-order scaling laws  make it plausible that in the preasymptotic regime the susceptibilities are severely distorted while the amplitudes $`\chi _\sigma `$ might still evolve in good accord with the power law (2).

In propylene carbonate it has been explicitely shown  that the different experimental susceptibilities can be described by simultaneous fits with a few-parameter mode-coupling model. We have no doubt that similar fits would also work in CRN. Considering however that we found no qualitative difference between CRN and CKN, we suggest that any additional experimental and theoretical effort be invested in the generally recognized model system CKN.

## Acknowledgements

We thank A. Maiazza (TU Darmstadt) for preparing the sample material used in all three spectroscopies, and G. André (LLB Saclay) for measuring the structure factor of CRN. We acknowledge financial aid by the Bundesministerium für Bildung, Wissenschaft, Forschung und Technologie through Verbundprojekte 03pe4tum9 and 03lo5au28 and through contract no. 13n6917, by the Deutsche Forschungsgemeinschaft under grant no. Lo264/8–1.


text:
# A note on noncommutative interpolation

## 1. Introduction

Interpolation problems for bounded analytic functions were studied quite intensively due to their many applications, for instance to the wave propagation in layered media, circuit synthesis, or robust control. On the mathematical side, they are strongly related to dilation theory and selfadjoint extensions of symmetric operators. Accordingly, it was some interest in generalizing the framework in which similar problems could be formulated. In this paper we deal with interpolation problems for tensor algebras. Problems of this type were already considered in literature (, ). Several methods were developed in these and other papers, each of them being of a specific interest. Here we consider similar formulations for data on the $`N`$-dimensional unit ball

$$_N()=\{Z=\left[\begin{array}{ccc}Z_1& \mathrm{}& Z_N\end{array}\right]()^N\underset{k=1}{\overset{N}{}}Z_k^{}Z_k<I_{}\},$$

where $``$ is a Hilbert space. When considering this framework, we need to introduce an evaluation of an element of the tensor algebra at a point of $`_N()`$, as well as appropriate derivations on the algebra. The goal of this paper is to define all these elements and formulate and solve Nevanlinna-Pick and Carathéodory type problems on $`_N()`$. All of these are done by using a new approach based on the displacement structure theory, as suggested in . This approach turns out to be quite elementary and has other benefits, some of which are presented in our companion paper .

The paper is organized as follows. In Section 2 we introduce a Szegö type kernel for $`_N()`$. Section 3 contains the description of our approach to interpolation on $`_N()`$ which is then illustrated by an application to a Nevanlinna-Pick type problem. The last section introduces some natural derivations on the tensor algebra and the formulation and solution of a Carathéodory type problem. There is a suggestion here about the posibility of developing a multidimensional calculus for tensor algebras that will be pursued elsewhere. In this paper, which is part of , we restrict ourselves to the development of the displacement structure approach to interpolation for tensor algebras.

## 2. Szegö kernels

Let $``$ be a Hilbert space and let $`()`$ denote the set of all bounded linear operators on $``$. If $`N`$ is a positive integer and $`Z=\left[\begin{array}{ccc}Z_1& \mathrm{}& Z_N\end{array}\right]`$, $`W=\left[\begin{array}{ccc}W_1& \mathrm{}& W_N\end{array}\right]`$ are two elements in $`()^N`$, then we define

$$(Z|W)=\underset{k=1}{\overset{N}{}}Z_k^{}W_k$$

and

$$_N()=\{Z=\left[\begin{array}{ccc}Z_1& \mathrm{}& Z_N\end{array}\right]()^N(Z|Z)<I_{}\},$$

where $`I_{}`$ denoted the identity operator on $``$.

We introduce a Szegö type kernel on $`_N()`$ by using some simple ideas from displacement structure theory (and which, in the case $`N=1`$ and $`=`$, would give the classical Szegö kernel $`K(z,w)=\frac{1}{1\overline{z}w}`$). Let $`Z_1`$, $`\mathrm{}`$, $`Z_n`$ be elements in $`_N()`$ and consider

(2.1)
$$F_k=_{l=1}^nZ_{l,k}^{},k=1,\mathrm{}N,$$

the diagonal matrix with the diagonal made of the $`k`$th components of $`Z_1`$, $`\mathrm{}`$, $`Z_n`$. Also, define

(2.2)
$$U=[\underset{nterms}{\underset{}{\begin{array}{ccc}I_{}& \mathrm{}& I_{}\end{array}}}]^{}.$$

It is easily seen that the so-called displacement equation

(2.3)
$$A\underset{k=1}{\overset{N}{}}F_kAF_k^{}=UU^{},$$

admits a unique positive solution $`A`$. In fact, it is simple to write the explicit form of the solution. Thus, let $`𝔽_N^+`$ be the unital free semigroup with $`N`$ generators $`1`$, …,$`N`$. The empty word is the identity element of $`𝔽_N^+`$. The length of the word $`\sigma `$ is denoted by $`|\sigma |`$ and we consider the lexicographic order on $`𝔽_N^+`$. We associate new Hilbert spaces to a Hilbert space $``$ by the following recursion: $`_0=`$ and for $`k1`$,

(2.4)
$$_k=\underset{Nterms}{\underset{}{_{k1}\mathrm{}_{k1}}}=_{k1}^N.$$

Then $`U_k=\left[F_\sigma U\right]_{|\sigma |=k}`$ gives a bounded operator from $`_k`$ into $``$, where $`F_\sigma `$ is a notation for the operator $`F_{i_1}\mathrm{}F_{i_k}`$ provided that $`\sigma =i_1\mathrm{}i_k`$ (we set $`F_{\mathrm{}}=I_{}`$). One easily checks that $`U_{\mathrm{}}^{}=\left[U_k\right]_{k=0}^{\mathrm{}}`$ is a bounded operator from $`_{k=0}^{\mathrm{}}_k`$ into $``$ and the solution of (2.3) is given by the formula $`A=U_{\mathrm{}}^{}U_{\mathrm{}}`$. We introduce the notation $`Z_\sigma ^{}=Z_{i_1}^{}\mathrm{}Z_{i_k}^{}`$ for $`\sigma =i_1\mathrm{}i_k`$; $`Z_\sigma ^{}`$ should be distinguished from $`(Z_\sigma )^{}`$, the adjoint of $`Z_\sigma `$. Also define $`L(Z)=\left[Z_\sigma \right]_{|\sigma |=0}^{\mathrm{}}`$ for $`Z`$ in $`_N()`$. Then the solution of (2.3) can be written in the form

$$A=\left[L(Z_j)L(Z_k)^{}\right]_{j,k=1}^n.$$

This formula suggests to introduce the positive definite kernel

(2.5)
$$K(Z,W)=L(Z)L(W)^{},Z,W_N(),$$

as another generalization of the classical Szegö kernel. Also, when $`=`$ and $`N>1`$, we obtain that

(2.6)
$$K(Z,W)=(1(Z|W))^1,$$

which is a positive definite kernel on the unit ball in the complex $`N`$-dimensional space $`^N`$ that was studied quite intensively in recent years (, ). Most notably, the kernel (2.6) has a universality property with respect to the Nevanlinna-Pick problem, as explained in . Note that for $`dim>1`$, the kernel (2.6) is no longer positive definite.

## 3. Nevanlinna-Pick interpolation

In this section we formulate and solve a Nevanlinna-Pick interpolation problem for the noncommutative analytic Toeplitz algebras introduced in . These algebras represent a multidimensional generalization of the classical Toeplitz algebra assocaited to the Hardy space $`H^{\mathrm{}}`$. One reason for their study is that they are Banach algebras containing the tensor algebra. The associative tensor algebra $`𝒯()`$ generated by the complex vector space $`=^N`$ is defined by the algebraic direct sum

$$𝒯()=_{k0}^k,$$

where $`^k=\underset{kfactors}{\underset{}{\mathrm{}}}`$ is the $`k`$-fold algebraic tensor product of $``$ with itself. Also, the Hilbert direct sum

$$()=_{k0}^k$$

is the full Fock space associated to $``$ (on each $`^k`$, $`k>1`$, we consider the tensor Hilbert space structure induced by the Euclidean norm on $`=^N`$; also $`^k=`$ and $`^1`$ \- see  for more details on Fock space constructions). The noncommutative Toeplitz algebra, , can be identified with the set of those $`\varphi ()`$ such that

$$sup\{\varphi p_{()}p𝒯(),p_{()}1\}<\mathrm{}.$$

We notice that each $`^k`$ can be identified with the Hilbert space $`_k`$ given by (2.4) and the noncommutative Toeplitz algebra is isometrically isomorphic to the algebra $`𝒰_𝒯()`$ of upper triangular operators $`T=[T_{ij}]_{i,j=0}^{\mathrm{}}(_{k=0}^{\mathrm{}}_k)`$ with the property that for $`ij`$ and $`i,j1`$,

(3.1)
$$T_{ij}=T_{i1,j1}^N,$$

where for an operator $`T`$, $`T^N=\underset{Nterms}{\underset{}{T\mathrm{}T}}`$. We also use the notation $`\text{diag}[T]`$ for the direct sum of a certain number of copies of $`T`$. Denote by $`𝒮()`$ the Schur class of all contractions in $`𝒰_𝒯()`$. Given a Hilbert space $``$, we can introduce the algebra $`𝒰_𝒯(,)`$ to be the set of all $`T=[T_{ij}]_{i,j=0}^{\mathrm{}}(_{k=0}^{\mathrm{}}_k)`$ satisfying (3.1). The corresponding Schur class of all contractions in $`𝒰_𝒯(,)`$ is denoted by $`𝒮(,)`$. Note that $`_k`$ can be identified with $`_k`$, which justifies our notation.

Since the noncommutative Toeplitz algebras were viewed as generalizations of the classical Toeplitz algebra, it was quite natural to study bounded interpolation problems in this setting. To that end, a ”point evaluation” was introduced and studied in ,  and references therein. At about the same time, bounded interpolation problems were studied for the algebra of upper triangular operators in , ,  (see  for details and other related references) and a point evaluation was introduced in this setting too. Since $`𝒰_𝒯(,)`$ is an algebra of upper triangular operators we can use the later approach as follows: for $`T𝒰_𝒯(,)`$ and $`Z_N()`$ define the operator

(3.2)
$$T(Z)=P_{}TL(Z)^{},$$

where $`P_{}`$ denotes the orthogonal projection of $`_{k=0}^{\mathrm{}}_k`$ onto $`(=_0)`$. The basic property that qualifies this operator as a point evaluation is given by the following result.

###### Lemma 3.1.

If $`T𝒰_𝒯(,)`$, then $`TL(Z)^{}=\text{diag}[T(Z)]L(Z)^{}.`$

###### Proof.

We write $`L(Z)=\left[\begin{array}{cccc}I& \stackrel{~}{Z}_1^{}& \stackrel{~}{Z}_2^{}& \mathrm{}\end{array}\right]`$, where $`\stackrel{~}{Z}_k^{}=\left[\begin{array}{c}Z_\sigma ^{}\end{array}\right]_{|\sigma |=k}`$. Due to the properties of the lexicographic order we deduce that $`\stackrel{~}{Z}_k^{}=\left[\begin{array}{cc}Z_1^{}\stackrel{~}{Z}_{k1}^{}& \mathrm{}Z_N^{}\stackrel{~}{Z}_{k1}^{}\end{array}\right]`$. Therefore the $`k`$th block entry of $`TL(Z)^{}`$ is

$$\begin{array}{ccc}\hfill _{l=0}^{\mathrm{}}T_{k,k+l}\stackrel{~}{Z}_{k+l}^{}& =& _{l=0}^{\mathrm{}}T_{k1,k+l1}^N\left[\begin{array}{c}\stackrel{~}{Z}_{k1}Z_1\\ \mathrm{}\\ \stackrel{~}{Z}_{k1}Z_N\end{array}\right]\hfill \\ & & \\ & =& \left[\begin{array}{c}_{l=0}^{\mathrm{}}T_{k1,k+l1}\stackrel{~}{Z}_{k1}Z_1\\ \mathrm{}\\ _{l=0}^{\mathrm{}}T_{k1,k+l1}\stackrel{~}{Z}_{k1}Z_N\end{array}\right].\hfill \end{array}$$

This formula can be used in an inductive argument in order to conclude the proof. ∎

We can now formulate the following Nevanlinna-Pick type problem:

###### Problem 3.2.

Determine for which $`Z_1`$, $`\mathrm{}`$, $`Z_n`$ in $`_N()`$ and $`B_1`$, $`\mathrm{}`$, $`B_n`$ in $`()`$ there is a $`T𝒮(,)`$ such that $`T(Z_k)=B_k`$, $`k=1,\mathrm{}n.`$

This problem can be solved by using the methods in , but here we indicate a new, elementary approach based on the displacement structure theory. More precisely, we use a result announced in  and proved in details in , that gives the solution of a so-called scattering experiment associated to the data of the Nevanlinna-Pick problem. We will show that this data can be encoded by a displacement equation of the following type:

(3.3)
$$A\underset{k=1}{\overset{N}{}}F_kAF_k^{}=GJG^{},$$

where $`F_k(𝒢)`$, $`k=1,\mathrm{},N`$, are given contractions on the Hilbert space $`𝒢`$. Also $`G=\left[\begin{array}{cc}U& V\end{array}\right](^2,𝒢)`$ and $`J=\left[\begin{array}{cc}I_{}& 0\\ 0& I_{}\end{array}\right]`$. The wave operators associated to (3.3) are introduced by the formulae: $`U_{\mathrm{}}^{}=\left[U_k\right]_{k=0}^{\mathrm{}}`$, $`V_{\mathrm{}}^{}=\left[V_k\right]_{k=0}^{\mathrm{}}`$, where $`U_k=\left[F_\sigma U\right]_{|\sigma |=k}:_k𝒢`$, $`V_k=\left[F_\sigma V\right]_{|\sigma |=k}:_k𝒢`$, and $`=^N`$. We will assume that both $`U_{\mathrm{}}`$ and $`V_{\mathrm{}}`$ are bounded and also that $`lim_k\mathrm{}_{|\sigma |=k}F_\sigma ^{}g=0`$ for all $`g𝒢`$. Under these assumptions we deduce that (3.3) has a unique solution given by

(3.4)
$$A=U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}.$$

###### Theorem 3.3.

The solution (3.4) of the displacement equation (3.3) is positive if and only if there exists $`T𝒮(,)`$ such that $`V_{\mathrm{}}=TU_{\mathrm{}}`$.

###### Proof.

For sake of completeness we indicate the main ideas of the proof. This will also show that our approach is quite elementary.

Assume $`A=U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}0`$ and let $`A=LL^{}`$ be a factorization of $`A`$ with $`L(,𝒢)`$ for some Hilbert space $``$. From (3.3) we deduce that

$$LL^{}+VV^{}=\underset{k=1}{\overset{N}{}}F_kLL^{}F_k^{}+UU^{}.$$

In matrix form,

(3.5)
$$\left[\begin{array}{cc}L& V\end{array}\right]\left[\begin{array}{c}L^{}\\ V^{}\end{array}\right]=\left[\begin{array}{cccc}F_1L& \mathrm{}& F_NL& U\end{array}\right]\left[\begin{array}{c}L^{}F_1^{}\\ \mathrm{}\\ L^{}F_N^{}\\ U^{}\end{array}\right].$$

Define $`A^{}=\left[\begin{array}{cc}L& V\end{array}\right]`$ and $`B^{}=\left[\begin{array}{cccc}F_1L& \mathrm{}& F_NL& U\end{array}\right]`$, then we deduce from (3.5) that there exists an unitary operator $`\theta _0(\overline{(B)},\overline{(A)})`$ such that $`A=\theta _0B.`$ It follows that there exist Hilbert spaces $`_1`$, $`_2`$, and an unitary extension $`\theta (^N_1,_2)`$ of $`\theta _0`$, hence this extension satisfies the relation

(3.6)
$$\left[\begin{array}{c}A\\ 0__2\end{array}\right]=\theta \left[\begin{array}{c}B\\ 0__1\end{array}\right].$$

Let $`\theta _{ij}`$, $`i\{1,2,3\}`$, $`j\{1,2,\mathrm{},N+2\}`$, be the matrix coefficients of $`\theta `$. It is convenient to rename some of these coefficients. Thus, we set

$$\begin{array}{cccc}X_k=\theta _{1k},& k=1,\mathrm{}N,& & Z=\theta _{1,N+1},\\ & & & \\ Y_k=\theta _{2k},& k=1,\mathrm{}N,& & W=\theta _{2,N+1}.\end{array}$$

From (3.6) we deduce that

$$L^{}=\underset{k=1}{\overset{N}{}}X_kL^{}F_k^{}+ZU^{}$$

and

$$V^{}=\underset{k=1}{\overset{N}{}}Y_kL^{}F_k^{}+WV^{}.$$

By induction we deduce that

(3.7)
$$V^{}=WU^{}+\underset{k=1}{\overset{N}{}}\underset{|\sigma |=0}{\overset{n}{}}Y_kX_\sigma ZU^{}F_{k\sigma }^{}+\underset{|\tau |=n+1}{}Q_\tau L^{}F_\tau ^{},$$

where $`Q_\tau `$ are monomials of length $`|\tau |`$ in the variables $`X_1`$, $`\mathrm{}`$,$`X_N`$, $`Y_1`$, $`\mathrm{}`$, $`Y_N`$. Since $`\theta `$ is unitary it follows that all $`Q_\tau `$ are contractions.

We define $`T_{00}=W`$ and for $`j>0`$,

$$T_{0j}=[Y_kX_\sigma Z]_{|\sigma |=j1;k=1,\mathrm{},N}.$$

Then we define $`T_{ij}`$, $`i>0`$, $`ji`$, by the formula (3.1) and $`T_{ij}=0`$ for $`i>j`$. It can be checked that $`T=[T_{ij}]_{i,j=0}^{\mathrm{}}`$ belongs to $`𝒮(,)`$. Also, since $`lim_k\mathrm{}_{|\sigma |=k}F_\sigma ^{}g=0`$ for all $`g𝒢`$, we deduce from (3.7) that $`V_{\mathrm{}}=TU_{\mathrm{}}`$. ∎

We can now give a solution to Problem (3.2).

###### Theorem 3.4.

Let $`Z_1`$, $`\mathrm{}`$, $`Z_n`$ be distinct elements in $`_N()`$ and $`B_1`$, $`\mathrm{}`$, $`B_n`$ in $`()`$. Then there is a $`T𝒮(,)`$ such that $`T(Z_k)=B_k`$, $`k=1,\mathrm{}n`$, if and only if the Pick matrix

$$P=\left[\begin{array}{c}L(Z_j)\text{diag}\left[IB_j^{}B_k\right]L(Z_k)^{}\end{array}\right]_{j,k=1}^n$$

is positive.

###### Proof.

First assume that $`P`$ is positive. Define the operators $`F_k`$, $`k=1,\mathrm{},N`$, by the formula (2.1). Let $`V=\left[\begin{array}{ccc}B_1& \mathrm{}& B_n\end{array}\right]^{}`$ and set $`G=\left[\begin{array}{cc}U& V\end{array}\right]`$, where $`U`$ was defined by (2.2). Then the unique solution of the displacement equation

$$A\underset{k=1}{\overset{N}{}}F_kAF_k^{}=GJG^{}$$

is $`P`$, which is positive. By Theorem 3.3, there is $`T𝒮(,)`$ such that $`V_{\mathrm{}}=TU_{\mathrm{}}`$. We can check that

$$U_{\mathrm{}}=\left[\begin{array}{ccc}L(Z_1)^{}& \mathrm{}& L(Z_n)^{}\end{array}\right],$$

$$V_{\mathrm{}}=\left[\begin{array}{ccc}\text{diag}\left[B_1\right]L(Z_1)^{}& \mathrm{}& \text{diag}\left[B_n\right]L(Z_n)^{}\end{array}\right].$$

From $`V_{\mathrm{}}=TU_{\mathrm{}}`$ we deduce that $`TL(Z_k)^{}=\text{diag}\left[B_k\right]L(Z_k)^{}`$, $`k=1,\mathrm{},n`$. By Lemma 3.1 we deduce that $`\text{diag}\left[B_k\right]L(Z_k)^{}=\text{diag}\left[T(Z_k)\right]L(Z_k)^{}`$, which implies that $`T(Z_k)=B_k`$, $`k=1,\mathrm{}n`$.

Conversely, assume that there is a $`T𝒮(,)`$ such that $`T(Z_k)=B_k`$, $`k=1,\mathrm{}n`$. Then , with the previous notation, we deduce that $`V_{\mathrm{}}=TU_{\mathrm{}}`$ and so,

$$P=U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}=U_{\mathrm{}}^{}(IT^{}T)U_{\mathrm{}}0$$

since $`T`$ is a contraction. ∎

If $`Z_k=\text{diag}\left[z_k\right]`$ for some $`z_k`$, $`k=1,\mathrm{}n`$, then Problem 3.2 reduces to the Nevanlinna-Pick type formulated in  and . In this case, Theorem 3.4 reduces to the results given in  and  for the solution of this problem.

## 4. Differentiation on $`𝒰_𝒯(,)`$

We introduce several derivations on $`𝒰_𝒯(,)`$. This might be of interest in intself and also it allows us to formulate interpolation problems involving higher derivates. The motivation for the definitions comes from similar constructions for the algebra of upper triangular operators given in  (see  for more details and additional references).

Let $`Z_N()`$, $`Z=\left[\begin{array}{ccc}Z_1& \mathrm{}& Z_N\end{array}\right]`$. We introduce the lower triangular operators $`F_k^{(l)}=\left[X_{ij}\right](_{k=0}^l_k)`$ with $`X_{00}=Z_k^{}`$, $`X_{10}=E_k`$, $`X_{i0}=0`$ for $`i>1`$, and otherwise $`X_{ij}=X_{i1,j1}^N`$. Also define

(4.1)
$$\begin{array}{cccc}U& =& [I_{}& \underset{N+\mathrm{}+N^lterms}{\underset{}{0\mathrm{}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}}}]^{}.\end{array}$$

Then $`U_{\mathrm{}}^{}=\left[F_\sigma ^{(l)}U\right]_{|\sigma |=0}^{\mathrm{}}`$ and notice that

$$U_{\mathrm{}}=\left[\begin{array}{cc}L(Z)^{}& \left[L(\sigma ,Z)\right]^{}\end{array}\right]_{|\sigma |=1}^l,$$

where $`L(\sigma ,Z)`$ are well-defined operators whose form follows from the previous relation. We define the partial derivatives

(4.2)
$$D_\sigma T_Z=P_{}TL(\sigma ,Z)^{},\sigma 𝔽_N^+;$$

also set $`D_{\mathrm{}}T_Z=T(Z)`$.

###### Remark 4.1.

We notice that

$$F_\sigma ^{(1)}=\left[\begin{array}{cc}Z_\sigma ^{}& 0\\ P_\sigma & (Z_\sigma ^{})^N\end{array}\right],$$

where $`P_\sigma `$ are defined by the recursions: $`P_k=E_k`$, $`k=1,\mathrm{},N`$, and

(4.3)
$$P_{k\tau }=E_kZ_\tau ^{}+(Z_k^{})^NP_\tau ,k=1,\mathrm{},N,\text{and}|\tau |>0.$$

We deduce from here that $`L_k(Z)=L(Z)A_k`$ for some densely defined unbounded operator $`A_k`$. We can formally write

$$D_kT_Z=P_{}TA_k^{}L(Z)^{},$$

so that, at least formally, we can define $`P_kT=TA^{}`$. Of course, this operator cannot be bounded, but its first row is a well defined bounded operator, $`S^{(1)}=\left[S_{0k}\right]_{k=0}^{\mathrm{}}`$. Therefore, we can introduce a densely defined operator $`D_kT`$ on $`_{k=0}^{\mathrm{}}_k`$, such that $`(D_kT)_{0k}=S_{0k}`$, $`k0`$, and otherwise $`(D_kT)_{ij}=(D_kT)_{i1,j1}`$. Then $`\delta _k(T)=D_kT`$ gives, formally, a derivation on $`𝒰_𝒯(,)`$. More details about these derivations are considered in .

A Carathéodory type problem can be formulated as follows.

###### Problem 4.2.

Given $`Z_N()`$ and $`l`$ a positive integer, determine for which $`B_k(_k,)`$, $`0kl`$, there is a $`T𝒮(,)`$ such that $`\left[D_\sigma T_Z\right]_{|\sigma |=k}=B_k`$ for $`0=1,\mathrm{}l.`$

The solution of Problem 4.2 can be obtained by a construction similar to the one involved in the proof of Theorem 3.4. Thus, let $`V=\left[\begin{array}{ccc}B_1& \mathrm{}& B_l\end{array}\right]^{}`$ and set $`G=\left[\begin{array}{cc}U& V\end{array}\right]`$, where $`U`$ is defined by (4.1). Then the unique solution of the displacement equation

$$A\underset{k=1}{\overset{N}{}}F_k^{(l)}A(F_k^{(l)})^{}=GJG^{}$$

is $`A=U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}`$, where we use the notation involved in the statement of Theorem 3.3. We obtain the following result.

###### Theorem 4.3.

Let $`Z_N()`$ and $`B_k(_k,)`$, $`0kl`$ be given. Then there is a $`T𝒮(,)`$ such that $`\left[D_\sigma T_Z\right]_{|\sigma |=k}=B_k`$, $`k=0,\mathrm{}l,`$ if and only if the matrix $`U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}`$ is positive.

###### Proof.

This is similar to the proof of Theorem 3.4 and we can omit the details. ∎

We notice that for $`Z=0`$ we deduce the Corollary 5.2 in . A more explicit form for $`U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}`$ can be obtained but that is only a notational matter.

We conclude this section by introducing another possible formulation of a Carathéodory type problem in this setting. Thus, we can introduce a total derivate of order $`k`$ at $`Z`$ by the formula:

(4.4)
$$D^kT_Z=\underset{|\sigma |=k}{}D_\sigma T_Z,k=1,\mathrm{},$$

and by convention $`D^0T_Z=T(Z)`$. A corresponding Carathéodory type problem can be formulated as follows.

###### Problem 4.4.

Given $`Z_N()`$ and $`l`$ a positive integer, determine for which $`B_k()`$, $`0kl`$, there is a $`T𝒮(,)`$ such that $`D^kT_Z=B_k`$ for $`k=0,\mathrm{}l.`$

We can show that this problem can be also solved by using the displacement structure approach. Thus, let $`l`$ be a positive integer and $`Z_N()`$, $`Z=\left[\begin{array}{ccc}Z_1& \mathrm{}& Z_N\end{array}\right]`$. Then, for $`1kN`$,

$$TF_k^{(l)}=\left[\begin{array}{ccccc}Z_k^{}& 0& \mathrm{}& & \\ I_{}& Z_k^{}& 0& \mathrm{}& \\ 0& I_{}& Z_k^{}& \mathrm{}& \\ \mathrm{}& & & \mathrm{}& \\ 0& \mathrm{}& 0& I_{}& Z_k^{}\end{array}\right]$$

and

(4.5)
$$\begin{array}{cccc}U& =& [I_{}& \underset{lterms}{\underset{}{0\mathrm{}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}}}]^{}.\end{array}$$

The associated $`U_{\mathrm{}}^{}=\left[TF_\sigma ^{(l)}U\right]_{|\sigma |=0}^{\mathrm{}}`$ can be written in the form

$$U_{\mathrm{}}=\left[\begin{array}{cccc}L(Z)& M_1(Z)& \mathrm{}& M_l(Z)\end{array}\right],$$

for some operators $`M_k(Z)`$, $`k=1`$, $`\mathrm{}`$, $`l`$.

###### Lemma 4.5.

$$D^kT_Z=P_{}TM_k(Z).$$

###### Proof.

We prove by induction that

$$F_\sigma ^{(l)}=\left[\begin{array}{ccccc}Z_\sigma ^{}& 0& \mathrm{}& & \\ P_1(\sigma )& (Z_\sigma ^{})^N& 0& \mathrm{}& \\ P_2(\sigma )& (P_{1,\sigma })^N& (Z_\sigma ^{})^{N^2}& \mathrm{}& \\ \mathrm{}& & & \mathrm{}& \\ P_l(\sigma )& & \mathrm{}& & (Z_\sigma ^{})^{N^l}\end{array}\right]$$

and with $`P_0(\sigma )=Z_\sigma ^{},`$

(4.6)
$$P_j(k\sigma )=E_k^{N^{j1}}P_{j1}(\sigma )+(Z_\sigma ^{})^{N^j}P_j(\sigma ),k=1,\mathrm{},N.$$

Similarly,

$$TF_\sigma ^{(l)}=\left[\begin{array}{ccccc}Z_\sigma ^{}& 0& \mathrm{}& & \\ Q_1(\sigma )& Z_\sigma ^{}& 0& \mathrm{}& \\ Q_2(\sigma )& Q_1(\sigma )& Z_\sigma ^{}& \mathrm{}& \\ \mathrm{}& & & \mathrm{}& \\ Q_l(\sigma )& & \mathrm{}& Q_1(\sigma )& Z_\sigma ^{}\end{array}\right]$$

and with $`Q_0(\sigma )=Z_\sigma ^{},`$

(4.7)
$$Q_j(k\sigma )=Q_{j1}(\sigma )+Z_\sigma ^{}Q_j(\sigma ),k=1,\mathrm{},N.$$

Now, each $`P_j(\sigma )`$ is a column matrix with $`N^j`$ entries $`P_j^s(\sigma )`$. From (4.6) and (4.7) it follows that

$$\underset{s=1}{\overset{N^j}{}}P_j^s(\sigma )=Q_j(\sigma )$$

and this implies the required formula. ∎

This remark allows us tho solve Problem 4.4 in the same way we solved Problem 4.2. Thus, define $`V=\left[\begin{array}{ccc}B_1& \mathrm{}& B_l\end{array}\right]^{}`$ and set $`G=\left[\begin{array}{cc}U& V\end{array}\right]`$, where $`U`$ is defined by (4.5). Then the unique solution of the displacement equation

$$A\underset{k=1}{\overset{N}{}}F_k^{(l)}A(F_k^{(l)})^{}=GJG^{}$$

is $`A=U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}`$, where again we use the notation involved in the statement of Theorem 3.3. With the same proof as that of Theorem 4.3 we obtain the following result.

###### Theorem 4.6.

Let $`Z_N()`$ and $`B_k()`$, $`0kl`$ be given. Then there is a $`T𝒮(,)`$ such that $`D^kT_Z=B_k`$ for $`k=0,\mathrm{}l`$ if and only if the matrix $`U_{\mathrm{}}^{}U_{\mathrm{}}V_{\mathrm{}}^{}V_{\mathrm{}}`$ is positive.