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# TeV 𝛾-ray Astronomy in the new Millennium

## 1. Introduction

Very High Energy $`\gamma `$-ray astronomy (VHE defined as the energy range of 200 GeV - 50 TeV) has extended the photon spectrum of high energy astrophysics of galactic and extragalactic sources through adding a new observational window. Imaging atmospheric Cherenkov telescopes111CANGAROO, CAT, Durham, HEGRA, Whipple and Telescope Array, for an overview see Catanese & Weekes (2000) have taken the lead in this energy range because of their large collection area ($`10^410^5\mathrm{m}^2`$), good sensitivity, high angular resolution, good energy resolution and low energy threshold (Ong 1998). The scientific objectives for exploring the universe with VHE photons can be summarized as follows:

I. One of the long standing prime objectives for VHE $`\gamma `$-ray astronomy is to find the sources of cosmic rays. Cosmic rays can be traced through their interactions with matter and subsequent $`\gamma `$-ray emission via $`\pi ^0`$ production. Where and how does nature accelerate particles to energies that extend to $`10^{20}`$ eV and beyond?

II. The sky above 10 GeV is still largely unexplored. This is one of the last regions of the astrophysical electromagnetic spectrum with the benefit of the unknown - less than a percent of the sky has been scanned with highly sensitive222A sensitive detector is defined in this paper as an instrument capable of detecting the Crab Nebula in a few hours of observation at the $`>5\sigma `$ level. VHE telescopes. It is important to realize that VHE $`\gamma `$-ray telescopes enter a regime of particle physics phenomena that is complementary to accelerator laboratories: a) Annihilation lines from supersymmetric particle decays constitute an exciting possibility for astroparticle physics333Neutralino annihilation of astrophysical origin has been recently reviewed by Bergström et al. 1998 as a possible test to constrain supersymmetric particle theory.. b) Probing quantum gravity effects of photons traveling cosmological distances have been suggested (Amelino-Camelia et al. 1998; Biller et al 2000). c) Also searches for primordial black holes with future imaging atmospheric Cherenkov telescopes have been revived (Krennrich, Le Bohec & Weekes 2000).

III. At lower energies, observations of HE $`\gamma `$-rays (20 MeV - 20 GeV) with the EGRET telescope on-board of the Compton Gamma Ray Observatory, have revealed more than 270 sources (Hartmann et al. 1999): 7 pulsars, 66 high-confidence blazars, 27 lower-confidence blazar identifications, 170 sources not yet identified with known objects (EGRET unidentified sources). It is apparent that the high energy universe is not as sparsely populated as early measurements in the 1960s and 1970s with less sensitive first generation space telescopes OSO-3 (Kraushaar et al. 1972), SAS-2 (Derdeyn et al. 1972; Fichtel et al. 1975) and COS-B (Scarsi et al. 1977) indicated. The future generation space telescope (Gamma Ray Large Area Space Telescope: GLAST) is expected to detect in the order of $`10^4`$ sources (Michelson et al. 1999), with a wealth of GeV $`\gamma `$-ray astrophysics to be explored. A major objective of VHE $`\gamma `$-ray astronomy is to extend observations of the electromagnetic universe to higher energies, to arrive at a more complete picture of the non-thermal leptonic component in astrophysical objects.

In this paper I emphasize point I. and elude to the search for evidence for cosmic-ray hadron acceleration in sources and potential sources of VHE $`\gamma `$-ray emission. Recent observations and some selected results relevant to particle acceleration are summarized in section 2. In section 3, I discuss the next generation atmospheric Cherenkov telescopes, their capabilities and their prospects for establishing astrophysical sites of particle acceleration, in particular sources of nucleonic cosmic-rays.

To date, imaging atmospheric Cherenkov telescopes provide a source catalog (Table 1) consisting of 12 sources (see also Weekes 2000): 2 high confidence plerions, 1 lower-confidence plerion, 2 high confidence blazars, 4 lower-confidence blazar identifications, 3 lower-confidence shell-type supernova remnants. Despite the small number of sources at $`\mathrm{E}`$ 200 GeV, some of the observations (Crab, Markarian 421 and Markarian 501) have revealed statistically strong detections444During flaring activity of Markarian 421 and Markarian 501 detections at the 20 - 40 $`\sigma `$ level were achieved per night in a few hours of observation (Gaidos et al. 1996; Quinn et al. 1999). with profound and surprising implications.

To answer the question, as to why so few of the EGRET sources have been seen at TeV energies, it is useful to consider galactic and extragalactic sources separately. Pulsars and unidentified galactic EGRET sources possibly undergo an intrinsic cutoff at the $`\gamma `$-ray production site (e.g., Daugherty & Harding 1996 and references therein; Grenier 1999). For galactic EGRET sources to become detectable with atmospheric Cherenkov telescopes and take advantage of their large collection area, the energy threshold of those has to be lowered, ideally down to the high end of EGRET energies (10 GeV). The non-detection of most EGRET blazars, might be related to an intrinsic cutoff and/or the transparency of the universe on extragalactic distance scales due to the interaction of TeV photons with the infrared background photons via $`\gamma \gamma \mathrm{e}^+\mathrm{e}^{}`$. However, the universe for redshifts of $`\mathrm{z}1`$ becomes essentially transparent for photon energies E $``$ 40 GeV (Stecker 2000), showing the need to lower the energy threshold of atmospheric Cherenkov telescopes to the 50 GeV range.

## 2. Observations:

### 2.1. Galactic Sources: Supernova Remnants - Plerions

Plerions constitute a class of supernova remnants, that contain a young pulsar with a large spin-down rate that powers a synchrotron nebula through the injection of relativistic particles (Harding 1996). At VHE energies three plerions have been detected: the Crab Nebula, Vela and PSR1706-44. For all three sources the emission is not pulsed and it appears to be constant. This is different from observations at GeV energies, where EGRET observed predominantly pulsed emission (Thompson et al. 1997). With the GeV observations testing the particle acceleration process near the pulsar magnetosphere and the VHE observations constraining the particle energy distribution and magnetic field in the surrounding nebula, both are important for the understanding of pulsars.

#### Crab Nebula:

The first unequivocal detection of VHE photons from the Crab Nebula (Weekes et al. 1989) has established the feasibility of the ground-based detection of VHE $`\gamma `$-rays. Production of HE (unpulsed component at E $`1`$ GeV) and VHE photons can be explained as inverse Compton scattering by relativistic electrons of target photons from synchrotron radiation (synchrotron self-Compton: SSC) and/or ambient infrared and microwave background photons (inverse Compton: IC). Because of its strong synchrotron luminosity (X-rays) and strong magnetic field (fairly young pulsar), the VHE $`\gamma `$-ray flux from the Crab Nebula is attributed dominantly to SSC emission (e.g., De Jager & Harding 1992; Harding 1996).

VHE observations can yield important information about the energy spectrum of the electrons, thus constraining the particle acceleration mechanism, e.g., the maximum electron energy. VHE data (Hillas et al. 1998) together with EGRET data (De Jager et al. 1996) and X-ray spectra (see references in Hillas et al. 1998) have been used to estimate the average magnetic field strength in the X-ray nebula. A magnetic field of $`160\mu `$G seems to provide the best fit to the multiwavelength spectrum (Figure 1) between X-ray to several TeV energies (Hillas et al. 1998). In a recent paper by Aharonian et al. (2000a) a magnetic field strength of ($`170\pm 30)\mu `$G has been derived, confirming the previous result. The synchrotron self-Compton model also allows the derivation of the maximum electron energy (De Jager & Harding 1992) of $`\mathrm{E}_{\mathrm{max}}10^{16}`$ eV.

No evidence for $`\gamma `$-rays from $`\pi ^0`$ decays is present in the data. If protons were accelerated in the Crab Pulsar (Atoyan & Aharonian 1996; Bednarek & Protheroe 1997), they could make a noticeable contribution to the $`\gamma `$-ray flux above 10 TeV, a regime where synchrotron cooling and the energy dependency of the Klein-Nishina cross-section steepens the SSC contribution.

The measurement of the Crab spectrum above 10 TeV can be most efficiently addressed using the large zenith angle technique (Krennrich et al. 1997; Krennrich et al. 1999a; Tanimori et al. 1999; Aharonian et al. 2000a). A dedicated program over the typical lifetime (5 years) of one of the future telescope arrays (VERITAS) could achieve a high precision spectrum of the Crab Nebula between 50 GeV and 50 TeV.

At the low energy end, a recent detection of 50 GeV photons from the Crab Nebula by the CELESTE collaboration (De Naurois et al. 2000) using an array of heliostats as a $`\gamma `$-ray telescope emphasizes the progress that has been made in closing the energy gap between satellite instruments and ground-based telescopes. The Crab Nebula will play an important role in cross-calibrating future ground-based $`\gamma `$-ray telescopes located in the northern hemisphere (MAGIC, VERITAS) with GLAST.

In summary, the Crab Nebula although not favored as an acceleration site of hadronic cosmic rays, is an important testbed and calibration source for models (in particular SSC) of $`\gamma `$-ray production and for searching for a hadronic component at $`\mathrm{E}>`$ 10 TeV.

#### Other plerions: Vela, PSR 1706-44

Vela (Yoshikoshi et al. 1997) and PSR 1706-44 (Kifune et al. 1995: Chadwick et al. 1997) have been detected in VHE $`\gamma `$-rays. The VHE $`\gamma `$-rays from the direction of $`\gamma `$-ray pulsar PSR 1706-44 could be associated with a surrounding nebula similar to the Crab Nebula. However, the emission is likely due to inverse Compton scattering of electrons off the 2.7 K cosmic microwave background radiation. Since unpulsed X-ray emission has been observed by ROSAT (Becker et al. 1994) a plerion with a weak magnetic field seems a reasonable explanation for the VHE emission from PSR 1706-44. Plerions with a weak magnetic field could become standard candles in the HE - VHE $`\gamma `$-ray regime to test models involving IC scattering on the cosmic microwave background.

### 2.2. Galactic Sources: Pulsars

A major distinction between pulsar models is whether the pulsed $`\gamma `$-ray emission is produced by particles accelerated near the polar cap (Daugherty & Harding 1996) or in the outer magnetosphere (Cheng, Ho & Ruderman 1986; Romani 1996). Both mechanisms result in $`\mathrm{e}^+\mathrm{e}^{}`$ pairs, which produce synchrotron radiation and, via Compton scattering, boost soft photons to high energy $`\gamma `$-rays. If VHE photons were produced near the polar cap, they would produce $`\mathrm{e}^+\mathrm{e}^{}`$ on the strong magnetic fields, precluding the detection of VHE $`\gamma `$-rays. Therefore, if TeV pulsations are observed, then pulsed emission must have its origin relatively far from the neutron star surface, e.g., in the outer magnetosphere, supporting the outer gap model.

#### Crab, Geminga, Vela, PSR B1951+32:

EGRET has detected at least 6 pulsars: Crab, Geminga, Vela, PSR B1951+32, PSR1706-44, PSR B1055-52 (Thompson 1997). Searches for pulsed emission at VHE energies from the Crab Nebula (Lessard et al. 2000; Aharonian et al. 1999a), Geminga (Akerlof et al. 1993; Aharonian et al. 1999a), the Vela pulsar (Yoshikoshi et al. 1997), PSR1509-58 (Sako et al. 2000) and PSR B1951+32 (Srinivasan et al. 1997) have yielded null results. EGRET data of PSR B1951+32 in fact shows a rising spectrum indicating that the maximum power occurs at several GeV. The Whipple upper limit (Srinivasan et al. 1997) to the pulsed flux (E$`>260`$ GeV) is two orders of magnitude below the extrapolated EGRET spectrum setting the most severe constraint on the outer gap model (Cheng, Ho & Ruderman 1986). Instruments with a lower energy threshold ($`<`$ 50 GeV) are required (De Jager 2000) to constrain the apparently sharp cutoff in pulsars through a measurement of the pulsed $`\gamma `$-ray spectrum.

### 2.3. Galactic Sources: Shell-type Supernova Remnants

Supernovae are the primary candidates held responsible for the flux of hadronic cosmic rays up to energies of approximately $`\mathrm{Z}\times 10^{14}\mathrm{eV}`$ (Z = nuclear charge or particle) for two reasons: 1. they appear to be the only galactic objects capable of supplying the power required for the cosmic-ray energy density in our galaxy, 2. a theory of diffuse shock acceleration (Blandford & Ostriker 1978; Bell 1978; Legage & Cesarski 1983) does produce a power-law spectrum of $`\mathrm{dN}/\mathrm{dE}\mathrm{E}^{2.1}`$. This would be consistent with the observed local cosmic ray spectrum $`\mathrm{dN}/\mathrm{dE}\mathrm{E}^{2.7}`$, after correcting for galactic diffusion by $`\mathrm{E}^{0.6}`$ (Swordy et al. 1990). Biermann & Strom (1993) suggest a primary source spectrum somewhat steeper ($`\mathrm{dN}/\mathrm{dE}\mathrm{E}^{2.33}`$) requiring a factor of $`\mathrm{dN}/\mathrm{dE}\mathrm{E}^{0.3}`$ for galactic leakage.

It was suggested (Drury, Aharonian & Völk 1994; Naito & Takahara 1994) that observations of HE - VHE $`\gamma `$-rays, due to collisions of cosmic ray nuclei with the interstellar medium via $`\pi ^0`$ production, could provide the crucial evidence for cosmic-ray acceleration in shell-type supernova remnants (SNRs). The $`\gamma `$-ray spectrum would reflect the spectral index of the cosmic-ray spectrum at the source. A clear indication for acceleration of nuclei in SNRs would be the $`\pi ^0`$ bump at low energies with the spectrum extending to ten’s of TeV, assuming the background from the galactic plane diffuse $`\gamma `$-ray emission can be separated from the SNR.

However, experimentally the situation is complicated by a possible inverse Compton $`\gamma `$-ray component from VHE electrons boosting 2.7 K microwave background photons to TeV energies. In order to establish $`\gamma `$-rays with $`\pi ^0`$ origin in supernova remnants, the contribution from electrons has to be subtracted. This will require to measure the $`\gamma `$-ray energy spectrum over a wide energy range, ideally from 10 MeV - 10 TeV.

#### SN 1006, RXJ1713.7-3946:

Recently the CANGAROO collaboration has reported the detection of $`\gamma `$-rays from two shell-type SNRs - SN 1006 (Tanimori et al. 1998b)555It should be noted that that observations (Chadwick et al. 1999) with the Durham Mark VI telescope set an upper limit on this source conflicting with the CANGAROO observation. For further details see Weekes (1999)., and RXJ1713.7-3946 (Muraishi et al. 2000). These observations still require confirmation and the measurement of energy spectra, accurate enough to distinguish a spectral index (2.1) for diffuse shock acceleration (Blandford & Ostriker 1978; Bell 1978; Legage & Cesarski 1983) from other scenarios.

To date, these detections prove to be inconclusive as to whether or not shell-type SNRs accelerate hadronic cosmic rays (Aharonian & Atoyan 1999; Baring 1999). The reason is, that the origin of the TeV photons can be linked to the X-ray emission in these objects. The discovery of non-thermal X-ray emission in SN 1006 provided the first unambiguous evidence for electrons with energies up to 100 TeV in SN 1006 (Koyama et al. 1995). Similarly SNR RXJ1713.7-3946 was recently discovered as an X-ray source in ROSAT and ASCA data (Pfeffermann & Aschenbach 1996).

Therefore, VHE photons detected from SN 1006 and RXJ1713.7-3946 may well arise from VHE electrons via inverse Compton scattering against low energy photons (2.7 K). In fact, VHE emission from SN 1006 had been suggested by several theorists (Pohl 1996; Mastichiadis 1996; Mastichiadis & de Jager 1996; Yoshida & Yanagita 1997) based on this picture using the X-ray luminosity and an equipartition magnetic field estimate. Conversely, the VHE flux together with the X-ray flux from SN 1006 provides an estimate of the magnetic field strength in the X-ray shell, yielding a value of $`6.5\pm 2\mu `$G (Tanimori et al. 1998b). A hadronic component is however not ruled out, but might be difficult to distinguish from the IC component based on the VHE spectrum alone (Aharonian & Atoyan 1999). These authors suggest that spatially resolving the VHE emission region to search for correlations with matter density might become an important tool in settling the question whether or not hadronic processes play a significant role.

Another example of a shell-type supernova remnant with a potentially strong inverse Compton component is RXJ1713.7-3946 because it has been detected in X-rays (Pfeffermann & Aschenbach 1996) showing a non-thermal emission in the shell. A detection of VHE photons has been reported by Muraishi et al. (2000). Under the assumption that the origin of the TeV photons is related to IC scattering of electrons on the microwave background radiation, a magnetic field of $`11\mu `$G was estimated.

#### IC443, $`\gamma `$-Cygni, W44, W51, W63 and Tycho:

Neither SN 1006 nor RXJ1713.7-3946 were on the top of the list of good candidates for searching for VHE emission from neutral pions in shell-type SNRs. This is different for a set of SNRs chosen by Buckley et al. (1998): IC443, $`\gamma `$-Cygni, W44, W51, W63 and Tycho. Among other criteria, the latter were selected with view for an enhanced $`\pi ^0`$ component through a possible association with a molecular cloud. Most importantly, $`\gamma `$-Cygni, W44 & IC443 show a possible association with EGRET sources: the positions of 3 unidentified EGRET sources are consistent with these shell-type SNRs (Sturner & Dermer 1995; Esposito et al. 1996; Lamb & Macomb 1997; Jaffe et al. 1997). However, because of EGRET’s limited angular resolution a clear identification cannot be made.

Following Buckley et al. (1998), by assuming that the EGRET emission is from these shell-type SNRs and that $`\gamma `$-ray emission comes dominantly from $`\pi ^0`$’s, the spectral index for these SNRs would have to be softer (2.5 for $`\gamma `$-Cygni, 2.4 for IC443) than predicted by Drury, Aharonian & Völk (1994). Gaisser, Protheroe & Stanev (1998) performed multiwavelength fits to the EGRET data and Whipple upper limits. They find that a differential spectral index of nuclei and electrons (assuming electrons and nuclei are accelerated with the same spectral indices) is $``$ 2.2 - 2.4 (Gaisser, Protheroe & Stanev 1998).

#### Cas-A:

A high X-ray flux and a hard spectrum (Allen, Gotthelf & Petre 1999) and the relatively high ambient matter density makes Cas-A an example of a shell-type supernova remnant that might exhibit both, a strong IC and/or a high $`\pi ^0`$ $`\gamma `$-ray component. HEGRA presented evidence for VHE emission from Cas-A (Pühlhofer et al. 1999) at the 3.4 - 4.5 $`\sigma `$ level, however, verification of the result will be required.

GLAST and future ground-based Cherenkov telescopes will provide unambiguous source identification and measurements of the energy spectra with high sensitivity. GLAST at the low end of the spectrum could see the $`\pi ^0`$ bump (Ormes, Digel, Moskalenko & Williamsen 1999) which could provide evidence for acceleration of hadronic nuclei. However, the background from the diffuse galactic plane emission also exhibits a $`\pi ^0`$ bump, making this signature ambiguous. TeV telescopes could measure the spectrum between 50 GeV up to ten’s of TeV providing together with GLAST a spectral constraint between 10 MeV - 50 TeV. Together with the X-ray spectrum this could provide the spectral data necessary to untangle the IC from the nucleonic components. Furthermore spatial correlations with X-ray emission could trace the IC component whereas a correlation with matter density could trace the nucleonic component.

### 2.4. Galactic Plane:

Cosmic rays interacting with the interstellar medium (ISM) give rise to the emission of $`\gamma `$-rays over a wide range of energies. The processes considered are bremsstrahlung, inverse Compton scattering, and the $`\pi ^0`$ production via hadronic interactions of protons and nuclei; however, the magnitude of their individual contributions to the observed $`\gamma `$-ray flux has become a matter of debate. In the COS-B era, the situation appeared fairly non-controversial with the $`\gamma `$-ray emission (Mayer-Hasselwander et al. 1982) matching the model by Bertsch et al. (1993) well without major discrepancies between observations and theory.

This has changed with EGRET observations. Although, the EGRET data show good spatial agreement with model calculations, at energies above 1 GeV the observed intensity surprisingly exceeds the model prediction by 60% (Hunter et al. 1997). Various suggestions have been made to resolve this discrepancy. Hunter et al. (1997) proposed that the excess is due to unresolved point sources. Pohl et al. (1997) showed that unresolved $`\gamma `$-ray pulsars could significantly contribute to the diffuse galactic emission; however, the latitude distribution for pulsars is too narrow to explain the observed excess.

Attempts to explain the flux at E $`>`$ 1 GeV by a harder interstellar proton spectrum (Mori 1997; Moskalenko, Strong & Reimer 1998) than locally observed, are limited by constraints from antiproton and positron measurements (Strong, Moskalenko & Reimer 2000). It has also been suggested (Pohl & Esposito 1998), that the interstellar electron spectrum can be harder than that locally observed, allowing a significant inverse Compton contribution at higher energies. A recent study (Strong, Moskalenko & Reimer 2000) shows in fact that a harder electron spectrum (injection index 1.8) and a modified nucleon spectrum (in agreement with antiproton and positron flux constraints) can fit the data between 10 MeV - 30 GeV reasonably well (see Figure 2). Given the hard $`\gamma `$-ray spectrum above 1 GeV the prospects for detecting the diffuse emission from the galactic plane at 100’s of GeV with ground-based Cherenkov telescopes are promising if the spectrum extends. Observations by the Whipple collaboration (Le Bohec et al. 2000) have provided an upper limit that is close to the extrapolation of the EGRET spectrum. These data resulted in a lower limit of $`\alpha =2.31`$ ($`\mathrm{dN}/\mathrm{dE}\mathrm{E}^\alpha `$) on the differential spectral index (Figure 2), assuming there is no break in the spectrum between 30 - 500 GeV. The Whipple upper limit at 500 GeV, provides strong evidence that, if the excess at GeV energies is due to an IC component from electrons, either the electron spectrum undergoes a sharp intrinsic cutoff at the acceleration site, or cooling processes result in a spectral break.

### 2.5. Extragalactic Sources: Blazars

Active galactic nuclei (AGNs) observed at $`\gamma `$-ray energies of E $`>`$ 100 MeV are believed to exhibit highly anisotropic radiation along their jets. Those with their jet axis closely aligned with the observer’s line of sight are collectively called blazars and include optically violent variable quasars, highly polarized quasars and BL Lacertae (BL Lac) objects. Their emission spectrum is dominated by non-thermal emission which spans the entire wavelength range from radio to $`\gamma `$-rays. Short flux variability and dominantly non-thermal emission suggests that the observed radiation in these objects is produced primarily by a jet of highly relativistic particles with the emission region moving at relativistic speed towards the direction of the observer.

This preferred geometry implies that the luminosity in the direction of the jet is greatly enhanced by the 4th power of the relativistic Doppler factor (typically $`\mathrm{\hspace{0.25em}10}`$), making blazars appear even more powerful (Blandford & Rees 1978).

#### Variability: Markarian 421, Markarian 501:

VHE observations of Markarian 421 and Markarian 501 have revealed extremely variable $`\gamma `$-ray emission (Gaidos et al. 1996: Quinn et al. 1999). Observations of Markarian 421 on May 7 1996 came as a surprise, showing a flux increase by a factor of 50 reaching a maximum of 10 Crab (flux measured in units of the steady emission from the Crab Nebula) within two hours (Figure 3). A remarkably short doubling and decay time of 15 minutes was observed on May 15 1996. These short flux variations provide information about particle acceleration, energy loss, the emission process in the jet, the bulk Lorentz factor (from $`\gamma \gamma e^+e^{}`$ opacity argument) and the size of the emission region. The Markarian 421 observations indicate a compact emission region of 1 - 10 light hours in diameter ($`\mathrm{R}10^4`$ pc) corresponding to 10 Schwarzschild radii of a $`10^8`$ solar mass black hole (Gaidos et al. 1996).

The location of the emission region could be either close to the supermassive black hole or, in the case of a shock front propagating out along the jet, substantially further out. It is important to note, that the minimum detectable variability time scale is limited by the sensitivity of existing $`\gamma `$-ray detectors, shorter variability time scales cannot be ruled out. One objective of future generation detectors will be to measure the minimum variability time scale, by the means of a lowered energy threshold and increased collection area.

Variability over a wide range of time scales has been observed for the $`\gamma `$-ray emission of Markarian 501. Markarian 501 at the time it was discovered as a $`\gamma `$-ray blazar (Quinn et al. 1996) showed a flux level of $``$ 7% of the Crab. Figure 4 shows the night by night $`\gamma `$-ray rates between 1995 - 1998 in units of Crab. A variability time scale of a month can be seen in the 1996 data, day-scale variability (up to $``$ 4 Crab) can be seen in the 1997 data and even hour scale variability can be seen for two nights in 1997 (Quinn et al. 1999).

The wide range of variability time scales established by these observations naturally raises the question as to what causes these variations and further more, are they of the same origin? Perhaps the most intriguing questions about the particle jet are, what is the acceleration mechanism and which particles are accelerated in the jet: electrons and positrons (collectively called electrons), or protons, or both. In leptonic models of blazars, the main source of $`\gamma `$-rays is Compton scattering of soft photons by energetic electrons in the jet. The source of soft photons could be due to self-synchrotron radiation of the electrons in the jet (Maraschi, Ghisellini & Celotti 1992; Marscher & Bloom 1994), referred to as SSC models. On the other hand, if the soft photons originate from ambient radiation external to the jet, e.g., the accretion disk (Dermer, Schlickeiser & Mastichiadis 1992) or broad-line region clouds (Sikora, Begelmann & Rees 1994; Blandford & Levinson 1995). Modelers call those external Compton models (EC).

A source of $`\gamma `$-rays related to cosmic ray acceleration could be due to photo-meson ($`\mathrm{p}\gamma \pi \mathrm{X}`$) or photo-pair ($`\mathrm{p}\gamma \mathrm{e}^\pm \mathrm{X}`$) production of high energy protons (Mannheim & Biermann 1992). The photo-meson and photo-pair production cross sections are a factor of $`10^3`$ smaller than the typical cross section of the leptonic processes requiring higher proton energies (Lorentz factors) in the range of $`10^{17}10^{19}`$ eV (Mannheim 1993) to explain VHE emission from blazars. Also synchrotron radiation from protons has been suggested as a source of TeV photons (Mücke & Protheroe 2000; Aharonian 2000).

Strong flux variability can be used to estimate the cooling time scales and/or the acceleration time scale (whichever dominates the process) of the emission mechanism at work, providing an additional constraint to models (Maraschi et al. 1999). For example, the high energy radiation from a photo-meson or photo-pair induced cascade decays more slowly than SSC radiation (Böttcher & Dermer 1998). However, testing these models requires that the spectrum between X-rays and the TeV emission is measured on short time scales, as short as the variability time scale to better constrain the mechanism. This requires contemporaneous observations over a wide range of energies - X-rays, HE and VHE $`\gamma `$-rays - the so-called multiwavelength campaigns.

#### Multiwavelength Observations:

After the first indication for correlation of a TeV flare with an X-ray flare in 1995 (Macomb et al. 1995; Macomb et al. 1996) a series of multiwavelength campaigns involving the Whipple telescope and X-ray telescopes were initiated. In a campaign on Markarian 421, Whipple/ASCA observations between April 20 - May 5 1995 showed convincing evidence for correlations between TeV and X-ray photons (Buckley et al. 1996). These first correlated TeV/X-ray observations were undersampled and, therefore, not strictly contemporaneous. Given the short variability time scales, simultaneous observations are crucial to establish X-ray/TeV correlation. Thus, a concerted effort was undertaken by VHE telescope groups (CAT, HEGRA, and Whipple) to provide better sampling of observations.

A campaign in late April 1998 by Whipple/BeppoSAX revealed a short flare (flux halving time of 0.94 hours) at 2 TeV with a contemporaneous X-ray flare (flux halving time of 20.4 hours). The two flares are simultaneous to within 1.5 hours. These observations (Maraschi et al. 1999) provide the first evidence that the X-ray and TeV emission is well correlated on time scales of hours (Figure 5). Simultaneity of the two flares implies that the X-ray and the TeV photons arise from the same emission region, likely from the same population of synchrotron radiating electrons. This observation supports the notion that the SSC mechanism is at least partially if not dominantly at work in the $`\gamma `$-ray production in Markarian 421. In addition it was possible, for the first time to derive detailed energy spectra for a contemporaneous X-ray and TeV flare (Figure 6). By assuming an SSC model the spectra can be fitted yielding an accurate estimate of the physical parameters (magnetic field strength B = 0.06 G, radius of emission region R = $`10^{16}\mathrm{cm}`$, Doppler factor $`\delta `$ = 20). However, the HE-VHE part of the spectrum needs a more sensitive and wider energy coverage666An energy range of GeV - ten’s of TeV would be desirable. to tightly constrain the mechanism and rule out some of the models.

An X-ray/TeV campaign involving the Whipple, CAT and HEGRA telescopes and ASCA at X-rays shows for the first time a series of flares continuously covered (for 1 week) at X-rays (Figure 7) and good sampling at VHE energies (Takahashi et al. 1999). Again it is apparent that a better sensitivity with TeV telescopes would be required to test emission models in detail. However, observations like these indicate the good prospects for studying X-ray/TeV correlations on time scales of minutes - hours - days with multi-telescope installations located at different geographical longitude and continuous X-ray sampling to fully constrain the emission process.

Blazar multiwavelength studies including VHE $`\gamma `$-rays would be of limited interest if they would involve just a single source with little implications on blazars in general. The discovery of Markarian 501 as a strong $`\gamma `$-ray emitter peaking at TeV energies has promoted TeV blazar observations beyond the status of a fringe science. Flaring activity of Markarian 501 started in February 1997 (Protheroe, Bhat, Fleury, Lorenz 1997) lasting until October 1997 (see Catanese & Weekes 2000), inspiring numerous observations including X-ray, MeV - GeV and various TeV telescopes. Figure 8 shows the result of a multiwavelength campaign (Catanese et al. 1997; Pian et al. 1998) and the following properties are significant as to the role of TeV blazar observations:

1) The TeV flaring activity coincides with a strong detection by the OSSE detector aboard the CGRO between 50 - 470 keV. OSSE has detected only a few blazars (McNaron-Brown et al. 1995) whereas Markarian 501 showed the strongest flux ever detected from a blazar except for a high state from 3C273 (McNaron-Brown et al. 1997). These data suggest that there is a correlation between hard X-ray emission and TeV brightness. The hard X-ray brightness is attributed to synchrotron emission up to at least 100 keV. Therefore, in Markarian 501 the synchrotron component extends about a factor of 100 higher in energy (100 keV) than in Markarian 421 (1 keV), an unusual property even for an X-ray selected BL Lac.

2) The EGRET detector provides only an upper limit and this implies that the maximum energy output of Markarian 501 peaks in the TeV and not in the GeV regime (see multiwavelength spectrum in Figure 9). It is interesting to note that observations of Markarian 501 taken in 1996 by Kataoka et al. (1999) show a synchrotron peak at $``$ 2 keV. This implies that the synchrotron peak of Markarian 501 shifts to higher energies when flaring (Figure 9).

The fact that Markarian 501 was discovered as a $`\gamma `$-ray source by a TeV telescope (Quinn et al. 1996) (and was not an EGRET source at that time) suggests, that besides blazars peaking in radio and at EGRET energies, also referred to as radio selected BL Lacs, the existence of a class of extreme blazars, radiating most powerfully between 50 GeV to TeV energies (Ghisellini 1999). Also Markarian 421 supports this theme since it is one of the weakest nearby EGRET blazars, yet it is detected at TeV energies. Ghisellini (1999) suggests that even a class of more extreme BL Lacs can exist, with the synchrotron emission peak at MeV energies and the inverse Compton peaking at multi- TeV energies.

#### VHE $`\gamma `$-ray Spectra:

As mentioned in the previous section, the understanding of the emission process at work requires the measurement of the energy spectrum over a wide range of energies. Ideally one would like to accomplish complete coverage between X-rays to VHE $`\gamma `$-rays. Furthermore, due to the extreme variability of blazars at all wavelengths it is crucial to derive accurate777The accuracy of spectral indices should be better than $`\pm 0.1`$ to distinguish emission models. contemporaneous X-ray - VHE spectra with dense temporal coverage. In this section I want to emphasize the progress that has been made with existing Cherenkov telescopes to achieve this difficult task.

Energy spectra for Markarian 421 and Markarian 501 have been derived by various Cherenkov telescope groups. Strong flaring activity as observed from Markarian 421 in May 1996 (Gaidos et al. 1996) has resulted in the first statistically accurate energy spectrum between 560 GeV - 5 TeV (Zweerink et al. 1997) showing no evidence for a cutoff (also supported by large zenith angle observations (Krennrich et al. 1997)). The averaged spectrum of Markarian 501 during the flaring activity in 1997 is shown in Figure 10 (Samuelson et al. 1998) as measured by the Whipple collaboration. The spectrum between 260 GeV - 12 TeV is clearly curved and can be well fitted with a parabolic spectrum:

$`\mathrm{J}(\mathrm{E})\mathrm{E}^{2.22\pm \mathrm{\hspace{0.25em}0.04}_{\mathrm{stat}.}\pm \mathrm{\hspace{0.25em}0.05}_{\mathrm{syst}.}(0.47\pm 0.07)\mathrm{log}_{10}(\mathrm{E})}\mathrm{photons}\mathrm{m}^2\mathrm{s}^1\mathrm{TeV}^1`$.

The energy spectrum of Markarian 501 has been derived by several groups confirming the curvature in the spectrum (Aharonian et al. 1999b; Djannati-Atai et al. 1999; Aharonian et al. 2000b) and showing good agreement between the various groups. Furthermore, Aharonian et al. (1999b, 2000b) were able to extend the spectrum in energy up to 24 TeV. They conclude that a cutoff in the source spectrum below 16.5 TeV can be excluded (Aharonian et al. 2000b). This result by itself has major implications for the extragalactic IR background density. Limits to the extragalactic IR density have been derived by several authors (Stanev & Franceschini 1998; Biller et al. 1998; Vassiliev 2000; Primack et al. 1999), showing that at some wavelengths the VHE limits are a factor of 50 below limits from direct IR measurements. More extensive discussions of the subject can be found elsewhere (Stanev & Franceschini 1998; Biller et al. 1998; Vassiliev 2000; Primack, Bullock, Sommerville & MacMinn 1999; Catanese & Weekes 2000; Stecker 2000; Protheroe & Mayer 2000).

Energy spectra of comparable statistical accuracy have been derived for Markarian 421 (Krennrich et al. 1999a) by combining data sets from various strong flares (1-10 Crab) in 1995 and 1996. Figure 11 shows the energy spectrum of Markarian 421 and Markarian 501 together in one plot. The resulting spectrum for Markarian 421 is well fitted by a simple power law:

$`\mathrm{J}(\mathrm{E})\mathrm{E}^{2.54\pm \mathrm{\hspace{0.25em}0.03}_{\mathrm{stat}.}\pm \mathrm{\hspace{0.25em}0.10}_{\mathrm{syst}.}}\mathrm{photons}\mathrm{m}^2\mathrm{s}^1\mathrm{TeV}^1`$

This is different from the Markarian 501 spectrum, which cannot be fitted by simple power law, requiring a curved fit. The spectra of Markarian 501 and Markarian 421 are different and because the two blazars have almost the same redshift, the differences in their spectra must be intrinsic to the sources (or absorption near the source) and not due to interaction with the extragalactic IR background. The observed difference could be related to the fact that for Markarian 501, because the synchrotron and inverse Compton peaks are shifted to higher energies in comparison to Markarian 421, the detected $`\gamma `$-rays are closer to the peak. At the peak one would naturally expect more curvature than further beyond the peak (Krennrich et al. 1999a; Djannati-Atai et al. 1999).

Observation of Markarian 421 by Aharonian et al. (1999c) in 1997 and 1998 reveals a different spectrum, showing a differential spectral index of $`3.09\pm 0.07\pm 0.10`$, but again with no evidence for curvature. It should be emphasized that the flux levels during these observations (1997, 1998) were only $``$ 0.5 Crab, substantially below the flux levels of the Whipple observations in 1995 - 1996 (1-10 Crab). This might indicate that the energy spectrum of Markarian 421 becomes harder with increasing flux during flaring activity. Further observations are necessary to resolve this question.

Measurements of spectral variability hold great promise to deliver an additional constraint for emission models and is therefore an important goal for VHE observations with future instruments. Evidence for variability in the spectrum of Markarian 501 has been reported by Piron et al. (1999), indicating spectral softening during a period of lower emission in 1998. This result supports the picture that also the inverse Compton peak shifts to lower energies as the flux decreases. This concurs well with the notion by Kataoka et al. (1999) showing that the synchrotron peak (X-rays) was at much lower energy ($``$2 keV) during a period of low emission.

Energy spectra are key to the understanding of the emission processes at work in all $`\gamma `$-ray sources and will continue to take an important role for strong detections with future generation instruments.

#### 1ES2344+514, 1ES1959+650, 1ES2155-304, 3C66:

The possibility of several more blazars detected at TeV energies is an intriguing one. The most severe limits to IR background models could be derived if the observation of 3C66 (Neshpor et al. 1998) were confirmed. For details on the other sources see Catanese & Weekes (2000) and references therein. All of these sources need confirmation.

## 3. Next Generation Detectors

Existing atmospheric Cherenkov detectors (see: Ong 1998; Catanese & Weekes 2000) come in a variety of designs. The instruments fall into two categories: imaging and wavefront sampling detectors. Imaging telescopes (Weekes et al. 1989) record an image of the Cherenkov light of an air shower and use the image’s shape, orientation and angular position to derive the arrival direction, primary energy and type of primary particle ($`\gamma `$-ray, cosmic-ray nucleon or muon). Wavefront sampling with heliostats relies on the Cherenkov light detection at various locations of the Cherenkov light pool using the light intensity and relative arrival times to recognize the arrival direction, primary energy and type of primary particle (Ong et al. 1996 ; Pare et al. 1996). Imaging telescopes have an excellent sensitivity, wavefront sampling detectors could potentially reach the lowest energy threshold of any ground-based instrument.

The success of the present generation imaging telescopes (CANGAROO, CAT, HEGRA, Whipple) has established a good sensitivity of the atmospheric imaging technique, and it has also become apparent that the technique can be substantially improved and the energy range extended to lower energies. A third generation of imaging detectors is currently under construction. The MAGIC telescope project consists of a single 17 m optical reflector which is likely to reach an energy threshold of 30 GeV using standard photomultipliers and 15 GeV if equipped with photodetectors containing GaAsP photocathodes (Barrio et al. 1998). The other projects, CANGAROO III (Mori et al. 1999), HESS (Hofmann et al. 1999) and VERITAS (Weekes et al. 1999; Krennrich et al. 1999b) are based on stereoscopic imaging. The idea of the stereo concept with multiple instruments has been first demonstrated by Grindlay (1972). Its realization with modern state-to-the-art telescopes has been achieved by Daum et al. (1997) using the HEGRA telescope array (4 telescope of $`8.5\mathrm{m}^2`$ mirror area each) showing excellent angular resolution and background rejection at 1 TeV (Konopelko et al. 1999).

Detailed descriptions of the various instruments are given elsewhere (e.g., see “GeV-TeV Gamma Ray Astrophysics Workshop” (1999)). Their major properties and their impact on the various science topics are summarized (++ for very important; + important; o for less important) in table 2. The most relevant improvements of the next generation of telescopes can be briefly summarized as follows:

* Better flux sensitivity: the arrays of IACTs such as CANGAROO, HESS & VERITAS are expected to reach flux sensitivities 10 - 20 times better than any previous installation (Weekes et al. 1999).
* Reduced energy threshold: most new instruments will have energy thresholds significantly below 100 GeV, MAGIC will have the lowest threshold of 30 GeV.
* Energy resolution: for spectroscopic measurements the resolution will be substantially improved through stereoscopic observations and improved calibration techniques. An energy resolution of up to 10-15% can be achieved over two decades in energy.
* Angular resolution: a resolution of better than $`0.1^{^{}}`$ at E $`>`$ 100 GeV ($`0.03^{^{}}`$ at 1 TeV) for individual photons can be reached. A source location capability of $`0.005^{^{}}`$ will be possible for strong sources.
* Larger effective area of $`>0.1\mathrm{km}^2`$ is possible to allow measurements of short flux variability.

The scientific potential for the various science topics can be summarized as follows:

Plerions: A VERITAS-like detector with a flux sensitivity of 0.5% of the Crab should be capable of detecting Crab-like plerions out to a distance of 20 kpc (see Weekes et al. 1999). This will allow a search for synchrotron self-Compton dominated plerions (Crab-like) over 2/3 of our galaxy.

Pulsars: Because of the potentially sharp cutoff in pulsar energy spectra an energy threshold of $`<`$ 50 GeV is desirable. The excellent sensitivity due to a large collection area and excellent energy resolution of the next generation imaging telescopes holds great promise in resolving the question as to where $`\gamma `$-rays in pulsars originate.

Shell-type SNRs: Next generation telescope arrays with their arc-minute angular resolution will be capable of mapping the sites of putative cosmic-ray acceleration and correlate them with interstellar matter density and compare them with their X-ray luminosity. The versatility of telescope arrays allows a wide-field-of-view mode for the study of more extended SNRs. The good energy resolution of arrays will help to measure the energy spectrum from 50 GeV to 10 TeV. Ultimately a combined spectrum including data from GLAST and VHE telescopes will be a powerful tool to separate $`\gamma `$-ray emission of IC origin from nucleonic origin.

Galactic diffuse emission: The intrinsically large collection area of ground-based telescope combined with a low energy threshold and a good energy resolution should allow the measurement of the energy spectrum of the galactic diffuse emission from different regions in the galaxy in the range of 50 GeV - TeV. Arrays of Cherenkov telescopes increase the field-of-view by the use of sub-arrays (e.g., VERITAS: two arrays of 3 telescopes).

Blazars: Ground-based Cherenkov telescopes have the highest sensitivity to short $`\gamma `$-ray flares from blazars because of their large collection areas. Thus, detailed multiwavelength studies on scales of minutes to hours is the domain of the X-ray and ground-based VHE instruments. Maybe most important will be multiwavelength studies that include the whole $`\gamma `$-ray spectrum from MeV energies to ten’s of TeV and a dense sampling involving GLAST together with a number of Cherenkov telescopes at different geographical longitude. It is important to realize that observations with the next generation space telescope GLAST covering 20 MeV - 300 GeV together with ground-based telescopes (e.g., VERITAS: 50 GeV-50 TeV) will provide for the first time a significant overlap in energy. A cross-calibration between the ground-based and satellite telescopes will allow the derivation of detailed energy spectra over 6 orders of magnitude in energy.

## 4. Acknowledgement

I would like to thank the organizers of this excellent conference and their hospitality. Also many thanks to Stephane Le Bohec, David Carter-Lewis and Trevor Weekes for reading the manuscript and Olaf Reimer for help with a figure. This research is supported by grants from the U.S. Department of Energy.

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# Arbitrariness in defining fractal basins: Relations between open and closed systems

## 1 Introduction

Fractals have been largely applied to characterize the dynamics of systems with multiple modes of exit . For instance, in the capture of orbits by attractors , in the scattering of particles by located  and by nonlocated potentials , and in the initial-condition sensitivities caused by chaotic transients . In this context, fractal sets are: Boundaries among basins of initial conditions going out via different exits, singularities of scattering functions, or singularities of exit-time functions.

An exit system has in general either one of the two following kinds of behavior: a) The system is stable, which is the open counterpart of nonchaotic closed systems, or b) the system presents some sensitive dependence on initial conditions, the open analogous of chaotic closed systems. The behavior exhibited by the system is determined by the nature of the nonattracting invariant set of trapped orbits. More precisely, it is through the dimension of the future invariant set that the sensitivity of the system is quantified . This dimension can go from zero (no instabilities) to the energy surface dimension (maximal sensitivity), relating the cause of the sensitivity (invariant sets) with the phenomenon itself (fractal structures in basin boundaries, exit-times, etc).

The aim of this paper is to discuss relations between different fractal sets, the dependence of the dimension of the basin boundaries with the definition of the basins (equivalently, the definition of the exits), and the dynamical consequences of fractals in closed (nonexit) systems. Among the motivations of this work are the so far unanswered questions: (1) How arbitrary can be the definition of the basins? A basin boundary gives information about the system when its dimension reveals the dimension of the future invariant set. Since the future invariant set and the basin boundary are in general non identical sets, conditions on the definition of the exits that ensure the equality of the dimensions have to be found. (2) How to study a system whose orbits “choose” the exits only after the time evolution of the initial conditions by arbitrarily large periods of time? As an example consider the orbits of light traveling around a periodically perturbed black hole . By physical considerations, almost all orbits starting on a Poincaré section are (eventually) captured by the black hole or scattered to infinity. Suppose that we are interested in measuring the sensitivity of the system for these two exits by computing the dimension of the invariant orbits on the Poincaré section. For some initial conditions, the trajectory integrated on a finite period of time goes unequivocally to the black hole. Other orbits, however, remain around the black hole for a long time and it is in general difficult to determine whether the final state will be at the black hole or at infinity. This problem is a consequence of our inability in integrating the system for an infinite interval of time. (3) What sort of relation communicates fractals in exit systems with chaos in nonexit systems? Fractal structures and chaos present a number of analogous implications. For instance, both chaos and fractals prevent integrability. Accordingly, it worth looking for a common mechanism determining fractals in open systems and chaos in closed systems.

In order to answer these questions we restrict the discussion to a class of autonomous systems for which almost all orbits of interest eventually exit, and the exits are defined regions of the phase space. For these systems, we shall consider each $`N`$-dimensional manifestly invariant part of the phase space (e.g., each energy surface), where $`N`$ is refered as the effective phase space dimension.

In Section 2 we observe that the basin boundary dimension is largely independent of the choices of the basins if the total exit is fixed. In this context we also discuss relations between the dimensions of different fractal sets for different concepts of dimension. The dimension decreases, however, when the total exit is enlarged. The enlargement of the exits as a technique to study systems whose capture of orbits by the exits takes arbitrarily long time is considered in Section 3. The limit of small exits, on the other hand, reveals the chaotic or regular character of the corresponding closed system. Relations between fractals in exit systems and chaos in the associated nonexit system are studied in Section 4. Finally, our conclusions are presented in the last section. The discussion is accompanied by explicit examples of one-dimensional maps. Non standard definitions used along the text are summarized in the appendix.

## 2 Invariances of fractal dimensions

Let us consider the map

$$x_{n+1}=\{\begin{array}{cc}2\eta x_n,\hfill & \text{if }x_n1/2,\hfill \\ 2\eta (x_n1)+1,\hfill & \text{if }x_n>1/2,\hfill \end{array}$$
(1)
where $`\eta `$ is a positive parameter ($`\eta >1`$ in this section). In spite of its noninversible and discontinuous character, this map can be seen as a canonical model for hyperbolic scattering systems. The noninversibility is a consequence of the reduced dimension of the model. The discontinuity would be avoided by employing a tend-like map or a logistic-like map, which is also smooth, with no relevant changes. We prefer this map, however, because of its simpler symbolic dynamics.

For a uniform distribution of initial conditions in $`[0,1]`$, the decay rate with the number $`n`$ of iterations is $`\eta ^n`$. A half of the points goes to $`x>1`$ and then asymptotically to $`+\mathrm{}`$, and the other half goes to $`x<0`$ and then to $`\mathrm{}`$. In Fig. 1 we show in two different colors the attraction basins associated to $`+\mathrm{}`$ and $`\mathrm{}`$ as a function of $`\eta `$. In this figure we see the complex structure of the basin boundary (also present in any magnification), a feature of systems with sensitive dependence on initial conditions. The box-counting dimension of the basin boundary numerically estimated by a method presented in Ref.  is fitted by $`D_c=\mathrm{ln}2/\mathrm{ln}2\eta `$. On the other hand, since the points that go out in one iteration are those of the interval $`(1/2\eta ,11/2\eta )`$, we can reinterpret the total exit as being this interval. In Fig. 2 we show the exit-time function for $`\eta =3/2`$. In computing the uncertainty dimension of the singularities of the exit-time functions by the method of  we also obtain a curve fitted by $`D_u=\mathrm{ln}2/\mathrm{ln}2\eta `$.

The coincidence of the above fractal dimensions is due to the presence of an invariant bounded set (the future invariant set) with box-counting dimension $`D_c=\mathrm{ln}2/\mathrm{ln}2\eta `$, which is chaotic since the Lyapunov exponent $`h=\mathrm{ln}2\eta `$ is positive. The box-counting dimension is defined by

$$D_c=\underset{\epsilon 0}{lim}\frac{\mathrm{ln}N(\epsilon )}{\mathrm{ln}1/\epsilon },$$
(2)
where $`N`$ is the number of $`\epsilon `$-interval needed to cover the set. The invariant set is a Cantor set of Lebesgue measure zero obtained as follows. Remove the $`11/\eta `$ open interval in the middle of $`[0,1]`$. From each one of the two remaining intervals remove the same fraction in their middle, and so on.

In terms of Fig. 1, the invariant points correspond to the nonisolated points of the basin boundary for each $`\eta `$. A countable set of isolated points, like $`x=1/2`$, are in the basin boundary but are not invariant. This set, refered here as the intrinsic frontier, is a consequence of the definition of the basins and, in this case, do not affect the dimension of the boundary. (The intrinsic frontier is completely avoided by coloring in black and white the points that leave $`[0,1]`$ in even and odd number of iterations, respectively - see Fig. 3.) Moreover, the basin boundary dimension remains invariant if we redefine the exits as $`(1/2\eta ,\lambda ]`$ and $`(\lambda ,11/2\eta )`$ for $`1/2\eta <\lambda <11/2\eta `$ (Fig. 1 corresponds to the choice $`\lambda =1/2`$). In Fig. 4 we show the basin boundary as a function of $`\lambda `$ for $`\eta =3/2`$. In spite of the morphological changes in the basins, the variation of $`\lambda `$ just dislocates the intrinsic frontier so that the basin boundary dimension is still the dimension of the invariant set.

Let us put the above discussion in a more general context, where we consider two exits $`E_1`$ and $`E_2`$ so that $`E_1E_2=Ø`$, $`E_1E_2=(1/2\eta ,11/2\eta )`$, $`\mu (E_1)0`$ and $`\mu (E_2)0`$ ($`\mu `$ denotes the Lebesgue measure). The question we address is: How arbitrary can be the choices (definitions) of the exits $`E_1`$ and $`E_2`$ ? We denote by $`L`$ the set of extremes of the intervals that appear in the construction of the Cantor set, by $`I_0`$ the remaining invariant set, by $`I`$ the (total) invariant set111 We call $`I_0`$ the restricted invariant set. The distinction between $`I_0`$ and $`I`$ is in order to show that there is no relevant differences between an open total exit $`(1/2\eta ,11/2\eta )`$ with invariant set $`I`$ and a closed total exit $`[1/2\eta ,11/2\eta ]`$ with invariant set $`I_0`$.  $`LI_0`$, by $`F_1`$ the set of points of the intrinsic frontier in $`(1/2\eta ,11/2\eta )`$ (that go out in the first iteration), by $`F_i`$ points of the intrinsic frontier that go out in the $`i^{th}`$ iteration, by $`F`$ the (total) intrinsic frontier $`_{i=1}^{\mathrm{}}F_i`$, and by $`B`$ the (total) basin boundary $`FI`$.

Taking the Hausdorff dimension (see  for the definition),

$`D_H(B)`$ $`=`$ $`\mathrm{max}\{D_H(F),D_H(I_0),D_H(L)\}`$ (3)
$`=`$ $`\mathrm{max}\{D_H(F_1),D_H(I_0)\},`$
where we used $`D_H(L)=0`$ since $`L`$ is a countable set, and $`D_H(F)=D_H(F_1)`$ because $`F`$ is a countable union of similar copies of $`F_1`$ . Therefore, the dimension of the basin boundary is equal to the dimension of the restricted invariant set if and only if $`D_H(F_1)D_H(I_0)`$. When this inequality is not satisfied, the basin boundary dimension is just an effect of the definitions of the exits. In the sense of Hausdorff dimension, are good exits those ones for which $`D_H(F_1)=0`$. It includes all $`F_1`$ countable, as in the case of $`E_1`$ and $`E_2`$ defined as finite unions of intervals.

Alas, in general we cannot measure $`D_H`$ but $`D_c`$, where by definition $`D_c(A)D_H(A)`$ for any set $`A`$ . Considering the box-counting dimension:

$$D_c(B)=\mathrm{max}\{D_c(F),D_c(I_0),D_c(L)\}.$$
(4)
From (2) we can show that $`D_c(L)=D_c(I_0)`$ and $`D_c(F)=\mathrm{max}\{D_c(F_1),D_c(I_0)\}`$. If $`F_1`$ is finite, $`D_c(F_1)=0`$ and $`D_c(B)=D_c(I_0)`$. It is the case for the exits consisting of a finite union of intervals. One example is provided by Fig. 4, where $`F_1=\{\lambda \}`$. If $`F_1`$ is infinite, however, $`D_c(F_1)`$ may be positive even if $`F_1`$ is countable (see , p. 103). The equality, $`D_c(B)=D_c(I_0)`$, is satisfied whenever $`D_c(F_1)D_c(I_0)`$. In this case we also have $`D_H(B)=D_c(B)=D_H(I_0)=D_c(I_0)`$. The basin boundary dimension is greater than the invariant set dimension when $`D_c(F_1)>D_c(I_0)`$.

In numerical computation, the box-counting dimension is estimated from the uncertainty dimension ($`D_u`$) . It is conjectured that typically $`D_u=D_c`$ in dynamical systems (see  and references therein). Let us argue about this identity in our example. First we consider the invariant set $`I`$. A point $`x_0`$ is $`\epsilon `$-uncertain if $`(x_0\epsilon ,x_0+\epsilon )IØ`$, and we denote by $`f_I(\epsilon )`$ the fraction of points that are $`\epsilon `$-uncertain. The dimension of the invariant set is given by

$$D_u(I)=1\underset{\epsilon 0}{lim}\frac{\mathrm{ln}f_I(\epsilon )}{\mathrm{ln}\epsilon },$$
(5)
and it follows from (2) that $`D_u(I)=D_c(I)`$. Now we consider the boundary set $`B`$ for $`F_1`$ finite. Introducing the exits $`E_1`$ and $`E_2`$, a point $`x_0`$ is $`\epsilon `$-uncertain if $`x_0\epsilon `$ and $`x_0+\epsilon `$ go out by different exits. The fraction of uncertain points is

$`f_B(\epsilon )`$ $`=`$ $`\alpha f_I(\epsilon )+f_F(\epsilon )`$ (6)
$`=`$ $`\alpha f_I(\epsilon )+\beta f_I(\epsilon ),`$
where $`\alpha `$ and $`\beta `$ are constants. Here, $`(1\alpha )f_I`$ is the fraction of points $`x_0`$ in $`f_I`$ such that $`x_0\epsilon `$ and $`x_0+\epsilon `$ are in the same basin, and it implies the term $`\alpha f_I(\epsilon )`$. The contribution of the intrinsic frontier is $`f_F(\epsilon )`$, which represents the scale structure of $`I`$ for $`F_1`$. It implies the term $`\beta f_I(\epsilon )`$. Accordingly,

$`D_u(B)`$ $`=`$ $`1\underset{\epsilon 0}{lim}{\displaystyle \frac{\mathrm{ln}f_B(\epsilon )}{\mathrm{ln}\epsilon }}`$ (7)
$`=`$ $`1\underset{\epsilon 0}{lim}{\displaystyle \frac{\mathrm{ln}f_I(\epsilon )}{\mathrm{ln}\epsilon }}`$
$`=`$ $`D_c(I)(=D_c(I_0)).`$
This identity allows the use of the uncertainty dimension, which has nice numerical properties, to calculate the box-counting dimension.

Back to Fig. 2, the set of singularities ($`S`$) of the exit-time function (set of point where the exit-time is infinite) corresponds to the invariant set $`I`$. For the exit-time $`T`$, a point $`x_0`$ is $`\epsilon `$-uncertain if $`T(x_0\epsilon )T(x_0+\epsilon )`$. Therefore, in the computation of the uncertainty dimension we are in fact estimating the box-counting dimension of the discontinuities of the exit-time function. (In this case there is no intrinsic frontier, since the exit-time is defined with respect to the total exit.) The set of discontinuities can be identified with $`L`$, forming sequences that converge to the singularities. It implies

$$D_u(S)=D_c(L)=D_c(I).$$
(8)
Once more the uncertainty dimension is the same as the box-counting dimension.

Although discussed for a specific case, the above results are far more general since our system models a vast class of exit systems. For any system with a finite number of basins, the dimension of the union of all basin boundaries is equal to the dimension of at least one of the boundaries. So, it is enough to consider systems with only one boundary (two exits, $`E_1`$ and $`E_2`$.) When the effects of the intrinsic frontier are avoided, the basin boundary has the same dimension as the future invariant set. Since the latter set does not depend on $`E_1`$ or $`E_2`$ but just on $`E_T=E_1E_2`$, it leads to an invariance of the dimension with the definition of the basins. Roughly speaking, in spite of possible morphological changes, the basin boundary dimension will be the same for any nonpathological couple of exits $`E_1^{}`$ and $`E_2^{}`$ with positive probability of being reached, even since satisfying $`E_T=E_1^{}E_2^{}`$. Then, there is usually great freedom in defining the exits for a fixed total exit. This invariance of fractal dimension allows us to choose among several alternatives the best one to measure the invariant set dimension and hence the sensitivity of the system. Also, it gives us confidence that the result reflect a true dynamical property of the system and not an immaterial effect.

In this section we studied measurements of fractal dimensions when the total exit is fixed and, therefore, the invariant set is fixed. Next, in Sections 3 and 4, we discuss the complementary situation, that is, variations of the invariant set (and of its dimension) under changes of the total exit.

## 3 Dependences with the total exit

A fundamental feature of map (1) is the monotonous increase of the (future) invariant set dimension with the reduction of the parameter $`\eta `$. For $`\eta >1`$, the invariant set is a zero measure set satisfying $`D(I)1`$ for $`\eta 1`$. This property is very general and closely related to a conjecture of Moura and Letelier  in the context of Hamiltonian systems: The dimension of the invariant set of a chaotic scattering system goes to the effective phase space dimension when the energy tends to the escape energy. In both cases the reduction of a parameter, $`\eta `$ or the energy, blinds the exits and increases the number of oscillations of typical orbits before going out. Accordingly, it “fattens” the invariant set, increasing its dimension.

Let us consider an extension of the above situation to one where the total exit is enlarged. Instead of $`(1/2\eta ,11/2\eta )`$ (the natural exit determined by points that go to $`\pm \mathrm{}`$) we define the new total exit $`(1/2\eta \alpha ,11/2\eta +\alpha )`$ for $`0<\alpha <1/2\eta `$ and $`\eta >1`$. The invariant set $`I(\eta ,\alpha )`$ will be in $`[0,1/2\eta \alpha ][11/2\eta +\alpha ,1]`$ and its dimension can be easily computed from the exit-time function. In Fig. 5 we show the dimension of the invariant set as a function of $`\alpha `$ for $`\eta =1.1`$. The fractal dimension is a decreasing function of $`\alpha `$, but not strictly decreasing. The dimension presents a pattern of plateaux due to the existence of gaps in the invariant set. A gap $`(1/2\eta \alpha _2,1/2\eta \alpha _1)(11/2\eta +\alpha _1,11/2\eta +\alpha _2)`$ in the invariant set $`I(\eta ,\alpha _1)`$ implies a plateau in the interval $`(\alpha _1,\alpha _2)`$: In increasing $`\alpha `$ the dimension changes only when the enlarged exit advances on points of the invariant set $`I(\eta ,\alpha )`$. The result is a graph with a staircase structure where the derivative is null in the complement of a Cantor set. Moreover, the limit of small $`\alpha `$ is well defined and recover the original dimension, that is, $`D(I(\eta ,\alpha ))D(I(\eta ,0))=\mathrm{ln}2/\mathrm{ln}2\eta `$ for $`\alpha 0`$.

It is instructive to consider the invariant set explicitly in terms of its symbolic dynamics. The symbolic dynamics can be associated to the invariant set of map (1) as follows. For the exit $`(1/2\eta ,11/2\eta )`$, an invariant point $`x_0[0,1]`$ is represented by $`0.ϵ_0ϵ_1\mathrm{}ϵ_n\mathrm{},`$ where $`ϵ_n=0`$ if $`M^n(x_0)1/2\eta `$ and $`ϵ_n=1`$ if $`M^n(x_0)11/2\eta `$. The grammar of this dynamics is the Bernoulli shift grammar and $`M^n(x_0)`$ is represented by $`0.ϵ_nϵ_{n+1}\mathrm{}.`$ To simplify, suppose the exit is enlarged only on the left becoming $`(1/2\eta \beta ,11/2\eta )`$, where $`\beta `$ is so that points in $`(1/2\eta \beta ,1/2\eta )`$ are represented by $`0.011\mathrm{}1ϵ_mϵ_{m+1}\mathrm{}`$ for some integer $`m`$. The points of the invariant set with respect to the exit $`(1/2\eta ,11/2\eta )`$ that go out in fewer than $`k\times m`$ iterations are those points represented by sequences of $`0`$ and $`1`$ with the word $`0\underset{m1}{\underset{}{11\mathrm{}1}}`$ somewhere in the first $`k\times m`$ letters. Subtracting these points, the fraction of invariant points with respect to $`(1/2\eta ,11/2\eta )`$ that remain invariant with respect to the exit $`(1/2\eta \beta ,11/2\eta )`$ for $`k\times n`$ iterations is

$$N(k,m)=2^{km}\left\{1\underset{s=1}{\overset{k}{}}\left[\frac{(1)^{s+1}}{2^{sm}}\underset{i_s}{\overset{(ks)n+1}{}}\mathrm{}\underset{i_2}{\overset{i_3}{}}\underset{i_1}{\overset{i_2}{}}1\right]\right\}.$$
(9)
It gives the scale of the hierarchical construction of the Cantor set structure, from which follows that the box-counting dimension of the new invariant set is

$$D_c(I(\eta ,\beta ))=\underset{k\mathrm{}}{lim}\frac{\mathrm{ln}N(k,m)}{\mathrm{ln}(2\eta )^{km}}.$$
(10)
For $`m=3`$, the computation of the sequences in a different order leads to

$$N(k,3)=2^{3k1}\left\{\underset{j=2}{\overset{3k}{}}a_j+\underset{j=3}{\overset{3k}{}}b_j\right\},$$
(11)
where $`a_2=b_3=1`$,

$$a_j=\frac{f_{j2}}{2f_j}\underset{i=2}{\overset{j1}{}}a_i\text{for}j3,b_j=\frac{f_{j1}1}{2f_{j+1}2}\underset{i=3}{\overset{j1}{}}b_i\text{for}j4,$$
(12)
and $`\{f_n\}`$ are the Fibonacci numbers. The case $`m=2`$ is trivial since $`N(k,2)=2k+1`$ and the dimension of the invariant set is zero. The dimension computed from (9-12) is identical to that one computed by the uncertainty method. In Fig. 6 we show this fractal dimension, normalized by the factor $`\mathrm{ln}2/\mathrm{ln}2\eta `$, as a function of $`m`$. The exit size is reduced as $`m`$ is augmented, increasing the dimension.

The enlargement of exits is useful and sometimes necessary in numerical computation of fractal dimensions. An example is given by the orbits of light traveling around a black hole, as discussed in Section 1. The difficulty in determining the final state (at the black hole or at infinity) is removed by enlarging the exit at infinity. The new exit may be defined as $`r>r_0`$, instead of $`r=\mathrm{}`$, where $`r`$ is an adequate distance from the attractor center. The dimension so obtained is an under bound of the exact invariant set dimension (associated to the original exits) since part of the invariant set is lost throughout the new exit.

The difficulty illustrated here is present in a vast class of systems. It has frequently appeared in the literature where, in general, some kind of enlargement of the exits is implicitly taken into account. The above discussion intends to provide subsidies to clarify the effects of this procedure.

## 4 Transitions from exit to nonexit systems

Exits can be defined even when the system has no natural exits. As an example consider map (1) once more, but now for $`\eta =1`$ (it is analogous for $`1/2<\eta <1`$). In such case the interval  is mapped to itself, and the symmetrical exit defined in Section 3 reduces to $`(1/2\alpha ,1/2+\alpha )`$. In Fig. 7 we show a graph of the dimension of the (zero measure) invariant set as a function of $`\alpha `$. The graph presents a pattern of plateaux similar to that of Fig. 5. In fact, it is a consequence of a simple relation existing between fractal dimensions for $`\eta >1`$ and for $`\eta =1`$. This relation follows from a one-to-one correspondence, via symbolic dynamics222 For $`\eta =1`$, all the interval $`[0,1]`$ is associated to the Bernoulli shift symbolic dynamics. The picture is analogous to that one for $`\eta >1`$, except that the original invariant set (for $`\alpha =0`$) has measure zero for $`\eta >1`$ and measure one for $`\eta =1`$. , between invariant sets for different values of $`\eta `$. In terms of symbolic dynamics, the exit $`(1/2\eta \alpha ,11/2\eta +\alpha )`$ can be denoted by $`E=(0.0ϵ_1ϵ_2\mathrm{},\mathrm{\hspace{0.33em}0.1}ϵ_1^{}ϵ_2^{}\mathrm{})`$, where $`ϵ_i,ϵ_i^{}\{0,1\}`$ and $`ϵ_i+ϵ_i^{}=1`$. This notation ignores the plateaux due to the original exit since $`0.0ϵ_1ϵ_2\mathrm{}=\psi _\eta (\alpha )`$ where the function $`\psi _\eta `$ is constant on gaps of the original invariant set. Accordingly, from (2) follows that the box-counting dimensions for $`\eta =1`$ and $`\eta >1`$ differ just by the overall scale factor $`\mathrm{ln}2/\mathrm{ln}2\eta `$,

$$D_c(I(\eta ,E))=\frac{\mathrm{ln}2}{\mathrm{ln}2\eta }D_c(I(1,E)).$$
(13)
(Relation (13) is valid for any exit, not only for the one considered here, e.g. Fig. 6 where $`d=D_c`$ for $`\eta =1`$.)

An important feature exhibited in Fig. 7 is that the dimension is fractal and goes to $`1`$ as $`\alpha `$ goes to $`0`$. This behavior is closely related to the fact that the original map, with no exit, is chaotic: the map has a dense set of unstable periodic orbits and the Lyapunov exponent is positive ($`h=\mathrm{ln}2`$). In order to better understand this relation, let us consider the logistic map $`x_{n+1}=rx_n(1x_n)`$ in the unit interval $`[0,1]`$ for $`r=3.8`$ (chaotic) and for $`r=2.8`$ (nonchaotic). In Fig. 8 we plot the exit-time function for $`r=3.8`$ with respect to the exits $`(0.61,0.69)`$ (Fig. 8a) and $`(0.63,0.67)`$ (Fig. 8b). These graphics present successive steps in the construction of the Cantor structure of the invariant set. They must be compared with Fig. 9, where we show exit-times for $`r=2.8`$. The exit-time for $`r=3.8`$ presents a complex structure that becomes even more complex when the exit is reduced. It reflects the increasing of the invariant set dimension, $`D_u=0.62`$ in Fig. 8a, $`D_u=0.88`$ in Fig. 8b, and $`D_u1`$ in the limit of small exit. A different behavior takes place when $`r=2.8`$. In fact, Figs. 9a and 9b show a regular exit-time where no complexity is added when the exit is reduced. In terms of invariant set dimension it means that its value is zero even in the limit of small exit. The transition of the dimension of the invariant set from small exit to no exit is, in this case, discontinuous since it jumps from $`0`$ to $`1`$.

The behavior described in preceding paragraphs is very general and may be summarized as follows: Chaotic nonexit systems present invariant sets with fractal dimension when small exits are defined333 The exits have to be sufficiently small in order to avoid the complete outcome of the invariant set. , and the invariant set dimension tends to the effective phase space dimension when the exits are arbitrarily reduced. On the other hand, nonchaotic nonexit systems do not present any fractal structure in the invariant set when exits are introduced, and the invariant set dimension jumps (discontinuously) to the effective phase space dimension when the exits are removed444 There are pathological examples of nonchaotic systems which exhibit fractal properties when exits are created (see ). It happens when the invariant set of the exit system is fractal but nonchaotic. This behavior is, however, atypical. . We conjecture that this behavior is typical for dynamical systems in general.

Basically, this conjecture states that chaos in closed systems and fractals in open systems are different manifestations of the same phenomenon. Chaos in closed systems is essentially determined by the presence of a somewhere dense set of unstable periodic orbits. Fractal structures in exit systems are determined by a fractal invariant set that consists of unstable periodic orbits and an uncountable number of nonperiodic orbits surrounding them. Therefore, the introduction and removal of exits leads from one situation to the other (In most cases, because of the density property, the box-counting dimension of the periodic orbits equals the future invariant set dimension in exit systems and the effective phase space dimension in closed systems.) Physically, an exit system with fractal invariant set evolves chaotically for a period of time before been scattered. When the exits are removed the system evolves chaotically forever. Conversely, chaotic nonexit systems present sensitive dependence on initial conditions. The introduction of small exits detect this sensitivity through singularities on exit-times, scattering functions, etc.

It is also opportune to consider a couple of related works,  and . In the former, the authors studied the Sinai billiard with two holes in the external wall. They show that the boundary between the initial-condition basins of attraction defined by the two exits is fractal. In the context of our discussion, this result is a consequence of the well known chaotic dynamics of the (closed) Sinai billiard. In addition, we verified numerically that the basin boundary dimension in fact tends to the effective phase space dimension when the two exits are reduced. In the latter work, the question over whether or not the Bianchi IX cosmological model is chaotic was finally solved. The trouble with this question was that standard indicators of chaos, like Lyapunov exponents, are not invariant under space-time diffeomorphisms and cannot be used since the model is relativistic. Following a suggestion first made by , the authors show that the system is chaotic by defining three exits and measuring the basin boundary dimension. (The approximation of the dimension to the effective phase space dimension when the exits are reduced was also verified.) In that work, the relation between exit and nonexit systems together with the invariant character of fractal methods played a fundamental role in the solution of the problem.

The potential use of our conjecture as an invariant method to study chaos in closed systems of several dimensions is considered in .

## 5 Conclusions

We have studied, via examples, a number of questions concerning fractals in exit systems. In particular the three questions stated in Section 1 were discussed in Sections 2, 3 and 4, respectively. We observed that basin boundary dimensions are independent of the definitions of the exits since the total exit is fixed and the intrinsic frontier effects are avoided. The dimensions increase, however, with the reduction of the total exit. Our main result refers to the limit of small exits, where a distinctive behavior was found concerning whether the corresponding closed system is chaotic or not. In the former the dimension changes continuously, while in the latter it jumps avoiding noninteger values. Special attention was also given to understand the relations between the dimensions of different fractal sets, and the relations between different concepts of dimension.

Finally, we stress that most of the results presented here are also valid for nonhyperbolic systems . It is the case of the invariances of fractal dimensions discussed in Section 2, since the arbitrariness in choosing the exits is analogous in hyperbolic and nonhyperbolic systems. Concerning Section 3, however, the dimension changes with the total exit only when the nonhyperbolic character is lost in enlarging the exit. In such case, the behavior of hyperbolic systems discussed in Section 3 may take place. Nonhyperbolic exit systems are supposed to have invariant set with maximal dimension (equal to the dimension of the effective phase space) . In this sense, and in the context of Section 4, the relation between closed and open nonhyperbolic systems is even stronger than in the hyperbolic analogous.

ACKNOWLEDGMENTS

The authors thank Fapesp and CNPq for financial support.

APPENDIX

The following definition refers to phase spaces of autonomous systems for both maps (discrete time) and vector fields (continuous time): (1) An exit $`E`$ is any set of the phase space (possibly at infinity) which may be reached in a finite time or asymptotically. (2) The total exit $`E_T`$ is the union of all exits of the system. (3) The size of an exit is given by its phase space volume, and an exit $`E`$ is smaller than another exit $`E^{}`$ if $`E`$ is a proper subset of $`E^{}`$. The size of the total exit is defined analogously. (4) Given a set of exits $`E_1,E_2,\mathrm{},E_n`$, the basin of attraction $`A_i`$ of the exit $`E_i`$ is the set of all initial conditions whose time evolution reaches $`E_i`$ before reaching any other exit555 $`A_i`$ would be defined as the closure of this set, with no relevant changes. . (5) The basin boundary $`B_{i_1,\mathrm{},i_k}`$ is the set of points arbitrarily close to points of $`A_{i_1}`$,…, $`A_{i_{k1}}`$, and $`A_{i_k}`$. (6) A scattering function is a function that describes the behavior of the final phase space variables (when the exits are reached) as a function of the initial ones. (7) The exit-time function (“time delay” in scattering processes) is a function which associates to the initial conditions the minimal time needed to reach the total exit. (8) The nonattracting invariant set is a set composed by nonattracting orbits that do not reach any exit (not even asymptotically) for both directions of the time. Its stable and unstable manifolds, when exist, are the future and past invariant sets, respectively.