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# THE MERGER HISTORY OF SUPERMASSIVE BLACK HOLES IN GALAXIES

## 1. Introduction

There is growing observational evidence for the presence of supermassive black holes (SMBHs) at the centers of many, if not all, nearby, weakly-active or inactive galaxies (Kormendy & Richstone 1995 and references therein; Magorrian et al. 1998; van der Marel 1999). Early attempts to relate the properties of the nuclear SMBH to those of the parent galaxy showed the existence of a linear relation between the SMBH mass and the galaxy luminosity (or that of its bulge component in the case of disk galaxies; Kormendy & Richstone 1995; Magorrian et al. 1998), albeit with a large scatter (of about 0.5 dex in the ratio $`\mathrm{log}[M_{\mathrm{SMBH}}/M_{\mathrm{bulge}}]`$). Recently, a substantially tighter correlation between the SMBH mass and the stellar velocity dispersion of the host galaxy bulge was reported by Ferrarese & Merritt (2000) and Gebhardt et al. (2000), suggesting that the formation and evolution of SMBHs and the bulge of the parent galaxy may be closely related.

The nuclear SMBHs are most probably “dead quasars”, i.e., relics of quasar activity that may have occurred in many galaxies over their past history (e.g. Lynden-Bell 1967; Soltan 1982; Rees 1990; Richstone et al. 1998). At cosmological distances, the presence of SMBHs in galaxies is inferred from the powerful quasar activity phenomenon, which is commonly attributed to the radiatively efficient accretion of gas onto a SMBH of mass $`10^710^9M_{}`$ (Salpeter 1964; Zel’dovich 1964; Lynden-Bell 1969; Rees 1984; Blandford 1992). The simplest assumption relating the observations of nuclear black holes in both nearby and high redshift objects is that a SMBH is present in every galaxy at any redshift, while only a fraction of these galaxies are active at any given time. A number of models based on this assumption have been constructed over the years to explain the cosmological evolution of the quasar population with redshift (e.g. Efstathiou & Rees 1988; Small & Blandford 1992; Haehnelt & Rees 1993; Haehnelt, Natarajan & Rees 1998; Haiman & Loeb 1998; Haiman & Menou 2000; Kauffmann & Haehnelt 2000; Cavaliere & Vittorini 2000) and were shown to be consistent with current observational constraints at both low and high redshift.

In this paper, we show that models in which only a small fraction of galaxies at high redshift harbor SMBHs are also consistent with the presence of SMBHs in the bulges of nearly all local, massive galaxies. This possibility arises because in standard hierarchical structure formation models, massive halos experience multiple mergers during their lifetimes. This implies that the mass of central SMBHs at redshift $`z=0`$ could originate from just a few selected progenitor halos, rather than having been distributed more uniformally in all the progenitors. Low-frequency gravitational waves, emitted when the SMBHs at the centers of merged halos coalesce, are detectable to high redshifts by the planned Laser Interferometer Space Antenna (LISA; Folkner 1998). We estimate the event rates detectable by LISA in scenarios with rare galactic SMBHs at high redshift and we suggest that LISA could prove a useful tool in constraining the characteristics of the population of SMBHs over a range of redshifts.

The outline of this paper is as follows. In §2, we briefly describe the “merger tree” Monte–Carlo algorithm used for our calculations, some of the key tests carried out to check its validity, and the implementation of two illustrative models in which only a small fraction of galaxies at high redshift harbor a SMBH. The results for the evolution of the SMBH occupation fraction and the merger event rates as a function of redshift are presented in §3. In §4, we discuss some consequences and important limitations of our results.

## 2. The Merger Tree Algorithm

### 2.1. Dark Matter Halos

We follow the evolution with redshift of a Press-Schechter mass distribution (Press & Schechter 1974; hereafter PS) of virialized halos at $`z=0`$, using the merger tree algorithm described by Sheth & Lemson (1999). For the adopted cosmology (described below), we found that this algorithm was more accurate in reproducing a PS mass distribution after many successive merger steps toward high redshift than the algorithm of Somerville & Kolatt (1999). In addition, Sheth & Lemson (1999) showed that this algorithm accurately reproduces the higher order moments of the progenitor mass distribution at high redshifts seen in numerical simulations. For an assumed PS mass distribution of virialized objects at redshift $`z=0`$, the merger tree is constructed by picking progenitor masses from an appropriate probability distribution at the next redshift $`z+\mathrm{\Delta }z`$ (following the Extended Press-Schechter formalism, hereafter EPS; Lacey & Cole 1993, 1994), where $`\mathrm{\Delta }z=0.05`$ is the redshift step of the merger tree. Throughout this work, we adopt a $`\mathrm{\Lambda }`$CDM cosmology with $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_b=0.04`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`h_{100}=0.65`$, (see, e.g. Bahcall et al. 1999), and a mass power spectrum with $`\sigma _8=0.9`$ and $`n=1`$ (see Eisenstein & Hu 1999). We expect our qualitative conclusions to remain valid in different cosmologies. Note that the $`h_{100}^1`$ scaling for masses and the $`h_{100}^3`$ scaling for volumes are not shown explicitly below.

We have carried out several tests of the merger tree algorithm, including comparisons to the PS mass function at various redshifts. We find that the merger tree algorithm reproduces a PS mass function to an accuracy better than 0.1 dex till $`z=2.5`$, 0.2 dex in the range $`2.5<z<4`$, and 0.3 dex in the range $`4<z<5.0`$. The discrepancy between the merger tree predictions and the EPS predictions for the mass function of halo progenitors grows toward higher redshifts, and exceeds a factor of $`2`$ at $`z>5`$. Likewise, the halo merger rates obtained from the tree agree with the EPS rates to within a factor of two for $`0<z<5`$. A convergence test shows that the redshift step used for the calculations ($`\mathrm{\Delta }z=0.05`$) does not significantly affect the merger rate predictions: the discrepancy between trees with $`\mathrm{\Delta }z=0.01`$ and $`\mathrm{\Delta }z=0.05`$ is largest ($`25\%`$) at $`z=5`$ and reduces to nearly zero at $`z=0`$. These tests guarantee that the mass functions and merger rates produced by the merger tree are accurate to a factor of two or better in the redshift range of interest ($`z5`$). We chose not to extend our results beyond $`z=5`$, where the accuracy of the merger tree degrades rapidly. Further details and tests of the implementation of the merger tree will be given in a separate publication (Haiman, Menou & Narayanan 2001, in preparation).

The merger tree we use describes $`10^4`$ halos picked from the PS mass function at $`z=0`$, which are subsequently broken up into $`8.8\times 10^4`$ halos by $`z=5`$. Because of numerical constraints, the merger tree tracks the merger history of halos over a finite range in halos mass, which varies with redshift. The maximum mass at any redshift corresponds to the most massive halo among the initial $`10^4`$ halos drawn from a PS distribution at $`z=0`$ (corresponding to $`M_{\mathrm{max}}8.4\times 10^{12}\mathrm{M}_{}`$). For the minimum mass, we adopt the redshift-dependent value (e.g. Navarro, Frenk & White 1997)

$`M_{\mathrm{min}}(z)=`$ $`9\times 10^7\mathrm{M}_{}\left({\displaystyle \frac{\mathrm{\Omega }_0}{0.3}}\right)^{1/2}\left({\displaystyle \frac{T_{\mathrm{vir}}}{10^4K}}\right)^{3/2}`$ (1)
$`\times \left({\displaystyle \frac{1+z}{10}}\right)^{3/2}\left({\displaystyle \frac{h_{100}}{0.7}}\right)^1,`$
corresponding to a virial temperature of the halo of $`T_{\mathrm{vir}}=10^4`$ K. This value represents the minimum halo mass below which, in a metal-free gas, baryons cannot cool efficiently within the age of the universe at that redshift, and therefore cannot form a SMBH. Although this is a reasonable choice, the precise value of the limiting cooling mass is uncertain (it depends on the metallicity and $`\mathrm{H}_2`$ chemistry; see, e.g. Haiman, Abel & Rees 2000).

Once a realization of the merger tree has been generated, it can be used backwards (i.e., from high $`z`$ to low $`z`$) to follow the merger history of dark matter halos which potentially contain black holes. We estimate the statistical errors on the various quantities calculated below from the dispersion in the corresponding quantities among ten independent realizations of the merger tree with the same parameters. We find that the statistical uncertainties are generally small, and are below the expected level of systematic errors in the merger–tree method. The merger tree predictions can be translated into physical units using the equivalent comoving volume that contains the initial $`10^4`$ halos described by the merger tree. The PS mass function predicts $`0.579`$ halos per Mpc3 at $`z=0`$, in the appropriate mass range $`M_{\mathrm{min}}(z=0)`$$`M_{\mathrm{max}}`$. Thus, we infer that our merger tree simulates a fixed comoving volume of $`\mathrm{\Delta }V=10^4/0.579=1.73\times 10^4`$ Mpc3.

### 2.2. Black Hole Seeds And Evolution

The various models that have been proposed so far for the formation of SMBHs in individual galactic nuclei (Rees 1984 and references therein; Quinlan & Shapiro 1990; Eisenstein & Loeb 1995; Silk & Rees 1998; Selwood & Moore 1999; Ostriker 2000) generally lack a robust prediction regarding the presence or absence of a SMBH in a galaxy. Here, we explore the predictions for two different illustrative models, in which SMBHs are assumed to be present in only a small fraction of all the halos that can potentially harbor a SMBH at high redshift ($`z=5`$, the initial redshift in the merger tree). We demonstrate that: (a) these two widely different models can nonetheless be consistent with the near ubiquity of central SMBHs in luminous galaxies at $`z=0`$, and (b) the detection of low-frequency gravitational waves expected from the merger of two SMBHs when the corresponding parent halos merge provides a good tool to constrain the extent and properties of the population of SMBHs. Throughout this paper, we assume that every halo that is modeled by the merger tree corresponds to a unique galaxy.

Our models are fully specified by the initial “SMBH occupation fraction”, $`f_{\mathrm{BHi}}(z,M_h)`$, defined as the fraction of halos of mass $`M_h`$ at the initial redshift $`z`$ (= 5 in our merger tree) that harbor a SMBH. In model I, we assume that SMBHs are randomly seeded in halos at $`z=5`$ with an initial SMBH occupation fraction $`f_{\mathrm{BHi}}=3\times 10^2`$ (independent of the halo mass above the cooling threshold):

$$f_{\mathrm{BHi}}(z=5,M_h)=\{\begin{array}{cc}3\times 10^2& M_hM_{\mathrm{min}}(z=5)\\ 0& M_h<M_{\mathrm{min}}(z=5),\end{array}$$
(2)
Here $`M_{\mathrm{min}}(z=5)2\times 10^8\mathrm{M}_{}`$ is the cooling mass threshold at $`z=5`$.

In model II, the SMBH occupation fraction, averaged over all halos, is $`\overline{f}_{\mathrm{BHi}}=3\times 10^2`$ as well, but we assume that only the most massive halos present at $`z=5`$ are seeded with a SMBH111We do not consider a model in which SMBHs are preferentially formed in small mass halos because their shallow potential wells do not favor such a process (see, e.g., Haehnelt et al. 1998; Silk & Rees 1998).:

$$f_{\mathrm{BHi}}(z=5,M_h)=\{\begin{array}{cc}1& M_hM_{\mathrm{crit}}\\ 0& M_h<M_{\mathrm{crit}},\end{array}$$
(3)
Here $`M_{\mathrm{crit}}5\times 10^9\mathrm{M}_{}`$ is the critical mass such that the overall occupation fraction, averaged over all halos with masses above $`M_{\mathrm{min}}(z=5)`$, is $`3\times 10^2`$.

We follow the evolution with cosmic time of this initial SMBH population, under the following assumptions: (a) a halo merger remnant contains a SMBH only if at least one of its progenitors already contained a SMBH prior to the merger, and (b) SMBHs in a merger remnant coalesce on a timescale that is small compared to the tree redshift step ($`\mathrm{\Delta }z=0.05`$). We discuss the validity of these assumptions in detail in §3.

In addition, we need to specify the evolution of halos whose masses are close to the limiting mass $`M_{\mathrm{min}}`$. As mentioned above, we do not track the merger history of halos whose mass falls below the limit $`M_{\mathrm{min}}(z)`$ given in equation (1). As a result, when the merger tree is followed from high $`z`$ to low $`z`$, these halos gradually “appear” in the tree. In model I, these halos are assigned the same seed fraction $`f_{\mathrm{BHi}}=3\times 10^2`$, so that they have the same mass-independent probability of containing a SMBH (irrespective of redshift). On the other hand, model II assumes that only the most massive halos at $`z=5`$ contain SMBHs. Since the newly appearing halos at $`0<z<5`$ have small masses by construction in model II, we assume that they do not contain a SMBH.

Note that the masses of SMBHs are left unspecified in our models. This omission, which greatly simplifies the problem, is motivated by the fact that LISA can, in principle, detect the gravitational waves emitted in any merger involving black holes with individual masses $`>10^3M_{}`$ up to very high redshifts (see § 3.3.1 below). The accretion history of SMBHs, and therefore the evolution of their masses, will be explored in a future paper (Haiman, Menou & Narayanan 2001, in preparation). In the present work, we focus only on the presence or absence of a SMBH in any given halo, as a function of redshift.

## 3. Results

### 3.1. Black Hole Occupation Fraction

Figures 1a and 1b show the evolution with redshift of the black hole occupation fraction $`f_{\mathrm{BH}}`$ in model I and model II, respectively. The three panels in each figure show, from top to bottom, the black hole occupation fraction for halos with masses $`M_h>10^{11}\mathrm{M}_{}`$, $`M_h>10^{10}\mathrm{M}_{}`$, and for all the halos described by the merger tree (corresponding to the mass range $`M_{\mathrm{min}}(z)<M_h<M_{\mathrm{max}}`$). In both models, the value of $`f_{\mathrm{BH}}`$, averaged over all halos above the limiting mass, is $`\overline{f}_{\mathrm{BHi}}3\times 10^2`$ at $`z=5`$. However, the difference in the initial conditions in the two models (Eqns. \[2 and 3\]) strongly influences the subsequent evolution of $`f_{\mathrm{BH}}`$ via the merging process. Overall, $`f_{\mathrm{BH}}`$ computed over the entire mass range $`M_{\mathrm{min}}(z)<M_h<M_{\mathrm{max}}`$ increases with cosmic time because of the numerous mergers experienced by the halo population. However, the evolution of $`f_{\mathrm{BH}}`$ depends strongly on the halo mass. For example, in model II, only the most massive halos (with $`M_\mathrm{h}>\mathrm{\hspace{0.33em}5}\times 10^9\mathrm{M}_{}`$) are seeded with a SMBH at $`z=5`$, so that $`f_{\mathrm{BH}}`$ for halos with masses $`M_h>10^{10}\mathrm{M}_{}`$ actually decreases with cosmic time because many lower mass halos that lack SMBHs become more massive than $`10^{10}\mathrm{M}_{}`$ by successive mergers. This decrease in $`f_{\mathrm{BH}}`$ for $`M_h>10^{10}\mathrm{M}_{}`$ is opposite to the evolution seen in model I, where the successive mergers of small halos, some of which contain SMBHs, increase the value of $`f_{\mathrm{BH}}`$ with cosmic time for halos with masses $`M_h>10^{10}\mathrm{M}_{}`$.

Another important effect of the mass-scale dependence of the merging process is seen in the value of $`f_{\mathrm{BH}}`$ for the most massive halos. In both model I and II, halos with masses $`>10^{11}\mathrm{M}_{}`$ (corresponding roughly to the masses of galaxies brighter than $`0.1L^{}`$ at $`z=0`$) have $`f_{\mathrm{BH}}>\mathrm{\hspace{0.33em}0.8}`$ at $`z=0`$. This large SMBH occupation fraction at $`z=0`$ can be understood by observing that massive halos possess a larger number of early progenitors, and hence the massive halos at $`z=0`$ very often had a progenitor seeded with a SMBH (in model I). In addition, massive halos are also more likely than smaller mass halos to have relatively large mass progenitors, and hence are less likely to be “contaminated” by numerous small mass halos without SMBHs (in model II).

We also constructed models with values of the parameter $`f_{\mathrm{BHi}}=10^1`$, $`10^2`$ and $`10^3`$ at $`z=5`$. As might be expected, for $`f_{\mathrm{BHi}}=10^1`$, the resulting values of $`f_{\mathrm{BH}}`$ at $`z=0`$ are systematically larger, and nearly unity for the most massive ($`M_h>10^{11}\mathrm{M}_{}`$) halos in models I and II. For $`f_{\mathrm{BHi}}=10^3`$, however, the resulting occupation fraction $`f_{\mathrm{BH}}`$ at $`z=0`$ for halos of mass $`M_h>10^{12}\mathrm{M}_{}`$ is only $`40\%`$ and $`60\%`$ in models I and II, respectively (and even less for halos of mass $`M_h>10^{11}\mathrm{M}_{}`$). For $`f_{\mathrm{BHi}}=10^2`$, the resulting occupation fraction $`f_{\mathrm{BH}}`$ at $`z=0`$ for halos of mass $`M_h>10^{11}\mathrm{M}_{}`$ is only $`50\%`$ in both models. Given that the study of Magorrian et al. (1998) probes several galaxies down to luminosities $`10^{10}\mathrm{L}_{}`$ (roughly corresponding to a total mass of $`10^{11}\mathrm{M}_{}`$ for a mass to light ratio of 10),222The very few galaxies with luminosities $`10^{10}\mathrm{L}_{}`$ in the Magorrian et al. sample cannot be used as a stastically significant constraint for our models. They show, however, that SMBHs are present in at least a small fraction of lower mass galaxies. the models with $`f_{\mathrm{BHi}}=10^2`$ do not satisfy the observational constraints. Conversely, scenarios with a black hole occupation fraction $`f_{\mathrm{BH}}3\times 10^2`$ or more at $`z=5`$ are consistent with the observational evidence for the presence of a SMBH in nearly all luminous galaxies at $`z=0`$.

One can ask whether the models are consistent with observational constraints from high redshift quasars (see also §4 for a discussion of possible additional constraints on the models). At $`z3`$, the epoch of maximum activity for bright optical quasars, only a fraction $`10^3`$ of all bright galaxies shows quasar activity (e.g. Richstone et al. 1998). This extra constraint is not violated in the models discussed above. Similarly, the discovery by Barger et al. (2001; see also Mushotzky et al. 2000) that a fraction $`10\%`$ of all bulge-dominated optically luminous galaxies at $`z<3`$ show hard X-ray activity does not rule out the models presented. In fact, we find a large value of $`f_{\mathrm{BH}}>\mathrm{\hspace{0.33em}0.7}`$ for luminous galaxies at $`z3`$ in both classes of models considered (see Fig. 1). This result follows from our assumption that SMBHs form mostly (in model I) or exclusively (in model II) at high redshift $`z5`$, and that a large fraction $`>\mathrm{\hspace{0.33em}80}\%`$ of halos with $`M_h10^{11}\mathrm{M}_{}`$ at $`z=0`$ must harbor SMBHs. In order to satisfy the constraint at $`z=0`$, at least $`3\%`$ of halos near the cooling threshold at $`z=5`$ must have SMBHs; in model I, the numerous mergers between halos in the redshift range $`3<z<5`$ ensures that a fair fraction of all luminous galaxies must harbor a SMBH by $`z3`$. This is an important result that shows that a fair fraction of all luminous galaxies must harbor a SMBH by $`z3`$ if SMBHs preferentially form at redshifts $`z>5`$. The rapid decline of quasar activity beyond redshifts $`z3`$ (e.g. Fan et al. 2001) also allows for scenarios in which SMBHs preferentially form between $`3<z<5`$. We did not explore this class of models here because the predictions would crucially depend on the assumed distribution of formation redshifts for the SMBHs. We note, however, that in a scenario with an epoch of formation peaking around $`z>\mathrm{\hspace{0.33em}3}`$, we find that it is possible to have a value of $`f_{\mathrm{BH}}`$ as low as $`5\times 10^2`$ at $`z=3`$ and still satisfy the constraints at $`z=0`$. This type of scenarios, which would probably lead to reduced merger event rates between $`3<z<5`$, are better explored with a simultaneous attempt at reproducing the observed evolution of the quasar luminosity function (Haiman, Menou & Narayanan, in preparation).

The possibility of a relatively rare population of SMBHs at high redshifts should be taken into account in studies of the evolution of the quasar luminosity function. In terms of a fit to a luminosity function, reducing the fraction of galaxies that host SMBHs and go through a quasar phase can be compensated by either decreasing the mass ratio between the SMBH and its host halo by a similar factor, and/or assuming a longer activity phase (i.e. a larger duty cycle). Studies of the clustering properties of quasars will also have to account for this possibility: the clustering would be reduced in scenarios with $`f_{\mathrm{BH}}1`$ relative to scenarios with $`f_{\mathrm{BH}}1`$ at high redshift (Martini & Weinberg 2000; Haiman & Hui 2000). The problem could also be complicated by the fact that in scenarios with rare SMBHs at high redshift, the clustering study will have to take into account not only the small value of $`f_{\mathrm{BH}}`$ but its mass–dependence as well. These issues will be discussed further in a future paper (Haiman, Menou & Narayanan 2001, in preparation).

The general trend shown by the models at $`z=0`$ (due to the mass-scale dependence of the merging process) corresponds to larger values of $`f_{\mathrm{BH}}`$ for larger halo masses. The transition from halos mostly populated with SMBHs to halos without SMBHs occurs over a finite mass range, which is characteristic of the extent of the population of SMBHs at high redshift. For example, in both model I and II, we find that this transition, defined by $`f_{\mathrm{BH}}=0.5`$ (at $`z=0`$), occurs at the halo mass $`M_h3\times 10^{10}M_{}`$ (see also Fig. 1), which is approximately three times less than the masses extensively probed by the study of Magorrian et al. (1998). This property suggests that one way of constraining the properties of this population is to search for SMBHs in nearby dwarf galaxies with masses smaller than have been studied so far (Kormendy & Richstone 1995; Magorrian et al. 1998).

### 3.2. Rates of Black Hole Mergers

In this section, we show that the detection of gravitational waves emitted when two SMBHs merge is an efficient technique for determining the extent of the population of SMBHs over a wide range of masses and redshifts. It is possible to calculate the cosmic rate of halo mergers containing SMBHs from the merger tree. If the corresponding SMBHs coalesce (see §3.3.2), these merger events are potentially detectable by a low-frequency gravitational wave experiment such as LISA. The total number of events $`\mathrm{\Delta }N`$ occurring in the tree during one redshift step ($`\mathrm{\Delta }z=0.05`$) corresponds to $`\mathrm{\Delta }N/\mathrm{\Delta }z/\mathrm{\Delta }V`$ events per Mpc3 per unit redshift (used here as a time coordinate). Given the adopted cosmology, this event rate can be translated into the number of detectable merger events per unit time per unit redshift (used here as a space coordinate; see e.g., Kolb & Turner 1990; Haehnelt 1994 for similar derivations):

$$\frac{dN}{dzdt}=\frac{\mathrm{\Delta }N}{\mathrm{\Delta }z\mathrm{\Delta }V}4\pi c(1+z)^2d_A^2(z),$$
(4)
where $`d_A(z)`$ is the angular diameter distance and $`c`$ is the speed of light.

Figure 2b shows the event rates in model I and model II. We also show in Figure 2a the event rates expected in a third “maximal” model in which we assume that every single halo described by the merger tree harbors a SMBH (i.e., $`f_{\mathrm{BHi}}=f_{\mathrm{BH}}=1`$ at any redshift, independent of halo mass). The predicted event rates differ both in terms of the total number of events and in their distribution with redshift.

The maximal model shows that the merging rate of all the halos described by the merger tree decreases steeply with cosmic time (Fig. 2a). For the adopted cooling mass (Eq. ), the merger tree predicts as much as $`550`$ merger events per year per unit redshift at $`z=5`$ and less than $`30`$ merger events per year per unit redshift below $`z=1`$. In model I, on the other hand, mergers of halos containing SMBHs are much rarer because of the reduced population of SMBHs in halos ($`f_{\mathrm{BHi}}=3\times 10^2`$, independent of mass). However, since mergers gradually increase the value of $`f_{\mathrm{BH}}`$ with cosmic time (Fig. 1a), the probability of a merger involving two SMBHs initially increases with redshift.333We have checked that the same model without the low–mass halos “appearing” from below our mass resolution limit predicts essentially identical merging rates. The black hole merger event rate peaks at $`z2.5`$ where $`<\mathrm{\hspace{0.33em}3}`$ events per year per unit redshift are predicted (Fig. 2b; dotted line). This is the most pessimistic of the models considered here, with a total event rate $`9`$ yr-1 out to $`z=5`$.

In model II, by construction, mergers of halos with SMBHs initially occur only for halos more massive than $`5\times 10^9\mathrm{M}_{}`$. As halos merge together, this limit is increased further at $`z<5`$, so that mergers occur on a typical mass scale which is growing with cosmic time. Halo merger rates generically peak at a characteristic redshift that varies inversely with the halo mass scale (i.e., the lower the halo mass, the higher the peak redshift); it peaks at a redshift beyond $`5`$ for $`10^{10}\mathrm{M}_{}`$ halos (Lacey & Cole 1993; see also Figure 5 in Haiman & Menou 2000). The combination of these two properties leads to a decrease in the merger rate with cosmic time in model II (Fig. 2b; dashed line), where the typical halo mass involved in a merger with SMBHs increases with cosmic time. The merger tree predicts $`9`$ black hole merger events per year per unit redshift at $`z=5`$, decreasing to less than $`0.5`$ merger events per year per unit redshift below $`z=1`$. A total of $`15`$ events per year out to $`z=5`$ is predicted.

#### 3.2.1 Low-Frequency Gravitational Waves

SMBHs are prime targets for LISA (Folkner 1998) as sources of low-frequency ($`110^4`$ Hz) gravitational waves when they coalesce (see Press & Thorne 1972; Thorne 1987 and references therein). The merger tree allows us to make more definite estimates of the black hole coalescence rates than has been previously done (see Thorne & Braginsky 1976; Haehnelt 1994; 1998). These predictions must take into account the spectral coverage and sensitivity of the instrument. However, following Haehnelt (1994; see also Folkner 1998), we note that LISA should be able to detect the gravitational signal from two coalescing SMBHs up to very high redshifts ($`z>10`$) provided they both have masses $`>\mathrm{\hspace{0.33em}10}^3\mathrm{M}_{}`$.

The masses of SMBHs are left unspecified in the merger tree implementation described in §2. A simple ansatz for the SMBH masses is to assume that they follow, up to $`z=5`$, the relation determined locally:

$$M_{\mathrm{BH}}=1.2\times 10^8\mathrm{M}_{}\left(\frac{\sigma _e}{200\mathrm{km}\mathrm{s}^1}\right)^{3.75},$$
(5)
where $`\sigma _e`$ is the velocity dispersion of the stellar bulge (Gebhardt et al. 2000). The relation between the stellar and dark matter velocity dispersions can be specified based on the observed radial stellar distributions ($`\rho _{\mathrm{stars}}r^3`$), and assuming an isothermal DM halo ($`\rho _{\mathrm{DM}}r^2`$), which yields $`\sigma _e=(3/2)^{1/2}\sigma _{\mathrm{DM}}`$ (see, e.g., Turner, Ostriker & Gott 1984). Adopting this relation, we find that all the SMBHs described by the merger tree have masses $`>10^3\mathrm{M}_{}`$ (the minimum SMBH mass described by the tree at $`z=5`$ is $`1.3\times 10^3\mathrm{M}_{}`$, according to Eqns.  and ). In this case, all the merger events counted in Figure 2 are detectable by LISA.

If instead of equation (5), we adopt the steeper relation of Merritt & Ferrarese (2001a)

$$M_{\mathrm{BH}}=1.3\times 10^8\mathrm{M}_{}\left(\frac{\sigma _e}{200\mathrm{km}\mathrm{s}^1}\right)^{4.72},$$
(6)
we find that our smallest halo harbors a SMBH with a mass $`<\mathrm{\hspace{0.33em}100}M_{}`$ at $`z=5`$, below LISA’s detection limit. In this case, the rate of events detectable by LISA could be substantially reduced. We note, however, that both equations (5) and (6) have been obtained in nearby galaxies. In extending these relations to higher redshifts, one needs to ensure that the total amount of mass in SMBHs is consistent with the observed luminosity of the quasar population (Soltan 1982). This implies that in scenarios with rare SMBHs at high redshift, the typical SMBH in a halo with a given mass will have to be more massive than in scenarios where SMBHs are more widespread. As a result, the above relations between velocity dispersion and black hole mass derived locally should scale differently at high redshift, making SMBHs more massive (and more detectable) in our models where $`f_{\mathrm{BH}}<1`$. This suggests that only scenarios in which SMBHs are common at high redshift will be affected by the above mass/sensitivity threshold for the rate of merger events detectable by LISA. This issue, which requires a detailed accretion model for the SMBHs besides their merger history, will be addressed in more detail elsewhere (Haiman, Menou & Narayanan 2001, in preparation).

The gravitational wave signal provides a wealth of information on the emission source (e.g. Thorne 1987). For coalescing black hole binaries, the observables are the binary orbital period $`P_{\mathrm{orb}}`$ (twice the quadrupolar wave period), its time derivative $`\dot{P}_{\mathrm{orb}}`$, and the gravitational wave amplitude $`h`$. Modulo the unknown binary inclination and source-detector orientation for individual sources, one can put meaningful constraints on the binary mass and its distance to the observer via a combination of these three observables (e.g. Schutz 1986). Thus, the quantity $`(hP_{\mathrm{orb}}/\dot{P}_{\mathrm{orb}})`$ provides a direct estimate of the distance to the source, independent of its mass; the value of $`h`$ then constrains the mass of the system once the distance is known. 444In a cosmological context, $`P_{\mathrm{orb}}`$ and $`\dot{P}_{\mathrm{orb}}`$ are affected by the cosmological redshift and the distance becomes a luminosity distance, but equally good constraints can be derived assuming the cosmology is known (e.g. Schutz 1989). This raises the exciting possibility that LISA could not just detect the events predicted in Figure 2, but could also discriminate between coalescing SMBHs at high and low redshift, constrain the masses involved in the various merger events and, all together, probe the characteristics of the population of SMBHs as a function of redshift.

#### 3.2.2 Black Hole Mergers

The SMBH merger event rates shown in Figure 2 were derived assuming that SMBHs coalesce efficiently, i.e. shortly after the merger of their parent halos (§2.2). Our current knowledge of the merger process is limited, and various plausible physical effects could substantially modify its efficiency.

In their seminal work, Begelman, Blandford & Rees (1980) showed, for a specific massive example, that the coalescence timescale for two SMBHs in a galactic merger product could be very long, i.e., comparable to or larger than a Hubble time. Numerical simulations show that dynamical friction between the SMBH and the surrounding star cluster, while being an important effect before the phase of binary evolution dominated by gravitational wave emission, is rather inefficient, so that the coalescence of the two SMBHs is not an obvious outcome (Rajagopal & Romani 1995; Makino 1997; Quinlan & Hernquist 1997; Merritt, Cruz & Milosavljević 2000). However, this conclusion is complicated both by the possible acceleration of the coalescence process due to the “wandering” of the SMBH binary in the central stellar cluster — a process that is difficult to follow numerically (Quinlan & Hernquist 1997; Merritt et al. 2000) — and by the possible influence of another merger on the preexisting stellar distribution (Roos 1988; Polnarev & Rees 1994; see also Begelman et al. 1980 for a discussion of gas infall effects).

If SMBHs are brought together by successive halo mergers at a rate higher than the rate at which they can coalesce, the lowest mass SMBH is likely to be ejected out of the nucleus of the merger remnant by the slingshot mechanism (Saslaw, Valtonen & Aarseth 1974; Hut & Rees 1992; Xu & Ostriker 1994). This black hole ejection is more probable in the maximal model presented above (where $`f_{\mathrm{BHi}}=1`$) than in models I and II, where SMBHs are comparatively rare. For example, in the maximal model, a halo with mass $`>10^{12}\mathrm{M}_{}`$ at $`z=0`$ typically has experienced about $`10^2`$ to $`10^3`$ mergers between $`0<z<5`$ with other halos containing a SMBH. In fact, we find that in the maximal model, $`10\%`$ of all the mergers occurring within a redshift step $`\mathrm{\Delta }z=0.05`$ (corresponding to $`1.6\times 10^7`$ yrs at $`z=5`$ and $`7\times 10^8`$ yrs at $`z=0`$ for the adopted cosmology) are multiple mergers involving three or four halos all of which contain a SMBH (indicating therefore very short times between two successive mergers). Note that most of the mergers happen at high redshift in this model, as shown by Fig. 2a. In models I and II, these “multiple” mergers within a redshift step $`\mathrm{\Delta }z=0.05`$ are exceedingly rare and the cumulative number of mergers of halos with SMBHs involved in the building-up of the halos at $`z=0`$ is much reduced. For example, halos of mass $`>10^{11}\mathrm{M}_{}`$ at $`z=0`$ have experienced up to $`50`$ mergers in model I, and up to $`80`$ mergers in model II, between $`0<z<5`$, with other halos containing a SMBH (although the $`20\%`$ of halos that still do not contain a SMBH at $`z=0`$ have not experienced any such merger; see Fig. 1b). In all three models, there is therefore the possibility for slingshot ejections via three-body interactions, unless the SMBH merging process is very efficient (i.e. coalescence time $``$ than the typical time between successive mergers, at any redshift). Analytical arguments and numerical simulations, in the context of dark matter halos being made of SMBHs, suggest that many of the ejected SMBHs would remain undetectable and bound to their parent galaxy, while some of them could escape to infinity (see, e.g., Hut & Rees 1992, Xu & Ostriker 1994). This raises the possibility of the existence of a population of free-floating SMBHs located outside galaxies.

## 4. Discussion

Our description of the merger history of SMBHs is limited to redshifts $`z5`$: we find that the merger tree fails to accurately reproduce the PS mass function at higher redshifts (§2.1). In the model with a SMBH in every halo satisfying our cooling criterion (the maximal model), and in model II, the halo merger event rates are strongly peaked toward high $`z`$, suggesting even more events at $`z>5`$. However, this simple extrapolation toward higher redshifts of the expectations for LISA is limited by the tendency for SMBHs to be less massive at high $`z`$ (thereby moving the coalescence signal out of the frequency range of LISA), and by the fact that bound objects do not form beyond $`z2030`$ in popular CDM cosmologies (see Barkana & Loeb 2001 for a recent review).

Our models also suffer from the uncertainty on the minimum cooling mass $`M_{\mathrm{min}}`$ (Eq. ). Because of the steep slope of the halo mass function, most of the halos described by the merger tree have masses close to $`M_{\mathrm{min}}`$, so that the predictions for the merger event rates in the maximal model ($`f_{\mathrm{BH}}=1`$) and, to a much lesser extent, in model I are affected by the value of $`M_{\mathrm{min}}`$ (more merger events are expected for smaller $`M_{\mathrm{min}}`$). Nevertheless, we expect our qualitative conclusion to hold with different values of $`M_{\mathrm{min}}`$: (1) a few percent of the massive halos at $`z=5`$ should harbor a SMBH to satisfy the constraints at $`z=0`$ and (2) if SMBHs do not preferentially form between $`3<z<5`$, then a fair fraction of luminous galaxies must contain a SMBH at $`z3`$, the epoch of peak quasar activity.

We also note that the models I and II considered above are highly idealized. In model II, it is postulated that SMBHs form exclusively in high-mass galaxies at $`z>5`$ and, implicitly, that no new SMBHs form at $`0<z<5`$. The assumption in model I, namely that a small universal fraction of the halos described contain SMBHs, could represent the scenario envisioned by Eisenstein & Loeb (1995), in which SMBHs form only in halos with unusually low specific angular momentum. We note that, in this scenario, halos in which SMBHs form should experience fewer mergers because of their comparatively poor environments and $`f_{\mathrm{BHi}}`$ should somewhat depend on the halo mass. These two effects are not included in our model I.

As we have shown, the merging rates scale strongly with halo mass, so that in a more realistic model the fraction $`f_{\mathrm{BH}}`$ would be an increasing function of halo mass at almost any redshift (and in particular at the arbitrary starting redshift $`z=5`$ chosen here) because of previous mergers experienced by the halos at even larger redshifts. It is also possible that SMBHs continuously form with cosmic time, with some complex dependence on redshift. Nonetheless, these idealized models represent two plausible extremes of the black hole occupation functions, serving to illustrate the essentials of the merging process and showing that SMBHs could be rare in halos at high redshift without violating constraints at $`z=0`$. Indeed, since the same models with an additional, significant rate of SMBH formation with cosmic time or an initial parameter $`f_{\mathrm{BHi}}`$ that is an increasing function of halo mass would predict larger values of $`f_{\mathrm{BHi}}`$ at $`z=0`$ for the large mass halos, the two models explored here are useful extreme cases.

A source of uncertainty for the models presented here is that real galaxies (e.g. those in clusters) can correspond to sub–halos of a larger collapsed halo (e.g. the cluster). This invalidates the one-to-one correspondence between galaxies and Press–Schechter halos, at least for galaxies residing in groups or clusters (see White, Hernquist & Springel 2001 for recent results on the multiplicity function of sub–halos). We note that the sample of galaxies of Magorrian et al. (1998), that is used here as the main observational constraint for the models, is non–uniform, containing some galaxies from the Virgo cluster, the Local Group, as well as other galaxies. Implicit in our work is the assumption that nearly all galaxies in the field (those with a one-to-one correspondence to Press–Schechter halos) harbor SMBHs. If future observations reveal that SMBHs are less common in field galaxies, this could allow even more extreme models than considered here (i.e. with even rarer SMBHs).

The results of Magorrian et al. (1998) have been quantitatively challenged, in that the SMBH masses are now thought to be a factor of a few smaller than originally estimated by Magorrian et al. (see, e.g., Merritt & Ferrarese 2001b; Gebhardt et al. 2000). We note that these uncertainties do not effect our conclusions here, since in our models, we only prescribe the presence or absence of a SMBH. Although this has not been established to date, if SMBHs were found in the future to be rarer (not just less massive) than estimated by Magorrian et al., the case for rare SMBHs at high redshift could be made even stronger (i.e. the fraction of SMBHs populating galaxies at high redshift could be even smaller than considered here).

Evolution models with rare SMBHs can be further constrained by requiring that they fit the observed luminosity function of quasars. Since only a small fraction, $`f_{\mathrm{BH}}1`$, of high–redshift halos are populated with SMBHs in these models, those halos which do contain SMBHs had to harbor more massive SMBHs in these models than they would have in standard evolution models with $`f_{\mathrm{BH}}=1`$. In standard models, the mass that constitutes a central SMBH at $`z=0`$ is distributed among all the halo progenitors at some earlier redshift $`z`$, each of whom harbors a SMBH. In comparison, in models with rare SMBHs, the same material resides at redshift $`z`$ in a fraction $`f_{\mathrm{BH}}`$ of the progenitors, so that the typical ratios of black hole to halo mass are larger in models with rare SMBHs by a factor $`f_{\mathrm{BH}}^1`$. In standard models (see, e.g., Haiman & Loeb 1998; Kauffmann & Haehnelt 2000), the SMBH has a mass which is a small fraction, $`10^210^3`$, of the total gaseous mass of the parent galaxy. This places an approximate limit of $`f_{\mathrm{BH}}>\mathrm{\hspace{0.33em}10}^210^3`$ on the maximum rarity of SMBHs.

Successful evolutionary models are also required to reproduce the tight correlation between the SMBH mass and the stellar velocity dispersion of the host galaxy bulge observed locally (Ferrarese & Merritt 2000; Gebhardt et al. 2000). We emphasize that in the models presented here, the masses of high-$`z`$ SMBHs or their accretion history were not specified and that there is considerable freedom in adjusting both of these quantities in an evolutionary model. For example, in the models of Kauffmann & Haehnelt (2000) for the evolution of active nuclei, the fraction of the gas that is accreted onto the SMBH during a merger is chosen to scale with redshift. We expect that a suitable prescription for the accretion histories and/or the initial SMBH masses can lead to a tight $`M_{\mathrm{BH}}\sigma `$ relation as observed locally, and will pursue this question in a future work.

The above points demonstrate the need for a better characterization of the population of SMBHs as a function of redshift. We highlighted the possibilities and limitations of the detection of gravitational waves associated with SMBH mergers for this purpose. It would be very useful to test the extent of the population of SMBH via other means. The frequency of SMBH binaries at the centers of nearby galaxies may well be different for the various models discussed above, although this frequency depends on the efficiency with which SMBHs coalesce, and is difficult to estimate theoretically. A more promising test could be to search for SMBHs at the centers of local dwarf galaxies with masses smaller than currently probed, since our models predict that nuclear SMBHs may not be ubiquitous in galaxies below a certain characteristic mass scale at $`z=0`$. In the future, searches for nuclear activity at high redshift will be useful in constraining models with rare SMBHs, because they provide lower limits to the fraction of galaxies harboring SMBHs (some of them being possibly inactive).

## Acknowledgments

We are grateful to Jeremy Goodman, David Spergel, Michael Strauss and Scott Tremaine for useful discussions, and Martin Haehnelt for comments on the manuscript. Support for this work was provided by NASA through Chandra Postdoctoral Fellowship grant number PF9-10006 awarded to KM by the Chandra X-ray Center, which is operated by the Smithsonian Astrophysical Observatory for NASA under contract NAS8-39073 and through the Hubble Fellowship grant HF-01119.01-99A, awarded to ZH by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555.


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# Accurate switching intensities and length scales in quasi-phase-matched materials

## Abstract

We consider unseeded Type I second-harmonic generation in quasi-phase-matched (QPM) quadratic nonlinear materials and derive an accurate analytical expression for the evolution of the average intensity. The intensity-dependent nonlinear phase mismatch due to the QPM induced cubic nonlinearity is found. The equivalent formula for the intensity for maximum conversion, the crossing of which changes the nonlinear phase-shift of the fundamental over a period abruptly by $`\pi `$, corrects earlier estimates by more than a factor of 5. We find the crystal lengths necessary to obtain an optimal flat phase versus intensity response on either side of this separatrix intensity.

Since the observation of nonlinear phase-shifts in excess of $`\pi `$ through cascading close to phase-matching , quadratic nonlinear or $`\chi ^{(2)}`$ materials have been of significant interest in photonics . With the maturing of the quasi-phase-matching (QPM) technique , in particular by electric-field poling of ferro-electric materials, such as LiNbO3 , and by quantum-well disordering in semiconductors , the number of possible applications of cascading in $`\chi ^{(2)}`$ materials has increased even more.

An effect of QPM gratings is to generate cubic nonlinearities in the equations for the average field due to non-phase-matched coupling between modes . This cubic nonlinearity appears in QPM with linear and/or nonlinear gratings , it can be focusing or defocusing, depending on the sign of the phase mismatch , and its strength can be significantly increased by modulating the grating . Simulations of QPM systems have confirmed the presence of an intensity dependent nonlinear phase mismatch  and of soliton properties , that can only be described by including the cubic terms. The Kerr nonlinearity is also known to distort the second-harmonic (SH) spectrum and introduce an intensity dependent nonlinear phase mismatch, as found both theoretically  and experimentally . Thus, although the physical origin of the Kerr and the induced cubic nonlinearities is distinctly different, they have qualitatively similar effects on CW waves.

In this letter we focus on the intensity dependent nonlinear phase-mismatch, which implies a finite separatrix intensity that can be used in efficient all-optical switching, as was shown for the Kerr nonlinearity in poled fibres  and the QPM induced cubic nonlinearity . A distinct feature of the averaged QPM model with induced cubic nonlinearities is that there is not a one-to-one correspondance between the physical field and the averaged field. The separatrix intensity obtained with no SH seeding in the averaged model does therefore not accurately predict the real physical separatrix intensity of unseeded second-harmonic generation (SHG). We address this discrepancy and find the exact separatrix intensity for unseeded Type I SHG in QPM samples. We further show that the averaged model gives also quantitatively inaccurate results for no seeding of the average SH, since a basic assumption in the averaging procedure is violated, and we find the optimum crystal lengths for using the induced separatrix intensity for all-optical switching.

We consider a linearly polarized electric field $`\stackrel{}{E}=\widehat{e}[E_1(z)\mathrm{exp}(ik_1zi\omega t)+E_2(z)\mathrm{exp}(ik_2zi2\omega t)+c.c.]/2`$, propagating in a lossless QPM $`\chi ^{(2)}`$ medium under conditions for type I SHG. The dynamical equations for the slowly varying envelopes take the form

$`idE_1/dz+G(z)\chi _1E_1^{}E_2\mathrm{e}^{i\mathrm{\Delta }kz}=0,`$ (1)
$`idE_2/dz+G(z)\chi _2E_1^2\mathrm{e}^{i\mathrm{\Delta }kz}=0,`$ (2)
where $`E_1(z)`$ is the fundamental wave (FW) with frequency $`\omega `$ and wavevector $`k_1`$, $`E_2(z)`$ is the SH with wavevector $`k_2`$, $`\mathrm{\Delta }k`$=$`k_2`$$``$$`2k_1`$ is the wavevector mismatch, and $`\chi _j`$=$`\omega d_{\mathrm{eff}}/(n_jc)`$, with $`n_j`$=$`n(j\omega )`$ being the refractive index and $`d_{\mathrm{eff}}`$=$`\chi ^{(2)}/2`$ being in MKS units. The total intensity $`I=\frac{1}{2}\eta _0(n_1|E_1|^2+n_2|E_2|^2)`$ is conserved, where $`\eta _0`$=$`\sqrt{ϵ_0/\mu _0}`$ is the specific admittance of vacuum. The $`\chi ^{(2)}`$ susceptibility is modulated by the grating function $`G(z)`$ with unit amplitude and Fourier series $`G(z)`$=$`\sigma _ng_n\mathrm{e}^{in\kappa z}`$, where $`g_n`$=0 for $`n`$ even and $`g_n`$=$`2/(i\pi n)`$ for $`n`$ odd. This zero-average square-wave modulation is typical for QPM by domain inversion in ferro-electric materials, such as LiNbO3. We define $`\sigma `$=sign$`(\kappa )`$ so that $`G(z)`$ is positive in the first domain.

We further consider first order forward QPM with a short coherence length $`L_d`$$``$$`L_c`$$``$$`L`$, where $`L`$ is the crystal length, $`L_d`$=$`\pi /|\kappa |`$ is the domain length, and $`L_c`$=$`\pi /|\mathrm{\Delta }k|`$ is the coherence length. Expanding the fields in Fourier series in the grating wavenumber $`\kappa `$,

$$E_1=\underset{n}{}w_n(z)\mathrm{e}^{in\kappa z},E_2=\sigma \underset{n}{}v_n(z)\mathrm{e}^{i(n\kappa \beta )z},$$
(3)
where the harmonics are small compared to the dc-component, a simple first-order perturbation theory  gives the dynamical equations for the slowly varying (on the scale of the domain length) average field

$`idw_0/dz+i\rho _1w_0^{}v_0+(\gamma _1|v_0|^2\gamma _2|w_0|^2)w_0=0,`$ (4)
$`idv_0/dz+\beta v_0i\rho _2w_0^2+2\gamma _2|w_0|^2v_0=0,`$ (5)
where $`\beta `$=$`\mathrm{\Delta }k\kappa `$$``$$`\kappa `$ is the residual mismatch, $`\rho _j`$=$`\chi _j2/\pi `$, and $`\gamma _j`$=$`\chi _j\chi _1(18/\pi ^2)/\kappa `$. Since $`L_d`$$``$$`L_c`$$``$$`L`$ the sign of $`\kappa `$ is the sign of the mismatch, sign$`(\kappa )`$=sign$`(\mathrm{\Delta }k)`$. Thus the QPM induced cubic nonlinearity can be both focusing and defocusing, depending on the sign of the mismatch $`\mathrm{\Delta }k`$, just as the effective cubic nonlinearity obtained in the cascading limit . The harmonics are given by

$$n\kappa w_{n0}=\chi _1g_{n1}w_0^{}v_0,n\kappa v_{n0}=\chi _2g_{n+1}w_0^2,$$
(6)
The average model (4-5) conserves the total average intensity $`I_0=\frac{1}{2}\eta _0(n_1|w_0|^2+n_2|v_0|^2)`$ and the quantity $`ϵ=(1u)\sqrt{u}\mathrm{sin}(\varphi _22\varphi _1)+Cu+Du^2`$. Here $`\varphi _1(z)`$ and $`\varphi _2(z)`$ are the phases of $`w_0(z)`$ and $`v_0(z)`$, respectively, and $`u(z)=\frac{1}{2}\eta _0n_2|v_0(z)|^2/I_0`$ is the fraction of average intensity $`I_0`$ in the average SH. The parameters are $`D=\frac{3}{2}\gamma _1\sqrt{J}/\rho _1`$ and $`C=\frac{1}{2}\beta /(\rho _1\sqrt{J})\frac{4}{3}D`$, where $`I_0=\frac{1}{2}\eta _0n_2J`$. In the physical regime, where the polynomial $`f(u)=D^2u^4+(12CD)u^3(2+C^22ϵD)u^2+(1+2ϵC)uϵ^2`$ has four real roots $`u_0u_11u_2u_3`$, we solve Eqs. (4-5) by quadrature and find the average SH intensity

$$u(z)=[u_3\mathrm{sn}^2(rz|m)+u_0p]/[\mathrm{sn}^2(rz|m)+p],$$
(7)
where $`p=(u_3u_1)/(u_1u_0)`$, $`mp=(u_3u_2)/(u_2u_0)`$, and $`r=\frac{3}{2}|\gamma _1|J\sqrt{(u_2u_0)(u_3u_1)}`$ are real positive parameters. The Jacobian Elliptic sn$`(z|m)`$ function is periodic with period 4K$`(m)`$, where K$`(m)`$ is the complete elliptic integral of the first kind . The solution (7) is thus periodic with the period 2K$`(m)/r`$ and becomes aperiodic when $`u_1`$=$`u_2`$=1 ($`m`$=1), in which case 100% transfer of power to the SH is predicted by the average model. From $`f(1)`$=0 we obtain the separatrix $`C+D`$=$`ϵ`$.

The solution (7) was found earlier for no seeding of the average SH, i.e. with $`u(0)`$=$`u_0`$=$`ϵ`$=0 . In this case $`I`$=$`I_0`$ to lowest order and the separatrix $`C`$$`+`$$`D`$=0 corresponds to the physical intensity $`I`$=$`I_\mathrm{s}^0`$=$`\frac{1}{2}\eta _0n_2J_\mathrm{s}^0`$, where $`J_\mathrm{s}^0`$=$`\beta /\gamma _1`$. It was further proven  that when the separatrix is crossed the phase-shift of the FW over a period changed by exactly $`\pi `$, a result that is also valid for our general solution (7). However, it was never investigated whether $`I_\mathrm{s}^0`$=$`\frac{1}{2}\eta _0n_2\beta /\gamma _1`$ was an accurate prediction of the separatrix intensity in the physical system (1-2).

As a typical sample we consider bulk LiNbO3, a FW wavelength of $`1.064\mu `$m, $`d_{\mathrm{eff}}`$=30pm/V, $`n_1`$=2.2, and $`n_2`$=2.23, which gives the coherence length $`L_c`$=8.9$`\mu `$m. In Fig. 1 we show the nonlinear phase-shift of the FW versus the physical intensity $`I`$ as predicted by the unseeded average model (4-5) with $`u(0)`$=$`v_0(0)`$=0 and found by numerical integration of the corresponding physical system (1-2) with initial condition determined from Eqs. (3) and (6). With the domain length $`L_d`$=8.8$`\mu `$m the predicted separatrix intensity $`I_\mathrm{s}^0`$=231GW/cm2 is 26GW/cm2 too high compared to what is actually found in the physical system (1-2). This inaccuracy has not been observed before and is mainly due to the average SH being initially zero, which violates the requirement that the harmonics are small compared to the average field.

At this point we stress that no seeding in the average model (4-5) implies a seeding of the physical SH, as given by the transformations (3) and (6), i.e. $`v_0(0)`$=0 gives $`E_1(0)`$=$`w_0(0)`$ and $`E_2(0)`$=$`i(\sigma \rho _2/\kappa )w_0^2(0)`$. The experimentally relevant setup is unseeded SHG with $`E_2(0)`$=0, for which Fig. 1 shows that the physical phase versus intensity curve is indistinguishable from the prediction of the average model ($`v_0`$ is now seeded and thus no assumptions are violated). The physical separatrix intensity for unseeded SHG is 44GW/cm2, i.e., 5.3 times lower than the prediction $`I_\mathrm{s}^0`$ of the unseeded averaged model. Note that the averaged model without the cubic terms would not predict any separatrix.

From Eqs. (3) and (6) with $`E_2(0)`$=0 we find that $`v_0(0)`$=$`i(\rho _2/\kappa )x^2`$ where $`x`$=$`w_0(0)`$ is real and $`E_1(0)=x+(\rho _1\rho _2/\kappa ^2)x^3`$. Then $`ϵ`$=$`n_2\rho _2\sqrt{J}/(n_1\kappa )`$ to lowest order and thus $`J_\mathrm{s}`$=$`(1`$$``$$`8/\pi ^2)\beta /\gamma _1`$. This gives the physical separatrix intensity for unseeded SHG

$$I_\mathrm{s}=\frac{\eta _0n_2}{2}\left(1\frac{8}{\pi ^2}\right)\frac{\beta }{\gamma _1}$$
(8)
since again $`I`$=$`I_0`$ to lowest order. For $`L_d`$=8.8$`\mu `$m this gives $`I_\mathrm{s}`$=44GW/cm2, which is exactly the numerically found value (see Fig. 1). Our numerical simulations confirm this accuracy for all values of the domain length satisfying $`L_dL_cL`$ and also for negative $`\mathrm{\Delta }k`$.

A first requirement for the QPM-induced separatrix to be relevant for switching purposes is that the intensity $`I_\mathrm{s}`$ is low, which requires the ratio $`\beta /\gamma _1`$ to be small, i.e. the effective mismatch must be small (but nonzero) and the induced cubic nonlinearity strong. We will not discuss more appropriate materials than LiNbO3, but we note that the average model is very general , allowing $`\gamma _1`$ to be significantly increased by, e.g., modulating the QPM grating  or by a strong dc-value of the grating .

So far the induced separatrix has not been observed in experiments. The reason could be: (i) The intensity was too low; (ii) the induced and inherent self-phase modulation (SPM) terms eliminate each other - conventional $`\chi ^{(2)}`$ materials are self-focusing and have normal dispersion and thus the inherent SPM coefficient is positive, while the induced SPM coefficient ($`\gamma _2`$) is negative; (iii) the crystal length was inappropriate. In Fig. 2 we illustrate the effect of the crystal length. Clearly, the separatrix becomes more and more “hidden” in the overall variation due to the quadratic nonlinearity, and the flat plateaus on each side become narrower, as $`L`$ is increased from the optimal value around 351$`\mu `$m. When $`L`$ is too short the separatrix is lost.

In Fig. 3 we show the period $`2K(m)/r`$ of the solution (7) versus intensity. The minimum period between $`I`$=0 and the separatrix $`I`$=$`I_\mathrm{s}`$ provides a good measure of the optimal crystal length observed in Fig. 2, for which the $`\pi `$-shift due to the separatrix is the clearest and the flat phase versus intensity plateaus on either side are the broadest. From Fig. 3 we see how this optimal length increases as the domain length approaches the coherence length 8.9$`\mu `$m, i.e. as exact effective phase-matching is approached. At the same time the separatrix intensity decreases.

Thus it is desirable to work close to, but not exactly at, exact effective phase-matching in order to reduce the holding intensity in the switching process and keep a reasonable crystal length. Clearly the resolution in the photolithographic process could be an issue if the separatrix is to be measured and used.

The research is supported by the Danish Technical Research Council through Talent Grant No. 5600-00-0355.