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# Notes on Black Hole Phase Transitions

## I Introduction

Thermal fluctuations can induce phase transitions in which the zero-temperature degrees of freedom are reorganized into a qualitatively different form. While there are many familiar examples such as the boiling of water, phase transitions also occur in more exotic systems like spacetime geometry. In these notes (based partly on Chapter 5 of the dissertation work of GJS ), we study a spacetime phase transition evident through the spontaneous formation of a black hole in equilibrium with a thermal environment. We are interested in two important questions:

> 1. Why does a black hole phase transition occur?
>
> 2. By what dynamical scenario does the phase transition take place?

We gather here some of our recent thoughts and propose some ideas which have the potential of providing partial answers to these questions.

The abstract nature of the black hole phase transition is a departure from the more physical systems familiar to us from ordinary experience. No laboratory is yet equipped with the tools necessary to probe the formation of a black hole in a phase transition of thermal spacetime, although such situations may have existed in the very early universe. Here, we want to see how far our understanding of more accessible physical systems can be applied to similar processes in spacetimes. A more ambitious intention is to use our knowledge gained from the study of quantum and classical phase transitions to peer into the complicated workings of general relativity and semiclassical gravity. General relativity is a highly nonlinear theory and comparatively little is known about its detailed behavior away from exact solutions. For example, in the extremely energetic environment of the early universe, general relativity may exhibit a disordered phase dominated by black holes, wormholes, geons and other nonperturbative gravitational excitations. At even higher energies near the Planck scale it has long been speculated that spacetime appears as a foam or froth . Indeed, the study of Planck scale fluctuations including gravitational bubbles , baby universes , virtual black holes  and black hole pair creation  has been given a solid grounding by Hawking and his associates. Unfortunately, while the picture of spacetime foam is vivid, it is very hard to realize in quantitative terms: in part because a theory of quantum gravity does not yet exist. However, it is our hope that understanding the phase structure of semiclassical gravity provides at least an angle on the attributes of the transition to quantum gravity.

Black holes bear some similarity to topological defects . They are both stable, nonperturbative solutions of the classical theory. Both black holes and topological defects carry with them a remnant of the high temperature phase; symmetry is restored in the core of topological defects and we are likely to find a quantum phase of spacetime in the high-curvature region near the black hole singularity. In addition, as we will show in these notes, the black hole phase transition is qualitatively similar to the defect-mediated Kosterlitz-Thouless phase transition in condensed matter and the Hagedorn transition in string systems.

The analogy between black holes and topological defects is only a partial reflection of a deeper dialectical relationship existing between condensed matter physics, including statistical mechanics and hydrodynamics and the so-called “fundamental” physics such as quantum gravity and particle physics, which refers to the study of the ‘basic’ constituents of spacetime and matter. The former is understood in broader terms as a study of the complex organization in structure and interactions of their constituent elements, whether they be atoms and molecules in condensed matter, or strings in the formation of spacetime. In this light cosmology is closer to condensed matter physics than elementary particle physics . Condensed matter systems of atoms and molecules are usually easier to understand than their high energy counterparts such as strings or geons, and we can exploit these analogies to illuminate the behavior of systems which are otherwise experimentally and theoretically intractable. For example, sonic black holes in superfluids such as Bose-Einstein condensates may provide a testable model of black hole Hawking radiation . The experimental tests of physics at high energy scales are (and are likely to remain) relatively few. In this environment, condensed matter analogs are useful in aiding the probe of fundamental physics, of relevance here being semiclassical gravity.

In Sec. II we review the thermodynamics of the black hole phase transition, focusing on the calculation of the semiclassical free energy of a black hole in thermal equilibrium, represented by the work of Whiting and York . In Sec. III we review an atomic model of the black hole, first introduced as a quantum model of black hole microstates by Bekenstein . In original work we use this model to provide a statistical mechanics of the phase transition and highlight the important role of black hole entropy. In Sec. IV we discuss the nonequilibrium dynamics of the black hole phase transition. We point out the inadequacy of the homogeneous nucleation theory of first-order phase transitions and explore examples from condensed matter (Kosterlitz-Thouless transition) and string theory (Hagadorn transition) which appear qualitatively similar to the black hole system. A summary is provided in Sec. V. Unless otherwise noted, we use Planck units for which $`\mathrm{}=G=c=1`$.

## II Spacetime thermodynamics

For normal matter, gravitational interactions are universally attractive and a self-gravitating system is fundamentally unstable to collapse. For example, a nonrelativistic ideal homogeneous fluid with density $`\rho `$ and sound speed $`v_s`$ is unstable to long wavelength density perturbations. Perturbations with wave vector

$$k_J<\sqrt{\frac{4\pi \rho }{v_s^2}}$$
(1)
will grow exponentially. This is the Jeans instability. Since gravity cannot be screened, gravitational instabilities remain for a system in thermal equilibrium. Compress an ideal, isothermal, self-gravitating gas below a critical volume and the gas will collapse.

Quantum effects induce additional instabilities to a classical thermal gravitational system. In particular, hot, flat space is unstable to the (quantum) nucleation of black holes . Using the techniques of Euclidean quantum gravity, the nucleation of black holes was identified through the discovery of a Schwarzschild instanton contributing an imaginary piece to the free energy of the system. The nucleation rate is maximum for a black hole with mass $`M=\frac{1}{8\pi T}`$ and is (approximately) given by

$$\mathrm{\Gamma }T^5\mathrm{exp}\left(\frac{1}{16\pi T^2}\right).$$
(2)
A black hole nucleated at temperature $`T`$ is in unstable equilibrium with a thermal environment of the same temperature. If, in a fluctuation, the black hole absorbs a small amount of radiation, its Hawking temperature decreases (black holes generally have negative specific heat). As the black hole grows it becomes colder still, absorbing more radiation and eventually engulfing the system. Thus, although $`\mathrm{\Gamma }`$ is small except near the Planck scale, the negative specific heat of nucleated black holes renders the canonical ensemble of hot, flat space ill-defined.

Black hole systems can be rendered thermodynamically stable with the addition of special boundary conditions or when placed in spacetimes with a negative cosmological constant . In the following we fix the temperature $`T`$ on an isothermal boundary of radius $`r`$ containing a black hole of mass $`M`$. In equilibrium, the Hawking temperature measured on the boundary must equal the boundary temperature,

$$T(r)=\frac{1}{8\pi M}\frac{1}{\sqrt{1\frac{2M}{r}}}.$$
(3)
Eq. (3) admits two real, nonzero solutions for the mass: a smaller, unstable black hole with mass $`M_1`$ and a larger, stable black hole with mass $`M_2`$,

$`M_1`$ $``$ $`{\displaystyle \frac{1}{8\pi T}}\left[1+{\displaystyle \frac{1}{8\pi rT}}\right],`$ (4)
$`M_2`$ $``$ $`{\displaystyle \frac{r}{2}}\left[1{\displaystyle \frac{1}{(4\pi rT)^2}}\right].`$ (5)
The isothermal boundary renders $`M_2`$ thermodynamically stable because of the temperature redshift. A fluctuation that increases $`M_2`$ also increases the temperature of the black hole as measured on the boundary, giving $`M_2`$ a positive specific heat. Surprisingly, for

$$T<T_c=\frac{\sqrt{27}}{8\pi r}$$
(6)
no real value $`M`$ can solve Eq. (3) and no black hole can exist in the box. It therefore appears that as the temperature on the boundary is increased from $`T=0`$, a phase transition to a black hole spacetime occurs at $`T=T_c`$.

To further elucidate the thermodynamics of the black hole system and the nature of any potential phase transition we consider the canonical partition function defined through an Euclidean path integral ,

$$Z[\beta ]=D[g]e^{\frac{I_E[g]}{\mathrm{}}},$$
(7)
where we have temporarily restored the $`\mathrm{}`$ dependence in anticipation of the semiclassical limit. The Euclidean action is obtained from the Lorentzian Einstein-Hilbert action (with boundary terms) through the Wick rotation, $`ti\tau `$. The functional integration is taken over real Euclidean metrics, periodic in imaginary time coordinate $`\tau `$ with period equal to the inverse temperature $`\beta `$. Apart from artificial toy models, the full functional integral is intractable. However, in the semiclassical limit $`(\mathrm{}0)`$, the integrand is highly peaked around metrics that minimize the classical Euclidean action. In the semiclassical limit we evaluate the partition function for the system consisting of a single black hole in a finite cavity with boundary topology $`S^1\times S^2`$ (the partition function beyond the semiclassical approximation was considered in ). The action is

$$I_E=\frac{1}{16\pi }R\sqrt{g}d^4x+\frac{1}{8\pi }K\sqrt{\gamma }d^3x,$$
(8)
where $`K`$ is the trace of the extrinsic curvature of the boundary and $`\gamma `$ is the determinant of the induced three-metric. The free energy of a single Schwarzschild black hole of mass $`M`$ within the cavity is given by $`F=\beta ^1I_E`$ where the Euclidean action Eq. (8) is evaluated for the metric

$$ds^2=\left(1\frac{2M}{r}\right)d\tau ^2+\left(1\frac{2M}{r}\right)^1dr^2+r^2d\mathrm{\Omega }^2.$$
(9)
and $`\tau `$ is a Euclidean time coordinate with period $`\beta `$. Normalized so that $`F=0`$ when $`M=0`$, the semiclassical free energy is

$$F(M,r,T)=rr\sqrt{1\frac{2M}{r}}4\pi M^2T.$$
(10)
In Fig. 1 we plot the free energy $`F(M)`$ at various temperatures for a system with box size $`r=10`$. ¿From the top down, the first curve is for temperature $`T=0.01`$, below the critical temperature $`T_c=0.021`$. The next curve is for $`T=T_c`$. The lower three curves are for $`T=0.25`$, $`T=0.4`$ and $`T=0.5`$ respectively. For temperatures below $`T_c`$ no black hole is present. At $`T=T_c`$ an extremum appears at $`M=M_1=M_2`$ (where the free energy is flat). For temperatures above $`T_c`$ there are two extrema, the unstable black hole with mass $`M_1`$ and the stable black hole with mass $`M_2`$, in agreement with the simple arguments at the beginning of the section. Figure 1 also suggests that the transition to a black hole spacetime above $`T_c`$ occurs discontinuously. Above $`T_c`$ a finite mass black hole can be nucleated in equilibrium with the walls of the box.

The nucleation of a stable black hole at $`T=T_c`$ does not necessarily signal a phase transition. A system in thermodynamic equilibrium always resides in a state of lowest free energy. A phase transition may occur only if the free energy of the system with the black hole is lower than the free energy without the black hole. At temperatures below $`T_c`$ no black hole is present and the free energy is approximately that of a box filled with thermal gravitons (hot, flat space),

$$F_{hfs}T^4r^3.$$
(11)
The free energy of hot flat space is negative. Therefore a phase transition from hot flat spacetime to a black hole spacetime can only occur at temperatures $`T>T_c`$ for which $`F(M_2)<F_{hfs}`$. In Fig. 1 the temperature is low enough that $`F_{hfs}0`$ and a black hole phase transition occurs when $`F(M_2)<0`$.

The nucleation of a black hole in equilibrium with the walls of the box is very different from the result of classical gravitational collapse. If the box is uniformly filled with massless thermal radiation, we approximate the collapse temperature as the temperature for which the Schwarzschild radius for the thermal energy of the radiation is equal to the box size,

$$T_{collapse}^4r^3r.$$
(12)
Thus $`T_{collapse}\frac{1}{\sqrt{r}}`$, qualitatively distinct from the nucleation temperature.

The phase transition also does not occur at a high temperature characteristic of quantum gravity. In fact, as the size of the box is increased the critical temperature decreases and is arbitrarily low for arbitrarily large boxes. The stable black hole formed at temperatures above $`T_c`$ is large, with a mass $`M_2`$ on the order of the size of the box. These considerations seem to be paradoxical. How can such a large energy ($`EM`$) fluctuation actually lower the free energy of the system at such low temperatures $`TM`$? The answer lies in the enormous entropy black holes hold within their horizon. The free energy results from a competition between the internal energy and the entropy, $`F=ETS`$. For a black hole, $`E=M`$ and the entropy is proportional to the area of the horizon, $`S=4\pi M^2`$. Because the entropy is growing with mass faster than the energy, there is always a critical temperature above which the entropy completely compensates for the energy cost of making a black hole and the black hole spacetime is the lowest free energy state.

## III Equilibrium black hole atoms

The black hole phase transition is entropically driven. Therefore, an understanding of the nature of black hole entropy may offer potential insight into the details of the transition. In this section we study a toy model for black hole microstates, focusing on their implications for the thermal black hole system.

The origin of black hole entropy has been an outstanding problem since Bekenstein first introduced the concept . A complete resolution likely requires a consistent theory of quantum gravity, which has so far proved elusive. However, just as semiclassical reasoning such as the Bohr model was important in the early development of quantum theory and the interpretation of atomic spectra, a similar approach may be fruitful in understanding some of the microscopic features of black hole entropy . It is not our intention to survey the large number of semiclassical black hole models. However common to many is the quantization of the horizon area into equally spaced levels (see  and references therein),

$$A=\alpha n;n=1,2\mathrm{}$$
(13)
where $`\alpha `$ is dimensionless but as yet unspecified and the area is given in units of Planck area. For a black hole of mass $`M`$ the entropy,

$$S=\frac{A}{4}=4\pi M^2,$$
(14)
and thus the mass of the black hole is also quantized,

$$M=\gamma \sqrt{n},$$
(15)
where $`\gamma =\sqrt{\frac{\alpha }{16\pi }}`$. If the energy levels have degeneracy $`g(n)`$, the black hole entropy may simply count the number of available microstates for a fixed energy level $`n`$, $`S=\mathrm{ln}g(n)`$. In this case,

$$g(n)=e^{\frac{\alpha n}{4}}.$$
(16)
Since $`g(n)`$ must also be an integer, $`\alpha `$ is restricted,

$$\alpha =4\mathrm{ln}k;k=2,4\mathrm{}$$
(17)
Equations (15), (16) and (17) define a semiclassical black hole model in analogy with the Bohr model of an atomic system. If $`k=2`$ the large degeneracy $`g(n)`$ can be thought of as the number of ways to make a black hole in the nth level by starting in the ground state , though there are other interpretations . Our interest in the atomic black hole model is its behavior in thermal equilibrium.

The partition function for the quantum black hole (QBH) atom in the canonical ensemble is

$$Z[T]=\underset{n=0}{\overset{\mathrm{}}{}}k^ne^{\frac{\gamma \sqrt{n}}{T}}.$$
(18)
Without modification, the sum in Eq. (18) does not converge. Convergence is obtained upon analytic continuation but the partition function acquires an imaginary piece . In light of the discussion of the previous section this is not at all surprising. Without either invoking special boundary conditions or special spacetimes, the thermodynamics of black holes is not well-defined. In fact, Im(Z) is due precisely to the nucleation of black holes. To obtain a well-defined and real partition function we take a new approach and place the quantum black hole atom into a box of radius $`r`$. The box is realized as a sharp cutoff in the energy levels accessible to the black hole,

$$n_{max}=\frac{r^2}{4\gamma ^2}.$$
(19)
This is reasonable as the box acts to remove energy levels with Schwarzschild radius larger than $`r`$. The canonical partition function for the quantum black hole atom in a box is

$$Z[T]=\underset{n=0}{\overset{\frac{r^2}{4\gamma ^2}}{}}k^ne^{\frac{\gamma \sqrt{n}}{T}}.$$
(20)
In Figs. 2, 3 and 4 we plot the average energy, specific heat and entropy as a function of temperature for a quantum black hole atom in a box with radius $`r=10`$. The plots were made with rescaled variables $`T\gamma T`$, $`r\gamma r`$ and for the particular choice $`k=2`$. All thermodynamic quantities were calculated using the partition function Eq. (20).

Inspection of Figs. 2-4 reveals a sharp transition from the ground state to a highly excited state in the black hole atomic system. This is reminiscent of the phase transition behavior that we saw in the previous section. To quantify this behavior consider the effective Boltzmann factor of level $`n`$,

$$f(n)=\frac{\gamma \sqrt{n}}{T}+n\mathrm{ln}k.$$
(21)
For small $`n`$, $`f(n)`$ is negative and higher energy levels are suppressed, as is usually the case. However, since the degeneracy grows as $`n`$, there is always an energy level $`n_c(T)`$ defined by $`f(n_c)=0`$ beyond which degeneracy compensates for the higher energy. Levels beyond $`n_c`$ are enhanced, not suppressed. At low $`T`$, $`n_c(T)>n_{max}`$ and these enhanced levels are not part of the allowed spectrum. As T increases $`n_c(T)`$ decreases and a transition to the higher levels occurs when $`n_c(T)=n_{max}`$. If we adopt this picture of the black hole phase transition the critical temperature is

$$T_c=\frac{1}{2\pi r}.$$
(22)
The average energy at the critical point is

$$E(T_c)e^{f(n_c(T_c))}\gamma \sqrt{n_{max}}=\frac{r}{2}.$$
(23)
These equations reveal two important details. First, although the numerical factors are slightly different they have the same qualitative structure as their thermodynamic counterparts, Eqs. (6) and (4). Second, neither equation contains the one free parameter $`k`$ of the black hole atom. In fact Eqs. (22) and (23) are largely independent of the details of the spectrum of the black hole atom and apply even when the horizon area is quantized into nonuniform levels.

At first glance, our study of the quantum black hole atom in thermal equilibrium appears to only slightly advance our understanding of the black hole phase transition. We have simply reaffirmed the fact that a system with finite energy (limited by the boundary conditions) and obeying a thermodynamic relation $`S=4\pi E^2`$ will always have a transition to the highest allowed energy state, the details of which are largely model independent. But in principle the quantum black hole atom allows us to go farther. We can now imagine treating dynamical processes such as emission and absorption much as we do with more common atomic systems. In fact only two levels, the ground state and the highest allowed excited state, are significantly populated below and above the transition and we may further approximate our system as a quantum two-level atom (2LA), a popular system of study. Since the quantum black hole transition occurs as the excitation of a high energy state, the dynamics of this atomic excitation approximate the dynamics of the black hole phase transition.

Our analysis of the quantum black hole atom in thermal equilibrium underscores the entropic nature of the black hole phase transition. This result is useful in itself. Following the dynamics of the black hole phase transition through a fully nonequilibrium formulation of semiclassical gravity is a very hard problem to which, at the moment, there is no direct method of attack. The study of simpler systems like the QBH 2LA with a similar entropic transition is likely to yield insight into the dynamics of the black hole phase transition. In the next section we turn our attention to these dynamical issues.

## IV Nonequilibrium dynamics

Figure 1 appears qualitatively similar to the free energy of a system undergoing a (strongly) first-order phase transition. The usual field theoretic treatment of the dynamics of first-order phase transitions is based upon the homogeneous nucleation theory developed by Langer (see for example ). In homogeneous nucleation, widely separated spherical bubbles of the stable phase nucleate in a background of the unstable phase. If the bubbles are larger than a critical radius, the volume energy of the stable phase inside the bubble is less than the surface energy and the droplet will grow. The phase transition completes as droplets of the stable phase expand to fill the volume of the system. In this picture, the black hole phase transition occurs when an unstable black hole with mass $`M_1`$ nucleates (with probability $`Pe^{\beta F(M_1)}`$) and grows to form the stable mass $`M_2`$ through the absorption of thermal radiation. There are reasons to believe, however, that homogeneous nucleation is not the correct description, as we indicate below.

The free energy of the black hole system is calculated under the assumption of spherical symmetry, adequate only for a single black hole. In equilibrium, a single black hole is preferred because it maximizes the entropy. For example, in a state with two black holes,

$$S_{m_a}+S_{m_b}m_a^2+m_b^2<S_{m_a+m_b}(m_a+m_b)^2.$$
(24)
However the dynamics of the phase transition may involve multiple black holes. Black holes are strongly interacting gravitational systems, unscreened by thermal fluctuations. It is possible that the dynamics of the phase transition proceeds by the (exponentially more probable) nucleation of small black holes with mass $`mM_1`$ which then merge to form larger holes. Phase transitions in which there are strong interactions between bubbles of the new phase lie beyond the scope of homogeneous nucleation.

To approach the dynamics of the black hole phase transition we study the dynamics of similar physical systems. The black hole phase transition is driven by the large amount of black hole entropy $`SE^2`$. A thermodynamic relation where the entropy grows rapidly with energy is very unusual. For example, a classical ideal gas has entropy $`S\mathrm{ln}(E)`$. However there are examples of systems that exhibit similar entropic transitions. In particular we examine the Kosterlitz-Thouless (KT) transition in a global $`O(2)`$ model in $`2+1`$ dimensions  and the Hagedorn transition  in string systems.

### A Kosterlitz-Thouless transition

In two spatial dimensions, finite temperature fluctuations destroy long-range order in systems with broken continuous symmetries. Only at zero temperature does the order parameter develop a non-zero thermal expectation value . However, at low temperatures, systems with an O(2) symmetry do exhibit algebraic order: the order parameter decays (in space) with a power-law, much like higher-dimensional systems near a critical point. Since there is complete disorder at high temperatures (exponential decay of the order parameter) there must be a transition from high temperature disorder to algebraic order. This transition is unusual because it is driven by the fluctuations of vortex topological defects.

To illustrate the KT transition we consider a global $`O(2)`$ scalar field model with Hamiltonian,

$$H=d^2x\left(\frac{1}{2}|\stackrel{}{\varphi }|^2+\frac{\lambda }{8}(\stackrel{}{\varphi }^2\eta ^2)^2\right).$$
(25)
This model admits vortex topological defects. The energy of a vortex of single winding is

$$E\pi \eta ^2\left(\mathrm{ln}\frac{R}{a}+\lambda \eta ^2a^2\right),$$
(26)
where $`a\frac{1}{\sqrt{\lambda }\eta }`$ is the vortex size and $`R`$ is the size of the system. If $`Ra`$ the energy of the vortex is dominated by gradient energy, the first term in Eq. (26). If a vortex can be nucleated anywhere in the system then the entropy is

$$S=\mathrm{ln}\left(\frac{R}{a}\right)^2,$$
(27)
and the free energy of the system with a single vortex is

$$F=(\pi \eta ^22T)\mathrm{ln}\left(\frac{R}{a}\right).$$
(28)
Inspection of the free energy reveals that above the critical temperature

$$T_c=\frac{\pi \eta ^2}{2},$$
(29)
it is thermodynamically favorable to nucleate vortices. This is the KT transition. It is the proliferation of vortices that leads to the destruction of order above $`T_c`$. At low temperatures vortices exist as a low density of tightly bound vortex-antivortex pairs with zero net topological charge. As the temperature increases, both the density of pairs and the average vortex-antivortex separation also increase. In addition, as the separation increases, thermal fluctuations are more effective in screening the interaction between defects in a vortex-antivortex pair. When the critical temperature is reached, screening is complete and the vortex-antivortex pairs unbind leaving a gas of essentially free topological defects.

The vortex-driven KT transition provides a potentially useful framework for studying the the black hole phase transition. Analogous to the black hole transition, the nucleation of a vortex with energy $`E`$ produces a large amount of entropy $`SE`$ which drives the phase transition. The natural analogy of an antivortex in the black hole system is a white hole, a spacetime region that expels all worldlines. A white hole is the time-reverse of a black hole, just as (e.g. in superfluid helium) an antivortex is the time-reverse of a vortex. In fact, a thermodynamic spacetime system obscures the differences between black holes and white holes: an evaporating black hole looks like a white hole . The analogy of the KT transition suggests that the black hole phase transition might be more fully understood by focusing upon the dynamical behavior of black holes and white hole in thermal equilibrium. Below the critical temperature of the black hole system we expect to find an equal population of small (Planck scale) black holes and white holes continually fluctuating in and out of existence. The black holes result from collapsed thermal radiation while the white holes result from evaporating black holes. Perhaps the black hole phase transition is triggered by a slight overproduction of black holes which then grow and coalesce to form the large black hole characteristic of the equilibrium state above $`T_c`$.

There are differences between the vortex and black hole system. The vortex entropy results from the possible locations of the vortex and not, as in the black hole, from internal states. In addition, in distinction to vortices, black holes and white holes do not carry opposite (gravitational) charge. It is therefore likely that the mechanism driving the black hole phase transition is different in detail from the unbinding of black hole-white hole pairs that we would expect if the KT analogy held exactly.

The KT transition provides an excellent example of a dual theory. The thermodynamics of the model with Hamiltonian (25) is in principle fully described by the O(2) field theory. However, a full characterization of the thermodynamic properties requires a nonperturbative analysis of the field theory (for example through the use of lattice simulations). In the dual vortex approach the system is described as a Coulomb gas of charged vortices. Because vortices are nonperturbative field excitations, the dual vortex theory provides information complementary to the field order parameter. This information can be used to build a picture of the phase transition which (although completely equivalent) is accessible only through a highly nonperturbative analysis of the field theory. Unfortunately, for the spacetime phase transition there is no rigorous technique for a nonperturbative analysis of the underlying field theory of general relativity. It will take a more developed theory of quantum gravity than we presently have in order to fully understand the dynamics of the black hole phase transition. What our analysis does suggest is that black holes and white holes may be the relevant degrees of freedom. Focusing upon them effectively provides a new angle towards the dynamics of the black hole phase transition. As an example, we provide below an explicit model aimed at studying the dynamics of a black hole gas.

#### 1 Black hole gas

To study the possibility that the dynamics of black hole phase transition proceeds through the nucleation and merger of small black holes we propose a model in which black holes are treated as a gas of gravitationally interacting particles. The number of particles is not fixed, but changes through the stochastic nucleation of small black holes, mergers and Hawking evaporation. To incorporate the interaction of black holes with the thermal environment the mass of each particle is not constant but changes in proportion to the free energy of a single black hole,

$$\frac{dm(t)}{dt}\frac{\delta F}{\delta m}.$$
(30)
¿From $`F(m)`$ given by Eq. (10) we obtain the phenomenological relation

$$\frac{dm(t)}{dt}=\frac{1}{\sqrt{1\frac{2m}{r}}}+8\pi mT,$$
(31)
where $`T`$ is the temperature and $`r`$ is the size of an effective boundary. With a time-dependent mass given by Eq. (31) black holes are stable only above a critical temperature, as we expect from previous discussions. The difference and advantage of this model is that above the critical temperature, a stable black hole can form by small mergers, in addition to a single large fluctuation. A conceptually similar approach but with very different emphasis was considered in . We hope to report on the analysis of this black hole gas model in the near future .

### B Hagedorn transition

A system of fundamental closed bosonic strings in thermodynamic equilibrium possesses an exponential density of states

$$\nu (E)\mathrm{exp}(\beta _HE),$$
(32)
where $`\beta _H`$ is the model and dimension dependent Hagedorn temperature. Above the Hagedorn temperature the exponential density of states renders the partition function ill-defined and a physical description of the system is unclear.

As has been previously noted (see e.g ) the rapidly growing density of states responsible for the Hagedorn transition is qualitatively similar to the large black hole entropy driving the black hole phase transition. In fact, recent advances in string theory reveal a much stronger link between the Hagedorn transition and the formation of a black hole.

In string theory, the formation of a black hole in Anti-de Sitter (AdS) spacetime is linked through a hypothesized AdS/CFT correspondence to the Hagedorn transition in large-N SU(N) gauge theory (see  for a comprehensive review). The thermodynamics of a semiclassical black hole system in a spacetime with negative cosmological constant is qualitatively similar to the black hole in a box discussed previously in Sec. II. In particular, a black hole phase transition, the Hawking-Page transition  occurs at a critical temperature

$$T_c\sqrt{|\mathrm{\Lambda }|}$$
(33)
where $`\mathrm{\Lambda }`$ is the (negative) cosmological constant. Exploiting the AdS/CFT correspondence, Witten argued  that the enormous entropy released in the deconfinement transition of a supersymmetric gauge theory defined on the boundary of AdS spacetime has a dual bulk interpretation as a black hole forming through the Hawking-Page phase transition. Insight into the interpretation of the Hagedorn transition is obtained by examining the relationship between string theory and Quantum Chromodynamics (QCD). QCD is the (nonabelian) SU(3) gauge theory of strong interactions. The fundamental degrees of freedom are three colored fermionic quarks interacting via bosonic gluons. QCD displays asymptotic freedom: at high energies the QCD coupling is weak and quarks are effectively free. However, at low energies QCD is strongly coupled and quarks exist only in tightly bound color singlet states, hadrons and mesons. Between the two regimes, QCD is expected to undergo a deconfinement phase transition at which hadrons and mesons melt into their constituent quarks. The large-N  and strong coupling  limits of QCD may be described by a fundamental string theory and the link between QCD and string theory provides a physical picture of the Hagedorn transition: the proliferation of string states at the Hagedorn temperature corresponds to the emergence of quark color degrees of freedom at deconfinement . Through the AdS/CFT correspondence the deconfinement phase transition corresponds to the Hawking-Page black hole phase transition. These arguments present the possibility that the dynamics of the Hagedorn transition is similar to the dynamics of black hole formation in the Hawking-Page transition.

It is not clear off hand which is more tractable: the dynamics of the Hagedorn transition in fundamental string theory or the dynamics of the black hole phase transition. However, the exponential density of states, Eq. (32), also occurs in classical string systems (see e.g ). The advantage of a classical system is that the full nonperturbative dynamics is accessible (albeit often only through numerical simulations). In a classical string system, the Hagedorn transition corresponds to the abrupt formation of infinite string. To date, only the equilibrium properties of the Hagedorn transition in classical string systems have been explored. We propose to study the nonequilibrium dynamics of this transition . As a start, not only is it an interesting physical problem in its own right, it may also provide a tangible analogy for the dynamics of the black hole phase transition through the correspondence mentioned above. Much as the dynamics of a first or second-order phase transition (nucleation or spinodal decomposition) is described independently of the particular system under investigation, the dynamics of the Hagedorn transition may have similar universal traits worthy of our perusal.

## V Summary

In these notes we have explored the basic issues and proposed some novel mechanisms in black hole phase transitions in semiclassical gravity. We reviewed the semiclassical thermodynamics of the black hole system and determined that the black hole phase transition is entropically driven: it occurs because the large entropy of a black hole compensates for the energy cost of formation and lowers the total free energy of the system. This view was reinforced through the analysis of an atomic model of a quantum black hole in thermal equilibrium. In this model, the phase transition occurs as the abrupt excitation of a high energy state above the critical temperature. Thus, the study of atomic emission and absorption in this black hole atom may provide intuition about the black hole phase transition. The detailed dynamics of the black hole phase transition remain an open problem. We argued that homogeneous nucleation does not apply to phase transitions in which there are strong interactions among bubbles of new phase, as is the case for the black hole system. We then appealed to the study of similar entropic transitions and observed that the black hole phase transition contains elements of both the Kosterlitz-Thouless and Hagedorn phase transitions. Reasoning by analogy, we argued that the dynamics of the black hole phase transition might be similar to the dynamical formation of long string in the nonequilibrium quench of a classical string system. Work in these directions is in progress.

Acknowledgement: This work is supported in part by NSF grant PHY98-00967.


text:
# THE STRUCTURE AND STAR-FORMATION HISTORY OF NGC 5461

## 1 INTRODUCTION

Tailored photoionization models have proven to be a useful tool for the understanding of star-formation (SF) regions (e.g., García-Vargas et al. 1997; González-Delgado & Pérez 2000; Luridiana, Peimbert, & Leitherer 1999; Luridiana 1999; Stasińska & Schaerer 1999). This has been especially true since spectral energy distributions (SEDs) for population synthesis models have become available, providing a much better approximation to real ionizing spectra than the naïve one-spectrum models.

Many uncertainties still affect the output of photoionization models: incomplete stellar tracks, unknown geometry both of the stellar source and the ionized nebula, processes -other than photoionization- participating in the gas thermal balance, to mention only a few of them. An excellent review on this kind of uncertainties can be found in Stasińska (2000). An additional source of uncertainty lies in the stochasticity of the Initial Mass Function (IMF) in real clusters, which leads to fluctuations of the number of stars of a given mass value around the average (analytical) value (Cerviño, Luridiana & Castander 2000). This source of uncertainty is intrinsic to population synthesis models and cannot be removed, and it especially affects low-mass star clusters as it depends on statistics; it is probably not relevant for the case of NGC 5461, as it will be shown in Section 5.2.

In spite of these uncertainties, the computation of tailored photoionization models can provide many insights into the physical processes going on in photoionized regions. In the present work we describe a selected photoionization model of NGC 5461, and illustrate the properties that can be inferred for the region, emphasizing the uncertainties involved and the problems still unsolved. The predictions of the model are compared to a large set of observational constraints, including both global (e.g., the total emitted H$`\beta `$ flux) and more local properties (e.g., the line intensity ratios for different apertures). The comparison between the predictions and the observations is always made after correcting the model output for the size and shape of the aperture used in each observation. Furthermore, we did not enforce any a priori density law, but rather determined a gas distribution yielding self-consistent predictions in agreement with resolved radial observations of the $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ doublet. This is by far the most innovative point in our modeling procedure, and, quite certainly, one of the most important: in fact, in the following we will demonstrate that our results strongly depend on the assumed density law, and that simpler, not-tailored gas distributions, such as constant density models taken from large photoionization grids, overestimate the hardness of the radiation field, leading to a significant bias in the deduction of the properties of the ionization source.

## 2 GENERAL PROPERTIES

NGC 5461 is a giant extragalactic H ii region (GEHR), located in one arm of the spiral galaxy M 101 (NGC 5457). NGC 5461 has been the object of several studies (Israel, Goss, & Allen 1975; Sandage & Tammann 1976; Rayo, Peimbert, & Torres-Peimbert 1982; McCall, Rybski, & Shields 1985; Evans 1986; Melnick et al. 1987; Skillmann & Israel 1988; Torres-Peimbert, Peimbert, & Fierro 1989; Castañeda, Vilchez, & Copetti 1992; Rosa & Benvenuti 1994; Williams & Chu 1995; Kennicutt & Garnett 1996; Garnett et al. 1999). In the modeling, we used as many data as possible from these sources, unless relevant information from the reference paper was missing. Additionally, we used high-resolution spectroscopic data taken in June 1996 with the 2.1 m telescope at the Observatorio Astronómico Nacional de S. Pedro Mártir (Luridiana, Esteban, & Peimbert, in preparation). In the following sections we will discuss the determinations of relevant parameters made by different authors.

### 2.1 Radius

The radius of an extended object is a somewhat tricky parameter, since it depends on the lower limit set on the observed flux, and on the frequency considered. Castañeda et al. (1992) reproduce the H$`\alpha `$ brightness profile of NGC 5461 with the superposition of two gaussian density distributions, of characteristic radius $`r_0=1.3^{\prime \prime }`$, separated by $`2^{\prime \prime }`$ in the plane of the sky. Williams & Chu (1995) show an uncalibrated H$`\alpha `$ image, in which the maximum emission comes from an elongated region of about $`30^{\prime \prime }\times 15^{\prime \prime }`$. Kennicutt & Garnett (1996), based on data by Scowen, report a diameter of $`30^{\prime \prime }`$ in H$`\alpha `$. Israel et al. (1975) estimate a size of $`66^{\prime \prime }\times 25^{\prime \prime }`$ in H$`\alpha `$, and find that the radio emission follows the same distribution; they state that more than 50$`\%`$ of the flux is emitted in a bulge with a FWHM of $`5^{\prime \prime }`$.

We took into account these data to have a gross idea of the radius of the region, which we estimate to be about $`14^{\prime \prime }`$. At a distance of $`7.4`$ Mpc (Sandage & Tammann 1976, with the suggested correction by de Vaucouleurs 1978) this corresponds to a linear radius of $`500`$ pc. In all our calculations, we always ensured that the total radius was not too different from this reference value.

### 2.2 Electron Density and Filling Factor

Castañeda et al. (1992) found that a model following the density law $`N_\mathrm{e}=N_ae^{(r/r_0)^2}+N_be^{((r\delta )/r_0)^2}`$ reproduces the observed H$`\alpha `$ brightness and $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profiles. Our models are constrained to reproduce their observed $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profile, however we did not stick to the density law they proposed for the following reasons:

1. The density law cannot be calculated a priori knowing only the observed $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profile, but it must rather be determined self-consistently with the overall ionization structure. Elliott & Meaburn (1973) give an approximate expression to estimate the \[O ii\] density of a dust-free nebula:

$$N_\mathrm{e}(\mathrm{O}\mathrm{II}])=\frac{_VE_{3729}(v)𝑑v}{_VE_{3726}(v)𝑑v},$$
(1)
where $`V`$ is the volume and $`E_{3729}(v)`$, $`E_{3726}(v)`$ represent the local emissivities of \[O ii\] $`\lambda \mathrm{\hspace{0.17em}3729}`$ and \[O ii\] $`\lambda \mathrm{\hspace{0.17em}3726}`$. Castañeda et al. (1992) generalize this expression to the \[S ii\] case; however, they neglect to include the S ii abundance in the integrations, which does not cancel out since it strongly varies from point to point; in this respect, it is sufficient to note that the presence of  O iii in the spectrum implies the presence of S iv, which has roughly the same ionization potential. The fact that the S ii abundance is not spatially constant is also noted by Castañeda et al. (1992), when they observe that S ii is not the most important ionization state of sulfur in a GEHR, and that it is present only in the outskirts of the nebula.

Stated otherwise, the observed $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profile at a given point does not only depend on the physical conditions (electron density and temperature), but also on the ionization conditions found at each projected point: e.g., the \[S ii\] emission from a central high-density zone can be diluted off by the contribution of an extended low-density halo, being invisible in projection; or, if the highest-density zone is highly ionized, it does not contain any S ii and gives no contribution to the $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ ratio.
2. For simplicity, we chose a centrally symmetric density law. This choice implies either neglecting the secondary brightness knot, seen at $`d=2^{\prime \prime }`$ in Fig. 13 of Castañeda et al. (1992), or adopting an approximate scheme to model the asymmetry. We adopted the second solution, as it will be explained in the following.

Following Castañeda et al. (1992), we adopted a gaussian form for the density law. Within this choice, two alternatives are possible: a) Either the ionizing source is located at the brightest spots, or b) it is shifted with respect to them. In principle, both solutions are possible, since the emitted intensity depends both on the density and on the number of ionizing photons striking a given point. However, the $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ ratio profile indicates that the source is most probably located somewhere between the two emission maxima. In fact, in the innermost, high-ionization zone of the H ii region no S ii is expected (hence no \[S ii\] emission), so that a local minimum in density (local maximum in $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$) should be observed. Instead, the \[S ii\] ratio shows a definite absolute minimum at the brightest knot location, and a secondary local minumum at the secondary knot. This probably implies that the stellar cluster is located between the two, and has blown away and/or consumed out the neighboring gas, leaving a density depression surrounded by the density peaks seen in projection. A continuum image of the region, showing the position of the stars with respect to the gas, would be of great help in confirming this point.

Based on these considerations, we modeled the region with off-center gaussians, following the density law

$$\begin{array}{cc}N_\mathrm{e}(r)=\hfill & \hfill \{\begin{array}{cc}f(r)\hfill & \mathrm{for}f(r)>N_e^{\mathrm{min}}\hfill \\ N_e^{\mathrm{min}}\hfill & \mathrm{for}f(r)N_e^{\mathrm{min}},\hfill \end{array}\end{array}$$
(2)
where $`f(r)=N_0e^{((r\delta )/r_0)^2}`$, $`N_e^{\mathrm{min}}=50`$ cm-3, and $`1.0^{\prime \prime }\delta 2.0^{\prime \prime }`$ and $`N_0`$ are tuned to meet the observational constraints. Since the brightness knots produced in projection by a model of this kind are identical, whereas the peak intensity of the secondary knot in NGC 5461 is about one half that of the primary one (Fig. 13 in Castañeda et al. 1992), we calculated asymmetric models, by adding the two halves of two different models, ionized by the same source but differing in the density distributions. This configuration neglects the pressure gradients at the border between the two halves and assumes that the diffuse fields are directed outwards.

The filling factor can be estimated by means of the relation:

$$N_\mathrm{e}^2(rms)=ϵN_\mathrm{e}^2(FL),$$
(3)
where $`N_\mathrm{e}^2(rms)`$ is the root mean square electron density, and $`N_\mathrm{e}^2(FL)`$ is the electron density determined through a forbidden-line ratio. With the values given by Torres-Peimbert et al. (1989) for $`N_\mathrm{e}^2(\mathrm{rms})`$ and $`N_\mathrm{e}^2([`$S ii$`])`$, one finds $`ϵ=0.004`$; using more recent atomic data for \[S ii\] (Pradhan & Peng 1995; Keenan et al. 1996) we find $`ϵ=0.002`$ (see Table 3).

In our numerical experiments, we found it difficult to simultaneously obtain the desired brightness and $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profiles with two different $`N_0`$ values for the two halves: instead, we found rather good fits by adopting equal $`N_0`$ values and different filling factors ($`ϵ`$) on the two sides. Fig. THE STRUCTURE AND STAR-FORMATION HISTORY OF NGC 5461 sketches a section of a model of this kind, with the dot size proportional to the density, and the dot spacing proportional to the filling factor. The assumed positions of some of the slits used to observe the region are also shown (see Sections 2.5 and 3.2).

As for the filling factor behavior in each half, we ignore whether the choice of keeping it constant is physically based, nor whether it is the only possible solution: rather, we chose it as the simplest hypothesis leading to self-consistent predictions. A thorough discussion on the physical meaning of such configuration is out of the scopes of the present paper.

### 2.3 $`Q(\mathrm{H}^0)`$

The rate of ionizing photons emitted by the ionizing stars can be computed by means of the expression:

$$Q(\mathrm{H}^0)=\frac{I^{\mathrm{tot}}(\mathrm{H}\beta )4\pi d^2}{h\nu }\frac{\alpha _\mathrm{B}}{\alpha (\mathrm{H}\beta )},$$
(4)
where $`I^{\mathrm{tot}}(\mathrm{H}\beta )`$ stands for the total dereddened H$`\beta `$ intensity, measured in erg sec-1cm-2, $`d`$ is the distance to the region, $`\alpha _\mathrm{B}`$ is the total recombination coefficient to all levels but the first for hydrogen case B, and $`\alpha (\mathrm{H}\beta )`$ is the effective recombination coefficient for H$`\beta `$. The assumptions underlying this expression are that no photons leak out nor are absorbed by dust, and that case B holds. The effects of relaxing the first assumption depend on the constraints adopted on the models (see Section 6.3).

$`Q(\mathrm{H}^0)`$ values determined through observations are generally underestimated, since most slits sample only a part of the nebula, so that the observed values of $`I`$(H$`\beta `$) are smaller than $`I^{\mathrm{tot}}(H\beta )`$. To overcome this uncertainty, we considered as many data as possible, in a sequence of larger and larger slits. The first column of Table 1 lists the logarithmic values of the observed intensity of H$`\beta `$ before reddening correction reported by different authors, in units erg sec-1cm-2. The second column shows the logarithmic reddening correction $`C`$(H$`\beta `$), and the third column lists the corresponding $`Q(`$H0), homogeneously calculated by us adopting $`d=7.4`$ Mpc and $`T_\mathrm{e}=9,200`$ K.

We adopted for our models the maximum observed value Log $`Q(`$H$`{}_{}{}^{0})=52.54`$. Incidentally, this table illustrates the risks of modeling a region using only one set of observational constraints: since the local ionization degree directly depends on the rate of ionizing photons emitted, models in which the number of ionizing photons emitted is substantially underestimated cannot be realistic.

### 2.4 Observed Equivalent Width of H$`\beta `$

The fourth column of Table 1 lists some of the values of the equivalent width of H$`\beta `$ ($`EW`$(H$`\beta `$)) found in the literature. Though $`EW`$(H$`\beta `$) is a relevant quantity, being at the same time significative and easy to measure, some caution should be taken before relating it to the age of the source. First of all, there could be a continuum emission contribution from older stars, not related to the present burst of star formation, lowering $`EW`$(H$`\beta `$) and thus mimicking an older age for the burst. Second, the equivalent width is, ideally, a global parameter, while the observed value is local since the slit samples only a part of the nebula. If the stars are concentrated in the center of the region, we should expect that the bigger the slit, the higher the observed $`EW`$(H$`\beta `$). This trend is just the opposite of what is found in Table 1, a not unusual finding in the study of GEHRs (see, e.g. the case of NGC 2363: González-Delgado et al. 1994), probably implying continuum contamination by sparse low-mass stars. A third problem is related to the geometry of the source. For a given stellar population, the observed $`EW`$(H$`\beta `$) value is smaller for density bounded (as compared to radiation bounded) nebulae, since the $`I`$(H$`\beta `$) value superposed to a given continuum is lower in the former case (this is probably one of the reasons underlying the apparent lack of very young starburst with $`EW`$(H$`\beta `$) values around 1000).

With these uncertainties in mind, we can assume the maximum observed value, $`EW`$(H$`\beta `$)=249 Å-1, as a representative value for the stellar population responsible of the ionization, corresponding to ages of order 2.5 Myr $`<`$ t $`<`$ 3.5 Myr for the instantaneous burst SF (IBSF) law. This age range agrees with the values determined by Rosa & Benvenuti (1994) adopting a Miller-Scalo IMF. In the continuous SF (CSF) case, the mentioned $`EW`$(H$`\beta `$) value would correspond to the age range 4.5 Myr $`<`$ t $`<`$ 5.5 Myr.

### 2.5 Apertures

The sixth to eighth columns of Table 1 list the features of the slit apertures used by each observer, with the linear dimensions homogeneously calculated for an assumed distance of $`7.4`$ Mpc to the parent galaxy. The last column lists the labels used throughout the paper to refer to some of these slits.

### 2.6 Chemical Abundances

The adopted chemical abundances are listed in Table 2. The abundance values for He, O, N, Ne, S and Ar used are those derived by Torres-Peimbert et al. (1989) through the empirical electron-temperature based method, since the previously published data (Rayo et al. 1982; McCall et al. 1985) were not corrected for the non-linearity of the detectors (see Peimbert & Torres-Peimbert 1987).

The C abundance is calculated averaging the two C/O ratios (-0.03 and -0.37) by Garnett et al. (1999), corresponding to the cases $`R_\mathrm{v}A_\mathrm{v}/E(BV)=3.1`$ and $`5.0`$, and assuming log O/H = –3.61 as in Torres-Peimbert et al. (1989).

The total heavy element abundance is $`Z_{\mathrm{gas}}=0.0066`$ for the $`t^2=0`$ case, where $`t^2`$ is the temperature-fluctuation parameter (Peimbert 1967). In our numerical experiments we also explored higher metallicity values, but found it difficult to discriminate among them for reasons which will be explained in the following. Thus, the standard $`t^2=0`$ value was adopted in the selected model presented in this paper.

#### 2.6.1 The Metallicity of NGC 5461

The photoionization model presented in Section 5 has been calculated assuming $`Z_{\mathrm{gas}}=0.0066`$ and $`Z_{}=0.008`$. The $`Z_{}=0.008`$ value assumes that approximately 20$`\%`$ of the heavy elements are locked in dust in the gas (Esteban et al. 1998); it also has the (purely technical) virtue of allowing us to avoid making interpolations between spectra of different metallicities, since it is one of the five $`Z`$ values of the Starburst99 library. Nevertheless, a higher metallicity is in principle possible, given the following considerations:

* If there are temperature fluctuations in the object, the metallicity is underestimated if these are not taken into account (Peimbert 1967).
* The metallicity can be estimated from the Log $`R_{23}`$ vs. \[O/H\] diagram (Pagel et al. 1979; McGaugh 1991) when the ionization parameter $`U`$ is known. With the oxygen line intensities listed in Table 3 one obtains $`0.78\mathrm{Log}R_{23}0.84`$. Using the relationship by Díaz et al. (1991) between $`U`$ and the intensity of the sulfur lines:

$$\mathrm{Log}U=1.69\mathrm{Log}\left(\frac{I(\lambda \lambda \mathrm{\hspace{0.17em}6717},6731)}{I(\lambda \lambda \mathrm{\hspace{0.17em}9069},9532)}\right)2.99$$
(5)
one obtains $`0.004U0.019`$, with the exact value depending on the atomic parameters (Pradhan & Peng 1995; Shaw & Dufour 1994) and the data set used. With these $`R_{23}`$ and $`U`$ values, the calibration by McGaugh (1991) gives $`3.4[`$O/H$`]3.2`$, corresponding to the range $`0.010Z_{\mathrm{gas}}0.017`$.
* Our model adjusts the $`R_{23}`$, implying $`Z_{\mathrm{gas}}0.0066`$ in apparent contradiction with McGaugh’s calibration. However, it should be taken into account that NGC 5461 lies close to the bend of the $`R_{23}`$ diagram, so that the $`Z`$ solutions are nearly degenerate with respect to $`R_{23}`$. Furthermore, $`U`$ is a parameter which should be used with caution: though it is usually treated as a global property of the region, it is rather a local quantity. The observed $`U`$ values are situated somewhere in between a local and a global definition, since they are averages over finite volumes (see also Section 5). The validity of the McGaugh (1991) calibration itself is uncertain. One reason for this lies in the ambiguity in the definition of $`U`$, discussed in the previous point. A second reason is that the calibration was made from a given set of ab initio simple photoionization models, and it is difficult to estimate a priori whether such calibration can be applied to real H ii regions.
* A different metallicity calibrator could be used to resolve the degeneracy in $`R_{23}`$, such as the \[N ii\] vs H$`\alpha `$ indicator proposed by van Zee et al. (1998):

$$12+\mathrm{Log}(\mathrm{O}/\mathrm{H})=1.02\mathrm{Log}([\mathrm{N}\mathrm{II}]\mathrm{\hspace{0.17em}6548},6584/\mathrm{H}\alpha )+9.36,$$
(6)
which yields $`\mathrm{Log}\mathrm{O}/\mathrm{H}=8.58`$ and $`8.59`$ (that amount to $`Z_{\mathrm{gas}}`$ = 0.0105) with the Torres-Peimbert et al. (1989) and the Luridiana et al. (in preparation) data respectively; this result seem to confirm the hypothesis of a higher metallicity.

We leave the metallicity question open for the moment, since a definite answer to it should come from different criteria than those taken into consideration in the present study. We will briefly discuss the variation of our models with metallicity in Section 6.

### 2.7 Line Intensities

The observed line intensities are listed in Table 3, together with other derived physical parameters. To compare with the models’ predictions, we used the spectroscopic data by Garnett et al. (1999), Torres-Peimbert et al. (1989), and Luridiana et al. (in preparation). We also used the $`I`$(H$`\beta `$) value by Skillmann & Israel (1988) to map the nebular emission with larger apertures.

Two of the slits considered (B and C) are very similar in size. Accordingly, we expect the corresponding data to be similar, at least as far as the slits have been placed on exactly the same position, and within the observational errors. Indeed, the line ratios $`I(\lambda \mathrm{\hspace{0.17em}5007})/I`$(H$`\beta `$) and $`I(\lambda \mathrm{\hspace{0.17em}3727})/I`$(H$`\beta `$) are in good agreement; this is important, since these lines are the most intense, and they dominate the ionization structure of the nebula. $`I(\lambda \mathrm{\hspace{0.17em}6300})/I`$(H$`\beta `$) shows a difference of almost 50%, but this line represents a minor stage of ionization. If this line is formed in filaments and condensations, as it has been suggested (see, e.g., Stasińska & Schaerer 1999), one possible explanation for the difference between the data is that one slit captured more such condensations than the other. It should also be taken into account that the line is very weak. $`I(\lambda \mathrm{\hspace{0.17em}4074})/I`$(H$`\beta `$) and $`I(\lambda \mathrm{\hspace{0.17em}4363})/I`$(H$`\beta `$), also weak lines, are discrepant, but they agree within the observational errors.

## 3 THE MODELING PROCEDURE

### 3.1 The Numerical Models

The photoionization models of NGC 5461 have been calculated with Cloudy 90 (version 90.05; Ferland 1996). We refer to the original documentation for a description of the characteristics of the code. The ionizing sources have been taken from the data set Starburst99 (Leitherer et al. 1999), for the standard mass-loss case.

### 3.2 Comparison with the Observational Data

Following the procedure outlined in Luridiana et al. (1999), we corrected the models’ predictions for the slit size, before comparing them to the observational data. This is a necessary step, since a slit samples only a fraction of the nebula, in such a way that the ionization fractions, and thus the line intensity ratios, can be dramatically different from those of the complete model. The features of the slits used by Garnett et al. (1999) (slit A), Torres-Peimbert et al. (1989) (slit B), Luridiana et al. (in preparation) (slits C and D), and Skillmann & Israel (1988) (slit E), have been listed in Table 1. Given the small size of slit A, we expect the observational data by Garnett et al. (1999) to depend much more on the exact position and the small-scale structure of the nebula than the other data. Hence, in the comparison we will consider more significative a good fit with the other data sets.

## 4 THE OBSERVATIONAL CONSTRAINTS

As already pointed out by Castañeda et al. (1992), the modeling of a 3-D region from a 2-D image is an ill-defined problem, since many solutions are in principle possible. On the other hand, a totally realistic model of a region can never be calculated, because taking into account all the features of the small scale structure of a region rapidly outpowers any computational tool, not to mention the fact that observational data have a finite resolution and are affected by errors.

To find a fair middle point between the simplistic and the nihilist points of view, one should ask himself which quantities are really relevant and worth (as well as possible) to determine, and which are not. With this criteria in mind, we adopted the following set of observational constraints:

1. The relevant line intensity ratios.
2. $`EW`$(H$`\beta `$).
3. $`I`$(H$`\beta `$).
4. The brightness profile (cfr. Castañeda et al. 1992).
5. The $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ ratio.
6. The age range inferred by $`EW`$(H$`\beta `$) (see Section 2.4).
7. The degree of ionization.

By ‘relevant’ line ratios we mean line ratios that fulfill as many as possible of the following requirements: i) The line is bright, so that the observational errors do not sensibly affect the analysis; ii) The atomic physics is well known; iii) The line is produced by known mechanisms. By these criteria, the $`\lambda \mathrm{\hspace{0.17em}3727}`$ and the $`\lambda \mathrm{\hspace{0.17em}5007}`$ line intensities are very important constraints, while $`\lambda \mathrm{\hspace{0.17em}4363}`$ is a less robust constraint since it almost surely has a contribution from processes other than photoionization. The $`\lambda \mathrm{\hspace{0.17em}6300}`$ line is generally underpredicted in photoionization models, and the places and circumstances of its formation are still being understood (see the discussion in Section 5.1.1). The \[S ii\] line intensities are important mappers of the low-ionization zone, but unfortunately the atomic physics of this ion is still not well known, and published parameters vary a lot. Finally, $`\lambda \mathrm{\hspace{0.17em}4686}`$ is in principle an important constraint since it is a tracer of massive population, but it is subject to the many theoretical uncertainties still affecting our knowledge of W-R stars. $`EW`$(H$`\beta `$) is an important constraint, because it is an age indicator, and it is measurable with a small error; however, its interpretation is limited by the circumstances mentioned in Section 2.4. $`I`$(H$`\beta `$) is directly related to the ionizing power of the source, thus it is a constraint of primary importance. The brightness profile is a convolution of the ionizing radiation emitted and the gas distribution, so it is a basic constraint in any attempt to model the three-dimensional structure of a region. The \[S ii\] ratio is an important constraint, since it allows us to map the projected density of the region; the density dependence has to be deconvolved from the ionization-degree effects, giving clues to the low-energy range of the spectrum.

Items a), b), c), d) and e) are quite strong constraints, since we tried to fulfill them as a function of the slit shape and size, so that each item actually consists of several interrelated constraints. Items c) and d) refer essentially to the same quantity, but averaged and displayed in different manners: in the first case, we aim at reproducing the observed fraction of $`I`$(H$`\beta `$) intersected by each slit, while in the second case we calculate the $`I(\mathrm{H}\alpha )`$ profile along a nebular diameter and compare it with the data by Castañeda et al. (1992).

## 5 RESULTS

### 5.1 Best-fit Model Features

Our best model has been calculated assuming a burst SF law of age 3.1 Myr, $`M_{\mathrm{up}}=80`$ M, and a Salpeter’s IMF slope $`1+x=2.35`$. The rate of ionizing photons emitted, $`Q(`$H0), was set at the value $`Q(`$H0)$`=3.47\times 10^{52}`$ photon s-1, as stated in Section 2.3. The stellar metallicity has been set to $`Z_{}=0.008`$.

The density law is given by $`N_\mathrm{e}=500e^{((r\delta )/r_0)^2}`$ cm-3 in both halves, with $`r`$ in parsecs, and $`\delta =r_0=54`$ pc (corresponding to $`1.5^{\prime \prime }`$ at the assumed distance of $`7.4`$ Mpc). The filling factor has been set to $`ϵ=0.002`$ and $`ϵ=0.005`$ respectively, to reproduce the low and high brightness peaks seen in the H$`\alpha `$ profile (Castañeda et al. 1992). We stress again that a lower observed $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ ratio does not necessarily imply a higher density, since the observed value depends on the contributions of all the gas parcels intercepted by a given line of sight, with weights depending on the local ionization and temperature conditions. The covering factor of the model is $`cf=1`$. A central hole, of radius $`r_{\mathrm{in}}=20`$ pc and $`r_{\mathrm{in}}=35`$ pc in the low- and high-$`ϵ`$ halves, is also present; the hole has only a minor effect on the line ratios, but it improves the fitting of the brightness profile between the peaks (see also the discussion in Section 2.2). The total radius takes different values in the two halves, averaging 460 pc. The gas metallicity of the model has been set to $`Z_{\mathrm{gas}}=0.0066`$. Table 4 and Fig. THE STRUCTURE AND STAR-FORMATION HISTORY OF NGC 5461 show the features of this model.

The first line lists the logarithm of the total H$`\beta `$ flux, in erg s-1, emitted by the complete model, and by the fractional volumes intercepted by the four slits. In the following lines we list the predicted line ratios, $`I`$(H$`\beta `$), $`EW`$(H$`\beta `$), and $`R_{23}`$, once again for the complete model and the four slit-biased cases. For each constraint, the boldface values in parentheses are the ratios between the computed and the observed values: i.e., a ‘perfect’ model should rate pure 1’s.

#### 5.1.1 Oxygen Lines

The agreement is very good for $`\lambda \mathrm{\hspace{0.17em}5007}`$ and $`\lambda \mathrm{\hspace{0.17em}3727}`$, the most important lines according to the criteria set in Section 4. $`\lambda \mathrm{\hspace{0.17em}6300}`$ is too weak in our model, a not unusual fact in the history of photoionization modeling, for which many possible explications have been invoked (e.g., García-Vargas et al. 1997; Martin 1997; Stasińska & Leitherer 1996; Stasińska & Schaerer 1999).

#### 5.1.2 \[S ii\] $`\lambda \mathrm{\hspace{0.17em}6720}`$

$`\lambda \mathrm{\hspace{0.17em}6720}`$ is predicted too weak by about a factor of about 2: more generally, in all our modeling attempts following an IBSF, we systematically found $`I(\lambda \mathrm{\hspace{0.17em}6720})`$/$`I(\lambda \mathrm{\hspace{0.17em}3727})`$ $`0.5`$($`I(\lambda \mathrm{\hspace{0.17em}6720})`$/$`I(\lambda \mathrm{\hspace{0.17em}3727})`$)obs, whereas CSF models of ages $`5`$ Myr give $`I(\lambda \mathrm{\hspace{0.17em}6720})`$/$`I(\lambda \mathrm{\hspace{0.17em}3727})`$ $``$ ($`I(\lambda \mathrm{\hspace{0.17em}6720})`$/$`I(\lambda \mathrm{\hspace{0.17em}3727})`$)obs, indicating that the IB spectra lack flux in the range $`0.7\mathrm{Ryd}\nu 1.0\mathrm{Ryd}`$, range responsible for the production of S ii but not of O ii. The most probable explication for this result is the presence of an older and cooler stellar population in NGC 5461, not taken into account by the extreme IB scenario.

#### 5.1.3 He ii $`\lambda \mathrm{\hspace{0.17em}4686}`$

$`\lambda \mathrm{\hspace{0.17em}4686}`$ is completely missing in our model, which has an age just prior to the W-R phase onset. The reason behind such a choice for the age is that the appearance of W-R stars in the IB scenario yields a sudden hardening of the spectrum, dramatically rising the ionization degree; furthermore, with any reasonable choice of the population parameters, even the $`\lambda \mathrm{\hspace{0.17em}4686}`$ intensity rises too much. These circumstances might indicate that a strictly analytical treatment of the stellar population evolution is not realistic, and that the $`\lambda \mathrm{\hspace{0.17em}4686}`$ flux possibly comes from only one star, maybe slightly older than the average population. It should be also considered that the observed $`\lambda \mathrm{\hspace{0.17em}4686}`$ flux also contains a stellar contribution: accounting for the stellar contribution, the observed nebular value is reduced by a factor of two. In the case of NGC 2363 (Luridiana et al. 1999), this effect was not taken into account because the stellar contribution is not important for the age and metallicity of that region. Summarizing, given the numerous uncertainties still affecting the theoretical modeling of W-R and W-R$``$like stars, the weakness of the observed $`\lambda \mathrm{\hspace{0.17em}4686}`$ (see Table 3) and the additional uncertainties deriving from the statistical fluctuations expected in the high-mass tail of the mass distribution (Cerviño et al. 2000) $`\lambda \mathrm{\hspace{0.17em}4686}`$ should not be considered a robust constraint for this object.

#### 5.1.4 \[O iii\] $`\lambda \mathrm{\hspace{0.17em}4363}`$

The intensity of $`\lambda \mathrm{\hspace{0.17em}4363}`$ with respect to H$`\beta `$ is slightly underpredicted by our model, with the exception of slit C (which carries the greatest observational error). The observational error on this line is 0.04 dex in the Torres-Peimbert et al. (1989) value, and twice that on the Luridiana et al. (in preparation) one, so that the two measurements agree within $`1\sigma `$. The average between the two observational values, taking the errors into account, would give $`I(\lambda \mathrm{\hspace{0.17em}4363})/I(\lambda \mathrm{\hspace{0.17em}4861})0.135`$, with a model/observation ratio of $`0.12/0.1350.88`$. However, if we consider the $`\lambda \mathrm{\hspace{0.17em}4363}`$/$`\lambda \mathrm{\hspace{0.17em}5007}`$ ratio instead, we find that it is fairly well reproduced by the model.

#### 5.1.5 \[S ii\] $`\lambda \mathrm{\hspace{0.17em}4074}`$

Finally, the weak \[S ii\] $`\lambda \mathrm{\hspace{0.17em}4074}`$ line is underpredicted by our model, but better reproduced than $`\lambda \mathrm{\hspace{0.17em}6720}`$.

#### 5.1.6 Flux Fractions

The line marked with $`I(\mathrm{H}\beta )^{\mathrm{slit}}/I(\mathrm{H}\beta )^{\mathrm{tot}}`$ is calculated from the first line, and shows the fraction of the H$`\beta `$ flux intercepted by each slit, as compared to the total H$`\beta `$ flux emitted by the complete model. The values in parenthesis are the corresponding observational values, calculated as $`Q(`$H0)/$`Q(`$H0)max = $`Q(`$H0)/$`Q(`$H0)$`^{\mathrm{Slit}\mathrm{D}}`$; the agreement is very satisfactory.

#### 5.1.7 $`EW(\mathrm{H}\beta `$)

The next line lists the predicted $`EW`$(H$`\beta `$) values. Again, the agreement is rather satisfactory, especially taking into account the uncertainties accompanying this quantity (see Section 2.4).

#### 5.1.8 $`R_{23}`$

Finally, the last line lists the calculated $`R_{23}`$ values, which fit the observed values very well. $`R_{23}`$ turns out to be roughly constant for the different apertures, in agreement with the result found by Kennicutt & Garnett (1996) on the observational side. However, we must caution that this is true only as far as the observed volumes simultaneously sample low- and high-ionization zones, since the local $`R_{23}`$ value spans along the nebula a range of more than one order of magnitude, reflecting the large variations of the local ionization parameter. Further resolved spectroscopic studies are needed to assess the line-of-sight variations in a real nebula. For the moment, it is safe to say that $`R_{23}`$ should not be considered strictly constant, or, equivalently, that $`U`$ is a local parameter. A commonly used definition of $`U`$, based on the inner conditions of the nebula, (i.e., $`U=Q(H^0)/4\pi cR_{\mathrm{in}}^2N_\mathrm{e}`$), is not very useful, since it does not take into account the density distribution. As an extreme (but not unrealistic) example, when we tune $`R_{\mathrm{in}}`$ from, say, 0.1 pc to 1 pc, the model stays essentially the same, while $`U`$ varies by 2 orders of magnitude.

#### 5.1.9 Brightness and \[S ii\] emission profiles

In Fig. THE STRUCTURE AND STAR-FORMATION HISTORY OF NGC 5461 the predicted H$`\alpha `$ and $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ ratio profiles (solid lines) are compared to their observational counterparts. The zero-point of the computed profiles has been shifted to $`r=1^{\prime \prime }`$ (36 pc) to make it coincide with the zero-point set for the observational data in the original paper.

The brightness profile was calculated assuming a slit width of 36 pc ($`1^{\prime \prime }`$). This is presumably the aperture used by Castañeda et al. (1992), as obtained by comparing their instrumental FWHM intensity (1.88 Å) with the sulfur lines FWHM intensity ($``$ 2.8 Å), and taking into account the dispersion (0.71 Å pixel-1) and the spatial scale (0.33 ′′ pixel-1) reported in the original paper. Fortunately, the profile is quite insensitive to the exact slit value used, at least for aperture values smaller than $`3^{\prime \prime }`$. We intentionally did not smooth the calculated profile, to show that the model faithfully reproduces the observed data in a very local sense; nevertheless, averaging the intensities values over $`1^{\prime \prime }`$ intervals, following the observational procedure, would undoubtedly improve the fitting.

The agreement of our model with the observed $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ values is also very good. The computed profile clearly shows how two exactly identical local density distributions can give rise to different $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ ratios, only by virtue of different $`ϵ`$ values. We also note that the observed $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ value at $`d=+4^{\prime \prime }`$ is clearly unphysical.

### 5.2 Total stellar and ionized gas mass estimates

The model described in Section 5.1 yields a stellar mass of $`M_{}^{M>0.8\mathrm{M}_{}}=1.0\times 10^6`$ M between 0.8 and 80 M, or, equivalently, $`M_{}^{M>1.0\mathrm{M}_{}}=0.9\times 10^6`$ M between 1.0 and 80 M. Rosa & Benvenuti (1994), observing NGC 5461 with a $`1^{\prime \prime }`$ aperture, fitted the observed continuum to that of population synthesis models, after correcting for the attenuation by dust and the nebular continuum emission. Following this method, they estimated a stellar mass of $`M_{}^{M>2.0\mathrm{M}_{}}(1^{\prime \prime })=1.0\times 10^5`$ M in the $`(2.080)`$ M range, corresponding to $`M_{}^{M>1.0\mathrm{M}_{}}(1^{\prime \prime })=1.4\times 10^5`$ M with a Salpeter IMF slope. Adopting a scale factor of 4 to account for the small aperture used (Giannakopoulou-Chreighton, Fich, & Wilson 1999), this figure translates into $`M_{}^{M>1.0\mathrm{M}_{}}=5.6\times 10^5`$ M, i.e. roughly 2/3 of our estimate.

Carigi, Colín, & Peimbert (1999) propose IMFs, based on the one by Kroupa, Trout, & Gilmore (1993), accounting for dark matter in the form of substellar bodies. Their IMFs are parameterized as a function of an $`r`$-value111This $`r`$ has no relation with the $`r`$ defined in Section 2.1, which depends on the assumed slope in the $`M<0.5`$ M range. Their preferred IMF (corresponding to the $`r=1.8`$ case: see their paper), truncated at $`M_{up}=80`$ M, yields:

$$\frac{M_{1.0}^{80}}{M_{0.01}^{80}}=0.206,$$
(7)
while with the IMF recently determined by Kroupa (2000) one obtains for the same mass range:

$$\frac{M_{1.0}^{80}}{M_{0.01}^{80}}=0.377.$$
(8)
These relations allow to estimate the total stellar mass of our model region:

$$M_{}^{tot}M_{}^{M>1.0\mathrm{M}_{}}/0.292=3.08\times 10^6\mathrm{M}_{}$$
(9)
The total ionized mass obtained through straight integration of the local density over the volume is

$$M_{\mathrm{gas}}^{\mathrm{tot}}=1.63\times 10^6\mathrm{M}_{}.$$
(10)
Observationally, this expression corresponds to the mass estimated through forbidden-line density:

$`M_{\mathrm{gas}}^{\mathrm{FL}}`$ $`=`$ $`A{\displaystyle _V}ϵN_e(FL)𝑑v`$ (11)
$`=`$ $`A{\displaystyle _V}ϵ^{1/2}N_e(rms)𝑑v,`$ (12)
where $`A=m_H\left[4N(\mathrm{He})/N(\mathrm{H})+1\right]\left[N(\mathrm{H})/\left(N(\mathrm{H})+N(\mathrm{He})\right)\right]`$. A different observational estimate of the total mass of the ionized gas can be made by integrating the rms electronic density over the total volume:

$$M_{\mathrm{gas}}^{\mathrm{rms}}=A_VN_e(rms)𝑑V$$
(13)
Peimbert (1966) showed that the expressions 12 and 13 represent lower and higher limits to the total ionized mass value, since in real nebulae the density contrast is not as extreme as supposed by the filling-factor scheme. In our case, this implies for the total mass of the ionized gas in NGC 5461:

$$1.63\times 10^6\mathrm{M}_{}<M_{\mathrm{gas}}^{\mathrm{NGC}5461}<3.25\times 10^7\mathrm{M}_{}.$$
(14)
According to recent estimations by Giannakopoulou-Chreighton et al. (1999), the total molecular mass in NGC 5461 lies in the $`(1540)\times 10^6`$ M range, accompanied by 1-2 times as much neutral mass. Taking an average value of $`6\times 10^7`$ M for the sum of these two components, and adding the ionized gas value, we find a total gaseous mass in the $`(69)\times 10^7`$ M range. The ratio of the total stellar mass to the total gaseous mass yields a star-formation efficiency in the (0.03-0.05) range, in agreement with current estimates of this parameter (e.g., Lada 1992; Evans & Lada 1991).

We conclude by remarking that the rather high value found for $`M_{}^{tot}`$ imply that statistical fluctuations of the IMF do not play a significant role in this region (see also Cerviño et al. 2000).

## 6 DISCUSSION

In this Section, we wish to justify our choice for the parameters of our favoured model, by means of schematically illustrating the changes in the results obtained through variations in the input ingredients:

### 6.1 Age

The constraints on the age are set by the observed $`EW`$(H$`\beta `$) value, and by the ionization degree of the nebula. For an IB scenario, the $`I(\lambda \mathrm{\hspace{0.17em}5007})`$/$`I(\lambda \mathrm{\hspace{0.17em}3727})`$ ratio steadily decreases with age until $`t3`$ Myr, with the exact age value depending on metallicity and on the other stellar population parameters. Then, the W-R stars are born and abruptly increase the ionization degree, which falls again at about 5 Myr following the death of W-R stars. Thus, in the $`05`$ Myr window there is only a short period around $`3`$ Myr compatible with the observations. Ages greater than 5 Myr are excluded by the high $`EW`$(H$`\beta `$) observed.

The CSF case, which allows older ages, will be discussed in Section 6.5.

### 6.2 Metallicity

The results presented here are scarcely dependent on metallicity, since at $`Z`$ Z$`{}_{}{}^{}/3`$ the increase in the number of emitters is almost perfectly counterbalanced by the decrease in electron temperature, leading to almost constant oxygen line ratios. Different metallicities require slightly different age values, mainly because the evolution of the ionizing flux depends on mass-loss rates, which in turn depends on $`Z`$.

### 6.3 Geometry

The chosen geometry was the result of many crossed observational constraints: mainly the $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profile, $`ϵ`$, the ionization degree, the nebula radius, and the brightness profile. Although we cannot ensure that the solution is unique, we are confident that at least qualitatively the real gas distribution is not too far from our model’s assumptions. Nevertheless, it is useful to discuss possible variations in the input parameters determining geometry.

#### 6.3.1 Density

A variation in the density normalization ($`N_0`$), leaving the remaining parameters unchanged, yields modifications in both the total radius and the ionization degree of the nebula. The total radius changes due to the constraint on $`Q(`$H0), the ionization degree changes due to the variations in the ionization and recombination rates. The recombination rate increases roughly with the squared density, while the ionization rate increases only linearly with the density, implying that a rise in $`N_0`$ at fixed radius yields a fall in the ionization degree. On the other hand, the ionization rate depends on the rate of photons striking a given point, which in turns depends also on the distance from the source; the average distance is smaller in a higher-density model if $`Q(`$H0) is fixed. In our configuration, the density effect outweighs the distance effect, so that an increase in $`N_0`$ lowers the ionization degree.

An interesting question that can be raised on this subject is how the model would change, had a simpler density structure been adopted (e.g., a constant density or hollow sphere, such as those available from grids of photoionization models). The answer is that the features of our best model are strongly dependent on the density structure chosen. Given the size of the region, a constant density model must be characterized by a very low density, with the two opposite effects mentioned in the previous discussion (fall in the recombination rate due to the lower average density, fall in the ionization rate due to the higher average distance). As a rule, for a given ionization source, the average ionization degree drops in constant density models. A second major change, with respect to our gaussian density-distribution models, is that the brightness profile is no longer reproduced. Several constant-density models were calculated to confirm this predictions.

The implication is that, dropping both constraints on the region’s radial structure (the $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ and brightness profiles), a harder ionization source would be invoked to reproduce the observed line intensities, leading to a strong bias in the inference of the central star cluster properties. Summarizing, we claim that to assess the properties of the ionizing field it is necessary to use tailored density distributions; this is perhaps the more important result of the present study.

#### 6.3.2 Filling Factor

The filling factor acts on the ionization degree via the average distance from the ionizing stars. Since the recombination rate depends on the local (clump) density only, an increase in $`ϵ`$, with the other parameters kept constant, lowering the average distance of the gas parcels from the ionizing source, yields a higher ionization degree. (Note that this is true only as far as the nebula is radiation bounded: the inverse trend can be found in density bounded objects with fixed radius, in which the higher the concentration towards the center, the less the low-ionization zone is ‘sacrificed’ by the constraint on the radius.)

### 6.4 Density-bounded Models

The density-bounded case can be described through the two limiting cases of a covering factor smaller than 1, and of a spherically symmetric nebula with $`R<R_S`$, where $`R_S`$ is the Strömgren radius.

In the first case the gas covers a solid angle $`\mathrm{\Omega }<4\pi `$ (the covering factor is defined as $`cf=\mathrm{\Omega }/4\pi `$), i.e. the nebula is not spherically symmetric; the ionizing photons emitted in some directions are completely absorbed, while those emitted in other directions escape, resulting in a photon leakage independent of frequency.

In the second case, the nebula is spherically symmetric, and the photon leakage affects preferentially the highest frequencies, i.e. those frequency characterizing the photons reaching further into the gas. The common features between these two situations are the following: a) the $`EW`$(H$`\beta `$) is lower with respect to a radiation-bounded case, and b) if $`F`$(H$`\beta `$) is fixed as a constraint, $`Q(`$H0) must be increased in density-bounded models with respect to ionization-bounded models. In the following, the two cases will be discussed separately; of course, real nebulae are intermediate between them.

#### 6.4.1 Covering Factor

In the models with $`cf<1`$, we scaled the rate of ionizing photons according to the relationship $`Q^{}(`$H$`{}_{}{}^{0})=Q^0(`$H$`{}_{}{}^{0})/cf`$, in order to preserve the total emitted H$`\beta `$ flux. The consequences of assuming $`cf<1`$ in the models depend on which other parameters, if any, are correspondingly modified. This, in turns, depends on the obsevational constraints set. One of the most stringent constraints of the present work is the observed $`I`$(H$`\beta `$) as a function of the aperture used. Starting from our reference model with $`cf=1`$, any decrease in $`cf`$ should be associated to a corresponding increase in $`Q(`$H0) to preserve the H$`\beta `$ flux seen through each slit. This would lead to an increase in the ionization degree, calling for some further change in the stellar source and/or in the gas geometry to be balanced. We found that moderate changes in $`cf`$ (say, lowering $`cf`$ from $`1`$ to $`0.75`$) do not alter sensibly the important line ratios. The only changes are the following: $`EW`$(H$`\beta `$) decreases, getting farther from the observed values; $`I`$(H$`\beta `$) slightly decreases, but the effect can be easily counterbalanced from a small modification in $`N_\mathrm{e}^{min}`$; and $`I(\lambda \mathrm{\hspace{0.17em}4074})`$/$`I(\lambda \mathrm{\hspace{0.17em}4861})`$ improves due to the slight increase in temperature. On the other hand, $`I(\lambda \mathrm{\hspace{0.17em}6720})`$ does not improve since the the ionization structure is essentially the same, and this line is less sensitive then $`\lambda \mathrm{\hspace{0.17em}4074}`$ to changes in temperature.

#### 6.4.2 External Radius

If the external radius is truncated before $`R_S`$ is reached, the overall ionization degree of the nebula is altered, since the low-ionization lines are formed in the outskirts of the nebula. A detailed discussion on these models is quite complex, due to the interrelation of all the constraints, which implies that a change in one input parameter calls for changes in other parameters as well. Necessarily, our discussion will be simplified in this respect, and we will try to illustrate separately the cascade of consequences which results from relaxing the assumption $`R=R_S`$.

The simplest possible solution is to simply truncate the nebula before the Strömgren radius, without further changes. The resulting models will generally preserve the value of most considered line ratios, namely \[O iii\], \[O ii\], \[S ii\], and He ii lines. This is a consequence of the ionization structure of the nebula, of the density distribution, and of the size of the slits as compared to the size of the region: these three factors contribute in the same direction (we are not considering here extreme cases of very small radii). The only line which is strongly affected is $`\lambda \mathrm{\hspace{0.17em}6300}`$, which was already underpredicted. A major problem with models of this kind is that they do not reproduce the constraints on the observed brightness profile, which becomes too weak, and on the radius, which becomes too small. The constraint on the radius may then be fulfilled by a decrease in density and/or filling factor, but the problem with the observed brightness remains (it actually worsens); so, the only solution for truncated models appears to be to simultaneously increase $`Q(`$H0). But, again, the brightness profile is not reproduced if the matter distribution ($`N_e`$ and $`ϵ`$) is left unchanged; furthermore, $`ϵ`$ cannot be increased, since it would increase too much the degree of ionization. If $`N_e`$ is increased (by means of increasing either $`N_0`$ or $`N_e^{min}`$), fairly satisfactory solutions can be found, as far as we do not depart too much from the reference radiation-bounded models.

Summarizing, it appears that no substantial leakage of photons is affecting NGC 5461; as a gross estimate, we can say that at most 20% of photons escape from the region, and that the radiation-bounded model is a good approximation to the NGC 5461 case. Other solutions may still be possible, but they involve radical changes in the nature of the ionizing source (namely, a much softer radiation field), and we did not explore them in this work. And, of course, these results have been obtained for the particular case studied, while for other H ii regions the situation might well be different.

### 6.5 SF Law

As mentioned earlier, the observed $`EW`$(H$`\beta `$) values are compatible with both a young ($`t3`$ Myr) burst and a slightly older ($`t5`$ Myr) continuous SF event. A substantial improvement in the \[S ii\]/\[O ii\] ratio can be obtained with the CSF case, thanks to the contribution of older stars to the formation of \[S ii\]. However, in the CSF scenario the \[O iii\]/\[O ii\] ratio remains too high for all ages and metallicity values, due to the continuous replenishment of hot, massive stars. We consider then that the IB is a better approximation to the real SF process going on in NGC 5461; an even better approximation would be obtained by adding to the IB spectrum the low-frequency emission from an older population.

### 6.6 IMF

Since the slope of the IMF has no major effect on the results, we chose the standard Salpeter value $`1+x=2.35`$. Regarding $`M_{up}`$, we chose a relatively low $`M_{up}`$ value, since higher values yield far too high ionization degrees. For instance, if in our reference model we modify $`M_{up}`$ from $`80`$ M to $`100`$ M or to $`120`$ M, the \[O iii\]/\[O ii\] ratio of the complete model changes from 0.42 to 1.37 or to 2.23 respectively; the trend followed by the slit-biased values is even more extreme, since, e.g., the \[O iii\]/\[O ii\] ratio seen through slit B changes in the same sequence from 1.14, to 5.64, to 13.41. We emphasize here that our results depend directly on the constraint enforced on the radial density distribution, and that many more solutions would be available if it were dropped.

## 7 CONCLUSIONS

We presented a selected photoionization model for the GEHR NGC 5461. The model is an asymmetric nebula, characterized by an off-center gaussian density distribution, with a peak value of $`N_e=`$ 500 cm-3 and different $`ϵ`$ values in the two components. The ionizing source is a young (3.1 Myr) burst with a Salpeter’s IMF and $`M_{up}`$ = 80 M, containing 4000 O stars approximately corresponding to 3000 ‘equivalent O7 V’ stars, with the definition by Vacca (1994). The reasons underlying our choice of the IBSF reside mainly in the relatively low ionization degree of the nebula; CSF models are continuously replenished of hot, massive stars and maintain a high ionization degree. The age has been set taking into account the same constraint, and it is fully consistent with the observed $`EW`$(H$`\beta `$) value. We estimate a total stellar mass of about $`M_{}^{\mathrm{tot}}=3\times 10^6`$ M in the $`(0.0180)`$ M range, and an ionized-gas mass lower limit of $`M_{\mathrm{gas}}^{\mathrm{tot}}=1.6\times 10^6`$ M. Accounting for the gas in neutral and molecular form, we find that the star-formation efficiency lies in the $`35\%`$ range.

Our results are pretty robust with respect to reasonable variations in the input ingredients. In particular, we are confident in our estimates of the stellar population’s parameter, leaving open for the moment the questions of metallicity and W-R population. We are also confident that the overall matter distribution chosen (roughly, the amount of ionized gas found at each radius, resulting from the interplay of density and filling factor) is a good approximation to the real one, while we could not assess whether the constant-filling-factor configuration can be replaced by other gas distributions with different combinations of density and filling factor. We consider that the region can be satisfactorily described as radiation bounded, and that no substantial leakage of photons is taking place. Stated synthetically, this comes as a consequence of the relatively low degree of ionization, coupled with the density and brightness profiles.

We successfully reproduced the following constraints: \[O iii\] $`I(\lambda \mathrm{\hspace{0.17em}5007})/I`$(H$`\beta `$), $`\lambda \mathrm{\hspace{0.17em}4363}`$/$`\lambda \mathrm{\hspace{0.17em}5007}`$, and \[O ii\] $`I(\lambda \mathrm{\hspace{0.17em}3727})/I`$(H$`\beta `$) as a function of the slit aperture; the \[S ii\] $`I(\lambda \mathrm{\hspace{0.17em}6717})/I(\lambda \mathrm{\hspace{0.17em}6731})`$ profile along the nebula; the H$`\alpha `$ profile along the nebula; the equivalent width of H$`\beta `$ as a function of the slit aperture; the $`R_{23}`$ parameter. We failed to reproduce the observed He ii $`\lambda \mathrm{\hspace{0.17em}4686}`$, \[O iii\] $`\lambda \mathrm{\hspace{0.17em}4363}`$, \[O i\] $`\lambda \mathrm{\hspace{0.17em}6300}`$, and \[S ii\] $`\lambda \mathrm{\hspace{0.17em}6720}`$ line intensities. We attribute the failure in reproducing the \[S ii\] $`\lambda \mathrm{\hspace{0.17em}6720}`$ line to an inadequate representation of the older, cooler part of the stellar population. This explanation could apply also to the $`\lambda \mathrm{\hspace{0.17em}4686}`$ case: however, the low W-R statistics, and the theoretical problems still existing in the modeling of the atmosphere of these stars, might provide alternative explanations.

Our study also demonstrates the following points:

1. Photoionization modeling can be used to constrain the properties of H ii regions, as well as to assess our understanding of physical processes in ionized plasma.
2. A detailed modeling should take into account as many constraints as possible, and the observed properties should be reproduced not only globally, but as locally as possible.
3. Resolved spectroscopic studies are needed to provide modelers with large, homogeneous, and exhaustive data sets for each modeled region.

The authors acknowledge Grazyna Stasińska for many challenging comments, which greatly contributed to improve this work. V.L. would like to thank Daniel Schaerer and Corinne Charbonnel for extensive support, and the Observatoire Midi-Pyrénées de Toulouse for providing facilities during this research. V.L. is also grateful to Miguel Cerviño for many excellent suggestions.