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# Longitudinal solitons in carbon nanotubes

## I Introduction

Since the discovery of carbon nanotubes by Iijima, a rich variety of carbon nanotube morphologies have been experimentally observed. Carbon nanotubes (CNT) are very intriguing objects for both experimental and theoretical investigations due to the many unusual properties they exhibit. Their potential for practical applications, especially in the area of nanotechnology, is very promising. Among their many uses envisioned include applications in nanoscale electronic devices, field-emission displays and quantum wires. Nanotube doping and structure modification result in the formation of heterojunctions, diodes, quantum dots, field effect transistors  and one–electron conductors.

The dynamical properties of carbon nanotubes are of great interest due to their potential for useful practical applications. The theoretical methods for explaining these properties range from accurate ab initio methods to approximate empirical schemes. Few of experimental findings, however, were analyzed using empirical methods that take into account harmonic contributions such as effects of different vibrational modes, explicitly. In particular, nonlinear localized excitations can transfer energy and be involved in various processes of interest. There have been some speculations on the role played by solitary excitations in heat transfer, polymer destruction and other processes occurring in molecular systems. While in most cases of interest harmonic approximation is sufficient to describe molecular processes, some molecular materials contain atoms interacting through nonlinear inter-atomic potentials which can give rise to soliton excitations. The investigation of these nonlinear effects is, therefore, interesting and timely.

In this work we investigate the nonlinear effects in carbon nanotubes giving rise to solitons using empirical methods. We employ Brenner’s nonlocal many-body potential for carbon systems. Its simple analytical form as well as its reliability for carbon systems coupled with its computational efficiency makes it a natural candidate for such investigations. The nanotube chosen for our simulations is a $`(10,10)`$ tube containing 1 000-11 000 atoms. The simulations were performed for free, rigid and capped tube ends. Our investigations include soliton stability, reflection from free and capped CNT ends, solitons collisions as well as the influence of thermal fluctuations. We find that the interaction of solitary excitations with the CNT cap can be either elastic or inelastic. In the latter case some part of the energy is retained as an internal excitation of the cap with the remaining portion distributed highly inhomogeneously over the C-C bonds. This effect is found to be most pronounced for the non symmetrical caps. The degree of energy concentration depends sensitively on the cap structure and solitary energy and profile. In some cases the energy of few bonds in the cap exceeds the average solitary energy by an order of magnitude or more. Similar phenomenon is also observed for other defects in CNTs.

The paper is organized as follows: In Sec. II we derive a nonlinear expansion of the Brenner’s potential for longitudinal and radial atomic displacements. Sec. III contains the formulation of an analytical equation for the longitudinal displacements of atoms along the CNT axis. In this section we derive the one–dimensional Korteweg – de Vries equation assuming angular homogeneity and neglecting the radial displacements and obtain the corresponding supersonic soliton solution. Results of the numerical simulations of soliton behavior in CNTs are given in Sec. IV. Sec. V contains detailed analysis of solitary collisions with CNT defects. The possible soliton contributions to various chemical and physical properties of CNT are briefly discussed in Sec. VI with special attention paid to the changes in the local density of states and variations in partial atomic charges at different instances of the soliton–cap interaction. Along with summarizing our results, we also propose possible ways of soliton generation in this section.

## II Nonlinear expansion of the Brenner’s potential

Carbon nanotubes (only single–walled CNT are considered in this work) are highly anisotropic and ordered objects with great aspect ratio. The CNT surface is formed by a graphitic sheet folded into a cylinder with bond lengths and angles differing slightly from graphite on account of the strain induced by the folding. The inter-atomic C-C potential is highly unharmonic and can be approximated using classical many-body potentials containing either exponential or power terms. Generally, these potentials do not provide an exactly solvable dynamical equation in the nonlinear continuum approximation and, therefore, some approximations needs to be made in order to yield desired solutions.

The unharmonic solutions in nonlinear 1D lattices are frequently approximated by the Korteweg – de Vries (KdV) equation. Since CNTs are quasi–1D objects, in order to obtain nonlinear excitations in CNT, it is reasonable to approximate CNT as a 1D lattice with nonlinear effective potential. We then make the continuum approximation for this system and derive the corresponding KdV equation.

We obtain the nonlinear effective potential for CNT by expanding Brenner’s many body-potential in Taylor series up to the third order terms. The corresponding Newtonian equations of motion in finite differences are then derived and finally, the continuous analogue (nonlinear partial differential equation) for the system is obtained. This results in the KdV equation which describes longitudinal nonlinear excitations (solitons) in CNT.

According to Brenner’s many-body potential, the bond energy between adjacent atoms $`i`$ and $`j`$ is expressed as,

$$E_{ij}^b=V_{ij}^R\overline{B}_{ij}V_{ij}^A.$$
(1)
where $`V_{ij}^R`$ and $`V_{ij}^A`$ are, respectively, exponential repulsive and attractive terms: $`V^R(r_{ij})=27.27exp[3.28(r_{ij}1.39)],V^A(r_{ij})=33.27exp[2.69(r_{ij}1.39)]`$. $`\overline{B}_{ij}`$ represents an environment dependent many–body coupling between atoms $`i`$ and $`j`$ containing geometric information associated with the system. The total energy of the system is obtained by summing Eqn. 1 over all bonds. The energy and distances are measured in eV and Ångströms, respectively.

The reliability of Brenner’s potential has been demonstrated in many numerical calculations of carbon systems in different phases (graphite, diamond, fullerenes and large clusters), in both ground state as well as in non-equilibrium states including chemical reactions. Furthermore, the simple form of the potential allows us to easily derive analytical expressions for forces. This also allows efficient large scale simulations of the system using available computer resources.

In the present work we consider only armchair $`(m,m)`$ CNTs. The procedure and results are similar in the case of zigzag $`(m,0)`$ nanotubes. We use the cylindrical coordinate system ($`R,\mathrm{\Phi },Z`$) for obvious reasons and align the tube axis along z–axis (Fig. 1). With this choice there are $`2m`$ atoms in the CNT layer having the same $`z`$–coordinates. The equilibrium distance between layers, $`\mathrm{}_0`$, has a slight dependence on the CNT diameter (see Table 1). For a (10,10) tube, $`\mathrm{}_01.26\AA `$.

Let us consider a cylindrically symmetrical disturbance in the CNT geometry in which all 2$`m`$ atoms in the $`n`$–th layer have identical $`z`$– and radial displacements from their equilibrium positions $`Z_n^0`$ and $`R^0`$: $`Z_n=Z_n^0+\zeta _n`$ and $`R_n=R^0+\rho _n`$, where $`Z_n`$ and $`R_n`$ are the perturbed coordinates and $`\zeta _n`$ and $`\rho _n`$ are the displacements from the equilibrium. Then, the coordinates of $`i`$–th atom in $`n`$–th layer are $`(R^0+\rho _n,\mathrm{\Phi }_i^0,Z_n^0+\zeta _n)`$. If $`\zeta `$ and $`\rho `$ are much smaller when compared to characteristic length scales ($`\zeta _n\mathrm{}_0`$ and $`\rho _nR^0`$), then the interatomic potential (Eqn. 1) can be expanded in the Taylor series and the terms up to the third order retained:

$$E=E_0+\underset{n=1}{\overset{N_{\mathrm{}}}{}}E_n,$$
(2)
where $`E_0`$ is the ground state energy of the relaxed CNT and the perturbation energy is the sum over all $`N_{\mathrm{}}`$ layers of CNT. For every layer $`E_n=2mE_n^a`$ is the sum of perturbation energies of $`2m`$ atoms in the $`n`$–th layer due to atomic displacements, and energy of an atom $`E_n^a=1/2(E_1+E_2+E_3)`$, where $`E_1`$, $`E_2`$ and $`E_3`$ are energies of bonds emerging from any atom in the $`n`$–th layer (see Fig. 1). It is convenient to reduce both $`\zeta `$ and $`\rho `$ to dimensionless units: $`\zeta _n\zeta _n/\mathrm{}_0,\rho _n\rho _n/\mathrm{}_0`$.

Then an expansion $`E_n^a`$ over atomic $`\zeta `$ and $`\rho `$ displacements in the $`n`$–th layer has a form:

$$\begin{array}{cc}E_n^a=\hfill & \frac{a_1}{2}(\zeta _{n+1}\zeta _n)^2\frac{a_2}{3}(\zeta _{n+1}\zeta _n)^3\hfill \\ & +\frac{b_1}{2}\rho _n^2+\frac{b_2}{2}(\rho _{n+1}+\rho _n)^2+\frac{b_3}{3}(\rho _{n+1}\rho _n)^2(\rho _{n+1}+\rho _n)\frac{b_4}{3}\rho _n^3\hfill \\ & +\frac{c_1}{2}(\zeta _{n+1}\zeta _n)(\rho _{n+1}+\rho _n)\frac{c_2}{3}(\zeta _{n+1}\zeta _n)^2(\rho _{n+1}+\rho _n)+\frac{c_3}{3}(\zeta _{n+1}\zeta _n)(\rho _{n+1}\rho _n)^2.\hfill \end{array}$$
(3)
Numerical values for the expansion coefficients in Eqn. 3 are given in Table I for nanotubes $`(5,5),(10,10),(15,15)`$ and $`(20,20)`$. All coefficients in Eqn. 3 are measured in eV and variables $`\zeta `$ and $`\rho `$ are chosen to be dimensionless. Here only the leading terms in the nearest–neighbor interaction are retained. In this assumption the CNT is treated as a one–dimensional lattice with $`2m`$ carbon atoms at each lattice site interacting through an effective potential given by Eqn. 3.

Terms in Eqn. 3 can be categorized in three groups. The first contains only longitudinal variables $`\zeta `$, the second contains only the radial variables $`\rho `$, and the third contains cross terms. The coefficients $`a_1,a_2`$ in the first group have the largest absolute values and are mostly independent on the CNT diameter (see Table I). The coefficients in other groups ($`b_i`$ and $`c_i`$) have smaller numerical values but strong dependence on the CNT diameter: the larger the CNT diameter, the smaller the values of these coefficients. This indicates that the contribution from the longitudinal degree of freedom to the dynamical properties of CNT is dominant, and the role of other members decreases with the increase in the CNT diameters. We, therefore, consider only the longitudinal degree of freedom in the study of nonlinear dynamics. Analytical and numerical results for the case in which both longitudinal and radial degrees of freedom are considered will follow in a future report. We note that these results differ only in minor qualitative details, the main features being determined by the longitudinal degree of freedom.

Note that the oscillatory equation for the radial vibrations

$$M\frac{^2\rho _n}{t^2}=b_1\rho _n$$

gives the lowest–frequency “breathing” mode in harmonic radial approximation for CNTs, and the Raman frequency for this mode for the $`(10,10)`$ CNT is $`165`$ cm<sup>-1</sup>, where $`M`$ is the mass of carbon atom.

The Newtonian equation of motion for longitudinal $`\zeta `$–displacements (neglecting radial degrees of freedom) is:

$$\begin{array}{cc}M\frac{^2\zeta _n}{t^2}=\hfill & a_1[(\zeta _{n+1}\zeta _n)(\zeta _n\zeta _{n1})]a_2[(\zeta _{n+1}\zeta _n)^2(\zeta _n\zeta _{n1})^2].\hfill \end{array}$$
(4)
This is a nonlinear equation in finite differences. In the next section we derive its continuum analog and examine the consequences.

## III Korteweg – de Vries solitons in CNT

Eqn. 4 presents a true 1D nonlinear problem with only one variable $`\zeta `$. The corresponding continuum equation is obtained using the work of M.Toda. Let the relative displacement of all atoms in $`n`$–th and $`(n1)`$–th layers be given by $`\chi _n=\zeta _n\zeta _{n1}`$. The continuum approximation is then valid if only the excitations with wave lengths much greater than the lattice constant $`\mathrm{}_0`$ are allowed. The expression for the 1D expansion of Brenner’s potential (Eqn. 2) in Taylor series can be written as:

$$E=E_0+\underset{n=1}{\overset{N_{\mathrm{}}}{}}\left(\frac{a_1}{2}\chi _n^2\frac{a_2}{3}\chi _n^3\right).$$
(5)
The corresponding equation of motions for relative displacements $`\chi `$, is:

$$M\frac{^2\chi _n}{t^2}=2\left[a_2\chi _n^2a_1\chi _n\right]\left[a_2\chi _{n+1}^2a_1\chi _{n+1}\right]\left[a_2\chi _{n1}^2a_1\chi _{n1}\right].$$
(6)
Eqn. 6 contains terms with $`\chi _{n\pm 1}`$ and $`\chi _{n\pm 1}^2`$. It is convenient to introduce a shift operator $`𝒫^{\pm 1}=\mathrm{exp}\left(\pm {\displaystyle \frac{}{n}}\right)`$ for a shift along the discrete chain by one step to the right (left) such that $`𝒫^{\pm 1}f(n)=f(n\pm 1)`$, where $`f(n)`$ is an arbitrary function of discrete coordinate $`n`$. Eqn. 6 can then be written as:

$$M\frac{^2\chi _n}{t^2}=\left[2\mathrm{exp}(\frac{}{n})\mathrm{exp}(\frac{}{n})\right]\left(a_2\chi _n^2a_1\chi _n\right),$$
(7)
or

$$M\frac{^2\chi _n}{t^2}=\left[2\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\right]^2\left(a_2\chi _n^2a_1\chi _n\right),$$
(8)
resulting in,

$$M\frac{^2\chi }{t^2}a_1\left[2\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\right]^2\chi +a_2\left[2\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\right]^2\chi ^2=0.$$
(9)
If $`\mathrm{sinh}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{}{n}}\right)`$ in the third term in Eqn. 9 is expanded in Taylor series up to the linear term, then the equation can be rewritten as

$$M\frac{^2\chi }{t^2}a_1\left[2\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\right]^2\chi +a_2\frac{^2}{n^2}\chi ^2=0,$$
(10)
and can be factored into the following products:

$$\left\{\sqrt{M}\frac{}{t}2\sqrt{a_1}\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\pm \frac{a_2}{\sqrt{a_1}}\frac{}{n}\right\}\left\{\sqrt{M}\frac{}{t}\pm 2\sqrt{a_1}\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\frac{a_2}{\sqrt{a_1}}\chi \frac{}{n}\right\}\chi =0.$$
(11)
Eqns. (10) and (11) are equivalent modulo terms of third order. Eqn. (11) has a form of a product of two operators $`\widehat{F}_1\widehat{F}_2\chi `$. If we make a further assumption: $`\widehat{F}_2\chi =0`$,  then the wave packet moving to the right (left) is described by

$$\left\{\sqrt{M}\frac{}{t}\pm 2\sqrt{a_1}\mathrm{sinh}\left(\frac{1}{2}\frac{}{n}\right)\frac{a_2}{\sqrt{a_1}}\chi \frac{}{n}\right\}\chi =0.$$
(12)
If $`\mathrm{sinh}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{}{n}}\right)`$ in (12) is further expanded in Taylor series up to the third order terms and $`n`$ is substituted by continuum variable $`z`$, one gets the corresponding continuum equation:

$$\frac{\chi }{t}+k_1\frac{\chi }{z}+k_2\frac{^3\chi }{z^3}k_3\chi \frac{\chi }{z}=0,$$
(13)
where $`k_1=k,k_2=k/24,k_3={\displaystyle \frac{a_2}{a_1}}k,`$ and $`k=\pm \sqrt{a_1/M}`$.

Eqn.(13) can be reduced to the standard KdV equation $`(u_\tau +6uu_x+u_{xxx}=0)`$ by the linear substitution of variables:

$$\begin{array}{c}\delta =k/24,\tau =\delta t,x=zkt,u=a_2k\chi /6\delta a_1.\hfill \end{array}$$
(14)
Then soliton solution of (13) has a form

$$\chi =\pm Asech^2(Bz\pm Ct).$$
(15)
Here $`A=12(k_2/k_3)B^2,C=B(k_1+4k_2B^2)`$. Solution of Eqn. 15 is a soliton with amplitude $`A`$ of either compression $`(A<0)`$ or elongation $`(A>0)`$ propagating in the positive or negative direction along the $`z`$–axis with velocity $`v_{sol}=C/B`$. It describes a continuum set of one–parametric solitons, i.e., coefficients $`A`$ and $`C`$ can be expressed through the single parameter, e.g., soliton half–width $`w1.76/B`$.

Soliton velocity can be expressed as $`v_{sol}=k_1+4k_2B^2=v_{sound}(1+0.52/w^2)`$, where $`v_{sound}=k_1=\sqrt{a_1/M}`$ – is the longitudinal sound velocity ($`20`$ km/sec). This value is in good agreement with the value $`20.35`$ km/sec obtained in Ref. . The solution (Eqn. 15) is, thus, the supersonic soliton. For the solitons used extensively in our numerical simulations (Sec. IV), the value $`w=2`$ was usually employed, and $`v_{sol}1.13v_{sound}`$. Note, that the solution (Eqn. 15) has a form of solitary wave for relative $`z`$–displacements. For an absolute $`z`$–coordinates it transforms into a kink solution $`tanh(Bz\pm Ct).`$ In the limit $`w\mathrm{}`$ the soliton velocity tends to the sound velocity. The dependence of $`v_{sol}`$ on $`w`$ is shown in Fig. 2. Solitons with $`w1`$ (less than the lattice constant $`\mathrm{}_0`$) are highly unstable in discrete systems and, therefore, this dependence is shown only for $`w1.5`$.

The soliton in Eqn. 15 contains both kinetic and potential energies and their contribution to the total energy of soliton $`(E^{tot})`$ are roughly the same. The dependence of $`(E^{tot})`$ on $`w`$ as well as individual contributions from kinetic $`(E^{kin})`$ and potential $`(E^{pot})`$ energies are shown in Fig. 3.

The solution (Eqn. 15) was obtained using rather crude approximations, neglecting higher order terms in the expansion of Eqn. 5 and radial displacements. In order to obtain a more realistic soliton behavior, we next perform detailed numerical simulations.

## IV Numerical simulation of solitons in CNT

We present our results of the molecular dynamical simulation using Brenner’s many-body potential for the soliton evolution in the ($`10,10`$) CNT subject to different boundary conditions that include free, rigid or capped ends. The findings for the $`(6,6)`$ CNT are essentially the same.

Our CNT consisted of $`100011000`$ carbon atoms (number of layers $`N_{\mathrm{}}=50550`$), with a nanotube length in the range $`63700`$ Å. The integration MD step was $`0.35`$ fs and Verlet–Beemann algorithm was used to integrate the equations of motion. Initial conditions were chosen in the form given by Eqn. 15 with typical range of parameters values: $`w=25,A=0.20.03`$ Å.

Solution (Eqn. 15) describes the compression or elongation soliton with variable amplitudes and velocities depending on the half–width $`w`$, propagating on the CNT surface. This solitary excitation is homogeneous with respect to the azimuthal angle $`\mathrm{\Phi }`$. As a first step in the numerical simulation we investigate the soliton evolution in CNT with frozen radial displacements, i.e. by allowing only the $`z`$–displacements of the atoms.

The time evolution of a single soliton propagating along the $`(10,10)`$ nanotube is shown in Fig. 4. The soliton is rather stable as it traverses the CNT length ($`70`$ nm) with only a minimal decrease in amplitude. For CNT with cyclic boundary conditions the soliton can travel much longer paths without suffering any noticeable decrease in amplitude. The $`|A|^2`$ value, approximately proportional to the elastic soliton energy in the harmonic approximation, is plotted in Fig. 4. The wider is the soliton, the greater its stability. In the limit of infinite CNT diameter, Eqn. 15 describes a soliton propagating on the graphite surface. Its behavior is likely to be similar to the soliton in an isotropic hexagonal lattice with the Lennard–Jones inter-atomic potential, propagating along the $`[\overline{1}10]`$ direction.

While the soliton with half-width $`w<2`$ interacts with open CNT ends inelastically, a wider soliton reflects from the open ends without any appreciable changes. Rigid CNT ends, on the other hand, are found to preserve the soliton stability for any $`w`$.

The collision of two solitons with different parameters is illustrated in Fig. 5. As seen in the figure, the solitons collide and pass through each other without changing their profiles and velocities, demonstrating their characteristic soliton feature.

Our numerical simulations performed at $`T=300`$ K showed no evidence of the influence of thermal fluctuations on the soliton stability. Also, there were no detectable soliton distortions in the presence of defects (point mass defects, vibrationally excited bonds etc.) in the CNT structure. Furthermore, no significant interaction with low–intensity Raman–active tangential mode ($`1585`$ cm<sup>-1</sup>) was observed. Results of the MD simulations, therefore, support the fact that the KdV equation is a good approximation for the description of longitudinal nonlinear excitations – solitons in CNTs – if radial displacements are frozen.

We have also performed MD simulations of soliton evolution (propagation, reflection and collision between two solitons) in a 1D lattice (a true 1D analogue of CNT) consisting of atoms interacting through the potential described by Eqn. 5. Our results are in full agreement with the findings for the CNTs, suggesting that the neglect of higher order terms in the expansion of Brenner’s many-body potential (Eqn. 1) is justified. The situation changes, however, if the radial degrees of freedom are allowed. The folding of the graphite sheet to form CNT results in the mixing of longitudinal and radial modes. As a result, equations of motion for these two modes now contain cross–terms, which can influence the behavior of a longitudinal soliton.

The numerical simulation of the initial state evolution chosen in the form of longitudinal soliton in CNT (Eqn. 15) with all allowed degrees of freedom shows the soliton to be less stable, with a slow dissipation of the initial energy through the harmonic radial oscillations. Results of analytical analysis and detailed numerical investigations of the longitudinal–radial solitons will be presented in a forthcoming paper.

## V Interaction of solitary excitations with nanotube caps.

We next investigate the interaction of the solitons with nanotube caps. Our results for the interaction of narrow ($`w=24`$) solitons with non-local defects (free tube ends and caps) shows it to be inelastic with the excitation energy being distributed approximately evenly over all the bonds in this region. Interesting effects can be expected in the case when the length scales of both the excitations and defects are comparable. Towards this end, we perform a detailed numerical investigation of interaction of excitations with the CNT caps.

Solitons with $`w=10`$ carry too small an energy to induce any noticeable effects in the cap. So we used solitary excitations with other profiles. When a solitary excitation has a characteristic length scale much greater than the lattice constant the nonlinear effects can be ignored and can be treated within the harmonic approximation. Furthermore, for long-wave excitations, the dispersion effects in harmonic approximation are not significant. In this case, an arbitrary excitation propagates along the harmonic chain with speeds close to the sound velocity with only a minimal change in its profile. We have examined the propagation of a longitudinal solitary excitation using the parameters $`\chi =Asech^2[B(zv_{sound}t)]`$ with $`w=10`$ and $`A=0.1`$ Å. This excitation was found to be highly stable even when all degrees of freedom were allowed and survived the reflection from free ends.

Same results were obtained for solitary waves with other analytical profiles and similar widths and amplitudes. The other types of excitations studied included an excitation of the Gaussian profile $`\chi ={\displaystyle \frac{A}{\sqrt{2\pi w}}}exp\left[{\displaystyle \frac{\left(zv_{sound}t\right)^2}{2w^2}}\right]`$, also with $`w=10`$ and $`A=0.1`$ Å.

Although the soliton propagation is accompanied by a highly coherent and predominantly longitudinal displacements of the atoms on the cylindrical surface of the CNT, the atoms on the cap behave quite differently after the solitary wave – cap collision. When the solitary excitation reaches the cap, there is an accumulation of energy at the cap. Part of the total energy of the solitary wave is likely to be dissipated and/or accumulated on structural defects. We consider an example in which solitary wave interacts with non symmetrical caps.

Our simulation of soliton interaction with the nanotube cap consisted of the following sequences: (A) The incoming excitation causes the cap to “inflate” with the cap attaining nearly a spherical shape. At this instant the potential energy of the cap attains a maximum value, although the energy distribution in the bonds are unequal due to the asymmetry in the cap. Atoms in the tip of the cap are displaced by $`0.3`$ Å in the positive $`z`$–direction; (B) The recoil of the elastic energy of the cap causes atoms to move in the opposite direction and at some instant the kinetic energy attains a maximum value. The velocities of atoms are all predominantly directed along the $`z`$–axis although they differ significantly from each other in their magnitudes; (C) Atoms at the cap continue to be propelled by inertia and the elastic potential energy attains a maximum again. At this instant, the cap acquires regions with negative curvature, and the displacement of the tip of the cap from its equilibrium position is $`0.8`$ Å; (D) After this the atoms in the cap start to move in the opposite direction toward the equilibrium state and second, but less intense, maximum in the kinetic energy is observed.

The nanotube cap continues to oscillate with rapidly decreasing amplitude, the energy being dissipated in heating the cap and the CNT “body”. Note the large total amplitude of the tip displacements ($`>1.0`$ Å). A striking feature of this preliminary results observed in MD simulations is the inhomogeneity of the energy distribution in the cap after the solitary wave – cap collision. We next investigate the cap dynamics and energy distribution over atoms in more details.

A typical time dependence of the kinetic energy distribution over atoms in the $`(10,10)`$ cap is shown in Fig. 6b as a histogram. Schlegel diagram of this cap is shown in Fig. 6a. This cap was chosen from a full list of $`\mathrm{9\hspace{0.17em}342}`$ topologically different caps with isolated pentagons generated previously. Atom numbering is common to both Figs. 6a and 6b, and atoms with numbers less than 30 (in the cap base) are not shown as they have lower ($`<0.02`$ eV) excitation levels. Two “waves” of excitations are visible in this Figure: one at $`t=750800`$ MD steps (stage (B)) and the other with lower excitation level – at $`13001600`$ MD steps (stage (D)). The atoms with energy $`0.1`$ eV are drawn in large circles in Fig. 6a; atoms with energy $`0.05`$ eV – in medium circles. An excitation area is localized and bears a larger portion of total cap energy. One can see that the kinetic energy is concentrated mainly at the tip of the cap and irrespective of the location of pentagons.

We denote this effect of energy concentration as “Tsunami effect” (named for the effect explaining ocean waves coming to a beach) because initially long–wave and low–amplitude excitation is concentrated into a sharp impulse of energy if the conditions for the solitary wave propagation are changed in a special manner. It was found that this effect depends on the cap structure and is more pronounced in less symmetrical caps. The effect is observed if the cap radius is comparable with solitary wave half–width $`w`$ (in the case shown in Fig. 7 for $`w=10`$). Otherwise, the Tsunami effect is less prominent. Analogously similar phenomena with varying degrees of perfections were observed for other defects (kinks and bends) in CNT.

We have also calculated electronic properties of the capped CNTs during the solitary wave – cap collision using a generalized tight binding scheme of Menon and Subbaswamy. The variation of the partial Mulliken charge distribution obtained using this scheme is shown in Fig. 7. These calculations were performed for time instants corresponding to the maximal cap distortions (stages (A) and (C)). The most significant change, as expected, is observed for atoms at the tip of the cap (indicated by large number lables in Fig. 7) where perturbation in the structure is a maximum.

The local electron density of states (DOS) averaged over atoms at the cap at stages (A) through (C) of solitary wave – cap collision are shown in Fig. 8. The DOS is obtained from the Green’s function G(E)=\[ES-H+i$`\delta ]^1`$, where H is the generalized tight binding Hamiltonian, S the overlap, and $`\delta =0.05`$ eV. Note the rather large variations in the DOS.

## VI Conclusion

We have, thus, demonstrated analytically and using numerical simulations that the KdV solitons are reasonably good approximations for the description of nonlinear excitations in CNTs. The soliton stability increases with the CNT diameter and, in the limit $`R\mathrm{}`$, the solution (Eqn. 15) describes the nonlinear excitations in graphite. Our numerical simulations of the evolution of the initial longitudinal soliton confirms its high stability.

We have also performed numerical simulations of the interaction of solitary excitations (different from solitons) with defects in CNTs, especially with caps (the Tsunami effect). Our simulations show many new fascinating features in the dynamics of CNTs. The collision is found to be partially inelastic, and the cap excitation is highly inhomogeneous. Interestingly, at some instances the energy in a few bonds considerably exceeds the averaged energy of solitary excitation. This process can provide extra dynamical contribution to the recently discovered phenomenon of the enhanced reactivity of defect sites in CNTs termed “kinky chemistry”.

The issues concerning ways of solitons excitation in real CNTs and their possible contribution to various chemical and physical phenomena are not yet clear. In reality, the generation of the highly coherent ultra short longitudinal displacements of atoms in the CNT seems hardly probable. This, however, is not the case for the long wave solitary excitations. In this connection we would like to point out recent results on the opto–mechanical effect in CNT. Conceivably a short flash of light could trigger the CNT excitation in such a manner that the solitary excitations will be generated. They can also be generated due to external factors such as electron or ion impacts, stress release and other mechanisms. If solitary excitations do exist in CNTs in reasonable “concentration”, then they can be identified through their contribution to some detectable CNT properties. A possible example is the Tsunami effect when the energy, smoothly distributed in the large scale excitation of an arbitrary profile, can be concentrated on a few bonds of a defect with considerable energy excess. The greater the distortions in CNTs, the greater is this influence. It can also be a way for a “self–healing” of CNTs when a rearrangement of structural imperfection is activated by solitary excitations. This effect also can promote chemical reactions such as $`C_2`$ incorporation into nanotube caps.

The high specific heat of a rope of SWNT observed can be partially explained by solitary excitations generated in parallel with phonons. Heat transfer in CNTs is another example. Emission of short electric field pulses, when solitary wave inelastically interacts with the non–symmetrical caps or other defect sites, can be yet another example. Our results of the calculation of variation in charge distribution and DOS confirm large deviation of the electronic properties from their equilibrium values at the solitary excitation – cap collision. The process of charge distribution variation under dynamical excitation is probably inverse to the opto–mechanical phenomenon in CNTs.,  Nanotechnology is one area where the mechano–electric property of CNT can be used.

We had initially planned to title our paper “Solitons in carbon nanotubes”, but after the preparation of this manuscript we became aware of a very recent work on soliton by Chamon with the same title. In this paper the spontaneous lattice distortions are investigated similar to the case of polyacetylene. The solitons are topological domain walls separating different symmetry-broken vacua with different Kekule bond-alternation structures. Note that the solitons discussed by Chamon and those found in the present work have different nature: we have considered solitons formed due to the elastic and non-linear properties of CNT, while Chamon solution is a topological soliton.

The authors (T.A., O.G., and G.V.) thank the Russian Foundation for the Basic Researches (Project 98–03–32218a ) for the partial financial support. T.A. and O.G. are also indebted to RFBR Project 00–15–97334. Stimulating discussions with A.A.Ovchinnikov and A.V.Zabrodin are gratefully acknowledged. M.M. acknowledges support through grants by the NSF (No. 99-07463, MRSEC Program under Grant No. DMR-9809686), DEPSCoR (No. 99-63231 and No. 99-63232), DOE Grant (No. 00-63857), and the University of Kentucky Center for Computational Sciences.


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# The Chandra Deep Survey of the Hubble Deep Field North Area. IV. An Ultradeep Image of the HDF-N

## 1 Introduction

We are in the process of performing a deep X-ray survey ($`1`$ Ms) of the Hubble Deep Field North (HDF-N; Williams et al. 1996, hereafter W96; Ferguson, Dickinson, & Williams 2000) and its environs with the Chandra X-ray Observatory (hereafter Chandra; Weisskopf et al. 2000). This field was chosen because of the excellent radio, submillimeter, infrared, and optical studies already completed (see Livio, Fall, & Madau 1998 and Ferguson et al. 2000 for reviews). The HDF-N itself is the most intensively studied extragalactic patch of sky, and it is one of only two such regions (the other being the Hubble Deep Field South) with high-resolution imaging down to 28–29th magnitude in several optical bands. By centering our survey on the HDF-N, we ensure that the best possible data will be available for follow-up of the faintest X-ray sources ever detected.

In Hornschemeier et al. (2000, hereafter H00), we presented the first results for the HDF-N based on 164.4 ks of Chandra exposure. These results were extended to 221.9 ks over an area much larger than the HDF-N in Hornschemeier et al. (2001, hereafter H01) and G.P. Garmire et al., in preparation (hereafter G01); eight sources in the HDF-N itself were reported. The total exposure on the HDF-N field has recently been more than doubled to 479.7 ks; these new data have allowed the detection of several additional HDF-N sources and substantially improved the X-ray constraints on the previously detected sources. Here we present the additional sources as well as improved constraints on sources in the HDF-N itself and on one source in its immediate vicinity. We also use stacking analyses to probe the average X-ray emission properties of HDF-N galaxies that are not individually detected in the X-ray band.

The Galactic column density along this line of sight is $`(1.6\pm 0.4)\times 10^{20}`$ cm-2 (Stark et al. 1992). $`H_0=70`$ km s-1 Mpc-1 and $`q_0=0.1`$ are adopted throughout this paper. Coordinates throughout this paper are J2000.

## 2 Chandra ACIS Observations and Analysis

### 2.1 Observation Details and Image Creation

The field containing the HDF-N was observed with the Chandra Advanced CCD Imaging Spectrometer (ACIS; G.P. Garmire et al., in preparation) for a total exposure time of 257.9 ks on 2000 November 21–23 (167.0 ks; observation ID 1671) and 2000 November 24–25 (90.9 ks; observation ID 2344). The background was stable during the first observation, but there was significant background flaring due to “space weather” during $`30`$ ks of the second observation. During this $`30`$ ks the background was $`2`$ times higher, but this has had little impact on the analysis or results presented here. The HDF-N was placed near the aim point for the ACIS-I array on CCD I3 during both observations. These data were added to the 221.9 ks of data presented in H01; the entire HDF-N was covered for all observations and was kept away from gaps between the CCDs.

Several improvements over the data reduction techniques of H01 have been made. The most recently processed data from the Chandra X-ray Center were used, and the standard $`0.5^{\prime \prime }`$ pixel randomization was removed.111See http://asc.harvard.edu/cal/Hrma/hrma/misc/oac/dd\_psf/dd\_randomiz.html. Chandra Interactive Analysis of Observations (CIAO) Version 2.0 tools were used whenever possible in place of some of the custom software used for H01.222See http://asc.harvard.edu/ciao/. All data were corrected for the radiation damage sustained by the CCDs during the first few months of Chandra operations using the procedure of Townsley et al. (2000). This procedure partially corrects for the positionally dependent grade distribution due to inefficient charge transfer in the radiation-damaged CCDs. It also partially corrects for quantum efficiency losses, which are most significant in non-corrected data at $`110^{}`$ C (see Townsley et al. 2000 and H01 for discussion of the remaining small quantum efficiency losses incurred). The absolute astrometry was determined following the method in §3.1 of H01; absolute X-ray source positions in the HDF-N itself are accurate to $`0.4^{\prime \prime }`$ or better.

We created images from 0.5–8.0 keV (full band), 0.5–2.0 keV (soft band), 2–8 keV (hard band) and 4–8 keV (ultrahard band) using the two event grade sets defined in Table 1; hereafter these will be called the “standard ASCA grade set” and the “restricted ACIS grade set.” The use of the restricted ACIS grade set improves our ability to detect faint sources in some cases, as discussed in Brandt et al. (2000) and T. Miyaji et al., in preparation. The basic reason for this improvement is that the restricted ACIS grade set rejects a significantly higher fraction of background events than source events (after correction for the radiation damage). With the restricted ACIS grade set, the average soft-band and hard-band background levels are reduced by 36% and 28% relative to the levels with the standard ASCA grade set (see Table 1). For comparison, the bright source CXOHDFN J123646.3+621404 (see below) loses 12% of its soft-band counts and 14% of its hard-band counts when the restricted ACIS grade set is used instead of the standard ASCA grade set.

### 2.2 Source Detection and Detection Limits

Source detection was performed with wavdetect (Freeman et al. 2001). Our criterion for source detection is that a source must be found with a false-positive probability threshold of $`1\times 10^7`$ in at least one of the four bands using either the standard ASCA or restricted ACIS grade sets. The 12 sources found in this manner are listed in Table 2. All photometry in Table 2 is for the standard ASCA grade set. In Table 2 we also report results for one Chandra source located just outside the HDF-N, CXOHDFN J123642.0+621331. Figure 1 shows the detected sources in the full, soft and hard bands (the ultrahard-band image is not shown since only two sources are detected). Some of the sources outside the HDF-N that are not labeled in Figure 1 are discussed in H01, while others will be discussed in a future publication. Conservatively treating the eight images searched as entirely independent, $`\stackrel{<}{}0.15`$ false sources are expected statistically. All sources have been manually inspected to be certain that they are not produced or affected by “cosmic ray afterglows” (Chandra X-ray Center 2000, private communication). Finally, images made with other grade set choices (e.g., only ACIS grade 0 events) were searched; no additional sources were detected.

wavdetect was also run in the various bands to search for lower-significance counterparts (matching to within $`0.5^{\prime \prime }`$) of the highly significant sources already detected at the $`1\times 10^7`$ level in at least one of the four bands; in these runs we used probability thresholds of $`1\times 10^6`$ and $`1\times 10^5`$. Since the spatial-matching requirement greatly reduces the number of pixels being searched, the statistically expected number of false cross-band matches obtained in this manner is very small. The only two cases where new cross-band matches were found with probability thresholds of $`1\times 10^6`$ or $`1\times 10^5`$ are noted in Table 2.

The nature of the multiwavelength counterparts to our new X-ray sources supports the validity of the X-ray detections (see §3.1 for details on the multiwavelength counterparts). For example, four of the five new X-ray sources align with radio sources (see Table 3), extending the trend established for this field at brighter X-ray fluxes (H00; H01). Given the precise X-ray and radio positions, the a priori probability of such an alignment is small ($`<10^7`$). Similarly, the probability of alignment with optically bright, low-redshift galaxies is small (compare with §4.1 of H01). The one new X-ray source in §3.1 that is not a radio source aligns with an optically bright galaxy.

The “effective exposure time” per source, as derived from our exposure map, ranges from 444–464 ks (see H01 for discussion). Even with these long exposure times, the Chandra ACIS is entirely photon limited for point-source detection near the aim point. For a power-law model with photon index $`\mathrm{\Gamma }=1.4`$ and the Galactic column density, our $`5`$ count detection limit corresponds to soft-band and hard-band flux limits of $`4.9\times 10^{17}`$ erg cm-2 s-1 and $`2.3\times 10^{16}`$ erg cm-2 s-1, respectively.

### 2.3 Variability Testing

All sources have been checked for count-rate variability using Kolmogorov-Smirnov (K-S) tests, and the results are reported in Table 2. Such testing is statistically valid even when the number of counts is small, although clearly the sensitivity of the K-S test is reduced when only a few counts are available. Use of the K-S test avoids a posteriori selection problems as discussed by Press & Schechter (1974). The testing is always performed in the band where a source has its highest signal-to-noise ratio, and the standard ASCA grades were used in this analysis. We have used $`3^{\prime \prime }\times 3^{\prime \prime }`$ apertures for count extraction; these are appropriate since the HDF-N was kept close to the aim point for all observations. Gaps between observations were accounted for in the testing.

The two sources showing statistically significant evidence for variability are discussed in §3.2.

## 3 Results

### 3.1 Newly Detected Sources

Figure 2 shows the Chandra sources detected thus far overlaid on the W96 HDF-N image, and Table 3 gives the identification information for these sources. Below we describe the properties of the newly detected sources.

CXOHDFN J123642.0+621331: This X-ray source lies just outside the HDF-N itself and is positionally coincident with the remarkable $`\mu `$Jy radio source VLA J123642.09+621331.4 (e.g., Richards et al. 1998; Garrett et al. 2001). Detailed studies of this source indicate a redshift of $`z=4.424`$ (Waddington et al. 1999; R.A. Windhorst 2001, private communication; but also see §2.2 of Barger, Cowie, & Richards 2000); we shall adopt this redshift throughout the rest of the discussion below as the other redshift possibilities appear less likely. This source is thought to be powered by either a dust-enshrouded AGN or an ultraluminous starburst. If the redshift is correct, then this is the most distant X-ray source detected thus far in our Chandra field and the ninth most distant cosmic object detected in X-rays (after seven quasars and one gamma-ray burst). The 0.5–2.0 keV observed-frame bandpass in which VLA J123642.09+621331.4 is most clearly detected corresponds to a rest-frame bandpass of 2.7–10.8 keV. The implied luminosity in this bandpass of $`2\times 10^{43}`$ erg s-1 strongly supports the presence of an AGN.

In Figure 3 we compare the AB1450 magnitude (AB$`{}_{1450}{}^{}25.2`$ from Figure 3 of Waddington et al. 1999) and 0.5–2.0 keV flux of VLA J123642.09+621331.4 with those of $`z>4`$ AGN observed in X-rays (see Kaspi, Brandt, & Schneider 2000 and Brandt et al. 2001). VLA J123642.09+621331.4 is both the optically faintest and X-ray faintest $`z>4`$ AGN detected in X-rays; it provides the best constraints to date upon the X-ray properties of moderate-luminosity $`z>4`$ AGN. In fact, to our knowledge VLA J123642.09+621331.4 has the lowest optical luminosity of all known $`z>4`$ AGN (compare with Stern et al. 2000).

We have estimated $`\alpha _{\mathrm{ox}}`$, the slope of a nominal power law between 2500 Å and 2 keV in the rest frame. A $`\mathrm{\Gamma }=2`$ power law was adopted for the X-ray continuum (following Reeves & Turner 2000), and an optical power-law slope of $`\alpha _\mathrm{o}=0.79`$ (see Schneider, Schmidt, & Gunn 1991 and Fan et al. 2001) was used to calculate the 2500 Å flux density from the AB1450 magnitude. We find $`\alpha _{\mathrm{ox}}=1.46`$. This value of $`\alpha _{\mathrm{ox}}`$ is in good agreement with $`\alpha _{\mathrm{ox}}`$ values found for low-redshift AGN of comparable X-ray luminosity (e.g., Avni & Tananbaum 1986; Brandt, Laor, & Wills 2000, hereafter BLW). There is no evidence that the X-rays are strongly suppressed by internal absorption, although given that we are only sensitive to hard X-rays in the rest frame the intrinsic $`N_\mathrm{H}`$ is only constrained to be $`\stackrel{<}{}5\times 10^{23}`$ cm-2.

In contrast to the results from optically and radio selected AGN surveys, ROSAT surveys do not show a significant decrease in the space density of high-redshift, high-luminosity AGN (see §5 of Miyaji, Hasinger, & Schmidt 2000). Our X-ray detection of the moderate-luminosity AGN VLA J123642.09+621331.4 at $`z>4`$ should ultimately be useful for pinning down the X-ray luminosity function (XLF) of AGN when combined with the results from other deep X-ray surveys. At present it is difficult to assess the relation of VLA J123642.09+621331.4 to the XLF because its X-ray luminosity is $`10`$ times lower than those used for all high-redshift XLF studies to date.

CXOHDFN J123644.3+621132: This X-ray source is coincident with a Fanaroff-Riley I (FR I) radio galaxy at $`z=1.050`$ that is one of the brightest radio sources in our field (its 1.4 GHz flux density is 1.29 mJy; Richards et al. 1998; Richards 2000). Its radio structure is extended over $`40^{\prime \prime }`$, but we only detect the core in X-rays (see Figure 4). The host galaxy is a large elliptical and is a Very Red Object (VRO) with $`K_\mathrm{s}=5.10`$ (Hogg et al. 2000).

Using stacking techniques, H01 found evidence for two X-ray emission classes of VROs: (1) X-ray luminous VROs with hard X-ray spectra and (2) lower X-ray luminosity VROs with softer X-ray spectra. CXOHDFN J123644.3+621132 is only detected in the soft band and appears to be a member of the second class that has now been individually detected (previously the X-ray emission from the second class was only detectable when many objects were stacked). The X-ray emission is probably associated with the AGN or the hot interstellar medium and X-ray binaries of the host galaxy. The observed band ratio (see Table 2) cannot discriminate between these possibilities, and the X-ray luminosity is not inconsistent with an origin in the hot gas and X-ray binaries of this large elliptical (e.g., see Figure 2 of Matsushita, Ohashi, & Makishima 2000).

FR I sources are often located in clusters of galaxies, but no evidence is found for diffuse X-ray emission around CXOHDFN J123644.3+621132. At $`z=1.050`$, the angular diameter of the core of a cluster would be $`1^{}`$ (corresponding to $`0.5`$ Mpc). Using an annulus with an inner radius of $`1.5^{\prime \prime }`$ and an outer radius of $`34^{\prime \prime }`$, we find a $`3\sigma `$ upper limit on the number of full-band counts of $`<120`$ (we also excluded X-ray emission from CXOHDFN J123641.7+621131 using an exclusion cell with a radius of $`1.5^{\prime \prime }`$). For a Raymond-Smith plasma with $`kT=4`$ keV and one-third solar abundances, the full-band luminosity limit is $`<8.4\times 10^{42}`$ erg s-1. No hint of X-ray emission from the other $`z1.050`$ objects near CXOHDFN J123644.3+621132 is seen (see §6.1 of Richards et al. 1998).

CXOHDFN J123648.3+621426: This source is coincident with a bright $`z=0.139`$ elliptical located at the edge of the HDF-N (see Figure 5). This galaxy has also been detected at radio and mid-infrared wavelengths (Richards et al. 1998; Aussel et al. 1999). The mid-infrared colors from ISO are consistent with the re-emission of starlight by interstellar grains as opposed to the light from cool stars (Rowan-Robinson et al. 1997). Given the low X-ray luminosity of this source and the weak constraint on its band ratio of $`<0.80`$ (see Table 2; this band ratio constraint corresponds to a photon index constraint of $`\mathrm{\Gamma }>1`$ for a power-law model with the Galactic column density), the observed X-ray emission can be plausibly explained by emission from a hot interstellar medium, perhaps combined with emission from X-ray binaries (e.g., Matsushita et al. 2000 and references therein).

CXOHDFN J123649.5+621345: This source is located $`1.33^{\prime \prime }`$ from the center of one of the optically brightest galaxies in the HDF-N, an S0 or elliptical at $`z=0.089`$ (see Figure 5); the corresponding projected physical offset is $`2.6`$ kpc. Although the photon statistics are limited, the fact that this offset is $`\stackrel{>}{}3`$ times larger than the offsets for the other sources (see Table 3) argues that the X-ray source is indeed off-nuclear. The 0.5–8.0 keV luminosity of $`2\times 10^{39}`$ erg s-1 is comparable to that of the most luminous X-ray binaries in the Local Group, and an X-ray binary nature for this source would naturally explain its off-nuclear location. We are not able to constrain the band ratio for this source since it is only detected in the full band.

CXOHDFN J123649.7+621312: The X-ray source is coincident with the nucleus of an edge-on spiral at $`z=0.475`$ (see Figure 5) that is also a steep-spectrum radio source (Richards et al. 1998). The radio emission is thought to be predominantly due to starburst activity (see Chapter 4 of Richards 1999). The soft-band X-ray luminosity of $`5\times 10^{40}`$ erg s-1 is $`5`$ times that of the prototype starburst galaxy M82 (e.g., Griffiths et al. 2000). Given the X-ray luminosity and X-ray-to-optical flux ratio, the observed emission could be created by a powerful starburst and/or a low-luminosity active nucleus (e.g., Moran, Halpern, & Helfand 1996; Boller et al. 1998; Ho et al. 2001).

### 3.2 Further Results on Previously Detected Sources

The other eight Chandra sources detected in the HDF-N have already been described in H00 and §6 of H01; all of these previously reported sources are still detected in our improved analysis here. Below we report on some new results for these sources.

CXOHDFN J123639.5+621230: This source is associated with a $`z=3.479`$ broad-line AGN (see H01). The K-S test indicates highly significant count-rate variability in the full band; a constant count rate is rejected with $`>99.9`$% confidence (see Table 2). The variability is also apparent in Figure 6. During the first four observations, 15 source plus background counts were obtained in 221.9 ks, while during the last two observations 51 counts were obtained in 257.9 ks. The Poisson probability of obtaining the last two observations (or any with a higher number of counts) given the first four is $`5\times 10^{11}`$; the variability is thus highly significant even considering issues such as those described by Press & Schechter (1974). We are not aware of any instrumental effects that might explain the observed variability, and only $`4.0`$ background counts are expected in the aperture (see §2) during the entire 479.7 ks exposure. We note that the much brighter source CXOHDFN J123646.3+621404 does not show significant evidence for variability; apparent variability of this source might have been expected if the X-ray detection efficiency had changed substantially between observations.333See http://www.astro.psu.edu/users/townsley/cti/I3memo/ for constraints on temporal changes of the X-ray detection efficiency when radiation damage correction is performed with the procedure of Townsley et al. (2000). The observed count-rate variability by a factor of $`3`$ occurred over $`2.7`$ months in the object’s rest frame; CXOHDFN J123639.5+621230 is one of the highest redshift X-ray variable objects known. The amplitude of the observed X-ray variability appears consistent with that seen from low-redshift AGN of similar X-ray luminosity over comparable timescales (e.g., McHardy, Papadakis, & Uttley 1998).

CXOHDFN J123643.9+621249: This Chandra source is associated with a $`z=0.557`$ AGN candidate (see H01). The K-S test suggests count-rate variability of this source at the 98.5% confidence level (see Table 2). Examination of the soft-band light curve in Figure 6 indicates a probable drop in count rate during the last two observations. During the first four observations, we obtained seven source plus background counts in 221.9 ks, while during the last two observations we obtained zero counts in 257.9 ks. The Poisson probability of obtaining the last two observations given the first four is $`3\times 10^4`$, so the variability is considered to be significant at the $`3.5\sigma `$ level. The required amplitude of count-rate variability is poorly constrained, but we estimate it to be at least a factor of $`2`$. This apparent X-ray variability (combined with the observed luminosity) supports the AGN nature of CXOHDFN J123643.9+621249. The amplitude and timescale of the variability are consistent with what is seen from low-redshift AGN of similar luminosity (e.g., McHardy et al. 1998).

CXOHDFN J123646.3+621404: We have now collected sufficient counts from this $`z=0.960`$ broad-line AGN for moderate-quality spectral fitting. In this fitting, we have treated separately the data taken when the focal plane temperature was $`110^{}`$ C and $`120^{}`$ C; the spectra and response matrices were created following G01. A simple power-law model with only Galactic absorption clearly fails to fit the spectrum and is statistically rejected with $`>99.9`$% confidence. The resulting residuals strongly suggest the presence of intrinsic X-ray absorption (note also the fairly large band ratio of this source; see Table 2); when neutral intrinsic absorption is added we obtain a good fit with $`\chi ^2=31.9`$ for 37 degrees of freedom (see Figure 7). The derived intrinsic column density is $`(3.97_{0.94}^{+1.41})\times 10^{22}`$ cm-2, and the photon index is $`\mathrm{\Gamma }=1.57_{0.22}^{+0.26}`$ (fit parameter errors are quoted for $`\mathrm{\Delta }\chi ^2=2.71`$ here and hereafter); the photon index, while rather flat, is consistent with those seen from other AGN of comparable X-ray luminosity (e.g., Brandt, Mathur, & Elvis 1997). The addition of ionized intrinsic absorption can also provide a good fit to the data, although the fit parameters are poorly constrained.

The large intrinsic column density derived for the X-ray source has prompted us to search for signs of absorption at other wavelengths: e.g., occultation of the Broad Line Region by a torus or absorption in the rest-frame ultraviolet (UV). Phillips et al. (1997) have described a Keck spectrum of this object, and we have obtained and analyzed this spectrum via the DEEP project database.444See http://deep.ucolick.org/hdf/hdf.html Two narrow Mg ii absorption doublets are seen superposed upon the blue wing of the broad (FWHM $`6700`$ km s-1) Mg ii emission line (see Figure 8 and Phillips et al. 1997). For the stronger doublet, the rest-frame equivalent widths (EWs) of the Mg ii $`\lambda 2796.35`$ and Mg ii $`\lambda 2803.53`$ absorption lines are $`2.7\pm 0.4`$ Å and $`3.1\pm 0.4`$ Å, respectively. For the weaker doublet, the corresponding EWs are $`1.4\pm 0.3`$ Å and $`1.2\pm 0.4`$ Å. While the breadth of the observed Mg ii emission line demonstrates that the Broad Line Region is not hidden by a torus (i.e., this is not a Type 2 AGN), there is clearly absorbing material along the line of sight.

Intrinsic X-ray and UV absorption are often seen together in the spectra of Seyfert galaxies and quasars, although the precise relation between these two forms of absorption is still debated (e.g., Crenshaw et al. 1999; BLW; and references therein). The large column density derived for the X-ray absorber strongly suggests that it is related to the AGN. The UV Mg ii absorption is also likely to be intrinsic given the large doublet EWs and the fact that there are two absorption doublets so close together (compare with Steidel & Sargent 1992 and Aldcroft, Bechtold, & Elvis 1994). The EW ratios of the Mg ii doublets are consistent with both of them being saturated, and it is not possible to derive reliable Mg ii column densities from these data. The outflow velocity for the stronger Mg ii doublet is $`230`$ km s-1, and the outflow velocity for the weaker doublet is $`1700`$ km s-1; these velocities are measured relative to the systemic redshift of $`z=0.960`$ rather than the poorly defined peak of the Mg ii emission line (see Appendix B of Phillips et al. 1997). It is possible that both the X-ray and UV absorption arise in an outflowing “warm absorber” similar to those seen in Seyfert galaxies at low redshift. Mg ii absorption is not commonly seen from Seyfert galaxies with warm absorbers, but it is detected in some such as NGC 4151 (e.g., Crenshaw et al. 1999).

Although this AGN is known to be variable in the radio (Richards et al. 1998; by $`30`$% over an 18 month period) and optical (Sarajedini et al. 2000; by $`8`$% over an 24 month period) and is by far the brightest X-ray source in the HDF-N, no significant X-ray variability is detected.

CXOHDFN J123651.7+621221: This source is coincident with the remarkably red object NICMOS J123651.74+621221.4 (Dickinson et al. 2000; also see §4 of Dickinson 2000) which has been argued to be either a high-redshift starburst enshrouded in dust (e.g., Muxlow et al. 1999) or a Type 2 quasar candidate (H00). With the increased exposure time, this source is now detected in the ultrahard band from 4–8 keV with $`9.73\pm 3.32`$ counts. If this source is indeed at moderate or high redshift (see Table 3), it almost certainly contains an active nucleus given its large hard X-ray luminosity and its hard X-ray spectral shape. Note that it has the largest band ratio of any source in the HDF-N (see Table 2).

Although this object is the second brightest X-ray source in the HDF-N and is of great scientific interest, only crude X-ray spectral fitting is possible at present. The large band ratio suggests the probable presence of X-ray absorption, so we have fitted the spectrum with a $`\mathrm{\Gamma }=2`$ power-law model that is absorbed by neutral gas at $`z=2.7`$ (see Table 3). The resulting fit is acceptable although poorly constrained, and the best-fit column density is $`(4.27_{1.72}^{+2.27})\times 10^{23}`$ cm-2. The corresponding absorption-corrected luminosity in the 0.5–8.0 keV band is $`2\times 10^{44}`$ erg s-1.

### 3.3 Band Ratios and X-ray-to-Optical Flux Ratios

In Figure 9 we show a plot of X-ray band ratio (see Table 2) versus soft-band count rate. This compares the HDF-N sources detected here to the sources detected with 221.9 ks of Chandra exposure by H01 (also compare with Figure 2 of Giacconi et al. 2001). Our faintest HDF-N sources occupy a region of low count rate and relatively low band ratio that has not been previously seen for individual sources, although stacking analyses had suggested that sources would occupy this region (e.g., Figure 2 of Giacconi et al. 2001). This is partially due to the fact that, with more exposure, we can place tighter upper limits on the X-ray band ratios for several of these sources.

The two hardest X-ray sources in the HDF-N itself are CXOHDFN J123646.3+621404 and CXOHDFN J123651.7+621221; notably, these are also the two brightest HDF-N sources in terms of their full-band emission (see Table 2). In §3.2 it was shown that the hard spectrum of CXOHDFN J123646.3+621404 is almost certainly due to intrinsic X-ray absorption, and this is probably the case for CXOHDFN J123651.7+621221 as well.

In Figure 10 we plot $`R`$ magnitude versus soft-band flux. All but one of the faintest ($`\stackrel{<}{}2\times 10^{16}`$ erg cm-2 s-1) Chandra sources in the HDF-N lie below the region occupied by luminous AGN, as expected from the source descriptions in §3.1 and §3.2. Some of these sources appear to be low-luminosity AGN while others are normal galaxies. The one faint X-ray source that is also optically faint is CXOHDFN J123642.0+621331, which occupies the AGN region as expected from Figure 3.

Although the X-ray faint, optically bright sources comprise a heterogeneous population, we have determined an average band ratio for these sources to constrain their average spectral shape. We have used the six sources lying below the $`\mathrm{log}(f_\mathrm{X}/f_\mathrm{R})=1`$ line in Figure 10 as well as CXOHDFN J123649.5+621345. The average band ratio is $`0.21\pm 0.08`$, corresponding to a photon index of $`\mathrm{\Gamma }=2.1\pm 0.1`$ for a power-law model with the Galactic column density. This photon index is consistent with that of X-ray binaries and some low-luminosity AGN, although we are hesitant to provide detailed interpretation due to the heterogeneous nature of the averaged sources. A similar photon index has recently been derived by Tozzi et al. (2001).

### 3.4 Stacking Analysis Results

#### 3.4.1 Optically Bright Galaxies

Several of the optically bright galaxies in the HDF-N have now been found to be low-luminosity X-ray sources (see Figure 2). In order to extend these results, a stacking analysis was performed to attempt to detect the HDF-N galaxies from W96 with $`V_{606}<22.5`$ that are not individually detected in X-rays. Two $`V_{606}<22.5`$ galaxies lying near (but unrelated to) relatively bright Chandra sources were removed from consideration to minimize background and avoid any contamination (sources 3-400.0 and 3-659.0 in W96). The X-ray data for all $`V_{606}<22.5`$ galaxies were manually inspected to ensure that none of them is an X-ray source lying just below the detection limit; none of the sources contains a point source with $`\stackrel{>}{}5`$ full-band counts, and most would not admit a point source with $`\stackrel{>}{}3.5`$ full-band counts (after subtraction of the expected background). The resulting galaxy sample has 17 objects with $`V_{606}`$ from 19.9–22.5 including 11 spirals, three ellipticals and three irregulars (see Table 4 and Figure 2). None of these galaxies is known to have broad optical emission lines (Cohen et al. 2000), and none of them has been identified as an AGN candidate in the searches of Jarvis & MacAlpine (1998), Conti et al. (1999), Liu et al. (1999), Sarajedini et al. (2000) and Vanden Berk et al. (2000). Only two of them (sources 2-404.0 and 2-736.0 in W96) have been detected in the radio by Richards et al. (1998) and Richards (2000). The effective exposure time of the stacked image is 7.7 Ms, and we have used the restricted ACIS grade set in this analysis.

If the galaxies under study are indeed X-ray sources, some of them are likely to have their X-ray emission offset from their nuclei (as for the cases of CXOHDFN J123641.7+621131 and CXOHDFN J123649.5+621345), but without a priori knowledge of the location of this emission we are limited to stacking these galaxies at their nuclei (with one exception; see Table 4). Given the optical extents of these galaxies, X-ray emission up to $`1.5^{\prime \prime }`$ from the nucleus is plausible in most cases. Therefore, for each galaxy the 30 pixels with centers within $`1.5^{\prime \prime }`$ of the stacking position were considered (see Figure 11a). In the full-band stacked image, 79 counts were detected in these 30 pixels while 49.7 are expected from background. The Poisson probability of obtaining 79 counts or more when 49.7 are expected is only $`8\times 10^5`$, so full-band X-ray emission from the average galaxy is detected with high significance. Figure 11b shows that the full-band X-ray emission appears to be well centered on the nuclear positions of the galaxies, although the centroid position is in fact uncertain at the $`1^{\prime \prime }`$ level due to the combination of limited photon statistics, background, and the ACIS pixel size. There also appears to be a detection in the stacked soft-band image. Following the same procedure as for the full-band image, we obtain 29 events when 10.5 are expected; the corresponding Poisson probability is $`2\times 10^6`$. The soft-band emission centroid appears somewhat offset from the nuclear positions (see Figure 11c), although as above we note that the centroid position is fairly uncertain. We have not found statistically significant evidence for a detection in the hard-band stacked image.

Source searching with wavdetect confirms the detections from the manual Poisson calculations above, although the detection significances are somewhat lower. The full-band and soft-band sources are detected when wavdetect is run with probability thresholds of $`5\times 10^5`$ and $`2\times 10^5`$, respectively. Given that 30 pixels are being searched in each case, the respective probabilities of false detections are $`1.5\times 10^3`$ and $`6\times 10^4`$. Monte-Carlo simulations were also performed to examine the reliability of the stacking analyses; good agreement was obtained with the Poisson statistics calculations above (see Appendix A). Finally, these stacking analyses are not subject to biases such as those discussed by Eddington (1913) because the number of sources under consideration is fixed and was not determined using the X-ray data.

One concern with the interpretation of an average brightness from a stacking analysis is that simply dividing the observed number of counts by the number of sources does not necessarily yield an accurate estimate of the characteristic brightness of the population; e.g., the bulk of the observed counts might be produced by only one or two sources. In this study, however, we believe that averages do reasonably reflect typical brightnesses. In the full-band stacking above, for example, there are $`29.3`$ observed counts from 17 sources. No individual source, as noted above, has $`\stackrel{>}{}5`$ counts. Therefore at least $`6`$ sources, and very likely more, are contributing to the observed counts.

We have repeated the stacking analysis above for only the 11 spirals with $`V_{606}<22.5`$ (see Table 4); the effective exposure time of the resulting stacked image is 5.0 Ms. In the full-band image we obtain 47 events when 32.1 are expected (see Figure 11d); the corresponding Poisson probability is $`8\times 10^3`$, and the Monte-Carlo analysis in Appendix A gives essentially the same probability. This detection is significant at the 99.2% confidence level. We do not obtain significant detections in the soft band or hard band for the spiral galaxy sample.

#### 3.4.2 Radio Sources

In H00 we described the fairly good correspondence between X-ray sources and radio sources, and this continues now that deeper X-ray data are available. For example, eight of our 12 Chandra sources in the HDF-N are detected at 8.5 GHz by Richards et al. (1998). Furthermore, we preferentially detect in X-rays the brighter 8.5 GHz sources: all but one of the six radio sources with 8.5 GHz fluxes above 10 $`\mu `$Jy are detected, compared to only three of the nine radio sources with 8.5 GHz fluxes below 10 $`\mu `$Jy. To constrain the X-ray properties of the seven 8.5 GHz HDF-N sources not detected individually in X-rays, we have stacked them but do not obtain statistically significant point-source detections in any of our bands. The upper limit on a point source in the full-band stacked image is $`6.8`$ counts in 3.2 Ms (this is a 95% confidence upper limit calculated following Kraft, Burrows, & Nousek 1991). Adopting the spectral model used in §2.2, the upper limit on the full-band flux of the average source is $`2.1\times 10^{17}`$ erg cm-2 s-1.

## 4 Discussion

### 4.1 General Source Properties and Number Counts

With the new data, the number of Chandra sources detected in the HDF-N itself has risen from eight (H01) to 12. Nine of these 12 sources are detected in the full band, 11 are detected in the soft band, six are detected in the hard band, and two are detected in the ultrahard band. We have not found any sources that are detected only in the hard or ultrahard bands.

All of the Chandra HDF-N sources have likely counterparts at optical or near-infrared wavelengths. Most of the Chandra sources reside in optically luminous galaxies (see Table 3), and at a given redshift they tend to be among the optically brightest galaxies in the HDF-N (for our cosmology an $`L^{}`$ galaxy has $`M_\mathrm{B}20.5`$). This result is consistent with that of Barger et al. (2001), extending it downward in X-ray flux by a factor of $`5`$. There are, however, some apparent exceptions to this trend. For example, if CXOHDFN J123656.9+621301 is at $`z=0.474`$ (see Table 3), it is one of the optically fainter galaxies at this redshift. We also note that the hosts of both CXOHDFN J123641.7+621131 and CXOHDFN J123649.5+621345 have fairly low optical luminosities, and in each of these cases the X-ray source appears to be spatially offset from the nucleus (and thus is presumably not associated with a supermassive black hole). It will be important to avoid such objects when using deep X-ray surveys to conduct censuses of supermassive black holes in the local ($`z\stackrel{<}{}0.5`$) Universe. This can probably be done with careful astrometric analysis and by exploiting the large negative $`\mathrm{log}(f_\mathrm{X}/f_\mathrm{R})`$ values of these objects (see §3.3).

Most of the Chandra HDF-N sources have radio luminosities consistent with those of normal galaxies (e.g., Condon 1992); this is in agreement with the results of Barger et al. (2001) and H01, and it extends these results to fainter X-ray flux levels. The only Chandra sources that appear to be radio-loud AGN (using the criterion of Hooper et al. 1996) are CXOHDFN J123642.0+621331 (provided its redshift is $`z=4.424`$; see §3.1) and perhaps the FR I galaxy CXOHDFN J123644.3+621132 (see Figure 4). CXOHDFN J123646.3+621404 and CXOHDFN J123651.7+621221 also have enhanced radio emission compared to that expected from a normal galaxy, although they are not radio loud. We have compared the radio angular sizes and morphologies of our Chandra sources to those of the other radio sources in Table 3 of Richards et al. (1998), Chapter 4 of Richards (1999), and Table 2 of Richards (2000); one might expect X-ray emitting AGN to have core-jet or compact morphologies. CXOHDFN J123644.3+621132 has a clear core-jet radio morphology (see Figure 4), and CXOHDFN J123646.3+621404 and CXOHDFN J123642.0+621331 are notably compact with 8.5 GHz angular sizes $`<0.1^{\prime \prime }`$. However, due to the limited sample size and radio constraints, it is not possible to draw general conclusions at present.

The corresponding soft-band and hard-band source densities for this 5.3 arcmin2 field are $`7500\pm 3000`$ deg-2 (at $`4.9\times 10^{17}`$ erg cm-2 s-1) and $`4100\pm 2400`$ deg-2 (at $`2.3\times 10^{16}`$ erg cm-2 s-1), respectively (error bars on these values have been calculated following Gehrels 1996). These flux limits are a factor of $`2`$ lower than those previously reported (Mushotzky et al. 2000; G01; Giacconi et al. 2001; Hasinger et al. 2001), and these source densities are the highest yet reported. The number counts in the soft band lie somewhat above an extrapolation of those cited above, although the discrepancy is not highly significant; any excess may be due to the emergence of the optically bright galaxies as low-luminosity X-ray sources (e.g., §5.4 of H01). The number counts in the hard band are consistent with an extrapolation of those cited above.

### 4.2 Stacking Analyses of Optically Bright Galaxies

A comparison of our HDF-N X-ray source list with the Cohen et al. (2000) and Cohen (2001) redshift catalogs for the HDF-N reveals that three of the five lowest-redshift ($`z<0.15`$) galaxies known in the HDF-N have now been detected in the X-ray band, including all of those with $`M_\mathrm{V}<18`$ (the two non-detected galaxies at $`z<0.15`$ both have absolute magnitudes of only $`M_\mathrm{V}15`$). This high detection fraction is understandable given that the sensitivity needed to detect the most luminous ($`\stackrel{>}{}2\times 10^{39}`$ erg s-1) X-ray binaries and supernova remnants at $`z\stackrel{<}{}0.15`$ (e.g., Schlegel 1995; Makishima et al. 2000) has now been achieved. Indeed, two of the three low-redshift X-ray detections are spatially offset from their host galaxies’ nuclei. For comparison, our sensitivity limit would allow detection of the Galactic microquasar GRS 1915+105 (one of the most luminous X-ray sources in the Galaxy; e.g., Greiner, Morgan, & Remillard 1996) to $`z0.1`$. Similarly, we could detect the most luminous known off-nuclear source in M82 at its peak (e.g., Kaaret et al. 2001) to $`z0.5`$.

The stacking analyses in §3.4.1 have extended the constraints on galaxy X-ray emission to $`z`$ 0.2–1 for galaxies with $`V_{606}=`$ 19.9–22.5. These analyses are complementary to the cross-correlation work performed with ROSAT on galaxies with similar optical magnitudes (e.g., Almaini et al. 1997 and references therein; also see Refregier, Helfand, & McMahon 1997 for the cross-correlation work on optically brighter galaxies). Because of our much greater sensitivity, a positive signal is obtained with many fewer galaxies (the ROSAT cross-correlations needed $`5000`$ galaxies while we used 11–17). The greater sensitivity of this study also provides much tighter constraints on the X-ray luminosities of the individual galaxies used in the analysis. For comparison, the 0.5–2.0 keV luminosity limit for an individual galaxy at $`z=0.7`$ is $`9\times 10^{40}`$ erg s-1 in the current study while the ROSAT cross-correlation studies had individual galaxy luminosity limits of $`8\times 10^{42}`$ erg s-1 at this redshift. Unlike the ROSAT cross-correlation studies, we should be fairly immune to contamination by Seyfert nuclei (e.g., see §4 of Almaini et al. 1997); note that our good 2–8 keV sensitivity should also allow us to detect moderately obscured AGN with low-level soft X-ray emission. It is still possible that some low-luminosity AGN remain in the galaxy sample in Table 4; low-luminosity AGN are seen in $`40`$% of local galaxies and have X-ray luminosities ranging from $`\stackrel{<}{}10^{38}`$ erg s-1 to $`10^{41}`$ erg s-1 with a median luminosity of $`4\times 10^{38}`$ erg s-1 (e.g., Ho et al. 2001). None of the galaxies in Table 4 has been identified as an AGN in the intensive HDF-N follow-up studies (see §3.4.1), although the current optical spectroscopy probably would not have detected the subtle spectral features often associated with low-luminosity AGNs.

Stacking the full-band images of the 11 spirals in Table 4 results in a detection of $`14.9`$ net counts in an effective exposure time of 5.0 Ms. At the median redshift of $`z=0.474`$, the rest-frame bandpass corresponding to the full-band detection is 0.74–11.79 keV. Provided the basic X-ray production mechanisms in these spirals are similar to those of spirals in the local Universe, the emission in this bandpass is probably dominated by X-ray binaries and has an effective power-law photon index of $`\mathrm{\Gamma }2.0`$ (e.g., Kim, Fabbiano, & Trinchieri 1992). With this spectral model and the Galactic column density, the observed count rate implies a 0.5–8.0 keV flux of $`2.3\times 10^{17}`$ erg cm-2 s-1 for the average spiral in our sample (the corresponding 0.5–2.0 keV flux is $`1.1\times 10^{17}`$ erg cm-2 s-1).555We have corrected for the use of the restricted ACIS grade set rather than the standard ASCA grade set using the count ratios determined for CXOHDFN J123646.3+621404 in §2.1. At the median redshift of $`z=0.474`$, the implied rest-frame 0.5–8.0 keV luminosity is $`1.6\times 10^{40}`$ erg s-1.

Normal spirals in the local Universe ($`z<0.01`$) with optical luminosities similar to those in the stacking sample have X-ray luminosities in the range $`2\times 10^{39}`$ erg s-1 to $`2\times 10^{40}`$ erg s-1. For example, the 11 spirals in Fabbiano, Trinchieri, & MacDonald (1984) with $`M_\mathrm{B}<18`$ and X-ray detections have an average 0.5–8 keV luminosity of $`6.4\times 10^{39}`$ erg s-1.666We have corrected the luminosities from Fabbiano et al. (1984) for bandpass effects and have converted them into our adopted cosmology. Our derived luminosity of $`1.6\times 10^{40}`$ erg s-1 for the average $`z0.5`$ spiral is somewhat higher than for the $`z<0.01`$ Fabbiano et al. (1984) spirals. However, the two samples are not inconsistent in the amount of X-ray luminosity per unit $`B`$-band luminosity. The average spiral used in our stacking analysis is $`2`$ times more luminous in the $`B`$ band than the average spiral in the Fabbiano et al. (1984) comparison sample (although the medians of the two $`B`$-band luminosity distributions only differ by a factor of $`1.3`$).

At the median redshift of $`z=0.474`$, the lookback time is $`\frac{1}{3}`$ of the Hubble time. Thus, if this sample is representative of the Universe as a whole, it appears that the X-ray luminosities of normal spirals (per unit $`B`$-band luminosity) have not evolved upward by more than a factor of $`2`$ over the past $`4.5`$ Gyr.

White & Ghosh (1998) considered the effects of the declining cosmic star-formation rate on the evolution of low-mass X-ray binary (LMXB) populations in galaxies. They suggested that LMXB activity should peak at $`z`$ 0.5–1 (rather than coincident with the peak in the cosmic star-formation rate) because the evolutionary timescale for LMXBs is a non-negligible fraction of the Hubble time. They also estimated that the X-ray luminosities of $`z`$ 0.5–1 galaxies should be at least an order of magnitude higher than they are today. While our current data allow the average galaxy X-ray luminosity at $`z0.5`$ to be up to a factor of $`2`$ times higher than at $`z<0.01`$, we do not see any evidence for an order-of-magnitude luminosity increase at this redshift. These are the first significant constraints on models such as those proposed by White & Ghosh (1998).

A. Ptak et al., in preparation, have recently refined the X-ray luminosities predicted by the LMXB evolution models of White & Ghosh (1998). They have made specific predictions for the HDF-N using the redshift data of Cohen et al. (2000). They predict smaller X-ray luminosities for $`z`$ 0.5–1 galaxies than discussed by White & Ghosh (1998), and their predicted luminosities \[$``$ (3–4)$`\times 10^{40}`$ erg s-1 in the 0.5–8.0 keV band\] are closer to those found by our stacking analysis.

### 4.3 Narrow Emission-Line Galaxies

The new Chandra data also allow us to test some predictions made previously about X-ray sources in the HDF-N. Almaini & Fabian (1997), for example, made predictions of the number of AGN in the HDF-N and proposed that X-ray luminous narrow-emission line galaxies (NELGs) may comprise up to $`10`$% of the $`3000`$ galaxies in the HDF-N. At our current soft-band sensitivity level, they predict $`9`$ NELGs to be present. Six of the 12 HDF-N sources in Table 3 have some narrow emission lines in their optical spectra (we exclude broad-line AGN and objects with absorption-dominated spectra). Two of these (CXOHDFN J123641.7+621131 and CXOHDFN J123648.3+621426), however, have X-ray luminosities below those typically associated with the NELG population (their X-ray to optical flux ratios are more representative of those of normal galaxies). Thus, we presently detect at most four X-ray luminous NELGs in the HDF-N (CXOHDFN J123643.9+621249, CXOHDFN J123648.0+621309, CXOHDFN J123649.7+621312 and CXOHDFN J123656.9+621301), below the predictions of Almaini & Fabian (1997) and inconsistent with them at the $`95`$% confidence level. Higher quality optical spectroscopy of these four objects may well reveal that some of them contain previously unrecognized AGN.

## 5 Summary

We have used a 479.7 ks Chandra image, the deepest X-ray observation ever presented, to study the X-ray source content of the HDF-N and its immediate vicinity. The key results are the following:

* Four new X-ray sources in the HDF-N itself have been discovered bringing the total number of HDF-N X-ray sources to 12. Two of the new sources are optically bright galaxies at low redshift; with their detection X-ray emission has now been detected from all three of the optically luminous ($`M_\mathrm{V}<18`$) HDF-N galaxies with $`z<0.15`$. The other two new X-ray sources are an FR I radio galaxy and an edge-on spiral that hosts a powerful starburst and/or low-luminosity AGN. See §3.1 and §4.1.
* The remarkable $`\mu `$Jy radio source VLA J123642.09+621331.4 is detected by Chandra. This source has a likely redshift of $`z=4.424`$, and this X-ray detection supports the presence of an AGN in this object. The $`\alpha _{\mathrm{ox}}`$ value of VLA J123642.09+621331.4 is in good agreement with $`\alpha _{\mathrm{ox}}`$ values found for low-redshift AGN. See §3.1.
* X-ray variability is found from the $`z=3.479`$ broad-line AGN CXOHDFN J123639.5+621230 and the $`z=0.557`$ AGN candidate CXOHDFN J123643.9+621249. The first brightens by a factor of $`3`$ over $`2.7`$ months in the rest frame, while the second dims by a factor of $`\stackrel{>}{}2`$ in a rest-frame time interval of $`8`$ months. The X-ray variability of CXOHDFN J123643.9+621249 strongly supports the presence of an AGN. See §3.2.
* We have modeled the X-ray spectrum of the brightest X-ray source in the HDF-N, the $`z=0.960`$ broad-line AGN CXOHDFN J123646.3+621404. Evidence is found for intrinsic X-ray absorption with a column density of $`4\times 10^{22}`$ cm-2. This absorption is plausibly related to the Mg ii absorption doublets that are superposed upon the blue wing of the broad Mg ii emission line. See §3.2.
* Stacking analyses of $`V_{606}<22.5`$ galaxies not individually detected in X-rays have provided estimates of the average X-ray fluxes of these objects. Their X-ray emission probably arises from combinations of X-ray binaries, supernova remnants, and low-luminosity AGN. The average X-ray luminosity of normal spiral galaxies at $`z0.5`$ appears similar to that of spirals in the local Universe; this constrains models for the evolution of LMXB populations in galaxies in response to the declining cosmic star-formation rate. Monte-Carlo simulations demonstrate the validity of the stacking analyses and show that the Chandra ACIS performs well at source detection even with effective exposure times of $`8`$ Ms. See §3.4, §4.2 and Appendix A.
* We have constrained the size of the population of X-ray luminous NELGs at the faintest X-ray fluxes. These sources are less common than has been predicted. See §4.3.

This work would not have been possible without the enormous efforts of the entire Chandra and ACIS teams. We thank A.J. Barger, F.E. Bauer, J.C. Charlton, C.W. Churchill, L.L. Cowie and A. Ptak for helpful discussions. We thank an anonymous referee for useful comments. We gratefully acknowledge the financial support of NASA grant NAS 8-38252 (GPG, PI), NSF CAREER award AST-9983783 (WNB, DMA), NASA GSRP grant NGT5-50247 and the Pennsylvania Space Grant Consortium (AEH), and NSF grant AST99-00703 (DPS).

## Appendix A Monte-Carlo Testing of the Stacking Analyses

The stacking methods employed in §3.4.1 have allowed us to study the properties of full-band sources down to flux levels of $`2.3\times 10^{17}`$ erg cm-2 s-1, pushing the source detection ability of Chandra beyond what has been achieved previously. As such, one must be cautious of instrumental effects and other potential problems that could lead to false source detections in the stacked images. In order to perform an “end-to-end” test of the stacking analysis and empirically assess false-detection probabilities, we have performed Monte-Carlo simulations. These were designed to reproduce the actual stacking performed as closely as possible.

Consider the full-band stacking analysis of the 17 galaxies in Table 4 performed in §3.4.1. To test this analysis, we have randomly selected 17 positions chosen to be at least 8 pixels from known X-ray sources and to have similar background levels to those of the actual galaxies being stacked. We have then constructed a stacked image from the data around these 17 positions and determined the number of counts in the 30 pixels with centers within $`1.5^{\prime \prime }`$ of the stacking position (just as was done at the actual galaxy positions; see §3.4.1). Repeating the above 100,000 times, we have determined a distribution function showing the number of random trials giving a particular number of counts. The result is shown in Figure 12a. The resulting distribution is closely Gaussian; a Gaussian fit gives a mean of 49.1 counts and a standard deviation of $`\sigma =7.0`$ counts. At the actual galaxy positions we obtained 79 counts. Only 9 of the 100,000 random trials yielded 79 counts or more, so the false-detection probability is only $`9\times 10^5`$. For comparison, the Poisson statistics calculation in §3.4.1 gave a false detection probability of $`8\times 10^5`$. The excellent agreement between the Monte-Carlo and Poisson statistics calculations gives us further confidence in the reliability of our stacking analyses and argues that there are no subtle instrumental effects causing false source detections. For example, subtle cosmic ray afterglows in ACIS could not cause a false detection since they will not be preferentially aligned with optically bright HDF-N galaxies. The ACIS performs well at source detection even with effective exposure times of $`8`$ Ms.

We have also performed Monte-Carlo testing of the other analyses presented in §3.4.1. The results are shown in Figures 12b and 12c, and we consistently obtain good agreement with the results presented in §3.4.1.