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# The optical afterglow and host galaxy of GRB 000926 Based on observations made with the Nordic Optical Telescope, operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden.,Based on observations made at the 2.2-m telescope of the German-Spanish Calar Alto Observatory ,Based on observations made with the Isaac Newton Telescope operated on the island of La Palma by the Isaac Newton Group in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias.

## 1 Introduction

The discoveries of the first $`X`$-ray afterglow (Costa et al. 1997) and OT (van Paradijs et al. 1997) of a gamma-ray burst (GRB) have led to a major breakthrough in GRB research. The determination of a redshift of 0.835 for GRB~970508 (Metzger et al. 1997), and the subsequent determination of redshifts of more than a dozen bursts with a median redshift of $``$1.1, have firmly established their cosmological origin (e.g. Kulkarni et al. 2000; Castro-Tirado 2001 and references therein). One of the current goals is to use the OT properties (brightness, position within the host galaxy, light-curve shape) as diagnostic tools to study the environment of GRBs and to possibly shed some light on the nature of GRB progenitors (e.g. Bloom et al. 2000).

Another very appealing aspect of GRB research is the use of GRBs as cosmological probes. GRBs have been suggested as probes of the very high redshift universe (Lamb and Reichart 2000; Andersen et al. 2000). An equally interesting use of GRBs is as an independent way by which to select galaxies at cosmological distances. In some widely accepted scenarios GRBs are related to deaths of very massive, short-lived stars and furthermore gamma-rays are not obscured by dust. Hence a sample of GRB host galaxies may be considered star-formation-selected independent of the amount of extinction of the rest-frame UV and optical emission. However, we do not know if GRBs (as a class) evolve with redshift and furthermore GRBs are of course gamma-ray flux selected. It is nevertheless interesting to compare GRB-selected galaxies with other samples of galaxies selected e.g. by rest-frame UV flux (Steidel et al. 1996), Damped Ly-$`\alpha `$ Absorption (DLAs, e.g. Wolfe et al. 1995; Djorgovski et al. 1996; Møller and Warren 1993, 1998; Ellison et al. 2001), Ly-$`\alpha `$ emission (Hu et al. 1998; Fynbo et al. 2000a; Kudritzki et al. 2000; Steidel et al. 2000) or sub-mm emission (e.g. Ivison et al. 2000). There is currently some controversy as to whether most of the star-formation at high redshift takes place in the UV-selected or in the sub-mm selected objects (e.g. Smail et al. 1997; Hughes et al. 1998; Peacock et al. 2000; Adelberger and Steidel 2000; van der Werf et al. 2000). DLAs trace a very abundant population of (proto)galaxies at high redshift that could also contribute significantly to the star-formation density (Fynbo et al. 1999, 2000a). A well understood sample of GRB host galaxies may resolve where most of the stars are formed as a function of redshift.

In this paper we present the detection of the OT and host galaxy of GRB 000926 and the results of multi-colour optical and near infrared (IR) photometry. We then compare the properties of GRB 000926 and its host galaxy with those of GRB 000301C, which occurred at nearly the same redshift, with emphasis on the (very different) properties of their host galaxies.

Throughout this paper, we adopt a Hubble constant of H0=65 km s-1 Mpc-1 and assume $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$.

## 2 Observations

GRB 000926 was detected by three instruments in the Interplanetary Network (IPN: Ulysses, Konus-WIND, and NEAR), and localized to a 35 arcmin2 error box which was circulated via the GRB Coordinates Network (GCN)111 http://gcn.gsfc.nasa.gov/gcn/ 20.3 hours after the burst (Hurley 2000). The Earth-crossing time for the burst was September 26.9927 UT. As observed by Ulysses, it had a duration of approximately 25 seconds (placing it in the ”long duration” burst category), a revised 25-100 keV fluence of 6.2$`\times `$10-6 erg cm-2, and a revised peak flux over 0.25 s of 8.6$`\times `$10-7 erg cm-2 s.

The error-box of GRB~000926 (Hurley 2000) was observed in the R–band with the 2.56-m Nordic Optical Telescope (NOT) and the Calar Alto (CA) 2.2-m telescope on 2000 September 27.85 UT (20.64 hours after the burst). Comparing with red Palomar Optical Sky Survey II exposures an OT was found in the error box (Gorosabel et al. 2000; Dall et al. 2000). Spectra were obtained at the NOT on both September 27 and September 28; these spectra revealed a strong metal absorption system at a redshift of z$`=2.0375\pm 0.0007`$, which in all likelihood is due to gas in the GRB host galaxy (Møller et al. in prep). The OT was observed during the following weeks at the NOT, CA and also with the Isaac Newton Telescope (INT), the 1.0 m telescope at the US Naval Observatory at Flagstaff Station (USNOFS), and in the IR with the 8.2-m Subaru telescope and the 3.8-m United Kingdom Infrared Telescope (UKIRT). The logs of optical and IR observations are given in Table LABEL:obslog and Table LABEL:IRlog. A finding-chart and R–band images of the OT at three different epochs are shown in Fig. 1.

Radio and X-ray afterglow measurements have been reported by Frail et al. (2000) and by Piro et al. (2000). Optical afterglow measurements have also been reported by Price et al. (2001). This paper includes preliminary reduced NOT and CA observations from Hjorth et al. (2000), Fynbo et al. (2000b) and Gorosabel et al. (2000) for which the finally reduced data appear in this paper.

## 3 Celestial Position

By measuring the position of the OT relative to 80 stars in the USNO-A2.0 catalog we found the celestial coordinates of the OT to be RA(J2000) = 17:04:09.68, Dec(J2000) = +51:47:10.5 with an internal error of about 0.1 arcsec and a systematic error of about 0.25 arcsec (Deutsch 1999).

## 4 Photometry

### 4.1 R–band light-curve of the OT

In comparison with GRB~000301C (Jensen et al. 2001) GRB 000926 was found to be hosted by a relatively luminous host galaxy (see Sect. 6). When measuring the magnitude of the OT directly on the images with Point Spread Function (PSF) photometry there will be a contribution from the underlying host galaxy. The relative strength of this contribution depends on the seeing and is therefore a source of systematic errors if not corrected for. We therefore subtracted an aligned and scaled image of the host galaxy from each of the individual R–band images from the NOT listed in Table LABEL:obslog. This image of the host galaxy was obtained about 30 days after the burst when the magnitude of the OT, based on an extrapolation of the light-curve, as well as a possible underlying supernova would be negligible (see Sect. 6). We then measured the magnitude of the OT using DAOPHOT-II (Stetson 1987, 1997). The OT was last detected in the image obtained on October 2. The photometry was transformed to the standard system using photometric observations of the four secondary reference stars A–D marked in Fig. 1 obtained at the U.S. Naval Observatory Flagstaff Station. The calibrated UBVRI magnitudes of the stars A–D are given in Table LABEL:compphot.

We first fitted a broken power-law

$$f_\nu (t)=\{\begin{array}{ccc}f_\nu (t_b)\left(\frac{t}{t_b}\right)^{\alpha _1},\hfill & \mathrm{if}\hfill & tt_b\hfill \\ f_\nu (t_b)\left(\frac{t}{t_b}\right)^{\alpha _2},\hfill & \mathrm{if}\hfill & tt_b,\hfill \end{array}$$

to the data, which provided a very good fit. The parameters of the fit are given in Table LABEL:fits. We then followed Beuermann et al. (1999) and fitted an empirical function of the form

$$f_\nu (t)=(f_1(t)^n+f_2(t)^n)^{1/n},$$

where $`f_i(t)=k_it^{\alpha _i}`$ and $`t`$ is the time since the GRB measured in days. For large values of $`n`$ this function approaches the broken power-law. We performed this fit both keeping $`n`$ fixed at 1 similar to Stanek et al. (1999) and with $`n`$ as a free parameter. The results of these fits are also given in Table LABEL:fits.

The $`\chi ^2`$ per degree of freedom is smallest for the broken power-law fit. The data favor a very large value of $`n`$ as the $`\chi ^2`$ is monotonically decreasing as $`n`$ is increased even for $`n>100`$. The 2$`\sigma `$ lower limit on $`n`$ is $`7`$ in the sense that the difference between $`\chi ^2`$ for a fit with $`n=7`$ and the broken power-law is 2. This indicates that the break in the light-curve is very abrupt (within a few hours).

In conclusion, the data are best fit by a sharp break around t=2.12$`\pm `$0.09 days after the burst. In Fig. 2 we show the R–band light-curve of the OT together with the three fits and the residuals around the fits.

### 4.2 Other optical bands

The OT was also imaged in the U,B,V and I bands during the first four nights after the detection at the NOT and CA.

To precisely determine the broad band colours of the OT we used the UBV and I band observations obtained at NOT and INT. The CA points were excluded since Johnson R and I filters are significantly different from Bessel, Cousins and Harris. We determined the colours as the offset of the broken power-law fit to the R–band light-curve that minimized the $`\chi ^2`$ of the fit. Due to the lower error bars the magnitudes obtained on Sep 27 have the largest weight in the fits. Therefore we do not expect a large systematic uncertainty due to emission from the underlying host galaxy. In order to minimize the effect of the host galaxy only points obtained earlier than and including September 29 were used in the fits. The 1$`\sigma `$ errors on the colours were determined as the colours that increased the value of $`\chi ^2`$ by 1, but the true uncertainty including calibration and systematic errors is most likely somewhat larger ($``$5%). For all filters U,B,V and I the fits were consistent with the (offset) broken power-law fit, which shows that the data within the errors (few percent) are consistent with an achromatic optical afterglow. The results are given in Table LABEL:colours.

### 4.3 Infrared photometry

The afterglow was observed in the K’–band on September 29, 2000 with the IRCS instrument on the 8.2-m Subaru telescope in a seeing of about 0.7 arcsec and a total integration time of 1800sec. No standard star observations were obtained on the same night, but fortunately there is a bright, unsaturated 2MASS source in the field which we could use for calibration. We measured the magnitude of the OT and of the 2MASS source in a 2 arcsec circular aperture. The formal photometric error-bar is less than a percent, but we estimate conservatively that the uncertainty in the colour-transformation for the IRCS instrument amounts to 0.10 mag.

The afterglow was also observed in the J, H and K bands with the UFTI imager on UKIRT on September 30. The final frames were accumulated in 26, 24 and 9 dithered exposures of 60 s duration for J, H and K respectively resulting in a total on-source integration time of 1.56 ks, 1.44ks and 540 s, all in photometric conditions. Employing standard procedures these frames were reduced, combined and calibrated using observations of UKIRT faint standards bracketing the science exposures. The final frames have only a (for this instrument) modest seeing of 0.55–0.60′′ FWHM due to the relatively high airmass of the observations, 1.5–2, but clearly detect the OT in all three passbands. The magnitude of the OT was again measured using aperture photometry. The results of the IR photometry is presented in Table LABEL:IRlog.

Using the standard star calibrated UKIRT K-band observations we confirmed from faint objects visible in both the UKIRT and SUBARU images that the calibration of the SUBARU images is consistent with that of the UKIRT K-band observations.

## 5 Spectral energy distribution of the afterglow

Also shown in Table LABEL:colours are the colours (in the same bands) of the OT of GRB 000301C, which was also discovered at the NOT and had a very similar redshift as GRB 000926 (Jensen et al. 2001; Møller et al. in prep). As seen, the OTs of GRB 000926 and GRB 000301C had very similar colours in the optical red bands, whereas in the blue bands and in R$``$K the OT of GRB 000926 was significantly redder than that of GRB 000301C. In order to test whether this difference is intrinsic to the bursts or caused by a larger extinction along the line of sight to GRB 000926 we follow Jensen et al. (2001) and constrain the extinction by fitting different extinction laws to the SED.

To construct the SED we first used the colours given in Table LABEL:colours for the observed U to I bands (normalised to Sep 27.9 UT). The J, H and K-observations were obtained on Sep 30.3 where the host galaxy possibly contributed significantly to the flux. In order to estimate the effect of the host galaxy we used the SEDs for galaxies at redshifts z=2–3 given by Dickinson (2000, their Fig. 2). By normalising these galaxy SEDs to the observed R(AB)=24.04$`\pm `$0.15 for the host galaxy (see Sect. 6 below) we derived magnitudes for the host galaxy which translate into estimated corrections at Sep 30.3 UT of $`\mathrm{\Delta }`$J=+0.14$`\pm `$0.08, $`\mathrm{\Delta }`$H=+0.07$`\pm `$0.06 and $`\mathrm{\Delta }`$K=+0.05$`\pm `$0.04. The JHK magnitudes were then shifted to Sep 27.9 UT using the broken power-law fit to the light-curve given in Table LABEL:fits (assuming that the burst evolved achromatically). After this the UBVRIJHK magnitudes were corrected for foreground extinction, using a value of E(B$``$V)=0.023 from Schlegel et al. (1998), and transformed to the AB system. For the optical bands we used the transformations given by Fukugita et al. (1995): I(AB) = I+0.43, R(AB) = R+0.17, V(AB) = V-0.02, B(AB) = B-0.14, and U(AB) = U+0.69. We assigned uncertainties of 0.05 mag to the BVR and I AB magnitudes as an estimate of the uncertainty in the transformation. For U band we assigned an uncertainty of 0.10 mag to the AB magnitude since this band is more difficult to calibrate (Bessel 1990; Fynbo et al. 1999, 2000c). For the IR bands we used the transformations given in Allen (2000): K(AB) = K+1.86, H(AB) = H+1.35, and J(AB) = J+0.87. We then calculated the specific flux using $`F_\nu =10^{0.4\times (AB+48.60)}`$. Finally, the wavelengths corresponding to our UBVRIJHK measurements were blueshifted to the GRB rest frame. As it can be seen in Fig. 3 the spectral energy distribution is clearly bending from the U to the K–band. This bend can be naturally explained by the presence of intrinsic extinction at z=2.037. The J-point is falling significantly below the trend of all the other points. The reason for this is not understood, but we have decided not to include this point in the analysis. Including the point does not change any of the conclusions, but it increases the $`\chi ^2`$ of the fits.

We next fitted the function F$`{}_{\nu }{}^{}\nu ^\beta \times 10^{(0.4\mathrm{A}_\nu )}`$ to the SED. Here, $`\beta `$ is the spectral index and Aν is the extinction in magnitudes at frequency $`\nu `$. We have considered the three extinction laws (Aν as a function of $`\nu `$) given by Pei (1992), i.e. for the Milky-Way (MW), Large Magellanic Cloud (LMC) and the Small Magellanic Cloud (SMC). In the three cases the dependence of the extinction with $`\nu `$ have been parameterized in terms of (restframe) AV. Thus, our fits allow us to determine $`\beta `$ and AV simultaneously. Finally, we also considered the no-extinction case where Fν was fitted by a straight line in log-log space.

The parameters of the fits are shown in Table LABEL:sedtab. For the no-extinction case we find a value of $`\beta `$ consistent with that of Price et al. 2001. As for GRB 000301C the best fit was achieved for a SMC extinction law. We derive a modest extinction of A$`{}_{\mathrm{V}}{}^{}=0.18\pm 0.06`$ (restframe $`V`$) and a spectral index $`\beta =1.00\pm 0.18`$. For GRB 000301C Jensen et al. (2001) found $`\beta =0.70\pm 0.09`$. Therefore, GRB000926 was indeed intrinsically redder than GRB 000301C.

In the upper panel of Fig. 3 we show the fits using the LMC and SMC extinction laws and the no-extinction case. For the redshift of GRB 000926 (as for that of GRB 000301C) the interstellar extinction bump at 2175 Å is shifted into the R-band. This absorption bump is very prominent for the MW, moderate for the LMC and almost nonexistent for the SMC extinction curve. Thus, for a chemically rich environment, like the MW, we should expect a prominent extinction bump at 2175 Å (near the observed R-band). The data points in Fig. 3 shows that there is no strong absorption bump near the R-band, which makes the fit for the MW (see Table LABEL:sedtab) inconsistent with the data. In fact, the best MW fit implies a (unphysical) negative extinction. To illustrate the problem with the MW extinction curve we have in the lower panel of Fig. 3 plotted a $`\beta =1`$ power-law SED extincted by a AV=0.2 MW extinction curve. As seen, the shape of this extinction curve is incompatible with the data. In the Milky Way the extinction curve can be different mainly for stars located in star-forming regions (Baade and Minkowski 1937; Whittet 1992) in the sense that the shape of the bump at 2175 Å is different and more importantly the curve is almost flat in the rest-frame UV at $`\mathrm{log}(\nu )`$ $`>`$ 15.1. This is where the curvature is most pronounced in Fig. 3 and therefore such an extinction curve is also not compatible with the data (see also Price et al. 2001)

In conclusion, as in the case of GRB000301C, the SED supports a scenario of a host in an early stage of chemical enrichment.

## 6 The host galaxy

In the images obtained on October 6 the emission at the position of the OT appeared elongated although at low signal-to-noise ratio. We therefore obtained further deep imaging on October 27 and November 3 and 4. A total of 3 hours of R-band imaging was obtained under dark/grey sky conditions and a seeing varying between 1.0 and 1.3 arcsec. We subsequently combined these images using the code described in Møller and Warren (1993). The FWHM of point sources in the combined image was 1.18 arcsec. In the combined image an extended object directly underneath the position of the OT was clearly detected. A contour image showing this extended emission is shown as Fig. 6. Although the seeing was not optimal, the object is resolved into several compact knots covering a region of total extension of about 5 arcsec. This is more clearly visible in images of the host galaxy + OT obtained with the Hubble Space Telescope presented by Price et al. (2001). In order to determine the position of the OT relative to these compact knots we measured the position of the OT relative to point-sources in the vicinity in the first image obtained on September 27 and in the combined image. The position of the OT in the combined image could in this way be determined with a conservatively estimated uncertainty of 0.02 arcsec (10% of a pixel). The position of the OT is within the errors spatially coincident with one of the knots of the extended emission. As the OT, based on an extrapolation of the light-curve, is expected to be much fainter than this knot (by several magnitudes) we conclude that at least this particular knot is related to the host galaxy of GRB 000926. An underlying supernova (SN) even if similar to SN1998bw would also be much fainter than the observed knot, especially since the R–band corresponds to the rest-frame UV around 2100Å where SNe are intrinsically faint. Whereas it is possible that all the compact knots are either part of the host galaxy or several galaxy sub-clumps in the process of merging, we cannot exclude that some of the emission is from objects lying at other distances along the line of sight (although there are no intervening absorption systems in the spectrum of the OT, Møller et al. in prep). If all the emission is from the host galaxy of GRB 000926 then the extension of the galaxy would be similar to the Ly-$`\alpha `$ emitting region of the galaxy S4 at z=1.93 towards Q0151+048A (Fynbo et al. 1999).

The total magnitude of the extended emission in a circular aperture with diameter 4.7 arcsec is R=23.87$`\pm `$0.15. Assuming that all this emission comes from the host galaxy we can get an estimate of the star-formation-rate (SFR) of the galaxy. The restframe UV continuum in the range 1500Å–2800Å can be used as a SFR estimator if one assume that the star-formation is continuous over a time scale of more than 108 years. Kennicutt (1998) provides the relation

$$SFR(M_{\mathrm{}}yr^1)=1.4\times 10^{28}\times L_\nu ,$$

where $`L_\nu `$ is the luminosity in the 1500Å–2800Å range measured in erg s-1 Hz-1. The observed R–band corresponds to the rest-frame UV continuum around 2100Å, which falls well within this range. To derive $`L_\nu `$ we first converted our R–band magnitude to R(AB) using R(AB)=R+0.17 (Fukugita et al. 1995). Then we used the definition of the AB magnitude to derive the observed flux ($`F_\nu =10^{0.4\times (R(AB)+48.6)}`$) and finally the luminosity distance in our assumed cosmology (dlum=5.28$`\times `$1028cm) to derive $`L_\nu `$ :

$`L_\nu `$ $`=`$ $`F_\nu \times 4\pi d_{lum}^2/(1+z)`$
$`=`$ $`(1.02\pm 0.15)\times 10^{29}ergs^1Hz^1,`$
where the factor $`(1+z)^1`$ corrects for the fact that $`L_\nu `$ is a specific luminosity (not a bolometric luminosity). Using the relation of Kennicutt (1998) we find a SFR of 14 M yr-1. If the extinction derived in Sect. 5 is valid for the galaxy as a whole then we estimate an extinction in the observed R-band of 0.56$`\pm `$0.20 mag, which means that the SFR should be increased by a factor of $`1.7`$. This SFR is a high compared to that of the Milky Way, but it falls in the low end of the range of SFRs of Lyman-Break galaxies (Pettini et al. 1998).

## 7 Discussion

### 7.1 Interpretation of the light-curve

The temporal behavior of the optical afterglow of GRB 000926 is a clear and unambiguous example of a broken power-law decay. The fits described in Sect. 4.1 show that the break occurred abruptly. The late time decay slope of $`\alpha _2`$=2.39$`\pm `$0.09 is very similar to the late time decay slopes of other well studied broken or fast decaying light-curves (see e.g. Andersen et al. 2000, their Fig. 4 and Table 4). This striking uniformity suggest a common physical scenario for the late stage of the decays, which most likely is a common value of the index of the electron energy distribution (see also Sari et al. 1999; Freedman and Waxman 2001).

The increase $`\mathrm{\Delta }\alpha =\alpha _2\alpha _1`$ from the early to the late time decay slope is different for different physical models for GRB afterglows. For GRB 000926 we find $`\mathrm{\Delta }\alpha =0.70\pm 0.09`$ from the broken power-law fit. This measurement we compare with different models predicting broken light-curves: i) If the frequency separating fast cooling and slow cooling electrons moves through the optical part of the electromagnetic spectrum at $`t_b`$, the resulting light curve would steepen by $`\mathrm{\Delta }\alpha 0.25`$ (Sari et al. 1998); ii) If a spherical fireball slows down to a non-relativistic expansion (Dai and Lu 1999) then $`\mathrm{\Delta }\alpha =(\alpha _1+3/5)=1.09`$ for our value of $`\alpha _1`$; iii) If the outflow is collimated with a fixed opening angle, the break in the light curve occurs when the relativistic beaming of the synchrotron radiation becomes wider than the jet opening angle with a predicted steepening of $`\mathrm{\Delta }\alpha =3/4`$ (Mészáros and Rees 1999); iv) finally, if the afterglow arises in a sideways expanding jet, the steepening will be $`\mathrm{\Delta }\alpha =(1\alpha _1/3)=0.44`$ (Rhoads 1999) for our value of $`\alpha _1`$. The above estimates all assume a constant mean density distribution of the ambient medium. Only model iii, i.e. a jet with fixed opening angle, is consistent with the observed value of $`\mathrm{\Delta }\alpha =0.70\pm 0.09`$. This model predicts a spectral slope of the afterglow of $`\beta =2\alpha _1/3=1.13\pm 0.01`$, which is consistent with the $`\beta =1.00\pm 0.18`$ from the multi-band photometry. If the density of the surrounding medium was that of stellar wind ($`nr^\delta `$ with $`\delta =2`$) we expect $`\mathrm{\Delta }\alpha =\frac{3\delta }{4\delta }=0.50`$ (Mészáros and Rees 1999; Jaunsen et al. 2001), which is excluded by the data at the 2.2$`\sigma `$ level.

### 7.2 Comparison with GRB 000301C

Even though the gamma-ray emission of GRB 000301C (Jensen et al. 2001) was of about 10 times shorter duration than that of GRB 000926, the fact that they have nearly identical redshifts of z=2.0375$`\pm `$0.0007 for GRB 000926 (Møller et al. in prep) and z=2.0404$`\pm `$0.0008 for GRB 000301C (Jensen et al. 2001) makes it very convenient to compare the two. Both GRB 000301C and GRB 000926 displayed broken power-law decays. For the OT of GRB 000301C Jensen et al. (2001) determined $`\beta =0.70\pm 0.09`$ and $`\mathrm{\Delta }\alpha =1.57\pm 0.18`$. In this case the best model is that of a side-ways expanding jet in a medium of constant density, whereas a jet with fixed opening angle is not consistent with the data. Therefore, even though the two bursts appear similar they cannot be explained by the same model.

GRB 000301C and GRB 000926 have very different host galaxies. The host galaxy of GRB 000301C remains undetected despite a very deep detection limit of R=28.5 (Fruchter et al. 2000a; Smette et al. 2001), whereas the host galaxy of GRB 000926 is relatively bright at R=23.87$`\pm `$0.15 (Sect. 6). Hence, the host galaxy of GRB 000926 is more than 70 times brighter than that of GRB 000301C. In the same way GRB~990123 and GRB~990510 occured at nearly identical redshifts (z$``$1.6) and the host galaxy of the former is more than 30 times brighter than the latter (Holland and Hjorth 1999; Fruchter et al. 1999, 2000b). If GRBs indeed trace star-formation these observations indicate that at these redshifts galaxies covering a broad range of luminosities contribute significantly to the over-all density of star formation. Furthermore, as the observed R–band flux is proportional to the star formation rate, there must be 1–2 orders of magnitude more galaxies at the R=28 level than at the R=24 level at z$``$2. Otherwise it would be unlikely to detect R=28 galaxies as GRB hosts (under the assumption that GRBs trace star-formation). An alternative explanation is that the faint host galaxies of GRB 000301C and GRB 990510 are faint at rest-frame UV wavelengths due to massive extinction similar to some sources selected in the sub-mm range (e.g. Ivison et al. 2000). However, the low extinction derived from the optical properties of the GRB 000301C afterglow argues against this explanation at least for this particular burst.

## Acknowledgements

Most of the optical data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the NBIfAFG of the Astronomical Observatory of Copenhagen. UKIRT is operated by the Joint Astronomy Centre on behalf of the Particle Physics and Astronomy Research Council of the United Kingdom. JUF and THD acknowledges enthusiastic help and support from C. Møller and I. Svärdh during the hectic moments of finding the OT by comparison with DSS-plates. JUF acknowledges H.O. Fynbo for introducing him to CERNs MINUIT fitting programme. JG acknowledges the receipt of a Marie Curie Research Grant from the European Commission. MIA acknowledges the Astrophysics group of the Physics dept. of University of Oulu for support of his work. IRS acknowledges support from a Royal Society URF. IB was supported by Pôle d’Attraction Interuniversitaire, P4/05 (SSTC, Belgium). JMCC acknowledges the receipt of a FPI doctoral fellowship from Spain’s Ministerio de Ciencia y Tecnología. KH is grateful for Ulysses support under JPL Contract 958056, and for NEAR support under NASA grants NAG5-9503 and NAG5-3500. Additionally, the availability of the GRB Coordinates Network (GCN) and BACODINE services, maintained by Scott Barthelmy, is greatly acknowledged. We acknowledge the availability of POSS-II exposures, used in this work; The Second Palomar Observatory Sky Survey (POSS-II) was made by the California Institute of Technology with funds from the National Science Foundation, the National Aeronautics and Space Administration, the National Geographic Society, the Sloan Foundation, the Samuel Oschin Foundation, and the Eastman Kodak Corporation. We acknowledge the availability of the 2MASS catalogs. This work was supported by the Danish Natural Science Research Council (SNF).


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# Periodic orbit quantization of a Hamiltonian map on the sphere

## I Introduction

The general theory of periodic orbit quantization was first developed many years ago by Gutzwiller gutzwiller ; gutzwiller2  and has ever since played an important role in our understanding of chaotic systems in the semiclassical regime. By applying stationary phase approximations to the trace of the Green’s operator, Gutzwiller was able to derive a semiclassical formula for the density of states as the sum of a smooth part and an oscillating sum over all periodic orbits of the corresponding classical system. Gutzwiller’s ‘trace formula’, however, is only valid for isolated periodic orbits which, in general, restricts his results to fully chaotic systems where the dynamics is completely hyperbolic.

At the other end of the scale lie integrable systems. Armed with the knowledge of all constants of motion one may obtain the semiclassical eigenenergies using EBK torus quantization EBK . Alternatively, Berry and Tabor berry  showed that EBK quantization could be recast as a ‘topological sum’ over the periodic orbits and obtained an analogue of Gutzwiller’s trace formula for integrable systems. The Berry-Tabor formula has also been extended into the near-integrable regime ozorio ; tomsovic . However most physical systems are of a mixed type, exhibiting both regular and chaotic behaviour. Some progress on the periodic orbit quantization of mixed systems has also been made sieber ; schomerus ; main3 .

The theory referred to above is for autonomous systems. The dynamics of periodically driven systems and quantum maps is best described by the so-called Floquet operator haake . Upon deriving an approximation for the trace of this unitary operator in terms of the classical periodic orbits, one may obtain a semiclassical approximation for the spectral density of its eigenphases. This trace formula has been derived for a class of maps on the plane tabor ; junker , on the torus laksh3  and for an array of special mappings with mixed results. The trace formula for Arnold’s cat map is exact keating ; boasman . However the more general sawtooth map gives poor results laksh3 ; laksh2 ; sano . It was found necessary to include boundary contributions in the trace formula of the baker’s map eckhardt ; saraceno ; laksh ; toscano ; tanner , while ghost contributions needed to be included in the case of the kicked top kus ; kus2 ; schomerus  and the standard map scharf ; sundaram ; scharf2 ; saito . Poincaré maps have also been considered bogomolny .

The model for which we will apply Gutzwiller’s method of periodic orbit quantization is quite dissimilar to the above mappings. The dynamics of our model is dominated by an infinite number of isolated stable periodic orbits of arbitrarily long period. The resonances associated with these periodic orbits are circular disks and fill in the phase space in a manner resembling circle packings. Three of these mappings were introduced in a previous paper scott , each corresponding to a particular phase space geometry: planar, hyperbolic and spherical. We will consider only the spherical map in this paper. Its quantum analogue lives in a finite dimensional Hilbert space allowing us to circumvent convergence problems associated with semiclassical trace formulae main2 . In addition, our model does not suffer from the exponential proliferation of periodic orbits found in most chaotic systems. The task of finding all periodic orbits of a given period is much simplified with the help of symbolic labeling and the use of special symmetries. Our mapping is not chaotic in a strict sense. However the presence of infinitely many stable periodic orbits with arbitrarily long period generates highly irregular motion. This behaviour is located on the borderline between regular and chaotic motion, but in a manner very different from the generic case of KAM systems. The strong deviation is explained by the mapping’s non-smooth construction.

Our motivation for considering such a system is as follows. Tests of the applicability of periodic orbit quantization as a theory which adequately describes quantum systems in their semiclassical limit has, for the most part, been focussed on fully chaotic systems. Systems with regions of stability have been ignored due to complications in the theory which arise whenever non-isolated periodic orbits are present. For integrable systems, the presence of periodic tori surrounding each stable periodic orbit is accommodated in the theory of Berry and Tabor. However when such a system is perturbed into the near-integrable regime, these tori resonate and form island chains of high-order stable and unstable periodic orbits of equal period. If the perturbation is small, the newly created periodic orbits will not be sufficiently isolated, and hence, Gutzwiller’s theory cannot be applied. In such cases, uniform approximations need to be made which bridge the gap between the two theories ozorio ; tomsovic . For chaotic systems, each stable periodic orbit is locally near-integrable, and in general, will always be accompanied by island chains of non-isolated periodic orbits, which again inhibit the application of Gutzwiller’s theory. To explore the limits of periodic orbit quantization for the case of stable motion we need to first investigate ‘toy systems’ of low generality like ours where the method is expected to work best. The circular resonances associated with each stable periodic orbit of our mapping rotate about each point of the orbit in a linear fashion, and hence, contain no high-order resonances. For almost all parameter values, the period of rotation will be an irrational multiple of $`\pi `$. Thus, each stable periodic orbit will be isolated by the radius of its circular resonance, which, for a careful choice of the parameter values, can be made large enough such that Gutzwiller’s theory is applicable. The low generality of our model should not render our research as being futile or purely academic. Indeed, the investigation of other toy systems, such as Sinai’s billiard, has led to much insight for the hyperbolic case bohigas .

Our paper is sectioned as follows. In Section II we review the classical map and construct its generating function. For a more detailed exposition of the classical map one should refer to scott . In Section III we introduce the quantum map and spin coherent states. Using these states as a basis, we then derive semiclassical matrix elements of the Floquet operator in Section IV, followed by semiclassical traces and eigenphases in Section V. The theory in these sections follows the work by Kuś et al. kus . Numerical investigations of our semiclassical approximations are contained in sections VI and VII. Finally, in Section VIII we discuss our results.

## II Classical map

The Hamiltonian under consideration is that of a kicked linear top

$$H(𝐉,t)=\omega J_3+\mu |J_1|\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\delta (tn),$$
(1)
where $`\mu ,\omega [0,2\pi )`$ are parameters and $`(𝐉)_i=J_i=ϵ_{ijk}x_jp_k`$ $`(i=1,2,3)`$ are the three components of angular momentum for a particle confined to a sphere, normalized such that $`𝐉𝐉=1`$. The classical evolution of $`𝐉`$ is governed by the equations

$$\dot{J_i}=\{J_i,H\},\{J_i,J_j\}=ϵ_{ijk}J_k$$

where $`\{,\}`$ are the Poisson brackets. Their solution can be written as the mapping

$$𝐉^{n+1}=\left[\begin{array}{c}J_1^{n+1}\\ J_2^{n+1}\\ J_3^{n+1}\end{array}\right]=\left[\begin{array}{ccc}\mathrm{cos}\omega & \mathrm{sin}\omega & 0\\ \mathrm{sin}\omega & \mathrm{cos}\omega & 0\\ 0& 0& 1\end{array}\right]\left[\begin{array}{ccc}1& 0& 0\\ 0& \mathrm{cos}\mu s^n& \mathrm{sin}\mu s^n\\ 0& \mathrm{sin}\mu s^n& \mathrm{cos}\mu s^n\end{array}\right]\left[\begin{array}{c}J_1^n\\ J_2^n\\ J_3^n\end{array}\right]\text{F}(s^n)𝐉^n$$
(2)
where $`s^n\text{sgn}J_1^n`$, which takes $`𝐉`$ from just before a kick to one period later. Here $`\text{sgn}x`$ is the signum function with the convention $`\text{sgn}\mathrm{\hspace{0.17em}0}=0`$.

The mapping is deceptively simple. It first rotates the eastern hemisphere ($`J_1>0`$) through an angle $`\mu `$ and the western hemisphere ($`J_1<0`$) through an angle $`\mu `$. The great circle $`J_1=0`$ remains fixed. Then the entire sphere is rotated about the $`J_3`$ axis through an angle $`\omega `$. Thus the map rotates every point on the sphere in a piecewise linear fashion except on $`J_1=0`$ where its Jacobian is singular. Surprisingly, this leads to a phase space of great structural complexity. In Figure 1 we give examples for two different parameter values. The eastern hemisphere is shown in black, the western in gray. We will only consider the semiclassical quantization when $`\mu =\omega =\pi (\sqrt{5}1)`$ as in Figure 1(b).

Note that if an orbit of our map does not have a point on $`J_1=0`$, then its Lyapunov exponents are zero, making it stable. If however, it does have a point on $`J_1=0`$, then its Lyapunov exponents are undefined. We overcome this problem by simply defining an unstable orbit to be one with a point on $`J_1=0`$, and all others stable. The unstable set 111It is not known whether the unstable set has zero measure. We currently believe that it has positive measure but empty interior. This would mean that the set of circular resonances is dense in phase space. See scott  for more on this topic. is defined to be the closure of the set of all images and preimages of the great circle $`J_1=0`$. In figures 1 and 2 the unstable set is in black and gray. The circular holes are resonances consisting entirely of stable orbits. At their center lies a stable periodic orbit. It is these stable periodic orbits which will be used for the semiclassical quantization. All other points inside the resonances rotate about the central periodic orbit in a linear fashion. The period of rotation is an irrational multiple of $`\pi `$ for almost all values of the parameters $`\mu `$ and $`\omega `$, and hence, no other periodic orbits are located inside the resonances. In our case of study (Figure 1(b)), we have chosen $`\mu `$ to be large enough such that no island chains of first-order resonances form to create periodic quasi-tori (as in Figure 1(a)). Hence we have done our best to ensure that all of the stable periodic orbits are sufficiently isolated. The unstable periodic orbits are shown not to affect leading terms in the asymptotic analysis.

We have previously shown scott  that it is possible to label every point of a stable 222The unstable periodic orbits can be included by allowing 0’s in the sequence. It can be shown that at most two zeros can occur in a sequence. Hence every unstable periodic orbit has exactly one or two points on the symmetry line $`J_1=0`$. See scott  for details. periodic orbit of least period $`n`$ with a unique sequence $`\{s^k=\pm 1\}_{k=1..n}`$. The position of the point is given by the solution of

$$𝐉=\text{F}(s^n)\text{F}(s^{n1})\mathrm{}\text{F}(s^1)𝐉\text{R}𝐉$$
(3)
lying on the unit sphere with $`\text{sgn}J_1=s^1`$. The other $`n1`$ points of the periodic orbit are found by substituting the $`n1`$ cycles of the original sequence into (3). Hence, if $`\{𝐉^k\}_{k=1..n}`$ is a stable periodic orbit then the sequence corresponding to its first point is $`\{\text{sgn}J_1^k\}_{k=1..n}`$. Note that the (unnormalized) solution of (3) is simply the axis of rotation of R, namely

$$𝐉=(\text{R}_{23}\text{R}_{32},\text{R}_{31}\text{R}_{13},\text{R}_{12}\text{R}_{21}).$$

Although every periodic point is uniquely represented by a sequence, not every sequence represents a periodic point. Hence we still need to find which sequences are legitimate. This may be done by checking each of the $`2^n`$ different possible sequences for a period-$`n`$ orbit. However, this is computationally expensive for large periods. An alternative is to exploit symmetries of our mapping. We have previously conjectured scott  that every stable periodic orbit has exactly one or two points on one of the following symmetry lines on the unit sphere:

$`J_1`$ $`=`$ $`J_2\mathrm{tan}\omega /2`$
$`J_2`$ $`=`$ $`J_3\mathrm{tan}(\mu /2\text{sgn}J_1)`$
$`J_2`$ $`=`$ $`J_1\mathrm{tan}\omega /2.`$
It is easy to prove that if a stable periodic orbit has one point on a particular symmetry line, then it has no more than two points on this line. However, we were not able to show that a stable periodic orbit must have a point on one of these lines, though numerical investigations suggest they do. We have checked all $`2^{41}2`$ of the possible sequences for a stable periodic orbit of period $`40`$ and only found those of the above type. If one assumes our conjecture to be true then it is computationally easy to find all of the stable periodic orbits with periods upwards of 300 000. This may be done by finding where each symmetry line intersects with its image; an effortless task to solve numerically by virtue of the simplicity of our mapping. Every image of a symmetry line is just a collection of arc segments on the sphere. Once a periodic point is found, the size of its circular resonance can be calculated by noting that the resonance of at least one point of the orbit must touch $`J_1=0`$. This is because the boundary of each resonance forms part of the unstable set, and hence, iterates arbitrarily close to $`J_1=0`$. The sections of the symmetry line which intersect this periodic orbit’s resonances contain no other periodic orbits and may be ignored for the remainder of our search.

Following Kuś et al. kus  we rewrite the map in terms of the complex variables $`\gamma `$ and $`\gamma ^{}`$

$$\gamma _{n+1}^{}=e^{i\omega }\frac{\gamma _n^{}is^n\mathrm{tan}\frac{\mu }{2}}{1i\gamma _n^{}s^n\mathrm{tan}\frac{\mu }{2}}\mathrm{\Gamma }(\gamma _n^{},\gamma _n^{})$$
(4)
where

$$\gamma \frac{J_1+iJ_2}{1+J_3}=e^{i\varphi }\mathrm{tan}\frac{\theta }{2}$$

is the stereographic projection of the unit sphere $`𝐉=(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )`$ onto the complex plane. We then construct its generating function ($`\text{Re}\gamma 0`$)

$$W(\mathrm{\Gamma }^{},\gamma )=\mathrm{log}\left[(1+\gamma )(1+e^{i\omega }\mathrm{\Gamma }^{})+e^{i\mu s}(1\gamma )(1e^{i\omega }\mathrm{\Gamma }^{})\right]+C$$
(5)
where $`s=\text{sgn}\text{Re}\gamma `$ 333There is some ambiguity in the choice of $`s`$, e.g. (14) is also valid. One requires $`s=\text{sgn}\text{Re}\gamma `$ in a neighborhood of $`(\mathrm{\Gamma }(\gamma )^{},\gamma )`$ (guaranteed by the uniqueness of $`W`$ in this neighborhood). and $`C`$ is an arbitrary constant. The mapping $`\mathrm{\Gamma }(\gamma ,\gamma ^{})`$ can be rederived via the relations

$$\frac{W}{\mathrm{\Gamma }^{}}=\frac{\mathrm{\Gamma }}{1+\mathrm{\Gamma }\mathrm{\Gamma }^{}}\frac{W}{\gamma }=\frac{\gamma ^{}}{1+\gamma \gamma ^{}}.$$
(6)
It has been shown kus  that for nearly any area preserving map $`\mathrm{\Gamma }(\gamma ,\gamma ^{})`$ it is possible to find a generating function $`W(\mathrm{\Gamma }^{},\gamma )`$ with $`\gamma `$ and $`\mathrm{\Gamma }^{}`$ as its independent variables with the above relations (6). Except at the discontinuity $`\text{Re}\gamma =0`$, our particular map (4) is locally only a function of $`\gamma `$, $`\mathrm{\Gamma }=\mathrm{\Gamma }(\gamma )`$. Hence we also have the relations

$$\frac{^2W}{\mathrm{\Gamma }_{}^{}{}_{}{}^{2}}=\frac{\mathrm{\Gamma }^2}{(1+\mathrm{\Gamma }\mathrm{\Gamma }^{})^2}\frac{^2W}{\gamma ^2}=\frac{\gamma _{}^{}{}_{}{}^{2}}{(1+\gamma \gamma ^{})^2}.$$
(7)
## III Quantum map

The solution of Schrödinger’s equation with the Hamiltonian (1) can be written in terms of a quantum map

$$|\psi _{n+1}=e^{i\omega \widehat{J}_3}e^{i\mu |\widehat{J}_1|}|\psi _n\widehat{F}|\psi _n$$

where $`\widehat{F}`$ is a Floquet operator and the angular momentum operators $`\widehat{J}_i`$ satisfy

$$[\widehat{J}_i,\widehat{J}_j]=ϵ_{ijk}\widehat{J}_k,\widehat{𝐉}^2=j(j+1)j=0,\frac{1}{2},1,\frac{3}{2},\mathrm{}$$

For simplicity we have replaced $`\widehat{𝐉}`$ with $`\mathrm{}\widehat{𝐉}`$ and noted that the normalization condition is now $`\mathrm{}^2\widehat{𝐉}^2=1`$ i.e. $`\mathrm{}=1/\sqrt{j(j+1)}`$. The classical limit is now approached by letting $`j\mathrm{}`$. The quantum state $`|\psi ^n`$ is a member of a Hilbert space spanned by the $`2j+1`$ orthonormal eigenstates of $`\widehat{J}_3`$

$`\widehat{J}_3|j,m`$ $`=`$ $`m|j,m`$
$`(\widehat{J}_1\pm i\widehat{J}_2)|j,m`$ $`=`$ $`\sqrt{(jm)(j\pm m+1)}|j,m\pm 1`$
where $`jmj`$. By rewriting the Floquet operator as

$$\widehat{F}=e^{i\omega \widehat{J}_3}e^{i\frac{\pi }{2}\widehat{J}_2}e^{i\mu |\widehat{J}_3|}e^{i\frac{\pi }{2}\widehat{J}_2}$$
(8)
where

$$|\widehat{J}_3|=\underset{m=j}{\overset{j}{}}|m||j,mj,m|$$

one can find the matrix elements $`j,m|\widehat{F}|j,n`$ and hence, the quantum traces $`\text{tr}\widehat{F}^n`$.

The nonorthogonal overcomplete set of spin coherent states perelomov  make a more suitable basis for the semiclassical analysis. They are parametrized by the stereographic projection variable $`\gamma `$ and can be defined as a rotation of the minimum uncertainty eigenstate $`|j,j`$ 444Note that this differs from the more common choice $`|j,j`$.

$`|\gamma `$ $``$ $`e^{i\theta (\widehat{J}_1\mathrm{sin}\varphi \widehat{J}_2\mathrm{cos}\varphi )}|j,j`$
$`=`$ $`(1+\gamma \gamma ^{})^j{\displaystyle \underset{m=j}{\overset{j}{}}}\left({\displaystyle \frac{(2j)!}{(j+m)!(jm)!}}\right)^{\frac{1}{2}}\gamma ^{j+m}|j,m`$
so that

$$\gamma |\widehat{𝐉}|\gamma =j(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta ).$$

The spin coherent states have minimal dispersion

$$\gamma |\mathrm{\Delta }\widehat{𝐉}^2|\gamma =\mathrm{\Delta }\widehat{𝐉}^2_{\text{min}}=j$$

and are thus closest to classical states. The trace of an operator in this basis

$$\text{tr}\widehat{A}=\frac{2j+1}{\pi }\frac{d^2\gamma }{(1+\gamma \gamma ^{})^2}\gamma |\widehat{A}|\gamma $$
(9)
results from the following resolution of unity

$$\frac{2j+1}{\pi }\frac{d^2\gamma }{(1+\gamma \gamma ^{})^2}|\gamma \gamma |=1$$
(10)
where $`d^2\gamma =d(\text{Re}\gamma )d(\text{Im}\gamma )`$.

## IV Semiclassical matrix elements

The semiclassical matrix element $`\mathrm{\Gamma }|\widehat{F}|\gamma _{\text{sc}}`$ is the leading term in the asymptotic expansion ($`j\mathrm{}`$) of the exact quantum matrix element. To proceed with its derivation, first consider the matrix element

$`\xi |e^{i\mu |\widehat{J}_3|}|\eta ={\displaystyle \frac{(\xi ^{}\eta )^j}{(1+\xi \xi ^{})^j(1+\eta \eta ^{})^j}}`$ $`{\displaystyle \underset{m=j}{\overset{j}{}}}{\displaystyle \frac{(2j)!}{(j+m)!(jm)!}}(\xi ^{}\eta )^me^{i\mu |m|}`$
$`={\displaystyle \frac{(\xi ^{}\eta )^j}{(1+\xi \xi ^{})^j(1+\eta \eta ^{})^j}}`$ $`{\displaystyle \frac{(2j)!}{(j!)^2}}[1+{\displaystyle \underset{m=0}{\overset{j}{}}}{\displaystyle \frac{(j!)^2}{(j+m)!(jm)!}}(\xi ^{}\eta e^{i\mu })^m`$
$`+{\displaystyle \underset{m=0}{\overset{j}{}}}{\displaystyle \frac{(j!)^2}{(j+m)!(jm)!}}(\xi ^{}\eta e^{i\mu })^m]`$
$`={\displaystyle \frac{(\xi ^{}\eta )^j}{(1+\xi \xi ^{})^j(1+\eta \eta ^{})^j}}`$ $`{\displaystyle \frac{(2j)!}{(j!)^2}}[1+_2F_1(j,1;j+1;\xi ^{}\eta e^{i\mu })`$
$`+_2F_1(j,1;j+1;{\displaystyle \frac{e^{i\mu }}{\xi ^{}\eta }})]`$
where $`|\xi `$ and $`|\eta `$ are arbitrary coherent states, and $`{}_{2}{}^{}F_{1}^{}(j,1;j+1;z)`$ is a hypergeometric function. In Appendix A we derive an asymptotic expansion of this function when $`j`$ is large. Using these results one obtains

$`\xi |`$ $`e^{i\mu |\widehat{J}_3|}|\eta ={\displaystyle \frac{e^{ij\mu s}(1+e^{i\mu s}\xi ^{}\eta )^{2j}}{(1+\xi \xi ^{})^j(1+\eta \eta ^{})^j}}+{\displaystyle \frac{(\xi ^{}\eta )^j}{(1+\xi \xi ^{})^j(1+\eta \eta ^{})^j}}\{{\displaystyle \underset{m=0}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{\Gamma }(m+1/2)(2j)!}{2\sqrt{\pi }j!(j+m)!}}`$ (11)
$`[{\displaystyle \frac{1+\xi ^{}\eta e^{i\mu }}{1\xi ^{}\eta e^{i\mu }}}\left({\displaystyle \frac{4\xi ^{}\eta e^{i\mu }}{(1\xi ^{}\eta e^{i\mu })^2}}\right)^m{\displaystyle \frac{1+\xi ^{}\eta e^{i\mu }}{1\xi ^{}\eta e^{i\mu }}}\left({\displaystyle \frac{4\xi ^{}\eta e^{i\mu }}{(1\xi ^{}\eta e^{i\mu })^2}}\right)^m]+O(j^n)\}`$
if $`|\xi ^{}\eta |1`$, where $`s=\text{sgn}(1|\xi ^{}\eta |)`$. This approximation is exponentially small for large $`j`$ except when $`\xi =e^{i\mu s}\eta `$, in which case $`s=\text{sgn}(1|\eta |)`$ and hence $`\xi `$ is the image of $`\eta `$ under the classical map corresponding to $`e^{i\mu |\widehat{J}_3|}`$. When this happens the first term in our expansion is $`O(1)`$ and exponentially dominates. Hence we take

$$\xi |e^{i\mu |\widehat{J}_3|}|\eta _{sc}=\frac{e^{ij\mu s}(1+e^{i\mu s}\xi ^{}\eta )^{2j}}{(1+\xi \xi ^{})^j(1+\eta \eta ^{})^j}$$
(12)
as the semiclassical approximation of the quantum matrix element. In the case $`|\xi ^{}\eta |=1`$ one finds that the leading term in the asymptotic expansion is $`O(1)`$ only when $`\xi =e^{\pm i\mu }\eta `$ with $`|\xi |=|\eta |=1`$. However the classical map $`\xi =e^{i\mu s}\eta `$ does not behave in this manner on the singular line $`|\eta |=1`$. In the next section we find that it is only when the mapping $`\eta \xi `$ forms, through (8), part of a classical periodic orbit that contributions to the semiclassical trace become important. Hence we may assume $`|\xi ^{}\eta |1`$, which amounts to ignoring the unstable set of our original classical map (2).

Now using (12) and the relations

$`e^{i\frac{\pi }{2}\widehat{J}_2}|\gamma `$ $`=`$ $`\left({\displaystyle \frac{1+\gamma }{1+\gamma ^{}}}\right)^j|{\displaystyle \frac{\gamma 1}{\gamma +1}}`$
$`e^{i\omega \widehat{J}_3}|\gamma `$ $`=`$ $`e^{i\omega j}|e^{i\omega }\gamma `$
with (8) one finds that

$$\mathrm{\Gamma }|\widehat{F}|\gamma _{sc}=\frac{4^je^{i\omega j}e^{i\mu j}}{(1+\mathrm{\Gamma }\mathrm{\Gamma }^{})^j(1+\gamma \gamma ^{})^j}\left[(1+\gamma )(1+e^{i\omega }\mathrm{\Gamma }^{})+e^{i\mu s}(1\gamma )(1e^{i\omega }\mathrm{\Gamma }^{})\right]^{2j}$$
(13)
where

$$s=\text{sgn}\left(1\left|\frac{e^{iw}\mathrm{\Gamma }1}{e^{iw}\mathrm{\Gamma }+1}\right|\left|\frac{\gamma 1}{\gamma +1}\right|\right).$$
(14)
In particular, if $`\mathrm{\Gamma }=\mathrm{\Gamma }(\gamma ,\gamma ^{})`$ under the classical map (4) then $`s=\text{sgn}\text{Re}\gamma `$. The semiclassical matrix element can be rewritten in the two forms

$`\mathrm{\Gamma }|\widehat{F}|\gamma _{sc}`$ $`=`$ $`\left({\displaystyle \frac{^2W}{\mathrm{\Gamma }^{}\gamma }}\right)^{\frac{1}{2}}\mathrm{exp}\left[(2j+1)W(\mathrm{\Gamma }^{},\gamma )\right](1+\mathrm{\Gamma }\mathrm{\Gamma }^{})^j(1+\gamma \gamma ^{})^j`$ (15)
$`=`$ $`\mathrm{exp}\left[2jW(\mathrm{\Gamma }^{},\gamma )\right](1+\mathrm{\Gamma }\mathrm{\Gamma }^{})^j(1+\gamma \gamma ^{})^j`$ (16)
by putting $`C=\mathrm{log}2i\omega /2i\mu /2`$ in (5). The first (15) is reminiscent of that for the kicked top kus  while the second (16) results from

$$\frac{^2W}{\mathrm{\Gamma }^{}\gamma }=\mathrm{exp}\left[2W(\mathrm{\Gamma }^{},\gamma )\right]$$
(17)
which is special to this mapping. In both cases the semiclassical matrix element is fully determined by the classical generating function.

## V Semiclassical traces and eigenphases

We now wish to derive the semiclassical approximation to the trace

$`\text{tr}\widehat{F}^n`$ $`=`$ $`{\displaystyle \frac{2j+1}{\pi }}{\displaystyle \frac{d^2\gamma _1^{}}{(1+\gamma _1^{}\gamma _1^{})^2}\gamma _1^{}|\widehat{F}^n|\gamma _1^{}}`$
$`=`$ $`\left({\displaystyle \frac{2j+1}{\pi }}\right)^n{\displaystyle \underset{k=1}{\overset{n}{}}\frac{d^2\gamma _k^{}}{(1+\gamma _k^{}\gamma _k^{})^2}\gamma _{k+1}^{}|\widehat{F}|\gamma _k^{}}(n+11)`$
$``$ $`\left({\displaystyle \frac{2j+1}{\pi }}\right)^n{\displaystyle \underset{k=1}{\overset{n}{}}\frac{d^2\gamma _k^{}}{(1+\gamma _k^{}\gamma _k^{})^2}\mathrm{exp}\left[2j\left(W(\gamma _{k+1}^{},\gamma _k^{})\mathrm{log}(1+\gamma _k^{}\gamma _k^{})\right)\right]}`$ (19)
where we have used (9), (10) and the semiclassical matrix element (16). In the asymptotic limit $`j\mathrm{}`$ this multiple integral is dominated by the contributions at saddle points where

$$\frac{W(\gamma _{k+1}^{},\gamma _k^{})}{\gamma _{k+1}^{}}=\frac{\gamma _{k+1}^{}}{1+\gamma _{k+1}^{}\gamma _{k+1}^{}}\frac{W(\gamma _{k+1}^{},\gamma _k^{})}{\gamma _k^{}}=\frac{\gamma _k^{}}{1+\gamma _k^{}\gamma _k^{}}$$

for $`k=1\mathrm{}n`$ $`(n+11)`$. Recalling relations (6) we see that the periodic points of the classical map are saddle points. However these are not the only saddle points. Contributions from ‘ghost orbits’ kus2  also affect the above integral. Whenever a periodic orbit is destroyed at a bifurcation point there is still a residual contribution to the integral. These contributions are not semiclassical, being exponentially smaller, and will be ignored at this stage. However, near the bifurcation point the semiclassical approximation will become inaccurate if $`j`$ is not large enough. By expanding the argument of the exponential up to second order one may approximate the contribution from each of the classical periodic points

$`\text{tr}\widehat{F}^n`$ $``$ $`{\displaystyle \underset{𝝆}{}}\left({\displaystyle \frac{2j+1}{\pi }}\right)^n{\displaystyle \underset{k=1}{\overset{n}{}}\frac{d^2\gamma _k^{}}{(1+\rho _k^{}\rho _k^{})^2}\mathrm{exp}\left[2j\left(W(\rho _{k+1}^{},\rho _k^{})\mathrm{log}(1+\rho _k^{}\rho _k^{})\right)\right]}`$ (20)
$`\mathrm{exp}\left[2j\left(\mathrm{exp}\left[2W(\rho _{k+1}^{},\rho _k^{})\right]\gamma _{k+1}^{}\gamma _k^{}{\displaystyle \frac{1}{1+\rho _k^{}\rho _k^{}}}\gamma _k^{}\gamma _k^{}\right)\right]`$
where $`𝝆=\{\rho _k\}_{k=1..n}`$ is the periodic orbit corresponding to the periodic point $`\rho _1`$, and we have replaced $`𝜸`$ by $`𝜸+𝝆`$ and used (7) and (17) for simplification. This multiple integral may now be solved analytically (see Appendix B). The result is our semiclassical approximation for the trace

$$(\text{tr}\widehat{F}^n)_{sc}=\underset{𝝆}{}\frac{\mathrm{exp}\left[i(2j+1)S(𝝆)\right]}{2i\mathrm{sin}\left[S(𝝆)\right]}$$
(21)
where the sum is taken over all periodic points (all unique points of each periodic orbit with period dividing $`n`$) and

$$iS(𝝆)\underset{k=1}{\overset{n}{}}W(\rho _{k+1}^{},\rho _k^{})\mathrm{log}(1+\rho _k^{}\rho _k^{}).$$

$`S`$ is the action of the classical orbit kus .

Consider the contribution to the semiclassical trace formula from a single periodic orbit $`𝝆=\{\rho _k\}_{k=1..p}`$ with least period $`p`$ and action $`S(𝝆)`$ from a single traversal. This orbit will contribute when $`n=kp`$

$`(\text{tr}\widehat{F}^{kp})_{sc}`$ $`=`$ $`p{\displaystyle \frac{\mathrm{exp}\left[i(2j+1)kS(𝝆)\right]}{2i\mathrm{sin}\left[kS(𝝆)\right]}}+(\text{contributions from other orbits})`$
$`=`$ $`p{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\mathrm{exp}\left[i(jm)2kS(𝝆)\right]+(\text{contributions from other orbits}).`$
However the exact quantum mechanical trace is

$$\text{tr}\widehat{F}^{kp}=\underset{l=0}{\overset{2j}{}}\mathrm{exp}(ikp\varphi _l)$$

where $`\varphi _l`$ are the eigenphases of the Floquet operator. Upon comparing these last two equations we see that for each $`m0`$ there must be $`p`$ distinct eigenphases with the property

$$p\varphi _l\mathrm{\hspace{0.33em}2}(mj)S(𝝆)\text{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2}\pi \text{as}j\mathrm{},$$

and hence, we obtain the following semiclassical approximation to the eigenphases

$$(\varphi _{mnp})_{sc}=\frac{2(mj)}{p}S(𝝆)+\frac{2n\pi }{p}\text{mod}\mathrm{\hspace{0.33em}\hspace{0.33em}2}\pi n=1,..pm=0,1,\mathrm{}$$
(22)
This approximation is not surprising. In the classical phase space each stable periodic point is at the center of a circular resonance, and all orbits in this resonance rotate about the periodic orbit in a linear fashion. Hence the map $`\widehat{F}^p`$ behaves, to a first-order approximation, like the linear top $`\mathrm{exp}[2iS(𝝆)\widehat{J}_3]`$ near the periodic point. The point $`J_3=1`$ of the linear top corresponds to the periodic point. When $`m=0`$, the $`p`$ different eigenphases correspond to the $`p`$ different ground states associated with the periodic orbit. These ground states are localized on the periodic orbit and are $`p`$-fold ‘cat states’ janszky  (see Eq. (27) and Fig. 7(a)). The higher order states are ranked via $`m`$ and form rings around the classical periodic orbit similar to that of the linear top (see Figs. 7(b) and (c)). However, if $`j`$ is finite, the semiclassical eigenphases will only be good approximates to the quantum for $`mM`$, for some $`M`$, since only finitely many will ‘fit’ in the classical circular resonance. We can estimate $`M`$ by considering the eigenstates of the linear top. These eigenstates have circular Husimi functions $`|\gamma |j,l|^2`$ localized at an angle $`\theta `$ satisfying

$$\mathrm{tan}^2(\theta /2)=\frac{j+l}{jl}jlj.$$

If we define $`\theta _r`$ to be the angular separation between a point of the periodic orbit and the boundary of its circular resonance, and find the eigenstate $`l_r`$ of the linear top which is localized at this angle, then we obtain an estimate for $`M`$

$$M(𝝆)=j+l_r=2j\mathrm{sin}^2(\theta _r/2)=jj\sqrt{1R(𝝆)^2}$$
(23)
where

$$R(𝝆)\underset{k=1..p}{\mathrm{min}}|J_1^k|(=\mathrm{sin}\theta _r).$$

The calculation of $`R(𝝆)`$ follows from the fact that at least one of the circular resonances associated with the periodic orbit will be tangent to the great circle $`J_1=0`$.

## VI Numerical investigations of the semiclassical traces

The semiclassical approximation to the traces (21) is exact in the limit $`j\mathrm{}`$. But for finite $`j`$ we need to test how large $`j`$ must be before this approximation is an accurate one. We will only consider the case when $`\mu =\omega =\pi (\sqrt{5}1)`$. The actions $`S`$ of all stable periodic orbits with period $`p25`$ have been compiled in Table 1. Figure 2 shows the relative error of various semiclassical traces versus $`j`$

$$\text{relative error}=\frac{\left|(\text{tr}\widehat{F}^n)_{sc}\text{tr}\widehat{F}^n\right|}{\sqrt{\overline{|(\text{tr}\widehat{F}^n)_{sc}|^2}}}$$
(24)
where

$$\overline{|(\text{tr}\widehat{F}^n)_{sc}|^2}=\underset{𝝆}{}\frac{1}{4\mathrm{sin}^2\left[S(𝝆)\right]}.$$

Note that some of the traces can be quite slow to converge. In the case of $`n=11`$ convergence is extremely slow. This was found to be caused by the failure of the semiclassical trace formula (21) when $`\mathrm{sin}S(𝝆)=0`$. If $`n=11`$ the only contributions to the trace are from two period-1 orbits each with action $`S\text{ mod }2\pi =1.4391`$ from a single traversal. Hence $`\mathrm{sin}11S=0.1218`$, which is close to zero making our Gaussian approximation (20) an inaccurate one. Higher order terms from a complete asymptotic expansion of the integral (19) would need to be calculated for increased accuracy. The problem is further exposed when the quantum diagonal matrix element $`\gamma |\widehat{F}^n|\gamma `$ is plotted. This is done for $`j=300`$ in Figure 3(a) using the stereographic projection

$$x=\frac{J_2}{1+J_1}y=\frac{J_3}{1+J_1}.$$
(25)
Figure 3(c) shows the corresponding classical phase space. The periodic points of period 1, 2 and 4 are labeled and the circle $`J_1=0`$ is shown in gray. One can see that an overwhelming contribution to the trace (V) in the form of a large hump is produced by the presence of a classical period-1 orbit. However at $`j=300`$ the hump does not take the form of a sharp Gaussian peak and is instead quite wide.

Complete failure of the semiclassical trace formula occurs when $`\mathrm{sin}S(𝝆)=0`$. If this happens in the classical map the local rotation about the stable periodic point $`\rho `$, given by $`2S(𝝆)`$, becomes a multiple of $`2\pi `$. In our case this occurs when $`\mu =\mu _1\omega +0.06556`$ where $`\mu _1`$ is defined via

$$1+2\mathrm{cos}\frac{10}{11}\pi =\mathrm{cos}\omega +\mathrm{cos}\omega \mathrm{cos}\mu _1+\mathrm{cos}\mu _1.$$

The two period-1 orbits now have the action $`S\text{ mod }2\pi =5\pi /11`$. In more generic systems a period-11 orbit would bifurcate from each period-1 orbit at this point. However no such bifurcation occurs in our mapping. Instead the circular resonance enclosing each of the period-1 orbits takes the form of an 11 sided polygon (Figure 3(d)). Every point inside this polygon rotates $`10\pi /11`$ radians about the period-1 orbit at each iteration of the mapping, and hence, is a period-11 orbit. The contribution to the semiclassical trace in these special cases is

$$(\text{tr}\widehat{F}^n)_{sc}=(2j+1)\underset{𝝆}{}\frac{A(\rho )}{4\pi }$$

where $`A(\rho )`$ is the area on the unit sphere covered by the polygon. In our case we have a regular polygon with area

$$A=2\pi 2n\mathrm{arcsin}\left(\sqrt{1J_{1}^{}{}_{}{}^{2}}\mathrm{sin}(\pi /n)\right)$$

where $`n=11`$ and the period-1 orbit is located at $`(J_1,J_2,J_3)`$ with

$$J_1=\pm \mathrm{cos}(\omega /2)/\sqrt{1+\mathrm{sin}^2(\omega /2)\mathrm{cot}^2(\mu _1/2)}.$$

In Figure 4 we have plotted the semiclassical and quantum traces for this case. The semiclassical displays a good first-order approximation to the quantum. Note that in the limit $`j\mathrm{}`$ the trace is infinite, whereas for $`\mu =\mu _1\pm ϵ`$ ($`ϵ>0`$) the trace limits to a large but finite number. The semiclassical trace is this limit in the latter case. Consequently, when $`ϵ`$ becomes small (but still nonzero), the semiclassical trace (21) will be an extremely poor approximate for the quantum, since $`j`$ needs to be ever larger before the quantum trace reaches its semiclassical limit. Hence the poor convergence in Figure 2 when $`n=11`$ is explained.

Another test of the semiclassical traces is to consider the quantum Fourier transforms

$$T_n(\theta ;j_0,N)=\frac{1}{N}\underset{j=j_0}{\overset{j_0+N}{}}e^{ij\theta }\text{tr}\widehat{F}^n$$
(26)
which exhibit peaks at $`\theta =2S(𝝆)\text{ mod }2\pi `$. In Figures 5(a) and (c) we have plotted the absolute value of the quantum transform $`T_6`$ when $`j_0=1`$ and $`j_0=1001`$, respectively, and $`N=200`$. Figure 5(e) shows the transform of the semiclassical trace. The peaks have been labeled according to the classical periodic orbit from which they derive. Note that the quantum transforms exhibit a third peak with no semiclassical analogue. This peak illustrates the effect of ‘ghost orbits’ kus2 . It is the result of a residual contribution to the trace, left behind after a pair of period-6 orbits were destroyed when $`\mu \omega +0.05318`$. In Figure 3(f) we have plotted the quantum diagonal matrix element $`\gamma |\widehat{F}^6|\gamma `$ when $`\mu =\mu _1\omega +0.06556`$ and $`j=300`$. One finds sharp Gaussian peaks at the location of the classical periodic orbits of periods 1, 2 and 6. The pair of period-6 orbits are marked by $`+`$’s and $`\times `$’s in the classical phase space (Figure 3(d)). In spite of there being no classical period-6 orbits when $`\mu =\omega `$, the quantum diagonal matrix element still displays ghost peaks at their previous locations (Figure 3(e)). These peaks, however, will vanish in the limit $`j\mathrm{}`$ unlike the case of $`\mu =\mu _1`$ where the peaks will instead increase to a height of unity. The exponential decrease in these ghost contributions is also exhibited in the quantum transforms (Figures 5(a) and (c)). Figures 5(b) and (d) show the quantum transform $`T_{25}`$. The only contribution to the semiclassical trace is from the pair of period-1 orbits (Figure 5(f)). But in the quantum transforms this has been swamped by other contributions. The largest peak in Figure 5(d) is the ghost of a pair of period-25 orbits which were destroyed at $`\mu \omega +0.0004288`$. This peak has temporarily grown in size after increasing $`j`$. The other quantum peaks are also believed to be caused by residual quantum effects. However we are currently unable to give an exact reason for their presence.

The quantum transform $`T_{25}`$ paints a disheartening picture of exponentially proliferating quantum effects not accounted for in the simple semiclassical analysis. In general we found our semiclassical trace $`(\text{tr}\widehat{F}^n)_{sc}`$ to be plagued by errors when $`n10`$. Although our approximation becomes exact in the limit $`j\mathrm{}`$, and for large $`j`$ the error is exponentially decreasing, this decay did not occur as quickly as we had hoped. In the next section we find that these inaccuracies make it impossible to extract semiclassical eigenphases from the traces.

## VII Numerical investigations of the semiclassical spectrum

Consider the spectral density of the eigenphases

$`\rho (\theta ;j)`$ $``$ $`{\displaystyle \underset{m=0}{\overset{2j}{}}}{\displaystyle \underset{k=\mathrm{}}{\overset{\mathrm{}}{}}}\delta (\theta \varphi _m+2k\pi )`$
$`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{m=0}{\overset{2j}{}}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}e^{in(\theta \varphi _m)}`$
$`=`$ $`{\displaystyle \frac{2j+1}{2\pi }}+{\displaystyle \frac{1}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\text{Re}(e^{in\theta }\text{tr}\widehat{F}^n).`$
Hence, by rewriting the spectral density in terms of traces of the Floquet operator and using the semiclassical trace formula (21), one may derive a semiclassical spectral density. However, this formula requires traces of the Floquet operator to all powers $`n`$, which invariably become inaccurate when $`n`$ is large. Thus, we instead consider the spectral density with limited resolution

$$\rho (\theta ;j,N)\frac{2j+1}{2\pi }+\frac{1}{\pi }\underset{n=1}{\overset{N}{}}\text{Re}(e^{in\theta }\text{tr}\widehat{F}^n)$$

In figures 6(a), (c) and (e) we plot the semiclassical and quantum (gray) spectral densities when $`N=10`$ and $`j=50`$, $`100`$ and $`1500`$, respectively. Figures 6(b), (d) and (f) are the same except with $`N=30`$. The semiclassical approximation is of course most accurate when $`j=1500`$ and $`N=10`$. However one needs $`N10`$ to resolve the $`3001`$ eigenphases and even increasing to $`N=30`$ one finds large discrepancies between the quantum and semiclassical spectral densities.

Another approach kus  is to use Newton’s formulae macduffee  and rewrite the coefficients of the characteristic polynomial $`det(\widehat{F}z)`$ in terms of traces of the Floquet operator. All $`2j+1`$ eigenphases $`\varphi _m`$ can then be extracted via the roots $`z_m=e^{i\varphi _m}`$ of the characteristic polynomial. However we still need accurate semiclassical approximates of the trace $`\text{tr}\widehat{F}^n`$ for $`1n2j+1`$ (or $`1nj+1`$ if we enforce ‘selfinversiveness’ on the polynomial i.e. $`det(\widehat{F}z)=z^{2j+1}det\widehat{F}det(\widehat{F}^{}z^1)`$ where $`det\widehat{F}=e^{i\mu j(j+1)}`$). The method of harmonic inversion main ; main2  via filter-diagonalization wall ; mandelshtam  also proved futile. The problem is not due to the extraction procedure but rather the inaccuracy of our semiclassical trace $`(\text{tr}\widehat{F}^n)_{sc}`$ when $`n`$ becomes large.

Our semiclassical eigenphases (22), however, were found to provide good estimates of the quantum eigenphases. Some of the eigenphases for $`j=100`$ are tabulated in Table 2. The quantum eigenphases $`(\varphi )_{qu}`$ were calculated in the usual manner by diagonalizing the Floquet operator. The Husimi function $`|\gamma |\psi |^2`$ of each eigenstate was then plotted in phase space to locate the periodic orbit from which it derives. Approximately 142 of the 201 quantum eigenphases could be classified as corresponding to a particular periodic orbit (120 for the period-2 orbit, 14 for the period-1 pair, and 8 for the period-4 orbit).

In Figure 7 we have plotted the Husimi functions of selected eigenstates (refer to Figure 3(c) for the classical phase space). One of the four different ground states associated with the period-4 orbit is plotted in Figure 7(a). The Husimi functions of the three other ground states are very similar to this one. In the limit $`j\mathrm{}`$, each of these states will be in the form of a 4-fold ‘cat state’

$$\frac{1}{2}e^{ik\pi /2}|\rho _1+\frac{1}{2}e^{il\pi /2}|\rho _2+\frac{1}{2}e^{im\pi /2}|\rho _3+\frac{1}{2}e^{in\pi /2}|\rho _4$$
(27)
where $`k`$, $`l`$, $`m`$ and $`n`$ are integers, and $`|\rho _k`$ is a coherent state centered at the $`k`$-th iterate of the classical period-4 orbit. Hence, linear combinations of the four ground states with appropriate prefactors of the form $`e^{ik\pi /2}/2`$, will produce localized states on only one of the four points of the classical orbit.

In Figure 7(b) we have plotted an eigenstate associated with the pair of period-1 orbits. This state is of higher order ($`m=2`$) and forms rings around the two classical fixed points. The period-1 orbits have degenerate actions (mod $`2\pi `$), and hence, their semiclassical eigenphases are equal. We have primed the second of each quantum number $`p=1`$ in Table 2 to emphasize this degeneracy. Note that the quantum eigenphases, however, are unequal. A small splitting allows ‘quantum tunnelling’ dyrting  between the period-1 orbits. If we denote the two ground eigenstates by $`|011`$ and $`|011^{}`$, then the state $`|011+|011^{}`$ will be localized on one of the period-1 orbits, while the state $`|011|011^{}`$ will be localized on the other. Only after $`\pi /|(\varphi _{011})_{qu}(\varphi _{011^{}})_{qu}|=3.05\times 10^7`$ iterations of the quantum mapping, will each of these states have completely tunnelled their way across to each others period-1 point.

In Figure 7(c) we have plotted an eigenstate associated with the period-2 orbit. This is another high-order eigenstate ($`m=57`$), and despite the large value of $`m`$, it is immediately recognizable as being derived from the period-2 orbit. An example of when our association becomes questionable is given in Figure 7(d). We have classified this eigenstate as being derived from the period-1 pair. Figures 7(e) and (f) show examples of eigenstates which could not be classified as corresponding to a particular periodic orbit. Our semiclassical analysis affords no description of these eigenstates.

The logarithm of the error in the semiclassical eigenphases

$$\mathrm{\Delta }|(\varphi _{mnp})_{sc}(\varphi )_{qu}|$$

versus $`m`$ is plotted in Figure 8 for the period-1 ($`+`$) and period-2 ($`\times `$) orbits. This error decreases exponentially for decreasing $`m`$. The leveling out for $`m46`$ in the period-2 case is due to numerical error attributed to the use of double precision arithmetic. The dotted lines are our estimates for the maximum value of $`m`$ (23) for which the semiclassical eigenphases will approximate a quantum eigenphase. In the period-1 case $`M=5.98`$, whilst in the period-2 case $`M=61.5`$. In both cases our estimates give reasonable approximations.

## VIII Conclusion

As a first attempt at applying Gutzwiller’s method of periodic orbit quantization to the mapping under consideration we have had some success. However we have also met great difficulties. We have found that our semiclassical approximation for the trace $`\text{tr}\widehat{F}^n`$ accumulates large errors upon increasing $`n`$. These errors decay for large $`j`$, however not at a rate rapid enough for resolution of the semiclassical spectrum. The errors were caused by an exponential proliferation of quantum effects, including ghosts, which were not accounted for in the simple semiclassical analysis. Despite this, our semiclassical eigenphase formula gave an accurate approximation to the quantum eigenphases associated with each periodic orbit. However, this accuracy is hardly surprising given the simplicity of our mapping in the neighborhoods of stable periodic orbits. The global dynamics is of more interest being of high complexity, similar to that of chaotic motion. The semiclassical analysis, however, could not describe eigenstates with support in these parts of the phase space.

The accuracy of our semiclassical trace formula may be increased in three different ways:

1. By including high-order terms in our approximation of the quantum matrix element (11). These terms would need to be included if one were to study the semiclassical role of the unstable set.
2. By including contributions from all saddle points of the integral (19). That is, include the exponentially small terms such as those from ghosts.
3. By including high-order terms along with the first-order approximation (20) for the integral (19). These terms would enhance the accuracy of our trace formula when the action $`S`$ becomes close to a multiple of $`\pi `$.

However one must remember that, in general, an asymptotic series is expected to be divergent, and hence, including more terms may prove detrimental if $`j`$ is not further increased.

The usefulness of Gutzwiller’s method of periodic orbit quantization is debatable. There is no doubt that the theoretical insights offered are second to none. However the practicality of applying such a theory to accurately calculate the eigenphases, or even the traces themselves, is extremely limited. One must always keep in mind that the semiclassical analysis is only valid in the limit $`j\mathrm{}`$. How large $`j`$ needs to be, before the theory becomes an accurate one, will depend on the specific nature of each particular system. In our case, Gutzwiller’s method has proven inadequate. This failure may be related to the particular dynamical nature of our mapping, which is of extreme ellipticity rather than the preferred hyperbolicity. However we believe that the problems encountered in this study will, in general, reappear in other studies whenever large powers of the Floquet operator are considered. The theory is too simplistic to describe the global complexity encountered in most chaotic systems. Only when $`j`$ is made large enough, such that some eigenstates will be dominated by the behavior in the immediate vicinity of a periodic orbit, will the theory produce accurate results. This view may be a depressing one, however it is hardly surprising given the particular nature of the Gutzwiller’s approach.

In conclusion, we are left with yet another, albeit cute, example of periodic orbit quantization in an ever expanding sea of literature on the subject. However we hope that our contribution is judged favorably, being qualitatively different from the much explored hyperbolic periodic orbit quantization.

###### Acknowledgements.

The authors would like to thank Nico Temme for helping with the asymptotic anaylsis and also Catherine Holmes for further mathematical analysis.

## Appendix A Asymptotics of $`_2F_1(j,1;j+1;z)`$

The hypergeometric function under consideration is first replaced by another using a recurrence relation 555Equation 2.8(33) on p.103 of erdelyi  with $`a=j`$, $`b=1`$ and $`c=j+1`$.

$$_2F_1(j,1;j+1;z)=\frac{1}{2}+\frac{1z}{2}_2F_1(1j,1;j+1;z).$$
(28)
This new hypergeometric function can be represented by the integral

$$_2F_1(1j,1;j+1;z)=j_0^1[(1t)(1zt)]^{j1}dt.$$
(29)
When $`|z|<1`$ a complete asymptotic expansion can be found with the help of a quadratic transformation 666Equation 2.11(34) on p.113 of erdelyi  with $`a=1`$, $`b=1j`$ and $`c=j+1`$.

$`_2F_1(1j,1;j+1;z)`$ $`=`$ $`{\displaystyle \frac{1}{1+z}}_2F_1(\frac{1}{2},1;j+1;{\displaystyle \frac{4z}{(1+z)^2}})`$ (30)
$`=`$ $`{\displaystyle \frac{1}{1+z}}{\displaystyle \underset{m=0}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{\Gamma }(m+1/2)j!}{\sqrt{\pi }(j+m)!}}\left({\displaystyle \frac{4z}{(1+z)^2}}\right)^m+O(j^n).`$ (31)
Taking the limit $`n\mathrm{}`$ the series only converges when $`|4z/(1+z)^2|1`$, however we still believe it gives a valid asymptotic expansion of (29) if $`|z|<1`$. This is supported by considering a path of steepest descent in the integral. Letting

$$f(t)=(1t)(1zt)$$

we see that an asymptotic expansion of (29) will involve a contribution from the endpoint $`t=0`$ where $`f(t)=1`$, and perhaps a contribution from the saddle point $`t=1/2(1+1/z)`$ where $`f^{}(t)=0`$. Letting $`t=x+iy`$, the path of steepest descent from $`t=0`$ is given implicitly by $`\text{Im}(f(x+iy))=0`$. When $`|z|<1`$ this path is

$$y(x)=\frac{1}{2\text{Im}z}\left(1+\text{Re}z2x\sqrt{(1+\text{Re}z2x)^2+4(1|z|^2)x(1x)}\right)$$

which connects $`t=0`$ to the other endpoint $`t=1`$ where $`f(t)=0`$. Along the contour $`f(t)`$ is monotonic, and hence, the expansion depends only on the local behaviour near $`t=0`$. On deriving the first terms in the expansion one finds agreement with (31).

When $`|z|>1`$ the path of steepest descent from $`t=0`$ does not pass through $`t=1`$. It does, however, pass through the other zero at $`t=1/z`$. To investigate this case we start by rewriting (29) as

$`_2F_1(1j,1;j+1;z)`$ $`=`$ $`j{\displaystyle _0^{1/z}}[(1t)(1zt)]^{j1}𝑑t+j{\displaystyle _{1/z}^1}[(1t)(1zt)]^{j1}𝑑t`$
$`=`$ $`{\displaystyle \frac{j}{z}}{\displaystyle _0^1}[(1s)(1s/z)]^{j1}𝑑s+j(z)^j(1z)^{2j1}{\displaystyle _0^1}[s(1s)]^{j1}𝑑s`$
where we have substituted $`t=s/z`$ in the first integral and $`t=1/z+s(11/z)`$ in the second ($`s`$ real). The contour in the second integral takes a path of steepest ascent from $`t=1/z`$ to the saddle point and then of steepest descent to $`t=1`$. This integral can be evaluated explicitly, giving an exact contribution from the saddle point. The contour in the first integral is not of steepest descent but now this integral takes the form of (29). We have in fact rederived the linear transformation 777Equations 2.9(2,6,10,25) on p.105 of erdelyi  with $`a=2j`$, $`b=j`$ and $`c=j+1`$.

$$_2F_1(1j,1;j+1;z)=\frac{1}{z}_2F_1(1j,1;j+1;1/z)+2\frac{(j!)^2}{(2j)!}(z)^j(1z)^{2j1}.$$
(32)
The asymptotic expansion of (29) when $`|z|>1`$ can now be found by using (31).

In the case $`|z|=1`$ ($`z1`$), the path of steepest descent is a straight line from $`t=0`$ to the saddle point and then to $`t=1`$. Hence we rewrite (29) as

$`_2F_1(1j,1;j+1;z)`$ $`=`$ $`j{\displaystyle _0^{\frac{1}{2}(1+\frac{1}{z})}}[(1t)(1zt)]^{j1}𝑑t+j{\displaystyle _{\frac{1}{2}(1+\frac{1}{z})}^1}[(1t)(1zt)]^{j1}𝑑t`$
$`=`$ $`j(1+1/z){\displaystyle _0^{\frac{1}{2}}}[14\mathrm{cos}^2(\theta /2)s(1s)]^{j1}𝑑s+{\displaystyle \frac{(j!)^2}{(2j)!}}(z)^j(1z)^{2j1}`$
where $`z=e^{i\theta }`$ and we have substituted $`t=s(1+1/z)`$ in the first integral and evaluated the second. When $`z1`$ the first integral takes its maximum at the endpoint $`s=0`$. Again, the contribution from this point is (31). There is also a contribution from the endpoint $`s=1/2`$. This contribution is exponentially smaller, being $`O(j^n)`$ for all $`n`$, and will be ignored. If, however, $`j`$ is not large enough the resulting expansion will become inaccurate when $`z`$ is close to $`1`$. Hence we take (31) with the result of second integral as our asymptotic expansion in this case.

Summarizing the above results, when $`z1`$ the asymptotic expansion of our original hypergeometric function is

$`_2F_1(j,1;j+1;z)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[1\text{sgn}(1|z|)\right]{\displaystyle \frac{(j!)^2}{(2j)!}}\left[{\displaystyle \frac{(1z)^2}{z}}\right]^j+{\displaystyle \frac{1}{2}}`$ (33)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \frac{1z}{1+z}}{\displaystyle \underset{m=0}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{\Gamma }(m+1/2)j!}{\sqrt{\pi }(j+m)!}}\left({\displaystyle \frac{4z}{(1+z)^2}}\right)^m+O(j^n)`$
and when $`z=1`$ we have the exact result from (32)

$$_2F_1(j,1;j+1;1)=\frac{(j!)^2}{(2j)!}2^{2j1}+\frac{1}{2}.$$
(34)
We have tested these asymptotics numerically and found good agreement. However convergence is weak near $`z=1`$.

## Appendix B A multiple integral

Consider the relation

$$I_n(a_1^{},\mathrm{},a_n^{})\underset{k=1}{\overset{n}{}}d^2z_k^{}e^{a_k^{}z_{k+1}^{}z_k^{}z_k^{}z_k^{}}=\frac{\pi ^n}{1a_1^{}\mathrm{}a_n^{}}$$

where we have assumed the integral is convergent, $`z=x+iy`$, $`d^2z=dxdy`$ and the subscript $`n+11`$. The proof is relatively simple and is achieved through induction. When $`n=1`$ the integral is trivial. We now assume the equality holds for $`n=m`$ and consider the case $`n=m+1`$

$`I_{m+1}(a_1^{},\mathrm{},a_{m+1}^{})`$ $`=`$ $`{\displaystyle d^2z_1^{}\mathrm{}d^2z_{m+1}^{}e^{a_1^{}z_2^{}z_1^{}+\mathrm{}+a_m^{}z_{m+1}^{}z_m^{}+a_{m+1}^{}z_1^{}z_{m+1}^{}z_1^{}z_1^{}\mathrm{}z_{m+1}^{}z_{m+1}^{}}}`$
$`=`$ $`\pi {\displaystyle d^2z_1^{}\mathrm{}d^2z_m^{}e^{a_1^{}z_2^{}z_1^{}+\mathrm{}+a_{m1}^{}z_m^{}z_{m1}^{}+a_m^{}a_{m+1}^{}z_1^{}z_m^{}z_1^{}z_1^{}\mathrm{}z_m^{}z_m^{}}}`$
$`=`$ $`\pi I_m(a_1^{},\mathrm{},a_{m1}^{},a_m^{}a_{m+1}^{})`$
$`=`$ $`{\displaystyle \frac{\pi ^{m+1}}{1a_1^{}\mathrm{}a_m^{}a_{m+1}^{}}}`$
Hence the equality is true for all $`n`$. By making appropriate substitutions for $`a_k`$ and $`z_k`$ the multiple integral (20) is solved.


text:
# Acknowledgments

## Acknowledgments

The author’s work in this paper is supported by the Japan Society for the Promotion of Science \[JSPS\].

##

We recall  that

$`qe^{2\pi i/(k+2)}`$ (1)
If we make the above correspondence it can be shown by examining various identities of WZW model that the braiding properties of WZW model at level $`k`$ are determined by the representation theory of quantum groups. As a trivial check if one sets $`q=1`$ in 1, which is the limit in which quantum group reduces to the ordinary classical group, then the right-hand side of 1 we must set $`k\mathrm{}`$, which is precisely the limit in which Kac-Moody algebra reduces to ordinary classical algebra. We recall that the symmetry generators of the WZW model obey a special case of Kac-Moody algebra.

Some remarks about classical groups, sigma models, and relations of non linear sigma models to quantum groups and strings are included in , for more details see kak91.