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# Study of a Strategy for Parallax Microlensing Detection Towards the Magellanic Clouds

## 1 Introduction

Following the suggestion of Paczyński (Paczyński (1986)), several microlensing surveys are underway to search for dark matter in the form of Massive Compact Halo Objects (MACHO’s). Towards the Magellanic Clouds, 13 to 17 microlensing candidates (depending on the quality) have been found by the MACHO collaboration (Alcock et al. (2000)), 3 candidates were found by the EROS team towards the LMC (Lasserre et al. (2000)) and one towards the SMC (Palanque-Delabrouille et al (1998)). The OGLE collaboration (Udalski et al (1997)) also reported one event towards the LMC.
One of the critical issues concerning the galactic dark matter problem is the localization of the deflecting objects. One way to obtain more information about the location of the lenses is to measure the shape of the light curve with a precision allowing the detection of second order effects. Amongst those effects, the possible use of the well controlled Parallax effect was discussed by (Grieger et al (1986)) and (Gould (1992)). Parallax effect has also been studied towards the galactic bulge by (Buchalter and Kamionkowski (1997)) and LMC by (Gould (1998)). Few parallax microlensing has been observed up to now (Alcock et al. (1995); Mao (1999); Soszyński et al (2001)). However the non-observation of the effect has sometimes been used to put constraints on the parameters of the lens (Palanque-Delabrouille et al (1998), Derue et al. (1999)). In order to increase the sensitivity to the parallax effect, an accurate photometry and a high sampling rate are necessary. One of the ways to reach this aim is to exploit the alert systems of the microlensing surveys with a follow-up setup. EROS is one of the groups that is using an alert system to trigger ongoing microlensing events. The aim of the work presented here is to simulate the observation of microlensing alerts triggered by EROS with a follow-up telescope, and to estimate the efficiency of such a combination to detect the parallax effects. In Section 2, we review the characteristics of parallax distorted events. In Section 3, we present the strategy implemented in our simulation, according to realistic conditions of observation, and we discuss the fitting procedures to the light curves. In Section 4, we give the efficiency of parallax detection and the number of expected parallax events for two extreme galactic models. These results are then discussed in section 5.

## 2 Parallax Microlensing Events

### 2.1 Simple Microlensing

So-called standard or simple microlensing events occur when the approximation of a point-like deflector and point-like source with a relative uniform motion is valid. At a given time $`t`$, the light magnification $`A(t)`$ of a pointlike source located at distance $`D_s`$ induced by a pointlike deflector of mass $`M`$ located at distance $`xD_s`$ is given by:

$$A(t)=\frac{u(t)^2+2}{u(t)\sqrt{4+u(t)^2}}$$
(1)
where $`u(t)`$ is the distance between the undeflected line of sight and the deflecting object, expressed in units of the “Einstein Radius” $`R_E`$, the characteristic length of the phenomenon:

$`R_E`$ $`=\sqrt{{\displaystyle \frac{4GM}{c^2}}D_sx(1x)},`$
$``$ $`4.5A.U.\times \left[{\displaystyle \frac{M_D}{M_{}}}\right]^{\frac{1}{2}}\times \left[{\displaystyle \frac{D_s}{10Kpc}}\right]^{\frac{1}{2}}\times {\displaystyle \frac{\left[x(1x)\right]^{\frac{1}{2}}}{0.5}}.`$
Here $`G`$ is the Newtonian gravitational constant. Assuming a deflector moving at a constant relative transverse speed $`v_T`$, reaching its minimum distance (minimum impact parameter) to the undeflected line of sight $`u_0`$ at time $`t_0`$, $`u(t)`$ is given by

$$u(t)=\sqrt{u_{0}^{}{}_{}{}^{2}+(\frac{tt_0}{t_E})^2},wheret_E=\frac{R_E}{v_T}$$

the “lensing time scale” is the only measurable parameter bringing useful information on the deflector in the approximation of the simple microlensing. Within this approximation, the light curve of a microlensed star with base flux $`F_b`$ is fully determined by the 4 parameters $`F_b,u_0,t_0,t_E`$.

### 2.2 Parallax Effect in Microlensing

If the variation of the Earth’s velocity rotating component around the sun is not negligible with respect to the projected transverse speed of the deflector, then the apparent trajectory of the deflector with respect to the line of sight is a cycloid instead of a straight line. The resulting amplification versus time curve is therefore affected by this parallax effect. This effect is more easily observable for long duration events (several months), for which the change in the Earth velocity is important (Alcock et al. (1995)). If $`𝐮_𝐃(𝐭)`$ is the position of the deflector in the deflector’s transverse plane and $`𝐮_𝐄(𝐭)`$ is the intercept of the Earth-source line of sight with this plane (see Fig. 1) , then

$$u(t)^2=|𝐮_𝐃(𝐭)𝐮_𝐄(𝐭)|^2.$$
(3)
$`𝐮_𝐃(𝐭)`$ is given by:

$`𝐮_𝐃(𝐭)`$ $`=`$ $`({\displaystyle \frac{tt_0}{t_E}}cos(\theta )u_0sin(\theta ))𝐢`$ (4)
$`+`$ $`({\displaystyle \frac{tt_0}{t_E}}sin(\theta )+u_0cos(\theta ))𝐣,`$
where $`\theta `$ is the angle between the projected lens trajectory and the projected major axis of the Earth orbit in the deflector’s plane, $`t_0`$ is the time of the closest approach $`u_0`$ of the lens to the sun-source line of sight, and $`t_E`$ is the Einstein radius crossing time when neglecting the Earth motion (see Fig. 1).

Here we have chosen the convention to consider negative values of $`t_E`$, which mathematically describe the configurations where the direction of the deflector’s kinetic momentum $`𝐮_𝐃(𝐭)𝐯_𝐓`$ is inverted, in order to span every possible configuration111 When parallax is not taken into account, the light curves obtained after inversion of the direction of the velocity are the same, this is not anymore the case with parallax.. Neglecting the earth orbital excentricity, $`𝐮_𝐄(𝐭)`$ is given by:

$$𝐮_𝐄(𝐭)=\delta usin(\xi (t))𝐢+\delta ucos(\xi (t))cos(\beta )𝐣,$$
(5)
where $`\delta u=a_{}(1x)/R_E`$ is the projection of the earth orbital radius in the deflector plane in unit of Einstein radius, $`\beta `$ is the angle between the ecliptic and deflector plane and $`\xi (t)`$ is the phase of the earth relative to its position when $`𝐮_𝐄=\delta ucos(\beta )𝐣`$. The distortion of the light curve is important if the Earth’s orbital velocity around the sun is not negligible with respect to the projected transverse speed of the deflector

$$\stackrel{~}{v}=\frac{R_E}{t_E(1x)}=\frac{a_{}}{\delta u.t_E}.$$

## 3 Simulation of a systematic search for parallax

To study the response of the proposed combination of a trigger system with dedicated follow-up capabilities, we have developed a Monte-Carlo simulation of events with parallax effects. In this section, we describe the generation of the event parameters, the EROS trigger system response and the simulation of the expected highly sampled light-curves provided by the follow-up telescope. We then describe a fitting procedure from which we estimate the parallax and its significance for each event. Detection efficiency functions are obtained, which can be combined with any spatial distribution of lenses.

### 3.1 Simulation of the microlensing events

As mentioned above, simple microlensing light curve depends on 4 parameters, namely the base flux $`F_b`$, $`u_0`$, $`t_E`$ and $`t_0`$. To take into account the parallax, two extra parameters $`\theta `$ and $`\delta u`$ need to be generated. The direction of the target, on which depend $`\xi (t_0)`$ and $`\beta `$ should also be fixed. To calculate an efficiency function with uniform statistical precision we generate uniformly the following parameters in their respective intervals: $`u_0[0,2]`$, $`\mathrm{log}(|t_E(\mathrm{days})|)[0.7,2.6]`$ (positive and negative values for $`t_E`$), $`t_0[t_{first}50,t_{last}+50](\mathrm{days})`$ where $`t_{first}=50`$ and $`t_{last}=750`$, $`\theta [0,2\pi ]`$ and $`\delta u[0,10]`$.

### 3.2 Simulation of EROS-like light curves

The generated parameters of a microlensing event together with the coordinates of the lensed object allows us to write the analytical expression of the magnification versus the time. We keep only the events with $`A_{Max}>1.34`$222Notice that this is not equivalent to select events with $`u_0<1`$ due to the parallax.. The base fluxes $`F_b`$ of the lensed stars are chosen according to the observed distributions in the EROS catalogues towards LMC and SMC. Light curves are simulated by using the effective sampling rate of EROS towards LMC and SMC (about one observation per six nights in average). Every measurement is then randomly shifted according to a Gaussian distribution that reflects the photometric uncertainties. The average relative photometric precision $`\mathrm{\Delta }F/F`$ for a given flux $`F`$ (in ADU unit) is taken from the EROS phenomenological parametrisation found for a standard quality image (Derue 1999a ):

$$\frac{\mathrm{\Delta }F}{F}=3.5\times F^{0.85},$$
(6)
### 3.3 Simulation of a simple alert system

The next step is to simulate an alert system for ongoing events, which is necessary to trigger follow-up observations. According to one of the EROS alert algorithms,we consider that we will monitor events as soon as their light curves exhibit 4 consecutive flux measurements above 4 standard deviations from the base line (Mansoux (1997)). It is clear that only the most significant microlensing events are selected by this algorithm. We have in fact considered several trigger thresholds, from a loose criterion (3 consecutive measurements above $`3\sigma `$ from the base line) to the strict criterion we finally use. Even using this strict criterion, an average of one false alarm due to variable stars or instrumental artifacts is expected per true microlensing alert (Glicenstein (2002)). This false alarm rate will induce some wasted follow-up time, but for very limited durations, as non-microlensing events would be identified quickly. Figure 2 shows the trigger efficiency as a function of the parallax parameter $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ and the event duration $`Log_{10}(t_E/1.\mathrm{day})`$, averaged over all the other parameters. This efficiency is relative to the events for which the earth enters the projected Einstein radius $`R_E`$, i.e. for events with maximum magnification $`A_{max}`$ larger than 1.34. Note that in the case of strong parallax effect, due to the non-linear trajectory of the earth, this definition may considerably differ from the usual definition of the efficiency relative to events with impact parameter $`u_0<1`$. More details about the efficiency of this algorithm can be found in (Rahvar (2001)).

We assume that the subsequent monitoring of the on-going microlensing events will be made with a telescope large enough to achieve a 1% precision photometry. We also assume that the light curves will be measured two times every night during which the observability of the source exceeds 3 hours, and one time during the other nights. The probability of good weather is taken as $`70\%`$. We simulate light curves accordingly to these conditions for one colour. Figure 3 shows an example of the simulated light curve including the pre-alert EROS-like measurements and the more precise post-alert measurements.

### 3.4 Fitting Procedure

After simulating an event that has triggered follow-up observations, we want to estimate the sensitivity to the parallax effect. To this aim, we use a $`\chi ^2`$ minimization procedure to reconstruct the 6 microlensing parameters with their errors. Figure 3 allows one to compare the results of this parallax fitting procedure (6 parameters) with a fit that neglects the parallax (4 parameters). In this spectacular example, the $`\chi ^2`$ of the best parallax fit is smaller by 2750 units than the $`\chi ^2`$ of the best non-parallax fit (for only 2 extra parameters). In the following, we will consider the significance of a parallax signal in units of standard deviation from zero.

## 4 Detection of parallax events

The probability to detect a parallax effect not only depends on the 6 parameters that describe a microlensing light curve, but also on the direction of the lensed source as mentioned in sect. 3.1. In practice, we found that the relative change of the average efficiencies from SMC to LMC can be neglected. Figure 4 shows the efficiencies for detecting a parallax effect towards the LMC with $`3\sigma `$ signification in the $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ versus $`Log_{10}(t_E/1.\mathrm{day})`$ plane; these efficiencies are averaged over the parameters that do not depend on the lens population, i.e. the source luminosity, the impact parameter, the date of maximum and the orientation of the lens velocity (assumed to be uniformly distributed from 0. to $`2\pi `$). This 2-dimensional efficiency function can then be used to estimate numbers of events from any model of the lens population that predicts a $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ versus $`Log_{10}(t_E/1.\mathrm{day})`$ distribution.

We have checked that the ratio between significant parallax events and triggered events is almost independent of the trigger threshold. This will allow us to use the concept of relative efficiency to detect parallax events with respect to triggered events $`ϵ_{par}`$. We thus assume that the global efficiency $`ϵ_{glob}`$ can be written as the product of two terms:

$$ϵ_{glob}=ϵ_{trig}\times ϵ_{par}.$$

Then, in the future, we will be able to obtain realistic numbers by using this relative efficiency with observed rates of events that relates to an effective trigger. As expected, the efficiency to detect a parallax event increases with its duration.

### 4.1 Parallax detection and Galactic Models

We have produced theoretical $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ versus $`Log_{10}(t_E/1.\mathrm{day})`$ distributions of microlensing events towards the $`\mathrm{𝐿𝑀𝐶}`$ and $`\mathrm{𝑆𝑀𝐶}`$, for two extreme models. The first model (model 1) has a “thin” disk completely made of compact objects, with a standard isotropic and isothermal halo including a maximum fraction of compact objects that is compatible with the published EROS limits (Lasserre et al. (2000)). The second model (model 2) has a “thin” plus a “thick” disks both completely made of compact objects, and a very light halo including a maximum fraction of compact objects given by the EROS limits published in (Lasserre (2000)).

* Halos

The maximum contribution of compact objects in a halo – compatible with the EROS data – depends on its mass function; we consider here 4 different halo mass functions, namely Dirac distributions peaked at $`10^2`$,$`10^1`$,$`1.`$ and $`10.M_{}`$ respectively. The corresponding maximum fractions of compact objects, that we use in our simulation, are given in table 1 for the two haloes considered here.

The so-called standard Halo model has a spherical density distribution $`\rho (R)`$ given by Caldwell and Coulson (1986):

$$\rho _H(R)=\rho _H\frac{R_{c}^{}{}_{}{}^{2}+R_{}^{}{}_{}{}^{2}}{R^2+R_{c}^{}{}_{}{}^{2}},$$
(7)
where $`\rho _H`$ is the local halo density, $`R_c`$ is the halo “core radius” and $`R_{}=8.5\mathrm{kpc}`$ is the Sun distance from the Galactic Centre.

The light halo model has a density distribution of a spherical Evans type halo (Evans (1994)) given by:

$$\rho _H(R)=\frac{V_a^2}{4\pi G}\frac{R^2+3R_c^2}{(R^2+R_c^2)^2}$$
(8)
where the asymptotic velocity $`V_a=170\mathrm{km}/\mathrm{s}`$ and G is the Newtonian gravitational constant. Velocities of halo objects follow the Maxwell-Boltzmann distribution with a dispersion of $`200\mathrm{km}/\mathrm{s}`$. The observer and source motions can be neglected when considering the transverse velocity with respect to the line of sight.
* Disks

The mass functions of disks populations are taken from Gould et al (1997) for the two disks. The density distribution in a disk is modeled in cylindrical coordinates by a double exponential:

$`\rho _D(r,z)={\displaystyle \frac{\mathrm{\Sigma }}{2H}}\mathrm{exp}\left({\displaystyle \frac{(rR_{})}{R_d}}\right)\mathrm{exp}\left({\displaystyle \frac{|z|}{H}}\right),`$
where $`\mathrm{\Sigma }`$ is the column density of the disk at the Sun position, $`H`$ the height scale and $`R_d`$ the length scale of the disk. The distribution of the lens transverse velocity with respect to the line of sight is established from the sun’s proper motion within the thin disk and from the local velocity distributions of the disk objects described by the dispersion ellipsoids with $`\sigma _r,\sigma _\theta ,\sigma _z`$ dispersions; the eventuality of a significant vertical gradient for the thick disk rotation velocity is still a matter of debate. At $`1\mathrm{kpc}`$ from the Galactic plane (mean distance of the thick-disk lenses), estimates of the average differential velocity between the thick and the thin disks vary from $`0`$ to $`30\mathrm{km}/\mathrm{s}`$ (Beers and Chiba (2001), Binney and Merrifield (1998)). As long as this constant term is smaller than $`\sigma _r`$, its impact on the transverse speed distribution can be neglected. Otherwise, the microlensing events would be shorter and the distributions discussed below would be distorted accordingly. In the case of lensing by a disk object, we neglect the source proper motion, because of its much larger distance.

The model parameters we use in this paper are summarized in Table 2.

Figures 5 and 6 show the expected distributions of events towards LMC, for the two Galactic models and the 4 halo mass functions, respectively peaked at $`10^2`$, $`10^1`$, 1. and $`10.M_{}`$.

The choice of $`\stackrel{~}{v}`$ and $`t_E`$ gives to these distributions some interesting scaling features because $`\stackrel{~}{v}`$ is a projected speed that only depends on the position and velocity of the deflector (not on its mass), and $`t_E`$ scales with $`\sqrt{M_{deflector}}`$ for a given spatial and velocity distribution. Then, for a fixed spatial and velocity distribution of the compact halo objects, we can predict the scaling of the $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ versus $`Log_{10}(t_E/1.\mathrm{day})`$ distribution when changing the mass function, assuming that no experimental bias is introduced (i.e. before any selection process); we expect this initial (unbiased) $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ versus $`Log_{10}(t_E/1.\mathrm{day})`$ distribution to be simply horizontally translated by +0.5 unit when the mass of the deflectors is multiplied by 10; the integral of the distribution should also be scaled by $`1/\sqrt{10}`$ times the corresponding fraction of the halo made of such compact objects.

The left panels of figures 5 and 6 reflect these properties, with limitations due to truncations in $`t_E`$. It also appears that the general shape of the halo distribution is almost unaffected by the choice of a standard or light halo. The trigger and parallax detection efficiencies distort considerably these distributions.

## 5 Discussion

We center the discussion on the LMC case, considering its larger rate of detectable events compared to the SMC case. Anyway, as already mentioned in Sect. 4, the efficiency diagrams can also be used as it for the SMC studies. The halo mass function is mainly bounded by the upper limit established for each mass by the microlensing surveys, but its actual shape is unknown. Then, a given observed microlensing $`t_E`$ distribution can generally be explained by the two halo models; indeed, for each halo, appropriate mass function shapes (i.e. not anymore simple delta functions) can be found which, added to the disk(s) contribution(s), satisfy our published upper limits, and result in identical microlensing $`t_E`$ distributions. Our proposed strategy provides a sensitivity to the parallax effect that allows to distinguish the self-lensing 333A lens located at $`x>0.95`$ – case of the self-lensing – would give high values of $`\stackrel{~}{v}=v_T/(1x)>20\times 30\mathrm{km}/\mathrm{s}`$, and the distributions for such events are mainly located in overflow of figures 5 and 6. and the halo contributions from the disk(s) one(s), and also to remove the degeneracy between our 2 models. Table 3 gives the rates of events expected to trigger complementary observations, the rates of events with a $`3\sigma `$ significant parallax and with $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$, and the ratios of the parallax events to the trigger events, assuming 1% photometric precision after the alert. As mentioned before, these ratios are unsensitive to the effective trigger threshold, and can be used with the effective observed alert rate.

From this table, we can conclude that requesting for a strong parallax effect (with $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$) essentially selects disks events, due to the proximity of their lensing objects.

* If the disk contribution to the microlensing signal is dominant (no compact objects in the halo), then about half of the events will exhibit a parallax deviation with $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$
* If the halo contribution is important, then the fraction of events with $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$ will be much smaller.
* If the so-called “self-lensing” contribution is dominant, then this fraction will be negligible. The self-lensing hypothesis assumes that the microlensing events are due to lenses belonging to the LMC or the SMC. Such events would never give a detectable parallax effect, and our simulation shows that they would lie above the upper part of the $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)`$ versus $`Log_{10}(t_E/1.\mathrm{day})`$ diagram of figures 5 and 6.

### 5.1 Distinguishing between the halo models

Figure 7 gives for the 2 models the rate of events that exhibit a significant parallax effect ($`>3\sigma `$), and the rate of events with a projected speed $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$, as a function of the halos deflectors mass. The $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$ cut corresponds to $`Log_{10}(\stackrel{~}{v}/30\mathrm{km}.\mathrm{s}^1)<0.3`$ in figures 5 and 6. The right part of Fig. 7 illustrates the effect of a photometric precision degradation down to 4%: the sensitivity to parallax is typically downgraded by 25%.

From this figure, one can estimate the minimal exposure allowing to separate models that predicts comparable optical depths; we consider that models 1 and 2 with a maximum contribution of halo objects (respectively $`\mu _1`$ and $`\mu _2`$ events expected with $`3\sigma `$ significance parallax for $`10^7\mathrm{star}\times \mathrm{year}`$), can be distinguished if the exposure $`\alpha \times 10^7\mathrm{star}\times \mathrm{year}`$ is large enough to allow a significant separation of the two expected distributions of the events numbers. We choose the convention that the mean values of the two distributions should be separated by at least the sum of their widths. This condition can be expressed as follows:

$$|\alpha \mu _1\alpha \mu _2|>\sqrt{\alpha \mu _1}+\sqrt{\alpha \mu _2}\alpha >\frac{(\sqrt{\mu _1}+\sqrt{\mu _2})^2}{(\mu _1\mu _2)^2}$$

Figure 8 shows the minimum exposure needed to distinguish between the two models, as a function of the mass of the halo objects.

A few years of parallax studies with an EROS-type alert system (monitoring $`10^7`$ stars) are needed to separate the two halo models if the halo objects are lighter than the solar mass. The critical aspect of the photometric precision is clearly visible on the figure. A definitive model separation – taking into account the complete allowed domains for the mass functions – will probably need the extraction of parallax events with $`\stackrel{~}{v}<60\mathrm{km}/\mathrm{s}`$, specially if there is very few halo events (the most pessimistic case: if the halo fraction made of compact objects is small or if these objects are very heavy). Then, an exposure of several $`10^8\mathrm{star}\times \mathrm{year}`$ is needed, that should be accessible after a few years of running a next generation microlensing survey. Obviously, more sophisticated analysis, such as likelyhood analysis, should be done after the detection of a reasonable sample of parallax events.

### 5.2 Self-lensing

If self-lensing is dominant, then very few lenses (only those belonging to the disk) will produce a detectable parallax. The relevant parameter to test this hypothesis will be the ratio of the parallax events to the triggered events. EROS (phase 2) found 2 events for an exposure of $`3\times 10^7\mathrm{star}\times \mathrm{year}`$ towards the LMC (Lasserre et al. (2000)). If this rate is due to halo and disk objects then, according to Table 3, typically 50% of the events should have a measurable parallax. On the other hand, if the observed events are only due to self-lensing, then none will have a measurable parallax. About 5 years of parallax studies would then be needed to observe or not 2 to 3 parallax events that would allow to discriminate between the two hypothesis444This is a pessimistic estimate, based on the partial analysis published so far..

## 6 Conclusion and perspectives

In this study, we have investigated a strategy to detect parallax effects in microlensing with an optimal efficiency, through the triggering of follow-up observations. Parallax measurements will allow to distinguish between a nearby population of lenses (belonging to the disks) and a remote population. One of the most interesting outcome of such parallax studies would be to solve the question of the self-lensing hypothesis, which assumes that the microlensing events are mostly due to lenses belonging to the LMC or SMC. A definitive separation between models of lens spatial repartition may need several years of data taking for a new generation of microlensing survey. Such measurements need a high sampling follow-up of the triggered microlensing events towards LMC and SMC, with a 1% photometric precision. A partially dedicated one meter class telescope could achieve this precision through reasonnably long exposures ($`30\mathrm{min}.`$). Finally, it should be mentioned that such parallax monitoring will also have other applications. A systematic search for source size effects such as saturation of the maximum magnification can be performed from the same data. In favourable cases (small impact parameter events) this would allow to obtain additional constraints on the lens configurations, that are complementary to the ones inferred from parallax analysis.


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# Parsec Scale Properties of Radio Sources

## 1 Introduction

The study of the parsec scale properties of radio galaxies is crucial to obtain information on the nature of their central engine, and provides the basis of the current unified theories (see e.g. Urry & Padovani 1995), which suggest that the appearance of active galactic nuclei strongly depends on orientation.

To get new insight in the study of radio galaxies at pc resolution, it is important to select source samples from low frequency catalogues, where the source properties are dominated by the unbeamed extended emission and are not affected by observational biases related to orientation effects. After the results presented in Giovannini et al. 2001, where we studied a sample of 26 radio galaxies with strong cores, we undertook a new project to observe a complete sample of radio galaxies selected from the B2 and 3CR catalogs with z $`<`$ 0.1 and no limits on the core flux density: the Complete Bologna Sample (CBS). This sample consists of 95 sources and includes 23 of the 26 sources studied in Giovannini et al., 2001 (3C109, 3C 303, and 3C 346 are excluded because of the redshift limit). We observed with the VLBA 31 more sources allowing us to discuss preliminary results using data from 54 on 95 sources.

Moreover we present observations at two different epochs (5 yrs apart) of two peculiar sources of this sample to study their possible expansion velocity and to derive their dynamical age.

We use a Hubble constant H0 = 50 km sec-1 Mpc-1 and a deceleration parameter q0 = 0.5

## 2 Observations and source morphology

We observed at 5 GHz with the full VLBA and one VLA telescope111VLBA and VLA are operated by NRAO as a facility of the NSF, operated under cooperative agreement by Assoc. Universities, Inc. 31 sources from our sample to properly image the parsec scale structure. Each source was observed for about 1 hour with short scans at different hour angles to ensure a good uv-coverage. The observing data have been correlated in Socorro, NM. Postcorrelation processing used the NRAO AIPS package. All data were globally fringe fitted and then self-calibrated. Final images were obtained using the AIPS and DIFMAP packages.

In Fig. 1 we show a plot of the observed core radio power versus total radio power for BCS sources. The line represents the correlation found by Giovannini et al. (1988), revised according to Giovannini et al. (2001). Sources show the well known dispersion around the straight line since the observed core radio power is affected by the source orientation angle. Most sources with VLBI data are on the upper side with respect to the correlation line since observations are available only for $``$ half of the BCS sources and sources with a higher core flux density have been observed so far.

Parsec scale structures are mostly one-sided because of relativistic Doppler boosting effects. However, some sources within the CBS have faint cores because of Doppler–deboosting. This implies that they are oriented at sufficiently large angles to the line of sight so that counterjets are visible (see e.g. 3C 33 in Fig. 2).

## 3 Parsec scale jet velocity

There are several strong and widely accepted lines of evidences for the existence of relativistic bulk velocities in the parsec scale jets of radio sources: the observed super-luminal motions, the rapid variabilities, the observed high brightness temperatures, the absence of strong inverse-Compton emission in the X-ray and the detection of a high frequency emission (gamma ray) for the two BL-Lacs Mkn 421 and 501 all seem to require relativistic bulk speeds with Lorentz factor $`\gamma `$ $`>`$ 3.

We used the observational data to constrain the jet velocity and orientation. The methods used were the jet sidedness and the core dominance (see Giovannini et al., 2001 for a more detailed discussion).

The derived constraints confirm that in all sources radio jets move at high velocities on the mas scale. Since in many cases we can only give a lower limit to $`\gamma `$, we used the following approach: we assumed different $`\gamma `$ values and we tested if the derived source properties are in agreement with the observational data. Once a jet velocity is assumed, the jet orientation is constrained by the observational data and it is possible to compute the corresponding Doppler factor $`\delta `$ = ($`\gamma (1\beta cos\theta ))^1`$ for each source. Then, from the value of $`\delta `$ and of the measured radio power, we can derive the intrinsic core radio power for each source: Pc-observed = Pc-intrinsic $`\times `$ $`\delta ^2`$ (assuming $`\alpha `$ = 0). Since there is a range of possible jet orientations, we have a possible range of values for $`\delta `$ and therefore of Pc-intrinsic.

We found that $`\gamma `$ cannot be larger than 10, or we would see a dispersion in the plot of the observed core versus total radio power larger than reported in Giovannini et al., 1988 (see also Fig. 1).

Moreover observational data rule out values of $`\gamma `$ lower than 3. Such low values imply too small Doppler factor corrections, and we still see the effect of different orientation angles in the distribution of core radio power. This is in agreement with the evidence of high velocity jets discussed at the beginning of this Section.

Assuming 3 $`<`$ $`\gamma `$ $`<`$ 10 and plotting the intrinsic core radio power versus the total radio power, we find that all sources but two (M87 and 3C192), are in good agreement with the correlation line (see Fig. 3) and have a small dispersion around it, as expected since the spread due to the different orientation angles is removed. This result implies similar jet velocities ($`\gamma `$ = 5 in Fig. 3) for all sources despite the variety of their large scale morphology and different total radio power. We remind that a correlation between the core and total radio power is expected if sources are in energy equipartition conditions, as discussed in Giovannini et al. (2001).

The radio core of the two discrepant sources (M87 and 3C 192) is too faint with respect to their total radio power at 408 MHz. In order to shift M87 on the correlation we need parsec scale jets moving at a much higher velocity than the other sources and/or an orientation angle larger than the angle derived from its high proper motion (see Giovannini et al. 2001). For 3C 192, even assuming that this source is on the plane of the sky, we need very high velocity parsec scale jets, alternatively we are observing a core in a low activity phase: if it is turning off, this source could be in a pre-relic phase.

Present data from 54 BCS sources confirm the results obtained by Giovannini et al. (2001) on the basis of a subsample of 26 radio sources. In particular we confirm that the observational data imply similar jet velocities, with $`\gamma `$ in the range 3 – 10 for all sources, in spite of the variety of their large scale morphology and different total radio power.

## 4 4C31.04

The radio galaxy 4C31.04 (0116+31) was tentatively classified as a low redshift (z = 0.0592) Compact Symmetric Object (CSO) by Cotton et al., 1995. Conway (1996) showed the presence of a complex HI absorption across the lobes. A detailed optical study is given by Perlman et al. (2001). Giovannini et al. (2001) confirmed the CSO structure and the core identification with the faint flat spectrum component in between the two extended lobes. Here we present a second epoch observation of this source with the VLBA and one VLA telescope obtained on July 03, 2000, five years after the first epoch image at the same frequency.

The images at the two epochs were calibrated and reduced in the same way and were compared to look for proper motion. The two images are in very good agreement, and the same radio features are visible in both of them. We measured the position of several structures visible in the images with respect to the core using different methods, e.g. by model-fitting (DIFMAP), by fitting gaussian components with JMFIT (in AIPS) and by subtracting the second epoch image from the first one. In fig. 4 we show the final image at 5 GHz, July 2000 epoch, with superposed arrows, whose length is proportional to the apparent motion, derived from the comparison of the two epochs. Despite the low brightness complex structure of the two lobes, their expansion is well defined in the peaks and confirmed by the shift of the whole sharp edges (well visible in the difference image).

The measured shift is $``$ 0.54 $`\pm `$ 0.1 mas on the West side; on the East side a region moved of $``$ 0.7 $`\pm `$ 0.2 mas while in a different region we measured an expansion of $``$ 0.3 $`\pm `$ 0.07 mas.

We are aware of the uncertainty present in our analysis, made using only two epoch data, however we note that the relative position of the core is well defined and that both lobes are increasing their distance from it. The source expansion is evident as a general increase of the distance of the whole lobes, as clearly visible in the subtraction image (Giroletti et al., in preparation), and it is confirmed by the measured shift of a few substructures. Of course new observations to be obtained in a few years are necessary to confirm this result.

If we take into account that the source is near the plane of the sky (Giovannini et al., 2001), the measured shift implies an average advance speed of $``$ 0.5c in both lobes. Assuming a constant velocity we derive a source kinematic age of only $``$ 400 yrs. This result strongly supports the model where the radio emission in CSO objects arises from a recently activated radio source. Even considering possible temporal variations in the lobe advance speed, the age estimate (which should be considered a lower limit) is expected to be within a factor 10 of the real source age (Owsianik and Conway, 1998). The lobe advance speeds are higher but still in agreement with previous velocities measured in CSO sources (Perlman et al., 2001 and references in).

## 5 NGC 4278

We observed this nearby (z = 0.0021) elliptical galaxy at two different epochs spaced by 5 years with the VLBA + Y1 at 5 GHz (as 4C31.04). This radio galaxy is a low power radio source (Log Ptot = 21.44 W/Hz at 408 MHz). The radio morphology visible in our VLBI images (see Fig. 5) is quite different from 4C31.04, as expected from the different radio power. In NGC 4278 a central flat spectrum core is visible with two elongated lobes in S-E (the main one) and N-W direction. These features are not well collimated but reseambles extended jets in low power FR I sources. We note that all the source flux density measured in arcsecond scale VLA observations at the same frequency, is present in our VLBI image excluding the existence of a larger scale emission.

We compared the two epoch images using the same technique as in 4C31.04. Also in this case the difference image between the two epochs and the comparison of substructure positions with model-fitting show that the blob at the end of the SE component moved between the two epochs of $``$ 0.84 $`\pm `$ 0.2 mas corresponding at the source distance to an advance speed $``$ 0.03c $`\pm `$ 0.01c. Assuming a constant expansion velocity, the dynamic age of this source is very low, of the order of only 100 yrs. We consider this value only as indicative, given that only two epochs were used in the comparison. A low expansion velocity is expected from the low radio power and the source morphology. In this case we do not have a hot spot expanding in the Interstellar Medium, but a low power jet slowly increasing its size. We expect that a low power radio source as NGC 4278 will not grow to a giant radio source, but that it will become a small size low power radio source, as e.g. NGC 5322 (Feretti et al. 1984). We suggest that NGC 4278 is a young low power radio source, slowly growing to become a low power small size radio galaxy.

###### Acknowledgements.

The European VLBI Network is a joint facility of European, Chinese and other radio astronomy institutes funded by their national research councils. This research was supported by the European Commission’s IHP Programme “Access to Large-scale Facilities”, under contract No. HPRI-CT-1999-00045 We acknowledge the support of the European Comission - Access to Research Infrastructure action of the Improving Human Potential Programme. We acknowledge the support of the European Union Infrastructure Cooperation Network in Radio Astronomy, RadioNET. We thank Dr. L. Feretti for useful discussions and comments.


text:
# Bohr-Sommerfeld conditions for several commuting Hamiltonians

## 1 Introduction

The joint spectrum of several commuting operators arises naturally if suitable symmetries are present. Let us consider for instance the Schrödinger operator, acting on $`^3`$

$$A_1(h)=h^2\mathrm{\Delta }+V(x),$$

and suppose that the potential is realvalued, smooth, and spherically symmetric. Then $`A_1(h)`$ commutes with the kinetic momentum

$$A_2(h)=ih(x_2_{x_3}x_3_{x_2}).$$

The bounded states of $`A_1(h)`$ are common eigenfunctions of $`A_1(h)`$ and $`A_2(h)`$, and if we consider a third operator

$$A_3(h)=h^2\{(x_2_{x_3}x_3_{x_2})^2+(x_3_{x_1}x_1_{x_3})^2+(x_1_{x_2}x_2_{x_1})^2\}$$

which commutes with the other two operators, these bounded states are common eigenfunctions of $`A_1(h)`$, $`A_2(h)`$ and $`A_3(h)`$, and their joint spectrum consists of the associated 3-uplets of eigenvalues,

$$\lambda (h)=(\lambda _1(h),\lambda _2(h),\lambda _3(h))^3.$$

They have a multiplicity equal to 1, the bounded states are said to be completely separated.

In fact this example is integrable (the number of operators equals the dimension) and by the Liouville theorem the hamiltonian flow is periodic, (see  for the explicite calculation of the joint flow for the harmonic oscillator). This example can naturally be extended to all dimensions. Few new examples of integrable systems on manifolds, inspired by the classical case can be found in the works of J.A. Toth  and .

On the other hand with a potential of the form $`V(x,y)=f(x^2)+g(y^2)`$ with $`x^k`$ and $`y^{nk}`$ we can construct examples with less symmetries, and which are nomore integrable.

### 1.1 Pseudodifferential calculus

More generally we consider k quantum hamiltonian $`Q_1(h),\mathrm{},Q_k(h)`$ acting on $`^n`$, depending on a small parameter h, and which commute to each other. The $`Q_1(h),\mathrm{},Q_k(h)`$ are supposed to be $`h`$-admissible pseudodifferential operators, as introduced by B. Helffer and D. Robert in  and  (see  for the general theory).

Let $`p`$ be a weight function on $`^{2n}=T^{}^n`$, i.e. a continuous function from $`^{2n}`$ into $`^+`$ which satisfies the following property :

there exist constants $`C>0,m>0`$ such that

$$(x,\xi ),(x^{},\xi ^{})^{2n}p(x,\xi )Cp(x^{},\xi ^{})(1+|xx^{}|^2+|\xi \xi ^{}|^2)^m.$$

We denote by $`S_p`$ the space of all the functions $`aC^{\mathrm{}}(^{2n})`$ such that for all $`(\alpha ,\beta )^{2n}`$ there exists $`C_{\alpha ,\beta }>0`$ satisfying

$$|_x^\alpha _\xi ^\beta a(x,\xi )|C_{\alpha ,\beta }p(x,\xi )(x,\xi )^{2n}.$$
(1.1)
To such a symbol $`a`$ we associate a $`h`$-pseudodifferential operator $`𝒜(h)=Op_h^w(a)`$ acting on functions $`\psi 𝒮(^n),`$ the Schwartz space of smooth functions rapidly decreasing at infinity together with their derivatives, defined by the Weyl quantization :

$$𝒜(h)\psi (x)=(2\pi h)^ne^{ih^1xy,\xi }a(\frac{x+y}{2},\xi )\psi (y)𝑑y𝑑\xi .$$

More generally we may assume that the symbol $`a`$ depends on $`h`$ : if there exists a sequence $`\{a_i\}_iS_p`$ such that

$$a(h,x,\xi )\underset{i0}{}h^ia_i(x,\xi )$$
(1.2)
where $``$ means that for all $`N`$ the difference

$$r_{N+1}=h^{(N+1)}\left(a(h,x,\xi )\underset{i=0}{\overset{N}{}}h^ia_i(x,\xi )\right)$$

defines a family $`_{N+1}(h)=Op_h^w(r_{N+1}),h]0,h_0]`$ of bounded operators which is bounded (uniformly in $`h`$) in $`(L^2(^n))`$; then we say that the operator $`𝒜(h)`$ is $`h`$-admissible.

We suppose that we have $`Q_j(h)=Op_h^w(q_j)`$ are $`h`$-admissible, so there exists a sequence $`\{q_{ij}\}_iS_p`$ such that

$$q_j(h,x,\xi )\underset{i0}{}h^iq_{ij}(x,\xi ).$$
(1.3)
Then $`Q_j(h)`$ belongs to $`(𝒮(^n),𝒮(^n))`$ for each $`j=1,\mathrm{},k`$.

We also assume that each operator $`Q_j(h)`$ admits a self-adjoint extension to $`L^2(^n)`$. It is the case if the principal symbol $`q_{0j}`$ is itself a weight and if $`q_{ij}S_{q_{0j}}`$ for all $`i`$, and more generally if $`q_{0j}`$ is bounded from below .

In our case, we always can reduce to this situation by means of the functional calculus, if the weight is $`p=q_0^2+1`$, and if the operator $`_{j=1}^kQ_{j}^{}{}_{}{}^{2}(h)`$ is $`h`$-admissible : let $`f`$ be a $`C^{\mathrm{}}`$ function on $`^+`$ such that $`f(x)=x`$ for $`x[0,c]`$, (with $`0<c<1`$) $`f`$ is increasing and asymptotic to 1 at infinity and define $`g(x)=f(x)/x`$ a $`C^{\mathrm{}}`$ function on $`^+`$, equal to 1 on the interval $`[0,c]`$. Then, for $`E_0^k`$, the new operators defined vectorially by

$$P(h)=g(Q(h)E_0)(Q(h)E_0)$$

are $`h`$-admissible pseudodifferential operators (remark that the operators $`g(Q(h)E_0)`$ are bounded) with bounded symbols, so every principal symbol is a weight bounded from below. Moreover the $`P_j(h)`$ commute to each other if the $`Q_j(h)`$ have this property ; furthermore, on the domain $`\{(x,\xi ),q(h)(x,\xi )E_0c\}`$ one has $`p(h)=q(h)E_0,`$ so $`p(h)`$ is proper if $`q(h)`$ is.

### 1.2 Commutativity and Hamiltonian flow

We suppose that the operators $`Q_j(h)`$ commute to each other

$$[Q_i(h),Q_j(h)]=0\mathrm{on}𝒮(^n)i,j=1,\mathrm{},k,h>0.$$
(1.4)
We denote by $`q_0=(q_{01},q_{02},\mathrm{},q_{0k}):T^{}^n^k`$ the joint principal symbol of the operator $`Q(h)=(Q_1(h),Q_2(h),\mathrm{},Q_k(h))`$, and by $`q_1=(q_{11},q_{12},\mathrm{},q_{1k})`$ its sub-principal symbol.

As a consequence of the commutativity, one has $`\{q_{0i},q_{0j}\}=0`$, and the associated symplectic or classical flows $`\mathrm{\Phi }_j^t`$ also commute.

The $`\mathrm{\Phi }_j^t`$ are defined as follows : with the canonical symplectic form $`\omega `$ of $`T^{}^n`$ : $`\omega =_{j=1}^nd\xi _jdx_j`$ one can define the Hamiltonian field $`H_j`$ of $`q_{0j}`$ by :

$$dq_{0j}=H_j\text{ }\text{ }\omega $$
(1.5)
then the $`\mathrm{\Phi }_j^t`$ are the symplectic transformations satisfying :

$$\mathrm{\Phi }_j^0=Id;\frac{}{t}\mathrm{\Phi }_j^t=H_j\mathrm{\Phi }_j^t.$$
(1.6)
We want to look at spectral properties for the operators $`Q_j`$ in a neighbourhood of a value $`E_0^k`$ on which we make the following assumption :

* $`E_0`$ is a regular value of $`q_0`$ and $`q_0`$ is proper in a neighbourhood of $`E_0`$ : there exists a compact neighbourhood $`K_1`$ of $`E_0`$ in $`^k`$ such that $`q_0^1(K_1)`$ is compact.

Note that this assumption is fulfilled for the example above if

$$\mathrm{}<\underset{|x|\mathrm{}}{lim\; inf}V(x).$$

Moreover, the conditions above imply $`kn`$.

The joint spectrum $`\mathrm{\Lambda }^{Q(h)}`$ of commuting operators, as $`Q_j(h)`$, has been defined in , and it has been proved that, under the hypothesis ($`H_1`$), the part of the joint spectrum contained in any compact $`K`$ included in the interior of $`K_1`$ consists in finitely many joint eigenvalues of finite multiplicity, i.e.

$$\mathrm{\Lambda }^{Q(h)}K=\{(\lambda _q(h))_{qI(h)};\mathrm{\Psi }_q^hL^2(^n):Q_j(h)\mathrm{\Psi }_q^h=\lambda _q^j(h)\mathrm{\Psi }_q^hj=1,.,k\}$$
(1.7)
where I(h) is finite.

The asymptotics of these eigenvalues can be precised with an assumption of periodicity of the classical flow. We will make a very weak assumption as follows. Suppose that $`K`$ is sufficiently small to be composed of regular values of $`q_0`$. As a consequence of $`(H_1)`$, for all $`E`$ belonging to $`K`$, the set $`\mathrm{\Sigma }_E=q_0^1(E)`$ has the structure of a submanifold of $`^{2n}`$ of codimension k, $`\mathrm{\Sigma }_E`$ is compact and invariant under the action of the Hamiltonian flow which is symplectic. Moreover the Hamiltonian fields $`H_j`$ are independant, and $`H_j\text{ }\text{ }\omega `$ vanishes in restriction to the tangent plane of $`\mathrm{\Sigma }_E`$, so this manifold is co-isotropic.

The Hamiltonian fields $`H_j`$ commute so the joint flow defines finally an action $`\rho _E`$ of $`^k`$ on $`\mathrm{\Sigma }_E`$ :

$`\rho _E:^k\times \mathrm{\Sigma }_E`$ $``$ $`\mathrm{\Sigma }_E`$
$`((t_1,\mathrm{},t_k),\nu )`$ $``$ $`\mathrm{\Phi }_1^{t_1}\mathrm{}\mathrm{\Phi }_k^{t_k}(\nu ).`$ (1.8)
We will suppose that the joint flow is periodic with constant periods on one level $`\mathrm{\Sigma }_0=\mathrm{\Sigma }_{E_0}`$. More precisely we make the following hypothesis :

* All the points of $`\mathrm{\Sigma }_0=q_0^1(E_0)`$ are periodic under the action of the joint flow $`\rho _0=\rho _{E_0}`$ with the same lattice of periods.

Let $`(e_1,\mathrm{},e_k)`$ be a basis of this lattice ; it is a basis of $`^k`$ verifying for all $`\nu \mathrm{\Sigma }_0`$ and for all $`z=(z_1,\mathrm{},z_k)^k`$ : $`\rho _0(2\pi _{j=1,\mathrm{},k}z_je_j,\nu )=\nu .`$

So $`\rho _0`$ can be regarded as the action of a torus $`𝕋^k`$ on $`\mathrm{\Sigma }_0`$, that we will still denote by $`\rho _0`$. By the last hypothesis this action is free, i.e. without fixed points.

Comparison with the hypothesis of  and notations.— In this previous work it was made an assumption of periodicity on a open set of energy. More precisely it was supposed that there exists a function $`fC_0^{\mathrm{}}(^k,^k)`$ such that the principal symbols of the operators $`f\left(Q(h)\right)`$ are periodic in a neighbourhood of the energy level.

In our case let $`(\epsilon _j)_{1jk}`$ be the canonical basis of $`^k`$ and define $`𝐚\mathrm{𝐸𝑛𝑑}(^k)`$ by $`e_j=𝐚(\epsilon _j)=\mathrm{\Sigma }_i\alpha _{ij}\epsilon _i`$.

Then the new symbol $`p_0=(p_{01},\mathrm{},p_{0k})=𝐚(q_0)`$ satisfies

$$dp_{0j}=\mathrm{\Sigma }_i\alpha _{ij}dq_{0i}=\mathrm{\Sigma }_i\alpha _{ij}H_i\text{ }\text{ }\omega $$

and the corresponding Hamiltonian flow $`\mathrm{\Psi }_j`$ is $`2\pi `$-periodic on the energy level $`𝐚(E_0)`$ in view of $`(H_2)`$.

Consequently the operators $`P(h)=𝐚\left(Q(h)\right)`$ satisfy the pointwise equivalent of the hypothesis of .

We will denote $`F=𝐚(E_0)`$ and $`K_j=\mathrm{\Sigma }_i\alpha _{ij}H_i`$ the Hamiltonian field of $`p_{0j}`$.

We can now give our main result :

###### Theorem 1

.—Let $`Q_j(h)=Op_h^w(q_j),\mathrm{\hspace{0.17em}1}jk`$ be k commuting $`h`$-admissibles pseudodifferential operators essentially self adjoint and satisfying the following hypotheseses :
($`H_1`$) the joint principal symbol $`q_0`$ is proper in a neighborhood of a regular value $`E_0,`$
($`H_2`$) the classical flow is periodic with constant period on the energy level $`\mathrm{\Sigma }_0=q_0^1(E_0),`$
($`H_3`$) the subprincipal $`q_1`$ vanishes,
($`H_4`$) the surface $`\mathrm{\Sigma }_0`$ is connected.

Then the part of the joint spectrum $`\mathrm{\Lambda }^{Q(h)}`$ lying in any $`k`$-cube $`{\displaystyle \underset{j=1}{\overset{k}{}}}]E_{0j}hc_j,E_{0j}+hc_j[`$ centered at $`E_0`$ is discrete and localized modulo $`O(h^2)`$ near a lattice

$$E_0+𝐚^1\left((\frac{1}{4}\mu _1h\frac{\alpha _1}{2\pi }+h)\mathrm{}(\frac{1}{4}\mu _kh\frac{\alpha _k}{2\pi }+h)\right),$$

where the $`\mu _j`$ are the Maslov indices of the basic cycles of the torus acting on $`\mathrm{\Sigma }_0`$, $`\alpha _j`$ are the action of these cycles and $`𝐚Gl(k)`$.

Comments.—The hypothesis ($`H_3`$) can be weaked in

* The integral of the subprincipal symbol $`q_1`$ on a closed trajectory of the joint Hamiltonian flow is independent of the point on the energy level $`\mathrm{\Sigma }_0`$, it depends only on the period.

see the Theorem 2, subsection 2.6. below.

When the hypothesis ($`H_4`$) failes each connected component gives a part of the discrete spectrum.

About the method.— We will look at the operators $`P(h)=𝐚\left(Q(h)\right)`$. For these ones the Hamiltonian flow of each component $`p_{0j}`$ of the principal symbols is $`2\pi `$-periodic, we remark that $`\mu _j`$ the Maslov index of the $`2\pi `$-periodic trajectories of the Hamiltonian flow of $`p_{0j}`$ is constant on $`\mathrm{\Sigma }_0`$ as an invariant of homotopy ; as well the action of such a trajectory, $`\alpha _j,`$ is constant on $`\mathrm{\Sigma }_0`$. We will denote by $`\mu `$ respectively $`\alpha `$ the $`k`$-vector defined by the Maslov index, respectively the action, of the basic cycles.

In order to localize the eigenvalues of $`P(h)`$ lying in the $`k`$-cube $`\mathrm{\Pi }_{j=1}^k]F_jch,F_j+ch[`$ modulo $`O(h^2)`$ we suppose for the moment that the subprincipal symbols are null and look at the following operator $`\zeta (\frac{P(h)F}{h})\theta (P(h)),`$ where $`\widehat{\zeta }`$ and $`\theta `$ belong to $`C_0^{\mathrm{}}(^k)`$ and $`\theta (\lambda )=1`$ for $`\lambda `$ in a smaller neighbourhood of $`F`$ and compare it with $`\zeta (\frac{P(h)F}{h})\mathrm{exp}\frac{i}{h}<T,P(h)>\theta (P(h))`$ where $`T2\pi ^k`$, the lattice of periods.

We will do this by approaching these operators by Fourier Integral Operator. We will see that their Lagrangian manifold are identical and their principal symbol differ by a scalar which is determined by the Maslov index and the action of the closed trajectories, consequently the $`L^2`$ norm of the difference between $`\zeta (\frac{P(h)F}{h})\theta (P),`$ and the operator $`\zeta (\frac{P(h)F}{h})\mathrm{exp}\frac{i}{h}(<T,P(h)>+\alpha +\frac{\pi }{2}\mu h)\theta (P)`$ , is only $`O(h)`$.

This method, consisting on espressing the evolution operator $`e^{ih^1<t,P(h)>}`$ by means of the theory of Fourier Integral Operators was initiated by Duistermaat-Guillemin  and Colin de Verdière  for compact manifolds, and Helffer and Robert  in the semi-classical case. We especially tried to make clear the appearance of the Maslov Index. On the other hand one can find in , a construction, by symplectic geometry, of new symbols with the strong property of periodicity and which approach the first ones. But the new operators do not commute anymore.

This paper is organized as follows : in the second section we will prove the theorem 1, and in the third one we will look at the multiplicities of the joint eigenvalues.

## 2 Proof of theorem 1

Let $`\zeta `$ be a function belonging to $`𝒮(^k)`$ with a compactly-supported Fourier-transform $`\widehat{\zeta }`$, and $`\theta `$ belonging to $`C_0^{\mathrm{}}(^k)`$ with a compact support lying in a neighbourhood of $`F`$ and verifying $`\theta (\lambda )=1`$ for $`\lambda `$ in a smaller neighbourhood of $`F`$. We can write

$$\zeta (\frac{FP(h)}{h})\theta (P(h))=\frac{1}{(2\pi )^k}_^ke^{ih^1<t,(P(h)F)>}\widehat{\zeta }(t)\theta (P(h))𝑑t.$$

Using the functional calculus developed in , we consider $`\theta (P(h))`$ as a pseudodifferential operator with a classical symbol supported in a compact neighbourhood of $`p_0^1(F)`$.

### 2.1 The evolution operator

It is proved in , section 2, that there exists a Fourier Integral Operator (FIO) $`\stackrel{~}{U}_h`$ which approaches modulo $`O(h^{\mathrm{}})`$, for $`t[T,T]^k,`$ the operator

$$U_{\theta ,h}(t)=e^{ih^1<t,P(h)>}\theta (P).$$

The general “semi-classical FIO” theory used by Charbonnel and Popov in  is based on the presentation of Duistermaat . (Remark that, in the context of first order classical elliptic operators on a compact manifold, Guillemin and Uribe have developed, in , a FIO calculus for systems of commuting operators quite similar after the pionnier works of Colin de Verdière  and ).

More precisely $`\stackrel{~}{U}_hI^{k/4}(^{2n+k},\mathrm{\Lambda };h)`$ with $`C=\mathrm{\Lambda }^{}`$ the canonical relation

$`C=\{((x,\xi ),(y,\eta ),(t,\tau ))T^{}(^{2n+k})=T^{}^n\times T^{}^n\times T^{}^k;`$
$`\tau =p_0(y,\eta ),(x,\xi )=\mathrm{\Psi }^t(y,\eta );(y,\eta )𝒪\}`$ (2.9)
where $`\mathrm{\Psi }^t`$ is the joint flow of $`p_0`$ :

$$\mathrm{\Psi }^t=\mathrm{\Psi }_1^{t_1}\mathrm{}\mathrm{\Psi }_k^{t_k}$$

and $`𝒪=q_0^1(K)`$ is a compact neighbourhood of $`\mathrm{\Sigma }_0`$ which is invariant by the flow.

We parametrize $`C`$ by $`(t,y,\eta )[T,T]^k\times 𝒪`$; then the principal symbol of $`\stackrel{~}{U}_h`$ is written :

$$\sigma (\stackrel{~}{U}_h)(t,y,\eta )=\mathrm{exp}\left(ih^1(p_0(y,\eta ),t+A(\gamma ^t(y,\eta )))\right)\sigma _1\sigma _2$$
(2.10)
where $`\sigma _1`$ is the half density $`|dtdyd\eta |^{1/2}`$ and $`\sigma _2`$ is a “fixed section of the Maslov bundle”, see below, $`\gamma ^t(y,\eta )`$ is the path

$$\gamma ^t(y,\eta )=\{\mathrm{\Psi }^{st}(y,\eta );0s1\}$$

and $`A`$ is the action of the path in $`T^{}(^n)`$ : $`A(\gamma ^t)=_{\gamma ^t}\xi 𝑑x.`$

Note that the function $`\theta `$ does not appear either in the Lagrangian manifold, nor in the principal symbol of $`U_{\theta ,h}(t)`$, for $`\theta (P)`$ is a pseudodifferential operator, so its Lagrangian Manifold is the graph of the identity, and its principal symbol is equal to one in a small neighbourhood of $`\mathrm{\Sigma }_0`$.

### 2.2 The action

The manifold $`^k.(y,\eta )=\{\mathrm{\Psi }^t(y,\eta );t^k\}`$ generated by the flow from one point is isotropic, because its tangent space admits the $`K_j,\mathrm{\hspace{0.33em}1}jk`$ as a basis ; on the other hand $`d(\xi dx)=\omega `$ the symplectic form of $`T^{}(^n)`$ ; we conclude then from the Stokes formula that the action is constant on the homotopy class of a path in $`^k.(y,\eta )`$ and

$$A(\gamma ^t(y,\eta ))=\underset{j=1}{\overset{j=k}{}}A(\gamma ^{t_j}(\nu _j))$$

if $`t=(t_1,\mathrm{},t_k)`$ ; $`\nu _1=(y,\eta )`$; $`\nu _{j+1}=\mathrm{\Psi }_j^{t_j}(\nu _j)`$ and $`\gamma ^{t_j}(\nu _j)=\{\mathrm{\Psi }_j^s(\nu _j);\mathrm{\hspace{0.17em}0}st_j\}.`$ But $`\mathrm{\Sigma }_0`$ is a connected manifold and two points $`\nu _0,\nu _1\mathrm{\Sigma }_0`$ can be connected by a path $`\nu _s.`$ On $`\{\mathrm{\Psi }_j^{t_j}(\nu _s);t_j,0s1\}`$ the symplectic form is null ( because $`K_j\text{ }\text{ }\omega =0`$ on $`\mathrm{\Sigma }_0`$). Now if $`T_j2\pi `$ is a period the Stokes formula gives that the action of the path $`\gamma ^{t_j}(\nu _s),t_j[0,T_j]`$ does not depend on $`s[0,1]`$ and we have proved the

###### Lemma 2.1

.—For all pair of points $`\nu _0`$ and $`(y,\eta )`$ in $`\mathrm{\Sigma }_0`$ and for all periods $`T=(T_1,\mathrm{},T_k)2\pi ^k`$ we have

$$A(\gamma ^T(y,\eta ))=\underset{j=1}{\overset{j=k}{}}A(\gamma ^{T_j}(\nu _0)).$$
(2.11)
### 2.3 The Maslov bundle

We first recall the results of Arnol’d . Let $`𝕃(n)`$ be the Grassmannian manifold of the Lagrangian subspaces of $`T^{}^n`$ and make the identification $`𝕃(n)=U(n)/O(n).`$ The application $`Det^2`$ is well define on $`𝕃(n).`$ It is proved in  that any path $`\gamma :𝕊^1𝕃(n)`$ such that $`Det^2\gamma :𝕊^1𝕊^1`$ generates $`\mathrm{\Pi }_1(𝕊^1)`$ gives a generator of $`\mathrm{\Pi }_1(𝕃(n)).`$ Consequently $`\mathrm{\Pi }_1(𝕃(n))`$ and the cocycle $`\mu _0`$ defined by

$$\gamma \mathrm{\Pi }_1(𝕃(n))\mu _0(\gamma )=\text{Degree}(Det^2\gamma )$$

gives a generator of $`H^1(𝕃(n)).`$ We can define a canonical Maslov bundle $`𝕄(n)`$ on $`𝕃(n)`$ by the representation $`\mathrm{exp}(i\frac{\pi }{2}\mu _0)=i^{\mu _0}`$ of $`\mathrm{\Pi }_1(𝕃(n)).`$ This bundle is a bundle of torsion because $`𝕄(n)^4`$ is trivial.

Now the Maslov bundle of a Lagrangian submanifold $``$ of $`T^{}^n`$ is the pull back of $`𝕄(n)`$ by the natural map

$`\phi _n:`$ $``$ $`𝕃(n)`$
$`\nu `$ $``$ $`T_\nu .`$
Arnol’d shows actually that $`\mu =\phi _{n}^{}{}_{}{}^{}\mu _0`$ is the Maslov index of $`.`$ It can be written

$`\mu :\mathrm{\Pi }_1()`$ $``$ $``$
$`[\gamma ]`$ $``$ $`<\mu _0,\phi _n\gamma >=\text{Degree}(Det^2\phi _n\gamma ).`$ (2.12)
We have to take care of the structural group of this bundle. As a $`U(1)`$ it is always trivial. But we will concider it at a $`_4=\{1,i,1,i\}`$-bundle. Actually we can see with the expression of the Maslov cocycle $`\sigma _{jk}`$ given in  (3.2.15) that the Maslov bundle has a trivial Chern class but $`\sigma _{jk}`$ can not be in general writen as a coboundary of a constant cochain.

We recall now the result of the Proposition 3.2. p.132 of .

###### Proposition 2.1 (Guillemin, Sternberg)

.—Let $`\mathrm{\Delta }`$ be an isotropic subspace of dimension m in $`T^{}^{(n+m)}`$ and define $`S_\mathrm{\Delta }=\{\lambda 𝕃(n+m)/\lambda \mathrm{\Delta }\}.`$ Then $`S_\mathrm{\Delta }`$ is a submanifold of $`𝕃(n+m)`$ of codimension $`(n+m)`$, and if the map $`\rho `$ is defined by

$`𝕃(n+m)`$ $`\stackrel{\rho }{}`$ $`𝕃(n)`$
$`\lambda `$ $``$ $`\lambda \mathrm{\Delta }^\omega /\lambda \mathrm{\Delta }`$
($`\mathrm{\Delta }^\omega `$ denote the orthogonal of $`\mathrm{\Delta }`$ for the canonical symplectic form $`\omega `$) then $`\rho ,`$ which is not continue on $`𝕃(n+m)`$ itself, is smooth restricted to $`𝕃(n+m)S_\mathrm{\Delta }`$ and make this space as a fiber bundle on $`𝕃(n)`$ with fiber $`^{(n+m)}`$.

Moreover the image of the generator of $`\mathrm{\Pi }_1(𝕃(n+m))`$ is sent by $`\rho `$ to the generator of $`\mathrm{\Pi }_1(𝕃(n))`$.

This last result is easily seen if one choose symplectic coordinates $`(x,\xi )`$ such that $`\mathrm{\Delta }=\{x=0,\xi ^{}=0\}.`$ A generator of $`\mathrm{\Pi }_1(𝕃(n+m))`$ is given by $`U_{(n+m)}(t)(\lambda _0),\mathrm{\hspace{0.17em}0}t1`$ where $`\lambda _0=\{\xi =0\}`$ and $`U_{(n+m)}(t)`$ is given in the complexe coordinates $`z_j=x_j+i\xi _j`$ by $`U_{(n+m)}(t)(z_1,\mathrm{},z_{(n+m)})=(e^{i\pi t}z_1,z_2,\mathrm{},z_{(n+m)}).`$ The $`(x^{},\xi ^{})`$ give symplectic coordinates of $`T^{}^n`$ and $`\rho (U_{(n+m)}(t)\lambda _0)=U_n(t)\lambda _0^{}.`$

If we return now to $`\mathrm{\Lambda }`$, we remark, as  p. 264 following  p.65, that

###### Lemma 2.2

the Maslov bundle of $`\mathrm{\Lambda }`$ is trivial (as a $`_4`$-bundle).

proof.—Actually $`h_s(t,y,\eta )=(st,y,\eta )`$ for $`0s1`$ makes a retrack $`\mathrm{\Lambda }_s`$ of $`\mathrm{\Lambda }`$ on $`\mathrm{\Lambda }_0`$ such that $`\mathrm{\Lambda }_0^{}=\{(\nu ,\nu ,(0,q_0(\nu )));\nu T^{}^n\}`$ and $`\mathrm{\Lambda }_0`$ can be seen as a Lagrangian manifold in $`T^{}^{2n}.`$ We now apply the proposition 2.1 with $`\mathrm{\Delta }=\left\{(0,0,(0,V))T^{}^n\times T^{}^n\times T^{}^k\right\}.`$ The image $`\phi _{2n+k}(\mathrm{\Lambda }_s)`$ never meets $`S_\mathrm{\Delta }`$ so the Maslov bundle of $`\mathrm{\Lambda }`$ is as well the pull-back by $`\rho \phi _{2n+k}`$ of $`𝕄(2n)`$, but there is an homotopy between $`\rho \phi _{2n+k}(\mathrm{\Lambda })`$ and $`\phi _{2n}(\mathrm{\Lambda }_0)`$ and the application $`\phi _{2n}`$ is constant on $`\mathrm{\Lambda }_0T^{}^{2n}.`$

Then $`\sigma _2=1`$ in the formula of the principal symbol (2.10).

### 2.4 Composition

Now we have to compose the FIO $`\stackrel{~}{U}_h(t)`$ with the operator $`B(h)`$ defined by :

$`B(h)u(x)={\displaystyle \frac{1}{(2\pi )^k}}{\displaystyle e^{ih^1<t,F>}\widehat{\zeta }(t)u(x,t)𝑑t}`$ (2.13)
$`B(h)`$ is a Fourier Integral Operator from $`^k`$ to $`^0`$ if we take $`x`$ as a parameter. Its canonical relation is equal to

$`C_B=\mathrm{\Lambda }_B^{}=\{(t,\tau )T^{}(^k);\tau =F\}.`$ (2.14)
We remark that the Maslov bundle of $`C_B`$ is trivial because the application $`\phi _k`$ is constant on it. Its principal symbol is equal to $`\sigma (t,F)=\frac{1}{(2\pi )^k}e^{ih^1<t,F>}\widehat{\zeta }(t)|dt|^{1/2}`$ and $`B(h)I^{k/4}(^k,\mathrm{\Lambda }_B;h)`$. We have now to compose this two FIO.

###### Proposition 2.2

We can approximate modulo $`O(h^{\mathrm{}})`$ the operator $`\zeta (\frac{FP}{h})\theta (P)`$ by a FIO in $`I^{k/2}(^{2n},\mathrm{\Lambda }_1;h)`$ with

$`\mathrm{\Lambda }_1^{}=CC_B=\{(x,\xi ,y,\eta )T^{}(^n)\times T^{}(^n);t^k:(x,\xi )=\mathrm{\Psi }^t(y,\eta ),`$
$`p_0(y,\eta )=F\}`$ (2.15)
and if we write for $`(y,\eta )`$ fixed, applying the hypothesis (H3),

$$\{t;(x,\xi )=\mathrm{\Psi }^t(y,\eta )\}=t_0+_{1jk}2\pi $$

the principal symbol is

$`\sigma _0(x,\xi ,y,\eta )`$ $`=`$ $`{\displaystyle \underset{\{t;(x,\xi )=\mathrm{\Psi }^t(y,\eta )\}}{}}{\displaystyle \frac{1}{(2\pi )^k}}(2\pi h)^{n/2}e^{ih^1<t,F>}\widehat{\zeta }(t)\times `$ (2.16)
$`\mathrm{exp}\left(ih^1(<p_0(y,\eta ),t>+A(\gamma ^t))\right)\mathrm{exp}\left(i{\displaystyle \frac{\pi }{2}}\mu (\gamma ^t\gamma ^{t_0})\right)\sigma _1`$
$`=`$ $`{\displaystyle \underset{\{t;(x,\xi )=\mathrm{\Psi }^t(y,\eta )\}}{}}{\displaystyle \frac{1}{(2\pi )^k}}(2\pi h)^{n/2}\widehat{\zeta }(t)\times `$
$`\mathrm{exp}\left(ih^1A(\gamma ^t)\right)\mathrm{exp}\left(i{\displaystyle \frac{\pi }{2}}\mu (\gamma ^t\gamma ^{t_0})\right)\sigma _1.`$
The sum in (2.16) is discrete and locally finite, because the support of $`\widehat{\zeta }`$ is compact ; $`\sigma _1`$ is the canonical half density.

proof.— To understand the introduction of the Maslov term we have to make some recall on the composition of canonical relations.

If $`C_1`$ is a canonical relation in $`T^{}^m\times T^{}^n`$ and $`C_2`$ a canonical relation in $`T^{}^n\times T^{}^p`$ the composition $`C_1C_2`$ can be defined as a canonical relation in $`T^{}^m\times T^{}^p`$ if $`C_1\times C_2`$ intersects transversally $`T^{}^m\times \mathrm{\Delta }_{T^{}^n}\times T^{}^p`$ (with the notation $`\mathrm{\Delta }_{T^{}^n}=\{(Y,Y);YT^{}^n\}(T^{}^n)^2`$). In fact it can be defined when the intersection is clean but in our case this intersection is transversal : let $`(\mathrm{\Psi }^t(y,\eta ),(y,\eta ),(t,F),(t,F))`$ be a point of this intersection. We will first calculate the orthogonal, for the canonical scalar product, of the sum of the tangent spaces. If $`(X,Y,T,T^{})T(T^{}^n)\times T(T^{}^n)\times T(T^{}^k)\times T(T^{}^k)`$ is orthogonal to $`T(T^{}^n\times T^{}^n\times \mathrm{\Delta }_{T^{}^k})`$ then it is of the form $`(0,0,T,T)`$ now if it is orthogonal to $`(u_jK_j,0,(U,0),0)`$ obtained by moving only the variable $`t`$ on $`\mathrm{\Lambda }`$, and writing $`U=(u_1,\mathrm{},u_k)`$ then $`T=(0,T_2)`$, finally by moving only $`(y,\eta )`$ our vector must be orthogonal to $`(d\mathrm{\Psi }^t(V),V,(0,dp_0(V)),0)`$ for any $`VT_{(y,\eta )}T^{}^n`$ but $`dp_0`$ is surjective by hypothesis (H1) so $`T_2=0`$. We will then follow .

If we denote by $`C.C_B`$ this intersection, then $`CC_B=\pi (C.C_B)`$ where

$`\pi :T^{}^{2n+k}\times T^{}^k`$ $``$ $`T^{}^{2n}`$
$`(X,Y,T,T^{})`$ $``$ $`(X,Y)`$
and

$$\pi :C.C_BCC_B$$

is a covering map.

Indeed in our case

$`C.C_B`$ $`=`$ $`\left\{(\mathrm{\Psi }^t(y,\eta ),(y,\eta ),(t,F),(t,F));p_0(y,\eta )=F\right\}`$
$`CC_B`$ $`=`$ $`\left\{((x,\xi ),(y,\eta ));p_0(y,\eta )=F\text{ and }t;(x,\xi )=\mathrm{\Psi }^t(y,\eta )\right\}`$
So the fiber of $`\pi `$ is isomorphic to $`2\pi ^k`$ (ie. $`CC_B=C.C_B/2\pi ^k`$) by hypothesis (H3), and $`\pi `$ realizes an injection of $`\mathrm{\Pi }_1(C.C_B)`$ in $`\mathrm{\Pi }_1(CC_B)`$ denoted by $`\pi _{}.`$ We have then an exact sequence :

$$0\mathrm{\Pi }_1(C.C_B)\stackrel{\pi _{}}{}\mathrm{\Pi }_1(CC_B)2\pi ^k0.$$
(2.17)
(See Theorem 3, Ch 4 19 in .)

Now if $`M_C,M_{C_B}`$ and $`M_{CC_B}`$ are the Maslov bundles of $`C,C_B`$ and $`CC_B`$ respectively, one can make the following construction on $`C.C_B`$ : denoting by $`\pi _1,\pi _2`$ the projection of $`C\times C_B`$ on each factor, let

$$M=\pi _1^{}(M_C)\pi _2^{}(M_{C_B})_{|C.C_B}$$

be the restriction to $`C.C_B`$ of $`\pi _1^{}(M_C)\pi _2^{}(M_{C_B})`$, which is the Maslov bundle of $`C\times C_B.`$ By construction the bundle $`M`$ corresponds to the representation $`i^\lambda `$ of $`\mathrm{\Pi }_1(C.C_B)`$ in $`^{}`$ with :

$$\gamma \mathrm{\Pi }_1(C.C_B);\lambda (\gamma )=\mu (\pi _1\gamma )+\mu (\pi _2\gamma ).$$

But we have noted that $`M_C`$ and $`M_{C_B}`$ are trivial, it means that $`\lambda (\gamma )=0`$ in our case.

###### Lemma 2.3

.—There is a natural relation

$$M\pi ^{}M_{CC_B}.$$

proof.—We can consider this result as Theorem 21.6.7 in  ; actually define $`\mathrm{\Delta }T^{}^{2n+2k}`$

$$\mathrm{\Delta }=\{(0,0,V,V)T^{}^n\times T^{}^n\times T^{}^k\times T^{}^k\}$$

$`\mathrm{\Delta }`$ is isotropic, one can identify $`\mathrm{\Delta }^\omega /\mathrm{\Delta }T^{}^{2n}`$ as a symplectic space and we can apply the proposition 2.1. Consider the following diagram

$$\begin{array}{ccc}C_1.C_2& \stackrel{\pi }{}& C_1C_2\\ \phi _{2n+2k}& & \phi _{2n}\\ 𝕃(2n+2k)& \stackrel{\rho }{}& 𝕃(2n)\end{array}$$

where $`\phi _{2n+2k}(\nu )=T_\nu (C\times C_B).`$ The map $`\rho `$ is defined as follow : $`\rho (\lambda )=\lambda \mathrm{\Delta }^\omega /\lambda \mathrm{\Delta }`$ for $`\lambda 𝕃(2n+2k).`$ This map makes the diagram commutative.

So the lemma is proved if one can see that the range of $`\phi _{2n+2k}`$ is included in $`𝕃(2n+2k)S_\mathrm{\Delta }`$. Indeed for $`\nu =(\mathrm{\Psi }^t(y,\eta ),(y,\eta ),(t,F),(t,F))`$ a vector in $`T_\nu (C\times C_B)=T_{\pi _1(\nu )}C\times T_{\pi _2(\nu )}C_B`$ is a sum of terms of three types : $`(\alpha _jK_j(\mathrm{\Psi }^t(y,\eta )),0,(0,\alpha ),(0,0))`$ for $`\alpha ^k`$, $`(d\mathrm{\Psi }^t(Y),Y,(0,dp_0(Y)),(0,0))`$ for $`YT_{(y,\eta )}T^{}^n`$ and $`(0,0,0,(\beta ,0))`$ for $`\beta ^k`$. But it is impossible to write an element of $`\mathrm{\Delta }`$ in such a way and we have $`\phi _{2n+2k}(\nu )\mathrm{\Delta }=\{0\}.`$

Consequence of the lemma :

$$\gamma \mathrm{\Pi }_1(C.C_B);\mu (\pi _{}(\gamma ))=\lambda (\gamma )=0.$$
(2.18)
Then all the non triviality of $`M_{CC_B}`$ comes from the action of the Hamiltonian flow, by (2.17). It means, using the exact sequence (2.17) that any section of $`M_{CC_B}`$ can be represented by a $``$-value function $`f`$ on $`C.C_B`$ which satisfies the equivariant relation :

$$T2\pi ^k;f(t+T,y,\eta )=i^{\mu (\gamma ^T)}f(t,y,\eta )$$
(2.19)
if we parametrize $`C.C_B`$ by $`(t,y,\eta )^k\times \mathrm{\Sigma }_0`$ and if we notice that, because of the connexity of $`\mathrm{\Sigma }_0,`$ the Maslov index of the loop $`\gamma ^T=\{(\mathrm{\Psi }^{sT}(y,\eta ),(y,\eta ),0s1\}`$ is independent of the point $`(y,\eta )`$ ; because of the homotopy of the loops $`\gamma ^T`$ and $`\gamma ^{2\pi T_1e_1}+\mathrm{}+\gamma ^{2\pi T_ke_k}`$ if $`T=2\pi (T_1e_1+\mathrm{}+T_ke_k)`$ we can write :

$$T_{1jk}2\pi ;\mu (\gamma ^T)=\underset{j=1}{\overset{j=k}{}}T_j\mu _j\text{ with }\mu _j=\mu (\gamma ^{2\pi e_j}).$$
(2.20)
Let now $`((x,\xi ),(y,\eta ))CC_B.`$ At each time that we choose $`t^k`$ such that $`(x,\xi )=\mathrm{\Psi }^t(y,\eta )`$ we have a natural local isomorphism between $`M`$ and $`M_{CC_B}`$ as described in  p.181 ; but when we change $`t,`$ say we take $`t_0`$ and $`t_0+T`$ with $`T`$ a period of our lattice, it corresponds to a change of trivialisation of the bundle $`M_{CC_B}`$ around our point. By definition of the Maslov bundle, the transition function is $`i^{\mu (\gamma )}`$ where $`\gamma `$ is the loop

$$\gamma (s)=(\mathrm{\Psi }^{t_0+sT}(y,\eta ),(y,\eta ))\gamma =\gamma ^{t_0+T}\gamma ^{t_0}.$$

Notice that $`\mu (\gamma )`$ does not depend on the path that we draw in $`C.C_B`$ joining the point $`((x,\xi ),(y,\eta ),(t_0,F),(t_0,F))`$ to $`((x,\xi ),(y,\eta ),(t_0+T,F),(t_0+T,F))`$ because of (2.18).

The conclusion is that to define the product of the two symbols, we fix $`t_0`$ and then multiply the product of the two symbols at $`((x,\xi ),(y,\eta ),(t_0+T,F),(t_0+T,F))`$ by $`i^{\mu (\gamma ^{t_0+T}\gamma ^{t_0})}`$ and make the sum for all periods $`T`$. The result of this calculus is just (2.16) in the sens that the function $`\sigma _0(t_0,y,\eta )`$ defined by the formula (2.16) is a $``$value function on $`C.C_B`$ witch satisfies the equivariance (2.19).

Remark.—This lemma 2.3 is certainly the way to understand that “there is an isomorphism between the two bundles” (with our notations $`M`$ and $`M_{CC_B}`$) as in  p.181 : in our case one is trivial but the second is not trivial in general so they cannot be really “isomorphic”. It would be compared also with Lemma 4.2 of  given without proof for the Maslov factor.

### 2.5 end of the proof

Let $`T_0`$ be a period of our lattice ; we want now to compare $`\zeta (\frac{FP(h)}{h})\theta (P)`$ with$`\zeta (\frac{FP(h)}{h})\mathrm{exp}\frac{i}{h}(<T_0,P(h)>)\theta (P).`$ One has

$`\zeta ({\displaystyle \frac{FP(h)}{h}})e^{\frac{i}{h}<T_0,P(h)>}\theta (P)`$ $`=`$ $`{\displaystyle \frac{e^{\frac{i}{h}<T_0,F>}}{(2\pi )^k}}{\displaystyle _^k}e^{\frac{i}{h}<t+T_0,(P(h)F)>}\widehat{\zeta }(t)\theta (P)𝑑t`$
$`=`$ $`{\displaystyle \frac{e^{\frac{i}{h}<T_0,F>}}{(2\pi )^k}}{\displaystyle _^k}e^{\frac{i}{h}<t,(P(h)F)>}\widehat{\zeta }(tT_0)\theta (P)𝑑t.`$
We can conclude by the previous calculus that $`\zeta (\frac{FP(h)}{h})\mathrm{exp}\frac{i}{h}<T_0,P(h)>\theta (P)`$ can be approached by a FIO with the same Lagrangian than $`\zeta (\frac{FP(h)}{h})\theta (P)`$ and with principal symbol

$`\sigma _{T_0}(x,\xi ,y,\eta )`$ $`=`$ $`e^{\frac{i}{h}<T_0,F>}{\displaystyle \underset{\{t;(x,\xi )=\mathrm{\Psi }^t(y,\eta )\}}{}}{\displaystyle \frac{1}{(2\pi )^k}}(2\pi h)^{n/2}\widehat{\zeta }(tT_0)\times `$ (2.21)
$`\mathrm{exp}\left(ih^1A(\gamma ^t)\right)\mathrm{exp}\left(i{\displaystyle \frac{\pi }{2}}\mu (\gamma ^t\gamma ^{t_0})\right)\sigma _1`$
$`=`$ $`e^{\frac{i}{h}<T_0,F>}{\displaystyle \underset{\{t;(x,\xi )=\mathrm{\Psi }^t(y,\eta )\}}{}}{\displaystyle \frac{1}{(2\pi )^k}}(2\pi h)^{n/2}\widehat{\zeta }(t)\times `$
$`\mathrm{exp}\left(ih^1A(\gamma ^{t+T_0})\right)\mathrm{exp}\left(i{\displaystyle \frac{\pi }{2}}\mu (\gamma ^{t+T_0}\gamma ^{t_0})\right)\sigma _1`$
$`=`$ $`e^{i(h^1(A(\gamma ^{T_0})<T_0,F>)+\frac{\pi }{2}\mu (\gamma ^{T_0}))}\sigma _0(x,\xi ,y,\eta ).`$ (2.22)
We conclude that the two FIO $`e^{i(h^1(A(\gamma ^{T_0})<T_0,F>)+\frac{\pi }{2}\mu (\gamma ^{T_0}))}\zeta (\frac{FP(h)}{h})e^{\frac{i}{h}(<T_0,P(h)>)}\theta (P)`$ and $`\zeta (\frac{FP(h)}{h})\theta (P)`$ have the same Lagrangian and the same principal symbol, if we remark that $`A(\gamma ^{T_0})`$ and $`\mu (\gamma ^{T_0})`$ are numbers depending only on $`T_0`$ but not on $`(y,\eta )\mathrm{\Sigma }_0.`$ So their difference is a FIO for which the amplitude has a compact support and a factor $`h`$ ; we conclude by the theorem of $`L_2`$ continuity (we can use the theorem of Asada-Fujiwara ) that there exists a constant $`C>0`$ such that

$$\zeta (\frac{FP(h)}{h})\left(\mathrm{Id}e^{\frac{i}{h}(<T_0,P(h)F>+A(\gamma ^{T_0})+h\frac{\pi }{2}\mu (\gamma ^{T_0}))}\right)\theta (P)_{L_2}hC.$$
(2.23)
Remark.—We will give a precise estimate of the constant $`C`$ below with Lemma 3.2.

Now if $`f`$ is a commun eigenfunction of our $`P_j(h)`$ with joint eigenvalue $`\lambda =(\lambda _1,\mathrm{},\lambda _k)`$ and if we suppose $`F\lambda ch`$ and $`|\zeta |d>0`$ on the set $`\{x^k;xc\},`$ the previous evaluation gives

$$|1e^{\frac{i}{h}(<T_0,\lambda F>+A(\gamma ^{T_0})+h\frac{\pi }{2}\mu (\gamma ^{T_0}))}|h\frac{C}{d}.$$

This gives the theorem by taking for $`T_0`$ the basis of the lattice.

### 2.6 extension

What happens if one relaxes the hypothesis ($`H_3`$) ? Following the formula (2.11) of  we see that appears a new term in the principal symbol of the evolution operator :

$$\mathrm{exp}(i_0^1<p_1(\mathrm{\Psi }^{st}(y,\eta )),t>ds)$$

and in the comparison between the principal symbol of $`\zeta (\frac{FP(h)}{h})e^{\frac{i}{h}(<T_0,P(h)>)}\theta (P)`$ and $`\zeta (\frac{FP(h)}{h})\theta (P)`$ will appear a new term which a priori depends on $`(y,\eta )`$ :

$$\mathrm{exp}(i_0^1<p_1(\mathrm{\Psi }^{sT_0}(y,\eta )),t>ds).$$

The hypothesis ($`H_3^{}`$) assures that this term is constant, let us denote it by $`e^{i\delta (T_0)}`$. Following the preceding proof we obtain

###### Theorem 2

.—Under the assumptions $`H_1`$, $`H_2`$, $`H_3^{}`$ and $`H_4`$, the part of the joint spectrum $`\mathrm{\Lambda }^{Q(h)}`$ lying in any $`k`$-cube $`{\displaystyle \underset{j=1}{\overset{k}{}}}]E_{0j}hc_j,E_{0j}+hc_j[`$ centered at $`E_0`$ is localized modulo $`O(h^2)`$ near a lattice

$$E_0+𝐚^1\left(((\frac{\delta _1}{2\pi }\frac{\mu _1}{4})h\frac{\alpha _1}{2\pi }+h)\mathrm{}((\frac{\delta _k}{2\pi }\frac{\mu _k}{4})h\frac{\alpha _k}{2\pi }+h)\right),$$

where $`\delta _j`$ are the integral of the subprincipal symbol on the basic cycles of the torus acting on $`\mathrm{\Sigma }_0`$, the $`\mu _j`$ are the Maslov indices of these cycles and $`\alpha _j`$ are the action of these cycles.

## 3 Multiplicity

For simplicity we maintain in this section the hypothesis ($`H_3`$).

###### Theorem 3

.—For $`𝐧^k`$ denote by $`I_𝐧(h)`$ the $`k`$-cube with size $`2Ch^2`$ centered at $`E_0+𝐚^1(\frac{\alpha }{2\pi }\frac{\mu }{4}h+𝐧h)`$ and suppose that $`I_𝐧(h){\displaystyle \underset{j=1}{\overset{k}{}}}]E_{0j}c_jh,E_{0j}+c_jh[.`$ Then the number

$$N_𝐧(h)=\mathrm{}\left(I_𝐧(h)\mathrm{Spec}(P(h))\right)$$

admits the following behaviour on $`h`$ : there exists a sequence $`\left(l_j(𝐧)\right)_j`$ such that for any $`m`$

$$N_𝐧(h)=h^{kn}\underset{0}{\overset{m1}{}}l_j(𝐧)h^j+O(h^{mn})$$
(3.24)
and $`l_0(𝐧)=l_0=\frac{1}{(2\pi )^n}_{\mathrm{\Sigma }_0}𝑑\nu `$ where $`d\nu `$ denote the Liouville density of $`\mathrm{\Sigma }_0.`$

As before, we work with the new operators $`P(h).`$ The Liouville density of $`\mathrm{\Sigma }_0`$ is defined as follows : the map $`p_0:T^{}^n^k`$ is a submersion on a neighbourhood of $`\mathrm{\Sigma }_0`$ because of hypothesis ($`H_1`$) and then defines a density on $`\mathrm{\Sigma }_0`$ by “dividing” the euclidean density $`dx_{T^{}^n}`$ by the pullback $`p_0^{}(dx_^k)`$ of the euclidean density of $`^k`$ by the submersion. Actually $`p_0^{}(dx_^k)`$ is a well defined density on a transversal of $`\mathrm{\Sigma }_0`$ and $`d\nu `$ must satisfy at the points of $`\mathrm{\Sigma }_0`$

$$dx_{T^{}^n}=d\nu p_0^{}(dx_^k).$$

If we use the Riemannian structure of the submanifold $`\mathrm{\Sigma }_0`$ of the euclidean space $`T^{}^n`$ and denote by $`dS`$ the associated Riemannian density, then

$$dS=dp_{01}\mathrm{}dp_{0k}d\nu .$$

proof.—We will just sketch it because we just follow  herself inspired by . We want to approach $`N_𝐧(h)`$ by a trace

$$\mathrm{Tr}_\zeta (h)=\mathrm{Tr}\left(\zeta (\frac{FP(h)}{h})\theta (P(h))\right)=\mathrm{Tr}\left(\frac{1}{(2\pi )^k}_^ke^{\frac{i}{h}<t,(P(h)F)>}\widehat{\zeta }(t)\theta (P(h))𝑑t\right)$$

with $`\zeta `$ to be chosen satisfying two conditions : $`\widehat{\zeta }(0)=1`$ and the support of $`\widehat{\zeta }`$ is a small compact such that 0 is the only one period of the joint flow belonging to Supp$`(\widehat{\zeta }).`$

On one hand we can calculate $`\mathrm{Tr}_\zeta (h)`$ using the stationnary phase theorem and obtain the development (3.24) with the expression of $`l_0`$ as mentioned in  Theorem 5.2.

On the other hand we cut $`\mathrm{Tr}_\zeta (h)`$ in three terms

$$\mathrm{Tr}_\zeta (h)=\left(\underset{\lambda ;j|\lambda _jF_j|<hc_j}{}+\underset{\stackrel{\lambda ;j\left|\lambda _jF_j\right|<h^{1ϵ}c_j}{j|\lambda _jF_j|hc_j}}{}+\underset{\lambda ;j|\lambda _jF_j|h^{1ϵ}c_j}{}\right)\zeta (\frac{F\lambda }{h})\theta (\lambda )$$

and we will choose $`ϵ`$ and $`\zeta .`$ The third term can be controlled by $`O_\zeta (h^{ϵN})`$ for any $`N`$ because $`\zeta 𝒮(^k).`$ We just have to take $`N`$ such that $`ϵN>m+kn`$ when $`ϵ`$ is fixed. If we want that the first term approaches $`N_𝐧(h)`$ we must choose $`\zeta `$.

###### Lemma 3.1

.—For any $`N`$ there exists a function $`\phi _N:^k`$ satisfying

$`\widehat{\phi }_NC_0^{\mathrm{}}(^k),\phi _N(t)\stackrel{0}{}1+O(t^N)\text{ and}`$ (3.25)
$`c,𝐦^k\{0\}|\phi _N(t)|ct𝐦^N.`$ (3.26)
proof.—Remark first that for a function $`f,\widehat{f}C_0^{\mathrm{}}()`$ and $`f(0)=1,`$ the function $`\phi (x)=f(x)\frac{\mathrm{sin}(2\pi x)}{2\pi x}`$ satisfies

$$\widehat{\phi }C_0^{\mathrm{}}();\phi (x)\stackrel{0}{}1+O(|x|);c>0;n\{0\},|\phi (x)|c|xn|$$

(see Lemma 2.5.1 of ). The function

$$\phi _N(t_1,\mathrm{},t_k)=\underset{j=1}{\overset{k}{}}\left(1\left(1\phi (t_j)\right)^N\right)^N$$

satisfies the properties of the lemma.

Define now for any $`𝐦^k`$

$$\beta _𝐦=\frac{1}{2\pi h}\alpha +\frac{1}{4}\mu 𝐦,\text{and}\zeta (t)=\phi _N(t\beta _𝐧)$$
(3.27)
then, by the Theorem 1

$`{\displaystyle \underset{\lambda ;j|\lambda _jF_j|<hc_j}{}}\zeta ({\displaystyle \frac{F\lambda }{h}})\theta (\lambda )`$ $`=`$ $`{\displaystyle \underset{𝐦^k}{}}\left({\displaystyle \underset{\lambda ;\lambda (Fh\beta _𝐦)<Ch^2}{}}\zeta ({\displaystyle \frac{F\lambda }{h}})\theta (\lambda )\right)`$
$`=`$ $`{\displaystyle \underset{\lambda ;\lambda (Fh\beta _𝐧)<Ch^2}{}}\zeta ({\displaystyle \frac{F\lambda }{h}})\theta (\lambda )+O(h^{N+kn})`$
if we use (3.26) to bound each other term and Lemma 5.4 of  to bound the number of such terms by $`O(h^{kn})`$. Then using (3.25) we obtain

###### Corollary 3.1

.—For any $`m`$ if we define $`\zeta `$ by the formula above with $`N>m`$ then

$$|N_𝐧(h)\underset{\lambda ;j|\lambda _jF_j|<hc_j}{}\zeta (\frac{F\lambda }{h})\theta (\lambda )|Ch^{m+kn}$$

For the second term we need a refined version of Theorem 1 by the control of the constant C in the inequality (2.23).

###### Lemma 3.2

.—For a function $`\zeta `$ such that $`\widehat{\zeta }C_0^{\mathrm{}}(^k)`$ and $`b^{>0}`$ define $`\zeta _b(t)=\frac{1}{b^k}\zeta (\frac{t}{b}).`$ There exists $`b_0,h_0,C>0`$ such that for any $`h<h_0`$ and $`b>b_0,`$

$$\zeta _b(\frac{FP(h)}{h})\left(\mathrm{Id}e^{\frac{i}{h}(<T_0,P(h)F>+A(\gamma ^{T_0})+h\frac{\pi }{2}\mu (\gamma ^{T_0}))}\right)\theta (P)_{L_2}b^{2k}hC.$$

proof.—We will write here the kernel of the evolution operator as an oscillatory integral. If we remark that $`\widehat{\zeta _b}(t)=\widehat{\zeta }(bt),`$ the kernel of the operator $`\zeta _b(\frac{FP(h)}{h})\left(\mathrm{Id}e^{\frac{i}{h}(<T_0,P(h)F>+A(\gamma ^{T_0})+h\frac{\pi }{2}\mu (\gamma ^{T_0}))}\right)\theta (P)`$ can be written (locally in $`(x,y)`$)

$$\widehat{\zeta }(bt)e^{\frac{i}{h}(\varphi (t,x,y,\theta )+<t,F>)}a(t,x,y,\theta ,h)𝑑t𝑑\theta =e^{\frac{i}{h}\stackrel{~}{\varphi }(t,x,y,\theta )}\stackrel{~}{a}(t,x,y,\theta ,h)𝑑t𝑑\theta .$$

The relation between the phase function and the amplitude with the geometric objects already described are : $`C=\{(x,y,t,\varphi _x^{},\varphi _y^{},\varphi _t^{});\varphi _\theta ^{}(t,x,y,\theta )=0\}.`$ The amplitude $`\stackrel{~}{a}`$ has compact support and by the previous section we know that $`\stackrel{~}{a}(t,x,y,\theta ,h)=h^nh^j\stackrel{~}{a}_j(t,x,y,\theta )`$ and $`\stackrel{~}{a}_0(t,x,y,\theta )`$ vanishes on the canonical relation of our operator : $`\mathrm{\Lambda }_1^{}.`$ Moreover for any integer $`l`$ there exists a constant $`C_l>0`$ such that

$$D^l\stackrel{~}{a}_0_{\mathrm{}}b^lC_l$$
(3.28)
where $`D^l`$ is any composition of $`l`$ partial derivatives. Finally we can remark that, the phase function $`\stackrel{~}{\varphi }`$ is non-degenerated in the sense that the function $`(x,y,t,\theta )(\varphi _t^{}+F,\varphi _\theta ^{})`$ is a submersion. This fact is a consequence of the description of $`\varphi `$ given in  Theorem 4.2.

Because the phase function is non-degenerated and $`\stackrel{~}{a}_0`$ vanishes on $`\mathrm{\Lambda }_1^{}`$ which can be described as $`\mathrm{\Lambda }_1^{}=\{(x,y,\stackrel{~}{\varphi }_x^{},\stackrel{~}{\varphi }_y^{});\stackrel{~}{\varphi }_t^{}(t,x,y,\theta )=0,\stackrel{~}{\varphi }_\theta ^{}(t,x,y,\theta )=0\},`$ there exist $`C^{\mathrm{}}`$-functions with compact support $`\gamma _j`$ and $`\chi _l`$ such that $`\stackrel{~}{a}_0=<\gamma ,\stackrel{~}{\varphi }_t^{}>+<\chi ,\stackrel{~}{\varphi }_\theta ^{}>,`$ and as they are defined in terms of derivatives of $`\stackrel{~}{a}_0`$ and as $`\stackrel{~}{a}_0`$ satisfies (3.28) their derivatives of order $`l`$ are controlled by $`b^{l+1}.`$ Finally an integration by parts gives

$`{\displaystyle }e^{\frac{i}{h}\stackrel{~}{\varphi }(t,x,y,\theta )}(<\gamma ,\stackrel{~}{\varphi }_t^{}>+<\chi ,\stackrel{~}{\varphi }_\theta ^{}>)`$ $`=`$
$`{\displaystyle \frac{h}{i}}{\displaystyle e^{\frac{i}{h}\stackrel{~}{\varphi }(t,x,y,\theta )}\left(\underset{j}{}\frac{\gamma _j}{t_j}+\underset{l}{}\frac{\chi _l}{\theta _l}\right)}`$ $`=`$ $`O(hb^{2k})`$
if we remember that Supp$`(\widehat{\zeta _b})]\frac{1}{b},\frac{1}{b}[^k.`$

###### Corollary 3.2

.—For any $`ϵ<<1/2`$ if $`\lambda =\lambda (h)`$ is a joint eigenvalue of $`P(h)`$ such that$`\lambda F_{\mathrm{}}ch^{1ϵ}`$ then there exist $`C>0`$ and $`𝐦^k`$ such that

$$\lambda (Fh\beta _𝐦)Ch^{22ϵ}$$

with $`\beta _𝐦`$ defined by (3.27).

proof.—We use Lemma 3.2 with $`b=h^ϵ`$ remarking that $`|\zeta _b(t)|\frac{d}{b^k}`$ if $`t_{\mathrm{}}bc.`$ It follows that if $`\lambda F_{\mathrm{}}ch^{1ϵ}`$ then

$$|1e^{\frac{i}{h}(<T_0,\lambda F>+A(\gamma ^{T_0})+h\frac{\pi }{2}\mu (\gamma ^{T_0}))}|h^{12ϵ}\frac{C}{d}.$$

The conclusion goes as for Theorem 1.

Consequence.—If $`\lambda `$ is a joint eigenvalue occurring in the second term of $`\mathrm{Tr}_\zeta (h)`$ for the special $`\zeta `$ defined by (3.27), then it can be written $`Fh\beta _𝐦+O(h^{22ϵ})`$ with $`𝐦𝐧`$ an $`\zeta ((\frac{F\lambda }{h})\theta (\lambda )=O(h^{N(12ϵ)})`$ by (3.25) ; as previously we can bound the number of terms occurring in this sum by $`O(h^{kn}),`$ we obtain finally

$$|\underset{\stackrel{\lambda ;j\left|\lambda _jF_j\right|<h^{1ϵ}c_j}{j|\lambda _jF_j|hc_j}}{}\zeta (\frac{F\lambda }{h})\theta (\lambda )|Ch^{N(12ϵ)+kn}$$

it can be written as $`O(h^{m+kn})`$ if $`N(12ϵ)>m.`$ Therefore we have proved that for any integer $`m`$ there exist $`C>0`$ and a function $`\zeta `$ such that $`\widehat{\zeta }(0)=1`$ and $`0`$ is the only period of the joint flow belonging to the (compact) support of $`\widehat{\zeta }`$ and such that

$$|\mathrm{Tr}_\zeta (h)N_𝐧(h)|Ch^{m+kn}$$

for $`h`$ small enough. This concludes the proof of Theorem 3.