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# Non-Commutative Geometry, Spin and Quarks

## 1 Introduction

In recent years it is being realized that an important assumption that has been uncritically taken for granted in much of twentieth century Physics is that space time forms a differentiable manifold. This is the case, for example in the Riemannian General Relativity, and the Minkowski Space Time of relativistic Quantum Mechanics and Quantum Field Theory. It is only in recent years that space time manifolds where we cannot go down to arbitrarily small intervals have been considered in the context of, for example non-commutative space time models, SuperString Theory and Quantum Gravity and similar areas .
Indeed it has been suggested by the author that once we discard the conventional space time geometries and consider a non- commutative space time then it is possible to reconcile the hitherto irreconcible pillars of the twentieth century, namely General Relativity and Quantum Theory . We will now argue that from the same non- commutativity, it is possible to also understand strong interactions and the quark picture.

## 2 Strong Interactions

Let us introduce the effect of a non-commutative space time into the usual metric, at some scale $`(l,\tau )`$

$$ds^2=g_{\mu \nu }dx^\mu dx^\nu $$
(1)
If we split up the product $`dx^\mu dx^\nu `$ into symmetric and non symmetric parts, (1) will become

$$g_{\mu \nu }=\eta _{\mu \nu }+h_{\mu \nu }$$
(2)
In (2), the first term on the right side represents the usual metric, while the second term represents the effect of non- commutativity of the space time coordinates viz.,

$$[x,y]=0(l^2),[x,p_x]=ı\mathrm{}[1+l/\mathrm{})^2p_x^2]etc.$$
(3)
Equation (3) can be deduced from relations that were worked out by Snyder , and subsequently by several other scholars over the past five decades and more. Incidentally if in (3), we specialize to the Compton scale, i.e. $`l`$ denotes the Compton wavelength (and similarly, $`\tau `$, the Compton time), then, we can infact deduce the Dirac equation of the electron . In other words the non- commutativity is an $`0(l^2)`$ effect. Starting from (2), it has been shown in detail that we can deduce the gravitational field equations

$$\mathrm{}\varphi ^{\mu \nu }=kT^{\mu \nu }$$
(4)
where

$$\varphi ^{\mu \nu }=h^{\mu \nu }\frac{1}{2}\eta ^{\mu \nu }h$$
(5)
(Cf.for details).
Equations (4) and (5) represent the linearized equations of General Relativity .
Starting from equation (4), we have, as is well known, in suitable units,

$$g_{\mu \nu }=\eta _{\mu \nu }+h_{\mu \nu },h_{\mu \nu }=\frac{4T_{\mu \nu }(t|\stackrel{}{x}\stackrel{}{x}|,\stackrel{}{x}^{})}{|\stackrel{}{x}\stackrel{}{x}^{}|}d^3x^{}$$
(6)
It may be mentioned that in (6), velocities comparable to that of light are allowed, and at the same time the stresses $`T^{ıj}`$ and momentum densities $`T^{0j}`$ can be comparable to the energy momentum density $`T^{00}`$.
It is well known that when

$$|\stackrel{}{x}^{}|<<|\stackrel{}{x}|,$$

we have the equations

$$m=T^{00}d^3x$$
(7)
$$S_k=ϵ_{klm}x^lT^{m0}d^3x$$
(8)
where $`m`$ is the mass and $`S_k`$ is the angular momentum. In any case, as is well known, (6) leads to the gravitational potential . It may be mentioned that integrals and derivatives within the non-commutative geometry are approximate, because, in any case, the effects are, as pointed out, $`0(l^2)`$.
We consider the integrals in (7) and (8) in a region bounded by the Compton wavelength, because in any case, the density of the particle vanishes outside this region, and hence, so also the energy momentum density $`T^{\mu \nu }`$. Remembering that the velocity at the Compton wavelength equals $`c`$, the velocity of light, we can easily deduce from (8) that the angular momentum $`S_k`$ is given by,

$$S_k=\frac{h}{2},$$

that is the Quantum Mechanical spin half. (Cf. for details\]).
Indeed from an alternative viewpoint it has been shown that the non-commutative relations (3) imply spin and conversely .
Let us now consider the case when

$$|\stackrel{}{x}^{}||\stackrel{}{x}|$$

Then we have from (6), expanding in a Taylor series about $`t`$,

$$h_{\mu \nu }=4\frac{T_{\mu \nu }(t,\stackrel{}{x})}{|\stackrel{}{x}\stackrel{}{x}^{}|}d^3x^{}+(\text{terms independent of}\stackrel{}{x})+2$$

$$\frac{d^2}{dt^2}T_{\mu \nu }(t,\stackrel{}{x}),|\stackrel{}{x}\stackrel{}{x}^{}|d^3x^{}+0(|\stackrel{}{x}\stackrel{}{x}^{}|^2)$$
(9)
To proceed further, we will need the relation,

$$|\frac{du_\nu }{dt}|=|u_\nu |\omega $$
(10)
where $`\omega `$ the frequency is given by,

$$\omega =\frac{|u_\nu }{R}=\frac{2mc^2}{\mathrm{}}$$

Equation (10) can be derived in a simple way as follows: The non-commutative relations (3) imply

$$y\stackrel{~}{h}p_x\left(\stackrel{~}{h}=\frac{H}{h},H=0(l^2)\right)$$

(Cf. ref. ).
Whence we have

$$\dot{u_\mu }=\frac{1}{m}(\dot{p_\mu })=\frac{1}{m}\frac{h}{H}(\dot{x}_\nu )=\frac{1}{m}\frac{h}{H}u_\nu ,$$

which leads to (10). Interestingly, this is also true in the theory of the Dirac equation itself.
Using (10), we have,

$$\frac{d}{dt}T^{\mu \nu }=\rho u^v\frac{du^\mu }{dt}+\rho u^\mu \frac{du^\nu }{dt}=2\rho u^\mu u^\nu \omega ,$$

so that,

$$\frac{d^2}{dt^2}T^{\mu \nu }=4\rho u^\mu u^\nu \omega ^2=4\omega ^2T^{\mu \nu }$$

where $`\omega `$ is given in (10). Substitution in (9) now gives,

$$h_{\mu \nu }\frac{\beta M}{r}+8\beta M(\frac{Mc^2}{\mathrm{}})^2r$$
(11)
$`\beta `$ being a constant.
This resembles the QCD quark potential . In any case these considerations suggest that we can get different interactions at different distances or scales in a unified picture, which can approximately atleast represent quarks also.
We can further refine this argument. For this we will use the following relation already deduced (Cf. and references therein for details):

$$A_\sigma =\frac{1}{2}\left(\eta ^{\mu \nu }h_{\mu \nu }\right),_\sigma ,$$

It was then shown that the electromagnetic potential is given by,

$$\frac{e^2}{r}=A_0\frac{2c\mathrm{}}{r}\eta ^{\mu \nu }\frac{d}{d\tau }T_{\mu \nu }d^3x^{}=\frac{2c\mathrm{}}{r}\eta ^{ıj}\frac{d}{d\tau }T_{ıj}d^3x^{},$$

$$=2c\mathrm{}(\frac{mc^2}{\mathrm{}})\eta ^{ıj}\frac{T_{ıj}}{r}d^3x^{},$$
(12)
outside the Compton wavelength.
As we approach the Compton wavelength however, we have to use equation (9), which after a division by $`m`$, the mass of the particle to be identified with the quark, and taking $`\mathrm{}=1=c`$ to correspond to the usual theory, goes over to,

$$\frac{\alpha }{r}+\frac{\beta m_e}{l^2}r$$
(13)
which is essentially (11).
In (13) $`\alpha 1\text{and}\beta \frac{1}{m}`$ and $`m_e`$ is the electron mass. This is the QCD potential with both the Coulumbic and confining parts (Cf.ref.).
We now observe that the usual three dimensionality of space, as pointed out by Wheeler  arises due to the double connectivity or spinorial behaviour of Fermions, which takes place $`\underset{¯}{outside}`$ the Compton wavelength due to the fact that as has been seen elsewhere, while it is the negative energy components of the Dirac four-spinor which dominate inside, it is the positive energy components which predominate outside (cf.ref. for details). Such a three dimensionality can also be deduced using Penrose’s spin network theory . Interestingly, if we consider the Dirac equation in two (or one dimension) , we encounter handedness and the absence of an invariant mass - features which in the light of our considerations arise $`\underset{¯}{at}`$ the Compton wavelength. As we approach the Compton wavelength, we encounter mostly the negative energy component and the above double connectivity and therefore three dimensionality disappear: We have two or less dimensions. Indeed even in the purely classical case of a collection of relativistic particles, the various centres of mass form a two dimensional disk. Such a conclusion has been drawn alternatively at very small scales (cf.).
This leads to the following circumstance: We have to consider two and one spatial dimensions. We now use the fact that as is well known  for each dimension the $`T_{ıj}`$ in (9) or (12) is given by $`(1/3)ϵ`$, where $`ϵ`$ is the energy density. In this case it follows from (12) that the particle would have the charge $`(2/3)e`$ or $`(1/3)e`$, in two or one dimensions. Incidentally, this provides an explanation for the remarkable and well known fact that one third of charge appears to be concentrated in a core of the size of the order of the proton Compton wavelength as was experimentally well established .
Using the fact that at the Compton wavelength the charge becomes $`e/3`$, and $`d^3rl^2dr`$ owing to the single dimensionality in equation (12), and also using equation (10) in (9) we get

$$\frac{1}{9\times 137r}m_el^2\frac{T}{r}𝑑r\text{or}\frac{T}{r}\frac{1}{r\times 10^3m_e}m^2\frac{m}{r}$$

where the last step follows from a comparison with the Coloumb part of (11) or (13). Whence

$$m10^3m_e$$
(14)
where $`m`$ is the quark mass, remembering that in the above natural units, $`l=\frac{1}{m}`$.
Equation (14) is ofcourse correct. Infact using the quark mass given in (14) in (11) or (13), it is easy to see that the ratio of the coefficients of the confining and Coulumbic parts is $`(Gev)^2`$ which is also true .
Thus the quark and QCD identification is complete, and also at the same time a theoretical rationale for the mass, fractional charges and handedness of the quark has now been obtained. As noted by Salam, these were hitherto not explained theoretically .
This would also automatically imply that these fractionally charged particles cannot be observed individually, as they by their very nature appear when confined to dimensions of the order of their Compton wavelength. This is expressed by the confining part of the QCD potential (11) or (13).

## 3 Remarks

We would like to reemphasize that our model gives the mass (order of magnitude), the fractional charge, the handedness and the confinement feature of quarks correctly. Experimentally, a charge $`e/3`$ has been observed within the quark Compton wavelength, as pointed out. The correct phenomenological QCD potential also is obtained.
A final remark: In the above considerations, we had specialized to the Compton wavelength. We can see from an alternative and simple point of view, how the compton scale emerges. For this we use the fact that in the Dirac theory of the electron, we have (Cf.ref.)

$$\widehat{p}(\frac{\mathrm{}}{\widehat{x}})=\frac{E^2}{\mathrm{}c^2}\widehat{x}$$

whence

$$\widehat{x}\frac{\mathrm{}}{mc},$$

where $`\widehat{x},\widehat{p}`$ arise due to well known non-Hermitian effects. That is we recover the Compton scale, within which non-commutative and non-Hermitian effects come into play.


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# Gravitational Radiation from Gamma-Ray Burst Progenitors

## 1 Introduction

The recent discovery of long-lasting afterglows of gamma-ray bursts (GRBs) at longer wavelengths has revolutionized this field (e.g. van Paradijs, Kouveliotou & Wijers 2000) and has greatly increased confidence in the relativistic blast wave model as an explanation for the afterglow electromagnetic signatures. As of now, upward of forty GRBs have been accurately localized, belonging to the class of so-called long bursts ($`\gamma `$-ray durations upwards of 2 s), and found to be predominantly in active star-forming regions. Although we lack direct evidence about the nature of the central engine producing the relativistic flow, it is nevertheless widely accepted that GRBs are the results of catastrophic events involving either compact stellar mergers or massive stellar collapses (for reviews, see Piran 2000; Mészáros 2002; Woosley 2001). Since the ratio of the total duration of the bursts to the variability timescales is large, GRB $`\gamma `$-rays must be produced by internal shocks or other dissipative events. A key feature of internal shocks is that the observed gamma-ray variability reflects the variability in the activity of the central engine (Kobayashi, Piran & Sari 1997). Since variability timescales as short as a millisecond are observed, the engine must contain a compact object of less than a few solar masses, otherwise the light crossing time becomes larger than the variability timescales.

While the fastest variability timescale is comparable to the dynamical timescale of a millisecond, burst durations are usually very much longer, and the central engine must be active much longer than its dynamical time. This suggests that GRBs are powered by accretion disks and that the accretion timescales determine the durations. The observed energy in GRBs requires a massive ($`0.11M_{}`$) disk. Such a massive disk can form from the fall-back of debris during the formation of the compact object itself, which ultimately is likely to be a newborn black hole. Several scenarios could lead to a black hole-massive accretion disk system. This includes the merger of double neutron star binaries (Eichler et al 1989; Ruffert et al. 1997), neutron star - black hole binaries (Paczynski 1991; Janka et al. 1999), black hole - white dwarf binaries (Fryer et al. 1999a), black hole - helium star binaries (Fryer & Woosley 1998; Zhang & Fryer 2001)

The present and foreseeable sensitivity of gravitational wave detectors is such that for likely sources, including GRB, the detections would be difficult, and for this reason, much effort has been devoted to the development of data analysis techniques that can reach deep into the detector noise. A coincidence between a gravitational wave signal and a gamma-ray signal would greatly enhance the statistical significance of the detection of the gravitational wave signal (Finn, Mohanty & Romano, 1999; Kochanek & Piran 1993). Therefore, it is of interest to study the gravitational wave emission from GRB associated with specific progenitors. Another reason for doing this is that, since the $`\gamma `$-rays and the afterglow are thought to be produced at very large distances ($`10^{13}`$cm) from the central engine, we have only very indirect information about the nature of the latter. However, gravitational waves should be emitted from the immediate neighborhood of the GRB central engine itself, and their observation should give valuable information about its identity.

In the frequency band $`101000`$ Hz relevant for the laser interferometer gravitational wave observatory (LIGO), and other detectors such as VIRGO, GEO600 and TAMA300 which are currently in operation, being developed or planned, the most promising sources of gravitational radiation are thought to be coalescing compact binaries (e.g. Phinney, 1991; Ruffert et al 1997, Janka et al 1999). Compact binary mergers may be responsible for short bursts (e.g. Woosley, 2001), but there is no observational supporting evidence for this as yet. On the other hand, those GRB which have been unambiguously localized and identified (all of them long bursts with $`t_\gamma `$ 10 s) are likelier to be associated with massive stellar collapses (van Paradijs et al 2000). Numerical calculations of gravitational wave radiation from massive rotating stellar collapses have been done in the Newtonian approximation, for “collapsar” models of long GRB in 2D (e.g. Fryer et al. 1999a, McFadyen & Woosley 1999) and in 3D for general cases not intended as models for GRB (Rampp et al 1998). Recently, Dimmelmeier et al. (2002) have performed relativistic simulations of rotational supernova core collapse in axisymmetry. These numerical estimates are not conclusive, as a number of effects (including general relativity, secular evolution, non-axisymmetric instabilities etc, see Rampp et al 1998) have been neglected, but they suggest that gravitational wave emission from massive collapses may be much less important than from compact binary mergers. On the other hand, recent semi-analytical estimates (Fryer, Holz & Hughes 2002; Davies et al 2002; van Putten 2001) have indicated that instabilities in the collapsing core or in the accretion disk of a collapsar GRB could lead to significantly stronger gravitational wave signals than expected from the previous numerical estimates. It is therefore of interest to re-examine the gravitational wave signals expected from various specific GRB progenitors that have been recently discussed, and based on current astrophysical models, to consider the range of rates and strains expected in each case, for comparison with the LIGO sensitivity.

In §2 we review the mechanisms that lead to gravitational wave emission from GRB. In §3 we apply them to each of the GRB progenitor models and estimate the expected rates, strain and frequency of the gravitational waves. In §4, the detectability of the gravitational waves with the advanced LIGO system is discussed. We give conclusions in §5.

## 2 Emission Mechanisms

The process of binary coalescence as a gravitational wave source is in principle simpler to analyze than that of a massive stellar collapse, although they share some common features, especially in the later phases. The binary coalescence process can be divided into three phases: in-spiral, merger and ring-down (e.g., Flanagan & Hughes 1998). (1) During the in-spiral phase, the gravitational radiation reaction time scale is much longer than the orbital period. As the binary loses energy by gravitational radiation, the masses gradually spiral in toward each other. (2) The merger begins when the orbital evolution is so rapid that adiabatic evolution is not a good approximation, or when the masses (if the radii are much larger than their gravitational radius, e.g. white dwarfs and Helium stars), come into contact with each other. Then the two masses go through a violent dynamical merger phase which leads to a black hole on a dynamical timescale, releasing a fraction of their rest mass energy in gravitational waves. However, a significant fraction of the stellar material retains too much angular momentum to cross the black hole horizon promptly. This creates a temporary disk of debris material around the BH, whose accretion over times long compared to a dynamic time can power a GRB jet. (3) The black hole, right after it forms, is initially deformed, and in a ring-down phase radiates away the energy associated with these deformations as gravitational waves, until it settles into a Kerr geometry.

Collapsars, i.e. massive stellar collapses leading to a GRB, require a high core rotation rate, which may be easier to achieve if the star is in a binary system, although this is not necessary (e.g. Woosley, 2001). The high rotation rate is required to form a centrifugally supported disk around a central, possibly spinning black hole, to power a GRB jet. A high rotation rate, however, may be conducive to the development of bar or fragmentation instabilities in the collapsing core or/and in the massive disk around the central object (Nakamura & Fukugita 1989; Bonnell & Pringle 1995; van Putten 2001, 2002; Davies et al. 2002; Fryer, Holz & Hughes 2002). The asymmetrically infalling matter also perturbs the black hole’s geometry, which leads to rig-down gravitational radiation. The gravitational wave emission from collapsars can thus in principle be estimated in a similar way to what is done in binaries during the in-spiral, merger and ring-down phases, although with considerably larger uncertainties.

### 2.1 In-spiral

In-spiraling compact binaries can be described as two point particles with masses $`m_1`$ and $`m_2`$, whose orbital parameters evolve secularly due to gravitational radiation. The radiation carries away orbital binding energy, which leads to a faster orbiting and more compact system. Though the amplitude of the gravitational wave itself $`h(t)`$ increases as the system evolves, the frequency $`f`$ also rapidly increases. As the result, the energy spectrum is a decreasing function of $`f`$ (e.g., Misner, Thorne & Wheeler 1973),

$$\frac{dE}{df}=\frac{(\pi G)^{2/3}}{3}^{5/3}f^{1/3},$$
(1)
where $`=(m_1m_2)^{3/5}(m_1+m_2)^{1/5}`$ is the chirp mass. The characteristic gravitational wave amplitude is defined with the Fourier transform of $`h(t)`$ as $`h_c(f)=f|\stackrel{~}{h}(f)|`$, and equal to $`\sqrt{N}h`$ where $`N=f^2(df/dt)^1`$ is the number of cycles radiated while the frequency changes by an amount of order $`f`$. The characteristic amplitude at a detector at a distance $`d`$ is given by a function of the energy spectrum.

$`h_c`$ $`=`$ $`{\displaystyle \frac{1}{\pi d}}\sqrt{{\displaystyle \frac{G}{10c^3}}{\displaystyle \frac{dE}{df}}},`$ (2)
$``$ $`1.4\times 10^{21}\left({\displaystyle \frac{d}{10Mpc}}\right)^1\left({\displaystyle \frac{}{M_{}}}\right)^{5/6}\left({\displaystyle \frac{f}{100Hz}}\right)^{1/6},`$ (3)
This formula is obtained from an rms average of the amplitudes over different possible orientations of the source and interferometer. Since we used the standard definition of the signal-to-noise ratio defined by eq. (15) in section 4, our characteristic amplitude is smaller by a factor of $`2\sqrt{5}`$ than eq. (5.1) in Flanagan & Hughes (1998). For a given energy spectrum of gravitational waves and noise spectrum density, both formulae give the same signal-to-noise ratio.

### 2.2 Merger

Late in its evolution, a binary system will undergo a transition from an adiabatic in-spiral induced by gravitational radiation damping to an unstable plunge induced by strong spacetime curvature (merger phase). For double neutron star binaries, the in-spiral signal contribution can be taken to end around the frequency (Kidder, Will & Wiseman 1993; Lai & Wiseman 1996),

$$f_i1000\left(\frac{M}{2.8M_{}}\right)^1\text{Hz},$$
(4)
where the total mass $`M=m_1+m_2`$. However, if a white dwarf or a helium star consists of the binary, the masses collide with each other at a separation $`l`$ comparable to the sizes of masses. Since this happens well before the relativistic or tidal effect becomes important, the in-spiral gravitational signal ends at a much lower frequency,

$$f_i0.1\left(\frac{M}{M_{}}\right)^{1/2}\left(\frac{l}{10^9\text{cm}}\right)^{3/2}\text{Hz}.$$
(5)
The gravitational wave emission resulting from the coalescence of either double neutron star or black hole – neutron star binary systems is still poorly understood. The gravitational fields are quite strong and dynamical, which rules out a perturbative approach, and requires solving the full Einstein equations. Recently, numerical simulations of the coalescence of two equal mass black holes in off-axis collisions have been calculated and provide some guidance (Khanna et al. 1999). They find that about $`1\%`$ of the total mass energy will emerge as gravitational waves during the final stages of the collision (ring-down phase). The radiation from the early merger stage of coalescence could be very much larger than the late stage ring-down radiation. Therefore, we assume that total energy radiated in the merger phase is

$$E_m=ϵ_m\left(\frac{4\mu }{M}\right)^2Mc^2$$
(6)
where $`ϵ_m`$ (of nominal value 5%) is a parametrisation of the total mass energy radiated in the coalescence, and the reduced mass is $`\mu =m_1m_2/M`$. The reduction factor $`(4\mu /M)^2`$ is unity for equal masses and gives the correct scaling law in the test particle limit $`\mu M`$.

The frequency of gravitational radiation in the in-spiral phase is well-defined as a function of time, and increases monotonically. All the energy emitted in the in-spiral phase is at frequencies less than $`f_i`$. We assume that the spectrum of radiation in the merger phase is confined to the frequency regime $`f>f_i`$. As we discuss below, we define the end of the merger phase to occur when the waveform can be described by the $`l=m=2`$ quasi-normal mode signal of a Kerr black hole. The quasi-normal ringing frequency $`f_q`$ gives an approximate upper-bound for the frequencies carrying substantial power during the merger (Flanagan & Hughes 1998).

$$f_q\frac{F(a)c^3}{2\pi GM}32F(a)\left(\frac{M}{M_{}}\right)^1\text{kHz}.$$
(7)
where $`F(a)=10.63(1a)^{3/10}`$ and $`a`$ is the dimensionless spin parameter of the black hole (Echeverria 1989). Though the energy spectrum could have some features related to the dynamical instabilities (Zhuge et al. 1994; Dimmelmeier et al. 2002), we assume the simplest flat spectrum with the following amplitude,

$$\frac{dE}{df}=\frac{E_m}{f_qf_i}$$
(8)
Using eq (2) and an approximation $`f_qf_if_q`$, the characteristic gravitational wave amplitude is given by

$$h_c2.7\times 10^{22}F(a)^{1/2}\left(\frac{ϵ_m}{0.05}\right)^{1/2}\left(\frac{4\mu }{M}\right)\left(\frac{d}{10Mpc}\right)^1\left(\frac{M}{M_{}}\right).$$
(9)
Here the $`M`$, $`\mu `$ and $`ϵ_m`$ are those appropriate to the end of the merger phase.

If dynamical instabilities develop in the rotating core or in the rotating massive disk during the merger phase, the deformed core/disk could radiate strong gravitational waves in a narrow frequency band. The deformation may be considered, in its simplest form, as either two blobs or a bar. Using in either case a formula appropriate for a rotating bar (e.g. Fryer, Holz & Hughes 2002), we can estimate the amplitude of the corresponding gravitational wave emission. Considering a bar of mass $`m`$ and length $`2r`$ which rotates with angular frequency $`\omega `$, the mean strain is given by

$$h=\sqrt{\frac{32}{45}}\frac{G}{c^4}\frac{mr^2\omega ^2}{d}.$$
(10)
Assuming $`\omega ^2=Gm^{}/r^3`$, the characteristic amplitude $`h_c\sqrt{N}h`$ is

$$h_c1.9\times 10^{21}\left(\frac{N}{10}\right)^{1/2}\left(\frac{m}{M_{}}\right)\left(\frac{m^{}}{M_{}}\right)\left(\frac{d}{10Mpc}\right)^1\left(\frac{r}{10^6\text{cm}}\right)^1.$$
(11)
where we assumed that the waves remain coherent for $`N=10`$ cycles (this value is optimistic). When we discuss the instability of a rotating core, $`m`$ and $`m^{}`$ are assumed to be equal and their cannot exceed the mass of the core, while when we discuss the instability of an accretion disk rotating around a black hole, $`m`$ and $`m^{}`$ are assumed to be the masses of the accretion disk and the black hole, respectively.

### 2.3 Ring-down

A deformed black hole should undergo damped vibrations which emit gravitational radiation. The most slowly damped mode, which has spherical harmonic indices $`l=m=2`$, will dominate over other quasi-normal modes at late times. Since this mode may also be preferentially excited in the presence of binary masses or fragmentation of a massive disk, we here focus attention on the $`l=m=2`$ mode.

The spectrum is peaked at $`f_q`$ with a width given by the inverse of the damping time $`\mathrm{\Delta }f\tau ^1=\pi f_q/Q(a)`$ where $`Q(a)=2(1a)^{9/20}`$ (Echeverria 1989),

$$\frac{dE}{df}\frac{E_rf^2}{4\pi ^4f_q^2\tau ^3}\left[\frac{1}{\left[(ff_q)^2+(2\pi \tau )^2\right]^2}+\frac{1}{\left[(f+f_q)^2+(2\pi \tau )^2\right]^2}\right],$$
(12)
where $`E_r=ϵ_r(4\mu /M)^2Mc^2`$ is the energy radiated during the ring-down phase, and we assume $`ϵ_r=0.01`$ as a nominal parameter henceforth. The characteristic gravitational wave amplitude at $`f=f_q`$ is given by

$$h_c2.0\times 10^{21}\left(\frac{ϵ_r}{0.01}\right)^{1/2}\left(\frac{Q/F}{14}\right)^{1/2}\left(\frac{d}{10Mpc}\right)^1\left(\frac{\mu }{M_{}}\right).$$
(13)
The value of the spin $`a`$ of the final black hole depends on the initial parameters of the system, and this dependence is not well understood at present. Since the black hole may typically have spun up to near maximal rotation by a massive accretion disk (Thorne 1974), we adopt $`a=0.98`$ which is the value assumed by Flanagan & Hughes (1998).

## 3 Progenitors

In recent years the black hole accretion disk model for GRBs has received much attention (Fryer, Woosley & Hartmann 1999; Popham, Woosley & Fryer 1999; Mészáros 2000, 2002; Narayan, Piran & Kumar 2001). Progenitors likely to lead to this accretion system include binary mergers and collapsars: double neutron stars (DNS), black hole - neutron star (BH-NS), black hole - white dwarf (BH-WD), black hole - helium star (BH-He), and fast-rotating massive stellar collapses. If the viscosity parameter of the disks has a standard value of $`\alpha =0.1`$, DNS and BH-NS mergers can explain short GRBs with durations under a second, but they are unlikely to produce long GRBs with durations of tens or hundred of seconds. On the other hand, BH-WD and BH - He mergers and collapsars might produce long GRBs.

Recently Fryer et al. (1999b) and Belczynski, Bulik & Rudak (2002) have estimated the formation rate of these progenitors by using population synthesis methods. The results of Fryer et al. (1999b) are summarized in Table 1, where the standard values of the formation rates and the uncertainty ranges are listed. Assuming the galaxy density $`n_{glx}=0.02`$ Mpc<sup>-3</sup>, we can estimate the distance inside which an event is expected to happen within in a year from the formation rates $`R`$.

$$d230\left(\frac{R}{\text{Myr}^1\text{galaxy}^1}\right)^{1/3}\left(\frac{n_{glx}}{0.02\text{Mpc}^3}\right)^{1/3}\text{Mpc}.$$
(14)
The estimates on the formation rates by Belczynski et al. (2002a) are consistent with the results of Fryer et al. (1999b) and within the uncertainty range in table 1 in most of their models. Though some of their models predict higher formation rates by a factor of a few than the upper limits in table 1, the uncertainty range of the distances are similar because the distances are rather insensitive to the rate $`dR^{1/3}`$.

Table 1

|  | Formation Rate | | Distance | |
| --- | --- | --- | --- | --- |
|  | \[$`\text{Myr}^1\text{galaxy}^1`$\] | | \[Mpc\] | |
|  | Standard | Range | Standard | Range |
| DNS | 1.2 | 0.01-80 | 220 | 53-1100 |
| BH-NS(a) | 2.6 | 0.001-50 | 170 | 62-2300 |
| (b) | 0.55 | 0.001-50 | 280 | 62-2300 |
| BH-WD | 0.15 | 0.0001-1 | 430 | 230-4900 |
| BH-He | 14 | 0.1-50 | 95 | 62-490 |
| Collapsar | 630 | 10-1000 | 27 | 23-110 |

### 3.1 Double Neutron Stars

Stars more massive than $`8M_{}`$ are thought to collapse to form a neutron star remnant and a core-collapse supernovae, while stars more massive than $`20M_{}`$ are thought to result in a black hole remnant (Fryer 1999). The standard scenario to form close double neutron star (DNS) binaries begins with two massive stars with masses between $`8M_{}`$ and $`20M_{}`$. The more massive (primary) star in the binary evolves off the main sequence, and forms a neutron star accompanied by a supernova explosion. If the system remains bound after the supernova explosion of the primary, it results in a binary composed of a neutron star and a massive main sequence star. When the secondary, in turn, evolves off the main sequence and expands, the neutron star enters the hydrogen envelope of the secondary and begins to spiral toward the secondary’s helium core. The orbital energy released ejects the hydrogen envelope, forming a neutron star - helium star binary. After the explosion of the helium star as a supernova, there remains a DNS binary.

However, recent calculations of neutron star accretion reveal that, during this common envelope phase, the neutron star can accrete over $`1M_{}`$, and collapse to form a black hole (Chevalier 1996; Bethe & Brown 1998; Fryer et al. 1999b). Thus, the standard scenario for DNS binaries may in fact form BH-NS binaries (see, however, Belczynski, Kalogera & Bulik 2002). An alternative scenario (Brown 1995) is that the initial binary system consists of two massive stars with nearly equal mass (within $`5\%`$ difference). The secondary evolves off the main sequence before the explosion of the primary as a neutron star. The two stars then enter a common envelope phase and form double helium star binary. After the hydrogen envelope is ejected the helium stars explode and collapse to neutron stars.

The solid line in figure 1 gives the characteristic amplitude of gravitational waves from a DNS binary ($`m_1=m_2=1.4M_{}`$) in the in-spiral phase at 220 Mpc. This distance corresponds to the radius within which a merger event is expected in a year, according to the rates in table 1. The shaded region shows the uncertainty range corresponding to the formation rate uncertainty. Around $`f_i1000`$ Hz, the orbital evolution becomes so rapid that adiabatic evolution is not a good approximation any more. Then, the neutron stars begin to merge, they quickly form an object too large to be supported by nuclear and degeneracy pressure. A black hole forms on a dynamical time-scale, but a significant amount of mass $`0.030.3M_{}`$ will have, at first, too much angular momentum to fall into the hole promptly (Fryer et al. 1999b). The resultant accretion disk and/or the spin of the black hole (via the Blandford-Znajek  mechanism) is responsible in this model for the relativistic jet which powers the electromagnetic signal of the GRB (Mészáros & Rees 1997).

The amplitudes of the gravitational wave signals associated with the merging (dashed-dotted) and ring-down phases (solid spike) of the black hole are also shown in Figure 1. The frequency of the BH quasi-normal mode is $`9.3`$kHz. In addition, a bar-mode instability might develop in the early stage of the merger, or a similar instability may arise intermittently in the inner disk. To illustrate the maximum signal levels that could arise from such instabilities, in equation (11) we used arbitrary but plausible parameters $`m=m^{}=2.8M_{}`$, $`r=4Gm/c^2`$ and assuming that the waves remain coherent for $`N=10`$ cycles, we have plotted in the same figure the characteristic strain (circle), with an error bar due to the uncertainty in the formation rate.

### 3.2 Black Hole – Neutron Star

As discussed above, BH-NS binaries can form from neutron star binaries in which the neutron star of the primary undergoes too much accretion during the common envelope phase and collapses to a black hole. This formation scenario ($`a`$ in Table 1) produces a binary consisting of a neutron star of $`m_21.4M_{}`$ and a low-mass black hole of $`m_13M_{}`$ (Fryer et al. 1999b).

The more standard formation scenario for BH-NS system (scenario $`b`$ in Table 1) begins with two massive stars in which the primary have a mass greater than $`20M_{}`$. The primary evolves off the main sequence, and continues to evolve. When it forms a black hole, the system consists of a black hole and a massive star. This system evolves through a common envelope phase as the secondary star expands. During this common envelope phase, the black hole spirals into the massive secondary and ejects the hydrogen envelope. The supernova explosion of the secondary results in the formation of a binary consisting of a neutron star and a higher mass black hole $`m_112M_{}`$ (Fryer et al. 1999b). Fryer et al. (1999b) obtain the bimodal distribution of black hole masses presented in their Fig 17, assuming that a black hole mass is equal to 1/3 of the progenitor mass. Though recent studies based on core collapse simulations show that the mass distribution is rather flat (Fryer & Kalogera 2001; Belczynski et al. 2002b), we apply $`m_112M_{}`$ to the typical value of high mass black holes.

We assume that the gravitational wave signal from the in-spiral binary ends around the frequency given by eq. (4) and hence this signal shuts off nominally at $`f_i640`$Hz (scenario $`a`$) or $`f_i210`$Hz (scenario $`b`$). When the BH-NS binary merges, the neutron star is tidally disrupted. Some of the material accretes onto the BH directly, while the remainder forms an accretion disk of $`0.30.7M_{}`$ (Janka et al. 1999). The electromagnetic GRB signal from BH-NS is similar to that in DNS binaries, and of comparable but somewhat larger energy (Mészáros & Rees 1997). The gravitational wave signals are also comparable, the differences being associated with the BH mass (or possibly its spin rate, related to the total accretion history). We show the amplitudes of the gravitational waves for the two BH-NS scenarios in figure 2. The quasi-normal ring-down mode frequencies are $`6`$kHz ($`a`$) and $`2`$kHz ($`b`$). If a bar instability develops in the massive accretion disk, the maximum range of signals expected from this are calculated from equation (11) with optimal but plausible parameters $`m=0.5M_{}`$ and $`r=6Gm^{}/c^2`$, rotating around a black hole of $`m^{}=4M_{}`$ ($`a`$) or $`=13M_{}`$ ($`b`$), and assuming that the waves remain coherent for $`N=10`$ cycles. These are shown as circles in figure 2.

### 3.3 Black Hole – White Dwarf

A scenario for binaries consisting of a black hole and a white dwarf (BH-WD) begins with main sequence stellar systems having an extreme mass ratio, with primary mass $`20M_{}`$ and secondary mass $`8M_{}`$. After the primary collapses to form a black hole, one has a binary consisting of a black hole $`315M_{}`$ and a main-sequence star (Fryer et al. 1999a). As the secondary star expands off the main sequence, a common envelope phase can occur, which results in a decrease of the orbital separation. The system eventually evolves into a binary of a black hole and a high mass white dwarf of mass $`0.9M_{}`$ (Fryer et al. 1999a). Since white dwarf radii $`10^9`$cm are much larger than those of neutron stars, the gravitational wave signal from the in-spiral phase shuts off at a low frequency $`f_i0.4(M/10M_{})^{1/2}(r/10^9\text{cm})^{3/2}`$Hz. This is well below the seismic noise cutoff $`10`$ Hz.

As the BH-WD binary undergoes merger, the BH spirals inward through the envelope of the white dwarf, in the process of which the white dwarf is tidally disrupted and most of its matter goes into an accretion disk around the black hole. Gravitational radiation is expected during this process from the varying quadrupole moment of the BH and the inner portions of the WD core or other inhomogeneities arising during the disruption. This can be described in a simplified manner as the gravitational radiation of a BH and one or more discrete time-variable mass concentrations as they approach and start to merge with each other. In figure 3, we give the characteristic maximum gravitational wave amplitude from the coalescence of a BH of $`m_1=10M_{}`$ and a white dwarf after the spiral-in phase (with mass values motivated by Fryer et al 1999a), during the merger and disruption phase. The fraction of the WD mass concentration used in equation (9) is $`m_2=\alpha M_{}`$, where we take $`\alpha 10^1`$ as a rough upper limit of the mass fraction of the WD core or blob, including any infall, which lies inside a radius $`6Gm_1/c^2`$ of the BH at the time of close approach to the BH when the dynamical merger process starts. Bar instabilities may also form in a disk resulting from the tidal destruction of the WD, and we have plotted the gravitational wave amplitude from a bar with $`m=\beta M_{}`$ (with $`\beta 10^1`$) and length $`r=6Gm^{}/c^2`$ rotating coherently for $`N=10`$ cycles around a black hole of $`m^{}=10M_{}`$, to represent the maximal radiation from bar-unstable massive disk. Also plotted is the final BH ring-down phase signal, which is calculated from equation (13) with $`\mu `$ estimated with the same masses as the final merger signal.

### 3.4 Black Hole – Helium Star

A helium star (BH-He) merger model begins with a close binary system of two massive stars, each greater than $`8M_{}`$. The more massive star (primary) evolves off the main sequence, and forms a compact object (most likely a black hole) in a supernova explosion (Fryer et al. 1999b; Belczynski et al. 2002a). When the secondary, in turn, evolves off the main sequence and expands, the compact object enters its companion’s hydrogen envelope. If the in-spiraling compact object does not have sufficient orbital energy to eject the hydrogen envelope, it moves on into the helium core. The compact object quickly accretes enough material to become a black hole if it has not already. The angular momentum of the black hole - helium core binary is injected into the helium core, forming a massive disk of mass $`4M_{}`$ around a spinning black hole of $`3M_{}`$, with a disk radius equal to a fraction of the initial helium core $`10^910^{10}`$ cm (Fryer & Woosley 1998).

A He star is of comparable or somewhat larger outer radius than a WD and hence gravitational waves from the pre-contact in-spiral phase again lie below the seismic noise cut-off threshold. As in the BH-WD case, gravitational waves in the LIGO sensitivity range can arise after the BH penetrates the envelope of the He star and circles its way inwards, due to the varying quadrupole moment of the BH and the stellar core or inhomogeneities arising during the tidal destruction of the star, from bar instabilities in the deformed massive tidal disruption disk, and from the final ring-down of the BH. In order to estimate the maximum characteristic amplitude in the merging and ring-down phases, we use eqs (9) and (13) with $`m_1=3M_{}`$ and $`m_2=4\alpha M_{}`$ (with mass values motivated by Fryer & Woosley 1998), where we took $`\alpha 10^1`$. The results are shown in figure 4. The maximum amplitude of the gravitational waves from a bar with mass $`m=4\beta M_{}`$ (where $`\beta 10^1`$) and length $`r=6Gm^{}/c^2`$ rotating coherently for $`N=10`$ cycles around a black hole with $`m^{}=3M_{}`$ is also plotted.

### 3.5 Collapsar

If the progenitor mass exceeds $`40M_{}`$, the collapse of the iron core does not produce a successful outgoing shock but instead leads to the prompt formation of a black hole (type I collapsar). For a GRB, it is required that the progenitor, or at least its core, be fast rotating (MacFadyen & Woosley 1999; Fryer 1999). As the inner stellar layers fall into the newborn black hole of $`23M_{}`$ <sup>1</sup><sup>1</sup>1The final mass of the black hole depends on the amount of fall-back, and could be as large as its progenitor (Fryer 1999). However, black hole - massive accretion disk systems in the intermediate stage is relevant to GRB phenomena and the gravitational radiation (MacFadyen & Woosley 1999), and form an accretion disk, the energy from the massive disk and/or the rotation of the black hole itself powers a GRB jet in the same way as in the previous scenarios.

For progenitor masses between $`20M_{}`$ and $`40M_{}`$ (e.g. Fryer 1999) the collapse of the iron core leads to a different scenario, since the initial core mass infall is not sufficient to make a BH promptly, but leads to a temporary NS and an initial outward-moving shock. After a delay of minutes to hours, the fall-back of stellar material that was initially moving outwards, but which fails to achieve escape velocity, finally drives the central object above the maximal NS mass limit $`3M_{}`$ (Rhoads & Ruffini 1974), and a BH is formed, leading to a GRB. This is called the type II collapsar scenario. Although the accretion time-scales of type II collapsars may be too long for the average long bursts of $`1030`$ sec, type II collapsars are probably as likely or somewhat more frequent events than Type I, because they involve a more densely populated portion of the stellar mass function. Assuming an initial mass function of $`fdMM^{2.7}dM`$ (Scalo 1986), the ratio of the number of progenitor stars of both types is $`N(20M_{}40M_{})/N(>40M_{})2.2`$.

Collapsars, even if arising from single stars, have in principle the potential to emit a substantial amount of their energy in gravitational waves, since they are fast-rotating and non-axisymmetries in the collapse are to expected. It is still a wide-open issue whether a rotating collapsing core fragments to produce two or more compact objects (Fryer et al. 2002). If it happens, their coalescence could emit strong gravitational waves (Nakamura & Fukugita 1989). Also, although the mass of the accretion disk in such systems depends on the viscosity assumed, the disk mass is as high as $`1M_{}`$ in the low-viscosity models of MacFadyen & Woosley (1999). In this case, the self-gravity of the disk could become important, and gravitational instabilities (e.g., spiral arm or bar formation) might develop and radiate gravitational waves (Davies et al 2002; Fryer et al 2002; van Putten 2002). The black hole will also suffer deformations from the non-uniform, non-axisymmetric accreting material, leading to ring-down.

The characteristic gravitational wave amplitudes are calculated in a similar way as before, under the assumption that the core collapse leads to asymmetrical blobs which undergo a merger leading to a BH, which then undergoes a ring-down phase. The parameters chosen are plausible but arbitrarily chosen to represent the maximum level of signals that could be expected. These are shown in figure 5, where we assumed $`m_1=m_2=\alpha M_{}`$ with $`\alpha 1`$ (representing blobs which become the BH) and we assumed that the merging phase starts when the blobs are separated by $`r10^7`$ cm. A rough estimate on the maximal emission from an unstable accretion disk is given by the gravitational wave amplitudes from bars of $`m=\beta M_{}`$, $`m^{}=3M_{}`$ and $`r=6Gm^{}/c^2`$ where $`\beta 1`$. We have calculated these amplitudes for the distances derived from the occurrence rates of Type I collapsars derived by Fryer et al. (1999b). Type II rates were not computed, but if we take into account the Type II as well, using the mass function ratio in the next to last paragraph, the amplitude of gravitational waves from collapsars should be stronger than what is shown in figure 5, which corresponds to Type I only.

## 4 Detectability

A complete set of theoretical waveform templates will be available for the in-spiral and ring-down phases of compact binaries such as BH-BH, and presumably also for BH-NS, NS-NS. These are directly applicable to the first two GRB scenarios, and may be of some limited use in other scenarios, e.g. if core collapse leads to break-up into very dense (NS-like) blobs. When templates can be used, one can employ the matched filtering technique (e.g. Thorne 1987) to optimize the search for gravitational wave signals in the observational data stream. This technique is useful especially for in-spiral binaries emitting signals of many cycles. The signal-to-noise ratio (S/N) $`\rho `$ is given by

$$\rho ^2=4_0^{\mathrm{}}\frac{|\stackrel{~}{h}(f)|^2}{S_h(f)}𝑑f,$$
(15)
where $`S_h(f)`$ is the noise power spectral density of the detector. The gravitational wave signal is detectable if the S/N exceeds a threshold $`\rho _{th}`$, as a rough rule of thumb taken as $`\rho _{th}5`$.

NS-NS and BH-NS – The matched filtering technique can in general be applied only to the in-spiral phases of NS-NS and BH-NS binaries. Unfortunately, the ring-down frequencies of the quasi-normal modes of stellar mass black holes are too high to be optimal for the advanced LIGO. Furthermore, the in-spiral signal from BH-WD and BH-He binaries ends below the seismic cutoff frequency $`10`$ Hz. For the nearest NS-NS binary in-spiral which happens in a year, the S/N calculated numerically from equations (3) and (15) is

$$\rho _{NSNS,insp}7.4(1.5,30.)(/1.2M_{})^{5/6}(R/1.2\text{Myr}^1\text{galaxy}^1)^{1/3}$$
(16)
where the numbers in parenthesis give the range of the S/N ratio due to the uncertainty in the formation rate $`R`$ listed in Table 1, and $`=(m_1m_2)^{3/5}(m_1+m_2)^{1/5}`$ is the chirp mass. For the nearest BH-NS binary in a year in scenario a and b, the S/N values and their uncertainties are

$$\rho _{BHNS,insp}=\{\begin{array}{cc}13(0.9,35.)(/1.8M_{})^{5/6}(R/2.6\text{Myr}^1\text{galaxy}^1)^{1/3},\hfill & \text{scenario (a);}\hfill \\ 12(1.5,54.)(/3.2M_{})^{5/6}(R/0.55\text{Myr}^1\text{galaxy}^1)^{1/3},\hfill & \text{scenario (b).}\hfill \end{array}$$
(17)
The advanced LIGO system could therefore detect gravitational waves from these NS-NS and BH-NS scenarios.

Collapsars – For collapsars, as well as for BH-WD and BH-He star binaries, the gravitational wave frequencies in the merger phase (if the core breaks up into blobs) come into a suitable range for detection by the advanced LIGO. Although the waveform is unknown, the signals may nonetheless be detectable using the cross-correlation of the outputs of two LIGO detectors. The two LIGO detectors are coaligned, but widely separated. If we set the arrival time of the GRB signal as the origin of time at each detector by using the sky position of the GRB or the afterglow, we can correct for the physical separation so that the two detectors can be considered as “coincident” (i.e. having identical locations and arm orientations). The outputs of the two detectors around the onset of the GRB are

$$s_1(t)=n_1(t)+h_1(t),s_2(t)=n_2(t)+h_2(t),$$
(18)
where $`h_1(t)`$ and $`h_2(t)`$ are the gravitational wave strains in the two detectors, and $`n_1(t)`$ and $`n_2(t)`$ denote the noise components intrinsic to the two detectors. Since we assume that the two detectors are coincident and coaligned, the gravitational strains are essentially identical, $`h(t)h_1(t)=h_2(t)`$. Given the detector outputs, we can define the weighted cross-correlation signal $`X_{on}`$ as

$$X_{on}=(s_1,s_2)=_{T/2}^{T/2}𝑑t_{T/2}^{T/2}𝑑t^{}s_1(t)s_2(t^{})Q(tt^{}),$$
(19)
where $`Q`$ is a filter function. We can also write this equation in the frequency domain.

$$X_{on}_{\mathrm{}}^{\mathrm{}}𝑑f_{\mathrm{}}^{\mathrm{}}𝑑f^{}\delta _T(ff^{})\stackrel{~}{s}_1^{}(f)\stackrel{~}{s}_2(f^{})\stackrel{~}{Q}(f^{}),$$
(20)
where $`\stackrel{~}{s}_1`$, $`\stackrel{~}{s}_2`$ and $`\stackrel{~}{Q}`$ are the Fourier transforms of $`s_1(t)`$, $`s_2(t^{})`$ and $`Q(tt^{})`$. $`\delta _T(f)=\mathrm{sin}(\pi fT)/\pi f`$ is the finite-time approximation to the Dirac delta function. If we knew the signal $`h(t)`$, we could construct a $`Q`$ that maximizes the S/N as $`\stackrel{~}{Q}(f)=|\stackrel{~}{h}(f)|/S_1(|f|)S_2(|f|)`$. $`S_1(f)`$ and $`S_2(f)`$ are the power spectral densities of the noises of the two detectors. Finn et al. (1999) suggested to adopt this filter with $`|\stackrel{~}{h}(f)|^2`$ assumed to be unity in the detector band if a detailed knowledge of $`h(t)`$ is lacking. Therefore, assuming for simplicity that the power spectral densities are identical, $`S(f)S_1(f)=S_2(f)`$ in the two detectors, we adopt $`\stackrel{~}{Q}(f)=\lambda /S^2(|f|)`$ where $`\lambda `$ is a normalization constant.

The expected value of the cross-correlation signal (averaged over the source population) is

$$X_{on}\lambda _{\mathrm{}}^{\mathrm{}}\frac{h_c^2(f)}{f^2S^2(|f|)}𝑑f.$$
(21)
Using data segments not associated with GRBs (off-source), we can also evaluate the fluctuation of the cross-correlation of the noise,

$$\sigma _{off}^2=\overline{(n_1,n_2)^2}\frac{\lambda ^2T}{4}_{\mathrm{}}^{\mathrm{}}\frac{df}{S^2(|f|)}.$$
(22)
The factor $`T`$ on the right hand side arises from evaluating $`\delta _T(0)`$. We assume that the duration of gravitational wave bursts are shorter than $`T=10`$ sec. In the previous section, we assumed that the merger phase starts at $`200`$ Hz (collapsars), or at $`f_i0.4`$Hz (BH-WD and BH-He binaries). During $`T=10`$ sec, the system can rotate multiple times, and it is plausible to assume that a significant fraction of the energy in the system is emitted during this time. If the energy spectrum of the gravitational waves $`dE/df`$ is flat, as we have assumed, most of gravitational wave energy is emitted in the high frequency band $`f_q`$. The emission timescale might be comparable to the damping time of the quasi-normal mode $`\tau `$ (Flanagan & Hughes 1998). Although $`\tau `$ is much shorter than 10 sec, the lag between a GRB signal and the gravitational wave signal are model-dependent and rather uncertain. We assume a conservative estimate of $`T=10`$ sec.

We define the S/N of the gravitational wave signal in the merger phase as $`\overline{X}_{on}/\sigma _{off}`$. For the nearest collapsar which occurs in a year, the S/N ratio calculated numerically from equations (21)(22) is

$$\rho _{Coll,merg}3\left(\frac{ϵ_m}{0.05}\right)\left(\frac{F(a)}{0.8}\right)^1\left(\frac{T}{10\text{sec}}\right)^{1/2}\left(\frac{\mu }{0.5M_{}}\right)^2\left(\frac{R}{630\text{Myr}^1\text{galaxy}^1}\right)^{2/3}$$
(23)
where the uncertainty range in $`\rho `$ from the uncertainty range in the rate $`R`$ is $`0.23.8`$ (from Table 1), the blob masses enter through the reduced mass $`\mu =m_1m_2/(m_1+m_2)`$, and we assumed that the blob merger starts at $`r=10^7`$ cm (which determines the range of frequency overlap between the signal and noise curves of Figure 5), and 5% of the gravitational energy of the merging blobs is radiated away. For collapsars, this estimate is highly dependent on the assumed radius at which the merging phase of the blobs starts (and of course on the assumption that break-up into blobs is prevalent). If we assume that the merger starts at $`r3\times 10^7`$ cm, instead of $`10^7`$ cm as assumed for the previous estimate above, the gravitational wave signal shown as a dot-dashed line and shaded band in Figure 5 moves further left, and completely overlaps the most sensitive band $`50500`$Hz of the detector. The S/N is then $`\rho _{Coll,merg}4.5(0.36.2)`$, with other parameters scaling as in equation (23). The same equation (23) with a factor 4.5 in front is applicable also to BH-WD mergers (with $`\mu 0.1M_{}`$, $`R0.15\text{Myr}^1\text{galaxy}^1`$, see §3.3) and BH-He mergers (with $`\mu 0.4M_{}`$, $`R14\text{Myr}^1\text{galaxy}^1`$, see §3.4), with the signal frequency range also spanning the LIGO sensitivity curve. This leads to $`\rho _{BHWD,merg}7\times 10^4`$ ($`5\times 10^62\times 10^3`$), and $`\rho _{BHHe,merg}0.2`$ ($`7\times 10^30.4`$), respectively. Thus, for BH-He and BH-WD binaries the S/N ratio is too low. However, for collapsars using the above parameters, the S/N is near the threshold of detectability. Therefore, gravitational waves from the collapsar scenario of GRB assuming break-up of the core into blobs could be marginally detectable through the cross-correlation technique.

BH-WD and BH-He – The BH-WD and BH-He binary scenarios of GRB are the least favorable for detection, because the value of the gravitational wave cross-correlations between two detectors is very small. In this case, one might still obtain some information on a possible association between GRBs and gravitational wave bursts, or upper limits on the corresponding strains, by collecting many samples. If the gravitational wave bursts are associated with GRBs, the correlated output of the two detectors will be different during the times when GRBs occur (on-source) than during other times not associated with a GRBs (off-source). A statistically significant difference between on- and off-source cross-correlation measures would support the association. This difference can be measured using Student’s $`t`$test (Finn et al. 1999). If $`\sqrt{N_{on}}X_{on}/\sigma _{off}`$ is greater than a critical value (say 2.58 for 99$`\%`$ significance), where $`N_{on}`$ is the number of the on-source events, we can conclude that we have found evidence for the association. The number of BH-He/WD binary events needed to detect the association with $`99\%`$ confidence is

$$N_{BHHe/WD}\left(\frac{X_{on}/\sigma _{off}}{2.58}\right)^2$$
(24)
If we assume that GRBs within a Hubble radius ($`3000`$Mpc) are detectable and that the BH-He/WD event rate is uniform, the typical distance to the event is $`2000`$Mpc. The S/N of the gravitational wave signal from a binary at 2000Mpc is $`\rho _{BHWD,merg}3\times 10^5`$ and $`\rho _{BHHe,merg}4\times 10^4`$. The required number of events is $`N_{BHWD}7\times 10^9`$ $`(ϵ_m/0.05)^2`$ $`(F/0.8)^2`$ $`(T/10\text{sec})`$ $`(\mu /0.1M_{})^4`$ $`(d/2000Mpc)^4`$ and $`N_{BHHe}4\times 10^7`$ $`(ϵ_m/0.05)^2`$ $`(F/0.8)^2`$ $`(T/10\text{sec})`$ $`(\mu /0.4M_{})^4`$ $`(d/2000Mpc)^4`$. We might be able to select only nearby events by using redshift observations of the afterglows, if available. When we analyze the nearest $`n`$ events in a year, the typical distance $`d`$ is proportional to $`n^{1/3}`$. Since the number of events needed to detect the association is $`d^4n^{4/3}`$, the number of years it takes to collect samples is $`n^{1/3}`$. When we collect only the nearest event in a year $`n=1`$, the number of events needed to detect the association is $`N_{BHWD}10^7`$ $`(ϵ_m/0.05)^2`$ $`(F/0.8)^2`$ $`(T/10\text{sec})`$ $`(\mu /0.1M_{})^4`$ $`(R/0.15\text{Myr}^1\text{gal}^1)^{4/3}`$ and $`N_{BHHe}200`$ $`(ϵ_m/0.05)^2`$ $`(F/0.8)^2`$ $`(T/10\text{sec})`$ $`(\mu /0.4M_{})^4`$ $`(R/14\text{Myr}^1\text{gal}^1)^{4/3}`$, or equivalently, it takes $`10^7`$ years and 200 years to collect the samples. The ranges of $`N_{BHWD}`$ and $`N_{BHHe}`$ due to the uncertainty of the formation rates are $`10^610^{11}`$ and $`3710^5`$, respectively. Thus, it is unlikely that one can detect an association between GRBs and gravitational waves from BH-WD or BH-He binaries. However, with a relatively small number sample, it is still possible to set a tight upper limit on the amplitude of the gravitational waves. If we have $`N_{BHWD/He}=30`$ events of BH-WD or BH-He binaries at any distances and we detect no signal of gravitational waves, we can give an upper limit on the mean amplitude of the events $`h_c<7.2\times 10^{23}(N_{BHWD/He}/30)^{1/4}(T/10\text{sec})^{1/4}`$.

## 5 Conclusions

We have estimated the strains of gravitational waves from some of the most widely discussed current GRB progenitor stellar systems. If some fraction of GRBs are produced by double neutron star or neutron star – black hole mergers, the gravitational wave chirp signal of the in-spiral phase should be detectable by the advanced LIGO within one year, associated with the GRB electromagnetic signal. We have also estimated the signals from the black hole ring-down phase, as well as the possible contribution of a bar configuration from gravitational instability in the accretion disk following tidal disruption or infall in GRB scenarios. The assumed values of the parameters related to the gravitational energy emitted during merging and ring-down phase may be very optimistic. Thus, our calculations may be regarded as order-of-magnitude estimates for the upper-limits to the strains. Among the other progenitor scenarios, the signals from black hole – Helium star and black hole – white dwarf merger GRB progenitors are the least likely to be detectable, due to the low estimates obtained for the maximum non-axisymmetrical perturbations. For another possible type of GRB progenitor, the massive rotating stellar collapses or collapsars, the non-axisymmetrical perturbations may be stronger, and the estimated formation rates are much higher than for other progenitors, with typical distances correspondingly much nearer to Earth. This type of progenitor is of special interest, since it has so far received the most observational support from GRB afterglow electromagnetic observations. For collapsars, in the absence of detailed numerical 3D calculations specifically aimed at GRB progenitors, we have roughly estimated the strongest signals that might be expected in the case of bar instabilities occurring in the accretion disk around the resulting black hole, and in the maximal version of the recently proposed fragmentation scenario of the infalling core. Although the waveforms of the gravitational waves produced in the break-up, merger and/or bar instability phase of collapsars are not known, a cross-correlation technique can be used making use of two co-aligned detectors. Under these assumptions, collapsar GRB models would be expected to be marginally detectable as gravitational wave sources by the advanced LIGO within one year of observations.

Collapsars are suspected to be responsible for many of the long GRBs, with $`\gamma `$-ray durations $`t_\gamma 2`$ s (van Paradijs et al 2000), which have an occurrence rate $`2`$Gpc<sup>-3</sup>yr<sup>-1</sup>, or $`0.1\text{Myr}^1\text{galaxy}^1`$. The short GRBs, with $`t_\gamma 2`$ s, have an occurrence rate which is somewhat uncertain, but there are indications that they might be ten times more frequent than long ones (Piran 2002). If compact binary mergers, such as double neutron stars and black hole – neutron star mergers lead to GRB, these should be of the short variety (Popham et al 1999). Such mergers are relatively simpler systems, which are estimated with greater confidence to be strong gravitational wave emitters. The actual occurrence rates would be higher by a factor of $`2/\theta ^2`$ if the $`\gamma `$-ray emission of GRBs is not isotropic but is beamed within an opening angle $`\theta `$. Current afterglow observations (available so far mostly for long bursts of $`t_\gamma 10`$ s) indicate that long GRBs are beamed with opening angles of a few to a few ten degrees. There is so far no evidence for beaming in short GRB. However, binary mergers also have natural channels along their rotational axis (although not as constraining as the walls of the extended stellar cores in collapsars), and they may therefore also be beamed into some as yet undetermined opening angle (which is thought to be wider than in long bursts). The formation rates listed in Table 1 are consistent with the observed GRB rates when considering the beaming factors, if these are assumed similar for all progenitors. As a consequence of the beaming, GRBs may not be observable in $`\gamma `$-rays from all progenitor events, due to misalignment between the observer and jet axes. In such cases, the so-called “orphan” afterglows in other electromagnetic wavebands (X-ray, optical etc), and/or other GRB related transient events such as X-ray flashes (e.g. van Paradijs et al 2000) may be detectable. Such orphan electromagnetic burst events would also be associated with the (much less collimated) gravitational wave signals, which vary only by a factor $`2`$ between the equator and the pole, the latter being along the rotation or GRB jet axis.

We would like to thank L. Sam Finn, Ben Owen, Patrick Sutton and Ian Jones for useful discussions and valuable comments. We acknowledge support through the Center for Gravitational Wave Physics, which is funded by NSF under cooperative agreement PHY 01-14375, and through NSF AST0098416 and NASA NAG5-9192.

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text:
# Non-linear stability of gaseous stars

## 1 Introduction

Consider a self-gravitating fluid ball in $`\mathrm{IR}^3`$ where the fluid has mass density $`\rho =\rho (t,x)0`$ and velocity field $`u=u(t,x)\mathrm{IR}^3`$; $`t0`$ denotes time and $`x\mathrm{IR}^3`$ position. In the simplest case such a system obeys the Euler-Poisson equations

$$_t\rho +(\rho u)=0,$$
(1.1)
$$\rho _tu+\rho (u)u=p\rho V,$$
(1.2)
$$V=4\pi \rho ,\underset{|x|\mathrm{}}{lim}V(t,x)=0,$$
(1.3)
where $`V=V(t,x)`$ denotes the self-consistent gravitational potential and $`p=p(t,x)`$ is the pressure in the fluid. To close this system an equation of state needs to be supplied which relates the pressure and the density:

$$p=P(\rho ).$$
(1.4)
An equation of state where the pressure does not depend on the temperature or specific entropy is often referred to as barotropic. More sophisticated models for a star would contain equations for the temperature and for the thermonuclear processes within the star, but in astrophysics the present model is often used as a simple description of a gaseous star, in particular if—as in the present note—the issue is the stability of steady states since this problem is non-trivial already for this simple model.

To approach this problem we define the energy of a state $`(\rho ,u)`$ as

$$(\rho ,u):=\frac{1}{2}|u|^2\rho 𝑑x+\mathrm{\Phi }(\rho )𝑑x\frac{1}{2}\frac{\rho (x)\rho (y)}{|xy|}𝑑y𝑑x.$$
(1.5)
Here $`\mathrm{\Phi }`$ is defined in such a way that for $`\rho >0`$,

$$P^{}(\rho )=\rho \mathrm{\Phi }^{\prime \prime }(\rho ).$$
(1.6)
Under appropriate assumptions on $`\mathrm{\Phi }`$ or $`P`$ respectively, which include—but are much more general than—equations of state of the form $`P(\rho )=c\rho ^\gamma `$ with $`\gamma >4/3`$, this functional has a minimizer under the mass constraint

$$\rho 𝑑x=M$$

with $`M>0`$ prescribed. This follows from a result of the author established in . Such a minimizer is a spherically symmetric steady state of the Euler-Poisson system with vanishing velocity field and as such is referred to as a static solution of the system, as opposed to the more general concept of a stationary solution, which is also time-independent but may have non-vanishing velocity field. From the fact that the steady state minimizes the energy one can deduce a rigorous, non-linear stability result. Since in order to solve the variational problem stated above we need to make no symmetry assumption we obtain stability against general, i.e., not necessarily spherically symmetric perturbations, even though the steady state obtained as an energy minimizer must a posteriori be spherically symmetric. An essential point for the stability analysis is that both the energy defined in (1.5) and the total mass $`\rho 𝑑x`$ are conserved along solutions of the time dependent problem. Since the initial value problem for the Euler-Poisson system is far from being completely understood and one has to expect the occurrence of shocks or gravitational collapse our stability result is conditional in the following sense: As long as a solution to the initial value problem exists and preserves mass and energy it satisfies the stability estimate.

The paper proceeds as follows: In the next section we study the variational problem stated above. Then we show that a minimizer is a spherically symmetric, static solution. In Section 3 we carry out the stability analysis. In a final section we discuss the relation of the present result to those obtained by Y. Guo and the author for the Vlasov-Poisson system

$$_tf+v_xfV_vf=0,$$

$$V=4\pi \rho ,\underset{|x|\mathrm{}}{lim}V(t,x)=0,$$

$$\rho (t,x)=f(t,x,v)𝑑v.$$

Here the dynamic variable is the number density in phase space, $`f=f(t,x,v)`$, of an ensemble of massive particles with spatial density $`\rho `$, interacting by the gravitational potential $`V`$ which the particles create collectively; $`v\mathrm{IR}^3`$ denotes the momentum or velocity coordinate in phase space. In this model collisions among the particles are neglected which is appropriate if one is describing a galaxy or a globular cluster. In  a variational approach to the question of the stability of steady states of this system was developed, which relied on the minimization of appropriately defined energy-Casimir functionals. In  the author observed that these functionals, which act on phase space densities $`f=f(x,v)`$, can in a natural way be reduced to functionals acting on spatial densities $`\rho =\rho (x)`$, and he studied the variational problem for these reduced functionals, without realizing that this yields the stability result for the Euler-Poisson problem which we discuss here. Incidentally, the close relation between the stability of barotropic stars and of stellar systems was already observed on a formal level in the astrophysics literature and is often referred to as Antonov’s First Law, cf. \[1, 5.2 (b)\].

We conclude this introduction with some additional references to the literature. A lot of background on the physics of stars can be found in  and . An excellent and broad overview of mathematical results for hydrodynamical models of gaseous stars is given in  which also contains many further references. Our variational approach is related to the concentration-compactness principle due to P.-L. Lions . The use of energy-Casimir functionals for questions of stability was discussed in a very broad context in . As aimed more specifically to the existence and stability properties of steady states for gaseous stars we mention  and the references there.

## 2 Energy minimizers and steady states

If we minimize the energy $``$ as defined in (1.5) over all “relevant” states $`(\rho ,u)`$ then a minimizer will clearly satisfy $`u=0`$. Thus we study the following variational problem: For a density $`\rho `$ we define the induced potential

$$V_\rho (x):=\frac{\rho (y)}{|xy|}𝑑y,$$

and the potential energy

$$E_{\mathrm{pot}}(\rho ):=\frac{1}{2}\frac{\rho (x)\rho (y)}{|xy|}𝑑y𝑑x=\frac{1}{2}\rho V_\rho 𝑑x=\frac{1}{8\pi }|V_\rho |^2𝑑x.$$
(2.1)
We want to minimize the functional

$$_r(\rho ):=\mathrm{\Phi }(\rho (x))𝑑x+E_{\mathrm{pot}}(\rho )$$
(2.2)
over the constraint set

$$_M:=\{\rho L^1(\mathrm{IR}^3)\rho 0,\mathrm{\Phi }(\rho )<\mathrm{},\rho =M\}$$
(2.3)
for $`M>0`$ prescribed and $`\mathrm{\Phi }`$ satisfying the following

Assumptions on $`\mathrm{\Phi }`$: $`\mathrm{\Phi }C^1([0,\mathrm{}[)`$, $`\mathrm{\Phi }(0)=0=\mathrm{\Phi }^{}(0)`$, and

* $`\mathrm{\Phi }`$ is strictly convex.
* $`\mathrm{\Phi }(\rho )C\rho ^{1+1/n}`$ for $`\rho 0`$ large, with $`0<n<3`$,
* $`\mathrm{\Phi }(\rho )C\rho ^{1+1/n^{}}`$ for $`\rho 0`$ small, with $`0<n^{}<3`$.

Note that $`\rho L^1L^{4/3}(\mathrm{IR}^3)`$ and hence $`V_\rho L^p(\mathrm{IR}^3)`$, $`V_\rho L^q(\mathrm{IR}^3)`$ for $`\rho _M`$ and any $`p]3,12]`$ and $`q]3/2,12/5]`$ so that the potential energy is well defined. The following result was proved earlier by the author, cf. \[23, Thm. 3.1\]; it is included here for easier reference.

###### Theorem 1

The functional $`_r`$ is bounded from below on $`_M`$ with $`inf__M_r<0`$. Let $`(\rho _i)_M`$ be a minimizing sequence of $`_r`$. Then there exists a sequence of shift vectors $`(a_i)\mathrm{IR}^3`$ and a subsequence, again denoted by $`(\rho _i)`$, such that for any $`ϵ>0`$ there exists $`R>0`$ with

$$_{a_i+B_R}\rho _i(x)𝑑xMϵ,i\mathrm{IN},$$

$$T\rho _i:=\rho _i(+a_i)\rho _0\text{weakly in}L^{1+1/n}(\mathrm{IR}^3),i\mathrm{},$$

and

$$_{B_R}\rho _0Mϵ.$$

Finally,

$$V_{T\rho _i}V_0\text{strongly in}L^2(\mathrm{IR}^3),i\mathrm{},$$

where $`V_0=V_{\rho _0}`$, and $`\rho _0_M`$ is a minimizer of $`_r`$.

Here and in the following we denote for $`R>0`$,

$$B_R:=\{x\mathrm{IR}^3||x|R\}.$$

Remark 1. As noted in the introduction, the function $`\mathrm{\Phi }`$ appearing in the definition of the energy and the function $`P`$ defining the equation of state (1.4) have to satisfy the relation (1.6). If we think of $`P`$ as the basic, given quantity then we define

$$\mathrm{\Phi }(\rho ):=_0^\rho _0^\sigma \frac{P^{}(\tau )}{\tau }𝑑\tau 𝑑\sigma ,\rho 0,$$

and this function satisfies the assumptions $`(\mathrm{\Phi }1),(\mathrm{\Phi }2),(\mathrm{\Phi }3)`$ provided $`P^{}(\tau )/\tau `$ is integrable on $`]0,\mathrm{}[`$ and the assumptions

* $`P^{}>0`$,
* $`P^{}(\tau )C\tau ^{1/n},\tau 0`$ large, with $`0<n<3`$,
* $`P^{}(\tau )C\tau ^{1/n^{}},\tau 0`$ small, with $`0<n^{}<3`$

hold. This is the case in particular for polytropic equations of state

$$P(\rho )=c\rho ^\gamma $$

with $`c>0`$ and $`\gamma >4/3`$, in which case

$$\mathrm{\Phi }(\rho )=\frac{c}{\gamma 1}\rho ^\gamma .$$

Equations of state where the dependence of the pressure on the density is different for large and for small values of the density are motivated from a physics point of view.

Remark 2. The need for the spatial shifts in Theorem 1 is not technical since without them the assertion of the theorem is false: Given a minimizer $`\rho _0`$ the fact that the functional $`_r`$ is translation invariant implies that by shifting $`\rho _0`$ off to infinity one obtains a minimizing sequence which converges weakly to zero and not to a minimizer.

Now that a minimizer is obtained we show that it is a steady state of the Euler-Poisson system; in order to avoid technical discussions concerning regularity let us now assume in addition to the above that $`\mathrm{\Phi }C^2(]0,\mathrm{}[)`$ which means $`PC^1(]0,\mathrm{}[)`$.

###### Theorem 2

Suppose that $`\rho _0_M`$ is a minimizer of the functional $`_r`$ with induced potential $`V_0`$. Then there exists a Lagrange multiplier $`E_00`$ such that

$$\rho _0=\{\begin{array}{ccc}(\mathrm{\Phi }^{})^1(E_0V_0)& ,& V_0<E_0,\hfill \\ 0& ,& V_0E_0.\hfill \end{array}$$

The functions $`\rho _0`$ and $`V_0`$ are spherically symmetric with respect to some point in $`\mathrm{IR}^3`$, as functions of the radial variable $`\rho _0`$ is decreasing and $`V_0`$ increasing, $`\rho _0C(\mathrm{IR}^3)`$ with finite mass $`M`$, $`V_0C^2(\mathrm{IR}^3)`$ with $`lim_{|x|\mathrm{}}V_0(x)=0`$, and $`(\rho _0,u_0=0)`$ is a time-independent solution of the Euler-Poisson system with equation of state

$$P(\rho )=_0^\rho \sigma \mathrm{\Phi }^{\prime \prime }(\sigma )𝑑\sigma .$$

If $`\mathrm{\Phi }^{}(\rho )C\rho ^{1/n^{}}`$ for $`\rho 0`$ small then $`E_0<0`$ and $`\rho _0`$ has compact support.

The assumptions on $`\mathrm{\Phi }`$ imply that $`\mathrm{\Phi }^{}`$ is invertible on $`[0,\mathrm{}[`$. The growth condition on $`\mathrm{\Phi }^{}`$ implies the condition $`(\mathrm{\Phi }3)`$ but is not equivalent to it.

Proof of Theorem 2. We start by deriving the Euler-Lagrange equation for the variational problem. Let $`\rho _0_M`$ be a minimizer with induced potential $`V_0`$. For $`ϵ>0`$ define

$$S_ϵ:=\{x\mathrm{IR}^3|ϵ\rho _0(x)1/ϵ\};$$

think of $`\rho _0`$ as a pointwise defined representative of the minimizer. For a test function $`wL^{\mathrm{}}(\mathrm{IR}^3)`$ which has compact support and is non-negative on $`\mathrm{IR}^3S_ϵ`$ define for $`\tau 0`$ small,

$$\rho _\tau :=\rho _0+\tau w\tau \frac{w𝑑y}{\text{vol}S_ϵ}\mathrm{𝟏}_{S_ϵ},$$

where $`\mathrm{𝟏}_{S_ϵ}`$ denotes the indicator function of the set $`S_ϵ`$. Then $`\rho _\tau 0`$ and $`\rho _\tau =M`$ so that $`\rho _\tau _M`$ for $`\tau 0`$ small. Since $`\rho _0`$ is a minimizer of $`_r`$,

$$0_r(\rho _\tau )_r(\rho _0)=\tau (\mathrm{\Phi }^{}(\rho _0)+V_0)\left(w\frac{w𝑑y}{\text{vol}S_ϵ}\mathrm{𝟏}_{S_ϵ}\right)𝑑x+\mathrm{o}(\tau ).$$

Hence the coefficient of $`\tau `$ in this estimate must be non-negative, which we can rewrite in the form

$$\left[\mathrm{\Phi }^{}(\rho _0)+V_0\frac{1}{\text{vol}S_ϵ}\left(_{S_ϵ}(\mathrm{\Phi }^{}(\rho _0)+V_0)𝑑y\right)\right]w𝑑x0.$$

This holds for all test functions $`w`$ as specified above, and hence $`\mathrm{\Phi }^{}(\rho _0)+V_0=E_ϵ`$ on $`S_ϵ`$ and $`\mathrm{\Phi }^{}(\rho _0)+V_0E_ϵ`$ on $`\mathrm{IR}^3S_ϵ`$ for all $`ϵ>0`$ small enough. Here $`E_ϵ`$ is some constant which by the first relation must be independent of $`ϵ`$, and taking $`ϵ0`$ proves the relation between $`\rho _0`$ and $`V_0`$.

The symmetry assertion follows by a rearrangement argument: Let $`\rho _0^{}`$ denote the symmetric decreasing rearrangement of $`\rho _0`$. Then

$$\mathrm{\Phi }(\rho _0)=\mathrm{\Phi }(\rho _0^{}),E_{\mathrm{pot}}(\rho _0)E_{\mathrm{pot}}(\rho _0^{}),$$

and $`\rho _0^{}_M`$, cf. \[15, Thms. 3.7, 3.9\]. Since $`\rho _0`$ is a minimizer of $`_r`$ equality must hold in the estimate for the potential energy which implies that $`\rho _0`$ must be spherically symmetric with respect to some point in $`\mathrm{IR}^3`$, and decreasing as a function of the radial variable. Alternatively, one could use \[5, Thm. 4\] to conclude the spherical symmetry.

We now continue essentially as in the proof of \[22, Thm. 3\]. First we observe that by assumptions $`(\mathrm{\Phi }1)`$ and $`(\mathrm{\Phi }2)`$ and the mean value theorem

$$\mathrm{\Phi }^{}(\rho )\mathrm{\Phi }^{}(\sigma )=\frac{\mathrm{\Phi }(\rho )\mathrm{\Phi }(0)}{\rho 0}C\rho ^{1/n}$$

for all $`\rho `$ large, with some intermediate value $`0\sigma \rho `$. Hence

$$\rho _0(x)C(1+(E_0V_0(x))^n)$$

and since $`V_0L^{12}(\mathrm{IR}^3)`$ and $`n<3`$ we have $`\rho _0L^1L^4(\mathrm{IR}^3)`$. For any $`R>1`$ we split the convolution integral for $`V_0`$ according to $`|xy|<1/R`$, $`1/R|xy|<R`$, and $`|xy|R`$ to obtain

$$V_0(x)C\rho _0_4\left(_0^{1/R}r^{24/3}𝑑r\right)^{3/4}+R_{|y||x|R}\rho _0(y)𝑑y+\frac{M}{R},|x|R.$$

This implies that $`V_0L^{\mathrm{}}(\mathrm{IR}^3)`$ with $`V_0(x)0,|x|\mathrm{}`$. The asserted regularity of $`\rho _0`$ and $`V_0`$ now follows from the relation between these two quantities and Sobolev’s embedding theorem.

The limiting behavior of $`V_0`$ and the relation between $`\rho _0`$ and $`V_0`$ implies that $`E_00`$, since otherwise $`\rho _0(x)(\mathrm{\Phi }^{})^1(E_0/2)>0`$ for $`|x|`$ large which would contradict the integrability of $`\rho _0`$.

Next we check that $`(\rho _0,u_0=0)`$ solves the stationary Euler-Poisson system with the asserted equation of state. Since by construction $`V_0`$ is the potential induced by $`\rho _0`$ all that needs to be checked is the Euler equation which takes the form

$$p_0+\rho _0V_0=0.$$

Now $`\mathrm{\Phi }^{}(\rho _0)=E_0V_0`$ on $`\text{supp}\rho _0`$. Taking the gradient of this relation proves the assertion, provided $`P^{}=\mathrm{\Phi }^{\prime \prime }\rho `$.

It remains to show that under the additional growth condition on $`\mathrm{\Phi }^{}`$ the density is compactly supported and the cut-off energy $`E_0`$ strictly negative. Since $`V_0`$ increases to zero at spatial infinity the relation between $`\rho _0`$ and $`V_0`$ implies that $`\rho _0`$ has compact support provided $`E_0<0`$. If we assume that $`E_0=0`$ then the additional assumption on $`\mathrm{\Phi }^{}`$ implies that

$$\rho _0(x)C(V_0(x))^n^{}$$

for $`|x|`$ large, i.e., $`\rho _0`$ small. But a simple expansion of the Green’s function in the convolution formula for $`V_0`$ and the fact that $`\rho _0=M`$ show that $`V_0(x)M/(3|x|)`$ for $`|x|`$ large. Inserting this into the estimate for $`\rho _0`$ from below yields a contradiction to the integrability of $`\rho _0`$. Hence $`E_0<0`$, and the proof is complete. $`\mathrm{}`$

In view of the stability result discussed in the next section it would be desirable to know that for fixed $`M`$ there is up to spatial shifts a unique minimizer of $`_r`$ in $`_M`$ or at least that the minimizers are isolated up to spatial shifts. Numerical evidence obtained by solving the spherically symmetric Poisson problem $`V_0=4\pi \rho _0=4\pi (\mathrm{\Phi }^{})^1(E_0V_0)`$ seems to indicate that the minimizers are in general not unique but are isolated. An example where the minimizer is unique is provided by the polytropic equation of state:

Remark 3. Let $`P(\rho )=c\rho ^\gamma `$, i.e., $`\mathrm{\Phi }(\rho )=\frac{c}{\gamma 1}\rho ^\gamma `$ with $`\gamma >4/3`$. Then for every $`M>0`$ there exists up to spatial shifts exactly one minimizer $`\rho _0_M`$ of $`_r`$. This follows from the fact that $`E_0V_0`$ solves the Emden-Fowler equation

$$\frac{1}{r^2}(r^2z^{})^{}=cz_+^n,r>0,$$

where $`1+1/n=\gamma `$ and $`z_+`$ denotes the positive part of $`z`$. All solutions of this equation which are regular at the center are related by a scaling transformation, and prescribing the mass fixes the corresponding scaling parameter. For more details cf. \[22, Thm. 3 (b)\].

## 3 The stability analysis

We start by expanding the total energy $``$ about a minimizer $`\rho _0`$: For $`\rho _M`$ and $`u`$ such that $`|u|^2\rho <\mathrm{}`$ we have

$$(\rho ,u)(\rho _0,0)=d(\rho ,\rho _0)\frac{1}{8\pi }V_\rho V_0_2^2+\frac{1}{2}|u|^2\rho 𝑑x$$
(3.1)
where

$$d(\rho ,\rho _0):=\left[\mathrm{\Phi }(\rho )\mathrm{\Phi }(\rho _0)+(V_0E_0)(\rho \rho _0)\right]𝑑x;$$

we are allowed to insert the term $`E_0(\rho \rho _0)`$ into $`d`$ since $`\rho =\rho _0`$. The fact that $`\mathrm{\Phi }`$ is convex and the relation between $`\rho _0`$ and $`V_0`$ established in Theorem 2 imply that for all $`\rho _M`$,

$$d(\rho ,\rho _0)0.$$

Moreover, $`d(\rho ,\rho _0)=0`$ only if $`\rho =\rho _0`$, and if one assumes in addition that $`\mathrm{\Phi }^{\prime \prime }`$ is bounded away from zero then

$$d(\rho ,\rho _0)C\rho \rho _0_2^2,\rho _M.$$

What is irritating about (3.1) is the minus sign in front of the difference term for the gravitational fields, but this term converges to zero along minimizing sequences, cf. Theorem 1.

Our stability analysis relies on the fact that the mass and the total energy $``$ defined in (1.5) are conserved along solutions of the time-dependent Euler-Poisson system. Formally, conservation of mass follows from the continuity equation (1.1), and conservation of energy follows by a straight forward computation from all three equations (1.1), (1.2), (1.3) together, provided the relation (1.6) between the equation of state $`p=P(\rho )`$ and the function $`\mathrm{\Phi }`$ which appears in the energy holds. However, from a rigorous mathematical point of view insisting on these conservation laws amounts to an assumption on the solutions of the initial value problem. This is reflected in the statement of our stability result.

###### Theorem 3

Let $`\rho _0_M`$ be a minimizer of $`_r`$ with induced potential $`V_0`$, and assume that it is unique up to spatial shifts. Then for every $`ϵ>0`$ there is a $`\delta >0`$ such that the following holds: For every solution $`t(\rho (t),u(t))`$ of the Euler-Poisson system with $`\rho (0)_M`$ which preserves mass and energy the initial estimate

$$d(\rho (0),\rho _0)+\frac{1}{8\pi }V_{\rho (0)}V_0_2^2+\frac{1}{2}|u(0)|^2\rho (0)𝑑x<\delta $$

implies that for every $`t0`$ for which the solution still exists there is a shift vector $`a\mathrm{IR}^3`$ such that

$$d(\rho (t),T^a\rho _0)+\frac{1}{8\pi }V_{\rho (t)}V_{T^a\rho _0}_2^2+\frac{1}{2}|u(t)|^2\rho (t)𝑑x<ϵ;$$

here $`T^a\rho :=\rho (+a)`$.

Proof. Assume the assertion were false. Then there exist $`ϵ>0`$, $`t_n>0`$, and initial data $`\rho _n(0)_M`$ and $`u_n(0)`$ such that for all $`n\mathrm{IN}`$,

$$d(\rho _n(0),\rho _0)+\frac{1}{8\pi }V_{\rho _n(0)}V_0_2^2+\frac{1}{2}|u_n(0)|^2\rho _n(0)𝑑x<\frac{1}{n}$$
(3.2)
but for any $`a\mathrm{IR}^3`$,

$$d(\rho _n(t_n),T^a\rho _0)+\frac{1}{8\pi }V_{\rho _n(t_n)}V_{T^a\rho _0}_2^2+\frac{1}{2}|u_n(t_n)|^2\rho _n(t_n)𝑑xϵ.$$
(3.3)
By (3.2) and (3.1),

$$\underset{n\mathrm{}}{lim}(\rho _n(0),u_n(0))=(\rho _0,0)=_r(\rho _0).$$

Since by assumption the solution $`t(\rho _n(t),u_n(t))`$ conserves energy,

$$\underset{n\mathrm{}}{lim\; sup}_r(\rho _n(t_n))\underset{n\mathrm{}}{lim}(\rho _n(t_n),u_n(t_n))=_r(\rho _0),$$

and since it conserves mass, $`(\rho _n(t_n))_M`$ is a minimizing sequence for $`_r`$. By Theorem 1 there exists a sequence $`(a_n)\mathrm{IR}^3`$ such that up to a subsequence,

$$V_{\rho _n(t_n)}V_{T^{a_n}\rho _0}_20;$$
(3.4)
at this point we used the uniqueness of the minimizer. Note also that for any $`\rho _M`$ and $`a\mathrm{IR}^3`$,

$$V_{T^a\rho }V_{\rho _0}_2=V_\rho V_{T^a\rho _0}_2,d(T^a\rho ,\rho _0)=d(\rho ,T^a\rho _0).$$

Since $`lim_n\mathrm{}(\rho _n(t_n),u_n(t_n))=_r(\rho _0)=_r(T^{a_n}\rho _0)`$ we conclude by (3.4) and (3.1) that

$$d(\rho _n(t_n),T^{a_n}\rho _0)+\frac{1}{2}|u_n(t_n)|^2\rho _n(t_n)𝑑x0,n\mathrm{},$$

a contradiction to (3.3). $`\mathrm{}`$

Remark 4. Without the uniqueness assumption for the minimizer we obtain a stability result of the following type: Let $`_M_M`$ denote the set of all minimizers of $`_r`$ in $`_M`$. Then for every $`ϵ>0`$ there is a $`\delta >0`$ such that for any solution with $`\rho (0)_M`$ the initial estimate

$$\underset{\rho _0_M}{inf}\left[d(\rho (0),\rho _0)+\frac{1}{8\pi }V_{\rho (0)}V_0_2^2+\frac{1}{2}|u(0)|^2\rho (0)𝑑x\right]<\delta $$

implies that

$$\underset{\rho _0_M}{inf}\left[d(\rho (t),\rho _0)+\frac{1}{8\pi }V_{\rho (t)}V_{\rho _0}_2^2+\frac{1}{2}|u(t)|^2\rho (t)𝑑x\right]<ϵ$$
(3.5)
as long as the solution $`(\rho (t),u(t))`$ exists and preserves mass and energy. The proof of this assertion follows exactly the same line of reasoning as the proof of Theorem 3.

Assume now that the minimizer $`\rho _0`$ is not necessarily unique, but isolated up to spatial shifts, that is to say,

$$\delta _0:=inf\left\{V_{\rho _0}V_{\stackrel{~}{\rho }_0}_2\stackrel{~}{\rho }_0_M\{T^a\rho _0a\mathrm{IR}^3\}\right\}>0.$$

In this case the assertion of the theorem again holds, provided the solution of the Euler-Poisson system is sufficiently continuous in $`t`$ so that it cannot jump from one minimizer to the next, more precisely: Let $`ϵ>0`$ arbitrary. In order to find the corresponding $`\delta `$ we can without loss of generality assume that $`ϵ<\delta _0/4`$. Now choose $`\delta >0`$ according to the first part of the present remark so that (3.5) holds, without loss of generality $`\delta <ϵ`$, and let $`\rho (0)_M`$ and $`u(0)`$ be such that

$$d(\rho (0),\rho _0)+\frac{1}{8\pi }V_{\rho (0)}V_0_2^2+\frac{1}{2}|u(0)|^2\rho (0)𝑑x<\delta .$$

The required continuity assumption on the corresponding solution is that

$$h(t,a):=d(\rho (t),T^a\rho _0)+\frac{1}{8\pi }V_{\rho (t)}V_{T^a\rho _0}_2^2+\frac{1}{2}|u(t)|^2\rho (t)𝑑x$$

is continuous, and indeed, that $`inf_{a\mathrm{IR}^3}h(t,a)`$ is continuous. Now assume that there exists $`t>0`$ such that

$$\underset{a\mathrm{IR}^3}{inf}h(t,a)ϵ.$$

Since at time zero the left hand side is less then $`ϵ`$ there exists some $`t^{}>0`$ where

$$\underset{a\mathrm{IR}^3}{inf}h(t^{},a)=ϵ.$$
(3.6)
On the other hand, the first part of the present remark provides some $`\rho _0^{}_M`$ such that

$$d(\rho (t^{}),\rho _0^{})+\frac{1}{8\pi }V_{\rho (t^{})}V_{\rho _0^{}}_2^2+\frac{1}{2}|u(t^{})|^2\rho (t^{})𝑑x<ϵ\frac{\delta _0}{4}.$$
(3.7)
By (3.6) and (3.7) together with the non-negativity of $`d`$,

$$\frac{1}{8\pi }V_{\rho _0}V_{\rho _0^{}}_2^2\frac{\delta _0}{2},$$

and by the definition of $`\delta _0`$ there must exist some $`a^{}\mathrm{IR}^3`$ such that $`\rho _0^{}=T^a^{}\rho _0`$. But this means that (3.6) contradicts (3.7), and the argument is complete.

Remark 5. The restriction $`\rho (0)_M`$ for the perturbed initial data is acceptable from a physics point of view: A small perturbation of a given star, say by the gravitational pull of some outside object, results in a perturbed state with the same mass. However, such a perturbation will hardly be spherically symmetric so that it is important that no such restriction is necessary in our stability result. On the other hand, if we restrict ourselves to spherically symmetric perturbations then the spatial shifts in the statement of the stability result are no longer necessary. Their need arises from the fact that a given steady state can be given a uniform velocity in one direction so that it drifts off and the distance of the perturbed state from the original one grows linearly in $`t`$, no matter how small the initial perturbation was.

## 4 Fluid models versus kinetic models

Obviously, the hard part in the analysis, if any, is the proof of Theorem 1. The essential arguments for that theorem as well as its exploitation for stability questions arose from the investigation of the stability of galaxies by Y. Guo and the author. In typical galaxies even stars which are spatially close to each other can have very different velocities, and hence galaxies are modeled not by fluid equations but by kinetic equations, i.e., by the Vlasov-Poisson system which was stated in the introduction. On the level of existence and regularity of solutions to the initial value problem the Vlasov-Poisson system is very different from the Euler-Poisson system: Continuously differentiable and compactly supported initial data for $`f`$ launch continuously differentiable solutions which are global in time, cf. , and neither shocks nor a gravitational collapse can occur. On the other hand, as to the existence and stability of stationary solutions both systems seem to be intimately related, and in this last section we want to comment on this relation.

In  steady states of the Vlasov-Poisson system were obtained as minimizers of an energy-Casimir functional

$$_𝒞(f)=Q(f(x,v))𝑑v𝑑x+\frac{1}{2}|v|^2f(x,v)𝑑v𝑑x\frac{1}{2}\frac{\rho _f(x)\rho _f(y)}{|xy|}𝑑x𝑑y$$

on the constraint set

$$𝒢_M:=\{fL^1(\mathrm{IR}^6)f0,𝒞(f)+E_{\mathrm{kin}}(f)<\mathrm{},f𝑑v𝑑x=M\},$$

where $`𝒞(f)`$ and $`E_{\mathrm{kin}}(f)`$ denote the first and second term in the energy-Casimir functional respectively. Such minimizers exist, satisfy assertions analogous to Theorems 1 and 2, and are non-linearly stable, provided $`Q`$ satisfies assumptions which are exactly parallel to the ones for $`\mathrm{\Phi }`$, except that the parameters $`0<n,n^{}<3`$ have to be replaced by parameters $`0<k,k^{}<3/2`$.

In  it was observed that there is a one-to-one correspondence between the minimizers of the energy-Casimir functional $`_𝒞`$ on the “kinetic” set $`𝒢_M`$ and the minimizers of the “reduced” functional $`_r`$ on the set $`_M`$: If $`\rho _0`$ is a minimizer of the latter functional with induced potential $`V_0`$ then

$$f_0:=\{\begin{array}{ccc}(Q^{})^1(E_0E)& ,& E<E_0,\hfill \\ 0& ,& EE_0\hfill \end{array}$$

is a minimizer of $`_𝒞`$, where the particle energy $`E`$ is defined as

$$E=E(x,v):=\frac{1}{2}|v|^2+V_0(x).$$

On the other hand, if $`f_0`$ is a minimizer of $`_𝒞`$ then the induced spatial density $`\rho _0=f_0𝑑v`$ minimizes $`_r`$. Of course, in order for this correspondence to be true the functions $`Q`$ and $`\mathrm{\Phi }`$ have to be in the proper relation:

$$\mathrm{\Phi }(r)=\underset{g𝒢_r}{inf}\left(\frac{1}{2}|v|^2g(v)+Q(g(v))\right)𝑑v$$

where for $`r0`$,

$$𝒢_r:=\left\{gL^1(\mathrm{IR}^3)\right|g0,\left(\frac{1}{2}|v|^2g(v)+Q(g(v))\right)𝑑v<\mathrm{},g(v)𝑑v=r\}.$$

With this relation it follows that for every $`f𝒢_M`$,

$$_𝒞(f)_r(\rho _f),$$

and if $`f=f_0`$ is a minimizer of $`_𝒞`$ over $`_M`$ then equality holds; one first minimizes over all $`f`$ which give the same spatial density $`\rho `$ and then minimizes over the latter. Indeed, there is a more explicit relation between $`Q`$ and $`\mathrm{\Phi }`$ via their Legendre transforms; for a function $`h:\mathrm{IR}]\mathrm{},\mathrm{}]`$ we denote by

$$h^{}(\lambda ):=\underset{r\mathrm{IR}}{sup}(\lambda rh(r))$$

its Legendre transform. If we extend $`\mathrm{\Phi }`$ and $`Q`$ to $`]\mathrm{},0[`$ by $`+\mathrm{}`$ then

$$\mathrm{\Phi }^{}(\lambda )=Q^{}\left(\lambda \frac{1}{2}|v|^2\right)𝑑v,$$

for $`\lambda \mathrm{IR}`$, and it can be seen that the assumptions on $`Q`$ translate into the corresponding ones for $`\mathrm{\Phi }`$ where the relevant exponents are related by $`n=k+3/2`$. These assertions are established in , cf. also .

If one is interested only in the existence of spherically symmetric steady states and not their stability the relation becomes even more direct: Suppose $`f_0`$ is such a steady state of the Vlasov-Poisson system and define its radial and tangential pressures as functions of the radial variable $`r=|x|`$ by

$$p_0(r)=\left(\frac{xv}{r}\right)^2f_0(x,v)𝑑v,p_0^T(r)=\frac{1}{2}\left|\frac{x\times v}{r}\right|^2f_0(x,v)𝑑v.$$

Then a simple computation using the Vlasov equation implies the relation

$$p_0^{}=\frac{2}{r}(p_0^Tp_0)\rho _0V_0^{},$$
(4.1)
the Tolman-Oppenheimer-Volkov equation. If we make the isotropic ansatz

$$f_0(x,v)=\varphi (E(x,v))$$
(4.2)
with $`\varphi 0`$ prescribed and the particle energy $`E`$ given in terms of the potential $`V_0`$ as above then the pressure is isotropic, $`p_0^T=p_0`$, and (4.1) reduces to the static Euler equation $`p_0^{}+\rho _0V_0^{}=0`$. Moreover,

$`\rho _0(r)`$ $`=`$ $`2^{5/2}\pi {\displaystyle _{V_0(r)}^{\mathrm{}}}\varphi (E)(EV_0(r))^{1/2}dE=:g_\varphi (V_0(r)),`$
$`p_0(r)`$ $`=`$ $`{\displaystyle \frac{2^{7/2}}{3}}\pi {\displaystyle _{V_0(r)}^{\mathrm{}}}\varphi (E)(EV_0(r))^{3/2}dE=:h_\varphi (V_0(r)).`$
Hence the ansatz (4.2) reduces the stationary Vlasov-Poisson system to the semilinear Poisson equation

$$V_0=4\pi g_\varphi (V_0).$$
(4.3)
A solution of the latter automatically induces a solution of the static Euler-Poisson system which equation of state $`p_0=h_\varphi g_\varphi ^1(\rho _0)`$; both $`g_\varphi `$ and $`h_\varphi `$ are invertible on their support under mild assumptions on $`\varphi `$, cf. . On the other hand, starting from the static, spherically symmetric Euler-Posson system one can integrate the Euler equation using the equation of state and express $`\rho _0`$ as a function of the potential $`V_0`$ so that again the problem is reduced to a semilinear Poisson equation, which is precisely (4.3) if the equation of state has the form $`p_0=h_\varphi g_\varphi ^1(\rho _0)`$.

However, these parallels between static solutions of the two systems break down at several points: First of all, static solutions of the Euler-Poisson system, that is, steady states with vanishing velocity field, must be spherically symmetric, cf. , but for the Vlasov-Poisson system there exist axially symmetric steady states which are not spherically symmetric and which have non-vanishing velocity field $`vf_0𝑑v0`$, cf. .

Another point where the two systems differ, now concerning the question of stability, is the following: For the Euler-Poisson system the threshold $`n<3`$ which corresponds to $`\gamma >4/3`$ for the equation of state is sharp, since for the polytropic case with $`\gamma =4/3`$ the energy of a steady state is zero and an arbitrarily small perturbation of such a state can make the energy positive and cause part of the system to travel off to infinity. These assertions are shown in \[3, Thm. 1.3 (iv), Thm. 1.4\]. For the Vlasov-Poisson system one can go beyond this threshold to obtain stability provided $`0<k<7/2`$ which corresponds to $`3/2<n=k+3/2<5`$. This was done in  by minimizing the energy $`E_{\mathrm{kin}}+E_{\mathrm{pot}}`$ under the mass-Casimir constraint $`f+𝒞(f)=M`$. Moving the Casimir functional $`𝒞`$ from the functional which we minimize into the constraint allows for an extension of the stability result which includes all the polytropes with index up to and including $`n=k+3/2=5`$. The reduction mechanism which takes us to the Euler-Poisson system does no longer work in this context, $`\mathrm{\Phi }(\rho )𝑑x`$ is not conserved by itself so that we cannot move this functional from the minimized functional into the constraint, and all this fits with the fact that—as opposed to the Vlasov-Poisson system—the threshold $`n<3`$ is sharp for the Euler-Poisson system as regards stability.

To conclude we note that if the variational formulation is chosen as in  then one can prove the stability result in the form stated in Theorem 3 without assuming uniqueness or even isolatedness of the minimizer, cf. . Whether this is possible also in the framework of the present note is one of the many open problems in this area.

Acknowledgment. This paper originates from my collaboration with Y. Guo, Brown University, whom I sincerely thank for many stimulating discussions. The research was supported by the Wittgenstein 2000 Award of P. A. Markowich.