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# Detection of OH absorption against PSR B1849+00

## 1 Introduction

Much information concerning the interstellar medium (ISM) has been gleaned from studies of the absorption of pulsar signals by neutral hydrogen at $`\lambda 21`$ cm. Kinematic distances derived from absorption spectra, in combination with pulsar dispersion measures, have determined the electron density throughout the plane of the Galaxy (Weisberg et al., 1995). Combination of absorption and emission spectra along the same line-of-sight allows us to determine optical depth and inferred spin temperature of the cold neutral gas in front of the pulsar (Weisberg et al., 1979; Koribalski et al., 1995). Particularly interesting application of pulsar absorption studies is by Frail et al. (1994) who found temporal variations in pulsar absorption spectra, suggesting structure in the absorbing HI clouds at the tens–of–AU scale (the tiny-scale atomic structure or TSAS). The origin and properties of TSAS are still a great puzzle. Observations suggest that these features have pressure $`>300`$ times greater than the standard pressure of the cold neutral medium, being far from in a pressure equilibrium with the surrounding medium, unless they posses an extremely extended geometry (Heiles, 1997).

Another interesting issue was addressed by Dickey et al. (1981) who studied the existence of very small scale structure in the HI optical depth distribution. They compared abundance of HI absorption lines in various optical depth intervals measured against both continuum extragalactic sources, with typical angular sizes of 1′′ to 3, and against pulsars. As both sets of sources showed similar abundance of HI absorption lines they concluded that the angular size of background sources does not influence the optical depth measurements in HI, at least over the angular size range 0.001′′ to 3.

As pointed out by Dickey et al. (1981), pulsars are particularly powerful background sources for emission-absorption studies because the solid angle subtended by their continuum emission is extremely small. Although scattering in the ISM broadens their apparent size, the effective diameter of the line-of-sight volume is still on AU scales. This means that absorption spectra against pulsars probe needle-thin samples of the ISM. Another great advantage which pulsars offer as background sources for such studies, is that they turn on and off, thus allowing the absorption and emission spectra to be measured without moving the telescope. This eliminates the errors introduced in the absorption spectrum by small scale spatial variations in the emission.

Motivated by pulsars’ unique capabilities for studying the ISM, and in an effort to extend their use to molecular medium, we measured the absorption spectra of several pulsars at the wavelength of the hydroxyl radical (OH), $`\lambda 18`$ cm. The only previous attempts to determine pulsar OH absorption spectra were by Galt (1974), who did not detect absorption in the spectrum of PSR B0329+54, and by Slysh (1972), who observed B0329+54, B0450–18, B0525+21, B0740–28, B1642–03, and B1749–28; and detected OH absorption at 1667 MHz toward the latter one. As pulsar emission is weak at 18 cm OH absorption measurements are quite difficult and require a very sensitive instrument. We used the Arecibo telescope and detected OH absorption against one of our sources – PSR B1849+00. The line-of-sight toward B1849+00 is particularly interesting as it passes right through the Galactic plane and is very close to a nearby supernova remnant (SNR) G33.6+0.1. In this paper we focus on a detailed comparison between OH absorption spectra toward B1849+00 and G33.6+0.1.

This paper is organized as follows. We start in Section 2 with a brief background on the two objects of interest in the paper, B1849+00 and G33.6+0.1. Section 3 describes our Arecibo OH observations and data processing. To learn more about the large-scale distribution of molecular gas and compare it with OH we used the Steward Observatory’s 12-m telescope to map a 25$`{}_{}{}^{}\times `$ 25 region around G33.6+0.1 in 12CO(1-0); these observations are also summarized in Section 3. Detected OH absorption spectra toward B1849+00 and G33.6+0.1 are presented and analyzed in Section 4 and Section 5. The 12CO(1-0) distribution is presented in Section 6. In Section 7 we discuss the main result of this paper – the great difference between OH absorption spectra measured against the continuum emission from B1849+00 and G33.6+0.1 separately along the same line-of-sight. We present two geometrical scenarios to explain this difference and investigate several possible implications. We conclude in Section 8.

## 2 Background on PSR B1849+00 and SNR G33.6+0.1

PSR B1849+00 is a low-latitude, $`(l,b)=(33.5,0.0)`$, long-period (2.18 s) pulsar discovered by Clifton & Lyne (1986). What is particularly interesting about this object is its very high dispersion measure of $`(680\pm 60)`$ cm-3 pc (Clifton et al., 1988). HI absorption measurements towards B1849+00 were obtained by Clifton et al. (1988) who established that the PSR is located beyond the tangent point (8.4 kpc) but not significantly beyond the Solar circle (19 kpc). The electron density model by Lyne et al. (1985) predicted a distance of 14.5 kpc to B1849+00. The new electron density model by Cordes & Lazio (2002) places the PSR at a dispersion measure distance of $`(8.4\pm 1.7)`$ kpc, while the most recent model for the Galactic rotation by Fich et al. (1989) places a HI kinematic lower limit to its distance of 7 kpc.

PSR B1849+00 is located eight arcmin south of the center of the SNR G33.6+0.1 (also known as Kes 79, 4C00.70, HC13). Two extragalactic point sources, 1849+005 and 1850+009 are located 14 arcmin south-west and 14 arcmin north, respectively, of G33.6+0.1. G33.6+0.1 is a shell type SNR with diameter of about 10 arcmin (Caswell et al., 1981). 21-cm continuum observations by Frail & Clifton (1989) confirmed its morphology and a slightly larger diameter of $``$16 arcmin. HI absorption measurements towards B1849+00, G33.6+0.1, 1849+005 and 1850+009 by Frail & Clifton (1989) concluded that 1849+005 and 1850+009 are indeed extragalactic sources, and that the SNR lies in front of the PSR, at the distance of $`(10\pm 2)`$ kpc. This distance was determined by scaling the PSR distance of 14.5 kpc by the ratio of HI optical depth integrals of the SNR and the PSR. We note though that this method is very uncertain especially at low Galactic latitudes where any change in optical depth profiles along nearby lines-of-sight is more likely to be due to density or temperature variations in the absorbing cloud then due to one of the background objects being more distant.

Several studies have investigated a possible relationship between B1849+00 and G33.6+0.1. Han (1997) suggested that the two objects are related and that B1849+00 was born inside G33.6+0.1. However, very recently, Seward et al. (2002) detected a compact object with Chandra, right in the center of G33.6+0.1, which seems to be a much stronger candidate for the neutron star created in the SNR explosion.

The unusually high dispersion measure of B1849+00 and its proximity to G33.6+0.1 motivated several authors to investigate whether the SNR is (partially) responsible for the interstellar scattering along the PSR’s line-of-sight. In particular, Spangler et al. (1986) investigated whether the turbulence toward the PSR could be driven by diffuse shock acceleration upstream of the SNR boundary. The uncertain distances to the two objects hindered conclusive results. Frail & Clifton (1989) were also unable to distinguish whether the scattering occurs from a thin screen provided by the SNR or from a more general type of Galactic turbulence.

There were several previous investigations of molecular gas in the direction of G33.6+0.1 (Turner, 1979; Scoville et al., 1987; Green, 1989; Green & Dewdney, 1992). OH absorption and emission features were observed by Turner (1979) and Green (1989). 12CO(1-0) observations by Scoville et al. (1979) found a molecular cloud in the same direction. Green & Dewdney (1992) observed bright and extended HCO+ emission in the eastern portion of the SNR at velocities corresponding to the molecular cloud and concluded that the SNR is most likely interacting with the cloud. Green et al. (1997) detected emission at 1720 MHz associated with the SNR using the Parkes telescope, however compact maser emission was not detected with the VLA observations by Koralesky et al. (1998).

## 3 Observations and data processing

### 3.1 Arecibo OH Observations

OH observations were undertaken in early January 2000 toward seven pulsars, using the Arecibo 305-m telescope111The Arecibo Observatory is part of the National Astronomy and Ionosphere Center, operated by Cornell University under a cooperative agreement with the National Science Foundation.. The observed pulsars were: B1737+13, B1849+00, B1933+16, B2016+28, B1944+17, B1915+13 and B1929+10. These pulsars were selected from the Princeton Pulsar Catalogue (Taylor et al., 1993) as having low galactic latitude, a reasonably high flux density at 21-cm and previously detected sharp HI absorption features. The OH absorption was detected only against one of our observed sources – PSR B1849+00. A marginal detection was found in direction of B1915+13 which requires further confirmation.

#### 3.1.1 Observing Technique

The Gregorian feed was used with the “L-band wide” receiver (with frequency range 1.12 – 1.73 GHz). The illuminated part of the 305-m dish covers an area of about 210$`\times `$240 m, resulting in a beam FWHM of approximately $`2^{}.6\times 3^{}.0`$ at 1.6 GHz. The Caltech Baseband Recorder (CBR; Jenet et al. (1997)) was used as a fast-sampling backend, with a total bandwidth of 10 MHz at each of two orthogonal circular polarizations, simultaneously covering both OH mainlines at 1665.4018 and 1667.3590 MHz. The raw complex voltage data samples were recorded every 100 ns and stored directly on DLT tapes for further analysis. Observations were undertaken in blocks of ‘ON’-frequency scans, centered on 1664.4 MHz and having duration of about 30 min, and ‘OFF’-frequency scans, centered at 1666.4 MHz, required to perform frequency switching to flatten baselines, lasting about 5 min. The observing frequency was corrected for the changing Doppler shift of the observatory with respect to the local standard of rest (LSR) at each frequency change. In particular, PSR B1849+00 is observable at Arecibo only for about one hour each day, and at the zenith angle of about 18 degrees. The system temperature at this zenith angle was about 40 K. In total, 2.8 hours were spent for this object on the ‘ON’-frequency scans, and about 40 min on the ‘OFF’-frequency scans. All data tapes were sent to Caltech’s Center for Advance Computation and Research (CACR) for further processing.

#### 3.1.2 Off-line data processing

The fast–sampled raw data were Fourier–transformed to provide a sequence of dedispersed spectra, each consisting of 2048 frequency channels across a 10 MHz total bandwidth for the two orthogonal polarizations. (See Jenet et al. (1997) for details of the algorithm.) The spectra have frequency resolution of 4.9 kHz, or velocity resolution of 0.9 km s-1, without any smoothing. These spectra were then accumulated modulo the apparent pulsar period into one of 128 pulse–rotational–phase bins. The five– to thirty–minute scan is now represented by a data cube of temperature as a function of frequency and pulse phase.

The next stage of data processing involved extraction of ‘ON’-pulse and ‘OFF’-pulse spectra from the 3-dimensional data cube for each scan. Our software finds the pulsar pulse in the cube, and weights (by $`T_{\mathrm{PSR}}^{}{}_{}{}^{2}`$) and accumulates those spectra gathered during the pulse into a raw “pulsar–on” spectrum and those measured between pulses into a “pulsar–off” spectrum. Two types of spectra of astrophysical interest are then formed. The grand pulsar absorption spectrum (see Fig. 1), which depicts the pulsar signal alone (as absorbed by any intervening OH), takes advantage of the pulsed nature of pulsar radiation. The grand pulsar absorption spectrum is created by generating the “pulsar–on” – “pulsar–off” spectrum for a scan; then doing frequency switching to flatten the baseline; and finally accumulating all such spectra with a weight again proportional to $`T_{\mathrm{PSR}}^{}{}_{}{}^{2}`$. The grand “pulsar–off” spectrum (see Fig. 2), which registers all emission and absorption lying in the telescope beam during the time that the pulsar signal is not present, is created by summing all scans’ “pulsar–off” spectra, and then fitting and removing a polynomial to flatten the baseline. (We decided to fit a polynomial to the grand “pulsar-off” spectrum, rather than doing frequency switching, because of the great complexity of the spectrum; multiple emission and absorption features were present at both OH mainlines, with the line separation of 1.95 MHz and the frequency switching offset of 2 MHz.)

The normalized grand pulsar absorption spectra, at 1665 and 1667 MHz, are in units of $`I(v)/I_0=e^{\tau (v)}`$, the optical depth of the intervening OH, and do not require any further calibration. The grand “pulsar-off” spectra are in units of brightness temperature and need to be calibrated. As sources of known temperature were not observed for the flux calibration purpose, we calibrated these spectra by comparing them with previous OH observations towards G33.6+0.1, obtained by Turner (1979) using the NRAO 140-ft telescope (FWHM of 18.8 arcmin). A constant, overall, conversion factors were estimated for both 1665 and 1667 MHz lines to scale our spectra to match those presented by Turner (1979). The spectra were then scaled down by a factor of 1.6 as the PSR is located south of the SNR where continuum emission is weaker, therefore the brightness temperature covered by the Arecibo beam is lower than the brightness temperature at the center of the SNR. This additional scaling factor was estimated from HI contours presented in Fig. 1 of Frail & Clifton (1989). The rms noise in the resultant spectra agrees within 25% with the expected theoretical noise level calculated for the given integration time, bandwidth and the system temperature (including the SNR contribution). The optical depth was calculated using:

$$\tau (v)=\mathrm{ln}\left(\frac{T_\mathrm{B}(v)}{T_\mathrm{B}^{\mathrm{cont}}}+1\right)$$
(1)
where brightness temperature of continuum emission $`T_\mathrm{B}^{\mathrm{cont}}4`$ K was assumed.

### 3.2 12-m CO Observations

G33.6+0.1 was previously mapped in 12CO(1-0) with the 12-m telescope by Green (1989), however these data are not easily accessible in electronic form. We re-observed a 25$`{}_{}{}^{}\times 15^{}`$ region around G33.6+0.1. Observations were obtained in December 2002. Absolute on-the-fly mapping was performed with a scanning rate of 60 ′′/sec and a reference position being RA 19h 00m, Dec $`01^{}`$ 30 (B1950). The planet Mars was used for pointing and focus. Two filter banks and the digital millimeter autocorrelator were used simultaneously to record data for two orthogonal polarizations, resulting in final velocity resolutions of 1.3, 2.6 and 0.1 km s-1 per channel. The data reduction was performed in the aips package. Line-free channels were used for continuum subtraction. Data were gridded using the sdgrd task. The rms noise level is 0.4 K per 1.3 km s-1 wide channels. At 115 GHz the telescope FWHM is 55 arcsec. Main beam efficiency is 0.62 and forward spillover and efficiency is 0.72. To convert from recorded $`T_\mathrm{R}`$ to brightness temperature $`T_\mathrm{B}`$ multiplication by 1.16 is required. To further convert to flux density multiplication by the antenna gain, 33 Jy K-1, is required (Helfer & et al., 2003).

## 4 Pulsar OH absorption spectrum toward PSR B1849+00

Fig. 1 (first and second panel) shows the pulsar OH absorption spectra, at 1665 and 1667 MHz, toward B1849+00. At both frequencies, narrow absorption lines were detected at velocity of about 102 km s-1. This is the first successful OH absorption, to our knowledge, in both OH mainlines detected toward any pulsar. The optical depth noise level is 0.08. The detected absorption lines have an intensity of $`>5`$-$`\sigma `$.

As described above in Section 3.1.2, these spectra depict the pulsar signal alone being absorbed by intervening OH. It is important to note that emission and absorption due to any other source, astrophysical or instrumental, has been eliminated via the differencing procedure that generated these spectra. The units on the left-hand axis on Fig. 1 are for the normalized pulsar intensity ($`I/I_0`$), while the right-hand axis shows the optical depth of OH lying between the pulsar and Earth ($`\tau =\mathrm{ln}(I/I_0)`$). Several additional weak absorption features could be present in the OH spectra presented in Fig. 1. In particular, there may be a hint of an absorption feature seen at 1667 MHz around velocity of 75 km s-1 where a strong CO emission is found (see Fig. 2). However, we concentrate in this paper only on more than 3-$`\sigma `$ detections. The last panel in Fig. 1 shows the HI absorption of signals from PSR B1849+00, adopted from Clifton et al. (1988).

The absorption system shown in Fig. 1, which we label as ‘A’, seems to have an unusually high optical depth. Typical OH absorption found in the surveys against extra-galactic sources has $`\tau _{1667}0.05`$ and $`\mathrm{FWHM}1`$ km s-1 (Dickey et al., 1981; Colgan et al., 1989; Liszt & Lucas, 1996). Higher optical depths are quite rare and are found close to SNRs and/or HII regions (Goss, 1968; Manchester & Gordon, 1971; Yusef-Zadeh et al., 2003).

We fitted Gaussian functions to the PSR optical depth profiles, $`\tau =\tau _{\mathrm{max}}\mathrm{exp}[4\mathrm{ln}2(vv_0)^2/\mathrm{FWHM}^2]`$ and Table 1 lists the derived parameters. Columns 3 – 5 give $`\tau _{\mathrm{max}}`$, $`v_0`$ and FWHM, which are the peak height, velocity center and full width at half maximum, respectively. Column 6 gives the equivalent width, $`\mathrm{EW}=\tau 𝑑v`$, and column 7 gives the ratio of equivalent widths for 1667 and 1665 MHz lines, $`R_\tau =\mathrm{EW}(1667)/\mathrm{EW}(1665)`$. $`R_\tau =1.8`$ for thermalized level populations of any optical depth (Dickey et al., 1981). Column 8 gives the ratio of OH column density $`N_{\mathrm{OH}}`$ to the excitation temperature $`T_{\mathrm{ex}}`$, determined by:

$$\frac{N_{\mathrm{OH}}}{T_{\mathrm{ex}}}=\frac{C_0}{f}\tau 𝑑v$$
(2)
where $`C_0=4.0\times 10^{14}`$, for the 1665 MHz line, and $`C_0=2.24\times 10^{14}`$ cm-2 K-1 (km s-1)-1 for the 1667 MHz line. The OH solid angle filling factor $`f`$ is assumed to be unity for these calculations.

Absorption features seen in Fig. 1 (see also Table 1) are very narrow with the velocity FWHM of 1.5 and 1.1 km s-1, respectively. In addition, central velocities of feature ‘A’ at 1665 and 1667 MHz differ by about 1 km s-1. This is very surprising result. There is no instrumental or processing step, to our knowledge, that could cause such an offset. The two OH main line rest frequencies are known to 100 Hz accuracy (Ter Meulen & Dymanus, 1972), while the offset between central frequencies of feature ‘A’ at 1665 and 1667 MHz is 5.6 kHz. The 1665 and 1667 MHz spectra are actually two chunks of a single 10 MHz wide spectrum, making an instrumental channel offset problem unlikely. It is also hard to explain this offset as being due to an astronomical reason. The only possible reason we can think of are shock effects that could somehow cause population difference in the lower states of the two OH main transitions. However, we are not aware of theoretical models of this phenomenon. Certainly, further observations with higher velocity resolution are necessary to confirm this offset.

## 5 Pulsar OFF Spectrum

Fig. 2 (first and second panel) shows the “pulsar-off” spectrum (see Section 3.1.2). As the SNR G33.6+0.1 is centered only 8 arcmin from B1849+00 and its diameter is $``$ 16 arcmin (from Frail & Clifton 1989, their Fig. 1), while the Arecibo telescope FWHM at 1666 MHz is $`2.6^{}\times 3.0^{}`$, the absorption features in this spectrum are effectively produced by intervening OH lying in front of G33.6+0.1. The third panel on Fig. 2 shows 12CO(1-0) emission in the direction of B1849+00 integrated over the Arecibo beam. The forth panel in Fig. 2 shows the 1420 MHz absorption spectrum toward G33.6+0.1 from Frail & Clifton (1989).

The “pulsar-off” spectra show two absorption systems, centered at about 102 and 10 km s-1, observed in both OH mainlines. The first one, ‘A’, has been already seen in the PSR absorption spectrum. We label the second one as ‘B’. In addition, there is an emission feature, ‘C’, seen at about 70 km s-1. It is immediately obvious that these absorption features differ greatly, in both peak intensity and linewidth, from features seen in the pulsar absorption spectra in Figure 1. In particular, feature ‘A’ in the 1667 MHz line is almost 15 times wider and 30 times shallower that its corresponding feature in the PSR absorption spectrum.

We fitted Gaussian functions to optical depth profiles of features ‘A’, ‘B’ and ‘C’ and results are shown in Table 1. In all cases at least two Gaussian functions were required as observed profiles are broad. Usually, a wider Gaussian component is necessary to fit line wings, where optical depth decreases more gradually. The fitted Gaussian components and their corresponding residuals are shown in Fig. 3. Absolute values for the peak optical depth are at least 10 times lower than for the pulsar absorption spectra, but are similar to values obtained in several OH surveys toward extragalactic sources (Dickey et al., 1981; Colgan et al., 1989; Liszt & Lucas, 1996). The FWHM of narrow Gaussian components is typically 3-5 km s-1, while for the wider component is $`10`$ km s-1.

Wide absorption/emission profiles could be caused by blending of molecular clumps along the line of sight (Marscher et al., 1991; Marscher & Stone, 1994). Another possible cause of wide absorption profiles is propagation of a C-type shock through a molecular cloud, which could occur in the case of a cloud-SNR interaction. Flower & Pineau des Forets (1998) modeled OH absorption line profiles in the presence of C-type shocks and found double peaks arising from contributions from both the host (quiescent) and shocked gas. Their double components have comparable peak values but the quiescent one is significantly narrower that the shocked one. Fig. 3 and Table 1 show that feature ‘A’ at 1667 MHz is reminiscent of the C-type model profiles. This particular OH absorption line was interpreted previously as a signature of an interaction between the SNR and a molecular cloud (Green, 1989; Green & Dewdney, 1992). However, in three other cases the wider Gaussian component is associated with the line wing only and does not resemble profiles expected from C-type shocks.

In the case of feature ‘A’ wide Gaussian components at both 1665 and 1667 MHz agree well in central velocity and FWHM, we then use their equivalent widths to estimate $`R_\tau =1.5`$. Narrow components have very different central velocity. Similarly, for feature ‘B’ narrow Gaussian components agree well in central velocity and FWHM, and have $`R_\tau =2.7`$. Wider Gaussian components for feature ‘B’ have the same central velocity but significantly different FWHM, in this case $`R_\tau =1.0`$.

## 6 CO distribution

Fig. 4 shows 12CO(1-0) emission at different LSR velocities. The CO data presented here complement data published by Green & Dewdney (1992) by covering a wider velocity range. A large molecular cloud (with size of $`>25`$ arcmin) is seen between 97 and 113 km s-1 that extends over the whole continuum distribution of G33.6+0.1, see 12CO(1-0) integrated intensity image in Fig. 5. This cloud was first cataloged by Scoville et al. (1987) who estimated its average linear size of $``$40 pc and a mean molecular hydrogen density of $``$180 cm-3. The CO emission is particularly strong on the west part of the SNR. At several positions along this side Green & Dewdney (1992) also found strong HCO+ emission which was interpreted as being due to an interaction between the SNR and the molecular cloud. The cloud is elongated along the Galactic plane (in the direction from the north-west to the south-east) and has somewhat sharper edge on the lower latitude side.

An interesting loop-like feature is seen around 113 km s-1, extended along the Galactic plane. Around 92 km s-1 a higher latitude cloud is seen that transforms into a long filament running parallel to the plane at about 82 km s-1. Although these are low sensitivity observations a wealth of small scale molecular features is found, particularly around 92 and 40–42 km s-1.

Two small clouds, probably belonging to larger complexes, are seen at 56 km s-1, RA 18h 49m 40s, Dec 00 40 00′′, and at $``$48–50 km s-1, RA 18h 50m 08s Dec 00 30 0.14′′. The peak brightness temperature of clouds is 7.5 and 8 K and they both lie in the direction of the continuum emission associated with G33.6+0.1. Interestingly, Turner (1979) observed an OH absorption feature at 57 km s-1 in 1667 MHz line, accompanied with an emission feature at 60 km s-1 in 1665 MHz lines. Observations by Green (1989) at 1667 MHz showed a flip from an absorption at 55 km s-1 to an emission at 60 km s-1. An interesting donut-like feature is seen around 35 km s-1.

Figure 5 shows the integrated 12CO(1-0) intensity distribution over velocity range 95 to 113 km s-1, near our feature ‘A’. Contours of the 21-cm continuum image of G33.6+0.1 by Frail & Clifton (1989) are also overlaid. The mean velocity of the cloud is 106 km s-1, no velocity gradient is found.

## 7 Discussion

What is particularly striking about the OH absorption data presented in this paper is that the difference in the observed optical depths (line shape, width and peak) in the PSR absorption spectrum (Fig. 1) and the “pulsar-off” spectrum (Fig. 2, 1st and 2nd panel) is so great. The PSR absorption spectrum shows absorption by the intervening OH against the pulsar continuum emission alone, while the “pulsar-off” spectrum shows absorption produced against the continuum emission from G33.6+0.1 alone within the Arecibo beam. In other words, spectra in Figs. 1 and 2 show two different absorption features along the same line-of-sight and with the same central velocity around 103 km s-1. In particular, the absorption features seen in the PSR absorption spectra at 1665 and 1667 MHz are deep and narrow, but with the ratio of equivalent widths for 1665 and 1667 MHz lines being very close to 5:9. The line ratio suggests that the observed absorption spectra are not the result of an instrumental or processing artefact, but that originate from molecular gas along the line of sight toward the PSR.

From Table 1, $`N_{\mathrm{OH}}/T_{\mathrm{ex}}3\times 10^{14}`$ cm-2 K-1 for feature ‘A’ in the PSR absorption spectra. It is typically assumed that $`T_{\mathrm{ex}}`$5 K for clouds unassociated with HII regions, and around 10 K for clouds associated with HII regions (Bourke et al., 2001). Liszt & Lucas (1996) have found that gas seen in OH absorption has typically $`T_{\mathrm{ex}}`$4 K, while gas seen in OH emission is warmer with $`T_{\mathrm{ex}}`$7–13 K. With assumption of $`T_{\mathrm{ex}}`$5–10 K, we estimate $`N_{\mathrm{OH}}\mathrm{few}\times 10^{15}`$ cm-2. Under assumption that column densities of OH and hydrogen (HI$`+`$H2) are related with $`N_\mathrm{H}10^8N_{\mathrm{OH}}`$, we get $`N_\mathrm{H}\mathrm{few}\times 10^{23}`$ cm-2 for this feature. This is higher than what is usually sampled by OH (Bourke et al., 2001).

In Section 6 we showed that a large molecular cloud is seen in the SNR and the PSR direction. The line shapes (see Section 5) and previous work by Green (1989) and Green & Dewdney (1992) suggest that the SNR is most likely interacting with the molecular cloud. To explain the large difference in absorption optical depths against the PSR and SNR we investigate two possible geometrical scenarios.

### 7.1 An additional molecular cloud is located in front of the PSR yet behind the SNR

It is possible that absorption features seen in the PSR absorption spectrum and the “pulsar-off” spectrum are not related physically. This could happen in the case where the sharp and deep absorption lines, seen in the PSR absorption spectra, come from an additional molecular cloud located in front of the PSR yet behind the SNR (see Fig. 6 case 1 for a graphical representation). The broad OH absorption lines in the “pulsar-off” spectrum are, most likely, a result of the interaction between the SNR and the molecular cloud, while the narrow absorption lines are not associated with the cloud-SNR interaction. This is similar to different OH absorption lines observed in direction to W28 (Yusef-Zadeh et al., 2003).

This additional molecular cloud could be of any size. The large-scale 12CO(1-0) images in Fig. 4 and Fig. 5 do not show any obvious structure that could be associated with this secondary cloud. To investigate this scenario we compared the hydrogen column density derived from OH and CO in the PSR direction. The 3rd panel in Fig. 2 shows the CO emission spectrum which has several components, the last one being centered at 103.2 km s-1. This component has the integrated CO intensity of 75.9 K km s-1. Using the conversion factor between the integrated CO intensity and H2 column density by Dame et al. (2001) we derive $`N(\mathrm{H}_2)=1.5\times 10^{23}`$ cm-2 in this direction, or $`N_\mathrm{H}=3\times 10^{23}`$ cm-2. This agrees well with $`N_\mathrm{H}=24\times 10^{23}`$ cm-2 derived from the total OH column density traced by the PSR absorption spectrum and the “pulsar-off” spectrum. This suggests that, most likely, all OH seen in absorption and CO seen in emission coexist in the same region and that the existence of an additional molecular cloud along the line of sight is not very likely explanation.

### 7.2 All molecular gas is in front of the SNR and the PSR

Another possibility is that the OH absorption features seen in the PSR absorption and “pulsar-off” spectra originate from the same general molecular cloud located in front of both the PSR and the SNR. This could happen in the case where the PSR absorption is produced by a small clump (‘cloudlet’), while the shallower, broader absorption features against the SNR are caused by an ensemble of ‘cloudlets’ of varying properties (Fig. 6 case 2). Furthermore, the small ‘cloudlet’ could represent a typical building block for the molecular cloud.

What is particularly interesting about this scenario is that it would be a clear demonstration that a pencil-sharp absorption sample can differ dramatically from a large-angle absorption sample. This OH result would be very different from HI absorption findings. Dickey et al. (1979) and Payne et al. (1982) observed continuum sources over a large range of solid angels and compared results to those against small solid-angle sources. They found no obvious difference. Dickey et al. (1981) observed 21-cm absorption in front of pulsars and extragalactic sources of widely varying angular sizes and concluded that the statistics of absorption are similar in all cases, and that the ‘cloudlet’ model of the interstellar HI is not prominent. However, the difference at HI and OH would not be totally unexpected: the solid-angle effect is expected to be more pronounced for molecular gas where clumpiness is known to be significant.

We explore some of the consequences of this scenario in the following two subsections.

#### 7.2.1 An estimate of the ‘cloudlet’ size

The solid angle subtended by the ‘cloudlet’ intercepts solid angles of both PSR and SNR continuum emission regions (Fig. 5). However, the “pulsar-off” spectrum does not appear to have a significant contribution from the ‘cloudlet’ seen in the PSR absorption spectrum. This suggests that the ‘cloudlet’ covers a very small fraction of the SNR and can be used to place an upper limit on the ‘cloudlet’ size.

In this particular scenario, when all molecular gas is located in front of both the PSR and the SNR, the observed optical depth profile against the SNR ($`\tau _{\mathrm{snr}}`$, shown in Fig. 2) is a solid angle weighted average of the ‘cloudlet’ optical depth profile, which we will assume to be the same as the PSR optical depth profile ($`\tau _\mathrm{c}`$, shown in Fig. 1), and the pure optical depth profile against the SNR ($`\tau _{\mathrm{snr}}^{}`$) that would be uncontaminated by the ‘cloudlet’ absorption:

$$\frac{\mathrm{\Omega }_{\mathrm{snr}}^{}\tau _{\mathrm{snr}}^{}+\mathrm{\Omega }_\mathrm{c}\tau _\mathrm{c}}{\mathrm{\Omega }_{\mathrm{snr}}^{}+\mathrm{\Omega }_\mathrm{c}}=\tau _{\mathrm{snr}}.$$
(3)
Here, $`\mathrm{\Omega }_{\mathrm{snr}}^{}`$ and $`\mathrm{\Omega }_\mathrm{c}`$ are solid angles of the SNR and PSR continuum emission occupied by OH seen in absorption. We assume that $`\tau _{\mathrm{snr}}=k\tau _{\mathrm{snr}}^{}`$, where $`k`$ is determined from comparison of our OH observations with previous ones. Previous OH observations of G33.6+0.1 were obtained with much larger telescope beams covering the whole SNR (Turner 1979; Green 1989) and therefore averaging optical depth profiles over larger solid angles. Hence these spectra can be assumed to be $`\tau _{\mathrm{snr}}^{}`$. Our OH spectra agree with previous observations within 60% (see Section 3.1.2), meaning that $`k1.6`$. If we assume that $`\mathrm{\Omega }_{\mathrm{snr}}^{}`$ is less or equal a half of the solid angle subtended by the Arecibo beam (as suggested in Fig. 5), then the peak optical depths listed in Table 1 allow us to place an estimate of $`\mathrm{\Omega }_\mathrm{c}0.25`$ arcmin2.

At the distance of 7 kpc $`\mathrm{\Omega }_\mathrm{c}`$ translates to a maximum linear size of 1 pc for the OH absorbing ‘cloudlet’. Using the values for $`N_{\mathrm{OH}}/T_{\mathrm{ex}}`$ from Table 1, we can now estimate the total column density of hydrogen in the ‘cloudlet’, and from there its volume density ($`n`$). Under assumption of a simple spherical geometry, $`n=N_{\mathrm{OH}}/(4\times 10^{10}\times r_{\mathrm{pc}})`$, and $`T_{\mathrm{ex}}10`$ K, we estimate $`n>10^5`$ cm-3. The hydrogen volume density and ‘cloudlet’ size suggest that this is a very small and dense cloud of molecular gas, similar to the tiny-scale molecular features on sizes of order of 10 AU discovered by Moore & Marscher (1995).

#### 7.2.2 Modeling optical depth profiles

We now investigate the possibility that the ‘cloudlet’, seen in the PSR absorption spectra, represents a typical building block for the molecular cloud by attempting to model broad absorption lines in the “pulsar-off” spectra with an ensemble of narrow absorption lines from the PSR absorption spectra.

We use a simple model for modeling optical depth profiles, based on the idea from Marscher, Bania & Wang (1991). The model assumes a random distribution of a large number of ‘cloudlet’ absorption features within boundaries of the molecular cloud. While ‘cloudlets’, or basic building blocks, have thermal linewidths, the observed final broad linewidths in the “pulsar-off” spectra are due to the bulk motion of individual ‘cloudlets’. We represent the ‘cloudlet’ optical depth spectrum ($`\tau _\mathrm{c}`$) with a Gaussian function, having the peak optical depth ($`\tau _{\mathrm{max}}`$), and the standard deviation ($`\sigma _\mathrm{c}`$ in km s-1). ‘Cloudlet’ optical depth profiles are centered along the line-of-sight according to the probability distribution function. We use a Gaussian form for this function which is determine by fitting a single normalized Gaussian function to the “pulsar-off” optical depth profile.

The velocity interval of interest, $`\mathrm{\Delta }V`$, is then divided into $`\mathrm{\Delta }V/2\sigma _c`$ velocity bins, each of width $`2\sigma _c`$. The probability that each velocity bin contains 0, 1, 2, … or $`N`$ ‘cloudlet’ optical depth profiles is given by the binomial statistics, and the expected value of e, averaged over $`\mathrm{\Delta }V/2\sigma _c`$ velocity bins, can be calculated using:

$$e^\tau =\frac{2\sigma _c}{\mathrm{\Delta }V}\underset{i=1}{\overset{\mathrm{\Delta }V/2\sigma _c}{}}q_i^N\left[\underset{j=0}{\overset{N}{}}\left(\begin{array}{c}N\\ j\end{array}\right)\left(\frac{p_i}{q_i}\right)^je^{j\tau _c}\right]$$
(4)
or

$$e^\tau =\frac{2\sigma _c}{\mathrm{\Delta }V}\underset{i=1}{\overset{\mathrm{\Delta }V/2\sigma _c}{}}\left(p_ie^{\tau _c}+q_i\right)^N.$$
(5)
Here, $`p_i`$ is the probability that the central velocity of a ‘cloudlet’ belongs to the $`i`$th velocity bin, which is estimated from the probability distribution function, while $`q_i=(1p_i)`$. We have experimented with different velocity intervals $`\mathrm{\Delta }V`$ and the best results are achieved for $`\mathrm{\Delta }V2.0\times `$ FWHM of the single Gaussian fit to the “pulsar-off” optical depth profile.

The simulations were performed for $`\sigma _c=0.2`$ km s-1, the internal thermal velocity dispersion for gas with kinetic temperature of about 100 K. This kinetic temperature was suggested by the HI absorption and emission data toward B1849+00 from Frail & Clifton (1989). In addition, we allowed a slight broadening of the internal ‘cloudlet’ velocity dispersion and performed simulations for $`\sigma _c=0.4`$ and 0.6 km s-1. The last value is particularly of interest as it corresponds to the standard deviation of the PSR absorption line from Table 1, while $`\sigma _c=0.4`$ km s-1 is an intermediate value between the pure thermal and the PSR linewidths. For each value of $`\sigma _c`$ and the range of $`\tau _{\mathrm{max}}`$ from 0.004 to 2.0, we estimated $`e^\tau `$ for various $`N`$ (ranging from 1 to 250). The simulated (expected) optical depth spectrum was then compared with the original SNR spectrum, residuals were determined and the rms of residuals was calculated. The best model fit was assumed to correspond to the lowest rms residual value and the corresponding number of clumps, $`N`$, was taken as the best estimate. For a given range of $`\tau _{\mathrm{max}}`$, Fig. 7 shows the rms of residuals and the best number of clumps determined for the 1665 MHz SNR optical depth profile, when $`\sigma _c=0.2`$ (solid line), 0.4 (dashed line) and 0.6 km s-1 (dot-dashed line).

The results of simulations show several general trends: the rms of residuals slowly increases with $`\tau _{\mathrm{max}}`$; number of clumps needed to fit the SNR profile increases when $`\tau _{\mathrm{max}}`$ decreases; and number of clumps also increases when $`\sigma _c`$ decreases. In the case of $`\sigma _c=0.4`$ or 0.6 km s-1, the simulated spectra are unsatisfactory (have high residual rms) for $`\tau _{\mathrm{max}}>0.6`$. In the case of $`\sigma _c=0.2`$ km s-1 the rms stays quite stable all the way to $`\tau _{\mathrm{max}}0.8`$. The lowest rms of residuals are achieved for $`\tau _{\mathrm{max}}<0.1`$ and $`\sigma _c=0.4`$ or 0.6 km s-1. Although good fits (small rms) are achieved for the wide parameter space given by $`\tau _{\mathrm{max}}0.6`$ and any $`\sigma _c`$, the number of required ‘cloudlets’ is too small, less than 10, in most cases where $`\tau _{\mathrm{max}}>0.1`$.

For the case of $`\sigma _c=0.4`$ or 0.6 km s-1, a large number of ‘cloudlets’ could make the molecular cloud only under very low peak optical depth conditions of $`\tau _{\mathrm{max}}0.020.03`$. The most meaningful results are achieved for the thermal velocity dispersion, $`\sigma _c=0.2`$ km s-1 with $`\tau _{\mathrm{max}}<0.1`$, where $`>30`$ ‘cloudlets’ are needed to model well the SNR optical depth profiles. Typical $`\tau _{\mathrm{max}}`$ obtained from surveys against extragalactic sources (Dickey et al., 1981; Colgan et al., 1989; Liszt & Lucas, 1996) is around 0.05. As an example of how well optical depth profiles can be modeled, we show the case for $`\sigma _c`$=0.4 km s-1 and $`\tau _{\mathrm{max}}=0.05`$ in Figure 8. Although this is a very simple geometrical model it is possible to model SNR spectra surprisingly well. However, the 1665 MHz modeled profile is missing line wings, while the 1667 MHz profile is extremely complex. If the thermal ‘cloudlet’ linewidth is used, $`N50`$ is required.

As a conclusion, the required number of ‘cloudlets’, with properties similar to the PSR optical depth profile, necessary for building the SNR profile is too small. The PSR profiles hence can not be building blocks. Models of a large number of ‘cloudlets’ having optical depth profiles with thermal linewidth and $`\tau _{\mathrm{max}}<0.1`$ could work well.

## 8 Summary

We have detected OH absorption against PSR B1849+00 at both 1665 and 1667 MHz OH mainlines using the Arecibo telescope. This is the first successful detection of OH in both mainlines toward any pulsar. The most important aspect of this detection is that it opens up a new avenue for studying properties of molecular gas using extremely small solid angle background sources. The OH absorption features detected against B1849+00 are unusually deep ($`\tau =0.9`$ at 1667 MHz) and narrow (FWHM$`=`$1.1 km s-1). High OH optical depths are often found close to SNRs but with wide linewidths that indicate an interaction between a SNR and a molecular cloud.

In addition, we have detected several absorption and emission features against G33.6+0.1, a nearby SNR that is partially covered by the Arecibo beam. The most interesting result of this study is that a pencil-sharp absorption sample probed by the PSR differs greatly from the large-angle absorption sample probed by the SNR along the same line-of-sight. In trying to understand this difference we have obtained 12CO(1-0) observations of G33.6+0.1 with the 12-m telescope.

We have investigated two geometrical scenarios in order to explain the observed OH absorption spectra. In the first scenario, an additional molecular cloud, located in front of the PSR but behind the SNR, could be responsible for the pencil-sharp absorption sample probed by the PSR. The main implication of the second scenario, whereby the OH absorption against the PSR and the SNR originate from the same molecular cloud, is that the statistics of OH absorption depend greatly on the size of the background sources. This result is different from what was found for the case of HI absorption studies, but not totally unexpected as clumpiness of molecular gas is known to be significant. We have further shown that in this scenario, the PSR is most likely probing a very small molecular clump, ‘cloudlet’, having angular size of $`<30`$ arcsec and hydrogen volume density $`>10^5`$ cm-3.

We have also investigated the possibility that the ‘cloudlet’ represents a typical building block for the molecular cloud by modeling the SNR OH absorption profiles with template ‘cloudlet’ opacity profiles. It was shown that this is not the case, however the SNR OH absorption profiles can be modeled well with template profiles having peak opacity of $`<`$0.1 and velocity dispersion of $``$ 0.2–0.4 km s-1. High velocity and spatial resolution OH mapping of the whole SNR is desirable to distinguish further between the two possible scenarios. In addition, further OH absorption measurements toward other pulsars are important to constrain how common such phenomenon may be.

We would like to express our thanks to Caltech’s Center for Advance Computation and Research for the use of their facilities for data storage and processing. We appreciate greatly Rick Jenet’s help with processing of raw pulsar data. S. S. is grateful to Alberto Bolatto and Jonathan Swift for valuable input on the 12-m observing and data reduction strategy. S. S. would also like to thank all staff members of the 12-m telescope for their great support and help. We are grateful to an anonymous referee for helpful suggestions. The National Radio Astronomy Observatory is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc.


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# Mathematical Results Inspired by Physics

## 1. Introduction

The results I will discuss are all motivated by the conjectures of physicists, without which it is hard to imagine that these results would have appeared. In all these cases the new methods discovered during the process to prove those conjectures often give us many more surprising new results. The common feature of the proofs is that they all depend on localization techniques built upon various parts of mathematics: modular forms, heat kernels, symplectic geometry, and various moduli spaces.

Elliptic genera were invented through the joint efforts of physicists and mathematicians . Actually in Section 2 I will only discuss in detail a vanishing theorem of the Witten genus, which is the index of the Dirac operator on loop space. This is a loop space analogue of the famous Atiyah-Hirzebruch vanishing theorem. It was discovered in the process of understanding the Witten rigidity conjectures for elliptic genera. A loop space analogue of a famous theorem of Lawson-Yau for non-abelian Lie group actions will also be discussed.

Moduli spaces of flat connections on Riemann surfaces have been studied for many years in various subjects of mathematics . The computations of the intersection numbers on such moduli spaces have been among the central problems in the subject. In Section 3 I will discuss a very effective way to compute the most interesting intersection numbers by using the localization property of heat kernels. This proves several beautiful formulas conjectured by Witten . We remark that these intersection numbers include those needed for the Verlinde formula.

In Section 4 I discuss some remarkable formulas about counting curves in projective manifolds, in particular in Calabi-Yau manifolds. I will discuss the mirror principle, a general method developed in - to compute characteristic classes and characteristic numbers on moduli spaces of stable maps in terms of hypergeometric series. The mirror formulas from mirror symmetry correspond to the computations of the Euler numbers. Mirror principle computes quite general Hirzebruch multiplicative classes such as the total Chern classes.

## 2. Elliptic genera

Let $`M`$ be a compact smooth spin manifold with a non-trivial $`S^1`$-action, $`D`$ be the Dirac operator on $`M`$. Atiyah and Hirzebruch proved that in such a situation the index of the Dirac operator $`\mathrm{Ind}D=\widehat{A}(M)=0`$, where $`\widehat{A}(M)`$ is the Hirzebruch $`\widehat{A}`$-genus . One interesting application of this result is that a $`K3`$ surface does not allow any non-trivial smooth $`S^1`$-action, because it has non-vanishing $`\widehat{A}`$-genus.

Let $`LM`$ be the loop space of $`M`$. $`LM`$ consists of smooth maps from $`S^1`$ to $`M`$. There is a natural $`S^1`$-action on $`LM`$ induced by the rotation of the loops, whose fixed points are the constant loops which is $`M`$ itself. Witten formally applied the Atiyah-Bott-Segal-Singer fixed point formula to the Dirac operator on $`LM`$, from which he derived the following formal elliptic operator :

$$D^L=D\underset{n=1}{\overset{\mathrm{}}{}}S_{q^n}TM=\underset{n=0}{\overset{\mathrm{}}{}}DV_nq^n$$

where $`q`$ is a formal variable and for a vector bundle $`E`$,

$$S_qE=1+qE+q^2S^2E+\mathrm{}$$

is the symmetric operation and $`V_n`$ is the combinations of the symmetric products $`S^j(TM)`$’s by formal power series expansion. So $`D^L`$, which is called the Dirac operator on loop space, actually consists of an infinite series of twisted Dirac operators with the pure Dirac operator $`D`$ as the degree $`0`$ term. The index of $`D^L`$, denoted by $`\mathrm{Ind}D^L`$, is called the Witten genus. The loop space analogue of our vanishing theorem is the following:

Theorem 2.1: () Let $`M`$ be a spin manifold with non-trivial $`S^1`$-action. Assume $`p_1(M)_{S^1}=n\pi ^{}u^2`$ for some integer $`n`$, then the Witten genus vanishes: $`\mathrm{Ind}D^L=0`$.

Here $`p_1(M)_{S^1}`$ is the equivariant first Pontrjagin class and $`u`$ is the generator of the cohomology group of the classifying space $`BS^1`$, and $`\pi :M\times _{S^1}ES^1BS^1`$ is the natural projection from the Borel construction.

This theorem implies that under the extra condition on the first Pontrjagin class, we have infinite number of elliptic operators with vanishing indices. The condition on the first equivariant Pontrjagin class is equivalent to that the $`S^1`$-action preserves the spin structure of $`LM`$. If we have a non-abelian Lie group acts on $`M`$ non-trivially, then for an $`S^1`$ subgroup, the condition $`p_1(M)_{S^1}=n\pi ^{}u^2`$ is equivalent to $`p_1(M)=0`$ which implies that $`LM`$ is spin. As an easy consequence, we get:

Corollary 2.2: Assume a non-abelian Lie group acts on the spin manifold $`M`$ non-trivially and $`p_1(M)=0`$, then the Witten genus, $`\mathrm{Ind}D^L`$, vanishes.

This corollary should be considered as a loop space analogue of a result of Lawson-Yau in , which states that if a non-abelian Lie group acts on the spin manifold $`M`$ non-trivially, then $`\mathrm{Ind}D=0`$. Our results motivated Hoehn and Stolz to conjecture that, for a compact spin manifold $`M`$ with positive Ricci curvature and $`p_1(M)=0`$, the Witten genus vanishes. So far all of the known examples have non-abelian Lie group action, therefore our results applies. It should be interesting to see how to combine curvature with modular forms to get vanishing results.

The proof of Theorem 2.1 is an interesting combination of the Atiyah-Bott-Segal-Singer fixed point formula with Jacobi forms. The magic combination of geometry and modular invariance implies the vanishing of the equivariant index of $`D^L`$. Similar idea can be used to prove many more rigidity, vanishing and divisibility results for $`D^L`$ twisted by bundles constructed from loop group representations. Such operators can be viewed as twisted Dirac operators on loop space. See  and . In these cases the Kac-Weyl character formulas came into play. If we take the level $`1`$ representations of the loop group of the spin group in our general rigidity theorem, we get the Witten conjectures on the rigidity of elliptic genera , which were proved by Taubes , Bott-Taubes , Hirzebruch , Krichever, Landweber-Stong, Ochanine for various cases.

Our method can actually go very far. Recently in  we proved rigidity and vanishing theorems for families of elliptic genera and the Witten genus. In  we proved similar theorems for foliated manifolds. In  such theorems were generalized to orbifolds. More recently in  we have proved a far general rigidity theorem for $`D^L`$ twisted by vertex operator algebra bundles.

If we apply the modular invariance argument to the non-equivariant elliptic genera, we get a general formula which expresses the Hirzebruch $`L`$-form in terms of the twisted $`\widehat{A}`$-forms . A $`12`$ dimensional version of this formula, due to Alveraz-Gaume and Witten, called the miraculous cancellation formula, had played important role in the development of string theory. This formula has many interesting mathematical consequences involving the eta-invariants. We refer the reader to  and .

## 3. Moduli spaces

Let $`G`$ be a compact semi-simple Lie group and $`_u`$ be the moduli space of flat connections on a principal flat $`G`$-bundle $`P`$ on a Riemann surface $`S`$ with boundary, where $`uZ(G)`$ is an element in the center. Here for simplicity we first discuss the case when $`S`$ has one boundary component, $`G`$ is simply connected and the moduli space is smooth. A point in $`_u`$ is an equivalence class of flat connection on $`P`$ with holonomy $`u`$ around the boundary. In general we let $`_c`$ denote the moduli space of flat connections on $`P`$ with holonomy around the boundary to be $`cG`$ which is close to $`u`$, or equivalently in the conjugacy class of $`c`$. The following formula is essentially a refined version of the formula  which Witten derived from the path integrals on the space of connections.

Theorem 3.1: (, ), We have the following identity:

$$__up(\sqrt{1}\mathrm{\Omega })e^{\omega _u}=|Z(G)|\frac{|G|^{2g2}}{(2\pi )^{2N_u}}\text{lim}_{cu}\text{lim}_{t0}\underset{\lambda P_+}{}\frac{\chi _\lambda (c)}{d_\lambda ^{2g1}}p(\lambda +\rho )e^{tp_c(\lambda )}.$$

The notations in the above formula are as follows: $`\omega _u`$ is the canonical symplectic form on $`_u`$ induced by Poincare duality on $`S`$; $`p(\sqrt{1}\mathrm{\Omega })`$ is a Pontrjagin class of the tangent bundle $`T_u`$ of the moduli space associated to the symmetric polynomial $`p`$; $`P_+`$ is the set of irreducible representations of $`G`$ identified as a lattice in $`𝒯^{}`$ which is the dual Lie algebra of the maximal torus $`T`$ of $`G`$; $`p_c(\lambda )=|\lambda +\rho |^2|\rho |^2`$ where $`\rho =\frac{1}{2}_{\alpha \mathrm{\Delta }^+}\alpha `$ with respect to the Killing form, and $`\mathrm{\Delta }^+`$ denotes the set of positive roots; $`\chi _\lambda `$ and $`d_\lambda `$ are respectively the character and dimension of $`\lambda `$; $`|G|`$ denotes the volume of $`G`$ with respect to the bi-invariant metric induced from the Killing form; $`|Z(G)|`$ denotes the number of elements in the center $`Z(G)`$ of $`G`$ and finally $`N_u`$ is the complex dimension of $`_u`$.

The starting point for the proof of this theorem is to use the holonomy model of the moduli space and the explicit heat kernel on $`G`$. We consider the holonomy map $`f:G^{2g}\times O_cG`$ with $`f(x_1,\mathrm{},y_g;z)=_{j=1}^g[x_j,y_j]z`$ where $`O_c`$ is the conjugacy class through the generic point $`cG`$. It is well-known that the moduli space is given by $`_c=f^1(e)/G`$ where $`G`$ acts on $`G^{2g}\times O_c`$ by conjugation.

We have the explicit expression for the heat kernel on $`G`$:

$$H(t,x,y)=\frac{1}{|G|}\underset{\lambda P_+}{}d_\lambda \chi _\lambda (xy^1)e^{tp_c(\lambda )},$$

where $`x,yG`$ are two points. The key idea is to consider the integral

$$I(t)=_{hG^{2g}\times O_c}H(t,c,f(h))𝑑h,$$

where $`dh`$ denotes the induced bi-invariant volume form on $`G^{2g}\times O_c`$. We compute $`I(t)`$ in two different ways. First as $`t0`$, $`I(t)`$ localizes to an integral on $`_c`$, which is the symplectic volume of $`_c`$ with respect to the canonical symplectic form induced by the Poincare duality on the cohomology groups of $`S`$ with values in the adjoint Lie algebra bundle. To prove this we used the beautiful observation of Witten  that the symplectic volume form of $`_c`$ is the same as the Reidemeister torsion which arises from the Gaussian integral in the heat kernel.

On the other hand the orthogonal relations among the characters of the representations of $`G`$ easily give us the infinite sum. In summary we have obtained the following more precise version of Witten’s beautiful formula for the symplectic volume of the moduli space,

Proposition 3.2: () As $`t0`$, we have

$$__ce^{\omega _c}=|Z(G)|\frac{|G|^{2g1}|j(c)|}{(2\pi )^{2N_c}|Z_c|}\underset{\lambda P_+}{}\frac{\chi _\lambda (c)}{d_\lambda ^{2g1}}e^{tp_c(\lambda )}+O(e^{\delta ^2/4t}).$$

Here $`\delta `$ is any small positive number, $`|Z_c|`$ is the volume of the centralizer $`Z_c`$ of $`c`$, $`j(c)=_{\alpha \mathrm{\Delta }^+}(e^{\sqrt{1}\alpha (C)/2}e^{\sqrt{1}\alpha (C)/2})`$ is the Weyl denominator, and $`N_c`$ is the complex dimension of $`_c`$.

To get the intersection numbers from the volume formula, we take derivatives with respect to $`C`$ where $`c=u\mathrm{exp}C`$. This is another key observation. By using the relation between the symplectic form on $`_c`$ and that on $`_u`$, and then taking the limits we arrive at the formula in Theorem 3.1. For the details see  and . Another easy consequence of the method is that the symplectic volume of $`_c`$ is a piecewise polynomial of degree at most $`2g|\mathrm{\Delta }^+|`$ in $`C𝒯`$ from which we get certain very general vanishing theorems for those integrals when the degree of the polynomial $`p`$ is relatively large .

Similar results for moduli spaces when $`S`$ has more boundary components can be obtained in the same way . More precisely, assume $`S`$ has $`s`$ boundary components and consider the moduli space of flat connections on the principal $`G`$ bundle $`P`$ with holonomy $`c_1,\mathrm{},c_sG`$ around the corresponding boundaries. Let $`_𝐜`$ denote the moduli space and $`\omega _𝐜`$ denote the canonical symplectic form. Then we have

Theorem 3.3: () The following formula holds:

$$__𝐜p(\sqrt{1}\mathrm{\Omega })e^{\omega _𝐜}=|Z(G)|\frac{|G|^{2g2+s}\underset{j=1}{\overset{s}{}}j(c_j)}{(2\pi )^{2N_𝐜}\underset{j=1}{\overset{s}{}}|Z_{c_j}|}\underset{t0}{lim}\underset{\lambda P_+}{}\frac{\underset{j=1}{\overset{s}{}}\chi _\lambda (c_j)}{d_\lambda ^{2g2+s}}p(\lambda +\rho )e^{tp_c(\lambda )}.$$

Here $`N_𝐜`$ is the complex dimension of $`_𝐜`$ and $`p(\sqrt{1}\mathrm{\Omega })`$ is a Pontrjagin class of $`_𝐜`$. By taking derivatives with respect to the $`c_j`$’s we can get intersection numbers involving the other generators of the cohomology ring of $`_𝐜`$, as well as the polynomial property. From index formula we know that the integrals in our formulas contain all the information needed for the famous Verlinde formula. Recently the general Verlinde formula has been directly derived along this line of idea .

This localization method of using heat kernels can be applied to other general situation like moment maps, from which we derive the non-abelian localization formula of Witten. See  for applications to three dimensional manifolds and see  for applications involving finite groups and moment maps.

## 4. Mirror principle

Let $`X`$ be a projective manifold. Let $`_{g,k}(d,X)`$ denote the moduli space of stable maps of genus $`g`$ and degree $`d`$ with $`k`$ marked points into $`X`$. Modulo the obvious equivalence, a point in $`_{g,k}(d,X)`$ is given by a triple $`(f;C;x_1,\mathrm{},x_k)`$ where $`f:CX`$ is a degree $`d`$ holomorphic map and $`x_1,\mathrm{},x_k`$ are $`k`$ points on the genus $`g`$ curve $`C`$. Here $`dH_2(X,,𝐙)`$ will also be identified as the integral index $`(d_1,\mathrm{},d_n)`$ by choosing a basis of $`H_2(X,,𝐙)`$ dual to a basis of Kahler classes.

This moduli space may have higher dimension than expected. Even worse, its different components may have different dimensions. To define integrals on such space, we need the virtual fundamental cycle first constructed in  and later in . Let us denote by $`LT_{g,k}(d,X)`$ the virtual fundamental cycle which is a homology class of the expected dimension in $`_{g,k}(d,X)`$.

We first consider the case $`k=0`$. Let $`V`$ be a concavex bundle on $`X`$. The notion of concavex bundles was introduced in , it is a direct sum of a positive and a negative bundle on $`X`$. From a concavex bundle $`V`$, we can obtain a sequence of vector bundles $`V_d^g`$ on $`M_{g,k}(d,X)`$ by taking either $`H^0(C,f^{}V)`$ or $`H^1(C,f^{}V)`$, or their direct sum. Let $`b`$ be a multiplicative characteristic class. The main problem of mirror principle is to compute the integral

$$K_d^g=_{LT_{g,0}(d,X)}b(V_d^g).$$

More precisely, let $`\lambda `$ and $`T=(T_1,\mathrm{},,T_n)`$ be formal variables. Mirror principle is to compute the generating series,

$$F(q,\lambda )=\underset{d,g}{}K_d^g\lambda ^ge^{dT}$$

in terms of certain natural explicit hypergeometric series. So far we have rather complete picture for the case of balloon manifolds.

A balloon manifold $`X`$ is a projective manifold with complex torus action and isolated fixed points. Let $`H=(H_1,\mathrm{},H_n)`$ be a basis of equivariant Kahler classes. Then $`X`$ is called a balloon manifold if $`H(p)H(q)`$ when restricted to any two fixed points $`p,qX`$, and the tangent bundle $`T_pX`$ has linearly independent weights for any fixed point $`pX`$. The complex $`1`$-dimensional orbits in $`X`$ joining every two fixed points in $`X`$ are called balloons which are copies of $`𝐏^1`$. We require the bundle $`V`$ to have fixed splitting type when restricted to each balloon .

Theorem 4.1: (-) Mirror principle holds for balloon manifolds and concavex bundles.

In the most interesting cases for the mirror formulas, we simply take characteristic class $`b`$ to be the Euler class and the genus $`g=0`$. The mirror principle implies that mirror formulas actually hold for very general manifolds such as Calabi-Yau complete intersections in toric manifolds and in compact homogeneous manifolds. See  and  for details. In particular this implies all of the mirror formulas for counting rational curves predicted by string theorists. Actually mirror principle holds even for non-Calabi-Yau and for certain local complete intersections. In  we developed the mirror principle for counting higher genus curves, for which the only remaining problem is to find the explicit hypergeometric series. Also our method clearly works well for orbifolds.

As an example, we consider a toric manifold $`X`$ and genus $`g=0`$. Let $`D_1,..,D_N`$ be the toric invariant divisors, and $`V`$ be the direct sum of line bundles: $`V=_jL_j`$ with $`c_1(L_j)0`$ and $`c_1(X)=c_1(V)`$. We denote by $`,`$ the pairing of homology and cohomology classes. Let $`b`$ be the Euler class and

$$\mathrm{\Phi }(T)=\underset{d}{}K_d^0e^{dT}$$

where $`dT=d_1T_1+\mathrm{}d_nT_n`$. Introduce the hypergeometric series

$$HG[B](t)=e^{Ht}\underset{d}{}\underset{j}{}\underset{k=0}{\overset{c_1(L_j),d}{}}(c_1(L_j)k)\frac{\underset{D_a,d<0}{}\underset{k=0}{\overset{D_a,d1}{}}(D_a+k)}{_{D_a,d0}_{k=1}^{D_a,d}(D_ak)}e^{dt}$$

with $`t=(t_1,\mathrm{},t_n)`$ formal variable.

Corollary 4.2:  There are explicitly computable functions $`f(t),g(t)=(g_1(t),\mathrm{},g_n(t))`$, such that

$$_X\left(e^fHG[B](t)e^{HT}e(V)\right)=2\mathrm{\Phi }\underset{j}{}T_j\frac{\mathrm{\Phi }}{T_j}$$

where $`T=t+g(t)`$.

From this formula we can determine $`\mathrm{\Phi }(T)`$ uniquely. The functions $`f`$ and $`g`$ are given by the expansion of $`HG[B](t)`$. We can also replace $`V`$ by general concavex bundles . To make our algorithm more explicit, let us consider the the Calabi-Yau quintic, for which we have the famous Candelas formula . In this case $`V=𝒪(5)`$ on $`X=𝐏^4`$ and the hypergeometric series is:

$$HG[B](t)=e^{Ht}\underset{d=0}{\overset{\mathrm{}}{}}\frac{_{m=0}^{5d}(5H+m)}{_{m=1}^d(H+m)^5}e^{dt},$$

where $`H`$ is the hyperplane class on $`𝐏^4`$ and $`t`$ is a parameter. Introduce

$$(T)=\frac{5}{6}T^3+\underset{d>0}{}K_d^0e^{dT}.$$

The algorithm is to take the expansion in $`H`$:

$$HG[B](t)=H\{f_0(t)+f_1(t)H+f_2(t)H^2+f_3(t)H^3\}.$$

Then the famous Candelas formula can be reformulated as

Corollary 4.3: () With $`T=f_1/f_0`$, we have

$$(T)=\frac{5}{2}(\frac{f_1}{f_0}\frac{f_2}{f_0}\frac{f_3}{f_0}).$$

Another rather interesting consequence of mirror principle is the local mirror symmetry which is the case when $`V`$ is a concave bundle. Local mirror symmetry is called geometric engineering in string theory which is used to explain the stringy origin of the Seiberg-Witten theory. In these cases the hypergeometric series are the periods of elliptic curves which are called the Seiberg-Witten curves. These elliptic curves are the mirror manifolds of the open Calabi-Yau manifolds appeared in the local mirror formulas. For example the total space of the canonical bundle of a del Pezzo surface is an example of open Calabi-Yau manifold covered by the local mirror symmetry. The case $`𝐏^2`$ already has drawn a lot of interests in string theory. The case for $`𝒪(1)𝒪(1)`$ on $`𝐏^1`$ easily gives the multiple cover formula.

The key ingredients for the proof of the mirror principle consist of the following: linear and non-linear sigma model, Euler data, balloon and hypergeometric Euler data. As explained in , these ingredients are independent of the genus of the curves, except the hypergeometric Euler data, which for $`g>0`$ is more difficult to find out, while for the genus $`0`$ case it can be easily read out from localization at the smooth fixed points of the moduli spaces which are covers of the balloons. The interested reader is refered to - for details. Our idea is to go to the equivariant setting and to use the localization formula as given in  and its virtual version in  on two moduli spaces which we called non-linear and linear sigma models. One key observation is the functorial localization formula -. We apply this formula to the equivariant collapsing map between the two sigma models, and to the evaluation maps. One can see  for the existence of the collapsing map for arbitrary genus. Hypergeometric series naturally appear from localizations on the linear sigma models and at the smooth fixed points in the moduli spaces.

Euler data is a very general notion, it can include general Gromov-Witten invariants by adding the pull-back classes by the evaluation map $`ev_j`$ at the marked points. More precisely we can try to compute integrals of the form:

$$K_{d,k}^g=_{LT_{g,k}(d,X)}\underset{j}{}ev_j^{}\omega _jb(V_d^g)$$

where $`\omega _jH^{}(X)`$. By introducing the generating series with summation over $`k`$, we can still get Euler data. One goal of the most general mirror principle is to explicitly compute such series in terms of hypergeometric series.

We remark that the development of the proof of the mirror formulas owes to many people, first to the string theorists Candelas and his collaborators, Witten, Vafa, Warner, Greene, Morrison, Plesser and many others. They used the physical theory of mirror symmetry, and their computations used mirror manifolds and their periods. For the general theory of mirror principle, see -. See also ,  and  for different approaches to the mirror formula.

## 5. Concluding remarks

Localization techniques have been very successful in solving many conjectures from physics. In the meantime string theorists have produced many more exciting new conjectures. We can certainly expect their solutions by using localizations.

Recently several mirror formulas of counting holomorphic discs have been conjectured by Vafa and his collaborators. The boundary of the disc is mapped into a Langrangian submanifolds of the Calabi-Yau. Other related conjectures include the Gopakumar-Vafa conjecture on the higher genus multiple covering formula and the mirror formulas for counting higher genus curves in Calabi-Yau. With Chien-Hao Liu we are trying to extend the mirror principle to these settings. Another exciting conjecture is the S-duality conjecture which includes the Witten conjecture on the equality of the Donaldson invariants with the Seiberg-Witten invariants and the Vafa-Witten conjecture on the modularity of the generating series of the Euler numbers of the moduli spaces of self-dual connections. Some progresses are made by constructing a larger moduli space with circle action, the so-called non-abelian monople moduli spaces. Finally there is the Dijkgraaf-Moore-Verlinde-Verlinde conjecture on the generating series of the elliptic genera of Hilbert schemes. For an approach of using localization, see .


text:
# Market Simulation Displaying Multifractality

## 1 Introduction

Current Studies by Market Simulations
Many studies have tried to reproduce the stylized facts of speculative markets by means of market simulation with the aim of understanding the true nature of speculative markets. Stylized facts studied include (1)fat-tail, (2)long-memory of nonlinear function of returns, (3)short-memory of raw returns and (4)the time scale invariance property. In addition, recently many empirical investigations have shown the multifractality of time series of speculative markets . These stylized facts are very characteristic and universal so that we expected if the stylized facts could be reproduced by a market simulation, we could narrow the cause of these facts in order to analyze the cause and effect. Recently many market simulations have succeeded in reproducing some of the facts, but these reports have given different or even contradictory explanations. The different results between reports comes from the nature of multi-agent simulations, which includes a lot of freedom. Though we believe the fractality (or multifractality) has been one of the most important feature of the speculative markets since first mentioned by Mandelbrot, most market simulations have not examine this aspect. This research is based on the following point of view.
Extraction of Macro Model from Micro Model
In this research, we define the model which includes individual variables for each agent “the micro model”. (e.g. Each trader’s parameters used in buy-sell decisions.) We define the model which is described only with macro variables such as price and volume “the macro model”. We belive such extraction is important for understanding of the mechanism of speculative market, as it was first emphasized by Takayasu et. al.. This also makes the correspondence between the result and the cause clear. The following table compares 3 previous macro model stochastic equations.

|  | GARCH | FBM($`H0.5`$) | MMAR |
| --- | --- | --- | --- |
| (2)long memory | no | yes | yes |
| (3)short memory | yes | no | yes |
| (4)fractality | no | yes | yes |

As seen in the table, The GARCH model and FBM (Fractional Brownian Motion) model can reproduce only a part of the stylized facts. The MMAR model , proposed by B. Mandelbrot can reproduce most of the main stylized facts. In addition, the model can show both long-memory and Martingale property simultaneously.
MMAR Model
MMAR model can be described as follows.

$$\begin{array}{c}\hfill \mathrm{log}P(t)\mathrm{log}P(0)=B_H[\theta (t)]\end{array}$$
(1)
Here, $`B_H(t)`$ is a fractional Brownian motion with self-affin index $`H`$, and $`\theta (t)`$ is a stochastic trading time which is a cumulative distribution function of multifractal measure. (The trading time is counted every time a trade occurs.)
An example of multifractal measure is

$$\begin{array}{c}\hfill \mu =\underset{k=0}{\overset{K}{}}M_k\end{array}$$
(2)
Here, $`M_k=M(\eta _1,\eta _2,\mathrm{}\eta _k)`$ is a stochastic variable which changes with the kth time scale. $`B_H(t)`$ and $`\theta (t)`$ are assumed to be independent. The meaning of this model is that the price changes under fractional Brownian motion along with the trading time, but the trading time shows multifractality.

## 2 Proposed Market Model

In this model, we aimed at analytically extracting the macro model from the micro model sacrificing some reality.
Time Scale
In our daily lives we commonly apply many layers of time scales.
We supposed that the role of many layers needed for multifractality was carried by the different information in each layer. Each trader decides his judgment based on such information. In this model, all the information comes from external sources (e.g. a macro index such as GDP). This is because price and trading time are independent in the MMAR model, and if a trader’s judgment decides the trading time, he cannot refer to the prices for his judgment.
Trader Judgment
$`M_k`$ is the strength of information for source $`k`$. Generally if a trader’s judgment consists of the combination of the logical products (and) and the logical sums (or) of several sources of information
(($`M_1`$ and $`M_2`$) or $`M_3`$ ) and ($`M_4`$ or $`M_5`$ ) and $`M_6`$
this can be rewritten in the form
($`M_1`$ and $`M_2`$ and $`M_4`$ and $`M_6`$) or
($`M_3`$ and $`M_4`$ and $`M_6`$) or … etc.
We supposed a trader makes an order in single shares with a probability in proportion to the strength of his reference sources of information. Here, we do not distinguish between buying order and selling order. The strength of the source of information $`M_k`$ is a stochastic variable, and $`m_k`$ is its sample value. We define the probability of a trader making an order, as follows.

$$\begin{array}{cc}\hfill \mu _i(t)& =\underset{j=1}{\overset{l_i}{}}M_1M_{02}M_{03}M_{04}M_5M_{06}M_7M_8\mathrm{}.M_K=\underset{j=1}{\overset{l_i}{}}\underset{k=0}{\overset{K}{}}M_{0k}^{1hi,k}M_k^{h_{i,k}}\hfill \\ \hfill h_i& =(h_{i,1},h_{i,2},\mathrm{})=(0,0,0,1,0,0,1,0\mathrm{})\underset{k=1}{\overset{K}{}}h_{i,k}=Kz\hfill \end{array}$$
(3)
Here, $`K`$ is the number of the layers of time scale and these layers respectively include each source of information that is available for traders. $`l_i`$ is the number of lines including only logical products. For simplicity, we set $`l_i=1`$. A trader uses the information of $`Kz`$ sources, because he uses only $`z`$ number of sources whose corresponding element of his $`h`$ is equal to 1. $`M_{0k}`$ is a fixed stochastic variable and is always takes $`m_0=0.5`$. $`M_k`$ takes either $`m_1=0.9`$ or $`m_2=0.1`$ in random order, at the intervals of $`\frac{T}{2^K}`$
Market Price
We suppose that traders make an order by the equation (3) and all orders are traded. Then the trading frequency and volume of the market is in proportion to following equation.

$$\begin{array}{cc}\hfill \mu (t)& =\frac{1}{N}\underset{i=1}{\overset{N}{}}\mu _i(t)\hfill \end{array}$$
(4)
Here, $`N`$ is the number of traders. Like the MMAR model, every unit of the trading time is set every time a trade is completed. In this case the trading time is proportional to trading frequency. The price is assumed to behave in fractional Brownian motion (FBM) along this trading time. Here, $`H=0.5`$ for which FBM is normal Brownian motion.
Extraction of the Macro Model
Using the trading frequency in an time interval (volume) $`\mu (t)`$, Hoolder exponents, scaling functions and multifractal spectrums are calculated as follows.

$$\begin{array}{cc}\hfill \mu (t)& =\frac{1}{N}\underset{i=1}{\overset{N}{}}\underset{k=0}{\overset{K}{}}M_{0k}^{1h_{i,k}}M_k^{h_{i,k}}=\frac{1}{N}\underset{i=1}{\overset{N}{}}\underset{k=0}{\overset{K}{}}\underset{h_k=0}{\overset{1}{}}\delta (h_{i,k}h_k)M_{0k}^{1h_k}M_k^{h_k}\hfill \\ & =\underset{h_1=0}{\overset{1}{}}\underset{h_2=0}{\overset{1}{}}\underset{h_3=0}{\overset{1}{}}\rho (h_1,h_2,h_3,\mathrm{})\underset{k=0}{\overset{K}{}}M_{0k}^{1h_k}M_k^{h_k}\hfill \\ \hfill \rho (h_1& ,h_2,h_3,\mathrm{})=\frac{1}{N}_{i=1}^N_{k=0}^K\delta (h_{i,k}h_k)\underset{N\mathrm{}}{}_{k=0}^K\frac{1}{N}_{i=1}^N\delta (h_{i,k}h_k)=_{k=0}^K\rho (h_k)\hfill \\ \hfill \rho (1)& =\frac{1}{N}\underset{i=1}{\overset{N}{}}\delta (h_{i,k}1)=z\rho (0)=\frac{1}{N}\underset{i=1}{\overset{N}{}}\delta (h_{i,k})=1z\hfill \\ \hfill \mu (t)& =\underset{k=0}{\overset{K}{}}\underset{h_k=0}{}\rho (h_k)M_{0k}^{1h_k}M_k^{h_k}=\underset{k=0}{\overset{K}{}}(M_{0k}(1z)+M_kz)\hfill \\ \hfill \mu _n& =(m_0(1z)+m_1z)^n(m_0(1z)+m_2z)^{(Kn)}N_n={}_{K}{}^{}C_{n}^{}\hfill \end{array}$$
(5)
Hoolder exponents

$$\begin{array}{cc}\hfill \alpha & =\frac{\mathrm{log}(\mu _n)}{\mathrm{log}2^K}=\frac{n}{K}\alpha _1(1\frac{n}{K})\alpha _2\hfill \\ \hfill \alpha _1& =\mathrm{log}_2(m_0(1z)+m_1z)\alpha _2=\mathrm{log}_2(m_0(1z)+m_2z)\hfill \end{array}$$
(6)
scaling functions($`N>>1`$,$`K>>1`$)

$$\begin{array}{cc}\hfill \tau _\theta (q)& =\mathrm{log}_2[(m_0(1z)+m_1z)^q+(m_0(1z)+m_2z)^q]\text{(frequency)}\hfill \\ \hfill \tau (q)& =H(\tau _\theta (q)+1)1\text{(return)}\hfill \end{array}$$
(7)
multifractal spectrum($`N>>1`$,$`K>>1`$)

$$\begin{array}{cc}\hfill f_\theta (\alpha )& =\frac{\mathrm{log}(N_n)}{\mathrm{log}(2^K)}=\frac{\alpha \alpha _2}{\alpha _1\alpha _2}\mathrm{log}_2(\frac{\alpha \alpha _2}{\alpha _1\alpha _2})\frac{\alpha _1\alpha }{\alpha _1\alpha _2}\mathrm{log}_2(\frac{\alpha _1\alpha }{\alpha _1\alpha _2})\hfill \\ & \text{(frequency)}\hfill \\ \hfill f(\alpha )& =f_\theta (\alpha /H)\text{(return)}\hfill \end{array}$$
(8)
## 3 Simulation

We show the results of the micro model and the macro model. There are some studies that state normal moment estimation lacks accuracy, so we adopted the MF\_DFA (MultiFractal Detrended Fluctuation Analysis) method  for multifractal analysis. The parameters used were $`N=1000,K=50,T=10000,m_1=0.9,m_2=0.1,z=0.1`$. We generated time series in the length of $`10^7`$.
Fig. 2 shows the stylized facts of speculative markets. Fig. 2 (top) show $`q`$th moments of frequency (left) and return (right) in $`loglog`$ scale. They are located along the straight lines, i.e. they show fractal properties. Fig. 2 (middle) show scaling functions of frequency (left) and return (right). They show the multifractal property stronger in the market simulation than in the macro model. Fig.2 (bottom) show multifractal spectrums. In this case, it appears the difference between random walk and the macro model is small, because in the left and right side of the graph, large values of $`|q|`$ dominate. The result of the market simulation clearly shows multifractal property.

## 4 Conclusion

We Proposed an example of a market simulation (micro model) that showed multifractal properties. The characteristic aspect of our model is that each trader makes his decision by the logical products of a few probabilities, which represent each time scale respectively and shows the appropriateness or accuracy of a source of information. From this market simulation model, we can extract the MMAR model as a macroscopic stochastic equation for the limit of $`N>>1,K>>1`$. This simple simulation can make clear what is the cause of each stylized fact, and which facts come from the same cause.

1. Fat-tail depends on the kind of multifractal cascade of trading time.
2. Long-memory is caused by multifractal cascades.
3. Short-memory is caused by the Brownian motion of price along the trading time.
4. Multifractal property is caused by multifractal cascades.
5. The layers of a time scale originates from the time scale layers used in our daily lives.
6. The multifractal cascade originates from each trader’s strategy through sources of information representing each time scale.


text:
# Anisotropic properties of MgB2 by torque magnetometry

## Abstract

Anisotropic properties of superconducting MgB2 obtained by torque magnetometry are compared to theoretical predictions, concentrating on two issues. Firstly, the angular dependence of $`H_{c2}`$ is shown to deviate close to $`T_c`$ from the dependence assumed by anisotropic Ginzburg-Landau theory. Secondly, from the evaluation of torque vs angle curves it is concluded that the anisotropy of the penetration depth $`\gamma _\lambda `$ has to be substantially higher at low temperature than theoretical estimates, at least in fields higher than $`0.2\mathrm{T}`$.

, , , , , , , ,

Superconductivity in two bands of different dimensionality leads to a temperature dependent anisotropy of the upper critical field $`\gamma _H=H_{c2}^{ab}/H_{c2}^c`$  in MgB2, observed, e.g., by torque magnetometry . Both torque results  and calculations  of $`H_{c2}(\theta )`$ indicate systematic deviations from the angular dependence expected within anisotropic Ginzburg-Landau theory (AGLT). However, the deviations found experimentally are most pronounced near $`T_c`$, while the calculations  predict pronounced deviations at low temperature $`T`$ only. Recently, new calculations of $`H_{c2}(\theta )`$ were carried out for the (intra-band) dirty limit . We will show that there is good agreement in the form of the deviations of $`H_{c2}(\theta )`$ from AGLT between our torque results and the calculations of Ref. . Calculations  also predicted an anisotropy of the penetration depth $`\gamma _\lambda \gamma _H`$ at low $`T`$. A field $`H`$ dependence of an effective anisotropy  may be taken as an indication of such a difference between $`\gamma _\lambda `$ and $`\gamma _H`$ . A recent calculation of torque $`\tau (\theta )`$ dependences in the London regime for the case of different $`\gamma _\lambda `$ and $`\gamma _H`$ led to the prediction of a sign reversal of the torque at low $`T`$ in MgB2 . From the comparison of the $`\tau (\theta )`$ dependence with the predictions of Ref. , we find a lower limit for $`\gamma _\lambda `$ at low temperatures, considerably higher than theoretical estimates .

For details concerning measurement apparatus and procedure, samples, and the determination of $`H_{c2}`$ see Refs. . $`H_{c2}(\theta )`$, determined from $`\tau (\theta )`$ curves measured in various fields at $`33\mathrm{K}0.87T_c`$, is shown in Fig. 1a). By definition, $`\tau `$ is 0 for $`Hc`$ or $`ab`$, and small for field directions close. This is why there are no data close to $`0^{}`$ and $`90^{}`$. In AGLT, $`H_{c2}(\theta )`$ is described by

$$H_{\mathrm{c2}}^{\mathrm{AGL}}(\theta )=H_{\mathrm{c2}}^c(\mathrm{cos}^2\theta +\mathrm{sin}^2\theta /\gamma _H^2)^{1/2}.$$
(1)
The best fit of Eq. (1) to the data is indicated by the full line. Small, but systematic deviations can be seen, especially when plotting the difference between experimental data and best fit vs $`\theta `$ (inset): at $`0.87T_c`$, $`H_{c2}(\theta )`$ is not (accurately) described by Eq. (1). Deviations from Eq. (1) were not observed at lower $`T`$ (cf. Fig. 2 of Ref. ). Deviations most pronounced in the region of $`0.9`$-$`0.95T_c`$ were also found in a recent calculation  assuming high intraband scattering (dirty limit). In order to compare experimentally observed deviations to the predictions of Ref. , we calculated “AGLT deviations” $`\alpha (\theta )H_{c2}(\theta )/H_{c2}^{\mathrm{AGL}}(\theta )`$. For $`\mu _{}H_{c2}^c=0.475\mathrm{T}`$ and $`\gamma =3.47`$, $`\alpha (\theta )`$ has form and magnitude \[Fig. 1b)\] very similar to deviation functions for calculated  $`H_{c2}(\theta )`$ (full line) at the same temperature . Although the theoretically predicted  $`\gamma _H4.86`$ is higher than our data indicate, the similarity of the AGLT deviation suggests that (intraband) scattering cannot be neglected in theoretical descriptions of $`H_{c2}`$.

Figure 2a) shows a $`\tau (\theta )`$ curve measured (on a different crystal) in the mixed state close to $`T_c38.5\mathrm{K}`$. Near $`T_c`$, the difference between $`\gamma _\lambda `$ and $`\gamma _H`$ is small, in agreement with theoretical predictions . The $`\tau (\theta )`$ curve measured at low $`T`$ \[Fig. 2b)\] has the same sign as the one measured close to $`T_c`$, i.e., there is no sign change as expected  for $`\gamma _\lambda \gamma _H`$. For $`\gamma _\lambda `$ moderately lower than $`\gamma _H`$, Ref.  predicts a sign change only in an angular region close to $`90^{}`$, illustrated with a dashed line in Fig. 2b). Such a partial sign change is also not observed, the maximum angular region where it could occur given by the irreversible region (the slight asymmetry in the irreversibility is due to thickness variations of the crystal). Comparing the data with curves calculated according to Ref. , with $`\mu _{}H_{c2}^c=3\mathrm{T}`$, $`\gamma _H=6`$  and various $`\gamma _\lambda `$, we conclude that $`\gamma _\lambda `$ has to be at least $`2.6`$, considerably higher than currently available theoretical estimates . Alternatively, if $`\gamma _H`$ in $`0.2\mathrm{T}`$ is much smaller than in $`HH_{c2}`$ , the absence of a sign reversal is compatible with smaller $`\gamma _\lambda `$. However, we should mention that the best description of the data is given by $`\gamma _\lambda \gamma _H3.3`$.

The discrepancy may be explained by the influence of the magnetic field, depressing superconductivity in the more isotropic $`\pi `$ bands. This should lead to anisotropies ($`\gamma _\lambda `$ and/or $`\gamma _H`$) increasing with increasing field . An anisotropy increasing with $`H`$ has also been postulated based on specific heat measurements (mostly sensitive to the coherence length, i.e., $`\gamma _H`$ ) . Furthermore, recent neutron scattering results indicate an increasing $`\gamma _\lambda (H)`$ . The calculations of Ref.  are valid for the low field limit, which is difficult to accurately probe due to irreversibility (no sign reversal was found in $`\tau (\theta )`$ measured at low $`T`$ for $`0.03\mathrm{T}\mu _{}H1.5\mathrm{T}`$, but for the curves measured in the lowest fields, it may be hidden by irreversibility).

In conclusion, deviations of the $`H_{c2}(\theta )`$ dependence from the AGLT dependence near $`T_c`$ are well approximated by recent calculations . While there is good agreement between experiment and theory on $`H_{c2}`$, the penetration depth anisotropy is still associated with open questions. Especially the issue of the field influence on $`\gamma _\lambda `$ and $`\gamma _H`$  deserves theoretical attention.

We thank A. A. Golubov for providing calculated $`H_{c2}(\theta )`$ data for $`0.87T_c`$. This work was supported by the Swiss National Science Foundation, the European Community (ICA1-CT-2000-70018) and the Polish State Committee for Scientific Research (5 P03B 12421).