text:
# Phase Conjugation of a Quantum-Degenerate Atomic Fermi Beam

## Abstract

We discuss the possibility of phase-conjugation of an atomic Fermi field via nonlinear wave mixing in an ultracold gas. It is shown that for a beam of fermions incident on an atomic phase-conjugate mirror, a time reversed backward propagating fermionic beam is generated similar to the case in nonlinear optics. By adopting an operational definition of the phase, we show that it is possible to infer the presence of the phase-conjugate field by the loss of the interference pattern in an atomic interferometer.

In contrast with the situation for classical electromagnetic fields, there are considerable difficulties associated with the definition of a quantum mechanical phase operator $`\widehat{\varphi }`$ for bosonic fields Dirac ; Susskind ; Pegg . This problem has been discussed at great length in quantum optics MandelWolf , and has recently been extended in the context of Bose-Einstein condensation. With none of the numerous attempts at formally introducing a phase operator being fully satisfactory, Noh, Fougères and Mandel adopted instead an operational approach based on an analysis of what is actually measured in an experiment, namely the relative phase between interfering fields. It can be represented by a combination of photon counting operators that depends on the particular experimental scheme Noh . A similarly operational approach has been adopted to discuss the interference of Bose-Einstein condensates Javanainen ; Cirac .

One fundamental difference between optical and matter-wave fields is that the latter ones can consist of either bosons or fermions. For fermions the question of phase of the field is even more difficult than it is for bosons. Yet, it is gaining considerably in relevance and timeliness in view of the spectacular progress recently achieved toward the experimental realization of quantum-degenerate fermionic atomic gases, with temperatures reaching as low as $`T<0.2T_F`$ where $`T_F`$ is the Fermi temperature Lithium1 ; Dema99 ; Hadz02 ; Roat02 ; OHara02 . While one of the primary goals of this work has been to observe the BCS transition to a superfluid Fermi gas Stoof1 ; Timmer1 ; Holland1 , future experiments will likely use these gases for atom optics experiments for which it will be necessary to understand what role, if any, the phase of the Fermi field plays.

Unfortunately, one cannot define a phase operator or phase eigenstates for an eigenmode of the Fermi field because of the Pauli exclusion principle: since number and phase are canonically conjugate variables, a well-defined phase requires a large uncertainty in particle number. Indeed, a straightforward generalization to fermions of the various phase operators and phase states discussed for bosonic fields Dirac ; Susskind ; Pegg  leads to mathematically ill-defined results. Therefore, it would appear that if phase is to have any meaning in Fermi systems, it must be associated with a multimode cooperative effect such as the order parameter, $`\mathrm{\Delta }`$, for a superfluid Fermi gas.

The goal of this Letter is to show that despite the apparent difficulties associated with the concept of phase for fermionic fields, it is possible to introduce it in an operational way. As a previous indication that this might be possible, we recall that it is possible in principle to operate atom interferometers with quantum-degenerate fermionic beams, thereby measuring the relative phase of the partial beams Mach-Zehnder ; Yurke . Here, we go one step further and show that it is possible to phase conjugate a fermionic beam, so that its evolution is “time reversed”. This is clear evidence that from an operational point-of-view, the phase of a fermionic beam is a perfectly appropriate concept. To avoid any possible confusion, we emphasize at the outset that the phase under consideration is not the phase associated with the order parameter $`\mathrm{\Delta }`$ of a Fermi system undergoing a BCS superfluid transition but rather the phase associated with each eigenmode of the Fermi field.

Optical phase conjugation has been an active area of research in nonlinear optics for several decades PC\_books . In optical phase conjugation, an incident signal field interacts with a pump field inside a nonlinear medium to generate an idler field that is the time-reversed state of the signal field. This process can occur via three-wave mixing in a $`\chi ^{(2)}`$ medium or by four-wave mixing in a $`\chi ^{(3)}`$ medium Yariv . In the context of classical optics, phase conjugation can be used to correct the phase aberrations incurred by the signal field while in quantum optics, phase conjugation via four-wave mixing can lead to the generation of squeezed states yuen\_shapiro .

Four-wave mixing in normal Fermi gases has been demonstrated theoretically in Refs. Kett01 ; Moor01 ; Vill01 ; 4wm1 ; 4wm2 . They show that four-wave mixing could be interpreted in term of Bragg scattering off of density modulations. However, phase-conjugation via four-wave mixing requires a different configuration that necessitates the use of a superfluid gas. Specifically, we consider two counterpropagating beams of atomic fermions interacting with an atomic phase-conjugate mirror (PCM) see Fig. 1. This “mirror” is formed by a degenerate Fermi gas of alkali atoms at zero temperature confined in the region $`0zL`$, with equal numbers of atoms, $`N_F`$, occupying two hyperfine states that we refer to as spin up ($``$) and spin down ($``$). The confinement in the $`z`$-direction is provided by a trapping potential $`U_0<0`$ that is constant in the region $`0zL`$ except for a small interval $`\delta zL`$ around $`z=0`$ and $`L`$ where it goes smoothly to $`0`$. The extent of the gas in the $`x`$ and $`y`$ directions is taken to be infinite so that we can treat the gas as being spatially homogeneous with density $`n_F=N_F/V`$ and volume $`V`$.

The spin up and down atoms interact via an attractive two-body interaction characterized by the $`s`$-wave scattering length $`a<0`$. The existence of an attractive interaction leads to an instability in the normal state of the Fermi gas that results in the BCS transition to a superfluid state characterized by the nonzero order parameter $`\mathrm{\Delta }`$ kittel ,

$$\mathrm{\Delta }=g\underset{𝐤}{}\widehat{c}_𝐤\widehat{c}_𝐤$$
(1)
where $`g=4\pi \mathrm{}|a|/Vm`$ and $`\widehat{c}_{𝐤\sigma }`$ is the annihilation operator for a fermion of momentum $`\mathrm{}𝐤`$ and spin $`\sigma `$. The phase-conjugate mirror is therefore described by the linearized Hamiltonian in the region region $`0<z<L`$,

$`H`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}[\mathrm{}\omega _𝐤(\widehat{c}_𝐤^{}\widehat{c}_𝐤+\widehat{c}_𝐤^{}\widehat{c}_𝐤)`$ (2)
$`+`$ $`\mathrm{}\mathrm{\Delta }(\widehat{c}_𝐤^{}\widehat{c}_𝐤^{}+\widehat{c}_𝐤\widehat{c}_𝐤)]`$
where $`\omega _𝐤=\mathrm{}k^2/2m\mathrm{}k_F^2/2m`$ and $`k_F=(6\pi ^2n_F)^{1/3}L^1`$ is the Fermi wave number of the gas. For convenience we take $`\mathrm{\Delta }`$ to be real.

Before proceeding we note that the PCM may also be produced by a three-wave mixing process that couples the fermions to a molecular condensate as in Timmer1 , in which case $`\mathrm{\Delta }`$ in Eq. (2) is replaced by the expectation value of the molecular field. However, unlike four-wave mixing, phase-matching is no longer automatically satisfied in this case Yariv .

The Hamiltonian $`H`$ may be diagonalized by the Bogoliubov transformation

$`\widehat{\alpha }_𝐤=\mathrm{cos}(\theta _𝐤/2)\widehat{c}_𝐤\mathrm{sin}(\theta _𝐤/2)\widehat{c}_𝐤^{},`$ (3)
$`\widehat{\alpha }_𝐤^{}=\mathrm{cos}(\theta _𝐤/2)\widehat{c}_𝐤^{}+\mathrm{sin}(\theta _𝐤/2)\widehat{c}_𝐤,`$ (4)
where $`\alpha _{𝐤\sigma }`$ is an annihilation operator for a quasiparticle in the gas with energy $`\mathrm{}\zeta _𝐤=\mathrm{}\sqrt{\omega _k^2+\mathrm{\Delta }^2}`$ and $`\mathrm{tan}\theta _𝐤=|\mathrm{\Delta }|/\omega _k`$.

The cw beam impinging the PCM at $`z=0`$ consists of spin-up fermions with momenta $`\mathrm{}𝐤=\mathrm{}k\widehat{𝐳}`$, $`k>0`$. Similarly, at $`z=L`$ spin-down fermions are incident on the gas with momenta $`\mathrm{}𝐤=\mathrm{}k\widehat{𝐳}`$, $`k>0`$. The beams are considered to be sufficiently well collimated in the $`x`$ and $`y`$ directions that they can be treated as one-dimensional Yurke . The number of atoms in these beams, $`N_B`$, satisfy $`N_BN_F`$ so that the superfluid gas forming the PCM can be treated as undepleted.

Now consider a fermion initially located at $`z<0`$ and described as a wave-packet with average momentum $`\mathrm{}k_0`$, $`\psi (z,t)\psi (zv_{k_0}(tt_0),0)`$ where $`v_{k_0}=\mathrm{}k_0/m`$ is the group velocity. When the atom enters the superfluid gas it experiences the same confining potential as the trapped atoms, as well as an attractive Hartree potential, $`gn_F`$, note1  and propagates with the new group velocity $`\overline{v}_{k_0}=\mathrm{}\overline{k}(k_0)/m`$ where

$$\overline{k}(k_0)=\sqrt{k_0^2+2m(|U_0|+gn_F)/\mathrm{}^2},$$

reaching the other mirror surface after a time $`\tau _{k_0}=L/\overline{v}_{k_0}`$. Similarly, a wave-packet at $`z=L`$ with mean momentum $`\mathrm{}k_0`$ takes a time $`\tau _{k_0}`$ to reach $`z=0`$. The input fields are then related to the initial conditions, $`\widehat{c}_k[z=0]=\widehat{c}_{\overline{k}(k)}(t=0)`$ and $`\widehat{c}_k[z=L]=\widehat{c}_{\overline{k}(k)}(t=0)`$. (To simplify the notation we define $`\widehat{c}_{k\widehat{𝐳}\sigma }=\widehat{c}_{k\sigma }`$.) The output states, $`\widehat{c}_k[L]`$ and $`\widehat{c}_k[0]`$, are then obtained by integrating the equations of motion from $`t=0`$ to $`\tau _k`$.

By using the Bogoliubov transformation (3-4) and the solution of the equations of motion for the quasiparticles, $`\widehat{\alpha }_{k\sigma }=\widehat{\alpha }_{k\sigma }(0)\mathrm{exp}[i\zeta _kt]`$, one readily obtains the output states in terms of the input states as

$`\widehat{c}_k[L]`$ $`=`$ $`T_{\overline{k}(k)}\widehat{c}_k[0]+R_{\overline{k}(k)}\widehat{c}_k^{}[L]`$ (5)
$`\widehat{c}_k[0]`$ $`=`$ $`T_{\overline{k}(k)}\widehat{c}_k[L]+R_{\overline{k}(k)}^{}\widehat{c}_k^{}[0]`$ (6)
where

$`T_k`$ $`=`$ $`\mathrm{cos}(\zeta _kmL/\mathrm{}k)i\mathrm{cos}\theta _k\mathrm{sin}(\zeta _kmL/\mathrm{}k),`$ (7)
$`R_k`$ $`=`$ $`i\mathrm{sin}\theta _k\mathrm{sin}(\zeta _kmL/\mathrm{}k).`$ (8)
Phase conjugation only occurs when $`R_k0`$, the output states being then a superposition of the transmitted input state plus its time-reversed state, $`\widehat{c}_k^{}[0]=𝒯\widehat{c}_k[0]𝒯^1`$ where $`𝒯`$ is the time-reversal operator. Note that $`R_k=0`$ in the absence of a superfluid state, $`\mathrm{\Delta }=0`$, so that the existence of this state is essential for the operation of the PCM. Just as is normally the case in optics, the phase-conjugate mirror has a finite bandwidth, since $`\mathrm{sin}\theta _k=|\mathrm{\Delta }|/\zeta _k`$ is only different from zero in the interval $`\delta k|\mathrm{\Delta }|m/\mathrm{}k_F`$ around $`k_F`$. The phase-conjugate signal is therefore optimized by using an input state with average momentum $`\mathrm{}k_0`$ and bandwidth $`\mathrm{\Delta }k`$ such that $`\overline{k}(k_0)=k_F`$ and $`|\overline{k}(k_0+\mathrm{\Delta }k)\overline{k}(k_0\mathrm{\Delta }k)|<\delta k`$. In this case one can make $`|R_{k_F}|=1`$ for $`L=(2j+1)\pi \mathrm{}k_F/2m|\mathrm{\Delta }|`$ for $`j=0,1,2,\mathrm{}`$.

An important difference from the optical case Yariv  is that since $`|T_k|^2+|R_k|^2=1`$, there is no amplification of the individual modes of the fermion beams. This is in stark contrast to the case of bosons where one has instead $`|T_k|^2|R_k|^2=1`$ in order to preserve the commutation relations and the transmitted field is always amplified since $`|T_k|1`$. The lack of amplification for a single mode of the fermion field is a necessary consequence of the Pauli exclusion principle. Note, however, that the total number of fermions in the output beams can be amplified. To see this, we take for definiteness the input state of the fermion beams to be

$$|\mathrm{\Psi }=\underset{|kk_0|\mathrm{\Delta }k}{}\widehat{c}_k^{}[0]|0$$
(9)
with $`k_0>\mathrm{\Delta }k>0`$. This corresponds to a beam of spin-up fermions with momenta centered around $`\mathrm{}k_0`$ incident from $`z<0`$ with no atoms incident from $`z>L`$. The occupation numbers for this state are $`n_k=\widehat{c}_k^{}[0]\widehat{c}_k[0]`$. Defining the total number operators for the input and output fields as $`\widehat{N}_{}^{(\mathrm{in}/\mathrm{out})}=_{k>0}\widehat{c}_k^{}[0/L]\widehat{c}_k[0/L]`$ and $`\widehat{N}_{}^{(\mathrm{in}/\mathrm{out})}=_{k>0}\widehat{c}_k^{}[L/0]\widehat{c}_k[L/0]`$, one finds that their expectation values are,

$`\widehat{N}_{}^{\mathrm{out}}=\widehat{N}_{}^{\mathrm{in}}+\widehat{N}_{}^{\mathrm{out}}`$ (10)
$`\widehat{N}_{}^{\mathrm{out}}={\displaystyle \underset{k}{}}|R_{\overline{k}(k)}|^2(1n_k).`$ (11)
Eqs. (10) and (11) show that the number of atoms in both beams increase after having passed through the gas. However, Eq. (11) shows that the increase results from the scattering of atoms out of the superfluid gas and into those modes that are not occupied in the incident beam. Consequently, only incoherent amplification of the vacuum fluctuations occurs.

The identical increase in both beams reflects the underlying pair creation process given by the $`\widehat{c}_𝐤^{}\widehat{c}_𝐤^{}`$ term in the Hamiltonian, as well as the fact that the number difference operator, $`\widehat{c}_𝐤^{}\widehat{c}_𝐤\widehat{c}_𝐤^{}\widehat{c}_𝐤`$ commutes with the Hamiltonian. Defining the covariance matrix as $`\mathrm{Cov}[\widehat{N}_{\sigma _1}^{\mathrm{out}}\widehat{N}_{\sigma _2}^{\mathrm{out}}]=\widehat{N}_{\sigma _1}^{\mathrm{out}}\widehat{N}_{\sigma _2}^{\mathrm{out}}\widehat{N}_{\sigma _1}^{\mathrm{out}}\widehat{N}_{\sigma _2}^{\mathrm{out}}`$ we find that

$$\mathrm{Cov}[\widehat{N}_{\sigma _1}^{\mathrm{out}}\widehat{N}_{\sigma _2}^{\mathrm{out}}]=\underset{k}{}|T_{\overline{k}(k)}|^2|R_{\overline{k}(k)}|^2(1n_k)$$
(12)
which shows that the intra-beam number fluctuations as well as the correlations of the beams are the same. Again, this reflects the fact that any atom created in one beam coincides with an atom created in the other beam so that the fluctuations in both beams must be the same.

Eqs. (11) and (12) show that for $`|R_{\overline{k}(k)}|=1`$ one can have amplification of the number of atoms in the output beam with no fluctuations. Thus by using an input state in which all the $`k`$ states are fully occupied except for a narrow window of width $`\mathrm{\Delta }k`$ centered at $`k_0`$, one can have amplified output beams with negligible number fluctuations provided $`\overline{k}(k_0)=k_F`$, $`|\overline{k}(k_0+\mathrm{\Delta }k)\overline{k}(k_0\mathrm{\Delta }k)|<\delta k`$, and $`L=(2j+1)\pi \mathrm{}k_F/2m|\mathrm{\Delta }|`$. However, since these are the same conditions required for a finite phase conjugate signal, one cannot simultaneously have a phase conjugate signal and an amplified output with reduced fluctuations.

These results show that despite the lack of a well-defined phase for fermionic fields, the phase-conjugation and time-reversal of these fields is readily possible in principle. In the present example, the phase-conjugate signal provides a direct signature of the BCS superfluid state since for a Fermi gas in the normal state, an incident beam of fermions would not generate a backward propagating reflected beam note1 . Detailed studies of the reflected beam could then be used as a diagnostic tool to study the BCS state.

To further illustrate the analogy between fermionic and bosonic phase conjugation, we now show how phase-conjugate beams of fermionic atoms can compensate the relative phase accumulated between two paths of a matter-wave interferometer when one of the mirrors is replaced by a phase-conjugate mirror.

Fig. 2 shows a model Michelson interferometer. Here, $`BS`$ labels a beam splitter with transmission and reflection amplitudes $`t`$ and $`r`$, respectively, with $`|r|^2+|t|^2=1`$ and $`rt^{}+r^{}t=0`$. We first let $`M_1`$ and $`M_2`$ be perfectly reflecting atom mirrors while $`\mathrm{}_1`$ and $`\mathrm{}_2`$ are the one way path lengths in the two arms of the interferometer, and $`D`$ represents an atom counter. The operators $`\widehat{a}_k`$ and $`\widehat{b}_k`$ denote annihilation operators for fermions with momentum $`\mathrm{}k`$ that are incident on the two input ports of the interferometer. The input states only involve a single spin state so we drop the spin label for convenience. The outputs of the beam splitter are $`\widehat{g}_k=r\widehat{a}_k+t\widehat{b}_k`$ and $`\widehat{f}_k=t\widehat{a}_k+r\widehat{b}_k`$. The mirrors introduce a phase shift assumed to be the same for both mirrors, so that it can be ignored. After propagation through the arms and recombination at the beam splitter, the fermion annihilation operator at the atom counter is

$$\widehat{d}_k=rt(e^{i2k\mathrm{}_2}+e^{i2k\mathrm{}_1})\widehat{a}_k+(r^2e^{i2k\mathrm{}_2}+t^2e^{i2k\mathrm{}_1})\widehat{b}_k.$$
(13)
Using an input state of the same form as Eq. (9), $`|\mathrm{\Psi }^{}=_{|kk_0|\mathrm{\Delta }k}\widehat{a}_k^{}|0`$, we find that the number of atoms at $`D`$ is

$`\widehat{N}_D={\displaystyle \underset{k}{}}\widehat{d}_k^{}\widehat{d}_k`$
$`=2|r|^2|t|^2N_B\left(1+\mathrm{cos}(\mathrm{\Delta }\mathrm{}k_0){\displaystyle \frac{\mathrm{sin}(\mathrm{\Delta }\mathrm{}\mathrm{\Delta }k)}{\mathrm{\Delta }\mathrm{}\mathrm{\Delta }k}}\right)`$ (14)
where $`\mathrm{\Delta }\mathrm{}=2(\mathrm{}_1\mathrm{}_2)`$ and $`N_B`$ is the number of incident atoms. There is a discernible interference pattern, although the broadband nature of the Fermi beam leads to a loss of contrast due to dephasing for large path differences, $`\mathrm{\Delta }\mathrm{}\mathrm{\Delta }k1`$. It is worth emphasizing that even though the incident fermions are in Fock states which have completely random phases $`\varphi _k`$ for each of the occupied $`k`$-states, this phase is the same in both arms of the interferometer so that the phase difference between the arms is independent of $`\varphi _k`$.

We now replace the mirror $`M_2`$ by a phase-conjugate mirror. The reflected output of that mirror is

$$\widehat{f}_k^{}=R_{\overline{k}(k)}^{}\widehat{f}_k^{}e^{+ik\mathrm{}_2}+T_{\overline{k}(k)}\widehat{c}_k$$

where $`\widehat{c}_k`$ is an annihilation operator for the fermions incident on the other side of the mirror in the opposite spin state, see Eqs. (5-6). The annihilation operator for fermions at the atom counter is now

$`\widehat{d}_k`$ $`=`$ $`te^{i2k\mathrm{}_1}(r\widehat{a}_k+t\widehat{b}_k)+R_{\overline{k}(k)}^{}r(t^{}\widehat{a}_k^{}+r^{}\widehat{b}_k^{})`$ (15)
$`+`$ $`rT_{\overline{k}(k)}e^{ik\mathrm{}_2}\widehat{c}_k,`$
which, again using $`|\mathrm{\Psi }^{}`$, gives

$`\widehat{N}_D=`$
$`{\displaystyle \underset{k}{}}\left(|r|^2|t|^2|T_{\overline{k}(k)}|^2\mathrm{\Theta }(\mathrm{\Delta }k|kk_0|)+|r|^2|R_{\overline{k}(k)}|^2\right)`$
where $`\mathrm{\Theta }`$ is the unit step function. In this case, there is no detectable interference pattern: The phase in arm 1 is $`2k\mathrm{}_1+\varphi _k`$ while the accumulated phase after round trip propagation in arm 2 is $`\varphi _k`$ due to the phase-conjugate mirror. The phase difference between the two arms is then $`2k\mathrm{}_1+2\varphi _k`$ but since $`\varphi _k`$ is a random variable, there is no interference pattern. This effect has also been predicted to occur in optics with chaotic fields agarwal .

In conclusion we have shown that phase-conjugation of Fermi fields can be achieved using four-wave mixing in a superfluid Fermi gas, and that it is justified to discuss the relative phase of fermionic fields operationally. Surprisingly we have shown that the phase of the Fermi field can have observable effects even though we cannot define a Hermitian operator for the phase. In addition, our proposed experimental setup provides an unambiguous signature of superfluidity in the phase-conjugate mirror.

This work is supported in part by the US Office of Naval Research, by the National Science Foundation, by the US Army Research Office, by the National Aeronautics and Space Administration, and by the Joint Services Optics Program.


format: text

text:
# Long-term Properties of Accretion Disks in X-ray Binaries: II. Stability of Radiation-Driven Warping

## 1 Introduction

In a small but growing number of bright X-ray binaries a third (or “superorbital”) period is present in addition to the usual periodicities. Broadly speaking, superorbital variations divide into two observational classes, with clear, stable X-ray intensity variations in the $``$30-day range forming one category (e.g. SMC X-1, Her X-1, LMC X-4), and more quasi-periodic, longer periodicities in the $``$ 50-200 day range forming the other (see Clarkson et al, 2002, hereafter paper I, and references therein). Modulations in the longer-period class are distinctly “quasi-periodic” in that even long-term monitoring datasets do not yield precise periods in their power spectra, but a broad peak, often superposed on an apparent “red-noise” continuum. Examples of these include Cyg X-2 ($`P`$70-80d; Paul, Kitamoto & Makino 2000, hereafter PKM00), GX354-0 ($`P`$70d; Kong, Charles & Kuulkers 1998), X1916-053 ($`P`$83d; Homer et al. 2001) and X1820-30 ($`P`$171d; Chou & Grindlay 2001).

With the exception of X1820-30, it has become customary to interpret superorbital periodicities from both classes as due to a precessing, possibly warped accretion disk, with differences in amplitude due to differences in inclination. This scenario dates from the early history of X-ray astronomy, in which a warped disk was proposed to explain the behaviour of Her X-1 (Gerend & Boynton 1976, Petterson 1977). The intense radiation pressure from the central X-ray source drives the disk warp, and tidal forces lead to precession on the observed 35-day cycle. The precession causes periodic obscuration of the central source, giving rise to a modulation of the X-ray flux at the precession period. This model has been the subject of intense theoretical examination in recent years (see e.g. Wijers and Pringle 1999, or for the current state-of-the-art, Ogilvie and Dubus 2001, hereafter OD01, and references therein).

In Paper I it was argued that varying absorption could not account for the superorbital periodicity in SMC X-1, as variation in the 1.3 - 12.1 keV band was mirrored at higher energies. Instead, the warp could manifest itself in two ways: as a variation in uncovered emitting area (as in Gerend and Boynton 1976), or as a variation in accretion rate onto the neutron star.

A further manifestation of disk warping not mentioned in Paper I is modification of disk throughput by X-ray irradiation of the disk. X-ray irradiation from the central source influences the disk temperature and viscosity (van Paradijs 1996, King & Ritter 1998). In a flat disk, self-screening strongly diminishes this effect (Dubus et al 1999), but if the disk is at all warped, irradiation reaches beyond the inner disk in an azimuthally asymmetric way. In this case irradiation can significantly heat the disk (Hynes et al 2002) and is thought to affect the rate of mass flow through the disk (Dubus et al 2003), with measurable time-varying effects on the disk temperature profile and central source intensity.

Scenarios other than disk warping are possible, however. We merely introduce these mechanisms here and refer the reader to section 6.2 of Paper I for more information:- (i) Also postulated to explain the superorbital periodicity in Her X-1 was the possibility of precession of the magnetic axis of the neutron star (Trümper et al 1986; Lamb et al 1975). Here, the variation of accretion from equator to pole causes a torque that leads to the precession of the magnetic axis. (ii) A third body can induce an eccentricity in the XRB orbit, causing orbital precession and decay. The precession manifests itself as a change in accretion rate on a period determined by the orbital period of the XRB and the third body (Chou & Grindlay 2001). This process has been postulated to explain the $``$ 171 day period in X1820-303 but for SMC X-1 the low amplitude of modulation of the pulse arrival times (Wojdowski et al 1998) requires an extremely finely tuned triple system, so this mechanism was discarded for that system (paper I). Mechanisms for which no prototypical system have yet been identified involve (iii) variations in the extent to which the donor overflows its Roche Lobe as a result of stellar pulsation (see, e.g: Wehlau et al 1992), or (iv) varying location of an accretion X-ray bright spot (as happens in the UV in CV’s, e.g: Rutten, van Paradijs & Tinbergen 1992).

### 1.1 Accretion Disk Warping

In Paper I we presented the techniques of examining superorbital variations in XRB, focusing on SMC X-1, the source which shows the clearest variation in its superorbital period. The dynamic power spectrum (or DPS) was used to chart the behaviour of the superorbital period. An apparently cyclic variation (on an even longer timescale of $``$7 years) in the superorbital period was evident in the DPS. It was suggested that the behaviour of SMC X-1 is consistent only with a precessing, warped accretion disk, where a competition of warping modes leads to variation in the warp, giving rise to the shifting superorbital period.

This interpretation gains support from the theoretical stability analysis of OD01, which extends $`\alpha `$-disk theory to radiation-driven warping, with correct analytic expressions for the torque on a disk element. Solutions are examined numerically to determine stability to warping for initially flat disks, steadily precessing disks and nonlinear warps. They find that for reasonable values of the global disk viscosity $`\alpha `$ and accretion efficiency $`\eta `$, the stability of an accretion disk to warping is determined by the binary separation $`r_b`$ and mass ratio $`q=\frac{M_2}{M_1}`$. A further variable is the location of the mass input to the disk, whether close to the Lindblad resonance point or the circularisation radius $`r_c`$. For most X-ray binaries, the majority of the torque exerted by the mass input is close to $`r_c`$, as even in LMXB with large accretion disks, the matter stream is believed to continue to the vicinity of the circularisation radius. Accordingly, we follow OD01 in taking the location of mass addition to be $`r_c`$. Figure 7 shows the division of XRB into regions of stability to warping from this analysis. The location of SMC X-1 at the boundary between regions stable to simple mode 0 warping and combinations of modes supports our assertion that the long-term X-ray behaviour of SMC X-1 is due to a competition of warping modes.

The location of the boundaries between stability regions in $`r_b`$ \- $`q`$ space depends strongly on the global disk viscosity parameter, $`\alpha `$ and the neutron star accretion efficiency $`\eta `$. Uncertainty in these values translates into uncertainty as to the location of the boundary between regions and thus the stability classification of a system. However, the adopted values of $`\alpha `$ = 0.3 and $`\eta `$ = 0.1 are usually assumed to be appropriate for neutron star XRB (Frank, King & Raine 1995, OD01 and references therein).

In this paper we examine the long-term behaviour of a selection of X-ray persistent neutron star XRB in which superorbital periodicities are well-established. We apply the techniques from paper I, in particular the DPS, to explore the phenomenology of these variations. We focus on neutron star XRB for which persistent superorbital periods have previously been reported. Our goal is to relate the long-term behaviour of the sources to their position in the $`r_b`$ \- $`q`$ diagram, so as to directly confront the stability predictions of the radiation-driven warping framework with observation. If succesful, it will establish the time evolution of periodicities as a powerful indicator of XRB properties in systems whose properties are less well-understood, for example the Ultracompact X-ray Binaries (Clarkson et al 2003, in prep)

## 2 RXTE Observations

Launched in December 1995, the Rossi X-Ray Timing Explorer (RXTE) carries an All Sky Monitor (ASM), which gives regular coverage of the entire sky. Typically 5-10 readings - called “dwells” - are taken of each of a list of sources per day, lasting about 90 seconds per dwell. Timing information is provided to within a thousandth of a day, as well as crude spectral information. The ASM is sensitive to photon energies between 1.3 and 12.1 keV, broken into three energy channels (1.3-3.0 keV, 3.0-5.0 keV and 5.0-12.1 keV). Nearly 7 years of data (January 1996 - August 2002) from the ASM were used in our analysis. For all analyses reported in this paper, the ASM data were selected by background and quality of coverage; all points with background level above 10 $`cs^1`$ were rejected as part of a filtering technnique modeled after Levine et al (2000). Crude X-ray spectral information can be obtained from the ASM data by constructing hardness ratios of the three channels. In this work we define the ratio to be the sum of the count rate in the two high energy channels (3.0 - 12.1 keV) to that at low energy (1.3 - 3.0 keV).

## 3 Source Selection

Each source used in this analysis was selected on the basis of three criteria. Firstly, independent estimates of $`r_b`$ and $`q`$ must be available, which restricts our search to optically identified systems with full orbital solutions. Secondly, the sources must be persistent X-ray emitters at a high enough level to provide long-term datasets of sufficient quality to detect long-term modulations, which favours neutron star XRB. Third, each system used must show independent evidence for a persistent accretion disk.

Table 1 shows the sources selected for this study, together with the warping behaviour predicted by OD01. The strong dependence of the stability boundaries on $`\alpha `$ and $`\eta `$ leads us to choose systems with similar compact objects in the hope that for such systems these parameters will take similar values. Poor coverage of the $`r_b`$ \- $`q`$ diagram forces us to select systems with both high and low - mass companions.

Figure 1 shows sections of the RXTE/ASM lightcurves from the sources used here, binned appropriately to improve signal-to-noise. The lightcurve of Cyg X-2 shows similar morphology to that of SMC X-1, though at count rates about a factor of 20 higher. Its morphology is also more complex than a single periodic cycle, which leads to the detection of more than one periodicity (PKM00). The ASM lightcurve for Her X-1 shows a clear variation on the well-known 35 day cycle, with a secondary peak half a cycle after the main period of extended activity. LMC X-4 also shows evidence of a cycle that is superficially similar to that of SMC X-1, although the lightcurve shows more scatter.

### 3.1 Discarded Sources

Several well-constrained, persistent neutron star XRB are within the regions of interest in the $`r_bq`$ diagram, but we choose not to analyse them here as they are unlikely to show significant long-term cyclic phenomena in the RXTE/ASM. Circinus X-1 is well within the region of the stability diagram corresponding to mode 1 and higher warping, and is a luminous neutron star XRB (Tennant 1986). However, its orbit is strongly suspected to be highly eccentric, among many other properties the system shares with A0538-66 (Charles et al. 1983). As pointed out in OD01, the stability analysis as it stands is not valid for non-circular orbits.

4U 1907+09 is a pulsar XRB with massive companion (e.g. van Kerkwijk et al 1989) in a wide orbit, that has shown a monotonic increase in pulse period since its discovery (Mukerjee et al 2001). Transient QPO’s have twice been discovered at frequencies ($``$10 - 400 mHz), the interpretation of which requires an accretion disk, however small. This phenomenon suggests that temporary formation of an accretion disk is the mechanism responsible for the spin-down, and that this must occur during the majority of orbital cycles (Mukerjee et al 2001). The interval over which this disk persists is small compared to the 8.4-day orbital period (in ’t Zand et al 1998), suggesting that radiation-driven warps would not persist long enough to be measurable by RXTE/ASM.

X2127+119 has recently been shown to consist of two sources which cannot be resolved by RXTE (White & Angelini 2001; Charles, Clarkson & van Zyl 2002). While resolving the mystery of how a source can show evidence for both an ADC and Type I bursts, it is not possible to relate components in the observed RXTE/ASM X-ray flux to a single system.

OAO1657-415 shows spin-up and spin-down trends without any correlation with X-ray luminosity $`>`$ 20keV (Baykal 2000), suggesting no persistent accretion disk is present. In the case of OAO1657-415, these episodes cannot be explained by wind accretion (Baykal 1997), but are thought to arise through temporary formation and destruction of a disk, in the manner implied by Bildsten et al (1997). A small correlation between accretion rate and pulse frequency change in the RXTE waveband is taken as evidence that this is indeed the case.

## 4 Dynamic Power Spectrum

Data were analysed using our DPS approach, designed to be sensitive to long-term quasi-periodic variations. The Lomb-Scargle (LS) periodogram code (Scargle 1982, 1989) was used in conjunction with a sliding ‘data window’ to produce power density spectra (PDS) for a series of overlapping stretches of the time series. Adjustable parameters in the analysis were the length of the data window and the amount of time by which the window was shifted each time to obtain the overlapping stretches of data. The code accounted for variations in the number of datapoints per interval such that the power spectrum resolution was identical for each interval.

Choice of data window length was influenced by the limits of reliable period search with the PDS; we choose two complete cycles as the minimum needed for a reliable detection. The range of claimed superorbital periodicities runs from $``$ 30 - 200 days, so we set our window length at 400 days. We choose the maximum length that meets our criteria because this brings about the sharpest period detections.

### 4.1 Statistical Significance of Detected Periods

Once a period is detected, its statistical significance must be addressed. For most of the sources in this paper, long-term variability is superposed on frequency-independent white-noise. The statistical significance of a detected periodicity over this noise is determined by computing the LS power spectra of $`10^5`$ simulated 400-day datasets (assuming gaussian white-noise) with the sampling of the true lightcurve, then measuring the fraction of datasets that produce the LS power of interest or greater (figure 2).For the 400-d data windows used in this analysis, an LS power of 9 corresponds to a $`99.9\%`$ confidence level that the detected periodicity is real, and not a collusion of random noise and data sampling. These sources show LS powers in excess of 30, substantially in excess of even the 99.9% significance level. The highly coherent nature of the variation profiles (figure 1) argues against frequency-dependent red-noise (e.g. Timmer & König 1995, Homer et al 2001), affording confidence in our significance levels.

The error in the detected period is determined empirically. A sinusoidal variation at the detected periodicity, with amplitude corresponding to the detected peak LS power is superimposed on white noise, with random sampling on the RXTE/ASM count rate and over the same length of time as a data window from the DPS. The LS periodogram of this dataset is performed and the peak frequency measured. This process is repeated for $`10^5`$ simulated datasets, and the resulting spread of detected periodicities about the input periodicity measured. The detection accuracy is quoted in units of $`3\sigma `$ of the fit to the resulting distribution in period detections. In one case (Cyg X-2) the peak period detection was shifted from the input period by an amount corresponding to the beat between the detected period and $``$ 8 times the time interval of a data window, which has been incorporated into the quoted error on the period detection (table 2 and figure 2).

## 5 Results

### 5.1 Her X-1

Her X-1 is the prototypical disk warping system, with a $``$35-day periodicity detected at optical and X-ray wavelengths. This periodicity is almost certainly due to a precessing, warped accretion disk, as first suggested by Gerend & Boynton (1976) to explain the optical lightcurve, and corroborated by the evolution of the pulse profile (Scott et al 2000), and variations in X-ray illumination of the companion HZ Her (Leahy & Marshall 1999, Leahy, Marshall & Scott 2000). The accretion disk is thought to be tilted and twisted (Gerend & Boynton 1976, Schandl & Meyer 1994, Schandl 1996). With X-ray pulsations at 1.24s, eclipses at 1.7 days and an A7 Roche lobe-filling companion (Middleditch & Nelson 1976) of $``$2 $`M_{}`$, the mass ratio and binary radius are constrained (but see Leahy & Scott 1988 for uncertainties due to possible subsynchronous donor rotation). On three occasions, the source has failed to reach a high state at the time expected from the 35-day cycle (Parmar et al 1985; Vrtilek et al 1994; Oosterbroek et al 2000). These Anomalous Low States (ALS) last for several 35-day cycles each, and are thought to be the result of a state change in the accretion disk (Still et al 2001).

The DPS of Her X-1 (figure 3) shows an extremely significant ($`>>`$99.99 %) periodicity at 34.98 days, along with a less significant secondary peak at 17.5 days. This secondary peak is not an artefact of the search technique; as figure 3 shows, the DPS has picked up the secondary peak at phase 0.3 in the 35-day cycle. Her X-1 is the only system suspected of disk precession to show this secondary feature so significantly. Her X-1 also shows the clearest relation between ASM count rate and spectral hardness of all the sources studied here (figure 4).

### 5.2 LMC X-4

LMC X-4 is a $``$13.5 s X-ray pulsar with a 15 $`M_{}`$ O-type companion that eclipses the X-ray source every 1.4 days. QPO’s have been found at 2-20 mHz during large X-ray flares (Moon & Eikenberry 2001) confirming the presence of orbiting matter at least $``$ 0.25 $`r_{circ}`$ from the neutron star. Disk modeling of the orbital and precessional optical lightcurve (Heemskerk & van Paradijs 1989) suggest the accretion disk may extend out to about $`4r_c`$.

The DPS of LMC X-4 (figure 5) shows the simplest behaviour of the sources analysed here: a periodicity at 30.28 days that is both stable and persistent throughout the entire dataset. The DPS is not sensitive to the $`0.02\%`$ $`yr^1`$ systematic variation of this periodicity reported recently by Paul & Kitamoto (2002). At LS power $``$ 38, this 30-d cycle is somewhat less significant than for Her X-1 (LS Power $``$ 300), but the power still corresponds to $`>99.9\%`$ significance. There appears to be slight jitter in the peak period, but at $`\pm 0.05`$ days this is not significant when compared with the $`3\sigma `$ uncertainty for this source of $`\pm 0.46`$ days. LMC X-4 shows a relationship between RXTE/ASM spectral hardness and count rate (figure 6) that is somewhat less steep than for Her X-1.

### 5.3 Cygnus X-2

Although not a pulsar, Cyg X-2 nevertheless has a well-constrained binary orbit, with a 0.5 - 0.7 $`M_{}`$ companion in a 9.84-day period (Casares, Charles & Kuulkers 1998), unusually long for a LMXB. Type I X-ray bursts (e.g: Kahn & Grindlay 1984) established Cyg X-2 as a neutron star XRB. Modeling of IUE spectra (Vrtilek et al 1990) yields a best-fit outer accretion disk radius of $`0.6`$ $`R_L`$ (the Roche lobe radius), while modeling of optical lightcurves (Orosz & Kuulkers 1999) suggests the disk radius may be closer to 0.9 $`R_L`$. A pattern of high- and low-intensity X-ray states has been seen in early RXTE/ASM, Vela 5B and Ariel-5 observations (Wijnands et al 1996), on timescales of $``$77.7, $``$77.4 and $``$ 77.7 days respectively, while the Ginga/ASM lightcurve shows the strongest periodicities on periods of 53.7 and 61.3 days (PKM00). This variation has been attributed to radiation-driven accretion disk precession (Vrtilek et al. 1997).

Cyg X-2 shows complex behaviour in the DPS, with an extremely significant (LS $`>`$ 900) periodicity at period $``$ 59 days, seen over the period from day number 600-900 (figure 7). This feature seems to form as two separate periodicities converge, then diverge as the feature vanishes. There are also significant recurring features at $``$ 40 days. The $`77`$-day periodicity noted previously may be present during the beginning of the RXTE/ASM dataset, though is of equal or lower significance than its harmonic. In any case the longterm variation of Cyg X-2 is not the reliable clock suggested by Wijnands et al (1996). In contrast to Her X-1 and LMC X-4, the binned superorbital lightcurve of Cyg X-2 shows a negative relation between the RXTE/ASM spectral hardness and count rate (figure 8), as expected if the superorbital lightcurve is due to an obscuration effect (section 6.3).

## 6 Discussion

### 6.1 Her X-1: Inclination Change

The clear hardness-intensity relation in the RXTE/ASM lightcurve (figure 4) is not by itself an indication of the physical mechanism (Tanaka 1997). In fact we find no feature of the lightcurve of this source that contradicts the precessing, warped accretion disk scenario of Gerend and Boynton (1976). As the warp precesses, it could uncover regions deeper towards the central accretor, predicting the correspondence between spectral hardness and count rate observed. The asymmetry in the superorbital lightcurve can be brought about by a combination of the system inclination and vertical extent of the warp (Gerend & Boynton 1976, Schandl & Meyer 1994, Schandl 1996).

The superorbital periodicity is completely absent from a significant fraction of the data, marking the third ALS detected in this source to date (Oosterbroek et al. 2001). This is not an effect of data sampling, as might be expected for a source with such a low count rate; on the contrary, the persistent emission at $``$ 1 $`cs^1`$ is still well sampled. Measurements by BeppoSAX (Oosterbroek et al 2001) show that the most recent ALS is accompanied by a rapid spin-down of the neutron star, in which the spin-down rate is some nine times faster than the spin-up rate during “normal” X-ray output. At the same time, optical observations during the ALS show (Margon et al 1999) that the companion is still strongly irradiated. Spectral fits and lightcurve modeling of RXTE/PCA pointings during the ALS suggest the X-ray output during the ALS consists of X-ray reflection from the companion (Still et al 2001). The current interpretation for this behaviour is that the line of sight to the central source has been obscured during the ALS, causing the turn-off, by an increase in line-of-sight column density due to the disk.

This would impact the superorbital lightcurve in two ways. Firstly, the asymmetry between the peaks in the fold would be altered, but whether as an increase or decrease would depend on the current inclination and the precise disk profile. Secondly, a phase shift in the superorbital fold would be seen during the change of inclination. The twist of the disk brought about by the warp means that any given feature in the warp would be seen at different disk azimuth angles for different heights above the nominal flat disk equator.

In figure 9 we plot the dynamic lightcurve (DL) of Her X-1. In a manner analogous to the DPS, this breaks the dataset into windows of sufficient length to give good coverage, then folds these windows on the ephemeris specified. Because fewer cycles per window are needed for detection in a fold than a power spectrum, the windows can be shorter for the DL than for the DPS; it was therefore decided to use independent windows.

From the DL we see that there is indeed a phase shift taking place over some fifteen cycles before the ALS. The secondary peak in the 35-day cycle appears to decrease in relative amplitude just before onset of the ALS. The cut-off in the superorbital period detection, however, is abrupt, taking place over three cycles at most. By the end of the ASM dataset, the system shows behaviour similar to the beginning of the dataset, and the secondary feature is recovered.

This phase shift and profile change is most naturally interpreted as a change in the line-of-sight disk profile. There are two good candidates for the nature of this change. It has been suggested (Wijers & Pringle 1999, van Kerkwijk et al 1998) that if a disk is sufficiently warped, the inner disk may actually flip over and start to precess in the opposite direction to the outer disk. This would produce the extremely rapid spin-down observed during the ALS as the direction of flow of accreting matter would then oppose the spin of the neutron star. Following this interpretation, we would expect to be observing the neutron star through the accretion disk for at least some of the ALS, which would produce a harder spectrum for the ALS than for the normal state. However, the continuum X-ray emission is not spectrally harder for the ALS than for the emission prior to and after the ALS (figure 10). A further difficulty is that one would expect to see some manifestation of the change of disk orientation in the overall ASM lightcurve.

A second interpretation involves the disk changing its inclination with respect to the observer. We suppose here that the X-ray intensity from a twisted, warped disk varies as the amount of emitting area uncovered in the inner disk region varies. If such a disk were to change its inclination with respect to the observer, the uncovered area at each point in the cycle would also change with the inclination. A twisted disk would naturally produce a variation in the phase of features in the profile. That the ALS is accompanied by rapid spin-down of the neutron star presents a difficulty for this scenario, unless either (i) the accretion flow at the magnetosphere/inner disk boundary changes direction to act against the neutron star rotation, or (ii) the spin of the neutron star causes ejection of matter in the manner of e.g: 4U1907+09 (section 3.1), producing a rapid spin-down as the accretion flow lessens due to a reduction in accretion rate through the disk. In scenario (ii), the spin-down during the ALS would suggest that the Her X-1 disk is reducing its inclination to the binary plane. The extent to which the uncovered area is sensitive to the inclination change, and thus the level of other observable effects of this change, is not at present clear. A further effect might be the variation with the warp of the area open to X-ray heating, which might bring about a reduction in mass throughput depending on the timescale for such heating (c.f. Dubus et al 1999).

### 6.2 LMC X-4: Stable variation

At some five times more distant than most of the sources in this study, LMC X-4 exhibits low count rate and hence lower S/N, as can be seen in its 31-day dynamic lightcurve (figure 11), which furthermore undergoes no significant shift in phase or overall intensity over the ASM dataset. The superorbital lightcurve itself is somewhat different in shape to that of Her X-1 (figures 4 and 6), with the primary peak in the profile less symmetric, and no significant secondary peak is detected. A secondary peak might be present, however: assuming a similar relative amplitude as that in Her X-1, such a peak would occur at only $``$0.2 c/s.

This suggests that if the accretion disk in this source does shift its inclination, as suggested for Her X-1, the LMC X-4 accretion disk either does not do so at all on the timescale detectable with the DL, or the disk profile and inclination are such that any existing wobble does not impact the superorbital fold to the same extent. We can place a rough upper limit on superorbital phase variation of features in the dynamic lightcurve of $`\pm 0.1`$ orbit.

### 6.3 Cyg X-2: Multimode Variation

For Cyg X-2, in which the DPS behaviour does not show a single stable periodicity, such analysis is not possible. Indeed, its behaviour is highly complex, with significant periodicities forming and shifting over the 7 years of the ASM dataset. This explains the range of modulations reported for this source over the years (e.g: Smale & Lochner 1992, PKM00). Of particular interest is the apparent convergence, reinforcement and subsequent divergence of periodicities about April 1996 - January 1999 (figure 7). Because the accretion disk is a fluid entity and the DPS overlap between data windows of the same order as the warp precession periods, we do not expect too discontinuous a change in the variation shape: in other words we expect the pattern (primary peak+single harmonic) to persist over a timescale of several data windows. At the point at which the strong DPS peak appears to split into two modes, we interpret the mode evolving towards lower frequencies as the dominant frequency, as it is more significant. It is thus easy to interpret this feature as a single periodicity with ill-defined phasing (hence the broad peaks in the DPS), with a period that changes in a manner superficially similar to SMC X-1, only on a much shorter period: $``$2 years compared to the $``$7 years of SMC X-1.

However, the behaviour may be more complex. Closer examination of the secondary peak at $``$ 40 days suggests it is not a simple harmonic of the primary period, as its period is some 20% longer than the expected location of the harmonic (see also PKM00). Furthermore, this structure is still present over the last 1500 days of the dataset, even though the fundamental it would be a harmonic of has all but disappeared. This feature may represent either (i) a slightly shifted harmonic that represents a deviation from a purely sinusoidal variation profile, or (ii) a mode of variation independent of the $``$ 59-day variation.

We can test which scenario describes Cyg X-2 better through simulations of varying periocicities. We take the superorbital lightcurve over day number 600-900 (from Jan 6 1996), then scale the period over time in a manner approximating our identified dominant periodicity. The DPS of this simulation is quite different in character to the real DPS (figure 12); the most obvious differences are its far lower significance and frequency than the $``$ 40-day periodicity actually seen. A 40-day periodicity was then artificially added but slaved to the fundamental to simulate a non-sinusoidal variation. The DPS structure that results varies more closely with the dominant periodicity than that actually seen. If the $``$ 40 day periodicity is made completely independent of the fundamental, however, by being held steady as the fundamental varies), the DPS that results is similar in morphology to that actually seen (figure 7).

We thus suggest here that the apparently variable periodicity at $`59`$ days and the more stable periodicity at $``$ 40 days represent independent variations, rather than a single variation of non-sinusoidal shape. This suggestion is in agreement with the conclusion of an earlier analysis based on the static periodogram of the early years of the RXTE/ASM (PKM00). This suggestion gains some support when we notice that the 40-day periodicity is close to the expected harmonic of the $``$ 77-day periodicity reported in the archival Vela 5B and Ariel-5 datasets. To attempt to constrain the properties of this behaviour over a longer baseline, the Ariel-5 and Vela-5B datasets were subjected to DPS analysis. The Vela-5B dataset was used in the filtered, binned form provided by NASA HEASARC. Enough points were present to use the static periodogram to confirm the 77.4-day period already noted elsewhere (e.g: Smale & Lochner 1992), but not enough to follow its time evolution in a statistically significant way. However the Ariel-5 dataset has higher S/N, allowing less coarse binning and thus providing enough datapoints to permit DPS analysis. As figure 13 shows, the periodicities are highly variable over time, producing the highly complex structures seen in static periodograms (PKM00). The $``$ 77-day periodicity is strongly detected over the middle $``$ 400 days of the dataset, while its harmonic at $``$ 40 days is detected throughout most of the ASM dataset. However, as with the RXTE/ASM dataset, there is a further periodicity which appears variable and transient. Thus the apparent combination of two or more separate variations does not appear to be a new behaviour. Furthermore, this complex behaviour has now been confirmed using two independent datasets separated by 20 years.

The X-ray manifestation of the precessing warp may be different from that evidenced from the canonical disk precessing systems SMC X-1, Her X-1 and LMC X-4. Cyg X-2 shows a decrease in spectral hardness with count rate (figure 8), which at first sight would be inconsistent with a precessing warp. However, the variation of uncovered emitting area invoked to explain the superorbital periods in Her X-1 and LMC X-4 requires the column density through which the bulk of the X-rays reach RXTE to remain the same as the warp precesses. If, however, the emitting area is permanently obstructed by the outer accretion disk, assumed not to be a significant emitter in the ASM bandpass, the variation can be brought about by changing the column density through which the majority of the X-rays travel. In this case, the warped disk acts to subtract flux from the central source, rather than contributing significantly to any emission. This removal of flux will be seen as X-ray obscuration, which thereby causes the observed spectrum to harden.

### 6.4 Stability of Accretion Disks to Warping

We now use our results for the other systems showing superorbital modulations to test the stability framework of OD01. We first attempt to identify the warping modes corresponding to the superorbital variations identified in this work. With their stable behaviour in the DPS and simple superorbital lightcurves, Her X-1 and LMC X-4 show clear evidence for mode 0 warping. SMC X-1 shows a simple superorbital fold that varies over time, probably due to disk instabilities brought about as other modes begin to form (paper I). Cyg X-2 shows at least two independent modes of warping, thought to represent mode 0,1 and possibly higher warp modes.

The sources thus behave in ways qualitatively predicted by the stability analysis of OD01 (table 1). Her X-1 and LMC X-4 are both predicted to show stable mode 0 warping, which is indeed observed. SMC X-1 is thought to show warping commensurate with its position near the mode 0 and mode 1 regions. Cyg X-2 is deep within the region predicting mode 1 and higher modes, which is consistent with the appearance and interaction of at least two warping modes.

We illustrate the evolution of disk warping with binary radius in a schematic bifurcation diagram, shown in figure 14. This charts the evolution of precession solutions as the control parameter $`r_b`$ is increased. According to the OD01 predictions, for low values of the control parameter $`r_b`$, no radiation-driven disk warping is predicted at present. In the region corresponding to stable mode 0 predicted warps, such warps are indeed found, with the precession frequency increasing with $`r_b`$ (Her X-1 and LMC X-4 type variations). Near the boundary between regions, modes begin to compete, producing an instability in the superorbital period (SMC X-1 type variations). Finally, once the boundary into full multi-mode variations is crossed, strong periodicities form and interact (Cyg X-2 type variations). When we overplot the location of these sources on the schematic, along with their DPS results, we find that the long-term behaviour of the sources agrees qualitatively with the predictions of table 1, as can be determined from the DPS of the sources.

## 7 Conclusion

We have analysed the time variation of superorbital periodicities present in three persistent neutron star XRB: Her X-1, LMC X-4 and Cyg X-2. Her X-1 shows a shift in phasing of the superorbital period shortly before entering its third Anomalous Low State, which we interpret as evidence for a change in disk inclination. LMC X-4 shows stable mode 0 warping, with little change over the period of the RXTE/ASM dataset. Cyg X-2 shows a combination of at least two separate modes of variation, suggesting more complex warping shape than for the other sources. Furthermore this behaviour has persisted for at least $``$ 1000 binary orbits, as shown by new analysis of the Ariel-5 dataset.

We have identified the most likely warping modes to produce the observed variations in Her X-1, LMC X-4 and Cyg X-2, and together with SMC X-1 have constructed an observational stability sequence based on their behaviour in the DPS. We find that this qualitatively agrees with the predictions of the stability analysis of OD01 and establishes the DPS as a powerful tool to probe XRB properties.

Acknowledgments

SGTL and WIC were in receipt of PPARC research studentships. WIC thanks Guillaume Dubus and the anonymous referee for insightful comments. This work was only made possible through the efforts of the ASM/RXTE team at MIT and NASA/GSFC. Archival Ariel-5 and Vela-5B data was obtained through the High Energy Astrophysics Science Archive Research Centre Online Service, provided by NASA/GSFC.


text:
# Affine Weyl Group Approach to Painlevé Equations

## 1. Introduction

The purpose of this paper is to give a survey on recent developments in the affine Weyl group approach to Painlevé equations and discrete Painlevé equations.

It is known that each of the Painlevé equations from $`P_{\text{II}}`$ through $`P_{\text{VI}}`$ admits the action of an affine Weyl group as a group of Bäcklund transformations (see a series of works  by K. Okamoto, for instance). Furthermore, the Bäcklund transformations (or the Schlesinger transformations) for the Painlevé equations can already be thought of as discrete Painlevé equations with respect to the parameters. The main idea of the affine Weyl group approach to (discrete) Painlevé systems is to extend this class of Weyl group actions to general root systems, and to make use of them as the common underlying structure that unifies various types of discrete system (). In this paper, we discuss several aspects of affine Weyl group symmetry in nonlinear systems, based on a series of joint works with Y. Yamada and K. Kajiwara.

Before starting the discussion of (discrete) Painlevé equations, we recall some definitions, following the notation of . A $`(`$generalized $`)`$ Cartan matrix  is an integer matrix $`A=(a_{ij})_{i,jI}`$ (with a finite indexing set) satisfying the conditions

$$a_{ii}=2;a_{ij}0(ij);a_{ij}=0a_{ji}=0.$$
(1.1)
The Weyl group $`W(A)`$ associated with $`A`$ is defined by the generators $`s_i`$ ($`iI`$), called the simple reflections, and the fundamental relations

$$s_i^2=1,(s_is_j)^{m_{ij}}=1(ij),$$
(1.2)
where $`m_{ij}=2,3,4,6`$ or $`\mathrm{}`$, according as $`a_{ij}a_{ji}=0,1,2,3`$ or $`4`$. When the Cartan matrix $`A=(a_{ij})_{i,j=0}^l`$ is of affine type (of type $`A_l^{(1)}`$,$`B_l^{(1)}`$,…,$`D_4^{(3)}`$), the corresponding Weyl group is called an affine Weyl group.

We fix some notation for the case of type $`A_l^{(1)}`$ that will be used throughout this paper. The Cartan matrix $`A=(a_{ij})_{i,j=0}^l`$ of type $`A_l^{(1)}`$ is defied by

$$A=\left[\begin{array}{cc}2& 2\\ 2& 2\end{array}\right](l=1),A=\left[\begin{array}{ccccc}2& 1& & & 1\\ 1& 2& 1& & \\ & 1& 2& \mathrm{}& \\ & & \mathrm{}& \mathrm{}& 1\\ 1& & & 1& 2\end{array}\right](l2).$$
(1.3)
The affine Weyl group $`W(A_l^{(1)})=s_0,s_1,\mathrm{},s_l`$ is defined by the following fundamental relations:

$$\begin{array}{cc}\hfill (l=1):& s_0^2=s_1^2=1,\hfill \\ \hfill (l2):& s_i^2=1,s_is_j=s_js_i(ji,i\pm 1),(s_is_j)^3=1(j=i\pm 1),\hfill \end{array}$$
(1.4)
where we have identified the indexing set with $`/(l+1)`$. We also define an extension $`\stackrel{~}{W}(A_l^{(1)})=s_0,\mathrm{},s_l,\pi `$ of $`W(A_l^{(1)})`$ by adjoining a generator $`\pi `$ (rotation of indices) such that $`\pi s_i=s_{i+1}\pi `$ for all $`i=0,1,\mathrm{},l`$; we do not impose the relation $`\pi ^{l+1}=1`$.

## 2. Variations on the theme of $`𝑷_{\text{IV}}`$

In this section, we present several examples of affine Weyl group action of type $`A_2^{(1)}`$ to illustrate the role of affine Weyl group symmetry in (discrete) Painlevé equations and related integrable systems.

### 2.1. Symmetric form of $`𝑷_{\text{IV}}`$

Consider the following system of nonlinear differential equations for three unknown functions $`\phi _j=\phi _j(t)`$ ($`j=0,1,2`$):

$$(N_{\text{IV}})\{\begin{array}{cc}\phi _0^{}=\phi _0(\phi _1\phi _2)+\alpha _0,& \\ \phi _1^{}=\phi _1(\phi _2\phi _0)+\alpha _1,& \\ \phi _2^{}=\phi _2(\phi _0\phi _1)+\alpha _2,& \end{array}$$
(2.1)
where $`{}_{}{}^{}=d/dt`$ denotes the derivative with respect to the independent variable $`t`$, and $`\alpha _j=0`$ ($`j=0,1,2`$) are parameters. When $`\alpha _0+\alpha _1+\alpha _2=0`$, this system provides an integrable deformation of the Lotka-Volterra competition model for three species. When $`\alpha _0+\alpha _1+\alpha _2=k0`$, it is essentially the fourth Painlevé equation

$$(P_{\text{IV}})y^{\prime \prime }=\frac{1}{2y}(y^{})^2+\frac{3}{2}y^3+4ty^2+(t^2\alpha )y+\frac{\beta }{y}.$$
(2.2)
In fact, from $`(\phi _0+\phi _1+\phi _2)^{}=k`$, we have $`\phi _0+\phi _1+\phi _2=kt+c`$. Under the renormalization $`k=1`$, $`c=0`$, system (2.1) can be written as a second order equation for $`y=\phi _0`$; it is transformed into $`P_{\text{IV}}`$ with $`\alpha =\alpha _2\alpha _1`$, $`\beta =2\alpha _0^2`$ by the change of variables $`t\sqrt{2}t`$, $`yy/\sqrt{2}`$. In view of this fact, we call (2.1) the symmetric form of the fourth Painlevé equation ($`N_{\text{IV}}`$). This type of representation for $`P_{\text{IV}}`$ was introduced by ,  in the context of nonlinear dressing chains, and by  in the study of rational solutions of $`P_{\text{IV}}`$.

The symmetric form $`N_{\text{IV}}`$ provides a convenient framework for describing the discrete symmetry of $`P_{\text{IV}}`$. Let $`𝒦=(\alpha ,\phi )`$ be the field of rational functions in the variables $`\alpha =(\alpha _0,\alpha _1,\alpha _2)`$ and $`\phi =(\phi _0,\phi _1,\phi _2)`$. We define the derivation $`{}_{}{}^{}:𝒦𝒦`$ by using formulas (2.1) together with $`\alpha _j^{}=0`$ ($`j=0,1,2`$); we regard the differential field $`(𝒦,^{})`$ as representing the differential system $`N_{\text{IV}}`$. In this setting, we say that an automorphism of $`𝒦`$ is a Bäcklund transformation for $`N_{\text{IV}}`$ if it commutes with the derivation . (A Bäcklund transformation as defined above means a birational transformation of the phase space that commutes with the flow defined by the nonlinear differential system.) As we will see below, $`N_{\text{IV}}`$ has four fundamental Bäcklund transformations that generate the extended affine Weyl group $`\stackrel{~}{W}=s_0,s_1,s_2,\pi `$ of type $`A_2^{(1)}`$. Identifying the indexing set $`\{0,1,2\}`$ with $`/3`$, we define the automorphisms $`s_i`$ ($`i=0,1,2`$) and $`\pi `$ of $`𝒦`$ by

$$\begin{array}{ccc}s_i(\alpha _j)=\alpha _j\alpha _ia_{ij},\hfill & s_i(\phi _j)=\phi _j+\frac{\alpha _i}{\phi _i}u_{ij}\hfill & (i,j=0,1,2),\hfill \\ \pi (\alpha _j)=\alpha _{j+1},\hfill & \pi (\phi _j)=\phi _{j+1}\hfill & (j=0,1,2).\hfill \end{array}$$
(2.3)
Here $`A=(a_{ij})_{i,j=0}^2`$ stands for the Cartan matrix of type $`A_2^{(1)}`$, and $`U=(u_{ij})_{i,j=0}^2`$ for the orientation matrix of the Dynkin diagram (triangle) in the positive direction:

$$A=\left[\begin{array}{ccc}2& 1& 1\\ 1& 2& 1\\ 1& 1& 2\end{array}\right],U=\left[\begin{array}{ccc}0& 1& 1\\ 1& 0& 1\\ 1& 1& 0\end{array}\right].$$
(2.4)
These automorphisms $`s_i`$ and $`\pi `$ commute with the derivation , and satisfy the fundamental relations

$$s_i^2=1,(s_is_{i+1})^3=1,\pi s_i=s_{i+1}\pi (i=0,1,2)$$
(2.5)
for the generators of $`\stackrel{~}{W}(A_2^{(1)})`$. Hence we obtain a realization of the extended affine Weyl group $`\stackrel{~}{W}(A_2^{(1)})`$ as a group of Bäcklund transformations for $`N_{\text{IV}}`$. Notice that the action of the affine Weyl group $`W=s_0,s_1,s_2`$ on the $`\alpha `$-variables is identical to its canonical action on the simple roots.

We remark that the affine Weyl group symmetry is deeply related to the structure of special solutions of $`P_{\text{IV}}`$ (with the parameters $`\alpha _j`$ as in $`N_{\text{IV}}`$). Along each reflection hyperplane $`\alpha _j=n`$ ($`j=0,1,2`$; $`n`$) in the parameter space, $`P_{\text{IV}}`$ has a one-parameter family of classical solutions expressed in terms of Toeplitz determinants of Hermite-Weber functions; each solution of this class is obtained by Bäcklund transformations from a seed solution at $`\alpha _j=0`$ which satisfies a Riccati equation. Also, at each point of the $`W`$-orbit of the barycenter $`(\alpha _0,\alpha _1,\alpha _2)=(\frac{1}{3},\frac{1}{3},\frac{1}{3})`$ of the fundamental alcove, it has a rational solution expressed in terms of Jacobi-Trudi determinants of Hermite polynomials.

### 2.2. $`𝒒`$-Difference analogue of $`𝑷_{\text{IV}}`$

We now introduce a multiplicative analogue of the birational realization (2.3) of the extended affine Weyl group $`\stackrel{~}{W}=s_0,s_1,s_2,\pi `$ (). Taking the field of rational functions $`=(a,f)`$ in the variables $`a=(a_0,a_1,a_2)`$ and $`f=(f_0,f_1,f_2)`$, we define the automorphisms $`s_0,s_1,s_2,\pi `$ of $``$ as follows:

$$\begin{array}{ccc}s_i(a_j)=a_ja_i^{a_{ij}},\hfill & s_i(f_j)=f_j\left(\frac{a_i+f_i}{1+a_if_j}\right)^{u_{ij}}\hfill & (i,j=0,1,2),\hfill \\ \pi (a_j)=a_{j+1},\hfill & \pi (f_j)=f_{j+1}\hfill & (j=0,1,2),\hfill \end{array}$$
(2.6)
where $`a_j`$ are the multiplicative parameters corresponding to the simple roots $`\alpha _j`$. These automorphisms again satisfy the fundamental relations for the generators of $`\stackrel{~}{W}`$. In the following, the $`\stackrel{~}{W}`$-invariant $`a_0a_1a_2=q`$ plays the role of the base for $`q`$-difference equations. If one parameterizes $`a_j`$ and $`f_j`$ as

$$a_j=e^{\epsilon ^2\alpha _j/2},f_j=e^{\epsilon \phi _j}(j=0,1,2)$$
(2.7)
with a small parameter $`\epsilon `$, one can recover the original formulas (2.3) from (2.6) by taking the limit $`\epsilon 0`$.

A $`q`$-difference analogue of (the symmetric form of) $`P_{\text{IV}}`$ is given by

$$(qP_{\text{IV}})\{\begin{array}{cc}T(f_0)=a_0a_1f_1\frac{1+a_2f_2+a_2a_0f_2f_0}{1+a_0f_0+a_0a_1f_0f_1},\hfill & \\ T(f_1)=a_1a_2f_2\frac{1+a_0f_0+a_0a_1f_0f_1}{1+a_1f_1+a_1a_2f_1f_2},\hfill & \\ T(f_2)=a_2a_0f_0\frac{1+a_1f_1+a_1a_2f_1f_2}{1+a_2f_2+a_2a_0f_2f_0},\hfill & \\ T(a_j)=a_j(j=0,1,2),\hfill & \end{array}$$
(2.8)
where $`T`$ stands for the discrete time evolution (). Notice that (2.8) implies $`T(f_0f_1f_2)=(a_0a_1a_2)^2f_0f_1f_2=q^2f_0f_1f_2`$; hence one can consistently introduce a time variable $`t`$ such that $`f_0f_1f_2=t^2`$. If we consider $`f_j`$ as functions of $`t`$, the discrete time evolution $`T`$ is identified with the $`q`$-shift operator $`tqt`$, so that $`Tf_j(t)=f_j(qt)`$. In this sense, formula (2.8) defines a system of nonlinear $`q`$-difference equations, which we call the fourth $`q`$-Painlevé equation ($`qP_{\text{IV}}`$).

The time evolution $`T`$, regarded as an automorphism of $``$, commutes with the action of $`\stackrel{~}{W}`$ that we already described above. Namely, the $`q`$-difference system $`qP_{\text{IV}}`$ admits the action of the extended affine Weyl group $`\stackrel{~}{W}`$ as a group of Bäcklund transformations. Again, by taking the limit as $`\epsilon 0`$ under the parametrization (2.7), one can show that the $`q`$-difference system $`qP_{\text{IV}}`$, as well as its affine Weyl group symmetry, reproduces the differential system $`N_{\text{IV}}`$. It is known that $`qP_{\text{IV}}`$ defined above shares many characteristic properties with the original $`P_{\text{IV}}`$. For example, it has classical solutions expressed by continuous $`q`$-Hermite-Weber functions, and rational solutions expressed by of continuous $`q`$-Hermite polynomials, analogously to the case of $`P_{\text{IV}}`$ (, ). We also remark that, when $`a_0a_1a_2=1`$, one can regard $`qP_{\text{IV}}`$ as a discrete integrable system which generalizes a discrete version of the Lotka-Volterra equation.

### 2.3. Ultra-discretization of $`𝑷_{\text{IV}}`$

It should be noticed that the discrete time evolution of $`qP_{\text{IV}}`$ is defined in terms of a subtraction-free birational transformation; we say that a rational function is subtraction-free if it can be expressed as a ratio of two polynomials with real positive coefficients. Recall that there is a standard procedure, called the ultra-discretization, of passing from subtraction-free rational functions to piecewise linear functions (, , see also ). Roughly, it is the procedure of replacing the operations

$$abA+B,a/bAB,a+b\mathrm{max}(A,B).$$
(2.9)
Introducing the variables $`A_j`$, $`F_j`$ ($`j=0,1,2`$), from $`qP_{\text{IV}}`$ we obtain the following system of piecewise linear difference equations by ultra-discretization:

$$(uP_{\text{IV}})\{\begin{array}{ccc}T(F_0)=\hfill & A_0+A_1+F_1+\mathrm{max}(0,A_2+F_2,A_2+A_0+F_2+F_0)\hfill & \\ & \mathrm{max}(0,A_0+F_0,A_0+A_1+F_0+F_1),\hfill & \\ T(F_1)=\hfill & A_1+A_2+F_2+\mathrm{max}(0,A_0+F_0,A_0+A_1+F_0+F_1)\hfill & \\ & \mathrm{max}(0,A_1+F_1,A_1+A_2+F_1+F_2),\hfill & \\ T(F_2)=\hfill & A_2+A_0+F_0+\mathrm{max}(0,A_1+F_1,A_1+A_2+F_1+F_2)\hfill & \\ & \mathrm{max}(0,A_2+F_2,A_2+A_0+F_2+F_0),\hfill & \\ T(A_j)=\hfill & A_j(j=0,1,2),\hfill & \end{array}$$
(2.10)
which we call the fourth ultra-discrete Painlevé equation ($`uP_{\text{IV}}`$). Simultaneously, the affine Weyl group symmetry of $`qP_{\text{IV}}`$ is ultra-discretized as follows:

$$\begin{array}{cc}s_i(A_j)=A_jA_ia_{ij},\hfill & s_i(F_j)=F_j+u_{ij}\left(\mathrm{max}(A_i,F_i)\mathrm{max}(0,A_i+F_i)\right),\hfill \\ \pi (A_j)=A_{j+1},\hfill & \pi (F_j)=F_{j+1}(i,j=0,1,2).\hfill \end{array}$$
(2.11)
This time, the extended affine Weyl group $`\stackrel{~}{W}`$ is realized as a group of piecewise linear transformations on the affine space with coordinates $`(A,F)`$. We also remark that, when $`A_0+A_1+A_2=Q=0`$, $`uP_{\text{IV}}`$ gives rise to an ultra-discrete integrable system. It would be an interesting problem to analyze special solutions of the ultra-discrete system $`uP_{\text{IV}}`$.

## 3. Discrete symmetry of Painlevé equations

In this section, we propose a uniform description of discrete symmetry of the Painlevé equations $`P_J`$ for $`J=\text{II, IV, V, VI}`$. We also give some remarks on a generalization of this class of birational Weyl group action to arbitrary root systems.

### 3.1. Hamiltonian system $`𝑯_𝑱`$

It is known that each Painlevé equation $`P_J`$ ($`J=\text{II, III,…, VI}`$) is equivalently expressed as a Hamiltonian system

$$(H_J):\frac{dq}{dt}=\frac{H}{p},\frac{dp}{dt}=\frac{H}{q}$$
(3.1)
with a polynomial Hamiltonian $`H=H(q,p,t,\alpha )(t)[q,p,\alpha ]`$ depending on parameters $`\alpha =(\alpha _1,\mathrm{},\alpha _l)`$ (see , for instance). Setting $`𝒦=(q,p,t,\alpha )`$, we define the Poisson bracket $`\{,\}:𝒦\times 𝒦𝒦`$ and the Hamiltonian vector field $`\delta :𝒦𝒦`$ by

$$\{\phi ,\psi \}=\frac{\phi }{p}\frac{\psi }{q}\frac{\phi }{q}\frac{\psi }{p},\delta (\phi )=\{H,\phi \}+\frac{\phi }{t}(\phi ,\psi 𝒦).$$
(3.2)
In this setting, a Bäcklund transformation for $`H_J`$ is understood as an automorphism $`w:𝒦𝒦`$ that commutes with $`\delta `$. We also say that $`w`$ is canonical  if it preserves the Poisson bracket: $`w(\{\phi ,\psi \})=\{w(\phi ),w(\psi )\}`$ for any $`\phi ,\psi 𝒦`$.

For each $`J=\text{II, III,…,VI}`$, it is known that the parameter space for $`H_J`$ is identified with the Cartan subalgebra of a semisimple Lie algebra, and that an extension of the corresponding affine Weyl group acts on $`𝒦`$ as a group of Bäcklund transformations (). A table of fundamental Bäcklund transformations for $`H_J`$ can be found in .

If the Hamiltonian $`H`$ is chosen appropriately, the affine Weyl group symmetry of $`H_J`$ for $`J=\text{II, IV, V, VI}`$ can be described in a universal way in terms of root systems. With the notation of , the type of the affine root system is specified as follows111 In the case of $`H_{\text{III}}`$, one can use an extension of the affine Weyl group, either of type $`C_2^{(1)}`$ or of $`2A_1^{(1)}`$, for describing the same group of Bäcklund transformations. It seems natural to expect that the same principle to be discussed below should apply to $`H_{\text{III}}`$ as well, but we have not completely understood the case of $`H_{\text{III}}`$ yet..

$$\begin{array}{ccccc}H_J& H_{\text{II}}& H_{\text{IV}}& H_\text{V}& H_{\text{VI}}\\ & & & & \\ X_l^{(1)}& A_1^{(1)}& A_2^{(1)}& A_3^{(1)}& D_4^{(1)}\end{array}$$
(3.3)
The corresponding Cartan matrix $`A=(a_{ij})_{i,j=0}^l`$ is given by

$$\begin{array}{cccc}\hfill A_1^{(1)}:& A=\left[\begin{array}{cc}2& 2\\ 2& 2\end{array}\right]& \hfill A_2^{(1)}:& A=\left[\begin{array}{ccc}2& 1& 1\\ 1& 2& 1\\ 1& 1& 2\end{array}\right]\\ \hfill A_3^{(1)}:& A=\left[\begin{array}{cccc}2& 1& 0& 1\\ 1& 2& 1& 0\\ 0& 1& 2& 1\\ 1& 0& 1& 2\end{array}\right]& \hfill D_4^{(1)}:& A=\left[\begin{array}{ccccc}2& 0& 1& 0& 0\\ 0& 2& 1& 0& 0\\ 1& 1& 2& 1& 1\\ 0& 0& 1& 2& 0\\ 0& 0& 1& 0& 2\end{array}\right]\end{array}$$
(3.4)
respectively. For the description of affine Weyl group symmetry, we make use of the following Hamiltonian $`H=H(q,p,t,\alpha )`$:

$$\begin{array}{ccc}\hfill H_{\text{II}}:& \hfill H=& \frac{1}{2}p(p2q^2+t)+\alpha _1q,\hfill \\ \hfill H_{\text{IV}}:& \hfill H=& qp(2pq2t)2\alpha _1p\alpha _2q,\hfill \\ \hfill H_\text{V}:& \hfill tH=& q(q1)p(p+t)(\alpha _1+\alpha _3)qp+\alpha _1p+\alpha _2tq,\hfill \\ \hfill H_{\text{VI}}:& \hfill t(t1)H=& q(q1)(qt)p^2\{(\alpha _01)q(q1)+\alpha _4(q1)(qt)\hfill \\ & & +\alpha _3q(qt)\}p+\alpha _1(\alpha _1+\alpha _2)(qt).\hfill \end{array}$$
(3.5)
The parameter $`\alpha _0`$ is defined so that $`\alpha _0+\alpha _1+\mathrm{}+\alpha _l=1`$ for $`J=\text{II, IV, V}`$, and $`\alpha _0+\alpha _1+2\alpha _2+\alpha _3+\alpha _4=1`$ for $`J=\text{VI}`$. (Conventionally, the null root is normalized to be the constant $`1`$.)

### 3.2. Discrete symmetry of $`𝑯_𝑱`$

Our main observation concerning the discrete symmetry of $`H_J`$ can be summarized as follows.

###### Theorem 1

Choose the polynomial Hamiltonian $`H(t)[q,p,\alpha ]`$ for $`H_J`$ $`(J=\text{II, IV, V, VI})`$ as in (3.5). Then there exists a set $`\{\phi _0,\phi _1,\mathrm{},\phi _l\}`$ of nonzero elements in the Poisson algebra $`=[q,p,t]`$ with the following properties $`:`$
$`(1)`$ The elements $`\phi _i`$ $`(i=0,1,\mathrm{},l)`$ satisfy the Serre relations of type $`X_l^{(1)}`$

$$\text{ad}_{\{\}}(\phi _i)^{a_{ij}+1}\phi _j=0(ij),$$
(3.6)
where $`\text{ad}_{\{\}}(\phi )=\{\phi ,\}`$ stands for the adjoint action of $`\phi `$ by the Poisson bracket.
$`(2)`$ For each $`i=0,1,\mathrm{},l`$, define $`s_i`$ to be the unique automorphism of $`𝒦=(q,p,t,\alpha )`$ such that

$$\begin{array}{cc}s_i(\alpha _j)=\alpha _j\alpha _ia_{ij}\hfill & (j=0,1,\mathrm{},l),\hfill \\ s_i(\psi )=\mathrm{exp}\left(\frac{\alpha _i}{\phi _i}\text{ad}_{\{\}}(\phi _i)\right)\psi \hfill & (\psi =[q,p,t]).\hfill \end{array}$$
(3.7)
Then these $`s_i`$ are canonical Bäcklund transformations for $`H_J`$. Furthermore, the subgroup $`W=s_0,s_1,\mathrm{},s_l`$ of $`\text{Aut}(𝒦)`$ is isomorphic to the affine Weyl group $`W(X_l^{(1)})`$.

Note that, for each $`\psi `$, $`s_i(\psi )`$ is determined as a finite sum

$$s_i(\psi )=\psi +\frac{\alpha _i}{\phi _i}\{\phi _i,\psi \}+\frac{1}{2!}\left(\frac{\alpha _i}{\phi _i}\right)^2\{\phi _i,\{\phi _i,\psi \}\}+\mathrm{},$$
(3.8)
since the action of $`\text{ad}_{\{\}}(\phi _i)`$ on $``$ is locally nilpotent. A choice of the generators $`\phi _i`$ ($`i=0,1,2,\mathrm{},l`$) with the properties of Theorem 1 is given as follows:

$$\begin{array}{cc}\hfill H_{\text{II}}:& \phi _0=p+2q^2+t,\phi _1=p.\hfill \\ \hfill H_{\text{IV}}:& \phi _0=p+\frac{q}{2}+t,\phi _1=\frac{q}{2},\phi _2=p.\hfill \\ \hfill H_\text{V}:& \phi _0=p+t,\phi _1=tq,\phi _2=p,\phi _3=t(1q).\hfill \\ \hfill H_{\text{VI}}:& \phi _0=qt,\phi _1=1,\phi _2=p,\phi _3=q1,\phi _4=q.\hfill \end{array}$$
(3.9)
We remark that, in the case of $`H_J`$ ($`J=\text{II, IV, V}`$) of type $`A_l^{(1)}`$ ($`l=1,2,3`$), we also have the Bäcklund transformation $`\pi `$ corresponding to the diagram rotation; its action is given simply by $`\pi (\alpha _j)=\alpha _{j+1}`$, $`\pi (\phi _j)=\phi _{j+1}`$.

If we use the polynomials $`\phi _j`$ as dependent variables, the Hamiltonian system $`H_{\text{IV}}`$, for example, is rewritten as

$$\frac{d\phi _j}{dt}=2\phi _j(\phi _{j+1}\phi _{j+2})+\alpha _j(j=0,1,2)$$
(3.10)
with the convention $`\phi _{j+3}=\phi _j`$, from which we obtain the symmetric form $`N_{\text{IV}}`$ by a simple rescaling of the variables. We remark that the polynomials $`\phi _j`$ are the factors of the “leading term” of the Hamiltonian $`H`$. Also, in the context of irreducibility of Painlevé equations, the polynomials $`\phi _j`$ are the fundamental invariant divisors along the reflection hyperplanes $`\alpha _j=0`$ (see , , for instance). When $`\alpha _j=0`$, the specialization of $`H_J`$ by $`\phi _j=0`$ gives rise to a Riccati equation that reduces to a linear equation of hypergeometric type; for $`J=\text{II, IV, V and VI}`$, the differential equations of Airy, Hermite-Weber, Kummer and Gauss appear in this way, respectively.

Apart from differential equations, this class of birational realization of Weyl groups as in Theorem 1 can be formulated for an arbitrary Cartan matrix by means of Poisson algebras (see , for the details). In this sense, Bäcklund transformations for Painlevé equations $`P_J`$ ($`J=\text{II, IV, V, VI}`$) have a universal nature with respect to root systems. In the case where $`A`$ is of affine type, such a birational realization of the affine Weyl group appears as the symmetry of systems of nonlinear partial differential equations of Painlevé type, obtained by similarity reduction from the principal Drinfeld-Sokolov hierarchy (of modified type). The case of type $`A_l^{(1)}`$ will be mentioned in the next section. As for the original Painlevé equations, $`P_{\text{II}}`$, $`P_{\text{IV}}`$ and $`P_\text{V}`$ are in fact obtained by similarity reduction from the $`(l+1)`$-reduced modified KP hierarchy for $`l=1,2,3`$, respectively. For $`P_{\text{VI}}`$, an $`8\times 8`$ Lax pair is constructed in  in the framework of the affine Lie algebra $`\widehat{𝔰𝔬}(8)`$. This Lax pair is compatible with the affine Weyl group symmetry of Theorem 1. It is not clear, however, how this construction should be understood in relation to the Drinfeld- Sokolov hierarchy of type $`D_4^{(1)}`$.

## 4. Painlevé systems with $`𝑾\mathbf{(}𝑨_𝒍^{\mathbf{(}\mathrm{𝟏}\mathbf{)}}\mathbf{)}`$ symmetry

In this section, we introduce Painlevé systems and $`q`$-Painlevé systems with affine Weyl group symmetry of type $`A`$; this part can be regarded as a generalization, to higher rank cases, of the variations of $`P_{\text{IV}}`$ discussed in Section 2. In the following, we fix two positive integers $`M,N`$, and consider a Painlevé system, as well as its $`q`$-version, attached to $`(M,N)`$.

### 4.1. Painlevé system of type $`\mathbf{(}𝑴\mathbf{,}𝑵\mathbf{)}`$

We investigate the compatibility condition for a system of linear differential equations

$$Nz_z\stackrel{}{\psi }=A\stackrel{}{\psi },_{t_m}\stackrel{}{\psi }=B_m\stackrel{}{\psi }(m=1,\mathrm{},M),$$
(4.1)
where $`\stackrel{}{\psi }=(\psi _1,\mathrm{},\psi _N)^\text{t}`$ is the column vector of unknown functions, and $`A`$, $`B_m`$ are $`N\times N`$ matrices, both depending on $`(z,t)=(z,t_1,\mathrm{},t_M)`$. We assume that

$$B_m=\underset{k=0}{\overset{m1}{}}\text{diag}(𝒃^{(m,k)})\mathrm{\Lambda }^k+\mathrm{\Lambda }^m,(m=1,\mathrm{},M),$$
(4.2)
where $`\mathrm{\Lambda }=_{i=1}^{N1}E_{i,i+1}+zE_{N,1}`$ denotes the cyclic matrix, $`E_{ij}=(\delta _{a,i}\delta _{b,j})_{a,b}`$ being the matrix units, and $`𝒃^{(m,k)}=(b_1^{(m,k)},\mathrm{},b_N^{(m,k)})`$ are $`N`$-vectors depending only on $`t`$. Note that the compatibility condition

$$_{t_n}(B_m)_{t_m}(B_n)+[B_m,B_n]=0(m,n=1,\mathrm{},M)$$
(4.3)
is the Zakharov-Shabat equation of the $`N`$-reduced modified KP hierarchy (restricted to the first $`M`$ time variables). As for the matrix $`A`$, we set

$$A=\text{diag}(𝝆)+\underset{k=1}{\overset{M}{}}kt_kB_k,𝝆=(N1,N2,\mathrm{},0).$$
(4.4)
Then the compatibility condition

$$_{t_m}(A)Nz_z(B_m)+[A,B_m]=0(m=1,\mathrm{},M),$$
(4.5)
reduces to the homogeneity condition

$$\underset{n=1}{\overset{M}{}}nt_n_{t_n}(𝒃^{(m,k)})=(km)𝒃^{(m,k)}(1kmM)$$
(4.6)
for the coefficients of the $`B`$ matrices. We define the Painlevé system of type  $`(M,N)`$ to be the system of nonlinear partial differential equations (4.3) with the similarity constraint (4.6).

We remark that, when $`(M,N)=(3,2),(2,3),(2,4)`$, this system reduces essentially to the Painlevé equations $`P_{\text{II}},P_{\text{IV}},P_\text{V}`$, respectively. When $`(M,N)=(2,N)`$ ($`N2`$), it corresponds to the higher order Painlevé equation of type $`A_{N1}^{(1)}`$ discussed in . Note that the linear problem (4.1) defines a monodromy preserving deformation of linear ordinary differential system of order $`N`$ on $`^1`$, with one regular singularity at $`z=0`$ and one irregular singularity at $`z=\mathrm{}`$.

The Painlevé system of type $`(M,N)`$ admits the action of the affine Weyl group $`W=s_0,s_1,\mathrm{},s_{N1}`$ of type $`A_{N1}^{(1)}`$ as a group of Bäcklund transformations. Expressing the matrix $`A`$ as

$$A=\text{diag}(𝝆)\underset{k=1}{\overset{M}{}}kB_k=\text{diag}(𝜺)+\underset{k=1}{\overset{M}{}}\text{diag}(𝝋^{(k)})\mathrm{\Lambda }^k,$$
(4.7)
we set $`\alpha _0=N\epsilon _1+\epsilon _N`$, $`\alpha _i=\epsilon _i\epsilon _{i+1}`$ and $`\phi _0=\phi _N^{(1)}`$, $`\phi _i=\phi _i^{(1)}`$ for $`i=1,\mathrm{},N1`$. (Note that all the exponents $`\epsilon _i`$ at $`z=0`$ are constant.) Then, for each $`i=0,\mathrm{},N1`$, the Bäcklund transformation $`s_i`$ is obtained as the compatibility of the gauge transformation

$$s_i\stackrel{}{\psi }=G_i\stackrel{}{\psi },G_i=1+\frac{\alpha _i}{\phi _i}F_i(i=0,1,\mathrm{},N1),$$
(4.8)
where $`F_0=z^1E_{1,N}`$ and $`F_i=E_{i+1,i}`$ ($`i=1,\mathrm{},N1`$). If we regard $`\alpha _i`$ and $`\phi _i^{(k)}`$ as coordinates for the matrix $`A`$, the ring $``$ of polynomials in the $`\phi `$-variables has a natural structure of Poisson algebra. In these coordinates, the Bäcklund transformation $`s_i`$ is determined by the universal formula

$$s_i(\alpha _j)=\alpha _j\alpha _ia_{ij},s_i(\psi )=\mathrm{exp}\left(\frac{\alpha _i}{\phi _i}\text{ad}_{\{\}}(\phi _i)\right)\psi (\psi ).$$
(4.9)
### 4.2. $`𝒒`$-Painlevé system of type $`\mathbf{(}𝑴\mathbf{,}𝑵\mathbf{)}`$

We construct the $`q`$-Painlevé system of type $`(M,N)`$ in an analogous way (). With the time variables $`t_m`$ and the $`q`$-shift operators $`T_m=T_{q,t_m}`$ ($`i=1,\mathrm{},M`$), we investigate the compatibility condition for a system of linear $`q`$-difference equations

$$T_{q^N,z}\stackrel{}{\psi }=A\stackrel{}{\psi },T_m\stackrel{}{\psi }=B_m\stackrel{}{\psi }(m=1,\mathrm{},M),$$
(4.10)
where $`A`$, $`B`$ are $`N\times N`$ matrices depending on $`(z,t)`$. We assume that

$$B_m=\text{diag}(𝒖^{(m)})+t_m\mathrm{\Lambda },𝒖^{(m)}=(u_1^{(m)},\mathrm{},u_N^{(m)})(m=1,\mathrm{},M),$$
(4.11)
with compatibility condition

$$T_n(B_m)B_n=T_m(B_n)B_m(m,n=1,\mathrm{},M).$$
(4.12)
We consider this condition as the Zakharov-Shabat equation for the $`N`$-reduced modified $`q`$-KP hierarchy; in this formulation, all the time variables $`t_1,\mathrm{},t_M`$ are treated equally. Note that, as to the Euler operator $`T=T_1\mathrm{}T_M`$, we have

$$T\stackrel{}{\psi }=B_T\stackrel{}{\psi },B_T=T_2\mathrm{}T_M(B_1)T_3\mathrm{}T_M(B_2)\mathrm{}T_M(B_{M1})B_M.$$
(4.13)
In the linear $`q`$-difference system (4.10), we choose the following matrix for $`A`$:

$$A=\text{diag}(𝜿)^1B_T,𝜿=(q^{N1},q^{N2},\mathrm{},1).$$
(4.14)
Then the compatibility condition

$$T_m(A)B_m=T_{q^N,z}(B_m)A(m=1,\mathrm{},M)$$
(4.15)
is equivalent to the homogeneity condition

$$T_1\mathrm{}T_M(u_i^{(m)})=u_i^{(m)}(i=1,\mathrm{},N;m=1,\mathrm{},M).$$
(4.16)
We define the $`q`$-Painlevé system of type $`(M,N)`$ to be the system of nonlinear $`q`$-difference equations (4.12) for $`M\times N`$ unknown functions $`u_i^{(m)}`$ ($`m=1,\mathrm{},M`$; $`i=1,\mathrm{},N`$) with the similarity constraint (4.16). This system can be written in the form

$$T_m(u_i^{(n)})=F_i^{(m,n)}(t,u)(m,n=1,\mathrm{},M;i=1,\mathrm{}N);$$
(4.17)
in general, these $`F_i^{(m,n)}(t,u)`$ are complicated rational functions. It turns out, however, that by introducing new variables

$$x_j^i=\frac{1}{t_i}T_{i+1}T_{i+2}\mathrm{}T_M(u_j^{(i)})(i=1,\mathrm{},M;j=1,\mathrm{},N),$$
(4.18)
the time evolution of the $`q`$-Painlevé system can be described explicitly by means of a birational affine Weyl group action on the $`x`$-variables.

### 4.3. A birational Weyl group action on the matrix space

For describing the time evolution $`T_i`$ of the $`q`$-Painlevé system, we introduce a birational action of the direct product $`\stackrel{~}{W}(A_{M1}^{(1)})\times \stackrel{~}{W}(A_{N1}^{(1)})`$ of two extended affine Weyl groups. In the following, we use the notation

$$\stackrel{~}{W}^M=r_0,r_1,\mathrm{},r_{M1},\omega ,\stackrel{~}{W}_N=s_0,s_1,\mathrm{},s_{N1},\pi $$
(4.19)
for the two extend affine Weyl groups. Introducing two parameters $`q`$, $`p`$, we take $`𝕂=(q,p)`$ as the ground field. Let $`𝒦=𝕂(x)`$ be the field of rational functions in the $`MN`$ variables $`x_j^i`$ ($`1iM;1jN`$); we regard the $`x`$-variables as the canonical coordinates of the affine space of $`M\times N`$ matrices. For convenience, we extend the indices $`i`$,$`j`$ of $`x_j^i`$ to $``$ by setting $`x_j^{i+M}=qx_j^i`$, $`x_{j+N}^i=px_j^i`$.

We define the automorphisms $`r_k`$ ($`k/M`$), $`\omega `$, $`s_l`$ ($`l/N`$), $`\pi `$ of $`𝒦`$ as follows:

$$\begin{array}{cc}r_k(x_j^i)=px_j^{i+1}\frac{P_{j1}^i}{P_j^i},r_k(x_j^{i+1})=p^1x_j^i\frac{P_j^i}{P_{j1}^i}(ikmodM);\hfill & \\ r_k(x_j^i)=x_j^i(ikmodM);\omega (x_j^i)=x_j^{i+1};\hfill & \\ s_l(x_j^i)=qx_{j+1}^i\frac{Q_j^{i1}}{Q_j^i},s_l(x_{j+1}^i)=q^1x_j^i\frac{Q_j^i}{Q_j^{i1}}(jlmodN);\hfill & \\ s_l(x_j^i)=x_j^i(jlmodN);\pi (x_j^i)=x_{j+1}^i,\hfill & \end{array}$$
(4.20)
where

$$P_j^i=\underset{k=1}{\overset{N}{}}\underset{a=0}{\overset{k1}{}}x_{j+a}^i\underset{a=k+1}{\overset{N}{}}x_{j+a}^{i+1},Q_j^i=\underset{k=1}{\overset{M}{}}\underset{a=0}{\overset{k1}{}}x_j^{i+a}\underset{a=k+1}{\overset{M}{}}x_{j+1}^{i+a}.$$
(4.21)
Note that all these automorphisms represent subtraction-free birational transformations on the affine space of $`M\times N`$ matrices.

###### Theorem 2

The automorphisms $`r_0,\mathrm{},r_{M1},\omega `$ and $`s_0,\mathrm{},s_{M1},\pi `$ of $`𝒦`$ defined as above give a realization of the product $`\stackrel{~}{W}^M\times \stackrel{~}{W}_N`$ of extended affine Weyl groups.

By using this birational action of affine Weyl group $`\stackrel{~}{W}^M=r_0,\mathrm{},r_{M1},\omega `$ we define $`\gamma _1,\mathrm{},\gamma _M`$ by

$$\gamma _k=r_{k1}\mathrm{}r_1\omega r_M\mathrm{}r_k(k=1,\mathrm{},M).$$
(4.22)
We remark that these elements $`\gamma _k`$ generate a free abelian subgroup $`L^M`$, and that the extended affine Weyl group $`\stackrel{~}{W}^M`$ decomposes into the semidirect product $`LS_M`$ of $`L`$ and the symmetric group of degree $`M`$ that acts on $`L`$ by permuting the indices for $`\gamma _k`$.

###### Theorem 3

In terms of the variables $`x_j^i`$ defined by (4.18), the time evolution of the $`q`$-Painlevé system of type $`(M,N)`$ is described by

$$T_k(x_j^i)=\gamma _k^1(x_j^i)(1iM;1jN)$$
(4.23)
for all $`k=1,\mathrm{},M`$, where $`\gamma _k`$ is defined by (4.22) through the birational action of $`\stackrel{~}{W}^M`$ with $`p=1`$.

This theorem means that the discrete time evolutions $`T_k`$ ($`k=1,\mathrm{},M`$) of the $`q`$-Painlevé system of type $`(M,N)`$ coincides with the commuting discrete flows $`\gamma _k^1`$ ($`k=1,\mathrm{},M`$) arising from the affine Weyl group action of $`\stackrel{~}{W}^M`$ with $`p=1`$. Furthermore the $`q`$-Painlevé system admits the action of extended affine Weyl group $`\stackrel{~}{W}_N`$ of type $`A_{N1}^{(1)}`$ as a group of Bäcklund transformations. One can show that the fourth $`q`$-Painlevé equation $`qP_{\text{IV}}`$ discussed in Section 2 arises from the $`q`$-Painlevé system of type $`(M,N)=(2,3)`$, consistently with the differential case.

Finally we give some remarks on the ultra-discretization. From the birational action of $`\stackrel{~}{W}^M\times \stackrel{~}{W}_N`$ with two parameters $`q,p`$, we obtain a piecewise linear action of the same group on the space of $`M\times N`$ matrices, with two parameters $`Q,P`$ corresponding to $`q,p`$. When $`P=0`$, the commuting piecewise linear flows $`\gamma _k\stackrel{~}{W}^M`$ may be called the ultra-discrete Painlevé system of type $`(M,N)`$. When $`P=Q=0`$, it specializes to an integrable ultra-discrete system; it gives rise to an $`M`$-periodic version of the box-ball system.

This class of piecewise linear action is tightly related to the combinatorics of crystal bases. The coordinates of the $`M\times N`$ matrix space can be identified with the coordinates for the tensor product $`^M`$ of $`M`$ copies of the crystal basis $``$ for the symmetric tensor representation of $`GL_N`$. Under this identification, it turns out that the piecewise linear transformations $`r_k`$ and $`s_l`$ with $`P=Q=0`$ represent the action of the combinatorial $`R`$ matrices and the Kashiwara’s Weyl group action on $`^M`$, respectively (see ).