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# Entropy driven intermitency

## Abstract

This note reviews some physical aspects of the chaotic hypothesis in nonequilibrium statistical mechanics and attempts at the physical interpretation of the fluctuation theorem as a quantitative intermittency property.

The main assumption, for the foundation of a nonequilibrium statistical mechanics or a theory of developed turbulence, will be:

Chaotic hypothesis: Asymptotic motions of a chaotic system, be it a system of $`N`$ particles or a viscous fluid, can be regarded as motions of a mixing Anosov system, for the purposes of computing time averages.

The point of view goes back to Ruelle, , , and in this specific form has been proposed in . I shall not define here “mixing Anosov system”, see . It will suffice to say that Anosov systems are very well understood dynamical systems in spite of being in a sense the most chaotic: they are so well understood that they can be regarded as the paradigm of chaotic systems much as the harmonic oscillators are the paradigm of regular and orderly motions.

This immediately implies the existence and uniqueness of an invariant probability distribution $`\mu `$ which gives the statistics if the motions of the system in the sense

$$\underset{T\mathrm{}}{lim}T^1_0^TF(S_tx)𝑑t=\mu (dy)F(y)$$
(1)
for almost all initial data, i.e. outside a set of $`0`$ volume in phase space (volume being measured in the ordinary sense of the Lebesgue measure). Here $`S_t`$ denotes the time evolution map, solution of the differential equations of motion, and $`\mu `$ is called the SRB distribution.

Particular interest will be reserved to time reversible systems: i.e. systems for which there is an isometry $`I`$ of phase space such that

$$I^2=1,andIS_t=S_tI$$
(2)
Denoting $`\dot{x}=f(x)`$ the equations of motion and $`\sigma (x)`$ the divergence $`\mathrm{div}f(x)=_j_{x_j}f_j(x)`$ a key quantity to study will be

$$\sigma _+=\mathrm{time}\mathrm{average}\mathrm{of}\sigma $$
(3)
that shall be called average entropy production rate or average phase space contraction rate; it will be assumed that $`\sigma _+>0`$ (this quantity is, in general, non negative, ).

The main result on $`\sigma (x)`$ concerns the probability distribution in the stationary state $`\mu `$ of the quantity (an observable, i.e. a function of the phase space point $`x`$)

$$p=T^1_{T/2}^{T/2}\frac{\sigma (S_tx)}{\sigma _+}𝑑t$$
(4)
which will be called the $`T`$–average dimensionless entropy creation rate. The result is a symmetry property of its probability distribution $`\pi _T(p)`$: which can be written in the form $`\pi _T(p)\stackrel{def}{=}conste^{\zeta (p)T+o(T)}`$, defining implicitly $`\zeta (p)`$, as it follows, on general grounds, from the theory of mixing Anosov systems, cf. , see for a more mathematical statement. The function $`\zeta (p)`$ is called the large deviation rate for the observable $`p`$.

Then (see : the delicate continuous time extension of a similar result for discrete time)

Fluctuation theorem: The “rate function” $`\zeta (p)`$ verifies

$$\zeta (p)=\zeta (p)p\sigma _+$$
(5)
which is a parameterless relation, valid under the above hypotheses of chaoticity and of time reversibility. It is a “mechanical” identity valid for systems with arbitrarily many particles (i.e. $`N=1,2,\mathrm{}10^{23},\mathrm{}`$).

Mathematically the above result holds for mixing Anosov flows which are time reversible. The chaotic hypothesis extends the result to rather general systems: of course for such systems it is no longer a theorem much in the same way as the consequences of the ergodic hypothesis in equilibrium statistical mechanics are not theorems for most systems to which they are applied.

Therefore we can say that the chaotic hypothesis implies in equilibrium (when the equations of motion are Hamiltonian and therefore $`\sigma (x)\mathrm{\hspace{0.33em}0}`$) the ergodic hypothesis (quite clearly): hence it implies classical statistical mechanics, starting with Boltzmann’s heat theorem which says that $`(dU+pdV)/T`$ is an exact differential (with $`U,p,V,T`$ defined as time averages of suitable mechanical quantities, see ). Likewise, out of equilibrium and in reversible systems, the chaotic hypothesis implies a general relation that is given by the fluctuation theorem, valid for systems with arbitrarily large numbers of particles. Both the heat theorem and the fluctuation theorem are “universal”, i.e. parameterless, system independent relations. They could perhaps be considered a curiosity for $`N`$ small, but certainly the first, at least, is an important property for $`N=10^{23}`$.

It becomes, at this point, clear that one should attempt at an interpretation of the fluctuation theorem (5). It is however convenient to analyze it first in more detail to get some familiarity with the physical questions that it is necessary to address to grasp its meaning.

We begin with an attempt at justifying the name “entropy creation rate” for $`\sigma _+`$. Without too many comments we quote here the simple but relevant remark, , that the so called “Gibbs entropy” of an evolving probability distribution which starts, at $`t=0`$, as absolutely continuous with density $`\rho (x)`$ on phase space has the following property

$$\frac{d}{dt}\rho _t(x)\mathrm{log}\rho _t(x)𝑑x=\sigma (x)\rho _t(x)𝑑x$$
(6)
where $`\rho _t(x)=\rho (S_tx)det\frac{S_tx}{x}`$ is the evolving phase space density (here $`S_tx/x`$ is the matrix of the derivatives of the time evolution map $`S_t`$). Since the r.h.s. of (6) formally tends as $`t\mathrm{}`$ to the average of $`\sigma `$ with respect to the distribution $`\mu `$, i.e. to $`\sigma _+`$, we realize that (6) is a possible justification of the name used for $`\sigma _+`$.

Before proceeding it is also necessary to understand the role of the reversibility assumption in order to see whether it is a serious limitation in view of a possible physical interpretation and physical interest of the fluctuation theorem. Here one can argue that in many cases an irreversible system is “equivalent” to a reversible one: in fact several reversibility conjectures have been proposed, see , ,  (Sect. 2 and 5),  (Sec. 8), ,  (Sec. 9.11), .

Rather than trying to be general I shall consider an example, and analyze a Navier–Stokes fluid, in a periodic container of side $`L`$, subject to a force with intensity $`F`$ and with viscosity $`\nu `$. If $`R=FL^3\nu ^2`$ is the “Reynolds number”, $`p`$ is the pressure field, the density is $`\rho =1`$, and $`\underset{¯}{g}`$ is a force field of intensity $`1`$ the equations are

$`\underset{¯}{\overset{\dot{}}{u}}=Ru_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u}+\mathrm{\Delta }\underset{¯}{u}+\underset{¯}{g}\underset{¯}{}p`$ (7)
$`\underset{¯}{}\underset{¯}{u}=0`$ (8)
which are irreversible equations. According to the K41 theory (Kolmogorov theory, see ) the above equations can be truncated retaining only a few harmonics of the field $`\underset{¯}{u}`$: i.e. replacing $`\underset{¯}{u}(\underset{¯}{x})=_{\underset{¯}{k}}\underset{¯}{u}_{\underset{¯}{k}}e^{i\underset{¯}{k}\underset{¯}{x}}`$ by $`\underset{¯}{u}(\underset{¯}{x})=_{|\underset{¯}{k}|<K(R)}\underset{¯}{u}_{\underset{¯}{k}}e^{i\underset{¯}{k}\underset{¯}{x}}`$ with $`K(R)=R^{3/4}`$ so that “effectively” (and accepting the K41 theory) the fluid has $`N(R)=O(R^{9/4})`$ degrees of freedom.

If $`R`$ is large (hence the motion is turbulent) the quantity $`𝒟=(_{\stackrel{~}{}\text{ }}\underset{¯}{u})^2𝑑\underset{¯}{x}`$ fluctuates in time with some average $`𝒟_{\mu _R}\stackrel{def}{=}𝒟(R)`$, where $`\mu _R`$ is the probability distribution giving the statistics of the time averages.

We can also consider the following equations, introduced in  and called GNS equations,

$`\underset{¯}{\overset{\dot{}}{u}}=Ru_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u}+\nu (\underset{¯}{u})\mathrm{\Delta }\underset{¯}{u}+\underset{¯}{g}\underset{¯}{}p`$ (9)
$`\underset{¯}{}\underset{¯}{u}=0`$ (10)
where the “multiplier” $`\nu (\underset{¯}{u})`$ is so defined that $`𝒟(\underset{¯}{u})`$ is a constant of motion. An elementary calculation yields

$$\nu (\underset{¯}{u})=\frac{_V\left(\underset{¯}{\phi }\mathrm{\Delta }\underset{¯}{u}R\mathrm{\Delta }\underset{¯}{u}(u_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u})\right)𝑑\underset{¯}{x}}{_V(\mathrm{\Delta }\underset{¯}{u})^2𝑑\underset{¯}{x}}$$
(11)
which shows that $`\nu (\underset{¯}{u})`$ is odd in $`\underset{¯}{u}`$ so that (10) is reversible if time reversal is defined as $`(I\underset{¯}{u})(\underset{¯}{x})=\underset{¯}{u}(\underset{¯}{x})`$.

Call “local observable” any function $`\underset{¯}{u}F(\underset{¯}{u})`$ of the velocity field which depends on $`\underset{¯}{u}`$ only via fionitely many of its Fourier compopnents $`\underset{¯}{u}_{\underset{¯}{k}}`$; and let $`\stackrel{~}{\mu }_{𝒟,R}`$ be the SRB distribution for (10). Then the following conjecture was proposed in :

Equivalence conjecture: If $`F(\underset{¯}{u})`$ is a local observable with non zero average then

$$\frac{\mu _R(F)}{\mu _{𝒟(R),R}(F)}\begin{array}{c}R\mathrm{}\hfill \end{array}\mathrm{\hspace{0.17em}1}$$
(12)
i.e. at large Reynolds number the irreversible NS and the reversible GNS equations are equivalent.

Note the analogy between the conjecture and the equivalence property of statistical ensembles in equilibrium statistical mechanics: here the coefficient of the Laplacian in (8) (which is $`1`$ by our definitions) plays the role of temperature in a canonical ensemble while the quantity $`𝒟`$ plays the role of the energy in a microcanonical ensemble: if the energy is suitably tuned the distributions $`\mu _R,\mu _{𝒟(R),R}`$ are statistically equivalent as $`R\mathrm{}`$ and the Reynolds number $`R`$ plays the role of the volume and $`R\mathrm{}`$ the role of thermodynamic limit.

It is interesting to remark that in nonequilibrium physics the statistical ensembles may be defined not only by the parameters that one regards naturally as control parameters (like energy in the microcanonical ensemble and temperature in the canonical) but also by the equations of motion that are used: this is perhaps not so strange because in equilibrium systems no friction is necessary and the equations of motion do not suffer from the ambiguity due to the arbitrariness of the thermostatting mechanisms that remove heat from the system (making possible the evolution towards a statistically stationary state).

The above conjecture is beginning to be tested with results that are at least encouraging, see . Progress in the theory is needed as experiments on fluctuations of entropy production are already available and one would like to interpret them theoretically, .

The second question that one has to clarify preliminarly is that the “rate function” $`\zeta (p)`$ in (5) should be expected to be proportional to some macroscopic parameter measuring the size (like volume or number of degrees of freedom) so that the probability of observing the value $`p`$ in a stationary state is $`\pi _T(p)=conste^{\zeta (p)T}`$ hence it is not observable if $`p1`$: any attempt at measuring $`p`$ will inexorably lead to $`p=1`$ (given that by our normalizations the average value of $`p`$ is $`1`$).

Therefore one should investigate if, or when, a “local version” of the above fluctuation theorem holds telling us some properties, relative to a small volume or to a few degrees of freedom, which could have fluctuations that are frequent enough to be observable.

To get some inspiration we consider an analogous problem: suppose that a high temperature low density gas has density $`\rho `$ and that it occupies the whole space. Given a volume $`V`$ we can consider the observable $`p=N_V/\rho V`$. Then its probability distribution will have the form

$$\pi _V(p)=conste^{\overline{\zeta }(p)V}$$
(13)
where the exponent is affected by an error $`O(V)`$ of the size of the boundary area of $`V`$ and $`\overline{\zeta }(p)`$ is $`V`$–independent.

This shows that density fluctuations that are not observable in volumes $`V`$ of macroscopic size do become observable in small enough volumes when the quantity $`(\overline{\zeta }(p)\overline{\zeta }(1))V`$ becomes reasonably small. Furthermore since $`\overline{\zeta }(p)`$ is essentially $`V`$–independent we can infer that the probability of density fluctuations in a large volume is also measurable, being trivially related to $`\overline{\zeta }(p)`$ which is visible via the fluctuations in small volumes.

Coming back to our dynamical questions we can ask whether there is at least one model for which one can establish a “local fluctuation theorem” in a sense analogous to the above result on density fluctuations. Indeed there is a class of models that is very suitable for illustration purposes: these are the chains of coupled maps. Although their importance is mainly illustrative, they clearly show the possibility of local fluctuation theorems: here it will be enough to refer to the literature, , .

The conclusion is that if a local fluctuation relation holds then it becomes possible to perform tests of the fluctuation theorem, hence of the chaotic hypothesis.

Therefore we can try to attack the main question of interest here, namely “which is the physical interpretation” of the fluctuation theorem. The key is the following theorem, which is a simple extension of it and holds under the same hypotheses (i.e. chaotic hypothesis and time reversibility). It can be regarded as an extension of the Onsager–Machlup theory of fluctuation patterns, . Let $`F,G`$ be time reversal odd observables (for simplicity and to fix the ideas): $`F(Ix)=F(x),G(IX)=G(x)`$; and let $`h,k:[T/2,T/2]R^1`$ be two real valued functions or “patterns”. We call $`h^{}(t)=h(t)`$, $`k^{}(t)=k(t)`$ the “time–reversed patterns” or “antipatterns” of the patterns $`h,k`$. If $`F(S_tx)=h(t)`$ for $`t[T/2,T/2]`$ we say that $`F`$ follows the pattern $`h`$ around the reference point $`x`$ in the time interval $`[T/2,T/2]\stackrel{def}{=}W_T`$. Then, see ,

Theorem (extension of Onsager–Machlup theory): The probabilities of the patterns $`h,k`$ conditioned to a $`T`$–average dimensionless entropy production $`p`$, see (4), denoted $`\pi \left(F(S_t)\right)=h(t),tW_T\left|p\right)`$ and $`\pi \left(G(S_t)\right)=k(t),tW_T\left|p\right)`$ respectively verify

$$\frac{\pi (F(S_t)=h(t),tW_T|p)}{\pi (F(S_t)=h(t),tW_T|p)}=e^{p\sigma _+T}$$
(14)
and (consequently)

$`{\displaystyle \frac{\pi (F(S_t)=h(t),tW_T|p)}{\pi (G(S_t)=k(t),tW_T|p)}}=`$ (15)
$`={\displaystyle \frac{\pi (F(S_t)=h(t),tW_T|p)}{\pi (G(S_t)=k(t),tW_T|p)}}`$ (16)
Hence relative probabilities of patterns in presence of $`T`$–average entropy production $`p`$ are the same as those of the corresponding antipatterns in presence of the opposite $`T`$–average entropy production rate.

In other words it suffices to change the sign of the entropy production to reverse the arrow of time. In a reversible system the quantity $`\zeta (p)`$ measures the degree of irreversibility of a motion observed to have the value $`p`$ of dimensionless entropy creation rate during an observation time of size $`T`$: if we observe patterns over time intervals of size $`T`$ then the fraction of such intervals in which we shall see an entropy production $`p`$ rather than $`1`$ (which is the most probable value) will be

$$e^{(\zeta (p)\zeta (1))T}$$
(17)
More generally, in a situation in which a local fluctuation theorem holds and $`\zeta (p)=V\overline{\zeta }(p)`$ we can divide the volume occupied by the system into small boxes of size $`V_0`$, small enough so that one can observe entropy production fluctuations within them, and we can divide the time axis into time intervals of size $`T`$. Then

Proposition (intermittency of fluctuations): The fraction of time intervals in which we shall observe $`p`$ in a given box $`V_0`$ will be $`e^{(\overline{\zeta }(p)\overline{\zeta }(1))V_0T}`$ and this same quantity will be the fraction of boxes $`V_0`$ where we shall observe, within a given time interval of size $`T`$, entropy production $`p`$.

Normally we shall see $`p=1`$ in a fixed box $`V_0`$ but “seldom” we shall see $`p=1`$ and then, by the above extension of the Onsager–Machlup theory, everything will look wrong: every improbable pattern will appear as frequently as we would expect its (probable) antipattern to appear. This will last only for a moment and then things will return normal for a very long time (as the fraction of times in which this can happen in a given bix is $`e^{\overline{\sigma }_+V_0T}`$). This is a kind of intermittency phenomenon.

In fact we see that when a local fluctuation theorem holds we shall see intermittency, in the form of a reversed time arrow, happening in a small volume $`V_0`$ somewhere in the volume $`V`$ of the system, provided

$$VV_{0}^{}{}_{}{}^{1}e^{\overline{\sigma }_+V_0T}1$$
(18)
furthermore there is a simple relation between fraction of volumes and fraction of times where time reversal occurs: namely they are equal and directly measured by $`e^{\overline{\sigma }_+V_0T}`$, i.e. by the average entropy creation rate.

We conclude by noting that the above remarks set up a possible way of measuring $`\sigma _+`$ and of attempting to measure $`\zeta (p)`$ in systems for which it is hard develop a reasonably good numerical simulation and/or an expression for $`\sigma _+`$. The quantity $`\overline{\sigma }_+`$ can be measured by considering some “current” $`J`$ associated with the system; i.e. an observable $`J(x)`$ which, among other properties, is odd under time reversal. One then looks at the observable obtained by averaging this current over a time $`T`$ and averaged over a time $`T`$, namely $`J_T(x)\stackrel{def}{=}T^1_{T/2}^{T/2}J(S_tx)𝑑t`$ and one measures how often $`J_T`$ takes a value close to the opposite of its (infinite time) average value $`J_+`$, assuming that the latter is $`>0`$: this should happen with a frequency $`e^{\overline{\sigma }_+V_0T}`$ giving us access to $`\overline{\sigma }_+`$.

Given the special role that entropy generation plays it is very tempting to think that there might be many currents $`J`$ associated with the system: for each of them one could define $`p=J_T/J_+`$; then the new quantity $`p`$ has the same probability distribution as the variable with the same name that we have associated with the entropy production. This is true at least for the special case $`p=1`$ as just noted: if true in general then we could have easily access to the function $`\zeta (p)`$ for several values of $`p`$. Hence analysizing this “universality” property in special models seems to be an interesting problem.

For a general review on recent developments in nonequilibrium statistical mechanics see .

Acknowledgements: This is a contribution to the Proceedings of “Inhomogeneous random systems” January 25-26, 2000, (Université de Cergy-Pontoise, Paris); supported partially by “Cofinanziamento 1999”.

REVTEX
Preprints at: http://ipparco.roma1.infn.it
e-mail: giovanni.gallavotti@roma1.infn.it


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# Brane worlds: the gravity of escaping matter

## I Introduction and summary

It has been found recently  that four-dimensional gravity may emerge as a low energy effective theory in models with non-compact extra dimensions (see also Refs ). One ingredient of this scenario is a relatively old , and recently revived  idea that ordinary matter may reside on a 3-brane embedded in higher-dimensional space. Another key point is the existence in a class of models of a bound state of a multi-dimensional graviton which is localized near the brane . Even though gravity at short distances is higher-dimensional, this bound state dominates gravitational interactions in the brane world at large distances and gives rise to four-dimensional behavior of the gravity force experienced by matter residing on the brane. Modifications of this scenario include models with a metastable graviton bound state  or more than one very light four-dimensional graviton ; these models predict violations of the four-dimensional Newton’s law at ultra-large distances as well.

If the extra dimensions are non-compact, it is conceivable that energy may leak from the brane into the bulk. As an example, field theoretic models of 3-branes can be viewed as defects in higher dimensions (domain walls in $`(4+1)`$-, cosmic strings in $`(4+2)`$-dimensions etc.). In these models, highly energetic ordinary particles are able to leave the brane and propagate into the bulk. Another possibility is that besides ordinary matter, there exist particle species that are not trapped to the brane at all; pair creation of these particles would also lead to the transfer of energy from the brane to the bulk. The same role may be played by Kaluza–Klein gravitons whose interactions with the brane matter are weak but non-vanishing.

At first glance, the possibility that energy is carried away from the brane to arbitrarily large distances in the bulk seems, from the four-dimensional point of view, to be in conflict with locality, causality, and the four-dimensional Newton’s law (“Gauss’ law of general relativity”): changing mass in a finite region of three-dimensional space would seem to result in an instantaneous changes of the gravitational potential everywhere in this space. By this argument, an observer living on the brane would immediately realize that energy had been emitted from the brane to the bulk, no matter how far away this event occurred.

Off hand, one may think of several possible resolutions of this apparent paradox. Three of them are as follows:

(i) One may recall that in $`(1+1)`$ dimensions, energy non-conservation is in fact consistent with locality, causality and the long-range character of forces analogous to gravity . Even though the reasons for this property are peculiar to $`(1+1)`$ dimensions, one may wonder whether a similar consistency may be possible in $`(3+1)`$ dimensions.

(ii) The bulk geometry in the Randall–Sundrum (RS) model  and its analogs is anti-de Sitter, so that particles leaving the brane get accelerated away from the brane. Their energy increases as they move away, and one may wonder whether this effect could compensate for the decrease of the strength of gravitational interactions of these particles with matter on the brane. In that case, the mass measured through gravitational forces by an observer residing on the brane would remain constant, and the particles continuously accelerating in the bulk would behave, from the four-dimensional point of view, as dark matter particles of fixed mass which participate in gravitational interactions in a standard way.

(iii) Finally, gravity in the RS model is guaranteed to be effectively four-dimensional only as far as interactions of matter residing on the brane are concerned. No argument implies that the effective four-dimensional description is valid for gravity induced by bulk matter. In other words, the gravitational field induced on the brane by particles moving in the bulk need not obey the four-dimensional Einstein equations, so the above discussion of the conflict between causality and Newton’s law may not apply.

In this paper we decide between these possibilities by calculating, in the linear theory about the RS background, the gravitational field of a pair of particles escaping from the brane and propagating in the bulk. We show that the most exotic option (i) has nothing to do with the RS model. The possibility (ii) would be realized if the graviton bound state were the only relevant mode, i.e., if the zero mode approximation were reliable. This may be viewed as a consistency check: in the zero-mode approximation gravity is effectively four-dimensional irrespective of the position of its source in extra dimensions, so the four-dimensional gravitating mass must be conserved.

However, the zero-mode approximation is in fact not adequate to the problem in question, and the Kaluza–Klein (KK) tower of gravitons plays an important role. When KK states are included in the analysis, the outcome is option (iii). The final picture is that the particles moving away from the brane produce a spherical gravity wave on the brane, which expands in three-dimensional space with the speed of light (or almost the speed of light). The four-dimensional space-time left behind this spherical wave is flat, whereas in front of this wave the four-dimensional metric is of the usual Schwarzschild asymptotic form, in accord with causality. The spherical gravitational wave itself does not obey the four-dimensional Einstein equations, so the gravitational effects of particles moving in the bulk are intrinsically higher-dimensional, even if these effects are measured by an observer residing on the brane.

## II  The physical set up

The Randall–Sundrum model contains a 3-brane with tension $`\sigma >0`$ embedded in five-dimensional space-time. The bulk cosmological constant between the branes, $`\mathrm{\Lambda }`$, is negative and tuned in such a way that the intrinsic geometry on the brane is that of flat four-dimensional Minkowski spacetime. The solution to the five-dimensional Einstein equations is

$$ds^2=a^2(z)\eta _{\mu \nu }dx^\mu dx^\nu dz^2$$
(1)
where

$$a(z)=e^{k|z|}$$
(2)
Here $`\mu ,\nu =0,1,2,3`$ and $`\eta _{\mu \nu }`$ is the Minkowski metric. The constant $`k`$ is related to $`\sigma `$ and $`\mathrm{\Lambda }`$ as follows: $`\sigma =\frac{3k}{4\pi G_5}`$, $`\mathrm{\Lambda }=\sigma k`$, where $`G_5`$ is the five-dimensional Newton constant. The four-dimensional hypersurfaces $`z=const.`$ are flat, the five-dimensional space-time to the right of the brane is a part of anti-de Sitter (adS) space.

It is sometimes convenient to introduce another coordinate,

$$\zeta =\frac{1}{k}e^{kz}$$
(3)
in terms of which the background metric is conformally flat,

$$ds^2=\frac{1}{k^2\zeta ^2}\left(\eta _{\mu \nu }dx^\mu dx^\nu d\zeta ^2\right)$$
(4)
Consider now a process in which some matter is emitted from the brane, and then freely moves in the bulk adS background. Let us assume for simplicity that this matter is symmetric with respect to $`zz`$; this will enable us to take symmetric metric perturbations and effectively consider only the space to the right of the brane. An example which we discuss throughout this paper is two particles of mass $`m`$ which are emitted from the brane at time $`t=0`$ along the line $`𝐱=0`$ in opposite directions in $`z`$ with zero initial velocities. The coordinates of these particles obey the geodesic equations in adS. It is straightforward to see that the world line of a particle right to the brane is described as follows,

$$𝐱_c(t)=0,z_c(t)=\frac{1}{2k}\mathrm{ln}(1+k^2t^2)$$
(5)
In terms of the coordinate $`\zeta `$, this means

$$\zeta _c(t)=\sqrt{k^2+t^2}$$
(6)
The particle accelerates towards $`z\mathrm{}`$, and at $`tk^1`$ its world line approaches the light cone, $`\zeta =t`$. Similar observations have been made independently in Ref..

The energy-momentum tensor of this particle,

$$\widehat{T}^{ab}=\frac{m}{\sqrt{g}}\frac{dx^a}{ds}\frac{dx^b}{dt}\delta (𝐱𝐱_c(t))\delta (zz_c(t))$$
(7)
has the following non-vanishing components,

$`T_{zz}`$ $`=`$ $`{\displaystyle \frac{m}{a^3}}{\displaystyle \frac{v^2}{\sqrt{1v^2}}}\delta (zz_c(t))\delta (𝐱)`$ (9)
$`T_{z0}`$ $`=`$ $`{\displaystyle \frac{m}{a^2}}{\displaystyle \frac{v}{\sqrt{1v^2}}}\delta (zz_c(t))\delta (𝐱)`$ (10)
$`T_{00}`$ $`=`$ $`{\displaystyle \frac{m}{a}}{\displaystyle \frac{1}{\sqrt{1v^2}}}\delta (zz_c(t))\delta (𝐱)`$ (11)
where

$$v=\frac{\dot{z_c}}{a(z_c)}=\frac{kt}{\sqrt{1+k^2t^2}}$$
(12)
Hereafter we consider tensors with all lower indices as basic ones; quantities with and without hats have upper indices raised by full adS and Minkowski metrics respectively. As an example, $`T_\nu ^\mu =\eta ^{\mu \lambda }T_{\lambda \nu }`$, $`\widehat{T}_\nu ^\mu =a^2\eta ^{\mu \lambda }T_{\lambda \nu }`$.

Equations (7) and (7) are valid at $`t>0`$; before that the energy-momentum tensor is concentrated on the brane. We will assume for definiteness that at $`t<0`$, the source on the brane is a point-like particle with mass $`2m`$. The physical picture is that this brane particle decays at $`t=0`$ into two particles of equal mass, one of which moves according to eq. (5) and another which is its mirror image.

The linearized five-dimensional Einstein equations in RS background have been considered in a number of papers, see, e.g., Refs. . In particular, the advantages and disadvantages of the Gaussian Normal (GN) gauge have been emphasized . As we are interested in the gravitational effects on the brane of a particle moving outside the brane, we find it convenient to work entirely in GN coordinates, however, this will mean that there will not be a global coordinate system which is GN once a matter source has been introduced. In a GN frame one has

$$g_{zz}=1,g_{z\mu }=0$$
(13)
and the linearized theory is described by the metric

$$ds^2=a^2(z)\eta _{\mu \nu }dx^\mu dx^\nu +h_{\mu \nu }(x,z)dx^\mu dx^\nu dz^2$$
(14)
The linearized Einstein equations have the following form,

$`\delta R_{zz}`$ $`=`$ $`8\pi G_5\theta _{zz}`$ (16)
$`\delta R_{z\mu }`$ $`=`$ $`8\pi G_5\theta _{z\mu }`$ (17)
$`\delta R_{\mu \nu }4k^2h_{\mu \nu }`$ $`=`$ $`8\pi G_5\theta _{\mu \nu }`$ (18)
where

$`\theta _{zz}`$ $`=`$ $`\left({\displaystyle \frac{2}{3}}T_{zz}+{\displaystyle \frac{1}{3a^2}}T_\lambda ^\lambda \right)`$ (20)
$`\theta _{z\mu }`$ $`=`$ $`T_{z\mu }`$ (21)
$`\theta _{\mu \nu }`$ $`=`$ $`\left(T_{\mu \nu }{\displaystyle \frac{1}{3}}\eta _{\mu \nu }T_\lambda ^\lambda +{\displaystyle \frac{a^2}{3}}\eta _{\mu \nu }T_{zz}\right)`$ (22)
and

$`\delta R_{zz}`$ $`=`$ $`\left({\displaystyle \frac{h^{}}{2a^2}}\right)^{}`$ (24)
$`\delta R_{z\mu }`$ $`=`$ $`\left[{\displaystyle \frac{1}{2a^2}}(h_{\mu ,\nu }^\nu h_{,\mu })\right]^{}`$ (25)
$`\delta R_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2}}h_{\mu \nu }^{\prime \prime }+2k^2h_{\mu \nu }\left(k^2h+{\displaystyle \frac{k}{2}}h^{}\right)\eta _{\mu \nu }`$ (27)
$`+{\displaystyle \frac{1}{2a^2}}(2h_{(\mu ,\nu )\lambda }^\lambda h_{\mu \nu ,\lambda }^{,\lambda }h_{,\mu \nu })`$
Hereafter $`h=h_\mu ^\mu \eta ^{\mu \nu }h_{\mu \nu }`$.

We will explicitly consider times $`t>0`$ when the source is in the bulk. Since there is no matter on the brane, the metric should obey the Israel junction condition on the brane, which, due to the $`Z_2`$ symmetry reads

$$h_{\mu \nu }^{}+2kh_{\mu \nu }=0$$
(28)
Let us first solve eq. (16). Its general solution is

$$h(z,x)=\frac{8\pi G_5}{k}\left[a^2(z)_z^{\mathrm{}}𝑑z^{}\theta _{zz}(z^{})_z^{\mathrm{}}𝑑z^{}a^2(z^{})\theta _{zz}(z^{})\right]+a^2(z)C(x)+D(x)$$
(29)
From the junction condition, $`h^{}+2kh=0`$, we find

$$D(x)=\frac{8\pi G_5}{k}_0^{\mathrm{}}𝑑z^{}a^2(z^{})\theta _{zz}(z^{})$$
(30)
Consider now eq. (18). Let us introduce

$$\xi _\mu =h_{\mu ,\lambda }^\lambda \frac{1}{2}h_{,\mu }$$
(31)
This function can be found from eq. (17), but its explicit form will be irrelevant. With the definition (31), eq. (18) becomes

$$\frac{1}{2}h_{\mu \nu }^{\prime \prime }2k^2h_{\mu \nu }\frac{1}{2a^2}\mathrm{}h_{\mu \nu }=8\pi G_5\theta _{\mu \nu }+\left(k^2h+\frac{k}{2}h^{}\right)\eta _{\mu \nu }\frac{1}{2a^2}(\xi _{\mu ,\nu }+\xi _{\nu ,\mu })$$
(32)
Hence, one can write

$$h_{\mu \nu }=\overline{h}_{\mu \nu }+(u_{\mu ,\nu }+u_{\nu ,\mu })$$
(33)
where $`u_\mu `$ accounts for $`\xi _\mu `$ in eq. (32), and $`\overline{h}_{\mu \nu }`$ obeys the following equation,

$$\frac{1}{2}\overline{h}_{\mu \nu }^{\prime \prime }2k^2\overline{h}_{\mu \nu }\frac{1}{2a^2}\mathrm{}\overline{h}_{\mu \nu }=8\pi G_5\theta _{\mu \nu }^{eff}$$
(34)
with

$$8\pi G_5\theta _{\mu \nu }^{eff}=8\pi G_5\theta _{\mu \nu }+\left(k^2h+\frac{k}{2}h^{}\right)\eta _{\mu \nu }$$
(35)
The last term in this equation is known explicitly from eqs. (29) and (30):

$$\left(k^2h+\frac{k}{2}h^{}\right)=8\pi G_5k_0^z𝑑z^{}a^2(z^{})\theta _{zz}(z^{})$$
(36)
We are interested in the induced metric on the brane,

$$h_{\mu \nu }(z=0)=\overline{h}_{\mu \nu }(z=0)+(u_{\mu ,\nu }+u_{\nu ,\mu })(z=0)$$
(37)
The last term in this equation is a pure gauge in the four-dimensional brane world and has no effect on the motion of matter confined to the brane, so we may omit it. In effect, we have to solve eq. (34) and then find $`\overline{h}_{\mu \nu }`$ on the brane, i.e., at $`z=0`$.

It is worth looking at the additional term (36) in the case of the point-like particle moving in the bulk. We have

$$\left(k^2h+\frac{k}{2}h^{}\right)=8\pi G_5k\theta (zz_c(t))a^2(z_c(t))\mathrm{\Phi }_{zz}(x)$$
(38)
where $`\mathrm{\Phi }_{ab}`$ is defined by

$$\theta _{ab}(z,x)=\delta (zz_c(t))\mathrm{\Phi }_{ab}(x)$$
(39)
Explicitly

$`\mathrm{\Phi }_{zz}(x)`$ $`=`$ $`{\displaystyle \frac{m}{a^3(z_c)\sqrt{1v^2}}}\left({\displaystyle \frac{2}{3}}v^2+{\displaystyle \frac{1}{3}}\right)\delta (𝐱)`$ (41)
$`\mathrm{\Phi }_{00}(x)`$ $`=`$ $`{\displaystyle \frac{m}{a(z_c)\sqrt{1v^2}}}\left({\displaystyle \frac{1}{3}}v^2+{\displaystyle \frac{2}{3}}\right)\delta (𝐱)`$ (42)
$`\mathrm{\Phi }_{ij}(x)`$ $`=`$ $`{\displaystyle \frac{m}{a(z_c)\sqrt{1v^2}}}\left({\displaystyle \frac{1}{3}}v^2+{\displaystyle \frac{1}{3}}\right)\delta (𝐱)\delta _{ij}`$ (43)
A special feature of the additional term (38) is that this is a non-local expression with a “string” extending from $`z=z_c`$ to $`z=\mathrm{}`$. This string is of course a gauge artifact due to the breakdown of the brane GN gauge as we pass the particle in the $`z`$-direction, and represents a caustic of the normal geodesic congruence used to define the affine parameter $`z`$. In fact, a similar string is also characteristic to the asymptotic four-dimensional Schwarzchild solution transformed into a gauge which is GN with respect to an arbitrarily chosen 2-plane. This artifact is easily removable (as noted in ) via a construction reminiscent of the Wu-Yang gauge patching for a Dirac monopole . One introduces an additional GN gauge patch to the right of the accelerating particle, valid for $`z>z_c(t)ϵ\mathrm{tan}^1|𝐱|`$, with the brane GN patch being valid for $`z<z_c(t)+ϵ\mathrm{tan}^1|𝐱|`$. The gauge transformation on the overlap is readily seen to be a bulk analog of the Garriga-Tanaka transformation:

$$ϵ_\mu =\frac{ϵ_z(x)}{2k};^2ϵ_z=8\pi G_5a^2\left(z_c(t)\right)\mathrm{\Phi }_{zz}(x)$$
(44)
One could always choose a harmonic bulk gauge ($`^ah_{ab}\frac{1}{2}h_{,b}=0`$), however, the computation of the Green’s function in this gauge is cumbersome and not particularly illuminating, therefore we simply use a GN gauge. Indeed, since we are primarily interested in the metric induced on the brane, we stick with the brane GN system, the string singularity outside the brane not leading to any inconvenience.

## III Solution of the linearized problem

### A First trial: zero mode approximation

We are going to treat the parameter $`k`$ of the RS model as microscopic, and are interested in the induced metric on the brane, $`\overline{h}_{\mu \nu }(x,z=0)`$, at distance scales large compared to $`k^1`$. In particular, we consider the region of the four-dimensional space-time such that $`r|𝐱|k^1`$, $`tk^1`$. The solution to eq. (34) involves the retarded Green’s function of the operator

$$\frac{1}{2}\frac{d^2}{dz^2}2k^2\frac{1}{2a^2}\mathrm{}$$
(45)
with boundary conditions enforcing the junction property (28). This Green’s function is expressed in terms of the eigenfunctions of the corresponding one-dimensional problem ,

$$G_R(xx^{},z,z^{})=4ka^2(z)a^2(z^{})D_0(xx^{})+2_0^{\mathrm{}}𝑑mu_m(z)u_m(z^{})D_m(xx^{})$$
(46)
where $`D_0`$ and $`D_m`$ are retarded Green’s functions of massless and massive scalar fields in four flat dimensions, and

$$u_m(z)=\sqrt{\frac{m}{k}}\frac{J_1(m/k)Y_2(m\zeta )Y_1(m/k)J_2(m\zeta )}{\sqrt{J_1(m/k)^2+Y_1(m/k)^2}}$$
(47)
Here $`\zeta (z)`$ is defined by eq. (3), $`J_n`$ and $`Y_n`$ are the Bessel functions. The first term in eq. (46) is the contribution of the bound state of the five-dimensional graviton (the zero mode), whereas the second term comes from the continuous KK spectrum. Note that our expression for the Green’s function, eq. (46), differs from that of Refs.  by an overall factor of 4. One factor of 2 has to do with our form of the operator (45), and the other is due to symmetry $`zz`$ and effectively accounts for the two particles moving left and right from the brane.

If the source in eq. (34) were on the brane, the long-distance behaviour of the induced metric would be governed by the zero mode contribution,

$$G_R^{zm}(xx^{},z,z^{})=4ka^2(z)a^2(z^{})D_0(xx^{})$$
(48)
As our first trial, let us boldly use the zero mode approximation (48) in the problem at hand. As mentioned in the Introduction, this approximation is not adequate in our case, but rather provides a non-trivial consistency check.

In the zero mode approximation, the metric induced on the brane is effectively determined by the following equation,

$$\mathrm{}\overline{h}_{\mu \nu }(x)=8\pi G_N\tau _{\mu \nu }(x)$$
(49)
where $`G_N=kG_5`$ is the four-dimensional Newton constant and

$$\tau _{\mu \nu }(x)=4_0^{\mathrm{}}𝑑za^2(z)\theta _{\mu \nu }^{eff}(z)$$
(50)
In the case of a point particle, the right hand side of this equation is straightforward to evaluate,

$`\tau _{00}`$ $`=`$ $`2m{\displaystyle \frac{a(z_c(t))}{\sqrt{1v^2}}}\delta (𝐱)`$ (52)
$`\tau _{ij}`$ $`=`$ $`2m{\displaystyle \frac{a(z_c(t))}{\sqrt{1v^2}}}\delta (𝐱)\delta _{ij}`$ (53)
Making use of eq. (5) one finds

$$\frac{a(z_c(t))}{\sqrt{1v^2}}=1$$
(54)
Therefore, eq. (49) coincides with the linearized Einstein equation in four dimensions with a static source of mass $`2m`$. As discussed in the Introduction, this is consistent with the general property that gravity in the zero mode approximation is always effectively four-dimensional, irrespective of the position of its source in the fifth dimension.

### B Full treatment

To obtain the correct expression for the induced metric on the brane, we have to consider the complete Green’s function (46). Is is convenient to work in the coordinate representation, and make use of the explicit form of the retarded scalar Green’s function in four flat dimensions ,

$$D_m(x)=\frac{1}{2\pi }\theta (t)\delta (\lambda ^2)+\frac{m}{4\pi \lambda }\theta (t|𝐱|)J_1(m\lambda ),\lambda =\sqrt{t^2|𝐱|^2}$$
(55)
At $`m=0`$ (i.e., in the zero mode case), only the first term in this expression survives.

The first term in eq. (55) is independent of $`m`$. Now, one recalls that the functions $`u_m(z)`$, with the zero mode included, form a complete set, so that

$$2ka^2(z)a^2(z^{})+u_m(z)u_m(z^{})𝑑m=a^2(z)\delta (zz^{})$$
(56)
We see that the contribution of the zero mode to the five-dimensional Green’s function (46) is cancelled out at $`zz^{}`$ by KK states. Since we are interested in the metric on the brane induced by the particle outside the brane, we set $`zz^{}`$ and obtain

$$G_R(x;z,z^{})=_0^{\mathrm{}}𝑑m\frac{m}{2\pi \lambda }\theta (t|𝐱|)J_1(m\lambda )u_m(z)u_m(z^{}),zz^{}$$
(57)
To analyze the long-distance physics, we consider the regime $`t,|𝐱|,\zeta ^{}k^1`$ (recall that $`\zeta t`$ at the position of the source, see eq. (6)). Then the main contribution to the Green’s function comes from modes with small $`m`$, that is $`mk`$. Thus, we retain the terms in eq. (47) which are leading order in $`m/k`$ (not assuming that $`m\zeta ^{}`$ is small) and obtain for the Green’s function with one argument on the brane and another off the brane

$$G_R(x;0,z^{})=\frac{\theta (t|𝐱|)}{2\pi k\lambda }_0^{\mathrm{}}𝑑mm^2J_1(m\lambda )J_2(m\zeta ^{})$$
(58)
The integration here is performed by making use of the following relations,

$`{\displaystyle _0^{\mathrm{}}}𝑑xx^2J_1(\alpha x)J_2(\beta x)`$ $`=`$ $`\left({\displaystyle \frac{^2}{\beta ^2}}{\displaystyle \frac{1}{\beta }}{\displaystyle \frac{}{\beta }}\right){\displaystyle _0^{\mathrm{}}}𝑑xJ_1(\alpha x)J_0(\beta x)`$ (59)
$`=`$ $`\left({\displaystyle \frac{^2}{\beta ^2}}{\displaystyle \frac{1}{\beta }}{\displaystyle \frac{}{\beta }}\right){\displaystyle \frac{1}{\alpha }}\theta (\alpha \beta )`$ (60)
In this way we find

$$G_R(x;0,z^{})=\frac{\theta (t|𝐱|)}{2\pi k\lambda ^2}\left(\delta ^{}(\lambda \zeta ^{})+\frac{1}{\zeta ^{}}\delta (\lambda \zeta ^{})\right)$$
(61)
The Green’s function $`G_R(xx^{};0,z^{})`$ is concentrated on the five-dimensional light cone, $`\lambda =\zeta ^{}`$, i.e.,

$$(tt^{})^2(𝐱𝐱^{})^2\zeta ^2=0$$
(62)
This feature may (or may not) be an artifact of our coarse-graining: if we were able to resolve short distances, the Green’s function might spread over the region of size $`k^1`$ inside the light cone.

To obtain the metric induced on the brane, we have to integrate the Green’s function (61) with $`\theta _{\mu \nu }^{eff}`$,

$`\overline{h}_{\mu \nu }(x)\overline{h}_{\mu \nu }(x,z=0)`$ $`=`$ $`8\pi G_5{\displaystyle d^4x^{}_0^{\mathrm{}}𝑑z^{}G_R(xx^{};0,z^{})\theta _{\mu \nu }^{eff}(x^{},z^{})}`$ (63)
$`=`$ $`8\pi G_5{\displaystyle d^4x^{}_{1/k}^{\mathrm{}}\frac{d\zeta ^{}}{k\zeta ^{}}G_R(xx^{};0,\zeta ^{})\theta _{\mu \nu }^{eff}(x^{},\zeta ^{})}`$ (64)
The source here is given by eqs. (35), (38), (39),

$$\theta _{\mu \nu }^{eff}(x,\zeta )=k\zeta \delta (\zeta \zeta _c(t))\mathrm{\Phi }_{\mu \nu }(x)\frac{1}{k\zeta _c^2(t)}\eta _{\mu \nu }\theta (\zeta \zeta _c(t))\mathrm{\Phi }_{zz}(x)$$
(65)
Even though this source contains the non-local “string”, the integrand in eq. (64) is in effect local. This is due to the particular structure of the Green’s function (61),

$$G_R(x;0,z^{})=\frac{\theta (t|𝐱|)}{2\pi k\lambda ^2}\zeta ^{}\frac{}{\zeta ^{}}\left(\frac{1}{\zeta ^{}}\delta (\lambda \zeta ^{})\right)$$
(66)
Upon integrating by parts in eq. (64), the second term in eq. (65) becomes a delta-function of $`(\zeta \zeta _c(t))`$, i.e., only the region $`\zeta \zeta _c(t)`$ in fact contributes to this integral. This of course had to be the case, as the “string” is a gauge artifact.

In the regime considered, $`tk^1`$, one has $`\zeta _c(t)=t`$, and the leading terms in $`\mathrm{\Phi }_{ab}`$ are (see eqs. (41,42,43))

$`\mathrm{\Phi }_{zz}`$ $`=`$ $`m(kt)^4\delta (𝐱)`$ (68)
$`\mathrm{\Phi }_{00}`$ $`=`$ $`m(kt)^2\delta (𝐱)`$ (69)
$`\mathrm{\Phi }_{ij}`$ $`=`$ $`{\displaystyle \frac{m}{3}}\delta _{ij}\delta (𝐱)`$ (70)
Substituting these expressions into eq. (65) we get

$`\theta _{00}^{eff}(x,\zeta )`$ $`=`$ $`m[(kt)^3\delta (\zeta t)k^3t^2\theta (\zeta t)]\delta (𝐱)`$ (72)
$`\theta _{ij}^{eff}(x,\zeta )`$ $`=`$ $`mk^3t^2\theta (\zeta t)\delta _{ij}\delta (𝐱)`$ (73)
The integration in eq. (64) is now straightforward. We end up with

$`\overline{h}_{00}(x)`$ $`=`$ $`4G_Nm{\displaystyle \frac{2t^2r^2}{t^3}},`$ (74)
$`\overline{h}_{ij}(x)`$ $`=`$ $`4G_Nm{\displaystyle \frac{1}{t}}\delta _{ij},tr>0`$ (75)
Here we stress the fact that these expressions are valid inside the four-dimensional future light cone, $`tr>0`$, as is clear from the explicit $`\theta `$-function in eq. (57). Outside this light cone, the induced metric is determined by the source existing at $`t<0`$. With our model for this source (particle of mass $`2m`$ on the brane at rest at $`𝐱=0`$), the induced metric outside the light cone is the asymtotic Schwarzschild solution (see, e.g. Ref.  for explicit derivation in RS model), which in an appropriate gauge reads

$`\overline{h}_{00}(x)`$ $`=`$ $`4G_Nm{\displaystyle \frac{1}{r}},`$ (76)
$`\overline{h}_{ij}(x)`$ $`=`$ $`4G_Nm{\displaystyle \frac{1}{r}}\delta _{ij},tr<0`$ (77)
We see that the induced metric (75), (77) is continuous on the four-dimensional light cone, but its derivatives are not. Because of the latter property, the induced metric does not obey the (linearized) four-dimensional Einstein equations. It describes a spherical gravity wave propagating in four dimensions with the speed of light. Again, within our approximation we do not resolve distances of order $`k^1`$, so the wave may actually spread over the region of this size.

The four-dimensional space-time on the brane left behind the spherical wave is in fact flat. Indeed, a coordinate transformation on the brane

$$\delta t=4G_Nm\left(\frac{r^2}{4t^2}+\mathrm{ln}t\right),\delta x^i=4G_Nm\frac{x^i}{2t}$$
(78)
reduces the four-dimensional metric perturbation (75) to $`\overline{h}_{\mu \nu }=0`$ inside the light cone $`tr>0`$. The gravitational field induced on the brane by matter escaping into the bulk finally disappears, this process occuring in a causal way.

## IV  Discussion

We have shown that within linearized perturbation theory, the metric on the brane does indeed react to the ‘loss’ of the sources in the bulk in an intrinsically five-dimensional fashion, a spherical shock wave expanding outwards from the moment of emission leaving behind flat space. It is tempting to ask if something similar could perhaps be obtained by an appropriate use of the far field Schwarzschild-adS solution

$$ds^2=\left(1+k^2\rho ^2\frac{\mu }{k^2\rho ^2}\right)d\tau ^2\left(1+k^2\rho ^2\frac{\mu }{k^2\rho ^2}\right)^1d\rho ^2\rho ^2d\mathrm{\Omega }_{III}^2$$
(79)
In the absence of the mass term, $`\mu `$, the transformation between the brane coordinates and the spherical coordinates is

$`\rho `$ $`=`$ $`{\displaystyle \frac{1}{2k\zeta }}\left[(\zeta ^2k^2)^2+k^2(𝐱^2t^2)^2+2k^2\zeta ^2(𝐱^2t^2)+2(t^2+𝐱^2)\right]^{1/2}`$ (81)
$`\mathrm{tan}k\tau `$ $`=`$ $`{\displaystyle \frac{2t}{k}}\left[k^2+\zeta ^2+𝐱^2t^2\right]^1`$ (82)
$`\mathrm{tan}\chi `$ $`=`$ $`{\displaystyle \frac{2|𝐱|}{k}}\left[\zeta ^2+𝐱^2t^2k^2\right]^1`$ (83)
where the parametrisation of S<sup>3</sup> in the spherical system is the direct generalisation of the S<sup>2</sup> one, rather than Euler angles, and the angular $`\theta ,\varphi `$ variables coincide with the angular variables on the brane-world. Notice the periodic relation of the $`\tau `$-variable to the brane coordinates, this signifies that the spherical coordinates represent in fact the universal covering space of adS, whereas the brane exists in a single patch. In a sense, there are an infinite family of branes existing in the maximally extended spacetime, as discussed in Chamblin, Hawking and Reall . These branes start off ‘planar’, become parabolic, then return to planar again, oscillating indefinitely in the maximally extended spherical coordinates. From the perspective of the brane spacetime, $`\rho =0`$ corresponds to the geodesic trajectory (5). It is tempting therefore to ask whether we can, by modifying our spacetime to Schwarzschild-adS, come up with a metric corresponding to the particle accelerating away from the brane, at least at large spherical $`\rho `$-coordinate. From the perspective of the metric (79), this would correspond to placing a brane at some angular coordinate $`\chi =\chi (t,\rho )`$.

In Ref. , it was shown that it was not possible to find a static trajectory, $`\chi (\rho )`$, which might correspond to a particle sitting on the brane, however, it was suspected that this was due to the non-accelerating nature of the black hole – a more appropriate exact metric, such as some sort of C-metric would be a better candidate. These expectations were partly backed up by the lower-dimensional calculation of . In our case however, the accelerating particle in the bulk translates into a non-accelerating $`\rho =0`$ geodesic in the spherical spacetime (79) so we might hope that a time dependent brane trajectory will work. Unfortunately, as we show in the appendix, it is not possible even to find a time-dependent trajectory corresponding to a particle accelerating in the bulk. The reason why this approach fails (as well as that in ) becomes apparent once we think of the difference in the causal structure of the adS and Schwarzschild-adS spacetimes. In the former, we have an infinite family of oscillating branes, whereas the latter has simply one copy of the brane. The trajectory of the brane therefore cannot be a simple perturbation of the pure adS trajectory, which oscillates periodically in $`\tau `$. Indeed, if one were to try this approach, one would be trying to consider the cumulative effect of the attractive central potential generated by the Schwarzschild source over an infinite number of oscillations! It becomes clear that (79) is an inappropriate metric to use in this context when one tries to use it as a far-field approximation, i.e. assuming that the matter source is extended in such a fashion as to avoid an event horizon. A brane-world observer sitting outside the domain of influence of this accelerating particle (the past light cone of $`t=k^1`$ for example) should see no effect, however, the metric (79) still induces a nonzero perturbation in this region, which is of course due to the infinitely extended nature of the maximal adS spacetime. This behaviour should be contrasted with the causal behaviour of the metric perturbation derived above.

Acknowledgments

We would like to thank Victor Berezin, Christos Charmousis, Ed Copeland, Savas Dimopoulos, Sergei Dubovsky, Gia Dvali, Dmitry Gorbunov, Maxim Libanov, John March-Russell, Lisa Randall, Simon Ross and Sergei Troitsky for useful discussions. R.G. and V.R. acknowledge the hospitality of the Isaac Newton Institute for Mathematical Sciences, where this work was begun. R.G. is supported by the Royal Society, and V.R. and S.S by the Russian Foundation for Basic Research, grant 990218410.

## Appendix

In this appendix, we show that it is not possible to use the Schwarzschild-adS solution (79) to construct a spacetime corresponding to a brane with an accelerating particle in the bulk. To do this, we need only two of the four seperate Israel conditions appropriate to the hypersurface defined by the brane:

$$X^a=(\tau ,\rho ,\chi (\tau ,\rho ),\theta ,\varphi )$$
(84)
with normal

$$n_a=(\dot{\chi },\chi ^{},1,0,0)/n$$
(85)
where $`n^2==1/\rho ^2+A^2\chi ^2\dot{\chi }^2A^2`$, writing $`A^2=g_{tt}`$ for convenience. The $`\theta `$ and $`\varphi `$ Israel conditions for the brane are identical, and give

$$\frac{(\mathrm{cos}\chi \rho A^2\chi ^{}\mathrm{sin}\chi )}{n\rho ^2\mathrm{sin}\chi }=k$$
(86)
In order to get the remaining Israel conditions, rather than working with the fundamental forms of the brane hypersurface, it is easier to generalise the technique used in Ipser and Sikivie, , and use the normal jump in the parallel derivatives of the unit vectors corresponding to the remaining time and space-like directions on the brane:

$$u^a=\dot{X}^a/|\dot{X}|,v^a=X^a/|X^{}|$$
(87)
which satisfy

$$n_a_uu^a=k,n_a_vv^a=k,n_a_vu^a=n_a_uv^a=ku^av_a$$
(88)
This last relation giving

$$\dot{\chi }^{}+\dot{\chi }\left(\frac{A^{}}{A}A^2\rho \chi ^2\frac{1}{\rho }\right)=k\rho ^2\dot{\chi }\chi ^{}n$$
(89)
Combining (86) and (89) requires

$$\dot{\chi }\mathrm{sin}\chi =\frac{A}{\rho }f(k\tau )\mathrm{cos}\chi =\frac{A}{\rho }F(k\tau )+C(\rho )$$
(90)
where $`F=𝑑\tau f`$. But then (86) implies

$$f^2+F^22\frac{AF}{k\rho }\left(C+\rho C^{}\right)\left(1+\frac{2\mu }{k^4\rho ^4}\right)+A^2\left(C+\rho C^{}\right)^2+\frac{\mu }{k^4\rho ^4}\left(3F^2C^2\rho ^2A^2C^2\right)=1$$
(91)
It is not difficult to see that since $`f,F`$ are functions of $`\tau `$ this cannot be satisfied once $`\mu 0`$. For $`\mu =0`$ the solution is of course the adS brane trajectory: $`f=\mathrm{sin}k\tau `$, $`C=1/k\rho `$.

We should also note that this approach is distinct from that of Kraus and Ida , who use the Schwarzschild-adS spacetime to obtain a cosmological brane world, i.e. a homogeneous universe with an evolving scale factor, which we would not expect to obtain from a localised particle accelerating in the bulk.


text:
# The European Large Area ISO Survey II: mid-infrared extragalactic source counts

## 1 Introduction

The IRAS mission enjoyed huge successes, including the sensational discoveries of ultra- and hyper-luminous galaxies and of an enormous population of evolving starbursts. However, the survey had several drawbacks. For example, the bright limiting flux densities restricted the samples to low redshifts ($`z\stackrel{<}{_{}}0.3`$) for all but a few ultraluminous objects. Also, only $`1000`$ galaxies were detected at $`12\mu `$m over the whole sky. These deficiencies restricted the study of IR-luminous galaxies at all redshifts.

The Infrared Space Observatory (ISO) offered $`\times 1000`$ improvements in sensitivity in the mid-IR over IRAS, and the large allocations of guaranteed and discretionary time for deep surveys on ISO will greatly improve on the IRAS surveys in the mid-IR. For instance, ISO observations of the northern Hubble Deep Field (Serjeant et al. 1997, 1999, Goldschimdt et al. 1997, Oliver et al. 1997, Aussel et al. 1999, Désert et al. 1999) reached the $`15\mu `$m confusion limit ($`0.1`$ mJy) over $`17`$ square arcminutes, while the CAM-Deep and CAM-Shallow surveys (Elbaz et al. 1998a,b) were slightly less sensitive but had wider areal coverage ($`0.5`$ mJy over $`0.3`$ square degrees and $`0.8`$ mJy over $`0.41`$ square degrees). These have also been complemented by deep ISO photometry of selected high-$`z`$ galaxies (e.g. Flores et al. 1999).

The European Large Area ISO Survey (ELAIS, Oliver et al. 1999 (paper I), Rowan-Robinson et al. 1998) was the largest open time project on ISO, complementing the deep ISO samples by surveying $`12`$ square degrees to a depth of $`2`$ mJy at $`15\mu `$m and $`\stackrel{<}{_{}}100`$ mJy at $`90\mu `$m. Around half the area was also mapped at $`6.7\mu `$m to $`1`$ mJy. Three fields in the Northern hemisphere (N1, N2, N3) collectively comprised around two-thirds of the $`15\mu `$m areal coverage, with the remaining area taken by the Southern S1 field and several small areas in both hemispheres. The ambitious cosmological aims include tracing the extinguished star formation history of the Universe to $`z12`$, orientation-independent selection of dust-shrouded quasars, and the potential discovery of hyperluminous galaxies (with comparable intrinsic luminosities to IRAS FSC 10214+4724) out to redshifts $`z\stackrel{<}{_{}}5`$. A more detailed discussion of the diverse scientific aims of ELAIS, the selection of areas and observational parameters can be found in the ELAIS survey paper (Oliver et al. 1999); in summary, the survey areas were selected to have low galactic cirrus emission, high visibility by ISO, high ecliptic latitude and avoiding $`12\mu `$m IRAS sources brighter than $`0.6`$ Jy. In another companion paper, Efstathiou et al. 1999, we discuss the $`90\mu `$m source counts from the Preliminary Analysis of the ELAIS ISOPHOT data, and in Crockett et al. (1999) we discuss the stellar mid-infrared source counts. The ELAIS areas have also been the subject of intensive multi-wavelength follow up, summarised to date in Oliver et al. (1999) and presented in detail in other papers (e.g. Ciliegi et al. 1999, Gruppioni et al. 1999). Here we present the completeness, reliability and extragalactic source counts from our initial Preliminary $`6.7\mu `$m and $`15\mu `$m ISOCAM catalogues. A future paper will present the Final Analysis products from the ISOCAM ELAIS data, which is expected to improve on the Preliminary Analysis presented here.

This paper is structured as follows. In section 2 we describe the Preliminary Analysis CAM pipeline, explaining the artefacts in the data (section 2.1), and the pipeline algorithm (section 2.2). The results from the Preliminary Analysis catalogue are presented in section 3. Our various completeness and reliability estimates are discussed in section 3.2, and the segregation of extragalactic from stellar sources in section 3.3. Section 3.4 presents the source counts in both wavebands. These results are compared with source count models and previous results in section 4, where we also discuss the implications for the evolution of star forming galaxies and on the star formation history of the Universe.

## 2 ELAIS CAM Preliminary Analysis

### 2.1 Data quality

The ELAIS CAM survey proper was conducted in raster mode (astronomical template CAM01), with the LW-2 ($`6.7\mu `$m) and LW-3 ($`15\mu `$m) filters. Details of the CAM01 Astronomical Observation Template (AOT) can be found in paper I. The CAM detector is stepped across the sky in a grid pattern, with roughly half-detector-width steps in one direction and roughly whole detector widths in the other, covering approximately half a square degree per raster. This pattern leads to a redundancy of at least $`\times 2`$ over most of the area surveyed. At each raster pointing (i.e. each grid position of the raster) the $`32\times 32`$ CAM detector is read out several times.

Like the ISO-HDF North data (Serjeant et al. 1997, 1999, Aussel et al. 1999, Désert et al. 1999) the ELAIS CAM data contains many problematic artefacts. Because of the frequent and complicated glitches, we do not take the approach of reconstructing a sky-map and searching for sources in these maps. Rather, we look for the characteristic signatures of sources and glitches in the time histories of individual pixels. See Starck et al. (1998) or Aussel et al. (1999) for more details.

The CAM detector also exhibits hysteresis. Source fluxes are initially around a factor of $`2`$ fainter in instrumental units than the stabilised (i.e. asymptotic) value. Our survey strategy ensures that sources almost always have corroborating sightings in separate pixels. This permits a filter to remove glitch events from candidate sources.

### 2.2 Preliminary source extraction pipeline

#### 2.2.1 Preprocessing and deglitching

The available CAM data reduction software underwent several substantial improvements over the lifetime of ISO, as the knowledge of the detector characteristics improved. However, from the outset we needed a method of preliminary data analysis, to feed for example immediate follow-up projects. Such a Preliminary Analysis pipeline may not of course represent best practice at the end of the ISO mission, but should at least provide reasonably complete and reliable preliminary source list. It was decided that the CAM Preliminary Analysis data reduction should be as uniform as possible, which required that the Preliminary Analysis pipeline be fixed at an early stage. Accordingly our adopted pipeline could not incorporate the accurate field distortion corrections (Abergel et al. 1998), which were not established at the start of the mission, nor the analytic models for the cosmic ray transients and detector hysteresis which were developed in the course of the ISO lifetime (e.g. Lari 1999, Abergel et al. 1998). Nevertheless, such improvements will be incorporated in future ELAIS Final Analysis products.

The data reduction was performed using the Interactive Data Language (IDL) software. The initial steps of the CAM Preliminary Analysis pipeline are straightforward. The edited raw data supplied by ESA were converted to IDL structures using the CAM Interactive Analysis (CIA, April 1996 version), and converted from ADUs (analogue-to-digital units) to ADUs per second. The default dark frame was subtracted from each exposure. To estimated the noise level in each pixel, we performed an iterative Gaussian fit to the histogram of readout values for each pixel. Cosmic ray spikes were then identified by $`>4\sigma `$ rises followed (one or two readouts later) by $`>4\sigma `$ falls. A similar algorithm was used to identify occasional readout troughs. The readout histograms were then re-fit and an empirical sky flat field was obtained; the default ESA-supplied flat field was found to give very unsatisfactory results. An attempt was made to model the initial detector stabilisation using the IAS model within the CAM Interactive Analysis (CIA) software package.

#### 2.2.2 Background estimation and Source Detection

Unlike the detectors on the IRAS satellite (e.g. Neugebauer et al. 1984), the transients in the ISOCAM detector make the background levels in each pixel vary strongly and discontinuously with time. The approach adopted in the Preliminary Analysis was to estimate the background level in a given pixel and pointing from linear fits (in time) to the readouts in previous and subsequent pointings, then identify candidate sources from $`>3\sigma `$ features above the background in the pixel readout timelines. The source extraction pipeline is therefore spatially $`1`$ dimensional. This simple approach avoids any explicit parameterisations of the transient profiles, which were not available at the time, and allows a local error estimate of the background level. This error was taken to be the formal error on the fit, but did not incorporate the instrumental noise at each data point. Since cosmic rays were frequently observed to cause discontinuities, the range for the linear fits extended no further than the nearest (in time) cosmic ray, and in any case not longer than $`3`$ pointings. If an acceptable $`\chi ^2`$ was not obtained in the linear fit, the range for the fit was decreased; if a good fit was still not obtainable, an average of the $`10`$ nearest readouts was taken. Sources could then be identified from their excess above the extrapolated backgrounds. Since sources also create discontinuities, the data stream was iteratively re-fit treating $`>3.5\sigma `$ sources in the same way as cosmic rays above. An initial list of brightest sources was obtained before the iterative fitting, by searching for their discontinuous rise at the start of a pointing, and discontinuous fall at the end. Where sources were found (whether initially or in the iterative fitting) the background level in later iterations was extrapolated from only the previous pointings, ignoring the subsequent pointings, since the hysteresis after a source would otherwise lead to an overestimation of the background level. Sources were not extracted from the first or final pointings of the rasters, owing to limitations in the background fitting routines at the time the pipeline was frozen. Note that this iterative source extraction does not distinguish genuine sources from “fader” transient events, so a further filter for source candidates is still required.

#### 2.2.3 Source Corroboration

The source detections in the pixel readout histories were spatially merged in each pointing using a connected pixel algorithm. (Note that there was no minimum number of pixel detections, unlike e.g. connected pixel source detection on an oversampled CCD image.) We then used the $`\times 2`$ redundancy in the CAM rasters to search for corroborating observations of each source candidate. Genuine sources should be present in both observations, but glitch events should not be confirmed except by chance. The adopted search radius of $`2`$ pixels, while large enough to safely encompass the (then uncertain) field distortion, nevertheless led to a large number of spurious detections, with the majority of source candidates at $`15\mu `$m due to glitch corroboration. Each candidate corroborated source was therefore examined by eye independently by at least two observers, who assigned quality flags of $`14`$, where $`1`$ refers to a “definite source,” $`2`$ is a “probable source,” $`3`$ “probably not” and $`4`$ “definitely not.” Each raster in the LW-2 ($`6.7\mu `$m) filter yielded typically $`100`$ events in total of which around one half were classified as probable sources by at least one observer. In LW-3 ($`15\mu `$m) both the number and fraction of spurious events was much higher: there were typically $`30`$ strong source candidates, and a further $`3050`$ sources where the classification was ambiguous or debatable, with typically around $`200500`$ spurious events. Note that the Preliminary Analysis algorithm will necessarily miss sources with (a) only one observation or (b) corroborating observations in only the first or last pointings, so the effective area is slightly less than the nominal $`12`$ square degrees.

#### 2.2.4 Astrometric corrections

After the Preliminary Analysis reduction was complete, we improved the astrometry by incorporating the latest field distortion correction into the $`15\mu `$m source catalogues. Several sources with strong transient events nearby had their centroids strongly affected by the glitches. We therefore adopted a simple strategy for our Preliminary Analysis astrometry and flux calibration: the flux and (distortion-corrected) position of a source are taken from those of the brightest single-pixel detection of that source, excluding transients. We found this to be superior to (eg) masking nearby transients by eye then recalculating the centroids of the eyeball-accepted sources, particularly if the PSF wings lie on the detector but the source itself is just outside. Our adopted algorithm should yield astrometry accurate to $`\pm 3^{\prime \prime }`$ in the absence of any other systematic errors. Two such systematics were expected in our data: firstly, errors in the position of the lens introduce a random astrometric offset to each raster of order one pixel; secondly, any errors in the calculation of the pointing position by CIA would offset any sources in that pointing. By examining the offsets with the likelihood-ratio identifications we can determine the lens offset empirically (section 3.3). However, several rasters were found to have bimodal distributions of ISO–optical offsets, due to some unknown error in the CIA-derived astrometry in at least part of the raster. We therefore rederived the pointing astrometry using the ESA-supplied IIPH.FIT astrometry file, using the median coordinate positions in the duration of the pointing. This was found to remove the bimodality.

#### 2.2.5 Aperture Corrections to Photometry

As discussed above, our source extraction method involves looking for characteristic time signatures in individual pixels. Without (at the time) a reliable and exact model for the glitch events, nor a reliable glitch event identification, we found that aperture photometry around our source positions was often seriously affected by nearby glitches. Instead of aperture photometry, we simply took the brightest flux of the pixels detecting the source, excluding (by eye) those pixels affected by glitches. Clearly, some aperture correction is needed to correct these peak pixel fluxes to total fluxes.

We can quantify these aperture corrections using a PSF model. In figure 1 we show the predicted flux in the brightest pixel of two randomly positioned observations of a point source (recall that at least two observations of a source are required for it to pass the Preliminary Analysis selection). At $`15\mu `$m, the brightest pixel has a flux of $`0.4\pm 0.1`$ times the total flux of that source. At $`6.7\mu `$m the histogram is more sharply peaked, since the PSF is undersampled; the peak flux is always less than $`0.69`$ times the total at $`6.7\mu `$m, but is greater than $`0.5`$ ($`0.6`$) of the total in $`>90\%`$ ($`>75\%`$) of occasions. We therefore applied global aperture corrections of $`2.36`$ at $`15\mu `$m and $`1.54`$ at $`6.7\mu `$m to our peak fluxes.

## 3 Results

### 3.1 Eyeballing results

Our eyeballing results imply our catalogue is highly reliable to at least $`3`$ mJy at $`15\mu `$m. In the ELAIS areas considered in this paper, there were $`715`$ $`15\mu `$m sources accepted by two observers, of which $`510`$ had APM identifications (section 3.3); of the $`816`$ singly-accepted sources at $`15\mu `$m, $`212`$ had APM identifications. The singly-accepted sources are heavily skewed to faint fluxes: $`90\%`$ are fainter than $`2.2`$ mJy. If we choose to regard all sources accepted by only one observer as false positives, and all sources accepted by two as true positives, then we obtain $`80\%`$ reliability for sources accepted by any observer at $`3`$ mJy and $`95\%`$ at $`5`$ mJy. These are one of the most pessimistic assumptions we could make; if alternatively we merge the doubly-accepted sources with the optically identified singly-accepted sources, the reliability (fraction doubly-accepted) of the sources accepted by any observer rises to $`95\%`$ at $`3`$ mJy and increases at brighter fluxes. The blank-field singly-accepted sources are heavily skewed to faint fluxes, so we can neglect their effect on the counts above $`3`$ mJy and combine the doubly-accepted sources with the optically identified singly-accepted for the purposes of the source counts. However this is not to say that the fainter singly-accepted sources necessarily have lower reliability, since the genuine fainter sources may have fainter optical counterparts. The situation is similar at $`6.7\mu `$m. Of the singly-accepted sources $`95\%`$ have fluxes less than $`1.5`$ mJy.

### 3.2 Completeness, reliability and flux calibration

#### 3.2.1 Repeated observations

There are several potential approaches to estimating the Preliminary Analysis completeness and reliability, the most obvious of which is repeated observations over small areas. Oliver et al. (1999) present $`10`$ repeat observations of a small ELAIS raster, covering at least six known sources by design. The source extractions in the individual reductions confirmed our result that the source extraction is highly complete and reliable at flux densities above $`2.5`$mJy at $`15\mu `$m.

#### 3.2.2 PSF-wing test

One robust test of our temporal source extraction is to examine the point spread function wings of bright sources. Like the cross-correlation with bright stars, this relies on the knowledge that a given pixel is illuminated by a known source flux, but has the advantage that the comparison can be taken to arbitrarily faint flux levels. We selected the $`30`$ brightest $`15\mu `$m sources with stellar optical identifications, and selected a model theoretical Point Spread Function (PSF; Aussel, priv. comm.) with the smallest RMS difference in the central $`3\times 3`$ PSF pixels. We normalised the PSF to the source flux using the mean observed flux in the central pixel. Using this model we predicted the mean flux in each pixel of the PSF wings, and hence determined the single-pixel detection efficiency $`f`$ of the temporal source extraction. The results are shown in figure 1. We can also compare the predicted PSF fluxes with the fluxes extracted by the Preliminary Analysis algorithm, shown in figure 1. The relation is encouragingly linear, though the scatter is larger than expected (by $`\times 2`$ at $`15\mu `$m) based on the quoted errors in the Preliminary Analysis sky background fits. This is perhaps not surprising, since the background fitting algorithm does not make use of the detector noise in the fit, so will tend to underestimate the background level uncertainty; also, non-white noise features may prevent the noise scaling as $`\sqrt{N}`$. Oddly, the discrepancy in the scatter is largest at brightest fluxes. Plausible explanations include slight errors in the source centroids or in the theoretical PSF shape, both of which sensitively affect the brightest flux predictions. Analogous results for the $`30`$ brightest $`6.7\mu `$m stars are also shown in figure 1. The undersampling of the PSF at $`6.7\mu `$m makes the scatter harder to interpret: more of the flux is contained in the central pixel making it less sensitive to errors in the assumed PSF shape, but is more affected by the much larger uncertainty in the centroid.

There are several caveats which apply to the high apparent completeness in figure 1. The chance detections of “faders” will tend to increase this estimate, but since both the $`6.7\mu `$m and $`15\mu `$m completeness appear to asymptote to $`0.015`$ (i.e. probability of detection of nearby spurious events is $`1.5\%`$) this appears not to be a serious problem. This is also only applicable to single-pixel detections, whereas in fact the CAM detector Nyquist samples the PSF at $`15\mu `$m. Indeed at $`15\mu `$m the fraction of the flux in the brightest pixel rarely exceeds $`0.5`$ though the same does not apply at $`6.7\mu `$m. The completeness also is not the detected source fraction $`F`$ but rather $`F^2`$, since we require at least $`2`$ independent detections for a source to be accepted by our algorithm. There is also a slight bias in that the brightest detected sources are not typically observed when the detector is suffering the strongest transients, because the sources would not otherwise be detected. Finally, any incompleteness caused by the eyeballing, or by any areal coverage lost to e.g. cosmic ray impacts, would not be included in these estimates as they stand.

We can therefore estimate the Preliminary Analysis completeness from the PSF-wing test in the following way. We can convolve the single-pixel detection rate in figure 1 with the peak flux distribution expected from the PSF models to obtain the source sensitivity $`F`$ for single observations. The Preliminary Analysis completeness, before eyeballing, will then be proportional to $`F^2`$, assuming the PSF wings themselves are representative of the data as a whole.

We fit the detected fractions in figure 1 with $`\mathrm{tanh}`$ functions, i.e.

$$f(S)=\frac{(f_{\mathrm{max}}f_{\mathrm{min}})}{2}\mathrm{tanh}(\alpha \mathrm{log}_{10}(S/S_0)+1)+f_{\mathrm{min}}$$
(1)
where $`f_{\mathrm{min}}`$ and $`f_{\mathrm{max}}`$ represent the asymptotic limits at faint and bright fluxes respectively. We define the single-pixel source detection fraction to be $`f^{}(S)=f(S)f_{\mathrm{min}}`$, and use a grid of PSF models (each normalised to 1) spanning the possible range of centroid positions to estimate the single-pointing source detection:

$$F(S)=\frac{1}{N}\underset{i=1}{\overset{N}{}}f^{}(S\times S_{\mathrm{peak},\mathrm{i}})$$
(2)
where $`S_{\mathrm{peak},\mathrm{i}}`$ is the peak flux in the $`i`$th PSF. This assumes that if a source is not detected in the peak pixel, it will not be detected in any pixel. The maximum areal coverage of the Preliminary Analysis, ie excluding the first and last pointings of each raster, and regions with no redundancy, is $`\mathrm{\Omega }_{\mathrm{max}}=10.0`$ square degrees at $`15\mu `$m, and $`\mathrm{\Omega }_{\mathrm{max}}=6.51`$ square degrees at $`6.7\mu `$m. From this we obtain the Preliminary Analysis areal coverage as a function of flux:

$$\mathrm{\Omega }_{\mathrm{PreliminaryAnalysis}}(S)=\mathrm{\Omega }_{\mathrm{max}}F^2(S)$$
(3)
The final areal coverage from the PSF-wing test is plotted in figures 2 and 3.

#### 3.2.3 Comparison with IAS and CEA pipelines

As a final check of the completeness of our Preliminary Analysis catalogue, we compared our source extraction in the repeat observation regions (c.f. Oliver et al. 1999 and section 3.2.1) with extractions made with the CAM-Deep pipeline developed at the Commisariat á L’Energie Atomique, Saclay (CEA; Baker, priv. comm.) and a pipeline based on the “Triple Beamswitch” method developed at Institut d’Astrophysique Spatiale (IAS; Clements, priv. comm; Désert et al. 1998). Of our six robust sources (section 3.2.1), CEA and IAS both identify three (the same three), with fluxes brighter than $`3`$mJy. This appears to be mainly because the Preliminary Analysis pipeline extracts lower signal-to-noise sources, but supplements with greater manual eyeballing. Nevertheless, this confirms that we are not significantly underestimating the surface density of sources brighter than $`3`$mJy.

#### 3.2.4 Flux calibration and Cross-correlation with bright stars

Another useful test of the completeness is to search for detections at the locations of bright stars (see section 3.3 for details of the optical identification algorithm). If the spectral types of the stars are known, one can predict their mid-infrared fluxes. An exception would be dust-shell stars, but these are expected to be rare in the survey. In Crockett et al (1999) and Crockett (1999) the sources are cross-correlated with stars from the Simbad and Hipparcos databases. All the $`22`$ stars with predicted fluxes brighter than $`3`$mJy at $`15\mu `$m were detected in the Preliminary Analysis, and all but two of the $`20`$ stars with predicted $`6.7\mu `$m fluxes above $`1`$mJy appeared in the Preliminary Analysis. To assess the level of random associations, we randomised the stellar positions within the ELAIS fields and repeated the cross-association, and found none. The $`15\mu `$m completeness is shown in figure 4. Note that this is an extremely robust estimator of the completeness, since the stellar flux prediction algorithm reproduces IRAS fluxes well, and the stars cannot be argued to lie on atypical regions of the detector.

However, the flux calibration implied by these associations is around a factor of $`2`$ discrepant with the expectation that ADU/gain/second $``$ mJy at $`15\mu `$m (see figure 5). Across the entire range in flux, the $`\pm 1\sigma `$ limits on the log of the calibration ratio are $`0.246\pm 0.050`$, ie the ratio is $`1.75_{0.23}^{+0.26}`$. As shown in figure 5, there are hints that this calibration is a function of flux, with a calibration ratio of $`2`$ preferred at faint fluxes (where indeed most of our sources lie). (The ISOCAM Observer’s Manual recommends a conversion of approximately $`2`$ ADU/gain/second to $`1`$ mJy at $`15\mu `$m for fully stabilised sources, and after correcting for the loss of flux due to lack of stabilisation (e.g. section 2.1) becomes around a $`1:1`$ conversion.) To predict the fluxes we followed the procedure of Crockett et al. (1999) and Misoulis et al. (1998), incorporating the passband profiles (for more details we refer the reader to these papers; the algorithm accurately reproduces stellar mid-IR IRAS fluxes so there are unlikely to be significant systematics in the CAM flux predictions). It is not immediately clear what might cause such a discrepancy, though there are several possibilities, such as the uncertainties in the PSF for the aperture correction, and the assumed $`\times 2`$ loss in flux (section 2.1) from the lack of an upward source stabilisation correction. (Note that differences in the PSF due to the differing spectral slopes of the stars are too small to account for the discrepancy: e.g. Aussel et al. (1999) find it only to be a $`10\%`$ effect.) For the purposes of the source counts we will adopt the mJy : ADU/g/s = $`1:2`$ stellar calibration implied in figure 5, where the ADUs are not corrected for losses due to lack of stabilisation.

At $`6.7\mu `$m a lower bound of $`95\%`$ can be made on the completeness at fluxes $`>10`$ mJy, but the uncertain aperture corrections make applying the stellar flux calibration more difficult. As a preliminary measure we therefore simply take the pre-flight ISOCAM Observer’s Manual calibration at $`6.7\mu `$m, corrected by a factor $`2`$ (section 2.1) to account for the loss in flux from lack of stabilisation.

In summary, our various completeness estimates yield a $`1`$ mJy limit to the completeness at $`15\mu `$m, and $`0.5`$mJy at $`6.7\mu `$m (figures 2 and 3) using the ISOCAM observer’s manual flux calibration corrected by a factor of $`2`$ to account for stabilisation loss (section 2.1). However our stellar cross-correlation suggests we have underestimated the fluxes by a factor of $`2`$ at $`15\mu `$m (figure 5) so the $`15\mu `$m completeness quoted should by revised upwards to $`2`$ mJy. In all subsequent discussion, the $`15\mu `$m ELAIS fluxes are assumed to obey this stellar flux calibration.

### 3.3 Optical identifications

In this section we summarise the optical identification algorithm used for the Preliminary Analysis catalogue, for APM stars and galaxies (McMahon & Irwin 1992). We adopted the likelihood ratio procedure of Sutherland & Saunders (1992) to associate our Preliminary Analysis sources with known objects. The surface density of catalogue objects as a function of magnitude is incorporated into the likelihood of each identification of the Preliminary Analysis sources with the catalogue objects. Following Mann et al. (1997), we define the likelihood ratio to be the ratio of the probability of detecting a genuine counterpart to the source with the position and flux of the catalogue object, to the probability of such an association occurring by chance given the positional errors. For a catalogue surface density $`n(f)`$ (where $`f`$ is the flux), a positional uncertainty $`ϵ(x,y)`$ (where $`x`$ and $`y`$ are e.g. Cartesian coordinates) and an a priori flux distribution of IDs given by $`q(f)`$, the likelihood ratio is given by

$$LR(f,x,y)\frac{q(f)ϵ(x,y)}{n(f)}$$
(4)
Using this expression and, assuming $`q(f)`$ to be constant as a function of optical magnitude, we found, for each Preliminary Analysis source, the object in the APM catalogue giving the highest likelihood ratio. We normalised the likelihood ratios by finding the maximum likelihood-ratio associations around random source positions, to yield probabilities for each Preliminary Analysis identification, and accepted identifications with random probabilities of less than $`0.3`$. Slight errors in the lens positioning lead to systematic astrometric shifts in each raster, of order a few arcseconds. To correct for this, the high-likelihood identifications in each raster were used to determine any systematic astrometric offset. The identifications were subsequently rederived. There were not enough reliable optical identifications to obtain a robust estimate of the lens offset in the smaller ELAIS areas, so the analysis was restricted to the main ELAIS areas of N1, N2, N3 and S1. Further discussion of the identifications is deferred to later papers in this series.

### 3.4 Source counts

Using the completeness and reliability from section 3.2, we can extract the extragalactic source counts at $`6.7\mu `$m and $`15\mu `$m. For the purposes of the counts we included all sources accepted by (at least) two observers. From this list, we exclude $`15\mu `$m stellar identifications brighter than approximately $`B=16.5`$ (assuming a monotonic stellar plate saturation correction converting $`B=18`$ galaxy magnitudes to $`B\stackrel{<}{_{}}16.5`$ stars), but include fainter stellar IDs since these are expected to be predominantly AGN. All stellar IDs at $`6.7\mu `$m were eliminated from the extragalactic source counts. It is highly unlikely for stars with $`B>16.5`$ to be detected at $`15\mu `$m to these limits ($`B=16.5`$ is equivalent to $`S_\mathrm{B}=1`$ mJy; see also Crockett et al. 1999 and Crockett 1999), with the exception of rare dust-shell stars. Note also that all the $`15\mu `$m ($`6.7\mu `$m) sources accepted by only one observer are fainter than $`2.2`$mJy ($`2.5`$mJy), so we can be highly confident of the reliability of sources brighter than these limits.

The segregation of extragalactic from stellar counts is robust at $`15\mu `$m, but the large fraction of stellar IDs at $`6.7\mu `$m make it possible that some faint stars have been included in the extragalactic counts at this wavelength: of the $`794`$ doubly-accepted sources at $`6.7\mu `$m, only $`79`$ have stellar APM classifications faint enough to be accepted in the extragalactic counts. We eyeballed the DSS images of every optical identification of the $`6.7\mu `$m and $`15\mu `$m sources. We found the by-eye classifications to agree with the APM in nearly all cases. The resultant extragalactic counts are virtually indistinguishable from the automated segregations at both $`6.7\mu `$m and $`15\mu `$m.

The extragalactic source counts are plotted in figure 6, using the by-eye star-galaxy separation and the stellar flux calibration. The $`15\mu `$m Lockman Hole ISOCAM survey data will be discussed in Elbaz et al. 1999. The counts from this survey at around the $`5`$mJy level, which overlap with the ELAIS counts, appear significantly lower than those of ELAIS. However this is entirely attributable to the $`\times 2`$ differences in assumed flux calibration. The counts are in excellent agreement in instrumental units or in mJy with the same flux calibration assumption; alternatively, a $`30\%`$ reduction of the ELAIS Preliminary Analysis $`15\mu `$m flux calibration factor would also bring the counts into formal $`1\sigma `$ agreement while remaining consistent with figure 1. However this may require a commensurate reduction in the IRAS counts. Such a reduction has been argued to be necessary by Elbaz et al. (1999) in order to account for large-scale-structure effects in the Rush et al. sample.

Also plotted are the $`12\mu `$m source counts calculated by Oliver et al. (1997) from the Rush et al. (1993) sample, using the QMW IRAS Galaxy Mask (Rowan-Robinson et al. 1991), and transposed to $`15\mu `$m assuming a population mix matching the Pearson & Rowan-Robinson (1996) predictions. The faint source counts from the ISO-HDF North survey (Oliver et al. 1997) are also shown in the counts figures. The ELAIS extragalactic Preliminary Analysis counts at $`15\mu `$m are consistent with an interpolation between the ISO-HDF North and Rush et al. (1993) data sets, and at $`6.7\mu `$m with reasonable extrapolations from the ISO-HDF North. The source density at $`15\mu `$m is also in good agreement with that obtained at $`12\mu `$m by Clements et al. (1999), though the differing K-corrections make it not immediately clear that the counts must necessarily agree (e.g. Xu et al. 1998, Serjeant 1999). Note that the $`6.7\mu `$m counts have significant photometric errors independent of flux, due to the undersampling of the PSF (figure 1). For a constant source count slope the shape of the counts is unaffected by flux-independent errors, so we can regard the $`6.7\mu `$m counts as subject to a potential systematic error in the form of a horizontal shift. Such a systematic is less than or of order a factor $`2`$ in flux. We overplot the model predictions from Pearson & Rowan-Robinson (1996) in figures 6 and 7, as well as the model predictions of Franceschini et al. (1994, 1997). Also overplotted are the Guiderdoni et al. (1997) $`15\mu `$m model counts and the evolving models from Xu et al. (1998), with and without mid-IR spectral features. Note that all the Xu et al. models have been renormalised to match the IRAS counts. Figure 6 also compares the observations to a variety of non-evolving models. Apart from the renormalisation to the IRAS Rush et al. (1993) $`\times `$ QIGC counts, these are the same non-evolving models as discussed in Elbaz et al. 1998.

## 4 Discussion

The experimental agreement with the evolving models of Pearson & Rowan-Robinson (1996), Franceschini et al. (1994), Guiderdoni et al. (1997) and Xu et al. (1998) at $`15\mu `$m over seven orders of magnitude in flux density is striking. The starbursts in the Pearson & Rowan-Robinson (1996) models are normalised to the $`60\mu `$m IRAS counts, but not explicitly to the $`12\mu `$m counts. The slight overprediction of the IRAS counts is also present in the ELAIS counts, until a slight upturn at around $`10`$mJy (which is not an effect of incompleteness or low reliability) departing from the Euclidean slope brings the data into closer agreement with the model. Of the four Xu et al. (1998) models, the $`(1+z)^3`$ luminosity evolution models have the stronger upturn, reproducing the observed counts slightly more well than the alternative $`(1+z)^4`$ density evolution. This is clearer still in the $`15\mu `$m differential counts (figure 8), where luminosity evolution is shown to make a much better fit to the ELAIS counts, though an even larger excess is suggested by the ISO-HDF counts. Note that we renormalised the Xu et al. (1998) predictions by $`\times 1.8`$ to match the IRAS counts.

The source count models present rather different predictions at $`6.7\mu `$m. The Pearson & Rowan-Robinson (1996) model has only a slight overestimate, accountable for instance to the flux calibration uncertainties. However, the underprediction in the Franceschini et al. (1997) model is over an order of magnitude, probably too large to be an artefact of our albeit uncertain flux calibration at this wavelength. This discrepancy is most likely to be due to deficiencies in the assumed spectral energy distributions, which are not well-constrained in this wavelength range (e.g. Serjeant 1999), rather than due to incorrect assumptions about the evolution or population mixes.

The loss of the Wide Field Infrared Explorer (WIRE) satellite was a serious blow to infrared extragalactic astronomy. In the hope or expectation of a new WIRE mission, we can compare our source counts with the expectations of the WIRE team. WIRE was to survey at least $`170`$ square degrees to a limiting $`12\mu `$m sensitivity of $`1.9`$mJy, and smaller areas to deeper limits. Our source counts imply a surface density of approximately $`100`$ galaxies per square degree to the projected WIRE $`12\mu `$m bright survey limit, using the Pearson & Rowan-Robinson or Franceschini et al. $`15\mu `$m source count models to extrapolate. This is larger than projected source density of the WIRE team (q.v. figure 6, bottom-right panel, and 8 left panel, where the WIRE predictions were renormalised upwards by a factor of $`2`$ to match e.g. the observed IRAS and ELAIS counts). Although encouraging for the numbers of sources, it suggests that surveys much deeper than this will very rapidly be confusion limited. This is in good agreement with the observations of Oliver et al. (1997). The composite counts from the various $`15\mu `$m surveys also imply that confusion will be irrelevant e.g. for NGST, but will be significant for the MIPS imager on SIRTF even in short ($`2000`$ second) exposures. The gains in detector size and sensitivity in future missions will offer very large improvements in wide-field survey efficiency: for example, a survey of a similar depth and areal coverage to ELAIS at $`15\mu `$m will be possible with MIPS on SIRTF in only $`10`$ hours.

The upturn in the counts at faint fluxes continues in the Hubble Deep Field ISO counts, and is too large to be attributable to starburst K-corrections (e.g. Xu et al. 1998, Elbaz et al. 1998a,b). This excess is above any reasonable no-evolution predictions (figure 6), which all have shallower slopes than the evolving models independent of K-correction and world models. This implies that the faintest sources in ELAIS are sampling a significantly cosmologically evolving mid-IR population. Given the strong evolution in both the comoving star formation rate claimed from optical-UV observations and in the quasar comoving number density, as well as the large fraction of AGN and starbursts expected in ELAIS from the counts models, we can reasonably expect that optical spectroscopy of ELAIS and fainter samples will have a major impact on the study of dust-shrouded star formation and quasar activity and their evolution. The prediction from the Pearson & Rowan-Robinson (1996) source count models is for of order a few objects as (intrinsically) luminous as IRAS F10214+4724 out to $`z=4`$ over the entire ELAIS areas. The MIR luminosity function and luminosity density can be used to derive a comoving star formation rate without the difficult problems of extinction corrections that affect optical-UV estimates, and (for the ISOCAM LW3 filter) is reasonably free of K-correction uncertainties (Xu et al. 1998, Serjeant 1999). The ELAIS survey is also highly sensitive to obscured quasars and will be an exceptional resource for active galaxy unification models. The ELAIS limits can also provide important constraints for sources detected at other wavelengths: for example, the $`15\mu `$m, $`90\mu `$m and $`175\mu `$m limits at $`850\mu `$m source positions can provide robust redshift constraints (e.g. Hughes et al. 1998).

## 5 Conclusions

The extragalactic source counts agree extremely well with all evolving model predictions (Franceschini et al. 1994, Pearson & Rowan-Robinson 1996, Guiderdoni et al. 1997, Xu et al. 1998) over seven orders of magnitude in $`15\mu `$m flux density. The Pearson & Rowan-Robinson (1996) models can broadly reproduce the $`6.7\mu `$m extragalactic counts, but the observations are in excess of the Franceschini et al. (1997) predicted counts at this wavelength using our preliminary $`6.7\mu `$m flux calibration. All no-evolution models are clearly excluded, and imply a cosmologically evolving population of obscured starbursts and/or active galaxies dominates below $`10`$ mJy at $`15\mu `$m, independent of K-correction assumptions. Source confusion appears to have been underestimated in the WIRE and SIRTF missions, but will not impact significantly on the NGST.

## Acknowledgements

We would like to thank Dave Alexander and Ruth Carballo for helpful comments and proofreading of this paper. This paper is based on observations with ISO, an ESA project with instruments funded by ESA member states (especially the PI countries: France, Germany, the Netherlands and the United Kingdom) and with participation of ISAS and NASA. The ISOCAM data presented in this paper was analysed using “CIA”, a joint development by the ESA Astrophysics Division and the ISOCAM Consortium. The ISOCAM Consortium is led by the ISOCAM PI, C. Cesarsky, Direction des Sciences de la Matiere, C.E.A., France. This work was supported by PPARC (grant number GR/K98728) and by the EC TMR Network programme (FMRX-CT96-0068).