text:
# 1. Introduction.

## 1. Introduction.

By a classical result in graph theory, the number of labeled trees111Precise definitions for this and the following terms can be found in Section 2. on $`n1`$ vertices is $`n^{n2}`$. We endow the set $`𝒯_n`$ of labeled trees on $`n1`$ vertices with the uniform probability, giving weight $`n^{2n}`$ to each tree.

Each tree in $`𝒯_n`$ comes with its incidence matrix, the $`n\times n`$ matrix with entry $`ij`$ equal to $`1`$ if there is an edge between vertices $`i`$ and $`j`$ and to $`0`$ else. Each such (symmetric) matrix has $`n`$ (real) eigenvalues, which by definition form the spectrum of the corresponding tree. This leads in turn to $`nn^{n2}=n^{n1}`$ eigenvalues counted with multiplicities for $`𝒯_n`$ as a whole. In the sequel, we wish concentrate on the multiplicity of the eigenvalue $`0`$. Let $`Z(T)`$ be the multiplicity of the eigenvalue $`0`$ in the spectrum of the incidence matrix of the tree $`T`$, i.e. the dimension of the kernel. For each $`n1`$, the restriction $`Z_n`$ of $`Z`$ to $`𝒯_n`$ is a random variable. We set $`z_n=_{T𝒯_n}Z_n(T)`$. The expectation of $`Z_n(T)`$ is $`𝔼(Z_n)=z_n/n^{n2}`$.

To illustrate these definitions, we give a direct counting of $`z_1,\mathrm{},z_4`$ in appendix A.

Our aim is to prove :

###### Theorem 1.

Let $`z_n`$ be the total multiplicity of the eigenvalue $`0`$ in the spectra of the $`n^{n2}`$ labeled trees on $`n`$ vertices. Then :

i) Closed form :

$`z_n`$ $`=`$ $`n^{n1}2{\displaystyle \underset{2mn}{}}(1)^mn^{nm}m^{m2}\left({\displaystyle \genfrac{}{}{0pt}{}{n1}{m1}}\right)`$
$`{\displaystyle \frac{z_n}{n^{n2}}}`$ $``$ $`𝔼(Z_n)=n\left(12{\displaystyle \underset{2mn}{}}{\displaystyle \frac{(1)^m}{m}}\left({\displaystyle \frac{m}{n}}\right)^m\left({\displaystyle \genfrac{}{}{0pt}{}{n}{m}}\right)\right).`$
ii) Formal power series identity :

$$x^2+2xxe^x=\underset{n1}{}\frac{z_n}{n!}\left(xe^xe^{xe^x}\right)^n.$$

and

###### Corollary 2.

For large $`n`$, $`𝔼(Z_n)`$ has an asymptotic expansion in powers of $`1/n`$, whose first two terms are

$$𝔼(Z_n)=(2x_{}1)n+\frac{x_{}^2(x_{}+2)}{(x_{}+1)^3}+O(1/n)$$

where $`x_{}=0.5671432904097838729999\mathrm{}`$ is the unique real root of $`x=e^x`$. In particular, the average fraction of the spectrum occupied by the eigenvalue $`0`$ in a large random tree is asymptotic to $`2x_{}1=0.1342865808195677459999\mathrm{}`$.

Remark 3. We do not try to justify here that fluctuations in random trees become small when the number of vertices is large. However, it is expected that $`𝔼(Z_n^2)𝔼(Z_n)^2`$ grows only linearly with the number of vertices, so that in an appropriate sense the fraction of the spectrum occupied by the eigenvalue $`0`$ in an infinite random tree is $`2x_{}1`$ with probability 1.

Remark 4. With the explicit formula above, it is easy to list the first terms in the sequence $`(z_n)_{n1}`$, which are

$$1,0,3,8,135,1164,21035,322832,7040943,153153620,4048737099,\mathrm{}$$

To prove part i) of Theorem 1 we establish a few preparatory lemmas of independent interest. Then we prove ii) using Lagrange inversion and get Corollary 2 with the steepest descent method.

But first, we need to fix conventions and notations.

## 2. Definitions.

Even if we are interested ultimately only in trees, we shall need more general graphs (for instance, forests) in the proofs, so we give for the sake of completeness a collection definitions. Most of them are standard, and the reader is encouraged to skip this this section and come back to it only when needed. The fundamental definition is

Definition 5. A simple graph $`G`$ is a pair $`(V,E)`$ where $`V`$ is a finite set called the set of vertices and $`E`$ is a subset of $`V^{(2)}\{\{x,y\},xV,yV,xy\}`$ called the set of edges.

Remark 6. The adjective simple refers to the fact that there is at most one edge between two vertices and that edges are pairs of distinct vertices. As we have no use of more general graphs in the sequel, we shall from now on use graph for simple graph.

Definition 7. If $`V`$ is empty, then we say that the graph $`G`$ is empty. If $`\{x,y\}`$ belongs to $`E`$, we say that there is an edge between $`x`$ and $`y`$ and that $`x`$ and $`y`$ are adjacent vertices in $`G`$. The vertices adjacent to a given vertex $`x`$ are called the neighbors of $`x`$. The number of neighbors of a vertex $`x`$ is called the degree of $`x`$. A leaf of $`G`$ is a vertex of degree $`1`$. Two edges of $`G`$ with a common vertex are called adjacent edges

Definition 8. A labeled graph on $`n1`$ vertices is a graph with vertex set $`[n]=\{1,\mathrm{},n\}`$. The incidence matrix of a labeled graph on $`n`$ vertices is the $`n\times n`$ matrix with entry $`ij`$ equal to $`1`$ if there is an edge between vertices $`i`$ and $`j`$ and to $`0`$ else.

Remark 9. If the graph $`G`$ has $`|V|=n1`$ vertices222For any finite set $`S`$ , $`|S|`$ is the number of elements in $`S`$., any bijection between $`V`$ and $`[n]`$ defines a labeled graph. The incidence matrices for different bijections differ only by a permutation of the lines and columns. In particular the eigenvalues are independent of the bijection. They are real because, by construction, incidence matrices are symmetric.

Definition 10. The spectrum of a graph is the set of eigenvalues (counted with multiplicities) of any of the associated incidence matrices. By convention, the spectrum of the empty graph is empty.

Definition 11. A subgraph of a graph $`G=(V,E)`$ is a graph $`(W,F)`$ such that $`WV`$ and $`FE`$. An induced subgraph of $`G`$ is a graph $`(W,F)`$ such that $`WV`$ and $`F=EW^{(2)}`$.

Definition 12. We say that two vertices $`x`$ and $`x^{}`$ $`V`$ are in the same component of $`G`$ if there is a sequence $`x=x_1,\mathrm{},x_n=x^{}`$ in $`V`$ such that adjacent terms in the sequence are adjacent in $`G`$ (taking $`n=1`$ shows that luckily $`x`$ and $`x`$ are in the same component). This gives a partition of $`V`$. Each component defines an induced subgraph of $`G`$ which is called a connected component of $`G`$. Then $`G`$ can be thought of as the disjoint union of its connected components. We say that $`G`$ is connected if it has only one connected component.

Definition 13. A polygon in a graph $`G`$ is a sequence $`x_0,x_1,\mathrm{},x_n`$, $`n3`$ of vertices such that adjacent terms in the sequence are adjacent in $`G`$, $`x_0=x_n`$ and $`x_1,\mathrm{},x_n`$ are distinct.

Definition 14. A forest is a graph without polygons. A tree is a non-empty connected forest.

Remark 15. Clearly a subgraph of a forest is a forest. The connected components of a non empty forest are trees. One shows easily that that a tree with $`n2`$ vertices has at least two leaves. Then a simple induction shows that a tree is exactly a connected graph for which the number of vertices is $`1`$ plus the number of edges. A classical theorem of Cayley states that there are $`n^{n2}`$ labeled trees on $`n`$ vertices(see for instance proposition 5.3.2 in ).

## 3. Two preparatory lemmas.

The first lemma is a characterization of the dimension of the kernel of incidence matrices viewed as a function on forests.

###### Lemma 16.

The function $`Z`$ which associates to any forest the multiplicity of the eigenvalue $`0`$ in its spectrum is characterized by the following properties :

i) The function $`Z`$ takes the value $`0`$ on $`\mathrm{}`$, the empty forest.

ii) The function $`Z`$ takes the value $`1`$ on , the forest with one vertex.

iii) The function $`Z`$ is additive on disjoint components, i.e. if the forest $`F`$ is the union of two disjoint forests $`F_1`$ and $`F_2`$ then $`Z(F)=Z(F_1)+Z(F_2)`$

iv) The function $`Z`$ is invariant under “leaf removal”, i.e. if $`x`$ is a leaf of $`F`$, $`y`$ its (unique) $`neighbor`$, $`V^{}=V\backslash \{x,y\}`$, and $`F^{}`$ is the subforest of $`F`$ induced by $`V^{}`$ then $`Z(F)=Z(F^{})`$.

Remark 17. That the function $`Z`$ fulfills properties i)–iv) was no doubt known decades ago (see for instance section 8.1, Hückels theory, in ). We give a proof, because in the sequel we want to emphasize and use the simple fact that these properties characterize the function $`Z`$.

Proof of Lemma 16. First, we show that the function $`Z`$ has properties i)–iv). In fact, this is true for general graphs (not only forests). Properties i) and ii) follow from the definition of $`Z`$, property iii) follows from the fact that the incidence matrix can be put in block diagonal form, each block corresponding to a connected component. Property iv) is only slightly more complicated. With an appropriate labeling of the vertices, the incidence matrix $`𝐌`$ of $`F`$ can be decomposed as

$$𝐌=\left(\begin{array}{ccc}0& 1& \mathrm{𝟎}\\ 1& 0& 𝐍\\ \mathrm{𝟎}& {}_{}{}^{t}𝐍& 𝐌^{}\end{array}\right)$$

where the first line and column are indexed by the leaf $`x`$, the second line and column is indexed by its neighbor $`y`$, $`𝐍`$ describes the edges between this neighbor and $`V^{}`$, and $`𝐌^{}`$ is the incidence matrix for $`V^{}`$. Then $`𝐯=^t(v_1,v_2,𝐯^{})`$ is in the kernel of $`𝐌`$ if and only if

$`v_2`$ $`=`$ $`0`$
$`v_1`$ $`=`$ $`\mathrm{𝐍𝐯}^{}`$
$`𝐌^{}𝐯^{}`$ $`=`$ $`^t𝐍v_2.`$
So $`v_2=0`$ which reported in the third equation gives $`𝐌^{}𝐯^{}=\mathrm{𝟎}`$ implying that $`𝐯^{}`$ is in the kernel of $`𝐌^{}`$, and then the second equation just tunes $`v_1`$ the appropriate value. So the kernels of $`𝐌`$ and $`𝐌^{}`$ have the same dimension. This proves iv).

Now, any tree with more than $`1`$ vertex has leaves, so leaf removal as defined in iv) allows to reduce the forest $`F`$ to a (possibly empty) family of isolated vertices (all connected components have only one vertex). Hence, there is at most one function, namely $`Z`$, that can satisfy properties i)–iv).

Remark 18. Leaf removal and additivity give an efficient algorithm to compute the multiplicity of the eigenvalue 0 for a given forest, especially when this forest is given as a drawing.

The next lemma gives a practically awful but theoretically useful formula for the function $`Z`$.

###### Lemma 19.

Let $`L`$ be the function on forests defined by

i’) The function $`L`$ takes value $`0`$ on $`\mathrm{}`$, the empty forest.

ii’) The function $`L`$ takes value $`1`$ on , the forest with one vertex.

iii’) The function $`L`$ takes value $`0`$ on disconnected forests.

iv’) The function $`L`$ takes value $`2(1)^{n1}`$ on trees with $`n2`$ vertices.

Then, for any forest $`F`$

$$Z(F)=\underset{F^{}F}{}L(F^{})=\underset{T^{}F}{}L(T^{})$$

where the first sum is over induced subforests of $`F`$, and the second over induced subtrees of $`F`$.

Remark 20. For a given forest, there is a much nicer formula, directly connected to the geometry of the forest (again, see for instance section 8.1, Hückels theory, in ). In fact, let $`Q(F)`$ be the maximum among the cardinals of sets of pairwise non-adjacent edges in $`F`$, and $`N(F)`$ be the number of vertices in $`F`$. Then $`Z(F)=N(F)2Q(F)`$. It is easy to show that $`N(F)2Q(F)`$ satisfies properties i)–iv) of Lemma 16. In particular, a possible way to maximize the number of non-adjacent edges in $`F`$ in the situation iv) is to do so on $`F^{}`$ and add the edge $`\{x,y\}`$. Anyway, this explicit formula allows us to restate our theorems in terms of the random variable $`Q_n`$, the restriction of $`Q`$ to $`𝒯_n`$. For instance, in a large random tree on $`n`$ vertices, one can find about $`(1x_{})n`$ pairwise non-adjacent edges. Note that $`1x_{}=0.4328567095902161270000\mathrm{}`$ is not much smaller than $`0.5`$ (the upper bound for $`Q(T)/N(T)`$ for a given tree because $`Z(T)=N(T)2Q(T)`$ is always nonnegative).

Proof of Lemma 19. Our strategy is to use the characterization of $`Z`$ in Lemma 16. First, we observe that the second equality is a trivial consequence of i’) and iii’). We define a new function $`Z^{}`$ on the set of forests by

$$Z^{}(F)\underset{T^{}F}{}L(T^{})$$

(where the sum is over induced subtrees of $`F`$) and show that $`Z^{}`$ satisfies properties i)–iv) of Lemma 16.

As the empty forest has no non-empty induced subtree i’) implies i).

In the same vein, the forest with one vertex as only one non-empty induced subtree, namely itself, so ii’) implies ii).

If the forest $`F`$ is the union of two disjoint forests $`F_1`$ and $`F_2`$, an induced subtree of $`F`$ is either an induced subtree of $`F_1`$ or an induced subtree of $`F_2`$, and the sum defining $`Z^{}(F)`$ splits as $`Z^{}(F_1)+Z^{}(F_2)`$, showing that $`Z^{}`$ satisfies property iii).

Now, if $`x`$ is a leaf of $`F`$ and $`y`$ its neighbor, we define $`V^{}=V\backslash \{x,y\}`$, $`V^{\prime \prime }=\{x,y\}`$ and consider $`F^{}`$ and $`F^{\prime \prime }`$, the subforests of $`F`$ induced by $`V^{}`$ and $`V^{\prime \prime }`$ respectively. We split the sum defining $`Z^{}(F)`$ in three pieces. The first is over the induced subtrees of $`F^{}`$. This is just the sum defining $`Z^{}(F^{})`$. The second is over the induced subtrees of $`F^{\prime \prime }`$, which is a tree on two vertices. Its subtrees are itself, with weight $`L(F^{\prime \prime })=2(1)^{21}=2`$, and two trees with one vertex, each with weight $`L(\text{})=1`$, so this second sum gives $`0`$. The third sum is over induced subtrees that have vertices in both $`V^{}`$ and $`V^{\prime \prime }`$. If this sum is not empty, every tree that appears in it has $`y`$ as a vertex (by connectivity) and has at least two vertices (because the tree consisting of $`y`$ alone has already been counted). Then we can group these trees in pairs, a tree containing $`x`$ being paired with the same tree but with $`x`$ and the edge $`\{x,y\}`$ deleted. The function $`L`$ takes opposite values on the two members of a pair, so the third sum contributes $`0`$. Hence $`Z^{}`$ satisfies property iV). So $`Z^{}(F)=Z^{}(F^{})`$.

Remark 21. These two lemmas have an obvious extension to bicolored forests. If we use black and white as colors, and count the zero eigenvectors having value zero on white vertices, we only need to replace ii) in Lemma 16 by

ii) The function $`Z`$ takes value $`1`$ on $``$, the forest with one vertex colored in black and $`0`$ on $``$, the forest with one vertex colored in white.

and ii’) and iii’) in Lemma 19 by

ii’) The function $`L`$ takes value $`1`$ on $``$, the forest with one vertex colored in black and $`0`$ on $``$, the forest with one vertex colored in white.

iii’) The function $`l`$ takes value $`(1)^{n1}`$ on trees with $`n2`$ vertices.

The proofs remain the same.

Remark 22. The formula

$$Z(F)=\underset{F^{}F}{}L(F^{})$$

can be inverted using inclusion-exclusion to give

$$L(F)=\underset{F^{}F}{}(1)^{|V(F)||V(F^{})|}Z(F^{}).$$

This identity has an application in random graph theory , which is why we got interested in Lemma 19 in the first place.

## 4. Main proofs.

We have now the necessary tools to prove theorem 1.

Proof of Theorem 1. By Lemma 16

$$z_n\underset{T𝒯_n}{}Z_n(T)=\underset{m=1}{\overset{n}{}}\underset{T𝒯_n}{}\underset{T^{}𝒯_m}{\overset{T^{}T}{}}L(T^{}).$$

As the function $`L`$ depends only on the number of vertices, for fixed $`m`$ the double sum $`_{T𝒯_n}_{T^{}𝒯_m}^{T^{}T}`$ is simply a multiplicity. We count this multiplicity as follows : we remove from $`T`$ the edges of $`T^{}`$, so we are left with m trees, each with a special vertex, the one belonging to $`T^{}`$. This is by definition what is called a planted forest (or rooted forest) with $`n`$ vertices and $`m`$ trees. The number of such objects is $`m\left(\genfrac{}{}{0pt}{}{n}{m}\right)n^{nm1}`$ (see for instance proposition 5.3.2 in ). Conversely, starting from such a planted forest with $`m`$ trees (each with a special vertex) and $`n`$ vertices, we can build a tree on the special vertices in $`m^{m2}`$ ways. So

$$\underset{T𝒯_n}{}\underset{T^{}𝒯_m}{\overset{T^{}T}{}}1=m^{m1}\left(\genfrac{}{}{0pt}{}{n}{m}\right)n^{nm1}.$$

Hence summation over $`m`$ gives

$$z_n=n^{n1}2\underset{2mn}{}(1)^mn^{nm1}m^{m1}\left(\genfrac{}{}{0pt}{}{n}{m}\right).$$

Simple rearrangements lead to the two equivalent formulæ in i), the first one making clear that $`z_n`$ is an integer.

To obtain the generating function in ii), we need a mild extension of the Lagrange inversion formula (see for instance section 5.4 in ), which states that if $`f(x)`$ is a formal power series in $`x`$ starting as $`f(x)=x+O(x^2)`$ and $`g(x)`$ is an arbitrary formal power series in $`x`$,

$$\left(gf^1\right)(t)=g(0)+\underset{n1}{}\frac{1}{n}\left[\frac{x^ng^{}(x)}{f(x)^n}\right]_{n1}t^n.$$

where $`[h(v)]_k`$ is by definition the $`k^{th}`$ coefficient of the formal power series $`h(v)`$.

As an immediate application, we see that if $`t=xe^x`$ then

$$x=\underset{m1}{}(m)^{m1}\frac{t^m}{m!}$$

and

$$xx^2/2=\underset{m1}{}(m)^{m2}\frac{t^m}{m!}.$$

Now we introduce $`y=te^t`$ and define a sequence $`z_n^{},n1`$ by

$$x^2+2xxe^x=\underset{n1}{}z_n^{}\frac{y^n}{n!},$$

but instead of applying directly the Lagrange inversion formula to $`y=xe^xe^{xe^x}`$, we first substitute the $`t`$-expansion (already obtained by Lagrange inversion) on the left-hand side which yields

$$2\underset{m1}{}(m)^{m2}\frac{t^m}{m!}t,$$

and then apply Lagrange inversion with $`y=te^t`$. The result is

$$\frac{z_n^{}}{n!}=\frac{1}{n}\left[e^{nt}\left(12\underset{m2}{}\frac{(m)^{m2}}{(m1)!}t^{m1}\right)\right]_{n1}.$$

Straightforward expansion of this formula shows that $`z_n^{}=z_n`$, and this proves the generating function representation in ii).

Remark 23. The derivation of ii) is quite artificial. It turns out that random graph theory gives a natural proof  using the formula mentioned in remark 22.

Proof of Corollary 2. This time we use Lagrange inversion with $`y=xe^xe^{xe^x}`$, in a contour integral representation333We include the factor $`\frac{1}{2i\pi }`$ in the symbol $``$.. So

$$\frac{z_n}{n!}=\frac{1}{n}\frac{dx}{(xe^xe^{xe^x})^n}(1+x)(2e^x),$$

where the contour is a small anticlockwise-oriented circle around the origin. For large $`n`$ we use the steepest descent method to obtain the asymptotic expansion of $`z_n`$. As $`\frac{d}{dx}xe^xe^{xe^x}=(1+x)(1xe^x)e^xe^{xe^x}`$, the saddle points of $`xe^xe^{xe^x}`$ are $`x=1`$ and the solutions to $`x=e^x`$. This equation has a unique real root, $`x_{}`$, which is positive. Numerically, $`x_{}=0.5671432904097838729999\mathrm{}.`$ On the other hand, $`x=e^x`$ has an infinite number of complex solutions, coming in complex conjugate pairs. Asymptotically, the imaginary parts of these zeroes are evenly spaced by about $`2\pi `$, while their real parts are negative and grow logarithmically in absolute value. Consideration of the landscape produced by the modulus of the function $`xe^xe^{xe^x}`$ shows that the small circle around the origin can be deformed to give the union of two steepest descent curves, one passing through $`x=1`$ and the other through $`x=x_{}`$. These two curves are asymptotic to the two lines $`y=\pm \pi `$ at $`x+\mathrm{}`$. Hence, despite the fact that the value of $`xe^xe^{xe^x}`$ is the same, namely $`1/e`$, at all the complex saddle points and at $`x_{}`$, the complex saddle points do not contribute to the asymptotic expansion of $`z_n`$ at large $`n`$. Moreover, the point $`x=1`$ only gives subdominant contributions because $`e^1e^{e^1}`$ is larger than $`1/e`$ in absolute value. So we concentrate on the asymptotic expansion around $`x_{}`$. As

$$\mathrm{log}xe^xe^{xe^x}=1\frac{(x_{}+1)}{2x_{}}(xx_{})^2+O((xx_{})^3)$$

we infer that

$$e^n\sqrt{2\pi n}\frac{dx}{(xe^xe^{xe^x})^n}(1+x)(2e^x)$$

has an asymptotic expansion in powers of $`1/n`$. Hence, by use of Stirling’s formula for $`n!`$, we conclude that $`𝔼(Z_n)=z_n/n^{n2}`$ has an asymptotic expansion in powers of $`1/n`$. The first two terms are obtained by brute force.

## Appendix A Examples of direct multiplicity counting.

This appendix gives the counting of trees and multiplicities of $`0`$ in the spectrum for trees on $`n=1,2,3`$ or $`4`$ vertices.

Example 24. For $`n=1`$ there is only one tree, , and one way to label it, giving a total of $`1=1^{12}`$ tree on one vertex. The incidence matrix is $`(0)`$, so the eigenvalue $`0`$ occurs with multiplicity $`z_1=1`$.

Example 25. For $`n=2`$ there is only one tree, , and one way to label it, giving a total of $`1=2^{22}`$ tree on two vertices. The incidence matrix is

$$\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$

so the eigenvalue $`0`$ occurs with multiplicity $`z_2=0`$.

Example 26. For $`n=3`$ there is only one tree, , and three ways to label it, giving a total of $`3=3^{32}`$ trees on three vertices. Up to permutation of rows and columns, the incidence matrix for each of these three labeled trees is

$$\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 1\\ 0& 1& 0\end{array}\right),$$

which has zero as an eigenvalue with multiplicity $`1`$ (a corresponding eigenvector is $`{}_{}{}^{t}(1,0,1)`$), so there is a total of $`3\times 1`$ zero eigenvalues, and $`z_3=3`$

Example 27. For $`n=4`$ there are two trees, ($`12`$ ways to label it), and ($`4`$ ways to label it), giving a total of $`12+4=16=4^{42}`$ trees on three vertices. Up to permutation of rows and columns, the two incidence matrices are

$$\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 1& 0\\ 0& 1& 0& 1\\ 0& 0& 1& 0\end{array}\right)\text{and}\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 1& 1\\ 0& 1& 0& 0\\ 0& 1& 0& 0\end{array}\right).$$

The first does not have $`0`$ as an eigenvalue, whereas the second has zero as an eigenvalue with multiplicity $`2`$ (corresponding eigenvectors are for instance $`{}_{}{}^{t}(1,0,1,0)`$ and $`{}_{}{}^{t}(1,0,0,1)`$), so there is a total of $`12\times 0+4\times 2`$ zero eigenvalues, and $`z_4=8`$.


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# Capture of 𝛼 Particles by Isospin-Symmetric Nuclei

## I Introduction

The astrophysical importance of $`\alpha `$ capture on target nuclei with $`N=Z`$ is manifold. In the Ne- and O-burning phase of massive stars, alpha capture reaction sequences are initiated at 24Mg and 28Si, respectively, and determine the abundance distribution prior to the Si-burning phase . Nucleosynthesis in explosive Ne and explosive O burning in type II supernovae depend on reaction rates for $`\alpha `$ capture on 20Ne to 36Ar . While many of these processes are in quasistatistical equilibrium , the reaction rates itself are important for a reliable description of nucleosynthesis in the subsequent cooling phase. An $`\alpha `$ capture chain on such self-conjugate nuclei actually determines the production of 44Ti , which contributes to the supernova light curve by the energy release from its $`\beta `$ decay to 44Ca via 44Sc. Charged-particle reaction networks have to consider $`\alpha `$-capture rates in the conditions of an $`\alpha `$-rich freeze-out , or for an extended rp-process for proper treatment of the $`\gamma `$ induced $`\alpha `$ break-up of selfconjugate nuclei . Such calculations involve also highly unstable nuclei, thus calling for a reliable prediction of the respective reaction rates.

Due to isospin selection rules, $`E1`$ $`\gamma `$ transitions with isospin $`T=0T=0`$ are forbidden. Likewise, $`M1`$ transitions will be strongly suppressed. Because of isospin conservation, only states with isospin $`T=0`$ can be populated by $`\alpha `$ capture on $`N=Z`$ ($`T=0`$) targets. This leads to a strong suppression of the $`\gamma `$ transitions in the compound nucleus and thus of the ($`\alpha `$,$`\gamma `$) cross section of self-conjugate nuclei .

Previous theoretical work used in astrophysical calculations either neglected this isospin effect  or accounted for it only in a phenomenological way with arbitrary suppression factors . In this work we want to improve on the prediction of reaction rates on isospin-symmetric targets and compare the theoretical values to newly compiled available experimental information. In section II the statistical model of nuclear reactions is introduced and the method for obtaining isospin suppression factors as well as the resulting theoretical cross sections and reaction rates are presented. Section III reviews the available experimental information and presents reaction rates newly derived from all available experimental data covering different reaction channels. A summary and conclusion will be given in Section IV.

## II The Statistical Model

### A Introduction

The majority of nuclear reactions in astrophysics can be described in the framework of the statistical model (compound nucleus mechanism, Hauser-Feshbach approach, HF; see e.g. ), provided that the level density of the compound nucleus is sufficiently large in the contributing energy window . This description assumes that the reaction proceeds via a compound nucleus which finally decays into the reaction products. With a sufficiently high level density, average cross sections

$$\sigma ^{\mathrm{HF}}=\sigma _{\mathrm{form}}b_{\mathrm{dec}}=\sigma _{\mathrm{form}}\frac{\mathrm{\Gamma }_{\mathrm{final}}}{\mathrm{\Gamma }_{\mathrm{tot}}}$$
(1)
can be calculated which can be factorized into a cross section $`\sigma _{\mathrm{form}}`$ for the formation of the compound nucleus and a branching ratio $`b_{\mathrm{dec}}`$. This branching ratio describes the probability of the decay into the channel of interest relative to the total decay probability into all possible exit channels. The partial widths $`\mathrm{\Gamma }`$ as well as $`\sigma _{\mathrm{form}}`$ are related to (averaged) transmission coefficients, which comprise the central quantities in any HF calculation.

Many nuclear properties enter the computation of the transmission coefficients: mass differences (separation energies), optical potentials, GDR widths, level densities. The transmission coefficients can be modified due to pre-equilibrium effects which are included in width fluctuation corrections  (see also , and references therein) and by isospin effects. It is in the description of the nuclear properties where the various HF models differ.

In astrophysical applications usually different aspects are emphasized than in pure nuclear physics investigations. Many of the latter in this long and well established field were focused on specific reactions. All or most ”ingredients”, like optical potentials for particle transmission coefficients, level densities, resonance energies and widths of giant resonances for predicting E1 and M1 $`\gamma `$-transitions, were deduced from experiments. As long as the statistical model prerequisites are met, this will produce highly accurate cross sections. For the majority of nuclei in astrophysical applications such information is not available. The real challenge is thus not the well-established statistical model, but rather to provide all these necessary ingredients in as reliable a way as possible, also for nuclei where none of such information is available.

### B The NON-SMOKER Code

For the calculations presented in this work we utilized the recently developed statistical model code NON-SMOKER . The current status of the code is outlined in the following.

For neutrons and protons the optical potential of Jeukenne, Lejeune & Mahaux  is used, which is based on microscopic infinite nuclear matter calculations for a given density, applied with a local density approximation. It includes corrections of the imaginary part . The potential of McFadden & Satchler  is used for $`\alpha `$ particles, which is based on extensive data. Deformed nuclei are treated by an effective spherical potential of equal volume (see e.g. ).

The level density treatment has been recently improved . Additionally, experimental level information (excitation energies, spins, parities) are included , as well as experimental nuclear masses .

The $`\gamma `$-transmission coefficients have to include the dominant E1 and M1 $`\gamma `$ transitions. The smaller, less important M1 transitions have usually been treated with the simple single particle approach $`TE^3`$ (see e.g. ). The E1 transitions are usually calculated on the basis of the Lorentzian representation of the Giant Dipole Resonance (GDR). Many microscopic and macroscopic models have been devoted to the calculation of GDR energies and widths. An excellent fit to the GDR energies is obtained with the hydrodynamic droplet model . An improved microscopic-macroscopic approach is used, based on dissipation and the coupling to quadrupole surface vibrations ; see also . Most recently it was shown  that the inclusion of “soft mode” or “pygmy” resonances might have important consequences on the E1 transitions in neutron-rich nuclei far off stability. The pygmy resonances could be caused by a neutron skin which generates soft vibrational modes . It is still under discussion whether such modes exist. As the effect is negligible for nuclei close to stability, we did not include it in the calculations presented here.

### C Inclusion of Isospin Effects

The original Hauser-Feshbach equation  implicitly assumes complete isospin mixing but can be generalized to explicitly treat the contributions of the dense background states with isospin $`T^<=T^{\mathrm{g}.\mathrm{s}.}`$ and the isobaric analog states with $`T^>=T^<+1`$ . In reality, compound nucleus states do not have unique isospin and for that reason an isospin mixing parameter $`\mu `$ was introduced , which is the fraction of the width of $`T^>`$ states leading to $`T^<`$ transitions; for complete isospin mixing $`\mu =1`$, for pure $`T^<`$ states $`\mu =0`$. In the case of overlapping resonances for each involved isospin, $`\mu `$ is directly related to the level densities $`\rho ^<`$ and $`\rho ^>`$, respectively. Isolated resonances can also be included via their internal spreading width $`\mathrm{\Gamma }^{}`$ and a bridging formula was derived to cover both regimes .

In order to determine the mixing parameter $`\mu =\mu (E)`$, experimental information for excitation energies of $`T^>`$ levels is used where available  in the code NON-SMOKER. Experimental values for spreading widths are also tabulated . Similarly to the standard treatment for the $`T^<`$ states, a level density description  is invoked above the last experimentally known $`T^>`$ level. Since the $`T^>`$ states in a nucleus ($`Z`$,$`N`$) are part of a multiplet, they can be approximated by the levels (and level density) of the nucleus ($`Z`$$``$1,$`N`$+1), only shifted by a certain energy $`E_\mathrm{d}`$. This displacement energy $`E_\mathrm{d}`$ can be calculated  and it is dominated by the Coulomb displacement energy: $`E_\mathrm{d}=E_\mathrm{d}^{\mathrm{Coul}}+ϵ`$. In the absence of experimental level information, we use the formula from Woosley & Fowler as given by  for the determination of the excitation energy of the first isobaric analog state.

The inclusion of the explicit treatment of isospin has two major effects on statistical cross section calculations in astrophysics: the suppression of $`\gamma `$ widths for reactions involving self-conjugate nuclei and the suppression of the neutron emission in proton-induced reactions. This paper focuses on the suppression of the $`\gamma `$ width in $`\alpha `$ capture reactions. Non-statistical effects, i.e. the appearance of isobaric analog resonances, will not be further discussed here.

The isospin selection rule for $`E1`$ transitions is $`\mathrm{\Delta }T=0,1`$ with transitions $`00`$ being forbidden. In the case of ($`\alpha `$,$`\gamma `$) reactions on targets with $`N=Z`$, the cross sections will be heavily suppressed because $`T=1`$ states cannot be populated in the compound nucleus due to isospin conservation. A suppression will also be found for capture reactions leading into self-conjugate nuclei, although somewhat less pronounced because $`T=1`$ states can be populated according to the isospin coupling coefficients.

In previous reaction rate calculations  the suppression of the $`\gamma `$ widths was treated completely phenomenologically by dividing the total $`\gamma `$ widths (and thus the cross section) by quite uncertain factors of 5 and 2, for ($`\alpha `$,$`\gamma `$) reactions on self-conjugate nuclei and nucleon capture reactions going into self-conjugate nuclei, respectively, regardless of the target’s nature. These empirical factors were estimated from the scarce experimental data  available at that time.

We are replacing these factors by including more isospin information into the calculation of the $`E1`$ and $`M1`$ suppression. It can be shown (see e.g. ) that $`00`$ $`E1`$ transitions are forbidden. An approximate suppression rule for $`\mathrm{\Delta }T=0`$ transitions in self-conjugate nuclei can also be derived for $`M1`$ transitions  and leads to a suppression factor of about 1/150. The total suppression of the $`E1`$ transitions would be exact if isospin were an exact quantum number, at least in the simplifying limit that the wavelength of the transition involved is large compared with the nuclear size. However, the Coulomb force mixes states of different isospin to a small extent, so the “clean” selection rule becomes a suppression factor, too. The theoretical estimate for the factor as given by Ref.  is 0.01.

Since only $`T^<=0`$ states can be populated by $`\alpha `$ capture, we need to know the mixing of these $`T^<`$ into $`T^>`$ states. Below the first isobaric analog state at $`E_\mathrm{d}`$, states should be unmixed. We describe that phenomenologically by suppressing both $`E1`$ and $`M1`$ transitions. The suppression factor $`f_{\mathrm{iso}}`$ is set equal for $`E1`$ and $`M1`$.

It is clear that the total suppression factor of the resulting $`\gamma `$ width must be related to the number of resonances in the compound nucleus. Therefore, in a straightforward way we set the suppression for $`\gamma `$ transitions from the excitation energy $`E`$ of the compound nucleus proportional to the ratio of the density of $`T=1`$ levels and the density of $`T=0`$ levels,

$$f_{\mathrm{iso}}(E)\frac{\rho ^>(E)}{\rho ^<(E)}.$$
(2)
We find a weak energy dependence of $`f_{\mathrm{iso}}`$.

### D Results

The cross sections and reaction rates for $`\alpha `$ capture were calculated for the $`N=Z`$ isotopes from Mg to Mo ($`12Z42`$). The NON-SMOKER results including the above description of isospin suppression of the $`\gamma `$ width are given in Tables VII to XII. In the next section we compare these results to experimental cross sections and rates, either directly measured or calculated from resonance parameters.

## III Comparison to experimental information

### A Experimental data

Experimental data on $`\alpha `$ capture reactions on self-conjugate nuclei 20$``$A$``$40 are rather sparse. To determine reliably the reaction rate at various stellar temperatures T9 (in GK) detailed information on the number of contributing resonances $`n`$, the resonance strengths $`\omega \gamma _i`$ (in units eV), and the resonance energies Ei (in units MeV) are necessary:

$$N_A<\sigma v>=1.5410^5A^{3/2}T_9^{3/2}\underset{i}{\overset{n}{}}\omega \gamma _ie^{\frac{11.605E_i}{T_9}},$$
(3)
with A as the reduced mass of the system. The resonance strength depends on the spin of the resonance $`J`$ and the partial widths of the entrance $`\mathrm{\Gamma }_\alpha `$ and exit channel $`\mathrm{\Gamma }_\gamma `$, and the total width $`\mathrm{\Gamma }`$

$$\omega \gamma =(2J+1)\frac{\mathrm{\Gamma }_\alpha \mathrm{\Gamma }_\gamma }{\mathrm{\Gamma }}.$$
(4)
Extensive resonance studies in the astrophysically relevant low energy range E$`{}_{\alpha }{}^{}`$1.5 MeV have only been made for 20Ne($`\alpha `$,$`\gamma `$)24Mg , 24Mg($`\alpha `$,$`\gamma `$)28Si , and also for 28Si($`\alpha `$,$`\gamma `$)32S . For the reaction 32S($`\alpha `$,$`\gamma `$)36Ar only insufficient data are available on resonances in the energy range E$`{}_{\alpha }{}^{}`$2.2 MeV . The experimentally observed level density in the compound nucleus 36Ar indicates a significantly higher number of possible resonances . Even less information is available on resonances in 36Ar($`\alpha `$,$`\gamma `$)40Ca. Resonance measurements have been performed in the energy range of the giant dipole resonance Eα=6-17 MeV. Several strong resonances have been observed and the resonance strengths were determined . Measurements at lower energies, however, Eα=3-6 MeV, did not yield any significant information on possible resonance states in this range . More experimental data are again available for the reaction 40Ca($`\alpha `$,$`\gamma `$)44Ti. Several resonances were successfully measured in the energy range Eα=2.75-4 MeV , additional measurements were performed in the energy range Eα=4-6 MeV . Again, no information is available on lower energy resonances.

Due to the lack of low energy resonance information a direct comparison of the predicted HF rates and the rates obtained by the experimental data is only of limited use. However, additional and complementary information can be gained from resonance $`\alpha `$ elastic scattering measurements and lifetime measurements which yield information about the total width $`\mathrm{\Gamma }`$ of the resonance state. More important, however, are (p,$`\alpha )`$ studies with a self-conjugate compound nucleus. These measurements yield extensive information about the existence and characteristics of possible resonances in the $`\alpha `$ capture channel. In particular reactions like 23Na(p,$`\alpha `$)20Ne , 27Al(p,$`\alpha `$)24Mg , 31P(p,$`\alpha `$)28Si  35Cl(p,$`\alpha `$)32, and 39K(p,$`\alpha `$)36Ar populate $`\alpha `$-unbound natural parity states in the self-conjugate compound nuclei and therefore complement the direct experimental information on resonances in 20Ne($`\alpha ,\gamma `$)24Mg, 24Mg($`\alpha ,\gamma `$)28Si, 28Si($`\alpha ,\gamma `$)32S, 32S($`\alpha ,\gamma `$)36Ar, and 36Ar($`\alpha ,\gamma `$)40Ca, respectively. Particularly useful is information on the resonance strength,

$$\omega \gamma _{(p,\alpha )}=\frac{2J+1}{(2j_p+1)(2j_t+1)}\frac{\mathrm{\Gamma }_p\mathrm{\Gamma }_\alpha }{\mathrm{\Gamma }}$$
(5)
with $`j_p`$ and $`j_t`$ as projectile and target spin. Combined with information on the total width

$$\mathrm{\Gamma }\mathrm{\Gamma }_p+\mathrm{\Gamma }_\alpha $$
(6)
and on the resonance strengths of the correlated natural parity (p,$`\gamma `$) resonances

$$\omega \gamma _{(p,\gamma )}=\frac{2J+1}{(2j_p+1)(2j_t+1)}\frac{\mathrm{\Gamma }_p\mathrm{\Gamma }_\gamma }{\mathrm{\Gamma }}.$$
(7)
Such information allows to fit the partial widths $`\mathrm{\Gamma }_p`$, $`\mathrm{\Gamma }_\gamma `$, $`\mathrm{\Gamma }_\alpha `$ to match the total width and the observed (p,$`\gamma `$) and (p,$`\alpha `$) strengths. The ($`\alpha ,\gamma `$) resonance strength is calculated from these values. If only partial data about (p,$`\gamma `$) or (p,$`\alpha `$) resonance strengths and the total width is available, we adopted an alpha spectroscopic factor from empirical alpha-strength studies in self-conjugate nuclei in this mass range  and calculated the $`\alpha `$ width of the level in terms of a simple potential model. If only either the total width, or one of the (p,$`\gamma `$) or (p,$`\alpha `$) strengths is available, both the alpha as well as the proton partial width need to be calculated. For the latter case the single particle spectroscopic factor was adopted from the average of the single particle strength distribution in the excitation range of this nucleus. For natural parity levels with no spectroscopic information available, the gamma width was calculated additionally. We used an average Weisskopf strength which has been matched to the known gamma strength distribution of the neighboring states to account empirically for the isospin $`\gamma `$ strength suppression in self-conjugate nuclei. Since there are no data available for proton capture on the short-lived 43Sc, the strengths of low energy resonances in 40Ca($`\alpha ,\gamma `$)44Ti are based purely on such estimates. The results are listed and compared with the available experimental data in Table I to VI. It can clearly be seen that there is systematically good agreement between the calculated and experimental resonance parameters.

### B Reaction Rates

The resonance parameters derived and discussed in the previous chapter allow us to calculate the reaction rate N$`{}_{A}{}^{}<\sigma v>`$ as a function of temperature using Equation 2. These rates are directly compared with the reaction rates N$`{}_{A}{}^{}<\sigma v>_{\mathrm{HF}}`$ based on the HF calculations with the code NON-SMOKER in Tables VII to XII. Shown is the ’experimental’ reaction rate N$`{}_{A}{}^{}<\sigma v>_{\mathrm{exp}}`$ which is based on the few directly observed ($`\alpha ,\gamma `$) resonances only. The ’empirical’ rate N$`{}_{A}{}^{}<\sigma v>_{\mathrm{emp}}`$ is calculated using Equation 2 on the basis of the extended resonance set and the associated level parameter analysis discussed in the previous section. The ratios of the ’experimental’ to the ’empirical’ rates is shown in Figs. 1$``$6. For the reactions 20Ne($`\alpha ,\gamma `$)24Mg, 24Mg($`\alpha ,\gamma `$)28Si, and 28Si($`\alpha ,\gamma `$)21S a considerable amount of experimental alpha capture data is available for higher energies , therefore at temperatures above T$``$0.3 GK the experimental rates are in good agreement with the empirical rates, only at lower temperatures the experimental rates are substantially lower due to the lack of experimental data. Only very limited data on alpha capture resonances are available for 32S($`\alpha ,\gamma `$)36Ar and 36Ar($`\alpha ,\gamma `$)40Ca, this explains the substantial deviation between experimental and empirical rate over the entire temperature range.

The ratios of the statistical model rates discussed in section II and empirical rates discussed in section III are shown in Fig. 7 for the astrophysically relevant temperature region. Except for 32Si($`\alpha ,\gamma `$)36Ar and 36Ar($`\alpha ,\gamma `$)40Ca at temperature T$`<2`$ GK the deviations remain in the range of a factor of $``$3. This is to be expected from a global statistical model calculation. Towards higher temperature ($`T3.5`$ GK) the calculation is significantly improved in respect to the empirical rate and reaches a deviation of about 30%.

Towards lower temperature two different behaviors can be identified. The ratios of the theoretical and empirical rates for 20Ne($`\alpha ,\gamma `$)24Mg and 40Ca($`\alpha ,\gamma `$)44Ti increase towards lower temperatures, whereas the other ratios first decrease and finally strongly increase at the lowest temperatures $`T0.2`$ GK (not shown in Fig. 7 as the corresponding rates are already very low and outside the temperature region of interest). In the latter very low temperature range the reaction rates are dominated by low energy resonances, E$`{}_{R}{}^{}`$1 MeV. For these resonances the $`\alpha `$ width $`\mathrm{\Gamma }_\alpha `$ is typically smaller than the $`\gamma `$ width and determines the resonance strength $`\omega \gamma _{(\alpha ,\gamma )}`$. The reduction of $`\gamma `$-strength has no influence for these states. With only a few dominating resonances the assumptions of the statistical model are not valid anymore.

For the decrease of the ratios in the temperature range $`T<3`$ GK the proper energy dependence of the optical $`\alpha `$+nucleus potential is an important factor. The slope of the ratio plotted in Fig. 7 for each reaction is sensitive to the choice of the optical potential. The use of an equivalent square well potential which neglects absorption in the Coulomb barrier leads to a slightly less steep slope. Apparently, all available $`\alpha `$+nucleus potentials in statistical model calculations cannot account for the proper energy dependence at energies close to the Coulomb barrier. This is a well-known problem in such calculations.

The cases for 20Ne($`\alpha ,\gamma `$)24Mg and 40Ca($`\alpha ,\gamma `$)44Ti seem different, there the HF predictions are larger than the empirical rate and the ratios increase monotonically towards lower temperatures. However, the HF calculation is in agreement within a factor of $``$2 for the temperature range T$``$0.4 GK with the experimental value directly derived from $`\alpha `$ capture resonances in the reaction 20Ne($`\alpha ,\gamma `$). For 40Ca($`\alpha ,\gamma `$), the empirical rate is nearly identical with the experimental rate for temperatures T=1-5 GK as can be seen from figure 6. Most of the available experimental information about natural parity states in 44Ti is based on $`\alpha `$ capture studies . Only two $`\alpha `$ unbound states at lower energies, E$`{}_{x}{}^{}`$7.5 MeV, are known from 46Ti(p,t)44Ti two-particle transfer measurements . Also the results of 40Ca(6Li,d)44Ti and 40Ca(7Li,t)44Ti $`\alpha `$-transfer measurements  indicate a fairly low level density in the excitation range of interest. Shell model calculations support the experimental results that the level density in the pf-shell nucleus 44Ti is low . The low level density in 44Ti may limit the applicability of the HF approach for calculating the reaction rate of 40Ca($`\alpha ,\gamma `$)44Ti. This is supported by the fact that a variation in the level density description employed in the statistical model calculation has a significant impact on the reaction rate of 40Ca($`\alpha ,\gamma `$)44Ti but leaves the remaining rates nearly unchanged. This high sensitivity is due to the low level density in the compound nucleus.

## IV Summary and Conclusion

In this paper we attempted to improve the statistical model description of $`\alpha `$ capture rates on self-conjugate nuclei, which are important for many nucleosynthesis processes in stellar and explosive He-burning.

The NON-SMOKER predictions presented here are typically lower than the results of previous Hauser Feshbach calculations , except for 28Si($`\alpha `$,$`\gamma `$)32S for which the present theoretical rate is higher by a factor of 1.96 (see also Table 6 in ). Those previous calculations approximated the isospin effect by simply dividing the total $`\gamma `$ width by a factor of 5 for isospin conjugated nuclei and employed equivalent square well potentials for the calculation of the $`\alpha `$ transmission coefficients. As expected, differences are larger in comparison to calculations neglecting the isospin suppression.

The statistical model rates are compared with reaction rates derived directly from experiment or calculated from resonance parameters which have been measured through different reaction channels. These rates agree reasonably well with the HF predictions in the astrophysically interesting temperature range $`1<T_9<5`$ (see Fig. 7). At lower temperatures, the differences tend to be larger, due to the increasing level spacing and the importance of single resonances.

As the isobaric energy shifts are quite different for the considered compound nuclei but the general trend in the isospin suppression of the $`\gamma `$ widths is nevertheless well reproduced in the theoretical framework, we conclude that the approach presented here is valid in the energy range of astrophysical importance. The remaining differences have to be attributed to the description of the energy dependence of other nuclear properties, such as the optical $`\alpha `$+nucleus potential or the level density.

## ACKNOWLEDGMENTS

This work was partly supported by the Swiss NSF (grant 2000-053798.98) and by the National Science Foundation (grant PHY98-03757). T. R. is a PROFIL fellow of the Swiss NSF (grant 2124-055832.98).