text:
# Multifractal behavior of linear polymers in disordered media

## I Introduction

The question of how linear polymers behave in a disordered medium has attracted much attention in recent years. The problem is not only interesting from a theoretical point of view, but may also be relevant for understanding transport properties of polymeric chains in porous media, such as in enhanced oil recovery, gel electrophoresis, gel permeation chromatography, etc. . In this context, it is useful to learn about the static or conformational properties of linear chains, modelled by self-avoiding walks (SAWs), in the presence of quenched disorder, e.g. how the surrounding structural disorder influences their spatial configuration. As a quite general model of a random medium, percolation  may be considered as the paradigm for a broad class of disordered systems and has therefore been mostly used so far.

We are interested in how the statistical behavior of SAWs on percolation clusters at criticality ($`p=p_\mathrm{c}`$) differs from their behavior on regular lattices. While the values of the exponents for SAWs on regular lattices are well established , there is no complete agreement about their values on percolation clusters at $`p_\mathrm{c}`$ . Here, we study (i) the so-called effective coordination number of the cluster, where contradicting results have been reported using different numerical techniques. Next, we consider (ii) the enhancement exponent $`\gamma `$ and (iii) the exponents $`\nu _r`$ and $`\nu _{\mathrm{}}`$ characterising the end-to-end distance of SAWs in the $`r`$\- and $`\mathrm{}`$-space metrics. Finally, we determine (iv) the values of the critical exponents describing the corresponding structural distribution functions.

We concentrate on SAWs on percolation clusters at $`p_\mathrm{c}`$ in two and three dimensions. In the literature, two distinct methods have been used for evaluating SAWs: Exact enumeration (EE) and Monte Carlo (MC) simulation. In the EE technique, all SAW configurations on a given cluster are taken into account, but only relatively short chains can be evaluated. In a MC simulation, longer chains can be studied, but inherently the ensemble of configurations remains incomplete. Here, we use the EE technique in combination with an appropriate finite-size scaling procedure to determine the relevant exponents. Since ‘infinitely’ long chains can only exist on the backbone of the cluster, where dangling ends are absent on all length scales, we study the SAWs directly on the backbone. This enables us to generate longer chains on a given cluster and to average over a larger set of different cluster configurations.

Specifically, we enumerate all possible SAW configurations of $`N`$ steps for a single backbone and study different moments of the total number of SAWs and of their end-to-end distance by averaging over many different backbone configurations. Our analysis shows that the critical exponents $`\nu _r`$ and $`\nu _{\mathrm{}}`$ do not depend on the order $`q`$ of the moments, while the enhancement exponents and the effective coordination numbers do depend on $`q`$, leading to multifractal behavior. In particular we find that the first moment of the effective coordination number $`\mu _1`$ satisfies $`\mu _1=p_\mathrm{c}\mu `$, where $`\mu `$ is the effective coordination number of the underlying regular lattice, resolving previous controversies. The mean structural distribution functions for the end-to-end distance after $`N`$ steps, both in Euclidean and topological space, are obtained numerically, supporting the expected scaling forms .

The paper is organized as follows: In Section II, we briefly review the main relevant properties of SAWs on regular lattices to illustrate the different numerical procedures employed in this work. In Section III, we present results for the total number and the mean end-to-end distance of SAWs on the backbone of the incipient percolation cluster. The corresponding distribution functions of the end-to-end distance and their scaling behavior, in Euclidean and topological space, are also discussed. Finally, in Section IV, we summarize our main results.

## II SAWs on regular lattices reviewed

In this section we illustrate the different numerical techniques we use in the following by briefly reviewing the main results for SAWs on regular lattices. The main idea is to show that our finite-size scaling employed in the later sections enables us to obtain quite accurate estimates for the critical exponents based on EE results for relatively short chains. Here, we consider the case $`d=2`$, which is particularly suitable since many results are known exactly.

### A Total number of SAW configurations $`C_N`$

The total number $`C_N`$ of SAW configurations of $`N`$ steps behaves as

$$C_N=A\mu ^NN^{\gamma 1}$$
(1)
where $`\mu `$ is the effective coordination number of the lattice, $`\gamma `$ is the universal enhancement exponent, and $`A`$ is a constant. To determine $`\mu `$, $`\gamma `$, and $`A`$, we choose to study the behavior of the quantity

$$\frac{\mathrm{ln}C_N}{N}=\frac{\mathrm{ln}A}{N}+\mathrm{ln}\mu +(\gamma 1)\frac{\mathrm{ln}N}{N}$$
(2)
as a function of $`N`$. Fig. 1 shows for the square lattice, that the values for $`\mu `$ and $`\gamma `$ obtained by fitting the EE data using Eq. (2) agree well with the accepted values reported in literature (see Table I).

### B Mean end-to-end distance and structural distribution function

The root mean square end-to-end distance of SAWs of $`N`$ steps, $`\overline{r}(N)[\overline{r^2}(N)]^{1/2}`$, averaged over all possible SAW configurations behaves as

$$\overline{r}(N)N^{\nu _\mathrm{F}}$$
(3)
with the universal exponent $`\nu _\mathrm{F}=3/4`$ in $`d=2`$ as suggested by Flory . In Fig. 2, we show values for $`\overline{r}(N)`$ versus $`N`$ obtained by EE technique . The asymptotic value for $`\nu _\mathrm{F}`$ (see also Table I) is obtained using successive slopes as shown in the inset of Fig. 2 and is in excellent agreement with the theoretical prediction.

A more detailed information about the spatial structure of SAWs is given by the distribution function $`P(r,N)`$, where $`P(r,N)\mathrm{d}r`$ is the probability that after $`N`$ steps the end-to-end distance of a chain is between $`r`$ and $`r+\mathrm{d}r`$. This quantity obeys the scaling form

$$P(r,N)\frac{1}{r}f(r/N^{\nu _\mathrm{F}})$$
(4)
and is normalized according to $`_0^{\mathrm{}}drP(r,N)=1`$. The analytic form of the scaling function $`f(x)`$ is known asymptotically:

$$f(x)\{\begin{array}{cc}x^{g_1+d},\hfill & x1\hfill \\ x^{g_2+d}\mathrm{exp}\left(cx^\delta \right),\hfill & x1\hfill \end{array},$$
(5)
where $`g_1=(\gamma 1)/\nu _\mathrm{F}`$ , $`g_2=\delta (d[\nu _\mathrm{F}1/2][\gamma 1])`$  and $`\delta =1/(1\nu _\mathrm{F})`$ . Values for these exponents are summarized in Table I. We have verified these predictions by enumerating all SAW configurations for $`N=23`$ and $`24`$ and calculating the corresponding distributions $`P(r,N)`$, from which we have extracted the different exponents (see Fig. 3). We show that a more accurate determination of the exponent $`g_2`$ compared to a simple fit using Eq. (5) can be obtained by employing a specific numerical procedure described in Appendix A (see inset of Fig. 3). The obtained values are in agreement with the theoretical predictions (see Table I).

## III SAWs on the backbone of the incipient percolation cluster

Next, we consider SAWs on the incipient percolation cluster by generating all SAW configurations directly on the backbone of the cluster. We obtain the backbone of a given cluster grown by the Leath algorithm  by randomly choosing one of the sites of the last grown cluster shell (e.g. site $`A`$ in Fig. 4) and determining the backbone between site $`A`$ and the seed of the cluster (site $`S`$ in Fig. 4) by the burning procedure described in . The SAWs start at the seed $`S`$ of the cluster. To avoid finite size effects, the chemical distance between both endpoints $`S`$ and $`A`$ of the backbone is chosen at least 20 times larger than the chemical length of the SAWs. The large ratio between both chemical lengths is needed, since close to the endpoint $`A`$, the backbone has a quasi-linear structure, which would falsify the results for the SAWs. The straightforward idea to use all sites on the last grown shell as endpoints for the backbone does not help, but introduces boundary effects in the opposite direction, since in this case the backbone coincides with the cluster near the end points; cf. .

We analyse the results for SAWs on the incipient percolation cluster by applying analogous numerical procedures on the data as described above for SAWs on regular lattices. In contrast to the case of regular lattices, on a percolation cluster two different metrics can be defined, the Euclidean metric and the topological metric. On average, the chemical distance $`\mathrm{}`$ between two backbone sites separated by the Euclidean distance $`r`$ increases with $`r`$ as

$$\mathrm{}r^{d_{\mathrm{min}}}$$
(6)
where $`d_{\mathrm{min}}=1.1306\pm 0.0003`$ in $`d=2`$  and $`d_{\mathrm{min}}=1.374\pm 0.004`$ in $`d=3`$ . Thus Eq. (6) yields the scaling relation between the two metrics, which will be used in what follows. Numerically it is found, that data obtained in $`\mathrm{}`$-space show less fluctuations (cf. e.g. ). Therefore more accurate estimates for many characteristic quantities (such as critical exponents) in $`r`$-space can be determined by studying the corresponding quantity in $`\mathrm{}`$-space and transforming it to $`r`$-space. For example, the fractal dimension of the backbone in $`\mathrm{}`$-space is $`d_{\mathrm{}}^\mathrm{B}=1.45\pm 0.01`$ in $`d=2`$ and $`d_{\mathrm{}}^\mathrm{B}=1.36\pm 0.02`$ in $`d=3`$. Using Eq. (6), this leads to the values $`d_\mathrm{f}^\mathrm{B}=d_{\mathrm{}}^\mathrm{B}d_{\mathrm{min}}=1.64\pm 0.02`$ and $`d_\mathrm{f}^\mathrm{B}=1.87\pm 0.03`$ in $`r`$-space, respectively .

### A Total number of SAW configurations: Multifractality

Due to the disordered structure of the clusters, the total number $`C_{N,\mathrm{B}}`$ of SAW configurations that are generated on a single backbone, with the seed $`S`$ of the cluster as starting point, fluctuates strongly among different backbone configurations. To characterize these fluctuations, we study the moments $`C_{N,\mathrm{B}}^q`$. A similar study on percolation clusters at criticality has been performed for ‘ideal’ chains, i.e. chains which can intersect themselves. This model leads to a non-trivial dependence on $`q`$ .

In generalizing Eq. (1), we make the ansatz

$$C_{N,\mathrm{B}}^q^{1/q}=A_q\mu _q^NN^{\gamma _q1},$$
(7)
where $`\mu _q`$ are the generalized effective coordination numbers of the backbone and $`\gamma _q`$ the generalized enhancement exponents. Results for different values of $`q`$ are shown in Figs. 5(a) and 5(b) for the square and the simple cubic lattice, respectively, employing the numerical procedure described in Section IIA. The values for $`\mu _q`$ and $`\gamma _q`$ are displayed in Fig. 6 for $`d=2`$, clearly revealing a dependence on $`q`$, reminiscent of a multifractal behavior. For large negative values of $`q`$, backbone configurations with a small number of SAW configurations $`C_{N,\mathrm{B}}`$ are singled out in the averaging procedure. We find that $`\mu _q1`$ and $`\gamma _q1`$ for $`q\mathrm{}`$, pointing to rare configurations of backbones with an almost linear shape. On the contrary, for large values of $`q`$ the averaging procedure emphasizes backbone configurations with a large number of SAW configurations $`C_{N,\mathrm{B}}`$. Since these backbones are the most compact ones, $`\mu _q`$ and $`\gamma _q`$ are strongly enlarged. Fig. 6 seems to suggest that the structure of the most compact backbones differs distinctively from the structure of a regular square lattice, as $`lim_q\mathrm{}\mu _q1.9`$, which is well below the value for $`\mu `$ on the regular square lattice, and $`lim_q\mathrm{}\gamma _q1.7`$ is well above the value for $`\gamma `$ on the regular square lattice.

These results resolve earlier controversies regarding the values for both $`\mu `$ and $`\gamma `$ for percolation obtained from MC simulations and by EE techniques. For the square lattice, for example, the values $`\mu _{\mathrm{perc}}(\mathrm{EE})=1.53\pm 0.05`$  and $`\gamma _{\mathrm{perc}}(\mathrm{EE})=1.33\pm 0.02`$  have been obtained from exact enumerations calculations, while from MC simulations the values $`\mu _{\mathrm{perc}}(\mathrm{MC})=1.459\pm 0.003`$ and $`\gamma _{\mathrm{perc}}(\mathrm{MC})=1.31\pm 0.03`$  were determined. We find $`\mu _1=1.565\pm 0.005`$, $`\gamma _1=1.34\pm 0.05`$ and $`\mu _0=1.456\pm 0.005`$, $`\gamma _0=1.26\pm 0.05`$, corresponding to the EE and MC results, respectively. This can be understood by noting that EE calculations yield by definition the whole ensemble (the so-called ‘annealed’ average), corresponding to the case $`q=1`$, i.e. the normal arithmetic average. In contrast, MC simulations intrinsicly sample only a small subset of all possible configurations, omitting rare configurations, yielding ‘typical’ subsets of the ensemble (the so-called ‘quenched’ average). This quenched average is usually described by a logarithmic average, i.e. $`C_{N,\mathrm{B}}_{\mathrm{typ}}\mathrm{exp}\mathrm{ln}C_{N,\mathrm{B}}`$, and is equivalent to the limit $`q0`$ of Eq. (7), i.e. $`lim_{q0}C_{N,\mathrm{B}}^q^{1/q}=\mathrm{exp}\mathrm{ln}C_{N,\mathrm{B}}`$. Indeed, our results are in excellent agreement, in both $`d=2`$ and $`d=3`$, with the relation

$$\mu _1=p_\mathrm{c}\mu $$
(8)
where $`\mu `$ is the effective coordination number of the underlying regular lattice, $`p_\mathrm{c}=0.5927460`$ for the square lattice  and $`p_\mathrm{c}=0.311605`$ for the simple cubic lattice . This relation, which was originally suggested in the form $`\mu _{\mathrm{perc}}=p_\mathrm{c}\mu `$ , could not be confirmed earlier on because of the different values obtained for $`\mu _{\mathrm{perc}}`$.

Because of the possible existence of rare events playing a dominant role in the average procedure, we have performed a detailed analysis of our numerical data to confirm that we have considered a sufficiently large set of cluster configurations (cf. Appendix B).

### B Mean end-to-end distances and structural distribution functions

Next, we study the scaling behavior of the distribution functions for the end-to-end distance, $`P_\mathrm{B}(\mathrm{},N)`$ and $`P_\mathrm{B}(r,N)`$, averaged over many backbone configurations, where $`P_\mathrm{B}(\mathrm{},N)\mathrm{d}\mathrm{}`$ is the probability that after $`N`$ steps the chemical end-to-end distance of a chain on a single backbone is between $`\mathrm{}`$ and $`\mathrm{}+\mathrm{d}\mathrm{}`$, and $`P_\mathrm{B}(r,N)\mathrm{d}r`$ is the analogous quantity in $`r`$-space. These distribution functions are expected to obey scaling forms similar to the one valid on regular lattices, Eq. (4), with the corresponding scaling exponents . The mean chemical end-to-end distance $`\overline{\mathrm{}}(N)`$ and the root mean square Euclidean end-to-end distance $`\overline{r}(N)\left[\overline{r^2}(N)\right]^{1/2}`$ scale with $`N`$ as

$$\overline{\mathrm{}}(N)N^\nu _{\mathrm{}}$$
(9)
and

$$\overline{r}(N)N^{\nu _r},$$
(10)
respectively. The first average is performed over all SAW configurations on a single backbone, the second average is carried out over many backbone configurations. Following Eq. (6), the exponents $`\nu _{\mathrm{}}`$ and $`\nu _r`$ are related to each other by $`\nu _r=\nu _{\mathrm{}}/d_{\mathrm{min}}`$. The numerical results for $`\nu _{\mathrm{}}`$ and $`\nu _r`$ obtained by the successive slopes technique discussed in Section II B for regular lattices are reported in Table II. As an example Fig. 7 shows the determination of $`\nu _{\mathrm{}}`$ in $`d=3`$.

Accordingly, the scaling variable in chemical space is $`\mathrm{}/N^\nu _{\mathrm{}}`$ and the mean structural distribution function, averaged over many backbone configurations, has the form

$$P_\mathrm{B}(\mathrm{},N)\frac{1}{\mathrm{}}f(\mathrm{}/N^\nu _{\mathrm{}}),$$
(11)
with the scaling function

$$f_{\mathrm{}}(x)\{\begin{array}{cc}x^{g_1^{\mathrm{}}+d_{\mathrm{}}^\mathrm{B}},\hfill & x1\hfill \\ x^{g_2^{\mathrm{}}+d_{\mathrm{}}^\mathrm{B}}\mathrm{exp}\left(c_{d,\mathrm{}}x^\delta _{\mathrm{}}\right),\hfill & x1\hfill \end{array}.$$
(12)
Equivalently, in $`r`$-space, the scaling variable is $`r/N^{\nu _r}`$, and one has

$$P_\mathrm{B}(r,N)\frac{1}{r}f(r/N^{\nu _r})$$
(13)
with

$$f_r(x)\{\begin{array}{cc}x^{g_1^r+d_\mathrm{f}^\mathrm{B}},\hfill & x1\hfill \\ x^{g_2^r+d_\mathrm{f}^\mathrm{B}}\mathrm{exp}\left(c_{d,r}x^{\delta _r}\right),\hfill & x1\hfill \end{array}.$$
(14)
Both distribution functions are normalized according to $`_0^{\mathrm{}}d\mathrm{}P_\mathrm{B}(\mathrm{},N)=1`$ and $`_0^{\mathrm{}}drP_\mathrm{B}(r,N)=1`$.

The numerical results for the distribution functions in $`d=2`$ and $`d=3`$ are shown in Figs. 8 and 9, respectively, in both $`\mathrm{}`$\- and $`r`$-space. The values for the exponents $`\nu _{\mathrm{}}`$ and $`\nu _r=\nu _{\mathrm{}}/d_{\mathrm{min}}`$ reported in Table II are used in the scaling variables. For the determination of the exponents $`g_1^{\mathrm{}}`$, $`g_2^{\mathrm{}}`$, $`g_1^r`$, and $`g_2^r`$ according to Eqs. (12) and (14), we use the previously reported values of the fractal dimensions $`d_{\mathrm{}}^\mathrm{B}`$ and $`d_\mathrm{f}^\mathrm{B}`$ . The exponents $`g_1^{\mathrm{}}`$ and $`g_1^r`$ can be estimated directly from the slope of $`f_{\mathrm{}}`$ and $`f_r`$ in the double logarithmic plots. Since $`g_1^{\mathrm{}}`$ and $`g_1^r`$ are related by $`g_1^r=g_1^{\mathrm{}}d_{\mathrm{min}}`$ , a more precise estimate for $`g_1^r`$ can be derived from the estimate for $`g_1^{\mathrm{}}`$. The determination of $`g_2^{\mathrm{}}`$ and $`g_2^r`$ is more difficult, since both exponents occur in the non-dominant part and are masked by the exponential. Therefore it requires the use of the slightly more involved numerical procedure discussed in Appendix A (see the insets of Figs. 8 and 9 for $`d=2`$ and $`d=3`$, respectively). The numerical results we obtain for $`g_1^{\mathrm{}}`$, $`g_2^{\mathrm{}}`$, $`g_1^r`$ and $`g_2^r`$ are reported in Table II. Regarding the exponential factors, our results for the exponents $`\delta _{\mathrm{}}`$ and $`\delta _r`$ are consistent, within the present accuracy, with the expressions $`\delta _{\mathrm{}}=1/(1\nu _{\mathrm{}})`$ and $`\delta _r=1/(1\nu _r)`$, respectively.

As discussed in Section II B, for regular lattices the exponents $`g_1`$, $`\nu _\mathrm{F}`$ and $`\gamma `$ are related by the des Cloizeaux relation $`g_1=(\gamma 1)/\nu _\mathrm{F}`$. Therefore, it is legitimate to ask if a similar ‘generalized des Cloizeaux’ relation holds also for SAWs in percolation. Since the enhancement exponent $`\gamma _q`$ depends on $`q`$, it is necessary to find out whether the exponents $`\nu _{\mathrm{}}`$ and $`g_1^{\mathrm{}}`$ as well as $`\nu _r`$ and $`g_1^r`$ depend on $`q`$. To this end we generalize the averages $`\overline{\mathrm{}}(N)`$ and $`\overline{r}(N)`$ to $`\overline{\mathrm{}}^q(N)^{1/q}N^{\nu _{\mathrm{}}^{(q)}}`$ and $`\overline{r}^q(N)^{1/q}N^{\nu _r^{(q)}}`$. Since this is equivalent of studying the quantities $`\left[\mathrm{}^qP_\mathrm{B}(\mathrm{},N)d\mathrm{}\right]^{1/q}`$ and $`\left[r^qP_\mathrm{B}(r,N)dr\right]^{1/q}`$, respectively, and $`P_\mathrm{B}(\mathrm{},N)`$ and $`P_\mathrm{B}(r,N)`$ scale with $`\mathrm{}/N^\nu _{\mathrm{}}`$ and $`r/N^{\nu _r}`$, also $`\overline{\mathrm{}}^q(N)^{1/q}`$ and $`\overline{r}^q(N)^{1/q}`$ must scale with $`\mathrm{}/N^\nu _{\mathrm{}}`$ and $`r/N^{\nu _r}`$, respectively. Therefore $`\nu _{\mathrm{}}^{(q)}=\nu _{\mathrm{}}`$ and $`\nu _r^{(q)}=\nu _r`$ for all $`q`$, which we confirmed numerically. Furthermore we have numerically verified that the exponents $`g_1^{\mathrm{}}`$ and $`g_1^r`$ (as well as $`g_2^{\mathrm{}}`$, $`g_2^r`$, $`\delta _{\mathrm{}}`$ and $`\delta _r`$) are independent of $`q`$. Regarding the ‘generalized des Cloizeaux’ relation, our numerical results suggest that in $`d=2`$ the relations $`g_1^{\mathrm{}}=(\gamma _{q=1}1)/\nu _{\mathrm{}}`$ and $`g_1^r=(\gamma _{q=1}1)/\nu _r`$ hold, where the, to some extent arbitrary, choice of $`\gamma _{q=1}`$ is motivated by the fact that $`q=1`$ describes the annealed case of the whole SAW ensemble. However in $`d=3`$ these relations are not satisfied by the present numerical results.

## IV Concluding remarks

We have studied structural properties of SAWs on the backbone of the incipient percolation cluster in both $`d=2`$ and $`d=3`$, applying exact enumeration techniques. Our results suggest that SAWs display multifractal behavior, caused by the underlying multiplicative process yielding an infinite hierarchy of generalized coordination numbers $`\mu _q`$ and enhancement exponents $`\gamma _q`$ describing the moments $`C_{N,\mathrm{B}}^q`$ of the total number of SAWs of length $`N`$. The present results resolve previous inconsistencies regarding the suggested relation $`\mu _{\mathrm{perc}}=p_\mathrm{c}\mu `$, where $`p_\mathrm{c}`$ is the percolation threshold of a specific regular lattice, and $`\mu `$ and $`\mu _{\mathrm{perc}}`$ are the corresponding effective coordination numbers of SAWs for the ordered case and on the incipient percolation cluster, respectively. We find that this relation is accurately obeyed on the square and simple cubic lattice by identifying $`\mu _{\mathrm{perc}}=\mu _1`$.

## Acknowledgements

We thank A. Blumen, S. Edwards and P. Grassberger for very useful discussions. Financial support from the German-Israeli Foundation (GIF), the Minerva Center for Mesoscopics, Fractals, and Neural Networks and the Deutsche Forschungsgemeinschaft is gratefully acknowledged. M.P. gratefully acknowledges the Alexander-von-Humboldt foundation (Feodor-Lynen program) for financial support.

## A Improved procedure for the determination of $`g_2`$

The procedure used for extracting the exponents $`g_2`$, $`g_2^{\mathrm{}}`$, and $`g_2^r`$, describing the scaling form of the structural distribution functions, is an improved version of the procedure by Wittkop et al.  (cf. ) and is illustrated here for the case of regular lattices. The distribution function Eq. (4) can be written as

$$P(r,N)=\frac{\mathrm{\Omega }B}{r}f(r/N^{\nu _\mathrm{F}})$$
(A1)
with $`\mathrm{\Omega }=2\pi `$ in $`d=2`$ and $`\mathrm{\Omega }=4\pi `$ in $`d=3`$ and the scaling function $`f(x)`$ defined as

$$f(x)=\{\begin{array}{cc}x^{g_1+d},\hfill & x<z\hfill \\ x^{g_2+d}\mathrm{exp}\left(bx^\delta \right),\hfill & x>z\hfill \end{array},$$
(A2)
where $`\delta =1/(1\nu _\mathrm{F})`$. The actual value of the crossover $`z`$ is determined from the numerical results. The constants $`B`$ and $`b`$ can be obtained from the normalization condition

$$_0^{\mathrm{}}P(r,N)dr=1$$
(A3)
and from the second moment

$$_0^{\mathrm{}}r^2P(r,N)dr=\overline{r^2}(N)N^{2\nu _\mathrm{F}}.$$
(A4)
Upon integration of Eqs. (A3) and (A4), one gets the exact relations

$$B=\frac{1}{\mathrm{\Omega }}\left[\frac{1}{\delta b^{(g_2+d)/\delta }}\mathrm{\Gamma }(\frac{g_2+d}{\delta },bz^\delta )+\frac{z^{g_1+d}}{g_1+d}\right]^1,$$
(A5)
where $`\mathrm{\Gamma }(u,z)`$ is the incomplete Gamma function, and

$$\mathrm{\Omega }B\left\{\frac{1}{\delta b^{(g_2+d+2)/\delta }}\mathrm{\Gamma }(\frac{g_2+d+2}{\delta },bz^\delta )+\frac{z^{g_1+d+2}}{g_1+d+2}\right\}=1.$$
(A6)
Thus, by plotting the distribution function in the case $`x>z`$ as $`yb^{(g_2+d)/\delta }(\mathrm{\Omega }B)^1rP(r,N)\mathrm{exp}\left[\left(b^{1/\delta }r/N^{\nu _\mathrm{F}}\right)^\delta \right]`$ versus $`b^{1/\delta }r/N^{\nu _\mathrm{F}}`$ in a double logarithmic plot, the exponent $`g_2`$ can be read off from the relation $`yx^{g_2+d}`$ and adjusted until the above relations Eqs. (A5) and (A6) are satisfied. This method yields much more accurate results than by directly fitting the distribution function itself. The accuracy of the result can be assessed by plotting $`y\mathrm{ln}\left[b^{(g_2+d)/\delta }(\mathrm{\Omega }B)^1rP(r,N)\left(b^{1/\delta }r/N^{\nu _\mathrm{F}}\right)^{(g_2+d)}\right]=b\left(r/N^{\nu _\mathrm{F}}\right)^\delta `$ versus $`b^{1/\delta }r/N^{\nu _\mathrm{F}}`$ in a double logarithmic plot, from which the exponent $`\delta `$ can be determined and compared with the expected value $`\delta =1/(1\nu _\mathrm{F})`$. The procedure can be extended straightforwardly to study the distribution functions $`P_\mathrm{B}(\mathrm{},N)`$ and $`P_\mathrm{B}(r,N)`$ of SAWs on the backbone of critical percolation clusters.

## B Generalized averaging procedure

To obtain an estimate of whether the ensemble $``$ of backbone configurations considered is sufficiently large in order to get convergent results, we analyse the data by a generalized averaging procedure as follows: The total ensemble $``$ containing $`n_{\mathrm{tot}}`$ backbone configurations is divided into subsets $`_i`$ containing $`n_{\mathrm{eff}}`$ configurations each. The generalized average is then defined as

$$C_{N,\mathrm{B}}_{n_{\mathrm{eff}}}^{(q)}=\left(\frac{1}{n_{\mathrm{eff}}}\underset{i=1}{\overset{n_{\mathrm{eff}}}{}}(C_{N,\mathrm{B}})_i^q\right)^{1/q}.$$
(B1)
The obtained results $`C_{N,\mathrm{B}}_{n_{\mathrm{eff}}}^{(q)}`$ depend sensitively on the different backbone configurations and display strong fluctuations, indicating that the system is not self-averaging. In order to smooth out these fluctuations, a second average is performed. This second step is a logarithmic average over the $`n_{\mathrm{tot}}/n_{\mathrm{eff}}`$ subsets

$$C_{N,\mathrm{B}}(q,n_{\mathrm{eff}})=\mathrm{exp}\mathrm{ln}C_{N,\mathrm{B}}_{n_{\mathrm{eff}}}^{(q)}=A_{q,n_{\mathrm{eff}}}\mu _{q,n_{\mathrm{eff}}}^NN^{\gamma _{q,n_{\mathrm{eff}}}1}.$$
(B2)
In Eq. (B2), the limiting case $`n_{\mathrm{eff}}=1`$ corresponds to the limit $`q0`$, while the usual average (cf. Eq. (7)) is recovered when $`n_{\mathrm{eff}}=n_{\mathrm{tot}}`$. The results for the coordination numbers $`\mu _{q,n_{\mathrm{eff}}}`$ and enhancement exponents $`\gamma _{q,n_{\mathrm{eff}}}`$ are shown in Figs. 10(a) (for $`q=1`$) and 10(b) (for $`q=2`$). A dependence of these two values on $`n_{\mathrm{eff}}`$ indicates that the given ensemble is too small to obtain the asymptotic values. If, on the contrary, the ensemble of backbone configurations is sufficiently large, then $`\mu _{q,n_{\mathrm{eff}}}`$ and $`\gamma _{q,n_{\mathrm{eff}}}`$ no longer depend on $`n_{\mathrm{eff}}`$. For $`q=1`$, this seems to be the case when $`n_{\mathrm{eff}}10^3`$, and for $`q=2`$ when $`n_{\mathrm{eff}}10^4`$.


format: text

text:
# Scalar field cosmology in three-dimensions.

## I Introduction.

Many recent works have focused attention on the issue of general relativity in $`2+1`$-dimensions . Most of them deal with two important issues: black holes and cosmology.

The main motivation for the most recent works in black hole physics came from the important discovery of the BTZ black hole . They investigate different classical and quantum properties of the BTZ and other black hole solutions , .

On the other hand, the simplicity of the theory in three-dimensions, when compared with its version in four-dimensions, is the main motivation for the works in cosmology. Most of them deal with quantum aspects of the theory, in particular the attempt to derive a wave-function for the Universe , , .

In the present work we would like to study an analytical solution to the Einstein’s equations in $`2+1`$-dimensions. The space-time is dynamical and has a line symmetry. The matter content is represented by a minimally coupled, massless, scalar field. We shall see that this solution gives rise, depending on the value of certain parameters, to three different space-times. The first one is flat space-time. Then, we have a big bang model with a negative curvature scalar and a real scalar field. The last case is a big bang model with event horizons where the curvature scalar vanishes and the scalar field changes from real to purely imaginary.

In Sec. II, we start by writing down the appropriate Einstein’s equations. A solution ($`S`$) of this set of equations has already been found, in different circumstances Ref. . We shall use $`S`$ suitably adapted to our problem.

$`S`$ is composed of few functions of the relevant coordinates and free parameters ($`p_i`$). In Sec. III, we impose conditions upon $`S`$ such that it may be interpreted as a physically acceptable solution. These conditions restrict the domains of the $`p_i`$’s, and divide $`S`$ in three distinct types of space-times, depending on the values of the $`p_i`$’s. The space-times are the ones mentioned above and we study them in great details.

Finally, in Sec. IV we summarize the main points and results of the paper.

## II Einstein-scalar equations.

We shall start by writing down the ansatz for the $`2+1`$-dimensional, dynamical, line symmetric, space-time metric as,

$$ds^2=\mathrm{\hspace{0.17em}2}e^{(N(u,v)+U(u,v)/2)}dudv+e^{2U(u,v)}dy^2.$$
(1)
where $`N(u,v)`$ and $`U(u,v)`$ are two arbitrary functions to be determined by the field equations, $`(u,v)`$ is a pair of null coordinates varying in the range $`(\mathrm{},\mathrm{})`$, and $`y`$ is a coordinate taking values over a real line: $`(\mathrm{},\mathrm{})`$.

The scalar field $`\phi `$ will be a function only of the two null coordinates and the expression for its stress-energy tensor $`T_{\alpha \beta }`$ is given by ,

$$T_{\alpha \beta }=\phi ,_\alpha \phi ,_\beta \frac{1}{2}g_{\alpha \beta }\phi ,_\lambda \phi ^{,_\lambda }.$$
(2)
where , denotes partial differentiation.

Now, combining Eqs. (1) and (2) we may obtain the Einstein’s equations, which in the units of Ref.  take the following form,

$$2U,_{uu}(U,_u)^2+\mathrm{\hspace{0.17em}2}N,_uU,_u=\mathrm{\hspace{0.17em}2}(\phi ,_u)^2,$$
(3)
$$2U,_{vv}(U,_v)^2+\mathrm{\hspace{0.17em}2}N,_vU,_v=\mathrm{\hspace{0.17em}2}(\phi ,_v)^2,$$
(4)
$$2N,_{uv}+U,_{uv}=\mathrm{\hspace{0.17em}2}\phi ,_u\phi ,_v,$$
(5)
$$(e^U),_{uv}=\mathrm{\hspace{0.17em}0}.$$
(6)
The equation of motion for the scalar field, in these coordinates, is

$$2\phi ,_{uv}U,_u\phi ,_vU,_v\phi ,_u=\mathrm{\hspace{0.17em}0},$$
(7)
Comparing the above set of non-linear, second-order, coupled, partial, differential equations (3)-(7) with the one derived in Ref. , called type $`A`$, we notice that they are identical, although the situation treated here is different from the one treated there. Therefore, we shall take as the solution of the system above Eqs. (3)-(7), the type $`A`$ space-times, obtained in Ref. . They will be introduced and studied in great details in the next section.

## III Solutions.

From our discussion in the previous section, we suitably adapt the type $`A`$ space-times of Ref.  to the present situation, and write the following solution to the system Eqs. (3)-(7),

$$\mathrm{exp}(U(u,v))t^2(u,v)=(1u^{2\eta }v^{2\mu })^2,$$
(8)
$`\mathrm{exp}(N(u,v))W(u,v)=`$ $`t^{2\delta }\left[{\displaystyle \frac{u^\eta v^\mu (1v^{2\mu })^{1/2}(1u^{2\eta })^{1/2}}{u^\eta v^\mu +(1v^{2\mu })^{1/2}(1u^{2\eta })^{1/2}}}\right]^{2\gamma }\left[{\displaystyle \frac{u^\mu (1v^{2\mu })^{1/2}}{u^\eta +(1v^{2\mu })^{1/2}}}\right]^{4a\delta _+}`$ (10)
$`\times \left[{\displaystyle \frac{v^\mu (1u^{2\eta })^{1/2}}{v^\mu +(1u^{2\eta })^{1/2}}}\right]^{4a\delta _{}}(1v^{2\mu })^{\delta _+^2}(1u^{2\eta })^{\delta _{}^2},`$
$`\phi (u,v)=`$ $`2a\mathrm{ln}t^2+\rho _+\mathrm{ln}\left[{\displaystyle \frac{1u^\eta (1v^{2\mu })^{1/2}v^\mu (1u^{2\eta })^{1/2}}{1+u^\eta (1v^{2\mu })^{1/2}+v^\mu (1u^{2\eta })^{1/2}}}\right]`$ (12)
$`+\rho _{}\mathrm{ln}\left[{\displaystyle \frac{1u^\eta (1v^{2\mu })^{1/2}+v^\mu (1u^{2\eta })^{1/2}}{1+u^\eta (1v^{2\mu })^{1/2}v^\mu (1u^{2\eta })^{1/2}}}\right]`$
where $`\mu `$ and $`\eta `$ $``$ $`\mathrm{}`$ and they are greater than or equal to $`1/2`$, $`\delta =2a^2+(31/\eta 1/\mu )/4`$, $`\gamma ^2=(11/2\eta )(11/2\mu )`$, $`\delta _+^2=11/2\eta `$, $`\delta _{}^2=11/2\mu `$, $`\rho _\pm =(1/2)(\delta _+\pm \delta _{})`$, and $`a`$ is a constant, real, number.

In terms of the new quantities $`t(u,v)`$ Eq. (8), and $`W(u,v)`$ Eq. (10), the line element Eq. (1) becomes,

$$ds^2=2W(u,v)t^{1/2}(u,v)dudv+t^2(u,v)dy^2,$$
(13)
One may notice from Eqs. (8)-(12), that for different values of $`\eta `$, $`\mu `$ and $`a`$, one has different space-times. It is also important to notice that the choice of the letter $`t`$ in Eq. (8), was not casual. We shall be able to interpret it as a time coordinate.

Observing Eq. (13), we notice that these space-times have a singularity at $`t=0`$. It is a physical singularity as can be seen directly from the curvature scalar $`R`$, and also from Ref. .

In order to show this result we start writing down the Ricci tensor that, in the present case, has the following expression ,

$$R_{\alpha \beta }=\phi ,_\alpha \phi ,_\beta .$$
(14)
From it, we may compute $`R`$ straightforwardly with the aid of Eqs. (8)-(13), finding,

$$R=\frac{8\mu \eta v^{2\mu 1}u^{2\eta 1}(4a+\delta _++\delta _{})^2}{Wt^{5/2}}.$$
(15)
Finally, taking the limit $`t0`$ in $`R`$ Eq. (15), we find that this quantity diverges at $`t=0`$. There is no other physical singularity for these space-times because $`R`$ is well defined outside $`t=0`$. We can also learn that taking the limit $`t\mathrm{}`$ of $`R`$ Eq. (15), this quantity goes to zero.

The space-times above will only be physically acceptable if $`t`$ Eq. (8) is a real, positive function and $`W`$ Eq. (10) is a real function. Therefore, only few distinct sets of values of $`\mu `$, $`\eta `$ and $`a`$ will be allowed. Each of them giving rise to a different type of space-time. It is important to note that since $`t`$ and $`W`$ are functions of ($`u`$,$`v`$), the range of these coordinates shall also be restricted.

Here we shall loose the condition that the scalar field $`\phi `$ Eq. (12), be real. We shall permit it to be purely imaginary in some space-time regions, which means that in those regions $`\phi `$ will be an example of the so-called ‘exotic matter’ .

### A Space-times.

We start now the determination of the allowed values of $`\mu `$, $`\eta `$ and $`a`$ by imposing that $`t`$ be a real, positive, function. In order to simplify our study we shall demand that $`2\mu `$ and $`2\eta `$ be integers, greater than or equal to $`1`$.

Observing the definition of $`t`$ Eq. (8), we notice that if we permit $`2\mu `$ or $`2\eta `$ to be even, for positive $`t`$, we would have very limited domains for the coordinates $`u`$ and $`v`$, respectively. Since we would like to have the biggest possible domains for these coordinates, we shall restrict our attention to odd, integer, values of $`2\mu `$ and $`2\eta `$. The positiveness of $`t`$ will also select the physically accessible space-time volume.

From the expression of W Eq. (10), we learn that the three distinct functions of $`u`$ and $`v`$, inside brackets, respectively with exponents $`2\gamma `$, $`4a\delta _+`$ and $`4a\delta _{}`$, may be negative even for positive $`t`$. Since, in order to interpret $`t`$ as a time coordinate, $`W`$ has to be positive (see Eq. (16) below), we shall eliminate these terms. The best way to accomplish this is by setting theirs exponents to zero.

With the aid of the formulae for $`\gamma `$, $`\delta _+`$ and $`\delta _{}`$, given just below Eq. (12), we understand that there are three distinct manners to set the above exponents to zero: (a) by choosing $`a=0`$ and $`2\mu =2\eta =1`$, (b) by choosing $`2\mu =2\eta =1`$, and finally (c) by choosing $`a=0`$ and either $`2\mu `$ or $`2\eta `$ equal to $`1`$. As we shall see below, these possibilities will produce the distinct sets of space-times associated to our solution.

Now, we are in the position to identify $`t`$ as a time coordinate. For positive $`W`$ and $`t`$, we may compute the norm of the quadri-vector normal to surfaces of constant $`t`$. Which gives,

$$8\eta \mu u^{2\eta 1}v^{2\mu 1}\frac{1}{Wt^{1/2}},$$
(16)
which is always negative for $`2\eta `$ and $`2\mu `$, odd, integer, numbers.

Gathering together all the conditions obtained above, we may group the solutions satisfying these conditions in three distinct sets.

#### 1 Flat space-time.

The first is empty, flat space-time, obtained for $`2\mu =2\eta =1`$ and $`a=0`$. It has the following line element, from Eqs. (8), (10) and (13),

$$ds^2=2dudv+t^2dy^2,$$
(17)
where, $`t=1uv`$.

For positive $`t`$, the coordinates $`u`$ and $`v`$ will vary in the range ($`\mathrm{}`$ , $`\mathrm{}`$), but under the condition,

$$u+v<\mathrm{\hspace{0.17em}1}.$$
(18)
The surface $`t=0`$ in this case is not a physical singularity, it is just a coordinate singularity.

#### 2 Big bang cosmology without horizons.

The solutions belonging to this set have $`2\mu =2\eta =1`$ and $`a0`$. Introducing these values in Eqs. (8), (10) and (13), we may write the following line element,

$$ds^2=2t^{4a^2}dudv+t^2dy^2,$$
(19)
where $`t=1uv`$, $`u`$, $`v`$ $``$ ($`\mathrm{},\mathrm{}`$) and satisfy Eq. (18).

The scalar field Eq. (12) is now,

$$\phi =\mathrm{\hspace{0.17em}2}a\mathrm{ln}t^2.$$
(20)
In the present case, we may see from Eq. (20) that the scalar field is always real, therefore the stress-energy Eq. (2) is always positive.

The scalar of curvature Eq. (15), is written

$$R=\frac{32a^2}{t^{(4a^2+2)}}.$$
(21)
From this expression is easy to see that $`t=0`$ is still a physical singularity for these space-times. The scalar field Eq. (20), is also singular there. Therefore, we may interpret this singularity as a big bang, for this space-time.

The dynamical nature of this space-time may be better appreciated if we re-write the line element Eq. (19) in terms of $`t`$ and $`x=uv`$,

$$ds^2=\frac{t^{4a^2}}{2}(dt^2+dx^2)+t^2dy^2,$$
(22)
where $`\mathrm{}<x<\mathrm{}`$.

#### 3 Big bang cosmology with event horizons.

The last set of space-times is determined when we set $`a=0`$ and either $`2\mu `$ or $`2\eta `$ equal to $`1`$. As a matter of definition, and without loosing the generality, let us choose $`2\eta =1`$ and $`2\mu =2n+1`$, where $`n`$ is a positive integer.

With the aid of Eqs. (8), (10) and (13), the line element of these space-times is,

$$ds^2=2\left(\frac{t}{1u}\right)^{(\frac{2n}{2n+1})}dudv+t^2dy^2,$$
(23)
where $`t=1uv^{2n+1}`$, $`u`$, $`v`$ $``$ ($`\mathrm{},\mathrm{}`$) and satisfy the condition $`u+v^{2n+1}<1`$.

Observing Eq. (23), we identify besides the singularity at $`t=0`$, another one at $`u=1`$. The second singularity is not a physical one as can be seen directly from $`R`$ Eq. (15), which for the present situation is,

$$R=\frac{4nv^{2n}(1u)^{(\frac{2n}{2n+1})}}{t^{(\frac{6n+2}{2n+1})}}.$$
(24)
Indeed, $`u=1`$ is an event horizon as we shall demonstrate below.

Since $`u=1`$ is just a coordinate singularity, there are new coordinates which let Eq. (23) regular at this event. On the other hand, in order to better understand the physical effect of the horizon and the dynamical nature of the space-time, it is more convenient to re-write the line element Eq. (23) in terms of, $`t`$ and $`x=\mathrm{\hspace{0.17em}1}+uv^{2n+1}`$. Which gives,

$$ds^2=\frac{1}{4n+2}\left(\frac{4t}{x^2t^2}\right)^{\left(\frac{2n}{2n+1}\right)}(dt^2+dx^2)+t^2dy^2.$$
(25)
Here, it is clear that we have not only the $`u=0`$ horizon, which in the new coordinates is the surface $`t=x`$, but another one at $`t=x`$. In the old coordinates this is the surface $`v=0`$.

The basic property of event horizons, is the fact that they isolate certain space-time regions from another ones . This can be demonstrated for the surfaces $`t=\pm x`$, in the following way if we restrict our attention to the $`(t,x)`$ plane.

Let us start by calling sector I, the region in the past of the horizons ($`0<t<\pm x`$, $`\mathrm{}<x<\mathrm{}`$). We also introduce the sector II, as the region to the future of the horizons ($`\pm x<t<\mathrm{}`$, $`\mathrm{}<x<\mathrm{}`$). From Eq. (25) we can see that null rays describe $`45^{}`$ or $`135^{}`$ straight lines in the ($`t,x`$) plane. Therefore, not even the light will be able to return from sector II to sector I, once it has entered it. Although $`t`$ does not change the role of time with $`x`$ after crossing the horizons, as we shall see few important facts take place there.

The scalar field Eq. (12), may be obtained for the space-times being studied, in the new set of coordinates.

$$\phi (t,x)=\frac{1}{2}\sqrt{\frac{2n}{2n+1}}\mathrm{ln}\left[\frac{(x+(x^2t^2)^{1/2}}{(x(x^2t^2)^{1/2}}\right].$$
(26)
If one inspects the expression of $`\phi (t,x)`$ Eq. (26), one notices that for $`t=0`$ it diverges. Therefore, also for the present space-times we may interpret $`t=0`$ as a big bang singularity.

In sector I, $`\phi (t,x)`$ Eq. (26) is a real function. On the other hand, in sector II the scalar field is purely imaginary. It means that in sector II, the stress-energy Eq. (2) may be negative and the scalar field will be an example of the so-called ‘exotic matter’.

Observing $`R`$ Eq. (24) we see that it vanishes in both horizons but has the same sign in sectors I and II.

Finally, If one were interested in studying quantum field theory in sector II, the resulting theory would be unitary. This is the case because there is no singularities there and, from Eq. (16), the space-times under investigation possess a global timelike Killing vector field .

## IV Conclusions.

In the present work we have studied an analytical solution to the Einstein’s equations in $`2+1`$-dimensions. The space-time was dynamical and had a line symmetry. The matter content was represented by a minimally coupled, massless, scalar field.

The Einstein’s equations for this system were identical to another one already solved in the literature. We have used the known solution ($`S`$), and studied it.

We have imposed certain conditions upon $`S`$ such that it could be interpreted as a physically acceptable solution. These conditions restricted the domains of few free parameters ($`p_i`$) of $`S`$, and divided $`S`$ in three distinct types of space-times, depending on the values of the $`p_i`$’s. The first one was flat space-time. Then, we had a big bang model with a negative curvature scalar and a real scalar field. The last case was a big bang model with event horizons where the curvature scalar vanishes and the scalar field changes from real to purely imaginary.

###### Acknowledgements.

I am grateful to A. Wang for suggestive discussions in the course of this work. I would like also to thank I. D. Soares for helpful discussions and FAPEMIG for the invaluable financial support.


text:
# Stellar Populations in the Large Magellanic Cloud from 2MASS

## 1 Introduction

Large and homogeneous data sets of near-infrared photometry for the entire LMC, a by-product of large-scale infrared sky surveys such as 2MASS Skrutskie et al. (1997) and DENIS Epchtein et al. (1997), have become available to astronomical community only recently. Cioni et al. (2000) introduced the DENIS Point Source Catalog towards the Magellanic Clouds. Here, we present the LMC data from The Two Micron All Sky Survey (2MASS).

The 2MASS has observed the entirety of the Large Magellanic Cloud and much of these data are included in the recent second incremental data release. Empirically, the photometry has signal-to-noise (SNR) ratio 10 at J, H, Ks magnitudes of 16.3, 15.3, 14.7, respectively, slightly better than the nominal survey limit. At these limits, we can observe all of the thermally-pulsing asymptotic giant branch (AGB) populations and part way down the red giant branch (RGB). The red clump, representing helium burning giants, lies $`2`$ mag below the sensitivity limit of these data. The extinction in near-infrared (NIR) is small throughout the LMC and negligible on average everywhere but the inner degree of arc. Together with the high quality of 2MASS photometry ($`\sigma _m0.03^m`$), overall zero-point stability (better than $`0.01^m`$) and with reliable identification of LMC populations, the survey is ideal for studies of spatial structure of the LMC or its evolution (see the companion paper, Weinberg & Nikolaev 2000; hereafter WN).

We describe data selection, cross-correlation with a few well-known populations, and comparison of the 2MASS color system in §2. We present a morphological analysis the color-magnitude diagram in §3. In particular, we make identifications of the Galactic and LMC populations corresponding to all features in the color-magnitude diagram, correlate these with spatial distribution, and estimate the density of LMC populations alone. The LMC giant branch is well determined and we separately identify the AGB, first-ascent red giant branch tip (TRGB), and the carbon star sequence. The luminosity function of RGB and AGB populations is derived (§4) and compared with the galactic giant-branch luminosity function. We explore the feasibility of determining the spatial dependence of metallicity using giant-branch morphology. Finally, §5 summarizes our results and discusses the implications and opportunity for future study.

## 2 Data

Our LMC field is $`250`$ sq. degrees and covers the range from $`4^h00^m`$ to $`6^h56^m`$ in right ascension and from $`77^{}`$ to $`61^{}`$ in declination (coordinates in J2000.0). The initial sample of $`7,092,894`$ sources is drawn from the Working Survey Data Base and includes possible artifacts, such as filter glints and diffraction spikes from nearby bright stars, source confusion, and detection upper-limits. The known contaminants and flux statistics are well-characterized and identified during processing Cutri et al. (1999). Eliminating artifacts and requiring detections at all bands with $`\sigma _m0.11^m`$ (SNR $`10`$) leaves $`1,246,304`$ stars. Unlike the released catalog, these data contain multiple apparitions sources because of scan overlaps. We identify the multiple entries based on 1) spatial proximity ($`|\mathrm{\Delta }r|2^{\prime \prime }`$), and 2) matching $`K_s`$-photometry ($`|\mathrm{\Delta }r|5\sigma `$). Note that this procedure differs from that of the 2MASS catalog release (see Cutri et al. 1999). Our final sample contains $`823,037`$ sources.

The spatial distribution of these stars is shown in Figure 1. The figure shows major structural components of the LMC, the bar and disk, immersed in the field of Galactic foreground. The gradient of the foreground sources (the direction to the Galactic center is indicated by an arrow) distorts the isopleths of the outer LMC disk.

The source density near the optical center of the bar (at $`\alpha =5^h24^m`$, $`\delta _{J2000}=69^{}44^{}`$) exceeds $`3.6\times 10^4`$ deg-2. The expected mean separation among sources at this density, $`\zeta =1/\sqrt{\rho }20^{\prime \prime }`$, is much greater than 2MASS resolution and therefore confusion should not be significant (see also Wood 1994). As a separate check, we have examined the source counts as the function of magnitude in dense central fields and in more sparse fields in the outer LMC. The distribution of source counts as a function of magnitude have similar shapes in both dense and sparse regions, consistent with low confusion.

We have cross-correlated our sources with the database of long-period variables (LPV) from Hughes & Wood (1990). Their sample includes 376 large-amplitude Mira-like variables and 224 smaller amlitude semi-regular variables. We find 370 ($`98.4\%`$) and 224 2MASS counterparts, respectively111The search radius extends to $`5^{\prime \prime }`$ from the listed positions of sources.. Three of the ‘missing’ large-amplitude variables are present in the raw 2MASS data, but are degraded by artifacts (two diffraction spikes and one blend). Of the remaining three, two are matched by stars of the appropriate magnitudes within $`7^{\prime \prime }`$ radius, and only one does not have any match to within $`20^{\prime \prime }`$ radius. All 134 Wolf-Rayet stars in the LMC Breysacher (1999) have been observed by 2MASS van Dyk et al. (1999).

### 2.1 $`K_s`$ vs. $`K`$ Photometry

The 2MASS photometric system is similar to CIT/CTIO system Elias et al. (1982), except that it uses $`K_s`$ band ($`2.002.32\mu \mathrm{m}`$) rather than $`K`$ band. The $`K_s`$ (‘K-short’) bandpass is described by Persson et al. (1998). It was designed to reduce the ground-based thermal background. The transmissivity curve for the filter is given in Persson et al., who also compared $`K_{CIT}`$ with $`K_s`$ photometry for a set of solar-type stars and red standards (see their Tables 2 and 3, respectively). Based on their data, the difference $`KK_s`$ shows no significant systematic trend in the color range $`0<JK<3`$. The strongest trends follow from the presence of CO-band absorption, which affects the $`K`$ filter more than the $`K_s`$ filter. The absolute value of the difference $`|KK_s|`$ is less than $`0.05^m`$ and we will assume $`K_s=K_{CIT}`$ in comparing CIT/CTIO system-based stellar sequences with 2MASS data.

### 2.2 Interstellar Reddening

One of the advantages of 2MASS as compared to optical surveys is low interstellar reddening, since extinction at $`2\mu `$m is approximately 10 times smaller than in $`V`$. The values of interstellar reddening $`E_{BV}`$ found in the literature222foreground plus LMC internal reddening fall in the range between $`0.08`$ Mateo & Hodge (1987) and $`0.20`$ Harris et al. (1997). The distribution of reddening from Harris et al. (1997) has non-Gaussian tail to high values. Greve et al. (1990) have reported values as high as $`E_{BV}=1.1`$, found from their investigation of dust in emission nebulae in the LMC. Bessell (1991) has summarized reddening determinations from photometry, stellar polarization and HI column densities to derive foreground and intrinsic mean reddening in the Clouds. He obtained typical LMC internal reddening of $`0.06`$ (with substantial variations), and foreground reddening in the range $`0.040.09`$. Galactic foreground reddening can be surprisingly large in the outer regions of the LMC: Walker (1990) reported $`E_{BV}=0.18\pm 0.02`$ at NGC 1841, about $`15^{}`$ from the optical center of the LMC. On the other hand, in the cluster GLC 0435-59 (Reticulum), $`11^{}`$ from the LMC center, the reddening is only $`E_{BV}=0.03`$ Walker (1992). Zaritsky (1999) has indicated that reddening for F and G stars in the LMC is much less than that for OB stars and derived the average $`<E_{BV}>=0.03`$ for late-type stars in the disk.

In the present study, the data are not dereddened. Rather, each diagram shows the direction and magnitude of the reddening vector for a specified value of $`E_{BV}`$. The reddening vector is based on relations from Koornneef (1982):

$$A_K=0.189E_{BV};E_{JK}=0.651E_{BV},$$

for $`R=A_V/E_{BV}=3.1`$. Information about the reddening may be obtained directly from 2MASS data from the analysis of the color-color diagram (see below).

## 3 Analysis of the Color-Magnitude Diagram

Figure 2 shows the color-color ($`JH`$ vs. $`HK_s`$) diagram of the LMC for $`823,037`$ 2MASS sources selected in §2. The diagram shows relatively few distinct features. The most prominent among them the extended ‘arm’ of the thermally-pulsing AGB stars (TP-AGB) in the upper right corner. Typical colors of LMC M giants are in the range $`0.2\text{ }<\text{ }HK_s\text{ }<\text{ }0.3`$, $`JH\text{ }>\text{ }0.8`$ Frogel & Blanco (1990). Most stars on the extended arm, with colors redder than $`JK_s=1.6`$ are carbon-rich stars Hughes & Wood (1990). Of those with the extremely red colors, $`JK_s>2.0`$, many probably possess dusty circumstellar envelopes. The sample contains $`2000`$ such sources. Their locus is consistent with the track following the reddening vector for $`HK_s>1.0^m`$. Figure 2 also shows fiducial color tracks for both giants and dwarfs from Wainscoat et al. (1992; hereafter W92). The two sequences overlap near $`HK_s=0.15`$, $`JH=0.5`$, since NIR colors of late G — early M type dwarfs are the same as colors of late F — early K type giants.

Because of the small number of features and the general compactness of the color-color diagram, its usefulness in discriminating the major populations is limited, especially in the overlap region, $`0.5<JK_s<0.8`$. However, some LMC populations which occupy distinct regions in the diagram can still be identified based of their location in the color-color plot (see Figure 2). In particular, the color-color diagram is quite useful in identifying candidate sources with large infrared excess, such as young protostars, cocoon stars, or obscured AGB carbon stars.

The color-color diagram may be used to determine the reddening distribution. The giant population forms a tight branch in near-infrared colors. The reddening direction nearly coincides with $`JK_s`$ and therefore the distribution in $`JK`$ of a sample from narrow color interval in $`JH`$ along the giant branch provides a sensitive diagnostic for reddening by dust. We considered a sample of sources in the range $`0.78<JH<0.85`$. The resulting shift of the peak is $`\mathrm{\Delta }(JK_s)<0.03`$ ($`\mathrm{\Delta }(JK_s)<0.06`$) outside (inside) of the central region, suggesting only minor reddening on average on scales larger than 0.1 square degrees.

The color-magnitude diagram (CMD) presented in Figure 3 reveals a wide variety of details. Our goal is reliable identification criteria for LMC stellar populations based on their positions in the diagram. The CMD is hand-shaped with vertically-stretched ‘fingers’ (e.g., at $`JK_s`$ colors of 0.4, 0.6, 1.1) due to varying distance modulus for both Galactic and Magellanic sources. We have identified 12 regions shown in Figure 3 that highlight distinct features of the CMD. The regions are marked A through L and enclose $`99.7\%`$ of the $`823,037`$ sources in the field. To identify stellar populations in each region, we use a combination of several techniques. The Galactic foreground contribution is modeled by a synthetic CMD based on the tabulated near-infrared model of W92. The LMC populations are identified based on the infrared photometry of known populations found in the literature. In addition, we do a preliminary isochrone analysis, where we match the features of the CMD with Girardi et al. (2000) isochrones to derive the ages of populations and draw evolutionary connections among the CMD regions. The details of our population matching procedure are given in §3.1. In addition, we use the spatial density distributions of sources in each region to better discriminate local and LMC populations. The spatial distributions for each region are shown in Figure 4.

In each panel of the figure, we plot source density contour levels of 15, 30, 60, 120, 240, 350, 480, 960, 1920, 3840, 7680, and 15000 deg-2. The contour levels are selected both to show the underlying density profiles with maximum details and facilitate the comparison among different population densities. However, due to strong variations in relative density in the CMD, not all contour levels in this sequence are displayed: in panels E and I the lowest density contour corresponds to 60 deg-2, in panels B and C the contours start from 240 deg-2, and in very dense Region D the lowest contour level is 960 deg-2.

### 3.1 Identifying Stellar Populations

The initial analysis of the CMD regions has two parts: 1) use of the spatial density distribution to estimate the location (Galaxy or LMC); and 2) use of the theoretical colors/isochrones to derive the properties of the population, such as age, approximate spectral class and distance modulus. Here we describe the procedure of identifying the populations, before examining each region of CMD in detail.

The CMD of the LMC field (Fig. 3) contains both Galactic and LMC populations. To quantify Galactic foreground, we use near-infrared model of W92, based on 8-25 micron point source counts. Galactic model of W92 has five structural components: exponential disk, bulge, stellar halo, spiral arms and molecular ring. The main contribution to the Galactic source density toward the LMC ($`l=280.5`$; $`b=32.9^{}`$) is the exponential disk. The source density due to other Galactic structural components combined does not exceed $`0.0005\%`$ in any region of the CMD. The luminosity function in W92 model is represented by a sum of stellar classes, allowing independent estimate of the contribution of each class to the CMD. Each class of source is assumed to have a Gaussian distribution,

$$N(M)\mathrm{exp}\left[\frac{(MM_\lambda )^2}{2\sigma ^2}\right].$$

To model the Galaxy, we use the first 33 classes from Table 2 of W92 (Galactic dwarfs, giants and supergiants). The remainder (AGBs, planetary nebulae, etc.) are expected to give only a small contribution to source density and thus do not affect the CMD. In the Galactic model, we use reddening parameters from Rieke & Lebofsky (1985). Dust is assumed to follow a double exponential distribution, with the radial scale length of the disk and the scale height of 100 pc. We reduced the magnitude dispersion $`\sigma `$ of each stellar class by ten to accurately represent the CMD. Reducing $`\sigma `$ results in a spiky differential luminosity function but this does not affect our application and the cumulative luminosity function remains well-approximated. Given the granularity of the model, the agreement between original W92 luminosity function and ours is acceptable. Our synthetic ‘foreground’ CMD is shown in Figure 5, along with the observed CMD of a Galactic field 333To define our Galactic field, we combined three small fields, each $`0.6`$ sq. deg. These fields were selected at the boundary of our LMC field where contamination from LMC source is minimal. At the time, other contiguous fields were not available.. The agreement between the model and observed CMD is good, with few easily explainable discrepancies. For example, the extension of the CMD at $`JK_s\text{ }>\text{ }1`$, $`K_s1314`$ is due to the population of field galaxies Jarrett (1998).

Conclusions about the LMC populations in the CMD are made based on isochrone fitting or on empirical matching of populations found in the literature to features of the CMD. We use theoretical isochrones from Girardi et al. (2000). These isochrones supersede Bertelli’s set Bertelli et al. (1994), and use updated opacities and equations of state. The isochrones follow the evolution of low- and intermediate-mass stars ($`0.15M_{}<M<7M_{}`$) from the main sequence up to the tip of the RGB or the start of the thermally-pulsing AGB. Distinct LMC populations are identified by matching morphological features of the CMD with colors of known populations from the literature. In particular, we use Cepheid colors from Madore & Freedman (1991), early M supergiant color sequence from Elias et al. (1985), and data on long-period variables from Hughes & Wood (1990). This matching is purely qualitative and is only used as a supplement. The fiducial colors of Galactic giants and supergiants from W92 model are unsuitable for LMC, since LMC has a lower metallicity compared to the Milky Way. Moved to the LMC distance, $`\mu =18.5`$, the W92 giant branch provides a poor fit to the observed RGB (see Figure 7 below).

### 3.2 Region A: Blue Supergiants, O Dwarfs

These blue-colored sources are readily identified as early type Population I stars in the LMC. This group of stars is the evidence of recent ($`<30`$ Myr) star formation. Plotting the theoretical evolutionary tracks in the CMD (Figure 6) confirms that the region is populated by blue supergiants and brightest dwarfs (ZAMS). Only the hottest and most massive dwarfs of types O3—O6 can be seen in the LMC at $`\mu =18.5`$. All other main sequence (MS) populations are too faint and fall below the limit at SNR $`=10`$ imposed for this work. The supergiant population in the region are core helium-burning stars with masses $`4\text{ }<\text{ }M\text{ }<\text{ }9M_{}`$. These stars spend most of their post-MS lifetimes as blue or red supergiants Maeder & Meynet (1989) looping between Regions A and H of the CMD (cf. Figure 6b). Region A encompasses stars which are at the blue tips of their blue loops. While crossing Regions B and C, these stars enter the instability strip and become Cepheids (see §§ 3.3, 3.4).

The spatial distribution of these objects also clearly indicates an LMC population. The distribution is rather clumpy with several richest OB associations outlining the location of spiral arms and brightest and largest HII regions (e.g., 30 Dor). The density concentrations in Fig. 4A are consistent with the well-known superassociations and Shapley’s Constellations Martin et al. (1976); van den Bergh (1981). These youngest populations do not trace the bar of the LMC, in agreement with de Vaucouleurs & Freeman (1973). Quantitative analysis of the distribution Weinberg & Nikolaev (2000) puts the centroid of the population at $`\alpha =5^h23^m`$, $`\delta =68^{}48^{}`$, about $`1^{}`$ north of the optical center of the bar.

The Galactic population of early dwarfs is readily seen in the CMD directly above Region A, blueward of Region B. The apparent magnitudes of these stars suggest a distance modulus between 5 and 10 ($`r0.11`$ kpc). In addition, this area of the CMD may also contain contribution from field blue stragglers and blue horizontal branch stars.

### 3.3 Region B: Galactic Disk F—K Dwarfs, LMC Supergiants

Region B is a vertically stretched band in the CMD with $`JK_s=0.20.5`$. This color cut isolates the main sequence turnoff of the halo ($`JK_s0.3`$) and the disk ($`JK_s0.4`$). The spatial density distribution increases toward NE corner of the field (Fig. 4B), i.e. toward the Galactic center, and indicates a predominantly Galactic population. The vertical extent in the CMD indicates a wide range of distance moduli for these stars. Based on relative population abundances in our synthetic Galactic CMD, we conclude that these sources are disk dwarfs of spectral classes in the range from late F to early K. These stars account for $`90\%`$ of the foreground source density in the region. Their position in the CMD (see Figure 6a) suggests that the dwarfs have distance moduli $`\mu =310`$ ($`r0.041.0`$ kpc). Galactic giants in the region are of types F—G, but their contribution to foreground source density is insignificant, smaller than $`5\%`$.

The distorted shape of the central isopleth in Figure 4B suggests presence of the LMC population in this region. The isopleth outlines the structure similar to the one seen in the central regions in Figure 4A. Note the overdensity near $`\alpha =5^h40^m`$, $`\delta =69^{}`$ and $`\alpha =5^h35^m`$, $`\delta =67^{}30^{}`$, marking positions of superassociations IV and V, respectively Martin et al. (1976). Based on the colors, the LMC component is comprised of young blue and yellow supergiants, corresponding to spectral types A—G. This population includes luminous blue variables and short period Cepheids ($`P\text{ }<\text{ }50^d`$). Figure 7b shows the Cepheid sequence based on PL relations for LMC Cepheids Madore & Freedman (1991). Figure 6b also shows the colors of supergiants from W92 (Table 2). In addition, Region B contains the majority ($`\text{ }>\text{ }80\%`$) of the known LMC Wolf-Rayet stars. Most LMC Wolf-Rayet stars have infrared colors in the range $`0<JK_s<0.5`$. Their numbers, however, are not significant to produce an observable effect in the CMD density.

### 3.4 Region C: Disk K Dwarfs and K Giants, Young Supergiants in the LMC Bar

Similar to B, Region C is stretched along the magnitude axis, indicating that the CMD feature is formed by sources at a range of distances. The colors of this population are in a tight range, $`\mathrm{\Delta }(JK_s)0.3`$. Our synthetic Galactic CMD suggests that most ($`70\%`$) of the observed density in this region is produced by disk K dwarfs at $`\mu <9`$ ($`r\text{ }<\text{ }600`$ pc). Disk K giants are also present in this region. Most of them have $`\mu 613`$ ($`r0.24`$ kpc). They contribute $`20\%`$ of the foreground density. The inspection of isochrones in Figure 6a suggests that Galactic giants in this region are in the evolutionary phase of red clump/horizontal branch stars. The intrinsic brightness and color of these stars ($`M_K=1.4\pm 0.1`$, $`JK_s=0.6\pm 0.1`$) make them natural candidates in this region. Because of the narrow magnitude range of the clump, the source distribution in Region C along the magnitude axis could help constrain the structure of the Galactic disk.

The LMC population in Region C (seen in Figure 4C) is slightly older than youngest supergiants in Regions A, B. The central isopleths of the figure outline the bar of the LMC and show no overdensity at the positions of superassociations, seen in previous two regions. Most of the LMC sources in Region C have $`K_s>10.5`$. The similarity in the shapes of central isopleths between Fig. 4C and 4I suggests they are lower mass young supergiants with ages $`300500`$ Myr, evolving into Region I (Figure 6a). These stars trace the bar of the Cloud Grebel & Brandner (1998). Some contribution from more massive supergiants, including longer-period Cepheids ($`P\text{ }<\text{ }100^d`$) may also be present.

### 3.5 Region D: Disk G—M Dwarfs and LMC RGB and Early AGB Stars

Region D is the most heavily populated area of the CMD: it includes more than a half of all sources in the sample. Because of its position in the CMD and the large color range it spans ($`0.25<JK_s<1.2`$), this region is also the most inhomogeneous. The spatial distribution, shown in Figure 4D shows both the foreground and LMC populations (note the distorting effect of Galactic populations on outer LMC isopleths). The observed CMD is distinctly bimodal in this region, with the red half populated by RGB and early AGB stars in the LMC, and the blue half populated mostly by G—M dwarfs in the Galaxy. The AGB stars in the red half of the region ($`JK_s>0.7`$) are in their ‘early-AGB’ (E-AGB) phase, during which the energy is produced in the thick helium shell and outer hydrogen shell is extinguished. These stars have recently passed the base of the AGB, the so-called ‘AGB-bump’ at $`K_s16`$ that marks the transition from core to shell helium burning Castellani et al. (1991). The AGB-bump was first observed by Hardy et al. (1984) in their CMD of the LMC bar. At only $`1`$ mag brighter than the horizontal branch, this feature is not visible in the CMD in Figure 3 although it is present in deeper data (Figure 10). Empirically, most stars at the E-AGB are M type (oxygen-rich).

Only foreground stars are a minor contributor to the red half of Region D. (cf. Figure 5). Galactic dwarfs in this region have $`\mu 811`$ ($`r0.41.6`$ kpc). Populations contributing insignificantly to the source density in this region include young supergiants, Cepheids, intermediate mass red stars in the vertically extended red clump (VRC; see §3.10).

### 3.6 Region E: Upper RGB and Tip of the RGB

Region E covers the upper RGB and includes the tip of the RGB (see §4). Most of these stars are on the first-ascent red giant branch; they have degenerate helium cores and hydrogen burning shells. The majority of these stars have ages anywhere between $`1`$ and $`15`$ Gyr old. The tip of the RGB is defined the helium flash, the ignition of the degenerate helium core in old (low-mass) stars (Renzini & Fusi Pecci 1989). Stars at the TRGB ignite helium in their cores and evolve rapidly to the horizontal branch. The region also contains a significant fraction of AGB stars in transition from E-AGB to TP-AGB, the stage at which the outer hydrogen shell is re-ignited Iben & Renzini (1983). During thermal pulses, the star begins alternating between hydrogen and helium shell burning. The transition from E-AGB to TP-AGB is theoretically predicted to occur near the TRGB. While on the TP-AGB, these stars may also experience the shorter-term atmospheric pulsations that lead to Mira-type variability. Analysis of MACHO data Alves et al. (1998); Wood (1999) suggests that essentially all stars brighter and redder than the TRGB are variable. Most of the E-AGB stars in this region are M stars. Extrapolated to brighter magnitudes, the sequence of oxygen-rich AGB stars extends to Regions F and G (§§3.7, 3.8).

Stars in this region of the CMD carry the most weight in our analysis of the RGB+AGB luminosity function (see §4). Their spatial distribution is relatively smooth, showing strong disk and bar components. Note the absence of significant foreground population in Figure 4E: the outer contours are elliptical in shape. A small fraction of foreground sources in this region is due to disk M dwarfs. Their density is steadily increasing toward fainter magnitudes (cf. Figure 5).

### 3.7 Region F: O-Rich AGBs

Region F contains primarily oxygen-rich AGB stars of intermediate age ($`\text{ }>\text{ }1`$ Gyr) that are the descendants of stars in Region E (note the similarity between Fig. 4E and 4F). These are E-AGB and TP-AGB stars. The outer CMD isopleth in this region (Figure 3) is distorted and extends into Region J and indicates the presence of carbon stars in this region. During thermal pulses, the outer convective envelope may reach into the region where He has been transformed into C and bring carbon-enriched material to the surface. This dredge-up process leads to an increase in C/O ratio, and M stars in Regions F and G may become carbon stars. In the CMD, carbon stars form a ‘branch’ with redder colors, $`JK_s\text{ }>\text{ }1.4`$ (see §3.11). Some fraction of Region F stars are LPVs (see Figure 8) and reddened supergiants. Figures 4F and G do not show isopleths due to a Galactic population. The Galactic component in these regions are negligible because it is both too bright and too red for disk M dwarfs and too faint for Galactic AGB stars.

### 3.8 Region G: AGB Stars

Region G contains the most massive stars with degenerate C/O cores. This is a population of young AGB, post core-helium burning stars with initial masses between about 5-8 solar masses. These are too short-lived to become carbon stars ($`0.11`$ Gyr old), but not massive enough to become red supergiants. Similar to Region F, this region also includes LPVs (Figure 8). The period-color relation for oxygen-rich Miras derived from Feast et al. (1989) rather closely traces the young AGB branch of the CMD outlined by Regions F and G Weinberg & Nikolaev (2000). Region G lies at bright enough apparent magnitudes that the foreground density of M dwarfs is low, even in comparison to the relatively small number of O-rich luminous AGB stars in the LMC.

### 3.9 Region H: LMC K—M Supergiants, Galactic M Dwarfs, K—M Giants

Panel H of Figure 4 reveals an LMC population. The spatial distribution is similar to the distribution of young OB stars (Region A), suggesting that these objects are also relatively young. At $`\mu =18.5`$, these stars are too bright to be normal M giants. Based on their near infrared colors, we identify the Region H sources as supergiants of M type. They trace the spiral structure of the LMC and do not show significant overdensity in the bar of the Cloud, consistent with a young population. The masses of these stars are believed to be $`29`$ solar masses Bertelli et al. (1985). In the evolutionary sequence, these stars are descendants of stars in Region A (note the similarity between corresponding panels in Figure 4). These stars are also the high mass extension of the VRC.

In Figure 8, we plot the observed colors of M1—M4 supergiants from the sample of Elias et al. (1985). The colors of their sample occupy a portion of Region H, supporting our identification. The Galactic foreground consists of roughly equal contributions from disk K—M giants and M dwarfs, but their overall contribution to the source density in the region is only a few percent. This is confirmed by the absence of the Galactic isopleths in Figure 4H.

### 3.10 Region I: LMC Intermediate-Mass Red Supergiants, Galactic K—M Dwarfs

Region I is located at the center of the CMD, at $`0.7JK_s1.0`$. The observed overdensity in the CMD is associated with the vertically extended red clump (Zaritsky & Lin 1997). This feature consists of intermediate mass stars and is the low-mass extension of the red supergiants (Region H). The VRC extends upward from the red clump at $`K_s17`$ and becomes visible in the CMD near $`K_s=13.5`$. At the this point, the redward slope of the RGB is sufficient to distinguish the VRC.

The spatial distribution is dominated by the bar and shows traces of the spiral structure. We conclude that this LMC population is young, with the age $`\text{ }<\text{ }500`$ Myr. The major LMC contributors to the source density in this region are K and M supergiants. This is supported by the overall similarity of LMC isopleths in Figures 4I and 4H, and also the fact that Region I is at the extension of Region H to fainter magnitudes and lower masses. Figure 8 shows K and M type Miras and SR variables in the sample of Hughes & Wood (1990). A significant fraction of their variables falls in this CMD region suggesting that some of these 2MASS stars also are variables.

The distribution in Figure 4I also reveals foreground populations. The Galactic foreground consists of M and late K dwarfs. Galactic giants contribute less than 5% of the foreground density. The dwarfs are located in the disk, with distance moduli $`\mu =58`$ ($`r0.10.4`$ kpc; Figure 6). The contribution from the Milky Way halo is smaller than 0.0005% by number for this and for all other regions of the CMD.

### 3.11 Region J: Carbon Stars in the LMC

At $`JK_s\text{ }>\text{ }1.4`$, Region J sources are primarily carbon-rich TP-AGB stars. These stars are descendants of oxygen-rich TP-AGBs in Regions F and G. Their outer layers are enriched in C through convection from stellar interior. As mentioned in §3.6, most of these stars are long-period variables. The variability cannot be determined based on single epoch 2MASS data, but the well-defined sequence motivates a follow-up campaign. Figure 8 shows the sample of C-rich LPVs from Hughes & Wood (1990) overplotted on the 2MASS CMD. The contamination by M-type LPVs is small. The spatial distribution of C stars in the field is similar to the distribution of their precursors (Figs. 4F). The distribution is rather smooth and shows a loop of stellar material444The feature to the SE of the bar in Figure 4J, near $`\alpha 5^h50^m`$, $`\delta 73^{}`$ represents a hole in the disk., which has been described by Westerlund (1964). The loop is the extension of the main northern spiral arm circling the main body of the system and returning toward the bar after a nearly complete turn.

Sources in this region of the CMD offer the best opportunity to study the three-dimensional structure of the LMC for two reasons. First, the spatial coverage of the Cloud achieved by 2MASS is total and allows to probe the entire LMC. Second, as long-period variables, Region J stars are potentially good standard candles, since their intrinsic luminosity can be characterized based on their period or color. Given the selection efficiency555owing to their extremely red colors, these stars are uncontaminated by other populations and easily quantifiable intrinsic brightness through the period-luminosity-color relation (e.g., Feast et al. 1989), these stars are excellent probes of the LMC structure along the line of sight. Preliminary results (WN) indicate that the width of the intrinsic brightness distribution is smaller than $`\sigma _M=0.2`$ magnitudes in a narrow color range, $`\mathrm{\Delta }(JK_s)0.1`$. At this accuracy, these standard candles can resolve features in the LMC at $`\mathrm{\Delta }r4.5`$ kpc. 2MASS detected approximately $`10^4`$ potential carbon LPVs and these are sufficient to attain a reasonable confidence level in the inferred spatial structure. In Weinberg & Nikolaev (2000), we present our study of the three-dimensional structure of the LMC.

### 3.12 Region K: Dusty AGBs

An extension of Region J, Region K contains extremely red objects. We identify them with obscured AGB carbon-rich stars. Their large $`JK_s`$ colors are due to dusty circumstellar envelopes ($`E_{BV}\text{ }>\text{ }1`$). The latter is confirmed by the appearance of their spatial and CMD distributions: (1) Figure 4K shows traces of the spiral structure outlined by these sources; and (2) the distribution in the CMD spreads from the end of Region J in the direction of reddening vector. Matching with existing near infrared photometry of obscured AGB stars in the LMC Zijlstra et al. (1996); van Loon et al. (1998) shows that most of these sources are indeed in this region of the CMD. Other extremely red populations could also be found here, e.g. ‘cocoon’ stars Reid (1991), or OH/IR stars Wood et al. (1992); van Loon et al. (1998). In addition, two of the known LMC protostars, N159-P1 and N159-P2 Jones et al. (1986) also fall in this region.

### 3.13 Region L: Reddened LMC M Giants, Galactic M Dwarfs and 2MASS Galaxies

Stellar sources in Region L are reddened M giants in the LMC and a small number of reddened Galactic M dwarfs. However, a significant number of sources in this region are background galaxies. The predicted CMD density in Region L due to Galactic stars is too low even after the decrease in the photometric quality near the flux limit has been taken into account; the decreasing signal-to-noise ratio causes the apparent widening of the contour levels (see Figure 5). According to Jarrett (1998), more than $`90\%`$ of 2MASS galaxies have colors redder than $`JK_s=1`$.

The spatial distribution of sources (Figure 4L) shows some overdensity toward the center of the LMC. The densest part of the diagram corresponds to the position of 30 Doradus complex. Traces of spiral structure of the LMC are also visible. Based on their colors, these sources are heavily obscured RGB stars in the LMC: they lie in the direction of the reddening vector from the RGB. The inferred reddening for these sources, $`E_{BV}0.5`$, is consistent with the extended tail of the LMC reddening distribution Harris et al. (1997). Region L also includes contribution from massive ($`>10M_{}`$) protostars and ultra-compact H II regions, see Figure 8.

A population of dwarfs is implied by the outer isopleths of Figure 4L that show the increase in the direction of Galactic center. These are local M dwarfs in the disk of the Milky Way, with $`\mu 58`$ ($`r100400`$ pc).

## 4 Luminosity Function of LMC RGB and AGB Populations

We derive the LMC giant branch luminosity function (LF) from the color-magnitude diagram after subtracting Galactic foreground. Since we did not have the access to Galactic data at the time, the foreground contribution was estimated from three small fields located at the edges of our LMC field. We then scaled the resulting foreground CMD to the entire LMC field by using the estimate for the number of Galactic sources from our synthetic model. Figure 9a shows the field CMD for LMC populations only, after subtracting Galactic foreground. The expected Galactic source counts is $`4\times 10^5`$ or about $`50\%`$. The uncertainties in the observed CMD and in the Galactic model result in negative density regions (dotted contours) in Figure 9. The average negative density is $`10^{3.2}`$ mag-2.

The luminosity function of the LMC giants is obtained by projecting the color-magnitude diagram perpendicular to the giant branch ridge line. The function is normalized to unity. Numerical values for the RGB luminosity function are given in Table 1 and shown in the inset to Figure 9. A strong feature of the LF is a significant excess at $`K_s12.5`$, due to the TRGB. From the analysis of the derivative of the apparent luminosity function, we derive the position of the TRGB at $`K_s=12.3\pm 0.1`$. Brightward of the TRGB, the number of RGB stars drops off. The increase in the number density at the faint end, $`K_s\text{ }>\text{ }14`$, is due to the increased contribution from Galactic M dwarfs (cf. Fig.5). At the bright end of the magnitude range, $`11<K_s<12`$, the luminosity function is nearly constant. It is also well above the expected number from extrapolated RGB counts. The fraction of RGB stars is small in this magnitude range and most of the stars contributing to the LF are on the AGB. As discussed above (§3.7), these stars tend to be oxygen-rich, but carbon-rich AGBs (and LPVs) are also present.

We select two $`2^{}\times 1^{}`$ fields, one near the optical center of the bar, and the other one at $`\alpha =93^{}`$, $`\delta =67.5^{}`$ (J2000.0), near the outer loop, to compare the observed M giants luminosity functions in distinct LMC environments. The outer field is probing the LMC’s outer loop delineated by the evolved stars (see §3.11). For each of the fields, we subtract the estimated Galactic foreground density scaled to the surface area of the fields. Similar to Fig. 9a, inaccuracies in both observations and models produce negative density regions. However, the average negative density in these regions is small compared to the giant branch, only $`10^{0.4}`$ mag-2 for bar region and $`10^{0.5}`$ mag-2 for loop field. Comparing the two CMDs qualitatively, we note that contribution of young OB stars and supergiants, at $`JK_s\text{ }<\text{ }0.2`$, appears stronger in the central regions of the LMC. Even though the luminosity functions in the respective fields appear different, careful analysis shows that the difference is superficial: $`\chi ^2/`$d.o.f.$`0.2`$, which gives no motivation to entertain any difference in the parent populations. The bar LF is similar to the luminosity function of the entire field (Figure 9a), which is not surprising because the source density in the LMC field is dominated by the LMC bar. The bar luminosity function also has a pronounced TRGB at $`K_s12.3`$ and excess number density due to AGBs at $`11<K_s<12`$. The sharp increase due to Galactic M stars, seen in Figure 9a at $`K_s\text{ }>\text{ }14`$, has disappeared in the bar field, because we have boosted the ratio of LMC/Galactic counts by narrowing down the field to the area of greatest LMC density. The off-bar LF shows only a mild increase in the source counts at the location of TRGB, but has the same, roughly constant profile at $`K_s<12`$, due to the AGB population, visible in the other two luminosity functions. To quantify both LFs, we present their numerical values in Table 1. The luminosity functions are given in relative units, normalized to unity. The table also gives the source counts for the LMC giant branch. For the entire LMC field we present the total counts per magnitude bin, and for the two smaller fields we give stellar density (counts mag-1 deg-2).

We fit theoretical isochrones Girardi et al. (2000) to each giant branch in Figure 9 to test for differences in metallicity between central and outer parts of the LMC. We chose $`20`$ equally-spaced grid points in $`K_s`$ magnitude between $`14.3`$ and $`12.3`$ and compute the peak in the distribution in $`JK_s`$ at these fixed $`K_s`$ points. The difference between an isochrone (model) and the RGB (data) is characterized by the cost function (mean integrated square error):

$$f=\underset{j}{}[(JK_s)_{j,RGB}(JK_s)_{j,iso}]^2+w[K_s^{TRGB}12.3]^2,$$
(1)
where the second term is weighted measure of the match between theoretical magnitude at helium flash and observed TRGB. The weight $`w`$ is an adjustable parameter on the order of unity. The cost function (1) is minimized on a grid of parameter values, where the free parameters are the log-age $`\tau `$, metallicity $`Z`$, distance modulus $`\mu `$ and average reddening $`E_{BV}`$. The best fit isochrones are as follows: $`(\tau ,Z,\mu ,E_{BV})=(9.8\pm 0.3,0.004_{0.001}^{+0.002},18.45\pm 0.11,0.21\pm 0.07)`$ for the central field and $`(\tau ,Z,\mu ,E_{BV})=(9.8\pm 0.4,0.004_{0.001}^{+0.002},18.50\pm 0.13,0.13\pm 0.09)`$ for the outer field (all errors statistical). These results imply an age range for RGB populations from $`3`$ to $`13`$ Gyr with an average of $`6`$ Gyr. The slope degeneracy of the isochrones in the RGB makes specific tests of star formation history difficult. In particular, our preliminary RGB isochrone analysis cannot distinguish between a continuous and single/multiple burst star formation history of the Cloud prior to approximately $`4`$ Gyr ago. Overall, our results do not indicate a radial metallicity gradient and provide only marginal evidence for larger reddening in central fields. The absence of strong metallicity gradients in the LMC is in agreement with results of Olszewski et al. (1991), who found no evidence for abundance gradient for cluster system. Constant C/M star ratio across the face of the LMC Westerlund (1997) and Cepheid abundances Harris et al. (1983) also support this result. Our results imply the range of abundances for field populations $`0.8<`$\[Fe/H\]$`<0.5`$, which is in good agreement with the mean abundance \[Fe/H\]$`=0.58\pm 0.05`$ (systematic) $`\pm 0.30`$ (statistical) for the inner LMC disk Cole (1999). Our results agree with the disk abundance \[Fe/H\]$`=0.7`$ Cowley & Hartwick (1982), and with results of Bica et al. (1998), who derived the range $`1.1<`$\[Fe/H\]$`<0.4`$ with the average $`<[`$Fe/H$`]>=0.61\pm 0.11`$ from fields in the outer disk of the LMC.

The adopted detection threshold (SNR $`=10`$; §2) leads to the effective completeness limit of $`K_s14.3`$ in our data (cf. Figure 3). With this flux level, only the upper RGB is visible, leaving out both the AGB-bump at $`K_s16`$ and the red clump at $`K_s17`$. To resolve the giant branch down to $`K_s1617`$, we use 2MASS engineering data, which includes six LMC scans, positioned as shown in Figure 10. Each of the ‘deep’ scans has six times the standard exposure.

The color-magnitude diagram of the deep data is shown in Figure 11. Total number of sources in the diagram is $`87,093`$, of which $`69,878`$ ($`80\%`$) are in the three bar scans. Because of the bar dominance in deep data, the CMDs of the entire deep sample and the bar scans (Figs. 11a and 11b, respectively) are similar. The increased sensitivity reaches the AGB-bump at $`JK_s=0.7`$, $`K_s=15.8`$, but still shy of the red giant clump. As with the main dataset, we quantify the deep RGB population by fitting isochrones. The resulting best fit parameters are $`Z=0.004_{0.001}^{+0.002}`$, $`\tau =9.7\pm 0.3`$, $`\mu =18.50\pm 0.12`$, $`E_{BV}=0.19\pm 0.08`$. The uncertainties here are statistical errors, derived from the shape of the $`\chi ^2`$ surface near minimum. The range of ages for RGB populations inferred from the deep data is similar to that derived for the main data set: from $`3`$ to $`10`$ Gyr, with the average of $`5`$ Gyr. The other parameters are also consistent with the values derived from the regular 2MASS data. These estimates are in good agreement with recent results in the literature, e.g., the average reddening $`E_{BV}=0.20`$ Harris et al. (1997); the LMC distance from Key Project, $`\mu =18.5`$ Mould et al. (1999); the LMC distance from TRGB, $`\mu =18.59\pm 0.09`$ Sakai et al. (1999).

## 5 Summary

In this paper, we analyzed the near-infrared CMD of the Large Magellanic Cloud and identified the major stellar populations. The populations are identified based on isochrone fitting and matching the theoretical CMD colors of known populations to the observed CMD source density. Tables 2 and 3 summarize the contents of the CMD regions.

The main points of this preliminary analysis of 2MASS data are the following:

* The quantity and the quality of 2MASS data allow unprecedented look at the entire LMC. 2MASS has produced a rich sample of LMC sources, a few million stars, with the photometric accuracy of 3-4%. $`JHK`$ 2MASS photometry is potentially useful for studying the star-formation history of the Cloud. Cross-correlating 2MASS database with existing catalogs will provide homogeneous and accurate IR photometry of supergiants (Sanduleak catalog), Wolf-Rayet stars (Breysacher catalog), Cepheids (OGLE and EROS datasets), LBVs and LPVs;
* The color-color diagram is generally ill-suited to distinguish between giant (III) and dwarf (V) populations, especially in the color range $`0.5JK_s0.8`$. Nevertheless, the diagram may be useful in identifying some candidate LMC objects with infrared excess, such as obscured AGB stars, B\[e\] stars, or LMC protostars. In addition, the distribution of $`JK_s`$ colors of a population in a narrow $`JH`$ color range is a sensitive reddening test;
* Major populations can be identified based on the comparison of observed CMD features with theoretical positions of known populations. Isochrone overplotting provides tentative age and metallicity estimates. We identify a substantial LMC population of AGBs ($`\text{ }>\text{ }10^4`$ sources), and obscured AGBs ($`2000`$ sources);
* The luminosity function of the LMC giants is determined and tabulated. We find the RGB tip at $`K_s=12.3\pm 0.1`$. Our preliminary analysis of luminosity functions in two test fields suggest that luminosity function is the same in the bar and the outer regions of the Cloud;
* Fitting isochrones to the location of the giant branch (including TRGB) gives metal abundances consistent between fields. In particular, we derive average metallicity $`Z=0.004_{0.001}^{+0.002}`$ for our fields. Analysis of deep data gives the same average metallicity. Our results confirm the absence of strong radial metallicity gradient in the field populations of the LMC;
* The estimates of the distance modulus obtained from our isochrone fits to the RGB, are consistent with each other and the most recent results in the literature. The average reddening is marginally different between the bar and the outer field, the $`E_{BV}`$ for the bar field being greater. Distance modulus and reddening estimates from the analysis of deep data produces similar values;
* The ages of dominant RGB populations fall in the range from $`3`$ to $`13`$ Gyr, with the average age $`6`$ Gyr. Isochrone fits to the deep data produce similar age interval, from $`3`$ to $`10`$ Gyr, with the average age $`5`$ Gyr. A more detailed isochrone analysis is required to draw conclusions about the history of star formation in the LMC prior to $`34`$ Gyr ago;
* Carbon-rich long-period variables are noted as potential standard candles. Due to their significant numbers and narrow luminosity range (which may be parametrized through a period-luminosity or luminosity-color relations), these stars are ideally suited for studying the structure of the LMC along the line of sight.

## Acknowledgements

It is a pleasure to thank Andrew Cole for his insightful comments and numerous suggestions which lead to improvement of the paper. We are grateful to Michael Skrutskie for his careful reading of the manuscript. We also thank Shashi Kanbur for discussions regarding pulsating variables and Peter Wood for advice on long-period variables. This publication makes use of data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center, funded by the National Aeronautics and Space Administration and the National Science Foundation.