text:
# Discrete Phase Integral Method for Five-Term Recursion Relations

## I Introduction

The purpose of this paper is to develop the formalism of the discrete phase integral (DPI), or Wentzel-Kramers-Brillouin method, for cases where the recursion relation involves five terms. Previous use of this method has, as far as we are aware, been limited to three-term recursion relations . Surprisingly, the extension to five terms is not routine, and entails novel physical and mathematical considerations. Further, once this extension is understood, no additional concepts are required in dealing with recursion relations involving still more terms.

The physical problem which led the author to consider this extension concerns the magnetic molecular cluster  \[(tacn)6Fe8O2(OH)12\]8+ (or just Fe8 for short). This molecule has a total spin $`J=10`$ in its ground state, and crystallizes into a solid where the cluster has an approximate $`D_2`$ symmetry. The interaction between molecules is very weak, and the low temperature spin dynamics of a single molecule are well described by the Hamiltonian

$$=k_2J_z^2+(k_1k_2)J_x^2g\mu _B𝐉𝐇.$$
(1)
Here, $`𝐉`$ is a dimensionless spin operator, $`𝐇`$ is an externally applied magnetic field, and $`k_1>k_2>0`$. (Experiments reveal $`k_10.33`$ K, and $`k_20.22`$ K.)

The spectrum of the Hamiltonian (1) shows some extremely interesting features as a function of the applied field $`𝐇`$. In particular, one finds a large number of diabolical points  in the $`H_x`$-$`H_z`$ plane , which have also been seen experimentally . Exactly as in the spectrum of a particle confined to a triangular box , some of the diabolical points (those arising when $`𝐇\widehat{𝐱}`$ or $`𝐇\widehat{𝐳}`$) can be related to a geometrical symmetry , but others can not. The problem was first studied  by instanton methods when $`𝐇\widehat{𝐱}`$, but this method is much harder to apply for general field orientations, and the phase integral method proves to be simpler. The existence of diabolical points turns out to depend critically on having five terms in the recursion relation that we shall describe shortly, and three terms would never lead to such points. The calculations which pertain specifically to Fe8 are described elsewhere , but it seems worthwhile to present the formal aspects of the work separately, as they are more generally applicable.

### A Heuristic discussion of the DPI approximation

It is useful to continue with the above example in order to introduce the DPI method. The starting point of the procedure is to write Schrödinger’s equation in the $`J_z`$ basis. Let $`|\psi =E|\psi `$, $`J_z|m=m|m`$, $`m|\psi =C_m`$, and $`m||m^{}=t_{m,m^{}}`$. Then,

$$\underset{n=m2}{\overset{m+2}{}}t_{m,n}C_n=EC_m.$$
(2)
The diagonal terms ($`t_{m,m}`$) in the above equation arise from the $`J_z^2`$ and $`J_zH_z`$ parts of $``$, those off-diagonal by one ($`t_{m,m\pm 1}`$) from the $`J_xH_x`$ and $`J_yH_y`$ parts, and those off-diagonal by two ($`t_{m,m\pm 2}`$) from the $`J_x^2`$ part.

The DPI method is applicable to a recursion relation such as (2) whenever the $`t_{m,m\pm \alpha }`$ ($`\alpha =0,1,2`$) vary sufficiently slowly with $`m`$. A physical analogy may be made with an electron hopping on a lattice with on-site energies $`t_{m,m}`$ and nearest-neighbor and next-nearest-neighbor hopping terms $`t_{m,m\pm 1}`$ and $`t_{m,m\pm 2}`$. If these quantities were independent of $`m`$, the solutions to Eq. (2) would be Bloch waves $`C_m=\mathrm{exp}(iqm)`$, with an energy

$$E=w_m+2t_{m,m+1}\mathrm{cos}q+2t_{m,m+2}\mathrm{cos}2qE(q),$$
(3)
where we have written $`w_mt_{m,m}`$ to highlight the physically different role of the on-site energy from the hopping terms. We shall use the notations $`w_m`$ and $`t_{m,m}`$ interchangably. If for fixed $`\alpha `$, the $`t_{m,m+\alpha }`$ vary slowly with $`m`$ (where the meaning of this term remains to be made precise), we expect it to be a good approximation to introduce a local Bloch wavevector, $`q(m)`$, and write $`C_m`$ as an exponential $`e^{i\mathrm{\Phi }}`$, whose phase $`\mathrm{\Phi }`$ accumulates approximately as the integral of $`q(m)`$ with increasing $`m`$, in exactly the same way that in the continuum quasiclassical method in one dimension, one writes the wavefunction as $`\mathrm{exp}(iS(x)/\mathrm{})`$, and approximates $`S(x)`$ as the integral of the local momentum $`p(x)`$.

It is obvious that the above approximation will entail the replacement of various sums by integrals, and to that end, we introduce smooth functions $`t_\alpha (m)`$ of a continuous variable $`m`$ as extensions of $`t_{m,m+\alpha }`$ such that whenever $`m`$ is an integer ,

$$t_\alpha (m)=(t_{m,m+\alpha }+t_{m,m\alpha })/2,\alpha =0,1,2.$$
(4)
We will try and choose these functions so that their derivatives are small. The precise way in which this is to be done will be discussed later, but supposing that we have been successful in finding such functions, we can seek to approximate $`C_m`$ in exact parallel with the continuum phase integral approach. The form of the solution that emerges, and which readers will readily appreciate from knowledge of the continuum case, is given by

$$C_m\frac{1}{\sqrt{v(m)}}\mathrm{exp}\left(i^mq(m^{})𝑑m^{}\right),$$
(5)
where $`q(m)`$ and $`v(m)`$ obey the equations

$`E`$ $`=`$ $`w(m)+2t_1(m)\mathrm{cos}q+2t_2(m)\mathrm{cos}(2q)_{\mathrm{sc}}(q,m),`$ (6)
$`v(m)`$ $`=`$ $`_{\mathrm{sc}}/q=2\mathrm{sin}q(m)\left(t_1(m)+4t_2(m)\mathrm{cos}q(m)\right).`$ (7)
\[Just as for the matrix elements, we define $`w(m)t_0(m)`$, and use the notation $`w(m)`$ when we want to emphasize it is as an on-site energy.\] The interpretation of these equations is exactly the same as in the continuum case. Thus, $`_{\mathrm{sc}}(q,m)`$ is a semiclassical Hamiltonian, $`q(m)`$ is a local wavevector as already mentioned, and $`v(m)`$ is the associated semiclassical electron velocity. We shall refer to Eq. (5) as the basic DPI form. Equation (6) is the eikonal or Hamilton-Jacobi equation, while Eq. (7) is the discrete counterpart of the transport equation. The presence of the lattice shows up in the $`q`$ dependence of $`_{\mathrm{sc}}(q,m)`$ through periodic functions, whereas in the continuum case, such dependence is typically of the form $`q^2`$.

As discussed by Braun , the DPI approximation has been employed in many problems in quantum mechanics where the Schrödinger equation turns into a three-term recursion relation in a suitable basis. All the types of problems as in the continuum case in can then be treated—Bohr-Sommerfeld quantization, barrier penetration, tunnel in symmetric double wells, etc. In addition, one can also use the method to give asymptotic solutions for various recursion relations of mathematical physics, such as those for the Mathieu equation, Hermite polynomials, Bessel functions, and so on. The general procedures are well known and simple to state. For any $`E`$, one solves the Hamilton-Jacobi and transport equations to obtain $`q(m)`$ and $`v(m)`$, and writes $`C_m`$ as a linear combinations of the independent solutions that result. The interesting features all arise from a single fact — that the DPI approximation breaks down at the so-called turning points. These are points where $`v(m)`$ vanishes. One must relate the DPI solutions on opposite sides of the turning point by connection formulas, and the solution of all the various types of problems mentioned above depends on judicious use of these formulas.

In this paper we will extend these ideas to five-term recursion relations, focussing especially on those features which arise over and above the three-term problem. Now, for any given $`E`$, there will be four DPI solutions (5), while in the three-term case there are only two, because the Hamilton-Jacobi equation (6) is a quartic in $`e^{iq}`$. These solutions will also break down at turning points—points where $`v(m)`$ vanishes. In contrast to the three-term case, we shall see that there are new types of turning points. It is these turning points which are responsible for the diabolical points in the spectrum of Fe8. The three-term problem turning points are analogous to those in the continuum quasiclassical method, but the new ones that we will find are not. In fact, they can only be described as lying “under the barrier” from the continuum viewpoint. These new or irregular turning points require new connection formulas, which it is our goal to provide.

The plan of our paper is as follows. We will examine the DPI approximation carefully in Sec. II, and see how it fails when $`v(m)`$ vanishes. The precise width of the failure zone is discussed in an Appendix. We will examine these failure or turning points in Sec. III, and see how the concept must be extended beyond the three-term and continuum cases. We will find that a turning point need not be a limit of the classically allowed motion, and we will categorize the different types of turning points that arise. We will conclude in Sec. IV by deriving connection formulas at the new turning points.

We will limit ourselves to problems where the matrix $`t_{m,n}`$ is real and symmetric, $`t_{m,n}=t_{n,m}`$, as it simplifies the analysis, and yet suffices to bring out all essential physical points. In our spin example, this means that we only consider fields in the $`x`$-$`z`$ plane. The extension to complex Hermitean matrices is cumbersome to carry through, but presents no difficulty of principle. We shall continue to couch our discussion in quantum mechanical language, thinking of $`E`$ as an energy eigenvalue, although from the mathematical viewpoint, this is not strictly necessary.

## II The basic DPI approximation

In this section, we will examine the DPI approximation in more detail. The argument proceeds in close analogy with the continuum case. We begin by restating the approximation in a slightly different way . Dividing Eq. (2) by $`C_m`$, and writing $`\zeta _{m+1}=C_{m+1}/C_m`$, we get

$$t_{m,m2}\zeta _{m1}^1\zeta _m^1+t_{m,m1}\zeta _m^1+t_{m,m}+t_{m,m+1}\zeta _{m+1}+t_{m,m+2}\zeta _{m+1}\zeta _{m+2}=E.$$
(8)
If $`t_{m,m+\alpha }`$ for fixed $`\alpha `$ is almost the same over some range $`K1`$ of $`m`$’s, then we will get almost the same numerical equation for the $`\zeta _m`$’s over this range, and we will clearly obtain a good approximate solution if we replace ratios like $`\zeta _{m+1}/\zeta _m`$ by unity. This leads to

$$t_{m,m2}\zeta _m^2+t_{m,m1}\zeta _m^1+t_{m,m}+t_{m,m+1}\zeta _m+t_{m,m+2}\zeta _m^2=E,$$
(9)
which is a solvable quartic equation in $`\zeta _m`$ (which is exactly like the factor $`e^{iq(m)}`$ introduced in Sec. I). The corresponding approximation for $`C_m`$ is

$$C_m\underset{k=m_a}{\overset{m}{}}\zeta _k,$$
(10)
where $`m_a`$ is a suitable starting value. One could now use this approximation to find the ratio $`\zeta _{m+1}/\zeta _m`$, substitute this value for the ratio in Eq. (8), and solve again for $`\zeta _m`$. The process could be further iterated if desired.

The product in Eq. (10) is more easily evaluated as a sum by taking logarithms. Further, if the $`\zeta _m`$’s do not vary rapidly from one $`m`$ to the next, the sum will be well approximated by an integral. This makes it necessary to introduce continuum extensions of the matrix elements $`t_{m,m+\alpha }`$. We turn therefore to this problem, and discuss the condition for slow variation more clearly. We are seeking functions $`t_\alpha (m)`$ such that

$$t_\alpha (m)=(t_{m,m+\alpha }+t_{m,m\alpha })/2,(\alpha =0,1,2),$$
(11)
whenever $`m`$ is an integer. There are infinitely many such functions, and we restrict them by imposing further conditions on a certain number of their higher derivatives. For $`t_1(m)`$, e.g., we could also demand (using dots to denote derivatives with respect to $`m`$),

$`\dot{t}_1(m)`$ $`=`$ $`t_{m,m+1}t_{m,m1},`$ (12)
$`\ddot{t}_1(m)`$ $`=`$ $`\frac{1}{2}\left(t_{m+1,m+2}t_{m,m+1}t_{m,m1}+t_{m+1,m+2}\right).`$ (13)
Similar conditions can be imposed on $`t_0(m)`$ and $`t_1(m)`$. In general, we need conditions only up to some small order for practical applications. Up to the degree of approximation in Eq. (5), e.g., we need only go up to second derivatives.

Since the matrix elements are assumed to vary slowly, we want these derivatives to be small, and this condition is best codified in terms of a small parameter $`ϵ`$, which plays the same role as $`\mathrm{}`$ in the continuum case, such that $`t_\alpha `$ is formally of order $`ϵ^0`$, $`\dot{t}_\alpha `$ of order $`ϵ`$, $`\ddot{t}_\alpha `$ of order $`ϵ^2`$, and so on. For spin Hamiltonians such as Eq. (1), this parameter is $`1/J`$. The quasiclassicality conditions then read

$$\frac{dt_\alpha }{dm}=O\left(\frac{t_\alpha (m)}{J}\right),\frac{d^2t_\alpha }{dm^2}=O\left(\frac{t_\alpha (m)}{J^2}\right),$$
(14)
etc. We will continue to use $`1/J`$ as a generic small parameter in the rest of our analysis. A problem in which one can not find functions $`t_\alpha (m)`$ obeying Eq. (14) will not be amenable to a phase integral approximation.

One small point should be kept in mind while judging orders of smallness in the spin problem, and others like it. There are natural algebraic expressions for the $`t_\alpha (m)`$’s in which $`m`$ appears only in the combination $`m/J`$ or $`m/[J(J+1)]^{1/2}`$. Thus, derivatives with respect to $`m`$ are automatically smaller by an order $`J^1`$. As $`J\mathrm{}`$, however, the classical quantity is not $`m`$, but $`m/J`$. Thus the ratio $`m/J`$ should be regarded as a quantity of order unity and not $`J^1`$.

With this lengthy preamble, we are ready to solve our recursion relation. As in the continuum case, we make the exponential substitution,

$$C_m=e^{i\mathrm{\Phi }(m)}.$$
(15)
The first approximation is obtained if we assume that $`\dot{\mathrm{\Phi }}(m)`$ varies slowly so that $`\ddot{\mathrm{\Phi }}(m)`$ may be neglected. Then $`C_{m\pm \alpha }C_me^{i\alpha \dot{\mathrm{\Phi }}}`$, and substituting this into the recurrence relation (2) with $`t_{m,m\pm \alpha }t_\alpha (m)`$, we obtain the Hamilton-Jacobi equation (6) with $`\dot{\mathrm{\Phi }}(m)=q(m)`$.

To proceed more systematically, we look for a solution for $`\mathrm{\Phi }(m)`$ as a series in inverse powers of $`J`$:

$$\mathrm{\Phi }=\mathrm{\Phi }_0+\mathrm{\Phi }_1+\mathrm{\Phi }_2+\mathrm{},$$
(16)
where,

$`\mathrm{\Phi }_n`$ $`=`$ $`O(J^{1n}),`$ (17)
$`\dot{\mathrm{\Phi }}_n`$ $`=`$ $`O(\mathrm{\Phi }_n/J),`$ (18)
$`\ddot{\mathrm{\Phi }}_n`$ $`=`$ $`O(\mathrm{\Phi }_n/J^2),`$ (19)
and so on. The successive inverse powers of $`J`$ in the derivatives are expected since we expect the $`\mathrm{\Phi }_n`$ to be simple functions of the $`t_{m,m+\alpha }`$, and we shall soon see whether or not this expectation is fulfilled. $`\mathrm{\Phi }_0`$ is our zeroth order approximation above, and so we set

$$\dot{\mathrm{\Phi }}_0(m)=q(m)$$
(20)
from the outset. As in the continuum case, we need to keep terms up to $`\mathrm{\Phi }_2`$ in order to decide if the approximation is succeeding .

Up to terms of order $`1/J^2`$ relative to the leading one, we have

$`C_{m\pm 1}`$ $`=`$ $`C_m\mathrm{exp}\left[i\left(\pm q\pm \dot{\mathrm{\Phi }}_1\pm \dot{\mathrm{\Phi }}_2+{\displaystyle \frac{1}{2}}(\dot{q}+\ddot{\mathrm{\Phi }}_1)\pm {\displaystyle \frac{1}{6}}\ddot{q}+\mathrm{}\right)\right]`$ (21)
$`=`$ $`C_me^{\pm iq}\left[1+{\displaystyle \frac{i}{2}}(\dot{q}\pm 2\dot{\mathrm{\Phi }}_1){\displaystyle \frac{1}{8}}(\dot{q}\pm 2\dot{\mathrm{\Phi }}_1)^2\pm i\dot{\mathrm{\Phi }}_2+{\displaystyle \frac{i}{2}}\ddot{\mathrm{\Phi }}_1\pm {\displaystyle \frac{i}{6}}\ddot{q}+\mathrm{}\right].`$ (22)
We now wish to substitute this form into our recursion relation. We would like to use the continuum forms $`t_\alpha (m)`$ instead of the discrete matrix elements $`t_{m,m+\alpha }`$. Just as there are infinitely many continuous functions which we could take, there are many approximants for $`t_{m,m+\alpha }`$. Note in particular, that there is no unique way to “solve” Eqs. (11)–(13) for the matrix elements in terms of the continuous functions. The simplest procedure is to take $`t_{m,m}=t_0(m)`$, $`t_{m,m\pm 1}=t_1(m\pm \frac{1}{2})`$, and $`t_{m,m\pm 2}=t_2(m\pm 1)`$. For $`t_{m,m\pm 1}`$, in particular, a Taylor expansion of this approximation gives

$$t_{m,m\pm 1}=t_1(m)\pm \frac{1}{2}\dot{t}_1(m)+\frac{1}{8}\ddot{t}_1(m)+\mathrm{},$$
(23)
where the error is of order $`J^3`$. Therefore,

$$\underset{n=m\pm 1}{}t_{m,n}C_n=t_1(m)\alpha _1(m)+\dot{t}_1(m)\alpha _2(m)+\ddot{t}_1(m)\alpha _3(m)+\mathrm{},$$
(24)
where

$`\alpha _1(m)`$ $`=`$ $`2C_m[\mathrm{cos}q+{\displaystyle \frac{i}{2}}(\dot{q}\mathrm{cos}q+2i\dot{\mathrm{\Phi }}_1\mathrm{sin}q){\displaystyle \frac{1}{8}}(\dot{q}^2+4\dot{\mathrm{\Phi }}_1^24i\ddot{\mathrm{\Phi }}_1)\mathrm{cos}q.`$ (25)
$`.{\displaystyle \frac{i}{6}}(3\dot{q}\dot{\mathrm{\Phi }}_16i\dot{\mathrm{\Phi }}_2i\ddot{q})\mathrm{sin}q],`$ (26)
$`\alpha _2(m)`$ $`=`$ $`iC_m\left[\mathrm{sin}q+{\displaystyle \frac{i}{2}}\dot{q}\mathrm{sin}q+\dot{\mathrm{\Phi }}_1\mathrm{cos}q\right],`$ (27)
$`\alpha _3(m)`$ $`=`$ $`{\displaystyle \frac{1}{4}}C_m\mathrm{cos}q.`$ (28)
Note that we have kept only terms up to order $`1/J^2`$ in $`\alpha _1`$, $`1/J`$ in $`\alpha _2`$, and $`J^0`$ in $`\alpha _3`$, since relative to $`t_1(m)`$, $`\dot{t}_1`$ and $`\ddot{t}_1`$ are of order $`1/J`$ and $`1/J^2`$, respectively.

Similarly,

$$\underset{n=m\pm 2}{}t_{m,n}C_n=t_2(m)\beta _1(m)+\dot{t}_2(m)\beta _2(m)+\ddot{t}_2(m)\beta _3(m)+\mathrm{},$$
(29)
where

$`\beta _1(m)`$ $`=`$ $`2C_m[\mathrm{cos}2q+2i(\dot{q}\mathrm{cos}2q+i\dot{\mathrm{\Phi }}_1\mathrm{sin}2q)2(\dot{q}^2+\dot{\mathrm{\Phi }}_1^2i\ddot{\mathrm{\Phi }}_1)\mathrm{cos}2q.`$ (30)
$`.{\displaystyle \frac{2i}{3}}(6\dot{q}\dot{\mathrm{\Phi }}_13i\dot{\mathrm{\Phi }}_22i\ddot{q})\mathrm{sin}2q],`$ (31)
$`\beta _2(m)`$ $`=`$ $`2iC_m\left[\mathrm{sin}2q+2i\dot{q}\mathrm{sin}2q+2\dot{\mathrm{\Phi }}_1\mathrm{cos}2q\right],`$ (32)
$`\beta _3(m)`$ $`=`$ $`C_m\mathrm{cos}2q.`$ (33)
We now substitute these relations into the recurrence relation (2), and equate equal powers of $`J`$. The terms of order $`J^0`$ obviously give Eq. (6), while those of order $`J^1`$ give, after some work,

$$2\dot{\mathrm{\Phi }}_1(t_1\mathrm{sin}q+2t_2\mathrm{sin}2q)=i\frac{d}{dm}\left(t_1\mathrm{sin}q+2t_2\mathrm{sin}2q\right).$$
(34)
The left hand side of this equation is $`\dot{\mathrm{\Phi }}_1v(m)`$ \[see Eq. (7)\], while the right hand side may be written as $`(i/2)dv(m)/dm`$. Thus, integration yields (after a suitable choice of an indefinite constant)

$$\mathrm{\Phi }_1(m)=\frac{i}{2}\mathrm{ln}v(m).$$
(35)
Note that as assumed in Eq. (18), $`\mathrm{\Phi }_1=O(J^0)`$. Pending a demonstration that $`\mathrm{\Phi }_2(m)`$ is negligible, we have arrived at the basic DPI form (5), which we now see as the first two terms of an asymptotic expansion of $`\mathrm{\Phi }`$ in inverse powers of $`J`$.

The equation for $`\mathrm{\Phi }_2(m)`$ is considerably more involved. After some analysis, we find

$$\frac{d\stackrel{~}{\mathrm{\Phi }}_2}{dm}=\frac{1}{8}\frac{d^2r}{dm^2}+\frac{i}{4}r\frac{d\dot{\mathrm{\Phi }}_1}{dm},$$
(36)
where we have defined

$`\stackrel{~}{\mathrm{\Phi }}_2=\mathrm{\Phi }_2+{\displaystyle \frac{1}{24}}{\displaystyle \frac{t_1+16t_2\mathrm{cos}q}{t_1+4t_2\mathrm{cos}q}\ddot{q}𝑑m},`$ (37)
$`r(m,q(m))={\displaystyle \frac{t_1\mathrm{cos}q+4t_2\mathrm{cos}2q}{t_1\mathrm{sin}q+2t_2\mathrm{sin}2q}}.`$ (38)
Thus,

$$\mathrm{\Phi }_2=\frac{1}{24}\frac{t_1+16t_2\mathrm{cos}q}{t_1+4t_2\mathrm{cos}q}\ddot{q}𝑑m+\frac{1}{8}\frac{dr}{dm}\frac{1}{8}r\frac{d^2}{dm^2}\mathrm{ln}vdm.$$
(39)
Based on power counting, this is indeed of order $`J^1`$, since $`\ddot{q}`$ and $`d^2\mathrm{ln}v(m)/dm^2`$ are of order $`J^2`$. Thus, $`|\mathrm{\Phi }_2|\mathrm{\Phi }_1=O(J^0)`$. However, it is plain that this condition is violated whenever $`v(m)`$ approaches zero, for then both $`\mathrm{ln}v(m)`$ and $`r(m)`$ diverge. To find the actual magnitude of $`\mathrm{\Phi }_2`$, we need to know how $`q(m)`$ and $`v(m)`$ behave near a turning point. This behavior is found in the next section \[see Eqs. (53) and (54)\]. The magnitude of $`\mathrm{\Phi }_2`$ is estimated in Appendix A, where we show that the width of the zone where DPI fails is of order $`J^{1/3}`$.

## III Turning points

We now turn to a study of the points where $`v(m)=_{\mathrm{sc}}(q,m)/q=0`$. We shall call all such points turning points in analogy with the continuum case. In contrast to that case, however, we will find that turning points are not just the limits of the classical motion for a given energy, once the notion of the classically accessible region is suitably understood.

Since we must also obey the eikonal equation (6) in addition to the condition $`v(m)=0`$, at a turning point both $`m`$ and $`q`$ are determined if $`E`$ is given. Setting $`v=0`$ in Eq. (7), we see that we must have either $`q=0`$, or $`q=\pi `$, or $`q=q_{}(m)`$, where

$$\mathrm{cos}q_{}(m)=t_1(m)/4t_2(m).$$
(40)
Substituting these value of $`q`$ in the eikonal equation, we see that a turning point arises whenever

$$E=U_0(m),U_\pi (m),\mathrm{or}U_{}(m),$$
(41)
where,

$`U_0(m)`$ $`=`$ $`_{\mathrm{sc}}(0,m)=w(m)+2t_1(m)+2t_2(m),`$ (42)
$`U_\pi (m)`$ $`=`$ $`_{\mathrm{sc}}(\pi ,m)=w(m)2t_1(m)+2t_2(m),`$ (43)
$`U_{}(m)`$ $`=`$ $`_{\mathrm{sc}}(q_{},m)=w(m)2t_2(m){\displaystyle \frac{t_1^2(m)}{4t_2(m)}}.`$ (44)
Note that $`q_{}(m)`$ may be complex for some $`m`$, but since $`\mathrm{cos}q_{}`$ is always real, $`U_{}`$ is real for all $`m`$. We shall refer to these three energy curves as critical curves.

In the one-dimensional continuum case where $`_{\mathrm{sc}}=(p^2/2m)+V(x)`$, the condition $`v(x)=0`$ is equivalent to $`E=V(x)`$. The latter condition marks the edge of the classically allowed region, $`E<V(x)`$. Let us recall why this is said to be so. A particle at a point $`x`$ where $`V(x)>E`$ must be ascribed an imaginary momentum. To understand the analogous condition in the discrete case, let us return to the analogy of an electron in a one-dimensional lattice with $`m`$-independent matrix elements $`t_{m,m+\alpha }`$. Equation (3) gives the dispersion relation for an energy band $`E(q)`$. The classicaly allowed range of energies is now defined by the limits of this band since (provided one is not too close to a band edge) a spatially localized electron with a mean energy in this range can be constructed as a wavepacket out of Bloch states with only real wavevectors. Alternatively, we could say that solutions with energy in the allowed range correspond to travelling waves, while solutions outside this range correspond to evanescent waves. These notions continue to be valid when $`t_\alpha (m)`$ are slowly varying with $`m`$. The dispersion relation may be taken as $`_{\mathrm{sc}}(q,m)`$ for any fixed value of $`m`$. The band is now $`m`$-dependent, and so in particular are the band edges, which we denote by $`U_{}(m)`$ (lower edge) and $`U_+(m)`$ (upper edge).

To find the band edges, we note that by definition, the energy at an edge is either a minimum or maximum, so $`_{\mathrm{sc}}(q,m)/q=0`$, i.e., $`v(m)=0`$. \[The converse is not true, i.e., $`v(m)=0`$ need not always define a band edge.\] Thus the wavevectors at the band edges are again to be found in the set $`q=0`$, $`\pi `$, and $`q_{}`$, with the answers depending on the signs and magnitudes of $`t_1`$ and $`t_2`$. \[We do not distinguish between $`q=\pi `$ and $`q=\pi `$, or between $`q=q_{}`$ and $`q=q_{}`$, as $`_{\mathrm{sc}}(q,m)`$ is an even function of $`q`$.\] To narrow down the number of cases to be considered, we observe that the gauge transformation $`C_m(1)^mC_m`$ changes the sign of $`t_1`$. Hence, we may assume $`t_1<0`$ without loss of generality. Consider the case $`t_2>0`$ first. Then the upper band edge is always located at $`q=\pi `$, while the lower band edge is located at $`q=0`$ if $`t_1/4t_2<1`$, and at $`q_{}=\mathrm{cos}^1(t_1/4t_2)`$ if $`1<t_1/4t_2<0`$. The case $`t_2<0`$ is completely analogous. Now the lower band edge is always at $`q=0`$, while the upper band edge is at $`q=\pi `$ for $`t_1/4t_2>1`$, and at $`q_{}=\mathrm{cos}^1(t_1/4t_2)`$ for $`0<t_1/4t_2<1`$. The different types of band energy curves that can arise are illustrated in Fig. 1. In the rest of this paper we shall carry out the analysis in detail assuming $`t_2>0`$. The case $`t_2<0`$ is easily treated in parallel, and we shall only give the final results where these are significantly different.

The conditions Eq. (41) for a turning point are analogous to the requirement that $`E=V(x)`$ in the continuum case. Correspondingly, it helps in visualization to draw all three critical curves versus $`m`$, and a horizontal line indicating the energy. Any intersection of this line with a critical curve is a turning point. See, e.g., Figs. 2 and 3.

Not every critical curve need be a band edge curve, however. Since we have chosen $`t_1(m)<0`$ and $`t_2(m)>0`$, the upper edge curve $`U_+(m)`$ is the same as $`U_\pi (m)`$ for all $`m`$, but the lower edge curve, $`U_{}(m)`$, may be $`U_0(m)`$ for some values of $`m`$, and $`U_{}(m)`$ for other values as discussed above. It turns out to be useful to introduce a dual labelling scheme for the critical curves and write

$`U_0(m)=U_i(m),U_{}(m)=U_{}(m),\mathrm{if}q_{}(0,\pi ),`$ (45)
$`U_0(m)=U_{}(m),U_{}(m)=U_f(m),\mathrm{if}q_{}(0,\pi ).`$ (46)
We have already noted that $`U_\pi (m)=U_+(m)`$. The subscripts $`i`$ and $`f`$ stand for “internal” and “forbidden”, since in the first case above, $`U_0(m)`$ lies inside the classically allowed energy range, while in the second case, $`U_{}(m)`$ lies outside this range. The turning points with $`E=U_i`$ and $`E=U_f`$ have no analogues in continuum quantum mechanical problems.

Before turning to a classification of the various turning points, however, it is useful to record some further properties of the critical curves. The first property is that $`U_0(m)U_{}(m)`$, since

$$U_0(m)U_{}(m)=\frac{1}{4t_2(m)}\left(t_1(m)+4t_2(m)\right)^2.$$
(47)
Differentiating this equation with respect to $`m`$, it follows that the case of equality, $`U_0(m)=U_{}(m)`$, happens at a point where both curves have a common tangent. These facts are illustrated in Fig. 4. Further, at the point of contact, which we denote by $`m^{}`$, $`t_1(m)/4t_2(m)=1`$, which is precisely the condition derived above for the lower band edge to change from $`q=0`$ to $`q=q_{}`$.

The second property provides an alternative way of viewing the condition $`E=U_{}(m)`$. Solving the eikonal equation (6) for $`\mathrm{cos}q`$ we obtain

$`\mathrm{cos}q(m)`$ $`=`$ $`{\displaystyle \frac{t_1(m)\pm [t_1^2(m)4t_2(m)f(m)]^{1/2}}{4t_2(m)}};`$ (48)
$`f(m)`$ $`=`$ $`w(m)2t_2(m)E.`$ (49)
Since $`\mathrm{cos}q=t_1/4t_2`$ at $`q=q_{}`$, the discriminant in Eq. (48) must vanish, and we must have

$$t_1^2(m)=4t_2(m)\left(w(m)2t_2(m)E\right)(q=q_{}).$$
(50)
It is easily verified that this equality is identical to $`E=U_{}(m)`$.

We now turn to discussing the different types of turning points:

Type $`A`$: $`E=U_{}(m)`$ when $`U_{}=U_0`$. See, e.g., Fig. 2. The region $`mm_c`$ is classically allowed. This is analogous to what happens in the conventional continuum quasiclassical method — the turning point is located at the boundary of the classically accessible region for the energy given. For $`m`$ just less than $`m_c`$, there are two solutions of the Hamilton-Jacobi equation (6) with $`q[\left(EU_{}(m)\right)/a]^{1/2}`$, where $`a=(t_1+4t_2)`$. For $`m`$ just greater than $`m_c`$, these values of $`q`$ continue on to the imaginary axis. The corresponding wavefunctions $`C_m`$ change from slowly oscillatory for $`m<m_c`$ to exponentially growing and decaying for $`m>m_c`$. The connection formulas for these solutions are exactly like those in the continuum case, and may be derived as in Refs. . Note that the other two solutions of the Hamilton-Jacobi equation evolve smoothly, and the corresponding DPI wavefunctions $`C_m`$ do not need to be “connected” across this turning point.

Type $`\overline{A}`$: $`E=U_+(m)`$. See Fig. 2 again. The region $`mm_b`$ is classically allowed. This case is physically very similar to type $`A`$ in that the turning point is at the boundary of the classically allowed and forbidden regions. Now, however, $`q\pi `$ in the transition zone, so the wavefunctions contain a rapidly oscillating factor $`(1)^m`$ in addition to all the other variation. Although the connection formulas can be derived from those for type $`A`$ turning points by means of the transformation $`C_m(1)^mC_m`$, as shown in Ref. , their detailed form has a very different superficial look.

Type $`A^{}`$: $`E=U_i(m)`$. Consider Fig. 3, and the energy $`E`$ shown there, which intersects $`U_i(m)`$ at $`m=m_c`$. In Fig. 5 we sketch energy bands for this problem for several values of $`m`$. For $`m`$ just less than $`m_c`$, $`_{\mathrm{sc}}(q,m)=E`$ in just two places, which we denote by $`\pm q(m)`$. (We do not show the solution $`q(m)`$ explicitly.) For $`m`$ just greater than $`m_c`$, two new intersections develop at $`\pm q^{}(m)0`$. Thus for $`m>m_c`$, our wavefunction consists of a sum of four basic solutions (5), all oscillatory, while for $`m<m_c`$ we have two oscillatory solutions \[associated with $`\pm q(m)`$\], and two exponentialy decaying or growing solutions \[associated with $`\pm q^{}(m)`$\]. The latter solutions must be related across the turning point by connection formulas, which are completely identical to those for type $`A`$. The fact that we may have exponentially decaying and growing solutions inside a classically allowed region is unexpected from prior experience with the continuum quantum mechanical problems, and underscores the point that this turning point has no analogue there. We are unaware if it has ever been considered in other physical situations where a continuum phase integral approach may be applied.

Type $`B`$: $`E=U_f(m)`$. This turning point is perhaps the most interesting of all. Since the energy now lies outside the classically allowed range, the point lies “under the barrier”, and at it, $`q`$ must be purely imaginary. Consider Fig. 4, and the energy $`E`$, which intersects $`U_f`$ at $`m=m_c`$. We see that for $`mm_c`$, there are two solutions to the Hamilton-Jacobi equation (6) with $`q=\pm i\kappa `$, where $`\kappa `$ is real. For $`m>m_c`$, these solutions acquire a real part as well, so that $`C_m`$ \[See Eq. (5)\] changes from a decaying (or growing) exponential to an oscillating solution with an exponentially decaying (or growing) envelope. As for type $`A^{}`$ points, this behavior has no analogue in continuum quantum mechanical problems, and we are unaware of prior analyses in other contexts. We shall derive connection formulas for this case in Sec. IV.

Type $`B^{}`$: $`E=U_{}(m)`$ when $`U_{}(m)=U_{}(m)`$. This turning point is like type $`A`$ in that the energy lies at the lower limit of the classically allowed region, but like type $`B`$ in that $`q0`$. The solutions which must be connected are purely oscillatory on the classically allowed side, with $`q\pm q_{}`$, and oscillatory exponentials (growing or decaying) on the forbidden side. The connection formulas are similar to those for case $`B`$.

Our nomenclature for the turning points may have become evident to the reader. The letter $`A`$ indicates that $`q=0`$ or $`\pi `$, while $`B`$ indicates that $`q=q^{}`$. A bar designates cases where $`q`$ has a value close to $`\pi `$, leading to a oscillatory factor in $`C_m`$ close to $`(1)^m`$, and a prime indicates cases where $`U_{}`$ is either $`U_{}`$ or $`U_+`$ at the turning point value of $`m`$. Thus in the case $`t_1<0`$, $`t_2<0`$, we would have turning points of type $`A`$, $`\overline{A}`$, $`\overline{A}^{}`$, $`\overline{B}`$, and $`\overline{B}^{}`$. Note that the mathematical aspects of the turning point, i.e., connection formulas, are governed by the value of $`q`$ at the turning point, but its physical nature is governed by whether the energy lies at the boundary (cases $`A`$, $`\overline{A}`$, $`B^{}`$, and $`\overline{B}^{}`$), in the interior (cases $`A^{}`$ and $`\overline{A}^{}`$), or in the exterior (cases $`B`$ and $`\overline{B}`$) of the classically allowed range.

It will now be apparent that in problems with three-term recursion relations, where $`_{\mathrm{sc}}(q,m)=w(m)+2t_1(m)\mathrm{cos}q`$, and $`v(m)=2t_1(m)\mathrm{sin}q(m)`$, the only turning points are at band edges, with $`q=0`$ or $`\pi `$, i.e., of type $`A`$ or $`A^{}`$. It is also apparent that no new points are involved in problems with further neighbor hopping, i.e., recursion relations with seven or more terms. Turning points are encountered whenever the energy lies on a critical curve, where this term now describes all curves in the $`E`$-$`m`$ plane on which $`_{\mathrm{sc}}(q,m)/q=0`$. As $`m`$ is varied through each turning point, two roots of the Hamilton-Jacobi equation for $`q`$ approach each other parallel to either the real or imaginary axis, coalesce, and move apart in the orthogonal direction . Consider for example the band structure in Fig. 6, which could arise from a recursion relation with seven or more terms. The accompanying critical curves are shown in Fig. 7. For the energy $`E`$ shown, if $`m<m_a`$, there is only one real solution for $`q`$, i.e. $`q_+`$. (We do not explicitly mention negative values of $`q`$.) At $`m=m_a`$, a new real value of $`q`$, $`q_2`$, enters the picture, and splits into two solutions $`q_2`$ and $`q_{2+}`$ as $`m`$ increases further.

We conclude this section by finding the general behavior of $`q(m)`$ and $`v(m)`$ near a turning point $`m=m_c`$. In its vicinity we may write

$$_{\mathrm{sc}}(q,m)=_{\mathrm{sc}}(q,m_c)+(mm_c)\frac{_{\mathrm{sc}}}{m}|_{m_c}+\mathrm{}.$$
(51)
By definition, however, $`v(m_c)=0`$, and so $`_{\mathrm{sc}}(q,m)E`$, and $`[_{\mathrm{sc}}(q,m_c)E]/q`$ both vanish. If we write $`q(m_c)=q_c`$, expand the the right hand side of Eq. (51) in powers of $`qq_c`$ as well, and retain only the leading non vanishing terms in $`qq_c`$ and $`mm_c`$, we obtain

$$_{\mathrm{sc}}(q,m)Ea(qq_c)^2+b(mm_c)+\mathrm{},$$
(52)
where $`a`$ and $`b`$ are constants. If we regard $`w(m)`$ and $`t_\alpha (m)`$ as being of order $`J^0`$, then by Eq. (14), we have $`a=O(J^0)`$, and $`b=O(1/J)`$, and therefore

$`q(m)q_c`$ $``$ $`[(mm_c)/J]^{1/2},`$ (53)
$`v(m)`$ $``$ $`[(mm_c)/J]^{1/2}.`$ (54)
These formulas prove useful when connection formulas are derived. Their usefulness is limited, however, if there is another turning point very close to $`m_c`$. In this case we should keep terms of order $`(mm_c)^2`$. The requisite analysis is very similar to that of quadratic turning points  in the continuum case, but we shall not have any occasion to pursue it further. In all the calculations we have done for the Fe8 or other spin problems , we have been able to sidestep the associated quadratic connection formulas by directly matching the solutions in the forbidden region to solutions of the Schrödinger equation for a harmonic oscillator.

## IV Connection Formulas for Forbidden Region Turning Points

We turn at last to the problem of finding connection formulas at the turning points. The formulas for points of type $`A`$, $`\overline{A}`$, etc. are quoted by Braun , so we will only consider points of type $`B`$ and $`\overline{B}`$. Our procedure is a small modification of that used by Schulten and Gordon . Suppose the turning point is at $`m=m_c`$, and $`q(m_c)=q_c`$. As shown in Appendix A, the DPI solution (5) fails in a window $`\mathrm{\Delta }m|mm_c|O(J^{1/3})`$, which we shall refer to as the failure zone. The first step is therefore to find another approximation that holds in the larger window (which we refer to as the central zone) $`\mathrm{\Delta }mJ^\eta `$, where $`\eta >1/3`$. To do this we write $`C_m`$ as an $`e^{iq_cm}`$ times a slowly varying factor, $`y_m`$, for which we then derive an approximate second order differential equation. The second step is to asymptotically match solutions of this differential equation to the DPI solutions in the overlap zones $`J^\eta \mathrm{\Delta }mJ^{1/3}`$ on either side of the turning point where both types of solutions are valid. The last step is to directly write down the transformation matrix between the coefficients of the linear combination of DPI solutions for $`m<m_c`$ to those for $`m>m_c`$, without having to consider the solution in the intermediate zone. We will carry out these three steps only to an order necessary to match the solutions to the accuracy represented by Eq. (5), i.e., to order $`J^0`$ in the phase $`\mathrm{\Phi }(m)`$ introduced after Eq. (2) or in Eq. (15).

Let us assume as before that $`t_1<0`$, $`t_2>0`$, and first consider turning points of type $`B`$. We will denote quantities evaluated at $`m=m_c`$ by a subscript $`c`$: $`t_1(m_c)=t_{1c}`$, $`\dot{t}_1(m_c)=\dot{t}_{1c}`$, etc. Let $`q`$ be pure imaginary for $`mm_c`$, and precisely at $`m_c`$ let us write

$$q(m_c)=i\sigma _2\kappa _c,$$
(55)
where $`\kappa _c>0`$ and $`\sigma _2=\pm 1`$. Putting this in Eqs. (40) and (6) we have

$`t_{1c}`$ $`=`$ $`4t_{2c}\mathrm{cosh}\kappa _c.`$ (56)
$`E`$ $`=`$ $`w_c+2t_{1c}\mathrm{cosh}\kappa _c+2t_{2c}\mathrm{cosh}2\kappa _c.`$ (57)
To carry out step 1, we write

$$C_me^{\sigma _2\kappa _c(mm_c)}y(m),$$
(58)
where $`\dot{y}(m)\kappa _c`$. Assuming that this is so, we write

$$C_{m\pm k}=e^{\sigma _2\kappa _c(mm_c)}e^{\sigma _2k\kappa _c}[y\pm k\dot{y}+\frac{1}{2}k^2\ddot{y}+\mathrm{}].$$
(59)
This approximation will hold provided $`\dot{y}y`$, and $`\ddot{y}\dot{y}`$ throughout the central zone $`|mm_c|J^\eta `$. \[We anticipate, in fact, that throughout this zone, $`\dot{y}(m)J^\gamma y(m)`$ where $`\gamma >0`$.\] That this is so and that higher order derivatives can be neglected in Eq. (59) will be justified post facto. Substituting Eq. (59) in Eq. (2) we obtain

$$A_0(m)\ddot{y}(m)+A_1(m)\dot{y}(m)+A_2(m)y(m)0,$$
(60)
where

$`A_0`$ $`=`$ $`{\displaystyle \underset{k=\pm 1,\pm 2}{}}{\displaystyle \frac{1}{2}}k^2e^{\sigma _2k\kappa _c}t_{m,m+k}.`$ (61)
$`A_1`$ $`=`$ $`{\displaystyle \underset{k=\pm 1,\pm 2}{}}ke^{\sigma _2k\kappa _c}t_{m,m+k},`$ (62)
$`A_2`$ $`=`$ $`{\displaystyle \underset{k=\pm 1,\pm 2}{}}e^{\sigma _2k\kappa _c}t_{m,m+k}+w_mE,`$ (63)
The differential equation that we are seeking for $`y(m)`$ need only hold in window of width $`O(J^\eta )`$ with $`\eta >1/3`$ around $`m_c`$. If we choose $`\eta <1`$, we can use the fact that $`w(m)`$ and $`t_\alpha (m)`$ are slowly varying, and use the expansions

$`t_{m,m\pm k}t_k(m)\pm {\displaystyle \frac{1}{2}}k\dot{t}_k(m),`$ (64)
$`t_k(m)t_{kc}+(mm_c)\dot{t}_{kc},`$ (65)
etc. Doing this, we obtain

$`A_0`$ $``$ $`a_1,`$ (66)
$`A_1`$ $``$ $`a_2\sigma _2(mm_c)b_2,`$ (67)
$`A_2`$ $``$ $`\sigma _2a_3+(mm_c)b_3,`$ (68)
where

$`a_1`$ $`=`$ $`t_{1c}\mathrm{cosh}\kappa _c+4t_{2c}\mathrm{cosh}2\kappa _c,`$ (69)
$`a_2`$ $`=`$ $`\dot{t}_{1c}\mathrm{cosh}\kappa _c+4\dot{t}_{2c}\mathrm{cosh}2\kappa _c,`$ (70)
$`b_2`$ $`=`$ $`2\mathrm{sinh}\kappa _c(\dot{t}_{1c}+4\dot{t}_{2c}\mathrm{cosh}\kappa _c),`$ (71)
$`a_3`$ $`=`$ $`\mathrm{sinh}\kappa _c(\dot{t}_{1c}+4\dot{t}_{2c}\mathrm{cosh}\kappa _c)={\displaystyle \frac{1}{2}}b_2,`$ (72)
$`b_3`$ $`=`$ $`\dot{w}_c+2\dot{t}_{1c}\mathrm{cosh}\kappa _c+2\dot{t}_{2c}\mathrm{cosh}2\kappa _c,`$ (73)
and where we used Eq. (57) to simplify the expression for $`A_2`$. We can also simplify the results for $`a_1`$ and $`b_3`$. Using Eq. (56) in Eq. (69), we obtain

$$a_1=4t_{2c}\mathrm{sinh}^2\kappa _c>0.$$
(74)
To simplify $`b_3`$, we recall that the discriminant in Eq. (48) vanishes at $`m=m_c`$. Expanding about $`m_c`$, we have

$$t_1^2(m)4t_2(m)f(m)=\frac{16}{J}\alpha ^2(mm_c)t_{2c}^2+O((mm_c)/J)^2,$$
(75)
where $`\alpha `$ is a positive constant. Differentiating with respect to $`m`$ and setting $`m=m_c`$, we obtain

$$t_{1c}\dot{t}_{1c}2t_{2c}\dot{f}_c2\dot{t}_{2c}f_c=\frac{8}{J}\alpha ^2t_{2c}^2.$$
(76)
Since $`f=w2t_2E`$, using Eqs. (57) and (56), we obtain $`f_c=4t_{2c}\mathrm{cosh}^2\kappa _c`$. Also, $`\dot{f}_c=\dot{w}_c2\dot{t}_{2c}`$, and the left hand side of Eq. (76) becomes

$$2t_{2c}(\dot{w}_c+2\dot{t}_{1c}\mathrm{cosh}\kappa _c+2\dot{t}_{2c}\mathrm{cosh}2\kappa _c),$$
(77)
which by Eq. (73) we recognize as $`2t_{2c}b_3`$. Therefore,

$$b_3=4\alpha ^2t_{2c}/J.$$
(78)
One can also similarly show that

$$a_3=t_{2c}\mathrm{sinh}\kappa _c\frac{d}{dm}\left(\frac{t_1}{t_2}\right)|_{m=m_c},$$
(79)
but this result is not particularly useful.

Let us now examine the order of magnitude of the various $`a`$ and $`b`$ coefficients just introduced. We first note that since $`t_{\alpha c}=O(J^0)`$ and $`\dot{t}_{\alpha c}=O(J^1)`$, Eq. (76) implies that $`\alpha =O(1)`$. It follows that $`a_1=O(J^0)`$, while $`a_2`$, $`a_3`$, $`b_2`$, and $`b_3`$ are all of order $`J^1`$.

To solve the differential equation (60) with the approximations (66)–(68) for the $`A`$’s, we eliminate the first derivative via the substitution

$$y(m)=z(m)\mathrm{exp}\frac{1}{2a_1}\left[a_2(mm_c)\frac{b_2}{2}\sigma _2(mm_c)^2\right].$$
(80)
Then $`z(m)`$ obeys

$$a_1\ddot{z}(m)+b_3^{}(mm_c^{})z_m=0,$$
(81)
where we have dropped a term of order $`(mm_c)^2/J^2`$ in the coefficient of $`z_m`$, and where

$`b_3^{}`$ $`=`$ $`b_3+\sigma _2{\displaystyle \frac{a_2b_2}{2a_1}},`$ (82)
$`m_c^{}`$ $`=`$ $`m_c+{\displaystyle \frac{a_2^2}{4a_1b_3}}.`$ (83)
This is Airy’s differential equation, and the general solution can be written as a linear combination of $`\mathrm{Ai}(\zeta ^{})`$ and $`\mathrm{Bi}(\zeta ^{})`$, where

$$\zeta ^{}=\left(\frac{b_3^{}}{a_1}\right)^{1/3}(mm_c^{}).$$
(84)
We can now assess the validity of our approximation for $`y(m)`$. First, let us ask for the order of $`\dot{y}`$ relative to $`y`$. From the known behavior of the Airy functions, this is $`J^{1/3}`$ in the failure zone $`\mathrm{\Delta }mJ^{1/3}`$, and of order $`(\mathrm{\Delta }m/J)^{1/2}`$ in the overlap zone $`J^\eta \mathrm{\Delta }mJ^{1/3}`$. We thus see that the higher order terms in Eqs. (66)–(68) are indeed smaller than those retained. In the same way the terms dropped in the differential equation for $`z(m)`$ can be seen to be small. Second, the $`d^3y/dm^3`$ term which was neglected in the differential equation (60) is of order $`(\mathrm{\Delta }m)^{3/2}/J^{1/2}`$ in the overlap zone. Since $`\eta <1`$, this term is smaller than the $`\ddot{y}`$ term, and higher order derivatives are smaller still.

The next step is to match the solution (58) and (80) using the known asymptotic forms of the Airy functions $`\mathrm{Ai}`$ and $`\mathrm{Bi}`$, onto the DPI forms for $`m<m_c`$ and $`m>m_c`$. The matching zones can be taken to be any regions in which $`J^\eta \mathrm{\Delta }mJ^{1/3}`$, where $`1>\eta >1/3`$. The leading behavior of the Airy functions is either an exponential or a sine or cosine of $`(\mathrm{\Delta }m)^{3/2}/J^{1/2}`$. We can ensure that the term $`b_2(mm_c)^2/4a_1`$ in the exponential in Eq. (80) is inconsequential on both sides if we choose $`\mathrm{\Delta }mJ^{1/2}`$. Accordingly we take the matching zone as

$$J^{1/2}|mm_c|J^{1/3},$$
(85)
In this zone we can approximate $`y(m)z(m)`$, and also neglect the small corrections in Eqs. (82) and (83). This amounts to saying that

$$C_me^{\sigma _2\kappa _c(mm_c)}[c_1\mathrm{Ai}(\zeta )+c_2\mathrm{Bi}(\zeta )],$$
(86)
where $`c_1`$ and $`c_2`$ are two arbitrary constants, and

$$\zeta =\left(\frac{b_3}{a_1}\right)^{1/3}(mm_c).$$
(87)
Let us first match Eq. (86) to the DPI solutions for $`m<m_c`$. In order to treat all four solutions at the same time, we rewrite Eq. (48) as

$$\mathrm{cos}q(m)=\frac{t_1(m)+\sigma _1[t_1^2(m)4t_2(m)f(m)]^{1/2}}{4t_2(m)},(m<m_c)$$
(88)
where $`f(m)=w(m)2t_2(m)E`$, and $`\sigma _1=\pm 1`$. The wavevector $`q(m)`$ thus depends on both $`\sigma _1`$ and $`\sigma _2`$, and hence, so does the velocity $`v(m)`$. We do not bother to write down these forms explicitly, except to note that $`i\sigma _1\sigma _2v(m)`$ is positive. The DPI solutions may therefore be written as

$$C_m=\frac{A_{\sigma _1\sigma _2}}{2\sqrt{i\sigma _1\sigma _2v(m)}}\mathrm{exp}i_{m_c}^mq(m^{})𝑑m^{},$$
(89)
where $`A_{\sigma _1\sigma _2}`$ is a real constant which is introduced as a notational aid in distinguishing the different cases. In the matching zone, it follows from Eqs. (88, (55), (75), and (7), that

$`\mathrm{cos}q(m)`$ $``$ $`\mathrm{cosh}\kappa _c+\alpha \sigma _1((m_cm)/J)^{1/2},`$ (90)
$`q(m)`$ $``$ $`i\sigma _2\kappa _c+i\sigma _1\sigma _2{\displaystyle \frac{\alpha }{\mathrm{sinh}\kappa _c}}((m_cm)/J)^{1/2},`$ (91)
$`v(m)`$ $``$ $`8i\alpha \sigma _1\sigma _2\mathrm{sinh}\kappa _c|t_{2c}|((m_cm)/J)^{1/2}.`$ (92)
(We have written $`|t_{2c}|`$ instead of $`t_{2c}`$ with a view to including the case $`t_1<0`$, $`t_2<0`$, which we shall consider later.) Therefore,

$$C_m\frac{A_{\sigma _1\sigma _2}}{4\sqrt{2\alpha t_{2c}\mathrm{sinh}\kappa _c}}\left(\frac{m_cm}{J}\right)^{1/4}\mathrm{exp}\left[\sigma _2\kappa _c(mm_c)+\frac{2}{3}\frac{\alpha \sigma _1\sigma _2}{\mathrm{sinh}\kappa _c}\frac{(m_cm)^{3/2}}{J^{1/2}}\right].$$
(93)
Since $`\zeta 1`$ for $`m<m_c`$ in the zone (85), we may use the asymptotic forms

$`\mathrm{Ai}(\zeta )`$ $``$ $`{\displaystyle \frac{1}{2\sqrt{\pi }}}\zeta ^{1/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\zeta ^{3/2}\right),`$ (94)
$`\mathrm{Bi}(\zeta )`$ $``$ $`{\displaystyle \frac{1}{\sqrt{\pi }}}\zeta ^{1/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\zeta ^{3/2}\right).`$ (95)
Using Eq. (87) and comparing with Eq. (93), we see that we must use the function $`\mathrm{Ai}`$ when $`\sigma _2=\sigma _1`$, and $`\mathrm{Bi}`$ when $`\sigma _2=\sigma _1`$. We can write

$$C_m=KA_{\sigma _1\sigma _2}e^{\sigma _2\kappa _c(mm_c)}\times \{\begin{array}{cc}\mathrm{Bi}(\zeta ),\hfill & \sigma _2=\sigma _1\text{;}\hfill \\ 2\mathrm{A}\mathrm{i}(\zeta ),\hfill & \sigma _2=\sigma _1\text{,}\hfill \end{array}$$
(96)
with

$$K=\frac{\sqrt{\pi }}{4\sqrt{2\alpha t_{2c}\mathrm{sinh}\kappa _c}}\left(\frac{a_1}{b_3}\right)^{1/12}J^{1/4}$$
(97)
To connect Eq. (96) with the DPI solutions for $`m>m_c`$, we make use of the reality principle, namely that the solution to the basic recursion relation (2) must be real for $`m>m_c`$ if it is real for $`m<m_c`$. Since the solutions to Eq. (48) now lead to complex $`q`$, it is clear that we must add two DPI solutions in order to get a real result. To this end we define

$$q_a(m)=i\sigma _2\kappa (m)+\chi (m),m>m_c$$
(98)
where $`\kappa (m)`$ and $`\chi (m)`$ are both real and positive, $`\kappa (m_c)=\kappa _c`$, and

$`\mathrm{cosh}\kappa \mathrm{cos}\chi `$ $`=`$ $`t_1/4|t_2|,`$ (99)
$`\mathrm{sinh}\kappa \mathrm{sin}\chi `$ $`=`$ $`(4t_2ft_1^2)^{1/2}/4|t_2|.`$ (100)
In terms of these quantities, we have

$`\mathrm{cos}q_a(m)`$ $`=`$ $`\mathrm{cosh}\kappa (m)\mathrm{cos}\chi (m)i\sigma _2\mathrm{sinh}\kappa (m)\mathrm{sin}\chi (m),`$ (101)
$`s_a(m)`$ $``$ $`i\sigma _2v_a(m)=8|t_2(m)|\mathrm{sinh}\kappa (m)\mathrm{sin}\chi (m)\mathrm{sin}q_a(m).`$ (102)
\[As before, we have written $`|t_2(m)|`$ instead of $`t_2(m)`$ with a view to subsequently including the case $`t_1<0`$, $`t_2<0`$.\] The corresponding quantities for the complex conjugate solution are given by $`q_b(m)=q_a^{}(m)`$, $`s_b(m)=s_a^{}(m)`$. The DPI solution into which Eq. (89) continues for $`m>m_c`$ may therefore be written as

$$C_m=\frac{1}{2}B_{\sigma _1\sigma _2}[\frac{1}{\sqrt{s_a(m)}}\mathrm{exp}(i_{m_c}^mq_a(m^{})dm^{}+i\mathrm{\Delta }_{\sigma _1\sigma _2})+\mathrm{c}.\mathrm{c}.]$$
(103)
where $`B_{\sigma _1\sigma _2}`$ is real, $`\mathrm{\Delta }_{\sigma _1\sigma _2}`$ is a phase to be found, and c.c. denotes “complex conjugate”.

It remains to compare the asymptotic forms of Eqs. (96) and (103) in the overlap zone (85), and thus find $`\mathrm{\Delta }_{\sigma _1\sigma _2}`$ and the relation between $`A_{\sigma _1\sigma _2}`$ and $`B_{\sigma _1\sigma _2}`$. Using the asymptotic forms for $`\mathrm{Ai}`$ and $`\mathrm{Bi}`$, we have

$$C_mKA_{\sigma _1\sigma _2}\frac{e^{\sigma _2\kappa _c(mm_c)}}{\sqrt{\pi }}(\zeta )^{1/4}\times \{\begin{array}{cc}\mathrm{cos}\left[\frac{2}{3}(\zeta )^{3/2}+\frac{\pi }{4}\right],\hfill & \sigma _2=\sigma _1\text{;}\hfill \\ 2\mathrm{sin}\left[\frac{2}{3}(\zeta )^{3/2}+\frac{\pi }{4}\right],\hfill & \sigma _2=\sigma _1\text{.}\hfill \end{array}$$
(104)
To write Eq. (103) in a similar form, we first note that in the matching zone,

$`q_a(m)`$ $``$ $`i\sigma _2\kappa _c+\sigma _2{\displaystyle \frac{\alpha }{\mathrm{sinh}\kappa _c}}((mm_c)/J)^{1/2},`$ (105)
$`s_a(m)`$ $``$ $`8t_{2c}\alpha \mathrm{sinh}\kappa _c\left({\displaystyle \frac{mm_c}{J}}\right)^{1/2}\mathrm{exp}\left[i\sigma _2{\displaystyle \frac{\pi }{2}}i\sigma _2\alpha {\displaystyle \frac{\mathrm{cosh}\kappa _c}{\mathrm{sinh}^2\kappa _c}}\left({\displaystyle \frac{mm_c}{J}}\right)^{1/2}\right].`$ (106)
Therefore,

$$i_{m_c}^mq_a(m^{})𝑑m^{}=\sigma _2\kappa _c\mathrm{\Delta }m+i\frac{2}{3}(\zeta )^{3/2},$$
(107)
where we have used Eqs. (74), (78), and (87) to simplify the term in $`(\zeta )^{3/2}`$. Compared to this term, the correction proportional to $`(\mathrm{\Delta }m)^{1/2}`$ in the exponent for $`s_a(m)`$ is of higher order in $`1/J`$ in the matching zone, and can be ignored. Doing this, and making use of Eqs. (87) and (97), we get

$$C_m\frac{K}{\sqrt{\pi }}B_{\sigma _1\sigma _2}(\zeta )^{1/4}e^{\sigma _2\kappa _c\mathrm{\Delta }m}[\mathrm{exp}(i\frac{2}{3}(\zeta )^{3/2}i\frac{\pi \sigma _2}{4}+i\mathrm{\Delta }_{\sigma _1\sigma _2})+\mathrm{c}.\mathrm{c}.].$$
(108)
Comparing with Eq. (104), we see that $`B_{\sigma _1\sigma _1}=A_{\sigma _1\sigma _1}/2`$, while $`B_{\sigma _1,\sigma _1}=A_{\sigma _1,\sigma _1}`$. Further, $`\mathrm{\Delta }_{\sigma _1\sigma _2}`$ vanishes if $`\sigma _1=1`$, and equals $`\pm \pi /2`$ if $`\pm \sigma _2=\sigma _1=1`$. These results can be summarized as

$`B_{\sigma _1\sigma _2}`$ $`=`$ $`{\displaystyle \frac{2\delta _{\sigma _1\sigma _2}}{2}}A_{\sigma _1\sigma _2},`$ (109)
$`\mathrm{\Delta }_{\sigma _1\sigma _2}`$ $`=`$ $`{\displaystyle \frac{\pi }{4}}(1+\sigma _1)\sigma _2.`$ (110)
Putting together Eqs. (89), (103), (109), and (110), the connection formula may be written in the final form

$`{\displaystyle \frac{A_{\sigma _1\sigma _2}}{2\sqrt{i\sigma _1\sigma _2v(m)}}}\mathrm{exp}i{\displaystyle _{m_c}^m}q(m^{})𝑑m^{}C_m`$ (111)
$`(1{\displaystyle \frac{1}{2}}\delta _{\sigma _1\sigma _2})A_{\sigma _1\sigma _2}[{\displaystyle \frac{1}{\sqrt{s_a(m)}}}\mathrm{exp}(i{\displaystyle _{m_c}^m}q_a(m^{})dm^{}+i{\displaystyle \frac{\pi }{4}}(1+\sigma _1)\sigma _2)+\mathrm{c}.\mathrm{c}.].`$ (112)
The wavevectors $`q`$ and $`q_a`$, and the velocity and speed, $`v(m)`$ and $`s_a`$, to be used for a given set of signs $`(\sigma _1,\sigma _2)`$ are given by Eqs. (91) and (105).

We use the double arrow notation $`C_m`$ advocated by Heading  and Dingle  to emphasize the bidirectionality of the connection formula. We refer readers to these authors for lucid discussions of this point, but since even as masterly and authoratative a text as Landau and Lifshitz  states that connection formulas may only be used in one direction, it may be worth paraphrasing their remarks briefly. Thus, as stated by Heading, the notation means that there is a solution $`C_m`$ to the recursion relation (2) with the stated asymptotic behaviors for $`m<m_c`$ and $`m>m_c`$. And, as stressed by Dingle, the formula merely states that a certain exponentially growing on one side of the turning point, which is free from the growing component, goes over into a certain oscillatory solution (with an exponentially growing envelope) on the other side, and vice versa. Likewise for the growing component. It says nothing about whether or not we can use the formula in both directions in physical problems where we do not have complete information. If, e.g., a solution with $`\sigma _1=\sigma _2=1`$ for $`m<m_c`$ contains an admixture of the $`\sigma _1=\sigma _2=1`$ solution of small but indeterminable magnitude, then we can say nothing about the amplitude or the phase of the oscillatory factor for $`m>m_c`$. It is in these situations, where information is incomplete, that the reservations about the unidirectionality of the connection formulas are relevant.

The connection formula for the case where $`t_1<0`$ and $`t_2<0`$ can be derived in exact parallel by making minor modifications to the intermediate steps. The final form is sufficiently different to be worth giving separately:

$`{\displaystyle \frac{A_{\sigma _1\sigma _2}e^{i\pi m_c}}{2\sqrt{i\sigma _1\sigma _2v(m)}}}\mathrm{exp}i{\displaystyle _{m_c}^m}q(m^{})𝑑m^{}C_m`$ (113)
$`(1{\displaystyle \frac{1}{2}}\delta _{\sigma _1\sigma _2})A_{\sigma _1\sigma _2}[{\displaystyle \frac{e^{i\pi m_c}}{\sqrt{s_a(m)}}}\mathrm{exp}(i{\displaystyle _{m_c}^m}q_a(m^{})dm^{}i{\displaystyle \frac{\pi }{4}}(1\sigma _1)\sigma _2)+\mathrm{c}.\mathrm{c}.].`$ (114)
The quantities $`v(m)`$ and $`s_a(m)`$ are given by the same formal expressions as before, but now

$`q(m)`$ $``$ $`\pi +i\sigma _2\kappa _c+i\sigma _1\sigma _2{\displaystyle \frac{\alpha }{\mathrm{sinh}\kappa _c}}((m_cm)/J)^{1/2},`$ (115)
$`q_a(m)`$ $`=`$ $`\pi +i\sigma _2\kappa (m)+\chi (m).`$ (116)
In Eq. (116), $`\kappa (m)`$ and $`\chi (m)`$ are also given by the same formal expressions as before, i.e., Eqs. (99) and (100).

###### Acknowledgements.

This work is supported by the NSF via grant number DMR-9616749. I am indebted to Wolfgang Wernsdorfer and Jacques Villain for useful discussions and correspondence about Fe8.

## A Width of failure zone of DPI approximation

We have seen in Sec. II that the DPI approximation is valid everywhere except near turning points. Let us now estimate the size of the region where it fails. Suppose that $`q=0`$ or $`\pi `$ at the turning point, $`m_c`$. As shown in Eqs. (53) and (54), $`q(m)`$ and $`v(m)`$ both vary as $`[(mm_c)/J]^{1/2}`$ for $`m`$ near $`m_c`$. Thus $`\ddot{q}(mm_c)^{3/2}J^{1/2}`$, and the first term in $`\mathrm{\Phi }_2`$ is of order $`[(mm_c)J]^{1/2}`$. Next, note that $`r[J/(mm_c)]^{1/2}`$, so that the second and third terms are both of order $`J^{1/2}(mm_c)^{3/2}`$. The first term is subdominant to these two, and therefore, the condition that $`\mathrm{\Phi }_21`$ reduces to

$$|mm_c|J^{1/3}.$$
(A1)
In the case where the second factor in $`v(m)`$ vanishes, we have $`t_1+4t_2\mathrm{cos}q[(mm_c)/J]^{1/2}`$, and $`qq_c[(mm_c)/J]^{1/2}`$. Thus the integrand of the first term in $`\mathrm{\Phi }_2`$ varies as $`1/(mm_c)^2`$, and the term itself is of order $`1/(mm_c)`$. However, $`r[J/(mm_c)]^{1/2}`$ as before, so that the second and third terms are again of order $`J^{1/2}(mm_c)^{3/2}`$, and much greater than the first term. The condition for validity of the DPI form is again given by Eq. (A1).

The condition can be written in alternative form by noting that near the region of failure, $`r(m)1/v(m)`$, and that $`\dot{v}\dot{q}`$. Thus $`dr/dm\dot{q}/v^2`$, and the last term in $`\mathrm{\Phi }_2`$ can also be shown to be of order $`\dot{q}/v^2`$. Thus the condition for validity can be written as

$$\dot{q}(m)v^2(m).$$
(A2)


format: text

text:
# New Evidence for the Complex Structure of the Red Giant Branch in 𝜔 CentauriBased on observations collected at ESO, La Silla, Chile

## 1. Introduction

The globular cluster $`\omega `$ Centauri (NGC 5139) is the most luminous and massive object among the Galactic Globular Clusters (GGC), and surely the most peculiar one in terms of structure, kinematics and stellar content. It is the most flattened GGC, displaying also a decrease of ellipticity in the most internal region (Geyer, Nelles & Hopp 1983 - GNH83), and it has a significant rotation (Merrit, Meylan & Mayor 1997).

The most interesting anomaly is its chemical inhomogeneity (first revealed by Dickens and Woolley 1967 and spectroscopically confirmed by Freeman & Rodgers 1975); since then a number of extensive spectroscopic surveys (Norris, Freeman & Mighell 1996 - NFM96, Suntzeff & Kraft 1996 - SK96) have shown that $`\omega `$ Cen is the only GGC for which a multi-component heavy element distribution has been identified. Although SK96 found a single peaked distribution with an extended tail towards high metallicities, NFM96 showed that the distribution is at least bimodal with a main metal poor component at $`[Fe/H]1.6`$, a second smaller peak at $`[Fe/H]1.2`$, and a long tail extending up to $`[Fe/H]0.5`$. Furthermore, the most metal rich stars ($`[Ca/H]>1.0`$) have been found to be more centrally concentrated than the bulk of the cluster population (Norris et al. 1997 - N97, and SK96). It has also been suggested that the kinematical properties (N97) and the spatial distribution of the two metallicity groups differ significantly (N97, Jurcsik 1998 - J98). This puzzling scenario has usually been explained either in terms of self-enrichment processes (Freeman 1993) and/or merging events (N97, J98).

As part of a long term project specifically devoted to the study of the global stellar population in a sample of GGCs, we obtained wide field $`B`$, $`I`$ photometry in $`\omega `$ Cen. The complete data set will be presented in a forthcoming paper, while in this letter we concentrate on the complex structure of the RGB.

## 2. The RGB of $`\omega `$ Cen

The data have been obtained on January 1999 and July 1999 at the 2.2m ESO-MPI telescope at La Silla (Chile), using the Wide Field Imager (WFI) which has a total field of view of $`34^{}\times 33^{}`$. The images were taken through the $`B`$ filter and $`I_{853}`$, a Medium Band Filter (cf. WFI@2.2 Manual) which avoids the most pronounced atmospheric emission lines. After applying the standard bias and flat field correction, we used DAOPHOT II and the psf-fitting algorithm ALLSTAR (Stetson 1994) for the stellar photometry. The photometric calibration was performed using 50 photoelectric standard stars in the selected areas SA98 and SA95 (Landolt 1992).

Figure 1 shows the $`(B,BI)`$ CMDs for each of the 8 WFI chips separately. The cluster center is roughly centered on chip $`\mathrm{\#}2`$. More than 220,000 stars have been plotted in Figure 1: to our knowledge, this is the largest stellar sample ever observed in $`\omega `$ Cen. The most striking feature of the CMDs presented in Figure 1 is the existence of a complex structure in the brighter part of the Red Giant Branch (RGB): at least two main components are visible.

Particularly notable is the presence of a narrow sequence, significantly redder and more bent than the bulk of the “main” RGB stars, which we call the anomalous RGB (hereafter RGB-a). Note that the RGB-a is visible only in the CMD from chip #2 (where the cluster center is located) and to a much lesser extent in the nearby chip #1 and possibly #3 (see the arrows in Figure 1(a),(b)). We shall come back to the spatial distribution of the RGB stars in the next Section. While we are writing this Letter, a $`(V,BV)`$ CMD showing the same RGB structure has been published by Lee et al. (1999): the reality of this feature is thus confirmed by two independent surveys based on different photometric systems.

The morphology of the RGB-a and its position in the CMD strongly suggests that it must be populated by stars much more metal rich than the $`\omega `$ Cen bulk population. We can directly check this hypothesis using the $`[Ca/H]`$ catalog by NFM96 (kindly provided by J. Norris). We have cross-identified the stars in our catalog and in the NFM96 one, and marked the common stars in Figure 2 (panel (a)) using different symbols for different metallicities (see figure caption).

Six stars belonging to the RGB-a are in common with the NFM96 sample (namely stars $`ROA300`$, $`ROA447`$, $`ROA500`$, $`ROA512`$, $`ROA517`$, $`ROA523`$, adopting the Woolley 1966 nomenclature): these stars have $`[Ca/H]=0.1\pm 0.1`$. They are the most metal rich stars in the NFM96 catalog, though they do not correspond to any of the peaks shown in the NFM96 $`[Ca/H]`$ distribution (e.g. their Figure 12). Figure 2 suggests that the RGB-a represents an additional, very metal rich component, located at the extreme tail of the abundance distribution in $`\omega `$ Cen. Moreover, the large color baseline of the present survey allows us to clearly separate the most metal rich component from the remaining $`\omega `$ Cen RGB stars and, thus, to estimate its contribution to the global population of the cluster. By comparing the star counts along the RGBs, in the same magnitude range ($`B<16`$), we find that the RGB-a represents $`5\%`$ of the whole stellar content. It is important to note that the six RGB-a stars for which we know the radial velocities from the Mayor et al. (1997) catalog (kindly provided by G. Meylan) have $`v_{rad}`$ = $`233\pm 9kms^1`$. This value is fully compatible with the mean value $`<v_{rad}>=233\pm 17kms^1`$ for the 471 stars in the Mayor et al. (1997) catalog, showing that the RGB-a stars are indeed members of the $`\omega `$ Cen system (see also Lloyd Evans, 1983 - LE83).

To further investigate the distribution of the RGB stars in the CMD, we computed the distance of each of them from the mean ridge line of the main metal poor component (MP-MRL) in several magnitude bins. The MP-MRL has been obtained following the procedure described in Ferraro et al. (1999a). A preliminary selection of the stars belonging to the bluest ridge of the RGB (excluding HB, AGB, and the reddest RGB components) has initially been performed by eye. Then we fitted the selected stars with polynomials, and the procedure was iterated (each time, rejecting all stars at $`>2\sigma `$ from the best fit line), until the result was considered acceptable. In doing this, we used the $`(I,BI)`$ CMD, since in this plane the upper part of the RGB is less bent than in $`(B,BI)`$, and a low order polynomial excellently reproduces the RGB shape.

Then we defined the observable $`\delta x`$ as the geometrical distance of each star from the adopted MP-MRL. The distribution of $`\delta x`$ for the RGB stars in the magnitude range $`11.9<I<12.5`$ is plotted in Figure 2 (panel (b)). Positive and negative values of $`\delta x`$ are assumed for stars redder and bluer than the MP-MRL, respectively. The distribution is clearly asymmetric; besides the main peak, secondary peaks are well visible. The estimated typical $`[Ca/H]`$ abundances for the different components \[as in panel (a)\] are marked in panel (b). Four different components can be identified in Figure 2. They can be grouped in three main samples as follows: (i) RGB-MP for the most metal poor component, at $`[Ca/H]1.4`$; (ii) RGB-MInt for the metal intermediate component: this sample includes the secondary peak ($`\delta x0.08`$) in Figure 2(b), which corresponds to $`[Ca/H]1.0`$, and the metal rich tail ($`\delta x0.20.3`$), corresponding to $`[Ca/H]0.5`$; (iii) RGB-a for the extreme metal rich component, at $`\delta x0.4`$ in Figure 2(b), i.e. $`[Ca/H]0.05`$, clearly separated from the other stellar populations. The first two components correspond to the peaks visible in Figure 12 in NFM96, while the RGB-a is a third, new component of the stellar population of $`\omega `$ Cen (see also Lee et al. 1999).

To better describe the characteristics of the “multiple” $`\omega `$ Cen RGB in terms of the “classical” abundance parameter $`[Fe/H]`$, we used a set of 60 giants in our sample which have both $`[Ca/H]`$ (from NFM96) and $`[Fe/H]`$ abundances (from SK96, kindly provided by N. Suntzeff). From these, we derived an empirical relation linking the calcium abundance to iron, in terms of $`[Fe/H]`$ on the Zinn & West (1984) scale. The procedure yields the following results for the four peaks labeled in Figure 2 (panel(b)): $`[Fe/H]_{ZW}1.7,1.3,0.8`$ and $`0.4`$, respectively.

It is interesting to note that the spectra of all of the six metal rich stars quoted above exhibit strong $`BaII`$ lines, and the brightest three (namely $`ROA300`$, $`ROA447`$ and $`ROA513`$) show also strong $`ZrO`$ bands (LE83), a very unusual occurrence for globular cluster giants. The fact that high metallicity giants have strong $`Ba`$ lines fully agrees with the increase of the $`[Ba/Fe]`$ ratio with metallicity found by Norris & Da Costa (1995), and suggests that intermediate mass ($`M<10M_{}`$) stars may have contributed significantly to the enrichment of the material from which RGB-a stars formed 111Both $`Ba`$ and $`Zr`$ are elements produced by neutron s-capture processes. s-process elements are brought up to the surface during the third dredge up occurring at late stages of the asymptotic giant branch (AGB) evolutionary phase of intermediate mass stars (see the discussion in Smith, Cunha & Lambert 1995). However LE83 noted that s-element rich giants in $`\omega `$ Cen show different characteristics with respect to normal AGB stars and first suggested that the anomalous s-elements enrichment could be primordial.. This, in turn, implies a significant delay ($`0.5Gyr`$) between the formation of the stellar population that enriched the medium and the one associated with RGB-a (Norris & Da Costa 1995, Lee et al. 1999).

## 3. Spatial distribution anomalies

The correlation between metal content and kinematics found by N97, and the spatial asymmetry between metal rich and metal poor bright red giants found by J98, are a possible evidence of a past merging event, in which a small metal rich object has been captured by a larger system, mainly metal poor. Note that none of the quoted studies have identified the RGB-a as a distinct population, since only a few stars belonging to this branch have been measured by NFM96 and listed by J98. The discovery of a population so clearly separated from the main branches makes the hypothesis that $`\omega `$ Cen hosts an external population captured in the past more and more appealing, even if it is worth noticing, according to note 3 by N97, that neither the large metal spread nor the s-process abundances can be easily explained in terms of a simple merging event between ordinary globular clusters.

These considerations prompted us to investigate the spatial distribution of the three RGB components, taking advantage of our photometric sample, which is much larger ($`N_{RGB}>3500`$) and more complete than the N97 and J98 ones.

As a first step, we evaluated the centroid of the stars of the entire sample; by adopting the procedure described in Montegriffo et al. (1995) and Ferraro et al. (1999b), we found it to be at pixel $`(700\pm 20,1900\pm 20)`$. The centroids of all three of the RGB components appear to coincide within the observational errors.

Then, we investigated the radial distributions; special care has been devoted to avoid contamination by the field population which can affect the radial trend, expecially in the lower density external region. To this purpose, we limited our analysis to the most internal region ($`r<10^{}`$), and to the brighter portion ($`B<15.5`$) of the RGB, which is expected to be little contaminated. The comparison of the cumulative radial distributions for the selected RGB samples shows that the RGB-MInt and RGB-a stars have a very similar distribution, and both seem to be more concentrated than the RGB-MP. A KS test gives an $`8\%`$ probability that the radial distribution of the coadded (RGB-MInt $`+`$ RGB-a) sample and the RGB-MP sample are drawn from the same parent distribution. Although this evidence is marginal, it is in good agreement with that found by N97. Still, this simple radial distribution analysis implicitly assumes that the three populations are distributed with the same (spherical) geometry. In view of the strong ellipticity of $`\omega `$ Cen, we decided to follow an alternative approach.

In order to avoid the sparsely populated outer regions, we divided the central region of the cluster ($`r<13^{}`$ from the center) into a grid of $`13\times 13`$ square boxes, each $`500\times 500`$ pixels wide. Inside each $`(i,j)th`$ box, we counted the number of stars belonging to the different samples ($`N_{RGBMP}^{ij}`$, $`N_{RGBMInt}^{ij}`$ and $`N_{RGBa}^{ij}`$, respectively), thus obtaining a density map for each component. The resulting isodensity contour maps, down to a fixed density limit (4 stars per box), are shown in Fig. 3. The distributions of the RGB-a sample (heavy solid lines in panel (a)) and of the RGB-MInt (heavy solid lines in panel (b)) are compared with the RGB-MP distribution (light dashed lines in both panels). The elongation of the RGB-MP isopleth along the X-axis is clearly visible, reflecting the well known elliptical shape of the whole system: our X-axis is approximately oriented along the E-W direction, i.e., the major axis of the cluster. It is worth noticing that the ellipticity for the RGB-MP component turns out to be $`ϵ0.2`$, even in the most internal region of the cluster ($`2^{}4^{}`$). On the other hand, both the RGB-a and RGB-MInt isopleth show a very different direction of maximum elongation, nearly perpendicular to the RGB-MP one (i.e., along the N-S direction). Furthermore, a very peculiar substructure is visible in the RGB-a contours (see panel(a)), resembling the tidal tails which should be expected to form around a disrupting stellar system (e.g., Meylan, Leon & Combes 1999).

We took advantage of the fact that the major axis of the RGB-MP ellipsoid is nearly oriented along our X-axis, while the RGB-MInt and RGB-a ones are nearly oriented along the Y-axis. We can thus study the distribution along the two main symmetry axes by simply comparing the distributions along our X and Y coordinates with respect to the the common centroid. The main results of this analysis are: (1) the RGB-MP sample is significantly more concentrated in the Y direction than in X (confidence level $`99.5\%`$, according to a KS test), as expected for an ellipsoid elongated in the X-axis direction; (2) the RGB-MInt and RGB-a do not share the elongation in the X direction of the RGB-MP stars, and look more elongated in Y than the RGB-MP ones (c.l. $`99.6\%`$); (3) Fig. 3 (panel (b)) suggests that the RGB-MInt stars distribution is strongly asymmetric along the Y-axis, being more elongated towards the North direction.

These results could help to shed some light on previous puzzling evidence. In particular: point (1) and (2) could explain the decrease of ellipticity in the inner $`5^{}`$ of the cluster reported by GNH83, and point (3) could help to understand the bizarre spatial asymmetry found by J98.

Furthermore, the similarity in the spatial distributions may indicate a physical association between the RGB-a and RGB-MInt, while the differences shown in Figure 3 suggest a different origin of these two components with respect to the main metal poor one (RGB-MP). If this result finds additional support, and the primordial origin of the s-elements found in the RGB-a stars is definitely established, then the RGB-a and RGB-MInt populations can be interpreted as two successive phases of the self-enrichment history of an independent stellar system (a giant molecular cloud or a gas rich protocluster), now sunk into the center of $`\omega `$ Cen.

In conclusion, we can say that the observational evidence discussed in this Letter seem to suggest that both self-enrichment processes and a merging event should be invoked to explain the complex structure of the RGB in $`\omega `$ Cen.

We thank N. Suntzeff, R. Kraft, J. Norris, G. Meylan and J. Jurcsik for providing their data in computer readable form, and Luca Pasquini and Alvio Renzini for many stimulating discussions. We are also indebted to an anonymous referee for the helpful suggestions on the Ba and ZrO anomalies and to Tad Pryor that referred the paper for what concerns dynamics for his detailed report. The financial support of the Ministero della Università e della Ricerca Scientifica e Tecnologica (MURST) to the project Stellar Dynamics and Stellar Evolution in Globular Clusters and to the project Treatment of large-format astronomical images is kindly acknowledged. EP thanks the ESO Imaging Survey Visitor Program and the EIS team for providing technical support. FRF gratefully acknowledges the hospitality of the Visitor Program during his stay at ESO, when most of this work has been carried out.


text:
# The late afterglow and host galaxy of GRB 990712 1footnote 11footnote 1Based on observations collected at the European Southern Observatory, La Silla, Chile (ESO Programme 64.O–0019) and on observations with the NASA/ESA Hubble Space Telescope, obtained from the data archive at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract NAS5-26555.

## 1 Introduction

The spatial association of GRB 980425 with the unusual Type Ib/c supernova SN1998bw at $`z=0.0085`$ provided the first tantalizing evidence that some gamma-ray bursts (GRBs) are related to the end-stages of the lives of massive stars (Galama et al., 1998). Recent evidence for similar supernova (SN) signatures in the late ($`15(1+z)`$ days) light curves of the genuine cosmological GRBs GRB 970228 (Dar, 1999; Reichart, 1999; Galama et al., 1999a) and GRB 980326 (Castro-Tirado & Gorosabel, 1999; Bloom et al., 1999a) indicates that at least some long-duration GRBs are related to SN explosions. A GRB–SN association suggests that the progenitors of GRBs are short-lived and that GRBs die where they were born—in the star-forming regions of their host galaxies (Paczyński, 1998).

Holland & Hjorth (1999) found evidence from Hubble Space Telescope (HST) Space Telescope Imaging Spectrograph (STIS) imaging for a spatial coincidence between GRB 990123 and a star-forming region in its host galaxy. The association of GRBs with star-forming regions is important for models of their progenitors and can be used to probe the physics of star formation and the global star-formation history of the Universe (Mao & Mo, 1998; Totani, 1999; Blain & Natarajan, 2000).

GRB 990712 was first localized by BeppoSAX and detected as having the strongest $`X`$-ray afterglow observed to date (Heise et al., 1999). Bakos et al. (1999) discovered a bright, decaying optical afterglow (OA) ($`R=19.4\pm 0.1`$) four hours after the burst. Galama et al. (1999b) measured a preliminary redshift of $`z=0.430\pm 0.005`$ from a set of absorption and emission lines, which makes it the nearest GRB with a secure redshift that has been observed to date (apart from SN1998bw). ESO New Technology Telescope images obtained 3.7 days after the burst led Hjorth et al. (1999a) to hypothesize the existence of a bright host galaxy with $`R=22`$ on the grounds of an apparent leveling off of the light curve relative to the suspected power-law decline ($`\alpha =1.05`$) (Kemp & Halpern, 1999) of the OA. Subsequent ESO Very Large Telescope imaging (Hjorth et al., 1999b) confirmed the leveling off of the light curve, and yielded evidence for the existence of an extended object contributing to the flux at the position of the GRB. Hjorth et al. (1999b) predicted that the existence of a SN would lead to a bump in the light curve around 1 August 1999, and that a SN model could be distinguished from a no-SN model in late HST and ground-based imaging, as the OA would be brighter and the host fainter in the SN scenario than in the no-SN scenario. These predictions are presented in Sahu et al. (2000), which reports the discovery and early light curve of the OA of GRB 990712.

In this Letter we present late HST imaging, as well as ground-based imaging and spectroscopy, aimed at testing these predictions. At the time of the HST observations the $`R`$-band magnitudes of the host galaxy and the OA are predicted to be $`22.25\pm 0.05`$ and $`<23.91\pm 0.05`$ in the SN scenario, and $`21.75\pm 0.05`$ and $`25.39\pm 0.1`$ in the no-SN scenario. We assume a standard Friedman cosmology with $`H_0=65\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_0=0.2`$, and $`\mathrm{\Lambda }=0`$. At $`z=0.4337`$ this corresponds to a scale of 5.6 proper kpc per arcsecond, a luminosity distance of 2.37 Gpc, a distance modulus of 41.88, and a look-back time of 4.9 Gyr. Including a cosmological constant of $`\mathrm{\Lambda }=0.8`$ increases these values by $`10`$%.

## 2 Late Ground-Based Imaging

Direct images were obtained with the DFOSC on the Danish 1.54-m telescope at La Silla on 7 ($`R`$ band) and 9 ($`V`$ band) October 1999 UT, i.e., 87 and 89 days after the burst. Exposure times were $`3\times 15`$ minutes in each band and the seeing full-width at half-maximum (FWHM) was $`1\stackrel{}{\mathrm{.}}8`$. The photometry was carried out using SExtractor v2.0.13 (Bertin & Arnouts, 1996). The calibration was tied to the internal reference stars of Sahu et al. (2000) and gave $`R=21.92\pm 0.08`$ and $`V=22.40\pm 0.08`$ for the galaxy at the location of the GRB. Two more $`R`$ images (120 sec and 180 sec) were obtained with the ESO 3.6-m telescope on 12 November 1999 UT (123 days after the burst) in $`0\stackrel{}{\mathrm{.}}7`$ seeing (see §4). These images yielded $`R=21.91\pm 0.05`$ for the host galaxy. The ground-based images thus showed no signs of a transient source. The photometry is consistent with host magnitudes of $`R=21.91\pm 0.04`$ and $`V=22.40\pm 0.08`$.

## 3 HST Imaging

### 3.1 The STIS Data

HST observations of the OA were made on 29 August 1999 UT, 47.7 days after the burst, as part of the Cycle 8 program GO-8189. Six 620 second exposures were taken with the STIS in each of its 50CCD (clear, hereafter referred to as CL) and F28X50LP (long pass, hereafter referred to as LP) modes. The CCD gain was set to 1 e-/ADU, giving a read-out noise of 4 e-/pixel, and the data was processed through the standard STIS pipeline. We retrieved this data from the HST Data Archive and combined the images using the Dither (v1.2) software (Fruchter & Hook, 2000) as implemented in IRAF222Image Reduction and Analysis Facility (IRAF), a software system distributed by the National Optical Astronomy Observatories (NOAO). (v2.11.1)/STSDAS (v2.0.2). We used “pixfrac” $`=0.5`$, and a final output scale of $`0\stackrel{}{\mathrm{.}}0254`$/pixel. Figure 1 shows the drizzled CL image of the probable host galaxy.

Conversion from counts to $`AB`$ magnitudes was achieved using the zero points given in the STIS Instrument Handbook. We assumed that the galaxy had a power-law spectrum of the form $`F_\nu (\nu )=k\nu ^\beta `$, where $`k`$ is constant, and converted the $`AB`$ magnitudes to standard Johnson $`V`$\- and Kron-Cousins $`R`$-band magnitudes using

$$M=m_{\mathrm{CL}}+K_M+48.6+2.5\beta \mathrm{log}_{10}\left(\nu _{\mathrm{CL}}/\nu _M\right),$$
(1)
where $`M`$ represents the $`V`$\- or $`R`$-band magnitude, as appropriate, $`m_{\mathrm{CL}}`$ and $`m_{\mathrm{LP}}`$ are the instrumental $`AB`$ magnitudes measured in the CL and LP filters, $`K_M`$ is the appropriate zero point, $`\nu _{\mathrm{CL}}`$ and $`\nu _{\mathrm{LP}}`$ are the central frequencies of the CL and LP filters, and $`\beta =0.4(m_{\mathrm{CL}}m_{\mathrm{LP}})/\mathrm{log}_{10}\left(\nu _{\mathrm{CL}}/\nu _{\mathrm{LP}}\right)`$.

### 3.2 Photometry of the Optical Afterglow

We estimated the total $`AB`$ magnitude of the OA on both the CL and the LP images by using the DaoPhot/AllStar II (Stetson, 1987) photometry package. A point-spread function (PSF) was constructed in the manner described in §4 of Holland & Hjorth (1999). The OA was identified by matching the coordinates of the OA given by Sahu et al. (2000) to the CL and LP STIS images, and looking for point sources inside the Sahu et al. (2000) error circle (see Fig. 1). The AllStar “sharp” statistic is related to the angular size of an object relative to a PSF. Isolated point sources will have “sharp” values of $`0`$ while extended sources will have “sharp” values $`0.1`$. The only point source (“sharp” $`=0.000`$ in the CL filter and $`0.053`$ in the LP filter) on the STIS images that lies within the error circle is located $`0\stackrel{}{\mathrm{.}}033`$ ($`=1.3`$ drizzled STIS pixels) from the Sahu et al. (2000) position for the OA. Therefore, we conclude that this point source is the OA for GRB 990712. The brighter, point-like feature 0$`\stackrel{}{\mathrm{.}}`$24 to the southeast of the OA has “sharp” $`=0.990`$ in the CL filter which suggests that it is the nucleus of the galaxy and not a point source (see § 5).

Aperture corrections were performed by using the DaoPhot II addstar routine to generate an artificial star with the same instrumental magnitude as the OA and measuring the total flux in apertures with radii of $`1\stackrel{}{\mathrm{.}}108`$ (CL) and $`0\stackrel{}{\mathrm{.}}963`$ (LP). Tables 14.3 and 14.5 of the STIS Instrument Handbook suggest that these radii correspond to $`100`$% of the encircled energy in the PSF. The OA magnitudes are $`V=25.69\pm 0.02`$ and $`R=25.23\pm 0.09`$, which yields a color of $`VR=0.46\pm 0.09`$. The Galactic reddening towards the OA ($`b^{\mathrm{II}}=40\stackrel{}{\mathrm{.}}19`$, $`l^{\mathrm{II}}=315\stackrel{}{\mathrm{.}}28`$) is $`E_{BV}=0.033`$ (Schlegel et al., 1998). We used $`A_V=0.11`$ and $`A_R=0.08`$ to obtain extinction-corrected magnitudes of $`V_0=25.58\pm 0.02`$ and $`R_0=25.15\pm 0.09`$.

A visual examination of each STIS image, after the PSF for the OA has been subtracted, shows that we have slightly oversubtracted the OA. We estimate that this oversubtraction has resulting in our magnitudes being overestimated by at most $`0.23`$ mag in the $`V`$ band and $`0.40`$ mag in the $`R`$ band. Therefore, the true magnitudes of the OA are $`V_0=25.58`$$`25.81`$ and $`R_0=25.15`$$`25.55`$. The corresponding range in color is $`(VR)_0=0.26`$$`0.43`$, and in spectral index is $`1.24\beta _{\mathrm{OA}}0.37`$.

## 4 Spectroscopy of the Host

We used the ESO Faint Object Spectrograph and Camera 2 (EFOSC2), mounted at the cassegrain focus of the ESO 3.6-m telescope, to obtain a 30-minute optical spectrum of the host galaxy of GRB 990712 on 12 November 1999 UT. The weather conditions were good, with $`0\stackrel{}{\mathrm{.}}7`$ seeing and photometric sky. We observed in binned mode, with an effective pixel size of $`0\stackrel{}{\mathrm{.}}32`$ and a resolution of $`4.28`$ Å/pixel (or $`R550`$) between 4000 Å and 8000 Å. The slit was $`1\stackrel{}{\mathrm{.}}2`$ wide and oriented along the parallactic angle. The data were reduced with IRAF and the CTIO long-slit package. A spectrum of the standard star LTT9491 (Landolt, 1992) was used to perform the relative flux calibration. As the standard was observed with a relatively narrow slit ($`1\stackrel{}{\mathrm{.}}2`$), we tied the absolute flux calibration to our measurement of the $`V`$-band flux for the galaxy.

The spectrum (Fig. 2) exhibits four prominent narrow (unresolved) emission lines which we identify as \[O II\]$`\lambda `$3727, H$`\beta \lambda `$4861, and \[O III\]$`\lambda \lambda `$4959,5007. Table 1 lists the observed- and rest-frame wavelengths, $`\lambda `$ and $`\lambda _0`$, the redshifts, $`z`$, the observed- and rest-frame line widths, $`W`$ and $`W_0`$, and the line fluxes, $`f`$, for each line. The mean redshift derived from these lines is $`z=0.4337\pm 0.0004`$ where the uncertainty is the $`3\sigma `$ uncertainty in the mean. We detect no trace of stellar absorption features such as the Ca H and K ($`\lambda \lambda `$3968,3933) lines or the 4000 Å break, and we do not detect any obvious intervening absorption systems along the line of sight.

We note that the \[O III\]$`\lambda `$5007 line lies near at the red edge of the bandpass of the $`R`$ filter. This may complicate the interpretation of late-time $`R`$-band light curves of the OA when the data is collected using different instruments, and when the total flux is dominated by the light of the host galaxy.

## 5 The Host Galaxy

The host galaxy is an extended source with elliptical isophotes, a bright, concentrated nucleus, and a bright, extended feature to the northwest of the nucleus. The nucleus has a FWHM of $`0\stackrel{}{\mathrm{.}}11`$ ($`=0.62`$ kpc) in the CL filter, which is only slightly wider than the PSF. There is some indication that the isophotes twist to the north at the northwest end of the galaxy and to the south at the southeast end.

The integrated $`V`$\- and $`R`$-band magnitudes of the galaxy were obtained by subtracting the light from the OA and performing aperture photometry with an aperture of radius $`2\stackrel{}{\mathrm{.}}5`$ in each of the CL and LP images. The measured spectral index is $`\beta _{\mathrm{gal}}=2.69`$, and Eq. 1 yields $`V=22.51\pm 0.04`$ and $`R=21.80\pm 0.06`$. Correcting for Galactic extinction, and assuming no internal extinction in the host galaxy, gives $`(VR)_0=0.68\pm 0.07`$. For $`z=0.4337`$ the observed $`R`$-band is approximately equivalent to the rest-frame $`B`$-band, so $`M_B19.5`$. Lilly et al. (1995) finds $`M_B^{}=21.23`$ in the rest frame for blue galaxies with redshifts of $`0.2z0.5`$. This corresponds to the host galaxy for GRB 990712 having $`L_B0.2L_B^{}`$ where $`L_B^{}`$ is the $`B`$-band luminosity of a typical blue galaxy at $`z=0.4337`$.

We estimated the star-formation rate (SFR) in the host galaxy using Eq. 2 of Madau et al. (1998) as described in Holland & Hjorth (1999). The total SFR is $`0.29`$$`0.45_{\mathrm{}}`$ yr-1, depending on the assumed initial mass function (IMF). The SFR is corrected for extinction in our Galaxy, but it assumes that there is no dust, or obscured star formation, in the host galaxy. This is probably a poor assumption so our derived SFR should be considered to be a lower limit on the true SFR in the host. The implied \[O II\] luminosity (Table 1), corrected for Galactic extinction, is $`L_{3727}=6.3\times 10^{40}`$ erg s-1. If we assume that the strength of the \[O II\] line is related to star formation then this corresponds to a SFR of $`0.88\pm 0.25_{\mathrm{}}`$ yr-1 (Kennicutt, 1998). This is 2–3 times as large as the SFR derived from the continuum flux, possibly indicating internal extinction in the host or a contribution from non-thermal emission. The derived SFR (from the \[O II\] flux) is $`20`$% of the SFR found by Bloom et al. (1999b) for the host of GRB 990123 and comparable to that of the host of GRB 970508 (Bloom et al., 1998). The specific SFR per unit luminosity of the GRB 990712 host galaxy is $`0.4`$ times that of the host galaxies of GRB 990123 and GRB 970508.

The OA is located in the bright, extended source $`0\stackrel{}{\mathrm{.}}242`$ ($`=1.4`$ kpc) to the northwest ($`50\mathrm{°}`$ north of east) of the nucleus (see Fig. 1). This region has a FWHM of $`0\stackrel{}{\mathrm{.}}28`$ ($`=1.6`$ kpc), which is significantly more extended than the STIS PSF (FWHM $`=0\stackrel{}{\mathrm{.}}09`$). The surface brightness, after subtracting the OA and correcting for Galactic extinction, is $`\mu _{V,0}=15.83\pm 0.01`$ and $`\mu _{R,0}=15.04\pm 0.01`$ for an integrated color of $`(VR)_0=0.79\pm 0.01`$. The OA is located $`0\stackrel{}{\mathrm{.}}025`$ ($`140`$ pc) south of the center of this extended structure. The total $`V`$-band flux in the feature, after subtracting the flux from the \[O II\] emission line, is $`0.323\pm 0.003`$ $`\mu `$Jy. Assuming a power-law spectrum with $`\beta =2.93`$ the SFR is $`0.03`$$`0.05_{\mathrm{}}`$ yr-1 depending on the IMF. Again, we wish to stress that this is a lower limit on the true SFR in the feature. The estimated SFR is approximately one third of the SFR that Holland & Hjorth (1999) found for the star-forming region that coincides with the position of GRB 990123 whereas the diameters and luminosities are comparable.

The spectroscopic data demonstrate that all emission lines, both forbidden and permitted, have narrow widths that are consistent with a Seyfert 2 galaxy (the instrumental resolution only gives an upper limit on the rest-frame velocity widths of a few hundred $`\mathrm{km}\mathrm{s}^1`$). The ratio \[O III\]/H$`\beta `$ is greater than three, which is indicative of an active galaxy (Shuder & Osterbrock, 1981). The object lies on the borderline between H II regions and narrow-line AGNs in the $`\mathrm{log}(`$\[O III\]$`/\mathrm{H}\beta )`$ vs. $`\mathrm{log}(`$\[O II\]/\[O III\]) diagram—uncorrected for extinction, see Baldwin et al. (1981). This suggests that the host galaxy of GRB 990712 may be a Seyfert 2 galaxy, but further spectroscopic observations will be needed to confirm this. For example, a measurement of $`\mathrm{log}(`$\[O I\]$`/\mathrm{H}\alpha )`$ from near-IR spectroscopy would discriminate between a star-forming galaxy or a Seyfert 2 (Veilleux & Osterbrock, 1987).

## 6 The Late Afterglow and the Possible GRB 990712–Supernova Association

Table 2 summarizes the predicted and observed $`V`$\- and $`R`$-band magnitudes for the OA and its host galaxy in both the pure power-law (PL), and power law + supernova (PL+SN) scenarios. The magnitudes for the host galaxy are the weighted means of the magnitudes that we obtained from the Danish 1.54-m and ESO 3.6-m telescopes, and the HST. Allowing for small systematic uncertainties, the observed magnitudes and colors for the host and OA are consistent with the predictions of the pure power-law model, which indicates that the OA followed a slow power-law decay with a constant index of $`\alpha 1.0`$, with no significant late-time break towards steeper decay. Our results are inconsistent with the presence of a SN like SN1998bw. The discrepancy between the observations and the predictions of the PL+SN scenario suggests that a SN in the late-time light curve of GRB 990712 would have had to be $`>1.5`$ mag fainter than SN1998bw to be consistent with the data presented in this Letter. Therefore, we conclude that either GRB 990712 did not produce a SN, or that the flux received from the SN was much smaller than expected from scaling SN1998bw to $`z=0.4337`$.

If there was no SN then this supports the view that long-duration GRBs have more than one type of progenitor (Livio & Waxman, 1999). GRB 970508 is the only other GRB for which there is some evidence that a SN was not present. However, the paucity of observations around the time of the predicted peak luminosity of the SN makes it difficult to unambiguously rule out a SN contribution in GRB 970508’s light curve. Therefore, GRB 990712 provides the first solid evidence that not all long-duration GRBs are associated with standard-candle SNe. There are some similarities between GRB 990712 and GRB 970508 that suggest that they may be members of the same class of bursts. Both had shallow late-time decay slopes ($`\alpha 1.0`$), both appear to lack a 1998bw-type SN, both bursts were strong $`X`$-ray sources, and both bursts have host galaxies that are significantly fainter than $`L^{}`$.

If there was a SN associated with GRB 990712, then its peak intensity was $`>1.5`$ mag fainter than that of SN1998bw. Type Ib/c SNe are poor standard candles since their predicted peak intensities can vary by 1–2 mag, with a mean peak $`B`$-band magnitude that is 1.16 mag fainter than that of SN1998bw (van den Bergh & Tammann, 1991). Moreover, the predicted peak magnitude for a SN associated with GRB 990712 depends on the cosmological model, the exact spectral shape of SN1998bw at very short wavelengths, the width of the lightcurve peak, the possible extinction in the host galaxy, and the possible evolution of SNe with redshift. A large sample of GRB afterglows with measured redshifts and detectable SN signatures is needed to establish the intrinsic luminosity distribution of SNe accompanying GRBs.

FC is supported by Chilean grant FONDECYT/3990024. Additional funding from the European Southern Observatory is gratefully acknowledged. This work was supported by the Danish Natural Science Research Council (SNF).