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# The massive stellar content in NGC 604 and its evolutionary state.

## 1 Introduction

Giant extragalactic H ii regions (RH iis) are amongst the brightest objects in galaxies. RH iis have been studied extensively because they are the best indicators of the conditions that lead to massive star formation, and they show the cloud properties immediately after the moment when stars form. Equally important, they are favourable places where to measure the chemical abundances and star formation rates in galaxies, and hence can be used to trace the chemical and star formation history of the universe, when observed in galaxies at different redshift (Madau et al. 1996; Kobulnicky & Zaritsky 1999).

RH iis are characterized to have a size larger than 100 pc and H$`\alpha `$ luminosity brighter than 1039 erg s-1 (Kennicutt 1984). Therefore, the nebula requires an ionizing photon luminosity larger than 1051 s-1; this is provided by a stellar cluster that contains more than 100 young massive stars. These characteristics are very similar to those of starburst galaxies. However, they are less luminous than prototypical starbursts, and thus they are referred to as mini-starbursts (Walborn 1991). Like starbursts, RH iis show a nebular emission-line spectrum at optical wavelengths, and an absorption-line spectrum at wavelengths shorter than the Balmer jump (Leitherer 1997; Rosa, Joubert & Benvenuti 1984). This spectral morphology reflects the fact that RH iis are powered by massive stars. These stars emit photons with energies of tens of eV which are absorbed and re-emitted in their stellar winds, producing ultraviolet resonance transitions. However, the stellar wind is optically thin to most of the ultraviolet photons, that can travel tens of parsec from the star before they are absorbed and photoionize the surrounding interstellar medium. Subsequently, this ionized gas cools down via an emission spectrum. This spectral dichotomy picture allows to derive the stellar content and the evolutionary state of the cluster, through the analysis of the ultraviolet (e.g. Vacca et al. 1995; Leitherer et al. 1996), or the optical light (e.g. Cid Fernandes et al. 1992; García-Vargas & Díaz 1994; Stasińska & Leitherer 1996) using evolutionary synthesis and photoionization models. The two techniques have been applied to the prototypical starburst nucleus NGC 7714, giving similar results (González Delgado et al. 1999a).

However, around the Balmer jump the spectra of starbursts (González Delgado et al. 1998) and some H ii regions (Terlevich et al. 1996) show the higher order terms of the Balmer series and He i lines in absorption, formed in the photospheres of massive stars. These stellar lines can be detected in absorption because the strength of the gaseous Balmer lines in emission decreases rapidly with decreasing wavelength, whereas the equivalent width of the stellar absorption lines is almost constant with wavelength (González Delgado, Leitherer & Heckman 1999b). Evolutionary synthesis models that predict the profiles of the higher order terms of the Balmer series and He i lines in absorption can also be used to estimate the evolutionary state of the stellar cluster in H ii regions.

The second more luminous and brightest H ii region in the Local Group of galaxies, after 30 Dor in the LMC, is NGC 604 in M 33. Its distance, 840 kpc (Freedman et al. 1991), allows detailed studies of the individual stars, and also to obtain integrated properties. Thus, NGC 604 is an excellent laboratory in which to explore questions about the effect of star formation, the slope and upper mass limit of the IMF, and to test the consistency between the three techniques described above, that allow to determine the stellar content and the evolutionary state of the ionizing stellar cluster from the spatially integrated ultraviolet and optical spectra of the H ii region.

NGC 604 has been intensively studied in the past (e.g. Peimbert 1970; Israel & van der Kruit 1974; Smith 1975; Hawley & Grandi 1977; Kwitter & Aller 1981; Conti & Massey 1981; Rosa & D’Odorico 1982; Viallefond & Goss 1986). A precise determination of the chemical composition of the gas was made by Díaz et al. (1987); they give an oxygen abundance 12+log(O/H)=8.5. VLA observations indicate that the gas is very tenuous (average electron density, $`rms`$ $`N_\mathrm{e}`$, between a few and $`100`$ cm-3), and not very dusty, with a mean visual extinction $`A_V0.5`$ mag (Churchwell & Goss 1999). The morphology of the ionized gas is very complex, showing many filaments and shell structures that are expanding (e.g. Hippelein & Fried 1984; Rosa & Solf 1984; Clayton 1988; Sabalisck et al. 1995; Muñoz-Tuñón et al. 1995; Yang et al. 1995; Medina Tanco et al. 1997). This morphology is a consequence of the violent star formation activity in NGC 604. HST imaging photometry has revealed that the stellar cluster is resolved into $``$200 massive stars in an area of $``$10000 pc2 (Drissen, Moffat & Shara 1993; Hunter et al. 1996). Evidences that the stellar cluster is evolved come from the detection of Wolf-Rayet stars (Conti & Massey 1981; D’Odorico & Rosa 1981; Drissen, Moffat & Shara 1990, 1993), one supernova remnant (D’Odorico et al. 1980), and one candidate to red supergiant (Terlevich et al. 1996). The existence of these stars as members of the stellar cluster of NGC 604 suggests that the age of the region is in the range 3-5 Myr.

This paper presents spatially integrated ultraviolet and optical spectra of NGC 604. The goal is to derive the massive stellar content and the evolutionary state of the ionizing cluster, by means of evolutionary synthesis and photoionization models applied to the ultraviolet resonance wind stellar lines, to the nebular emission lines and to the higher-order terms of the Balmer series and He i lines in absorption. The consistency between the results obtained with the three techniques, and the similarity with the results obtained from studies based on the detection of individual stars, strengthens the reliability and power of these techniques when they are applied to determine the stellar content of more distant star-forming regions. Section 2 presents the observations. Section 3 describes the photoionization models that fit the emission-line spectrum of the nebula. In section 4, the higher-order terms of the Balmer and He i lines in absorption are analyzed. Evolutionary synthesis models of the ultraviolet resonance wind stellar lines are in section 5. In section 6, the massive stellar content is derived. The summary and conclusions are in section 7.

## 2 Observations

### 2.1 HST images

NGC 604 has been intensively observed with the WFPC2 camera onboard the HST. For the purpose of this work, we have retrieved HST archive images at the ultraviolet (F170W filter) and optical H$`\alpha `$ (filter F656N) wavelengths. Two F170W exposures of 350 s each and two F656N exposures of 1000 s each were combined to produce one final ultraviolet (Fig. 1) and one H$`\alpha `$ image (Fig. 2). The nebula was centred in the PC camera, therefore the ionizing cluster is sampled at 0.046 arcsec pixel-1, corresponding to 0.19 pc pixel-1 (at a distance of 840 kpc, 1 arcsec corresponds to 4.1 pc). The ultraviolet emission is spread in the inner 20$`\times `$20 arcsec. The stellar density looks much lower than that observed in super star clusters. Surface brightness photometry indicates that 75 percent of the ultraviolet flux is produced by the core of the stellar cluster, that is contained within a central nebular hole of diameter $`15`$ arcsec; we shall refer to this as the centre of the nebula. The H$`\alpha `$ image shows many filaments and shell structures that extend out to $`200`$ pc from the centre of the nebula. However, the brightest parts of the nebula trace almost a ring structure at a distance of 40 pc from the centre.

The total ultraviolet flux per unit wavelength in the F170W image is $`1.9\times 10^{13}`$ erg s-1 cm-2 Å-1. The H$`\alpha `$ flux is $`4.0\times 10^{11}`$ erg s-1 cm-2, in good agreement with the value measured by Churchwell & Goss (1999).

We perform surface brightness photometry in the H$`\alpha `$ image using a circular aperture around the central cluster nebular hole. The cumulative flux is plotted in Fig. 3. This plot shows that 50, 75 and 90 percent of the total flux is contained in the inner 60, 100 and 140 pc radii111Unless otherwise specified, distances refer to radial distances from the adopted centre of symmetry, as shown in Figs. 1 and 2., respectively. The H$`\alpha `$ flux distribution of NGC 604 has the characteristic features of a core-halo distribution, where the core can be quantitative and qualitatively explained by a thick shell structure. A detailed modelling of the geometry of NGC 604 will be presented elsewhere. The surface brightness weighted core radius of the region (following the method described in García-Vargas et al. 1997) is 80 pc.

The $`rms`$ electron density is also estimated from the H$`\alpha `$ image as $`(Q/\alpha _BV)^{1/2}`$, where $`Q`$ is the ionizing photon luminosity, $`\alpha _B`$ the total recombination coefficient of H, and $`V`$ the volume of the ionized region. Fig. 3 also shows the $`rmsN_\mathrm{e}`$ as a function of distance, that ranges from values between less than 100 cm-3 to a few cm-3, with $`rmsN_\mathrm{e}10`$ cm-3 at 100 pc from the center of the nebula.

### 2.2 Ultraviolet spectroscopy

NGC 604 has been observed with the IUE through the large aperture (9.5$`\times `$22 arcsec)222The precise form and size of the IUE large aperture is not known; we take a size of $`22\times 9.5`$ arcsec. The actual form is somewhat intermediate between the rectangle shown here and an enclosed ellipse. in low-dispersion mode, with either the SWP (1100–1900 Å) or the LWR (1900–3200 Å) cameras. The spectra were taken with the large aperture located at several different positions across the region. We have retrieved from the IUE Newly Extracted Spectra (INES, Rodríguez-Pascual et al. 1999; Cassatella et al. 2000) archive the spectra taken at the positions shown in Fig. 1 (see also Table 1). Several of the spectra were also retrieved in February 1997 from the IUE ULDA archive. When comparing the two different extractions of the same aperture spectrum, we noticed that the slope of the spectra were slightly steeper in the ULDA archive; both extractions have the same flux at 1500 Å but the ULDA extraction is 10 percent brighter at 1280 Å than the INES extraction. ULDA used a different extraction algorithm (IUESIPS) than INES, and their discrepancies are well documented (González-Riestra et al. 2000). INES represents the state of the art in the extraction of IUE spectra; so this is the data set that we use.

The flux at 1750 Å measured in the spectra SWP5688 (PA=149$`\mathrm{°}`$) and SWP6638 (PA=110$`\mathrm{°}`$) is $`1.6\times 10^{13}`$ erg s-1 cm-2 Å-1 and $`1.3\times 10^{13}`$ erg s-1 cm-2 Å-1, respectively. The sum total flux in these two apertures represents approximately the total ultraviolet flux emitted by the stellar cluster in NGC 604, and it amounts to $`2.9\times 10^{13}`$ erg s-1 cm-2 Å-1. This value is 45 percent larger than the total monochromatic flux measured in the F170W HST image ($`\mathrm{F}_{170}=1.9\times 10^{13}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{\AA }^1`$). Fig. 4 shows the IUE spectra at PA=110$`\mathrm{°}`$ and at PA=32$`\mathrm{°}`$, together with the average spectrum of those at PA=149$`\mathrm{°}`$, 136$`\mathrm{°}`$ and 159$`\mathrm{°}`$.

### 2.3 Optical spectroscopy

Optical spectra were obtained with the 4.2m William Herschel Telescope at the Observatorio del Roque de los Muchachos (La Palma), as part of the GEFE333Grupo de Estudios de Formación Estelar, is an international collaboration formed to take advantage of the international time granted by the Comité Científico Internacional at the Observatories in the Canary Islands. collaboration. The details of the observations and data reduction are in Terlevich et al. (1996). For the purpose of this work, we use the scanned spectra at PA=60$`\mathrm{°}`$ and at PA=120$`\mathrm{°}`$, and the single long-slit spectrum at PA=131$`\mathrm{°}`$. The scanned spectra were centred at R.A.=1h 31m 43s and Dec=30$`\mathrm{°}`$ 31′ 52″, and they cover the core of the region by displacing a 1 arcsec wide longslit in steps of 1 arcsec and taking at each position a 1 minute exposure. The process is repeated until an area of 1.75′$`\times `$0.18′ (for the scan at PA=120$`\mathrm{°}`$) and 1.75′$`\times `$0.23′ (for the scan at PA=60$`\mathrm{°}`$) are covered (see Fig. 2). A one dimensional spectrum representative of the inner region of the nebula was obtained by merging the extractions that cover 11″$`\times `$60″ (at PA=120$`\mathrm{°}`$) and 14″$`\times `$60″ (at PA=60$`\mathrm{°}`$). At PA=131$`\mathrm{°}`$, a one-dimensional spectrum was extracted of length 4.6 arcsec, and centered at the position where the continuum is maximum (see fig. 3b in Terlevich et al. 1996). At this position the fraction of the stellar continuum with respect to the nebular emission lines is maximum, because it corresponds to the zone of the nebular hole. As previously noted by Terlevich et al. (1996), the spectrum shows the higher-order terms of the Balmer series and He i lines in absorption, and the continuum represents well the stellar light of the ionizing stellar cluster in NGC 604 (Fig. 5).

## 3 Modelling the nebular emission-lines

The emission-line spectrum of an RH ii depends on the radiation field from the ionizing stellar cluster, and on the density distribution and chemical composition of the gas. A photoionization code takes as input the spectral energy distribution of the cluster, and it solves the ionization-recombination and heating-cooling balances, to predict the ionization structure of the nebula, the electron density and the intensity of the emission lines. By comparing these output with observations, it is possible to obtain information about the ionizing stars and their evolutionary state.

The star formation law, age and massive stellar content of the stellar clusters can be constrained by comparing the observed emission line strengths with the predictions from the photoionization models, when the code uses as input the spectral energy distribution (SED) generated by a stellar evolutionary synthesis code. This technique has been used successfully to study the stellar content in starbursts and RH iis (e.g. García-Vargas, Bressan & Díaz 1995a,b; García-Vargas et al. 1997; González Delgado et al. 1999a; Luridiana, Peimbert & Leitherer 1999; Stasińska & Schaerer 1999). Here, we fit the emission-line spectrum of NGC 604 using the photoionization code CLOUDY (version 90.04, Ferland 1997).

### 3.1 Input parameters

In order to predict the intensities of the emission lines, we fix the geometry of the nebula, the electron density and the chemical composition of the gas. We assume that the constant density gas is ionization bounded and spherically distributed around the ionizing cluster. The inner radius is 20 pc (as seen in the H$`\alpha `$ image), and the outer radius is determined by the ionization front. The results do not depend strongly on the inner radius if this changes by a factor 2 (e.g. Luridiana, Peimbert & Leitherer 1999). We assume that the gas occupies only a fraction of the sphere. Thus the filling factor, $`\varphi `$, is a free parameter with values of 10-1, $`5\times 10^2`$, 10-2, 10-3 and 10-4. The change of filling factor is equivalent to changing the ionization parameter $`U`$, defined as $`Q/(4\pi RN_\mathrm{e}c`$); where $`Q`$ is the ionizing photon luminosity, $`N_\mathrm{e}`$ the electron density, $`c`$ the speed of light and $`R`$ the distance of the gas to the ionizing source. For a spherical geometry, the average $`U`$ is proportional to $`(\varphi ^2N_\mathrm{e}Q)^{1/3}`$.

The chemical abundances are fixed to those derived by Díaz et al. (1987). We scale the chemical composition of the gas to the value of the oxygen abundance, 12+log(O/H)=8.5, except the abundance of N, Ne, S and He, for which we take the values derived by Díaz et al. (1987; see Table 2). The electron density derived by Díaz et al. (1987) is of the order of 100 cm-3. Our measurements of the \[S ii\]6717/6731 ratio indicate the low-density limit, with values below 100 cm-3 444Notice, however, that the atomic parameters for the sulfur have changed in the intervening time. We have computed constant density models at two values of the electron density, 100 cm-3 and 30 cm-3. The latter value comes from the filling factor and an $`rms`$ electron density of 10 cm-3, derived from the H$`\alpha `$ image. Also, an electron density of 30 cm-3 predicts a \[S ii\]6717/6731 ratio which is in better agreement with the observed value.

### 3.2 The radiation field

The radiation field used as input to CLOUDY is the spectral energy distribution generated by the evolutionary synthesis code developed by Leitherer and colaborators (Leitherer et al. 1999). The code includes the new set of stellar evolutionary models of the Geneva group (Schaller et al. 1992; Schaerer et al. 1993a,b; Charbonnel et al. 1993; Meynet et al. 1994), and the stellar atmospheres grid compiled by Lejeune et al. (1997), supplemented by the expanding spherical non-LTE models of Schmutz, Leitherer & Gruenwald (1992). The latter stellar atmosphere models are applied to stars with very strong stellar winds. The spectral energy distribution was generated using the Z=0.008 (Z$``$/2.5) metallicity tracks, assuming that stars and gas have the same metallicity. We assume two different star formation scenarios: instantaneous burst and continuous star formation at a constant rate. Different models are also computed with different assumptions about the IMF. The slope is Salpeter ($`\alpha `$= 2.35), flatter ($`\alpha `$= 1.5), or steeper ($`\alpha `$= 3.3). The upper mass limit cut-off is set to 30, 60, 80 or 120 M$``$. The lower mass limit is fixed to 1 M$``$. However, photoionization models are not influenced by the lower limit mass cut-off if it is below 10 M$``$. The spectral energy distribution is normalized to an ionizing photon luminosity of $`\mathrm{log}\mathrm{Q}=51.54`$ s-1. This value is derived from the total H$`\alpha `$ flux measured in the image, after correcting by the mean extinction, $`A_V=0.5`$ mag, derived by Churchwell & Goss (1999). We will check below the compatibility of this normalization with the mass of the stellar cluster derived from the ultraviolet continuum luminosity.

### 3.3 The observational constraints

The emission lines were measured in our scanned spectrum of the nebula. The observed ratios have been corrected by the mean extinction, c(H$`\beta `$)=0.22, derived by Churchwell & Goss (1999). This value is in agreement with the reddening derived from the H$`\gamma `$/H$`\beta `$ ratio measured in the scanned spectrum, when this ratio is corrected by the underlying stellar absorption. This extinction is lower than the values derived by Díaz et al. (1987), c(H$`\beta `$)=0.3-0.4; however, the extinction changes across NGC 604 (Maíz-Apellániz 1999). The de-reddened emission line ratios to be fitted by the photoionization models are included in Table 3. This table also includes the emission line ratios derived by Díaz et al. (1987) in several parts of the nebula, and those from an integrated spectrum in Maíz-Apellániz (1999). The range of values for each of these emission line ratios defines the tolerance that we accept for the difference between the observed and the predicted values from the models.

Following Stasińska & Schaerer (1999), we try to fit the strength of the emission lines, and also emission-line ratios indicative of the electron temperature (\[O iii\]4363/5007), electron density (\[S ii\]6717/6732) and ionization structure (\[O iii\]5007/\[O ii\]3727, \[S iii\]9069/\[S ii\]6716+6732). Another important observational constraint is the radius of the nebula. The H$`\alpha `$ image shows that the flux extends out to 200 pc of the center of the region; however, more than 90, 75 and 50 percent of the total flux is within the inner 140 pc, 100 pc and 60 pc radii, respectively (Fig. 3). Our determination of the core radius of the region is 80 pc.

### 3.4 Model results

We start by fixing the filling factor and the electron density by means of fitting the line ratios \[S ii\]6717+6731/H$`\beta `$ and \[S ii\]6717/6731, and the radius of the nebula. \[S ii\]6717+6731/H$`\beta `$ is a good calibrator of the ionization parameter, because this ratio does not depend much on the IMF assumptions, on the star formation law or on the evolutionary state of the cluster (González Delgado et al. 1999a). Instead, this ratio depends on the filling factor, and for fixed geometry, ionizing photon luminosity and electron density, it depends on the ionization parameter555Nonetheless, we should always be cautious when using sulfur dependent diagnostics, given the uncertainties about the atomic parameters and its not so well known ionization; also this calibration relies on the assumption of an ionization bounded nebula.. The observed ratio, \[S ii\]6717+6731/H$`\beta 0.4`$, indicates a filling factor $`\varphi 0.1`$ (Fig. 6). Therefore, a large fraction of the volume of the region is filled with ionized gas; however, this gas is very tenuous because the $`rms`$ electron density measured in the H$`\alpha `$ image is $`10`$ cm-3, and the electron density in the S+ zone, derived from the definition of filling factor ($`\varphi =(N_\mathrm{e}(rms)/Ne)^2`$), is $`N_\mathrm{e}30`$ cm-3. The observed ratio \[S ii\]6717/6731=1.4, indicates that the electron density is $`100`$ cm-3. Models with a filling factor of 0.1 and $`N_\mathrm{e}=30`$ cm-3 predict well the observed \[S ii\]6717/6731 ratio. If the electron density were as high as $`N_\mathrm{e}=100`$ cm-3, then the filling factor would have to be lower, $`\varphi `$=0.01, and in this case the values of \[S ii\]6717+6731/H$`\beta `$ and \[S ii\]6717/6731 predicted by the models are 0.9 and 1.3, respectively. These predictions are larger and smaller than the observed values, respectively. Furthermore, models with $`\varphi =0.1`$ and $`N_\mathrm{e}=30`$ cm-3 predict a Strömgren radius $``$110 pc, in agreement with the radius derived from the H$`\alpha `$ surface brightness photometry. Models with $`N_\mathrm{e}=100`$ cm-3 predict a radius a factor two smaller than models with $`N_\mathrm{e}=30`$ cm-3. Therefore, we conclude that a filling factor $`\varphi 0.1`$ and a density $`N_\mathrm{e}=30`$ cm-3 fit well the ratios \[S ii\]6717+6731/H$`\beta `$ and \[S ii\]6717/6731, and the size of the region.

The emission-line ratios \[O iii\]5007/H$`\beta `$, \[O ii\]3727/H$`\beta `$, \[O i\]6300/H$`\beta `$, and \[N ii\]6584/H$`\beta `$ have been plotted as a function of the cluster age, using a filling factor $`\varphi `$= 0.1 and an electron density $`N_\mathrm{e}=30`$ cm-3. To check whether the models also fit line ratios indicative of the structure of the region, we have plotted the $`\eta `$ parameter, defined as (\[O iii\]5007+4959/\[O ii\]3727)/(\[S iii\]9069+9532\]/\[S ii\]6717+6731), and the electron temperature predicted by the models as a function of the age. The parameter $`\eta `$ is a measure of the softness of the radiation field (Vílchez & Pagel 1988). The models assume two different star formation laws, an instantaneous burst or continuous star formation at a constant rate, and different assumptions about the slope ($`\alpha `$=2.35, 1.50, 3.0) and upper mass limit cut-off of the IMF ($`M_{\mathrm{up}}=`$120, 80, 60, 30 M$``$).

Fig. 7 compares the observed emission line ratios with the prediction of continuous and instantaneous burst, for a Salperter IMF and upper mass limit cut-off of 80 M$``$. The observed ratios are in better agreement with burst than with continuous star formation models (that predict high excitation lines and \[O i\]6300/H$`\beta `$ larger than observed). The continuous star formation scenario can be made compatible with the observed emission-line ratios if stars more massive than 50 M$``$ are not formed in the cluster; however, these models predict significantly fewer numbers of Wolf-Rayet stars in the cluster. Thus, continuous star formation models cannot fit the emission-line ratios and predict the existence of Wolf-Rayet stars simultaneously.

Fig. 8 compares the observed emission line ratios with the prediction of an instantaneous burst, for different assumptions of the IMF upper mass limit cut-off. Models with $`M_{\mathrm{up}}=30`$ M$``$ predict high excitation lines (low excitation lines) ratios which are much lower (higher) than the observed values. Thus, similar results are obtained if $`M_{\mathrm{up}}50`$ M$``$. Burst models with $`M_{\mathrm{up}}60`$ M$``$ fit the emission-line ratios if the age of the cluster is 2.5–3 Myr or 4.5–4.8 Myr. However, if $`M_{\mathrm{up}}=60`$ M$``$, Wolf-Rayet stars only appear in the cluster if it is 4–5 Myr old. Models with $`M_{\mathrm{up}}=120`$ M$``$ and 80 M$``$ give similar results after the first 2 Myr, and the same behaviour with age. The electron temperature, $`\eta `$ and the emission-line ratios, all indicate that massive stars ($`M_{\mathrm{up}}80`$ M$``$) have to be present in the cluster, and that the cluster is $`3`$ Myr or $`4.5`$ Myr old. Further constraints on the upper mass limit cut-off will be imposed by the relavite number of Wolf-Rayet with respect to O stars in the cluster.

Burst models have been computed also for different values of the IMF slope ($`\alpha `$=2.35, 3.0 and 1.5). The behaviour of the emission line ratios with the age is very similar for these three values of the IMF slope (Fig. 9). The observed ratios indicate an age $`3`$ Myr or 4.5 Myr, and cannot discriminate between the different values of the slope. Further constraints on the IMF slope will come from the WR/O ratio. This point will be discussed further in section 6.

## 4 Modeling the H Balmer and He i absorption lines

The optical continuum of an RH ii is dominated by early-type stars. The spectra of O and B stars are characterized by strong H Balmer and He i absorption lines, with very weak metallic lines formed in the photosphere of these stars (Walborn & Fitzpatrick 1990). The H Balmer and He i recombination nebular emission lines are superposed on the corresponding photospheric lines. However, the higher order terms of the Balmer series and some of the He i lines can be detected in absorption and the lower terms of the Balmer series can show absorption wings. The detection of these absorption features depends on the spectral and spatial resolution of the observations, on the spatial distribution of the stellar cluster with respect to the nebular emission, and on the evolutionary state of the stellar cluster. These photospheric features have been detected in a spectrum of NGC 604 (Fig. 5) because it corresponds to the zone of the nebular hole where the core of the central cluster is located, so it maximizes the contrast of the stellar with respect to the nebular contributions (see Fig. 2). In this section we will constrain the evolutionary state of NGC 604 and the IMF using the profile of the higher-order terms of the H Balmer series and the strength of some of the He i lines in absorption.

### 4.1 Description of the models

González Delgado et al. (1999b) have computed evolutionary stellar population synthesis models that predict the photospheric absorption H Balmer and He i lines, between 3700 and 5000 Å, for a single-metallicity stellar population. The models, which are optimized for galaxies with active star formation, synthesize the profiles of the H Balmer series (H$`\beta `$, H$`\gamma `$, H$`\delta `$, H8, H9, H10, H11, H12 and H13) and the He i absorption lines (He i $`\lambda `$4922, He i $`\lambda `$4471, He i $`\lambda `$4388, He i $`\lambda `$4144, He i $`\lambda `$4121, He i $`\lambda `$4026, He i $`\lambda `$4009 and He i $`\lambda `$3819), with a spectral sampling of 0.3 Å pixel-1, for a burst and for continuous star formation at a constant rate. They use a stellar library that includes NLTE absorption profiles for stars hotter than 25000 K, and LTE profiles for lower temperatures. The temperature and gravity coverage is $`4000T_{\mathrm{eff}}50000`$ K, and $`0.0logg5.0`$, respectively (González Delgado & Leitherer 1999). The models assume that stars evolve from the main sequence following the evolutionary tracks of the Geneva group (Schaller et al. 1992; Schaerer et al. 1993a,b; Charbonnel et al. 1993; Meynet et al. 1994). The strength of the Balmer and He i lines is sensitive to the age after the first 3 Myr of evolution, and sensitive to the IMF if the age is younger than 3–4 Myr. Models assume that stars have a metallicity $`Z=0.008`$, and make different assumptions about the IMF slope ($`\alpha `$=1.5, 2.35 and 3.0), and upper mass limit cut-off ($`M_{\mathrm{up}}=80`$ M$``$ and 30 M$``$). For the purpose of this paper, the range of ages computed spans from 0 to 10 Myr.

### 4.2 Model Results

We use the equivalent width of He i $`\lambda `$4388, $`\lambda `$4026, and $`\lambda `$3819, and the wing absorption profiles of H$`\beta `$, H$`\gamma `$, H$`\delta `$, H8, H9 and H10 to constrain the age, IMF and star formation law. He i $`\lambda `$4388, $`\lambda `$4026, and $`\lambda `$3819 are detected in absorption, because the corresponding nebular emission lines have equivalent widths that are at least a factor 3 weaker than the nebular emission in He i $`\lambda `$4471 (González Delgado et al. 1999b). Note that He i $`\lambda `$4471 is only partially filled with the nebular emission; therefore, the nebular emission of the lines He i $`\lambda `$4388, He i $`\lambda `$4026 and He i $`\lambda `$3819 is $``$0, and the equivalent widths of these absorption features represent well the strength of the stellar continuum radiation of the cluster. The equivalent widths of these lines, He i $`\lambda `$4388, He i $`\lambda `$4026 and He i $`\lambda `$3819, measured in the spectrum of Fig. 5 are 0.32, 0.55 and 0.26 Å, respectively. Their strength is compatible with continuous star formation and with burst models 3 Myr old (Fig. 10). However, He i lines can constrain the IMF. Models with an IMF steeper than Salpeter or with $`M_{\mathrm{up}}=30`$ M$``$ predict He i lines stronger than observed. The strengths of the lines are compatible with a 3 to 4 Myr old burst formed following a Salpeter or slightly flatter IMF ($`\alpha `$= 1.5, Fig. 10). The absorption wings of the Balmer lines are also compatible with burst models 3 Myr old, with Salpeter or slightly flatter IMF ($`\alpha `$= 1.5, Fig. 11).

## 5 Modelling the ultraviolet stellar lines

The ultraviolet light from an RH ii is dominated by O stars. These hot stars develop strong wind stellar lines due to the radiation pressure in ultraviolet resonance lines (Morton 1967). As a result, all the strong ultraviolet lines (e.g. O vi $`\lambda `$1034, N v $`\lambda `$1240, Si iv $`\lambda `$1400, C iv $`\lambda `$1550 and N iv $`\lambda `$1720) show a blueshifted absorption (about 2000–3000 km s-1) or a PCygni profile. The shape of the profile reflects the stellar mass-loss rate, which is related to the stellar luminosity, and thus to the stellar mass. Most of the ultraviolet spectra of RH ii are dominated by absorption features (Rosa et al. 1984; Vacca et al. 1995; Mas-Hesse & Kunth 1999), without any nebular emission, which is very similar to those of starburst galaxies666One important exception is knot A in the RH ii NGC 2363 (Drissen et al. 2000), so young that the effect of winds is not yet reflected in its uv spectrum.. Most of these lines are formed in the stellar winds of the massive stars that belong to the starburst. The profile of these lines reflects the stellar massive content in the starburst; therefore, they depend on the IMF and star formation law (Leitherer, Robert & Heckman 1995). In this section, we constrain the evolutionary state and the IMF of NGC 604 by means of fitting the profiles of the ultraviolet stellar lines Si iv and C iv.

### 5.1 Description of the models

Evolutionary stellar population models have been computed with the code Starburst 99 (Leitherer et al. 1999). The code uses a stellar library of IUE ultraviolet spectra of O, B and Wolf-Rayet stars (Robert, Leitherer & Heckman 1993). The spectral resolution of the O and Wolf-Rayet stars observed is 0.75 Å. These stars are located in the solar neighborhood. However, the evolutionary models computed here assume that the stars evolve from the main sequence following the evolutionary track at $`Z=0.008`$. Models are computed for instantaneous bursts between 0 and 10 Myr, and for continuous star formation lasting 10 Myr, and different assumptions about the slope ($`\alpha `$=2.35, 3.0 and 1.5) and upper mass limit cut-off ($`M_{\mathrm{up}}=`$120, 80, 60 and 40 M$``$) of the IMF. The model spectra are smoothed to the IUE spectral resolution of the observations of NGC 604, which is 6 Å.

### 5.2 Model results

The strongest wind stellar features in the spectra of NGC 604 are N v $`\lambda `$1240, Si iv $`\lambda `$1400, C iv $`\lambda `$1550, He ii $`\lambda `$1640, and N iv $`\lambda `$1720. These features are present in all the spectra of NGC 604; however, for this analysis we use the average spectrum of those at PA=149$`\mathrm{°}`$, 136$`\mathrm{°}`$ and 159$`\mathrm{°}`$, and the spectrum at PA=32$`\mathrm{°}`$, because they have the best signal to noise ratio. The evolutionary state, the star formation law and the IMF in NGC 604 is constrained with the profiles of these lines.

He ii shows a broad emission profile in Wolf-Rayet and O3–O5 supergiant stars; N iv shows a PCygni profile in Wolf-Rayet stars; N v and C iv show strong PCygni profiles in all O stars, and Si iv only in O supergiants. Thus, the profile of these lines in the integrated spectrum of a starburst depends strongly on the stellar content and age of the stellar cluster. In particular, Si iv shows a strong PCygni profile if the cluster formed in an instantaneous burst and its age is between 3 and 5 Myr, because within this age interval the ultraviolet light is dominated by O blue supergiants. On the other hand, the profile of C iv depends strongly on the IMF. It shows a strong PCygni profile if stars more massive that 60 M$``$ are formed in the cluster, and if the slope of the IMF is flatter than $`\alpha `$=3.0.

The spectrum of NGC 604 indicates that its stellar population must be dominated by massive, young O stars; thus, the stellar cluster must be young and of short duration. Continuous star formation models can be ruled out because they show Si iv weaker than observed (Fig. 12). In these models the line is diluted because the fraction of O supergiants with respect to the total number of O stars is lower in the continuous star formation than in the instantaneous burst models. The strength of Si iv in NGC 604 indicates that it is an instantaneous burst. The age of the burst has to be between 3 to 5 Myr, because bursts younger than 3 Myr or older than 5 Myr have very few O supergiants, and thus very weak Si iv (Fig. 13). On the other hand, from the strength of C iv we can exclude instantaneous bursts with $`M_{\mathrm{up}}60`$ M$``$ (Fig. 14), and IMF steeper than $`\alpha `$=3.0 (Fig. 15). Therefore, we conclude that continuous star formation and instantaneous burst models with few very massive stars can be ruled out. The wind lines are compatible with an instantaneous burst, formed following a Salpeter or slightly flatter IMF, with upper mass limit cut-off higher than 60 M$``$. A 3 Myr instantaneous burst with Salpeter and $`M_{\mathrm{up}}80`$ M$``$ fits well the profile of the wind stellar lines.

## 6 The massive stellar content of NGC 604

We derive the massive stellar population in NGC 604 from the ultraviolet continuum luminosity, comparing the observations with the predictions of synthetic models. The number of Wolf-Rayet stars are derived from the luminosity of the He ii $`\lambda `$1640 line. The stellar content derived in this way is compared with that derived from HST photometry of stars in NGC 604. However, we need first to estimate the extinction.

### 6.1 Extinction estimates

Leitherer & Heckman (1995) have shown that the ultraviolet continuum arising from a young starburst ($`\mathrm{age}10\mathrm{Myr}`$) has a spectral index, $`\beta `$ (F$`{}_{\lambda }{}^{}\lambda ^\beta `$), which is independent of the IMF, star formation law and metallicity. Thus, any deviation from the predicted value, $`2.5`$ for a 3 Myr instantaneous burst, could be attributed to reddening.

The ultraviolet continuum flux distribution of the IUE spectra of NGC 604 shows evidence of reddening, because after correcting by Galactic extinction, $`E(BV)=0.03`$ (McClure & Racine 1969), the spectra are flatter than the spectral energy distribution predicted by the evolutionary synthesis models. Massey & Hutchings (1983), analysing IUE spectra of H ii regions in M33, conclude that the M33 extinction curve is significantly different from that of the Galaxy, because the spectra of the H ii regions show very weak 2200 Å interstellar absorption dip, resembling those of the LMC and SMC. Therefore, we use the LMC curve to match the observed spectra with the spectral energy distribution of a 3 Myr old instantaneous burst. The $`E(BV)`$ derived is 0.1 for the spectrum at PA=32$`\mathrm{°}`$, and 0.12 for the average spectrum of those at PA=136$`\mathrm{°}`$, 159$`\mathrm{°}`$ and 149$`\mathrm{°}`$. These values are in agreement with those derived by Massey & Hutchings (1983). However, the extinction can be 0.03 higher than the values above if it is derived comparing the observed spectra with the spectral energy distribution predicted including only the stellar contribution. This is due to the nebular contribution being dominated by the two-photon continuum emission that peaks at $``$1500 Å. If the nebular continuum is not included, the spectral energy distribution is steeper and a higher extinction is required to match the observed and predicted ultraviolet flux distribution. The reason to do this new estimation is because the nebula is more extended than the IUE aperture; thus, only a fraction of the nebular continuum contributes to the IUE aperture.

We have estimated also the extinction using the Calzetti, Kinney & Storchi-Bergmann (1994) extinction law. This is an empirical extinction curve derived for starbursts, which is very similar to the MW extinction law but it does not show the 2200 Å bump. Using this curve, we estimate $`E(BV)=0.2`$ to match the observed spectra and the spectral energy distribution predicted by the models.

To distinguish between these two results, we compare the spectral energy distribution predicted by the evolutionary models with that of NGC 604. We build the spectral energy distribution of NGC 604 from the ultraviolet to near-infrared using the SWP+LWR IUE spectrum at PA=110$`\mathrm{°}`$ plus that at PA=149$`\mathrm{°}`$, and the average optical spectra scanning the inner 11$`\times `$60 arcsec (at PA=120$`\mathrm{°}`$), and 14$`\times `$60 arcsec (at PA=60$`\mathrm{°}`$). We use the $`B`$ (F439W) and $`I`$ (F814W) HST+WFPC2 images to flux calibrate the optical spectra, because the mode in which the scanning was performed precludes an accurate absolute flux calibration based only on the ground-based observations. The resulting optical and ultraviolet spectra are normalized dividing by the flux at 2900 Å. Then, the spectra are dereddened by $`E(BV)=0.1`$ using the LMC extinction law, and by $`E(BV)=0.2`$ using the Calzetti et al. (1994) extinction law. Even though apparently the spectra dereddened with Calzetti’s law seem to match better the spectral energy distribution, a change in the scaling calibration factor of only 10 percent (larger than that used) gives a better match with the spectrum dereddened by the LMC law. Thus, given the uncertainties in the flux calibration of the ground-based optical spectra, we cannot really distinguish between these two extinction laws.

### 6.2 The number of O stars and W/O ratio

We assume that the total ultraviolet flux of the region is approximately the sum of the fluxes at PA=110$`\mathrm{°}`$ and at PA=149$`\mathrm{°}`$. After correcting by Galactic extinction, the flux at 1500 Å is $`5.1\times 10^{13}`$ erg s-1 cm-2 Å-1. The intrinsic luminosity777Note that this luminosity and the quantities derived in Table 4 should be almost a factor two lower if the total ultraviolet flux is equal to the flux of only one of the IUE apertures, or to that measured in the F170W HST image, $`L_{1700}7\times 10^{37}`$ erg s-1 Å-1. is 1038.16 erg s-1 Å-1 (1038.32 erg s-1 Å-1) if the flux is corrected by $`E(BV)=0.12`$ (0.2) using the LMC (Calzetti et al. 1994) extinction law.

The mass of the cluster, the ionizing photon luminosity and the number of O stars predicted by the evolutionary synthesis models are given in Table 4. These quantities indicate that very massive stars must be present in the cluster and that it is very young. In fact, instantaneous bursts older than 3.5 Myr predict an ionizing photon luminosity which is at least a factor 3 lower than the value derived from the H$`\alpha `$ flux, which is $`logQ=51.54`$ (s-1). In contrast, a $``$3 Myr instantaneous burst (with $`M_{\mathrm{up}}80\mathrm{M}`$) reproduces well the ionizing photon luminosity888However the values of $`Q`$ predicted are still a factor 1.5 lower than the photon luminosity derived from the H$`\alpha `$ flux, suggesting that other sources in addition to the central cluster contribute to the ionization of the gas, and/or that the extinction is higher than $`E(BV)=0.1`$. Note that if log $`L_{1500}=38.32`$ ergs-1 Å-1, then all the quantities derived in Table 4 should be a factor $`1.5`$ larger.). These models predict a mass of the stellar cluster that ranges between 0.1 and $`2\times 10^5`$ M$``$, depending on the assumption about the upper mass limit cut-off and slope of the IMF. The number of O stars ranges between 150 and 215 (if $`M_{\mathrm{up}}80\mathrm{M}`$), which is in agreement with the number of O stars (186) reported by Hunter et al.(1996).

The slope and upper mass limit cut-off of the IMF can also be constrained with the observed Wolf-Rayet over O ratio, WR/O. HST images of the NGC 604 cluster have detected 14 Wolf-Rayet or Of candidates (Drissen et al. 1993). Thus, WR/O$``$0.075. This ratio is very high, suggesting that the cluster is young (3–3.5 Myr), and that it must contain very massive stars. Instantaneous burst models with the IMF slope steeper than Salpeter or $`M_{\mathrm{up}}80`$ M$``$ predict a ratio much lower than 0.075 (Fig. 17). Models with IMF flatter than Salpeter or with upper mass limit cut-off as high as 120 M$``$ reproduce well the observed value.

### 6.3 Deposition of kinetic energy in the interstellar medium

Massive stars not only interact with the interstellar medium via their radiation, but also depositing kinetic energy via their stellar winds. The energy released during their lifetime is comparable to that deposited by a supernova event (Leitherer, Robert & Drissen 1992). The evolutionary state and the stellar content derived above for NGC 604 suggests that the massive stars in NGC 604 can release enough kinetic energy to form many of the filaments and expanding shell structures observed in the region.

Yang et al. (1996) have reported the properties of five shells; these have expansion velocities that range between 40 and 125 km s-1, and sizes between 35 and 125 pc (see also Sabalisck et al. 1995). The wind power required to form these bubbles ranges between 2$`\times 10^{37}`$ erg s-1 and 9$`\times 10^{38}`$ erg s-1, with a sum total of $`10^{39.25}`$ erg s-1.

We estimate the wind power produced by the stellar cluster in NGC 604 using Starburst99 (Table 4). For an instantaneous burst, the wind power ranges between 3$`\times 10^{37}`$ erg s-1 and 4$`\times 10^{38}`$ erg s-1, depending on the assumptions about the slope and massive cut-off of the IMF. Thus, the energy relased by winds in NGC 604 is not enough to explain the formation of the five shells; however, it can explain the formation of the central hole (shell number 3) and shell number 4 (see fig. 2 in Yang et al. 1996), that encircles the core of NGC 604 cluster (cf. Fig. 2). The wind power required by these two bubbles is 5$`\times 10^{37}`$ erg s-1 and 2$`\times 10^{37}`$ erg s-1, respectively.

## Summary and conclusions

The main goal of this work is to constrain the evolutionary state of the giant H ii region NGC 604. For this purpose, we have analyzed the integrated ultraviolet spectra taken by IUE, and optical ground-based spectra of the region. The data are interpreted using evolutionary synthesis models optimized for star forming regions. These data are complemented with ultraviolet and H$`\alpha `$ images taken by HST with the WFPC2.

The ultraviolet image shows that the ionizing cluster is spatially spread in the inner 20$`\times `$20 arcsec, with the core of the cluster within a central nebular hole shell structure. The optical spectrum, as it is well known, is dominated by nebular emission lines from the surrounding photoionized medium. In contrast, the ultraviolet spectrum of the region is dominated by absorption lines formed in the stellar winds of massive stars. However, other photospheric stellar lines (the high order terms of the Balmer series and He i lines) are detected at optical wavelengths near the Balmer jump. The spatial distribution of the stellar cluster with respect to the nebular emission, allows to detect these lines in absorption in a spectrum corresponding to the inner 4 arcsec of the region, where the stellar light is maximized with respect to the nebular contribution.

The evolutionary state and the massive stellar content of the region is derived in a self-consistent way using evolutionary synthesis and photoionization models, applied to the ultraviolet resonance wind stellar lines, to the nebular emission-lines and to the higher-order terms of the Balmer series and He i lines in absorption. The three techniques applied suggest that the central ionizing cluster of NGC 604 is very young, 3 Myr old, with no evidence for an age spread. The overall properties suggest that the massive stars in the cluster were formed following a Salpeter or flatter IMF, with presence of stars more massive than 80 M$``$.

Particular results from the modelling of the nebular emission lines include:

\- The nebula is well described by a sphere of inner radius 20 pc and outer radius 110 pc (determined by the ionization front). This value is in agreement with the value derived from the surface brightness photometry of the H$`\alpha `$ emission.

\- The sphere is partially filled (filling factor $``$0.1) with ionized gas that is very tenuous, having electron density of $``$30 cm-3.

\- \[O i\]6300 and \[O iii\]4363 emissions are well accounted for by photoionization.

Particular results from the modelling of the ultraviolet continuum are:

\- The extinction affecting the stellar cluster is little, $`E(BV)=0.1`$, if the LMC extinction law is used to derive the value, or $`E(BV)=0.2`$ if the Calzetti et al. (1994) extinction law is used. The 3 Myr instantaneous burst spectral energy distribution is well matched by the spectrum of NGC 604 corrected with any of these two extinction laws. The value of the extinction is similar to the average extinction, $`A_V=0.5`$, derived for the gas by Churchwell & Goss (1999).

\- The massive cluster provides a number of high energy photons that is enough to photoionize the whole nebula. Thus, within the limits of the integrated models that we develop for a uniform geometry, our results are compatible with most of the ionizing radiation being reprocessed in the nebula, with no significant escape of ionizing photons.

\- The wind power provided by the massive stars of the cluster is enough to form the central hole structure where the core stellar cluster is located. However, it cannot provide all the wind power required for the formation of the (at least) five shell structures seen in the H$`\alpha `$ image.

\- The number of massive stars estimated is in agreement with that derived from photometric studies based on the detection of individual stars.

## Acknowledgments

It is a pleasure to thank Gary Ferland and Claus Leitherer for kindly making their codes available, and Jaime Perea for the use of SIPL. Claus suggested that something should be done with those IUE spectra. We have benefited from estimulating and helpful discussions with members of the GEFE collaboration, in particular with Angeles Díaz, Jesús Maíz-Apellániz, Divakara Mayya, Guillermo Tenorio-Tagle, Elena Terlevich, Roberto Terlevich and José M. Vílchez. We are also indebted to Grazyna Stasińska for his detailed comments from a thorough reading of the paper. The IUE helpdesk have always been solicituous with our queries, in particular we acknowledge Pedro Rodríguez Pascual and Rosario González Riestra for support with the IUE spectra. HST images were retrieved from the ST-ECF HST archive.


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# 1 Introduction

## 1 Introduction

Chiral fermions in even dimensions can give rise to an anomaly . Although there is no chirality in odd dimensions, there is still a similar phenomenon for fermions. It is well-known that due to radiative effects at one fermion loop, a Chern-Simons action for the gauge bosons can be generated in odd dimensions . This phenomenon has wide applications in particle and condensed matter physics .

Recently, noncommutative field theory has shown up as effective description of string theory in a certain background . The noncommutativity takes the form

$$[x^\mu ,x^\nu ]=i\theta ^{\mu \nu },$$
(1)
where $`\theta ^{\mu \nu }`$ is a antisymmetric real constant matrix and is of dimension length squared. In the dual language, the algebra of functions is described by the Moyal product

$$(fg)(x)=e^{i\frac{\theta ^{\mu \nu }}{2}\frac{}{\xi ^\mu }\frac{}{\zeta ^\nu }}f(x+\xi )g(x+\zeta )|_{\xi =\zeta =0},$$
(2)
which is associative, noncommutative and satisfies

$$\overline{(fg)}=\overline{g}\overline{f}$$
(3)
under complex conjugation. We note also that under integration

$$fg=gf=fg,$$
(4)
which is a consequence of momentum conservation. Using this $``$-product, field theory on a noncommutative spacetime can be easily formulated. One simply needs to replace the usual multiplication of functions by the Moyal product. Pioneering analysis of this kind of noncommutative field theory was performed by Filk . Aspects of noncommutative field theories was further developed in -.

In this paper we analyze gauge theory with fermions defined on a noncommutative odd dimensional spacetime and determine the corresponding induced Chern-Simons action. Since the action for the noncommutative theory is a smooth deformation of the classical action, one may natively expect to get back the usual commutative description in the limit $`\theta 0`$ . We find that this is not always the case when one is in the quantum regime: for the case of a Majorana spinor, there is a jump in the induced Chern-Simons action. Singularities in $`\theta `$ have also been displayed in the scalar theories  and in QED .

## 2 Induced Chern-Simons in odd dimensions

We will begin with noncommutative QED in (2+1)-dimensions with a 2-components massless fermion. We will take $`\theta _{12}=\theta 0`$, and the action is given by

$$S=d^3x(\frac{1}{4}F_{\mu \nu }F^{\mu \nu }+i\overline{\psi }D/\psi ),$$
(5)
where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +ig[A_\mu ,A_\nu ]_{}`$ and the covariant derivative (and hence the fermion coupling) is given by $`D_\mu \psi =_\mu \psi +igA_\mu \psi `$ for a Dirac spinor and $`D_\mu \psi =_\mu \psi +ig[A_\mu ,\psi ]_{}`$ for a Majorana spinor. These couplings reproduce the correct corresponding commutative limit, in particular a Majorana spinor is neutral in the commutative case.

The $`\gamma `$-matrices are given by the Pauli matrices and satisfies

$$\gamma ^\mu \gamma ^\nu =g^{\mu \nu }iϵ^{\mu \nu \lambda }\gamma _\lambda ,$$
(6)
where $`g^{\mu \nu }=(,+,+)`$ and $`ϵ^{012}=+1`$. The action is invariant under the gauge transformation

$$\delta A_\mu =_\mu \alpha ig[\alpha ,A_\mu ]_{},$$
(7)
and $`\delta \psi =ig\alpha \psi `$ or $`\delta \psi =ig[\alpha ,\psi ]_{}`$ for a Dirac or Majorana spinor respectively.

The one fermion-loop effective action is given by

$`S_{eff}[A,m]=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^3p}{(2\pi )^3}A_\mu (p)A_\nu (p)(i\mathrm{\Gamma }^{\mu \nu }(p))}+`$ (8)
$`+{\displaystyle \frac{1}{3}}{\displaystyle \frac{d^3p_1}{(2\pi )^3}\frac{d^3p_2}{(2\pi )^3}A_\mu (p_1)A_\nu (p_2)A_\lambda (p_1p_2)(i\mathrm{\Gamma }^{\mu \nu \lambda }(p_1,p_2))}`$
for $`m=0`$. The 2-point and 3-point functions $`\mathrm{\Gamma }_{\mu \nu }(p)`$ and $`\mathrm{\Gamma }_{\mu \nu \lambda }(p)`$ will be analyzed now.

### 2.1 Dirac fermions

We first consider the case of a Dirac spinor. It is crucial  to observe that for Dirac spinors, one only gets planar diagrams from doing the Wick contractions. Hence the 2-point and 3-point functions are

$$i\mathrm{\Gamma }_D^{\mu \nu }(p)=g^2\frac{d^3k}{(2\pi )^3}\mathrm{tr}[\gamma ^\mu \frac{k/p/m}{(kp)^2+m^2}\gamma ^\nu \frac{k/m}{k^2+m^2}],$$
(9)
$$i\mathrm{\Gamma }_D^{\mu \nu \lambda }(p_1,p_2)=g^3\frac{d^3k}{(2\pi )^3}\frac{\mathrm{tr}[\gamma ^\mu (k/m)\gamma ^\nu (k/+p_2/m)\gamma ^\lambda (k/p_1/m)]}{(k^2+m^2)((k+p_2)^2+m^2)((kp_1)^2+m^2)}e^{\frac{i}{2}p_1\theta p_2}.$$
(10)
The only difference from the commutative case is the phase factor in (10) which depends only on the external momenta.

The effective action (8) is ultraviolet divergent and needs to be regularized. This can be achieved by the standard Pauli-Villars method:

$$S_{eff}^{reg}[A]=S_{eff}[A,m=0]\underset{m\mathrm{}}{lim}S_{eff}[A,m].$$
(11)
As in the commutative case, apart from the wanted terms that cure the divergences of (8), there are terms that remain even after sending $`m\mathrm{}`$ and these terms give rises to the induced Chern-Simons Lagrangian. One can verify that in the large $`m`$ limit:

$`\underset{m\mathrm{}}{lim}i\mathrm{\Gamma }_{\mu \nu }^D(p)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }}{3\pi ^2}}g_{\mu \nu }{\displaystyle \frac{i}{4\pi }}{\displaystyle \frac{m}{|m|}}ϵ_{\mu \nu \lambda }p^\lambda ,`$ (12)
$`\underset{m\mathrm{}}{lim}i\mathrm{\Gamma }_{\mu \nu \lambda }^D(p_1,p_2)`$ $`=`$ $`{\displaystyle \frac{i}{4\pi }}{\displaystyle \frac{m}{|m|}}ϵ_{\mu \nu \lambda }e^{\frac{i}{2}p_1\theta p_2}.`$ (13)
Substituting back to (8), we obtain the following fermion-loop induced term in $`S_{eff}^{reg}`$,

$$S_{ind}=\pm \frac{1}{2}S_{CS}$$
(14)
with

$$S_{CS}=\frac{1}{4\pi }d^3xϵ^{\mu \nu \lambda }(g^2A_\mu _\nu A_\lambda +\frac{2i}{3}g^3A_\mu A_\nu A_\lambda ),$$
(15)
or in terms of the gauge field $`𝒜_\mu =igA_\mu `$

$$S_{CS}=\frac{1}{4\pi }d^3xϵ^{\mu \nu \lambda }(𝒜_\mu _\nu 𝒜_\lambda +\frac{2}{3}𝒜_\mu 𝒜_\nu 𝒜_\lambda )$$
(16)
is the noncommutative Chern-Simons action. $`S_{CS}`$ is local invariant under (7), while under a finite gauge transformation,

$$𝒜_\mu h_{}^1𝒜_\mu h+h_{}^1_\mu h$$
(17)
$`S_{CS}`$ changes as 111 We have dropped a total derivative piece $`d(Adhh_{}^1)`$ which on a manifold with boundary will give rises to an anomaly for the boundary theory. Descent relations and the algebraic structures of chiral anomaly still hold generally for a noncommutative gauge theory . See also the third and fourth references of  for recent discussion.

$$S_{CS}S_{CS}2\pi w$$
(18)
where

$$S_{WZW}:=\frac{1}{24\pi ^2}_Bd^3xϵ^{\mu \nu \lambda }(h_{}^1_\mu hh_{}^1_\nu hh_{}^1_\lambda h)$$
(19)
is the noncommutative WZ term over $`B`$ (or WZW action over $`B`$) and $`w:=S_{WZW}`$ for $`B=S^3`$ is the “winding number”. Here $`h_{}^1`$ is the inverse of $`h`$ with respect to the Moyal product:

$$hh_{}^1=h_{}^1h=1.$$
(20)
For any $`h=e^{i\alpha }`$ of $`U(1)`$, it is $`h_{}^1=e^{i\alpha }`$. It is easy to check that $`w`$ is invariant under an infinitesimal transformation $`\delta h=\lambda h`$ and that under a finite transformation,

$$w(h^{}h)=w(h^{})+w(h).$$
(21)
Now we claim that $`w`$ is zero for the Abelian case. Consider

$$I[\alpha ]=ϵ^{\mu \nu \lambda }d^3xe^{i\alpha }_\mu e^{i\alpha }e^{i\alpha }_\nu e^{i\alpha }e^{i\alpha }_\lambda e^{i\alpha }.$$
(22)
It is clear from (21) that $`I[\frac{m}{n}\alpha ]=\frac{m}{n}I[\alpha ]`$ for any integers $`m,n`$, therefore $`I[s\alpha ]=sI[\alpha ]`$ for any real constant $`s`$, and hence

$$I[\alpha ]=\frac{}{s}I[s\alpha ].$$
(23)
But we already knew that $`I`$ is invariant under arbitrary infinitesimal transformation, hence our claim. One can also get the same result by noticing that since the LHS of (23) is independent of $`s`$, one can evaluates the RHS of (23) at the particular value $`s=0`$ and obtains the desired result. That $`w=0`$ for $`U(1)`$ may be expected intuitively since $`S^3`$ is too big to fit in $`S^1`$. As a result, the 2-dimensional noncommutative WZW action  is well defined.

For the case of non-Abelian $`U(N)`$ gauge fields, we just have to replace (8) by

$`S_{eff}[A,m]={\displaystyle \frac{1}{2}}\mathrm{tr}(T^aT^b){\displaystyle \frac{d^3p}{(2\pi )^3}A_\mu ^a(p)A_\nu ^b(p)(i\mathrm{\Gamma }^{\mu \nu }(p))}`$
$`+{\displaystyle \frac{1}{3}}\mathrm{tr}(T^aT^bT^c){\displaystyle \frac{d^3p_1}{(2\pi )^3}\frac{d^3p_2}{(2\pi )^3}A_\mu ^a(p_1)A_\nu ^b(p_2)A_\lambda ^c(p_1p_2)(i\mathrm{\Gamma }^{\mu \nu \lambda }(p_1,p_2))}`$ (24)
with the same 2-point and 3-point functions. Thus one again obtains (14), now with

$$S_{CS}=\frac{1}{4\pi }d^3xϵ^{\mu \nu \lambda }\mathrm{tr}(𝒜_\mu _\nu 𝒜_\lambda +\frac{2}{3}𝒜_\mu 𝒜_\nu 𝒜_\lambda ),$$
(25)
where $`𝒜_\mu =igA_\mu ^aT^a`$.

Again, $`S_{CS}`$ is local gauge invariant, while under a finite gauge transformation (17) with $`h`$ in $`U(N)`$, $`S_{CS}`$ changes as

$$S_{CS}S_{CS}2\pi w$$
(26)
where

$$S_{WZW}:=\frac{1}{24\pi ^2}ϵ^{\mu \nu \lambda }_B\mathrm{tr}(h_{}^1_\mu hh_{}^1_\nu hh_{}^1_\lambda h)$$
(27)
is the noncommutative WZ term over $`B`$ and $`w:=S_{WZW}`$ for $`B=S^3`$. It is easy to check that $`w`$ is invariant under a local $`U(N)`$ gauge transformation $`\delta h=\lambda h`$ and we have again (21) under a finite transformation. It is not clear whether $`w`$ is an integer or not when integrated on $`S^3`$. One can shows that this number is independent of $`\theta `$, at least to the first order in $`\theta `$. Since $`w[h^n]=nw[h]`$ and $`w`$ is invariant under small changes of the map $`h`$, these suggest that $`w`$ may again serve as some sort of homotopy invariant and that the $`\theta `$-dependence factorize. If $`\theta `$ dependence does not disappear and $`w`$ is not an integer, then one will need to arrange the fermions content so that the global anomaly cancel. We leave these interesting issues for future investigation.

### 2.2 Majorana fermions

We next consider the case of a Majorana spinor. The situation differs in that now nonplanar diagram can also contribute. Similar considerations have also been made in . The Feynman rules have been worked out in  and we will not repeat them here. We note that the phase factor $`e^{iq_1\frac{\theta }{2}q_2}`$ for a Dirac spinor coupled to the gauge field (with momentum $`q_1,q_2,q_3`$ coming into the vertex) is now replaced by $`2i\mathrm{sin}(q_1\frac{\theta }{2}q_2)`$ due to the commutator nature of the coupling for the Majorana spinors. In particular the 2-point and 3-point functions are now given by

$$i\mathrm{\Gamma }_M^{\mu \nu }(p)=4g^2\frac{d^3k}{(2\pi )^3}\mathrm{tr}[\gamma ^\mu \frac{k/p/m}{(kp)^2+m^2}\gamma ^\nu \frac{k/m}{k^2+m^2}]\mathrm{sin}^2(\frac{\stackrel{~}{p}k}{2}),$$
(28)
$`i\mathrm{\Gamma }_M^{\mu \nu \lambda }(p_1,p_2)=8ig^3{\displaystyle \frac{d^3k}{(2\pi )^3}\frac{\mathrm{tr}[\gamma ^\mu (k/m)\gamma ^\nu (k/+p_2/m)\gamma ^\lambda (k/p_1/m)]}{(k^2+m^2)((k+p_2)^2+m^2)((kp_1)^2+m^2)}}`$
$`\mathrm{sin}({\displaystyle \frac{\stackrel{~}{p}_1k}{2}})\mathrm{sin}({\displaystyle \frac{\stackrel{~}{p}_2k}{2}})\mathrm{sin}({\displaystyle \frac{\stackrel{~}{p}_3(k+p_2)}{2}}),`$ (29)
where for convenience we have denoted $`\stackrel{~}{p}=p\theta `$ and momentum conservation

$$p_1+p_2+p_3=0$$
(30)
has to be used. Since

$$\mathrm{sin}^2(\frac{\stackrel{~}{p}k}{2})=\frac{1}{2}(1\mathrm{cos}\stackrel{~}{p}k),$$
(31)
one can reduce (28) to a sum corresponding to planar and nonplanar contributions

$$\mathrm{\Gamma }_M^{\mu \nu }=2\mathrm{\Gamma }_D^{\mu \nu }+\text{“nonplanar”},$$
(32)
where “nonplanar” are expressions of the form

$$\frac{d^3k}{(2\pi )^3}\frac{f(k)}{((kp)^2+m^2)(k^2+m^2)}e^{ik\stackrel{~}{p}}$$
(33)
and $`f(k)=k^\mu k^\nu `$, $`k^\mu `$ or 1. It is easy to show that the “nonplanar” terms all vanish in the large $`m`$ limit. It is enough to calculate for the case of $`f=1`$ as the others can be obtained by differentiating with respect to $`\stackrel{~}{p}`$. Introducing Schwinger parameters, one obtains

$`{\displaystyle \frac{d^3k}{(2\pi )^3}\frac{1}{((kp)^2+m^2)(k^2+m^2)}e^{ik\stackrel{~}{p}}}`$ $`=`$ $`{\displaystyle \frac{1}{(2\sqrt{\pi })^3}}{\displaystyle _0^{\mathrm{}}}𝑑T{\displaystyle \frac{1}{T^{1/2}}}e^{m^2T\frac{\stackrel{~}{p}^2}{4T}}{\displaystyle _0^1}𝑑xe^{Tx(1x)p^2}`$ (34)
$`<`$ $`{\displaystyle _0^{\mathrm{}}}dT{\displaystyle \frac{1}{T^{1/2}}}e^{m^2T\frac{\stackrel{~}{p}^2}{4T}}{\displaystyle \frac{1}{m}}e^{|m||\stackrel{~}{p}|}`$
and hence

$$\underset{m\mathrm{}}{lim}\text{“nonplanar”}=0$$
(35)
as long as $`|\stackrel{~}{p}|=|\theta |\sqrt{p_1^2+p_2^2}0`$, which is of measure zero in the integration of (8). Similarly one gets using (30)

$$i\mathrm{sin}(\frac{\stackrel{~}{p}_1k}{2})\mathrm{sin}(\frac{\stackrel{~}{p}_2k}{2})\mathrm{sin}(\frac{\stackrel{~}{p}_3(k+p_2)}{2})=\frac{i}{4}\mathrm{sin}(\frac{p_1\theta p_2}{2})+\text{phases involving internal momenta}.$$
(36)
Therefore again we can write (2.2) as

$$\mathrm{\Gamma }_M^{\mu \nu \lambda }=2\mathrm{\Gamma }_D^{\mu \nu \lambda }+\mathrm{`}\mathrm{`}\text{nonplanar}^{\prime \prime }$$
(37)
and similarly show that the “nonplanar” terms vanish in the large $`m`$ limit. Substituting back to (8) and remember that there is now an extra factor of $`1/2`$ since we are considering Majorana spinor and hence $`S_{eff}=1/2\mathrm{t}\mathrm{r}\mathrm{log}(iD/+A/)`$. We obtain finally the induced term

$$S_{ind}=\pm \frac{1}{2}S_{CS}.$$
(38)
We note that the factor of 1/2 and 1/4 in (31) and (36) can be easily understood. There are one planar and one nonplanar diagram contributing to the 2-point function, and one planar and three nonplanar diagrams contributing to the 3-point function (given a definite cyclic order of the external momentum). We also note that in the commutative case, Majorana spinors are neutral and there is no Chern-Simons action induced from them. In the noncommutative case, a coupling can be written down that reduces to zero in the commutative limit. Both planar and nonplanar diagrams contribute to the effective actions, but the nonplanar diagrams are suppressed and only the planar diagrams survive the large $`m`$ limit. Therefore upon removing the Pauli-Villars regulator, we are left with the induced Chern-Simons action (38).

For the $`U(N)`$ case, the coupling is replaced by

$$ig(f^{abc}\mathrm{cos}(q_1\frac{\theta }{2}q_2)+d^{abc}\mathrm{sin}(q_1\frac{\theta }{2}q_2))$$
(39)
where we have adopted the normalization $`\mathrm{tr}T^aT^b=\delta ^{ab}/2`$ and $`T^aT^b=\frac{1}{2}(if^{abc}T^c+d^{abc}T^c)`$. The $`U(1)`$ generator is $`T^0=\frac{1}{\sqrt{2N}}1`$ and it is $`f^{000}=0`$ and $`d^{000}=\sqrt{2/N}`$. The previous $`U(1)`$ case is recovered by $`gd^{000}2g`$. Using the identities

$`f^{ab^{}a^{}}f^{bc^{}b^{}}f^{ca^{}c^{}}=f^{ab^{}a^{}}d^{bc^{}b^{}}d^{ca^{}c^{}}={\displaystyle \frac{N}{2}}f^{abc},`$ (40)
$`d^{ab^{}a^{}}d^{bc^{}b^{}}d^{ca^{}c^{}}={\displaystyle \frac{N}{2}}d^{abc}+\delta ^{ab}\mathrm{tr}T^c+\delta ^{bc}\mathrm{tr}T^a+\delta ^{ca}\mathrm{tr}T^b`$ (41)
$`f^{ab^{}a^{}}f^{bc^{}b^{}}d^{ca^{}c^{}}={\displaystyle \frac{N}{2}}d^{abc}\delta ^{ab}\mathrm{tr}T^c+\delta ^{bc}\mathrm{tr}T^a+\delta ^{ca}\mathrm{tr}T^b`$ (42)
where $`T^a`$ are in the defining representation. One easily obtains the induced Chern-Simons term (38), with now $`S_{CS}`$ (25) defined in the adjoint representation.

Finally we remark that all of the above can be generalized straightforwardly to higher dimensions (provided that massive Majorana spinors exist in that dimensions ) and one still obtains the same shift with the corresponding higher dimensional Chern-Simons action.

## 3 Discussions

In this paper, we investigated the induced Chern-Simons action due to Dirac and Majorana fermion coupled to Abelian $`U(1)`$ or non-Abelian $`U(N)`$ gauge fields. The surprising result is that for the Majorana spinor case, the induced term does not go to zero as $`\theta 0`$ and displays a discontinuity. Since there is a finite difference no matter how small is the noncommutativity, this kind of discontinuity in a physical quantity may be useful to searching of experimental signals of noncommutativity and Lorentz symmetry breaking in nature.

Similar $`\theta `$-singularities have also been discovered in scalar field theories  and QED . These examples show that although classically noncommutative physics is a smooth deformation of the commutative description, there can be important new quantum mechanical terms that do not vanish in the commutative limit. The commutative limit and the classical limit generally do not commute. The technical reason is very simple, generally one cannot exchange the order of taking the $`\theta 0`$ limit and the integration.

One may then get the opposite impression that noncommutative quantum physics always do not have a smooth commutative limit. The example of the induced Chern-Simons term for Dirac spinors shows that this is not true. So long as only planar diagrams contribute, there is a smooth limit. Take another example, the computation of the chiral anomaly for Weyl fermion. Again only planar diagrams contribute and so the loop effects get modified only by a phase factor which depend on the external momentum. Therefore it can be Fourier transformed back easily and gives the usual expression of the anomaly, except that now the products are replaced by the Moyal products. There is again a smooth limit because only planar diagrams contribute.

The opposite situation would be more interesting: is there a case where only nonplanar diagrams contribute? From the string point of view, we need a string theory with only nonplanar worldsheets. One needs to identify a limit so that only nonplanar worldsheets survive. Consistency may be an important issue, but it may also be possible that the field theory limit is not sensitive to the details of the string consistency issues.

It is known that in the commutative case, the Chern-Simons action can also be induced from the gauge boson loops. This bosonic shift has been shown explicitly in the $`(2+1)`$-dimensional case by Witten  using a saddle point analysis. The situation is however less clear if one perform a perturbative calculation and the shift depends on the regularization scheme. A natural regularization is to use string theory. It would be interesting  to see what string regularization has to say about the shift for both the commutative and noncommutative case.

Another interesting question concerns the nonrenormalization of our result. In the commutative case, it has been shown through explicit calculations that the fermion induced Chern-Simons term is not renormalized at two loops , for both the Abelian and non-Abelian case. Beyond this result, we have the Coleman-Hill theorem  for the Abelian case which shows that there is no contribution to the induced Chern-Simons action beyond one loop. Due to the topological origin of the non-Abelian Chern-Simons action and its connection with the chiral anomaly, it is also expected that it should not be renormalized beyond one-loop. Thus the situation is more or less clear. It would be interesting to investigate the status of nonrenormalization theorem for induced Chern-Simons action, as well as for chiral anomaly.

Induced Chern-Simons term in odd dimensions were originally  obtained for fermions coupled to gauge fields in a flat spacetime. This has been extended  to full generality for arbitrary curved backgrounds and any odd dimensions and is shown to be related to the Atiyah-Patodi-Singer index theorem. The induced Chern-Simons action in $`(2n+1)`$-dimensions is given (up to a normalization factor) by the secondary characteristic class $`Q(A,\omega )`$ satisfying

$$dQ(A,\omega )=\widehat{A}(R)ch(F)|_{2n+2},$$
(43)
where $`\omega `$ is the gravitational connection. In view of the results  on the mathematical structure of anomalies in noncommutative gauge theory, it seem appropriate to investigate the deformation theory for elliptic operators due to a Moyal product and to study the possible “topological” meaning of the Chern-Simons action and chiral anomaly and to establish the corresponding index theorems. Better understanding of the properties of the noncommutative WZW action and its topological meaning is also highly desired.

It would also be interesting to investigate aspects of AdS/CFT correspondence  in relation to chiral anomaly and Chern-Simons action. This will provide another channel to understand better this so far rather poorly understood correspondence. We plan to come back to these issues in the future.

Acknowledgments

I would like to thank A. Bilal, J.-P. Derendinger, Rodolfo Russo and Bruno Zumino for many useful discussions and comments. This work was partially supported by the Swiss National Science Foundation, by the European Union under TMR contract ERBFMRX-CT96-0045 and by the Swiss Office for Education and Science.


text:
# CDM models with a steplike initial power spectrum

## 1 INTRODUCTION

The theory of galaxy formation based on gravitational instability describes how primordially generated fluctuations grow into galaxies and clusters of galaxies due to self-gravity of matter. The initial field of density fluctuations $`\delta (𝐱,t)`$ can be decomposed into its Fourier components $`\delta _𝐤(t)`$ and expressed in terms of the power spectrum $`P(k)=|\delta _𝐤|^2`$.

As the study of the large-scale structure in the Universe has pushed to ever larger scales, several data samples have suggested the presence of a peak in the power spectrum at the wavenumber $`k0.05h`$ Mpc-1 (or at the wavelength $`\lambda 120130h^1`$ Mpc). Einasto et al. (1997) and Retzlaff et al. (1998) studied the spatial distribution of the Abell-ACO clusters and found that the power spectrum of the clusters has a well-defined peak at the wavenumber $`k=0.052h`$ Mpc-1. A similar peak in the one-dimensional power spectrum of a deep pencil-beam survey was detected by Broadhurst et al. (1990), and in the two-dimensional power spectrum of the Las Campanas redshift survey by Landy et al. (1996). The power spectrum of the spatial distribution of APM galaxies also has a feature on the same scale (Caztanaga and Baugh 1998). Independent evidence for the presence of a preferred scale in the Universe at about $`130h^1`$ Mpc comes from an analysis of high-redshift galaxies. Broadhurst and Jaffe (1999) studied the distribution of the Lyman-break galaxies at redshift $`z3`$ and found a $`5\sigma `$ excess of pairs separated by $`\mathrm{\Delta }z=0.22\pm 0.02`$, equivalent to $`130h^1`$ Mpc for flat universe with the density parameter $`\mathrm{\Omega }_0=0.4\pm 0.1`$.

The power spectrum of density fluctuations depends on the physical processes in the early universe. The peak in the power spectrum of clusters at the wavenumber $`k0.05h`$ Mpc-1 may be generated during the era of radiation domination or earlier. Standard cosmological models based on collisionless dark matter \[e.g. cold dark matter (CDM)\] and adiabatic fluctuations, when combined with power-law initial power spectra, predict smooth power spectra of density fluctuations at $`z10^3`$. The baryonic acoustic oscillations in adiabatic models may explain the observed power spectrum only if currently favored determinations of cosmological parameters are in substantial error (e.g., if the density parameter $`\mathrm{\Omega }_0<0.2h`$; Eisenstein et al. 1998).

One possible explanation for the observed power spectrum of clusters is an inflationary model with a scalar field whose potential $`V(\phi )`$ has a local steplike feature in the first derivative. This feature can be produced by a fast phase transition in a physical field different from the inflaton field. An exact analytical expression for the scalar (density) perturbations generated in this inflationary model was found by Starobinsky (1992). The initial power spectrum of density fluctuations in this model can be expressed as

$$P_{in}(k)\frac{kS(k,p)}{p^2},$$
$`(1)`$
where the function $`S(k,p)`$ can be written as

$$S(k,p)=1\frac{3(p1)}{y}\left[f_1(y)\mathrm{sin}2y+\frac{2}{y}\mathrm{cos}2y\right]+$$

$$+\frac{9(p1)^2f_2(y)}{2y^2}\left[f_2(y)+f_1(y)\mathrm{cos}2y\frac{2}{y}\mathrm{sin}2y\right].$$
$`(2)`$
Here, the function $`y=k/k_0`$, $`f_1(y)=1y^2`$ and $`f_2(y)=1+y^2`$. The initial power spectrum in this model depends on two parameters $`k_0`$ and $`p`$. The parameter $`k_0`$ determines the location of the step and the parameter $`p`$ \- the shape of the initial spectrum. For $`p=1`$, we recover the scale-invariant Harrison-Zel’dovich spectrum ($`S(k,1)1`$). At present, the initial spectrum (1,2) is probably the only example of an initial power spectrum with the desired properties, for which a closed analytical form exists.

Fig. 1 shows the function $`S(k,p)/p^2`$ for different values of the parameter $`p`$. For the models with $`p<1`$ and $`p>1`$, the step parameter was chosen to be $`k_0=0.016h`$ Mpc-1 and $`k_0=0.03h`$ Mpc-1, respectively. In this case, in the models with $`p<1`$, the power spectrum has a well-defined maximum at the wavenumber $`k0.05h`$ Mpc-1 and a second maximum at $`k0.1h`$ Mpc-1. In the models with $`p>1`$, the picture is inverted. The power spectrum has a flat upper plateau at the wavenumbers $`k<0.05h`$ Mpc-1, a sharp decrease on smaller scales ($`k=0.050.1h`$ Mpc-1) and a secondary maximum at $`k0.15h`$ Mpc-1.

Lesgourgues, Polarski & Starobinsky (1998, hereafter LPS) compared the CDM models with a steplike initial spectrum (1,2) with observational data. They studied the rms mass fluctuation on an $`8h^1`$ Mpc scale, $`\sigma _8`$; the rms bulk velocity of galaxies and the cosmic microwave background (CMB) anisotropies on different angular scales. In this paper we continue this research and investigate the properties of galaxy clusters in these models. We examine the mass function, the peculiar velocities and the power spectrum of clusters for different values of the density parameter $`\mathrm{\Omega }_0`$, the normalized Hubble constant $`h`$ and the spectral parameter $`p`$. The results are compared with observations. We also investigate the rms bulk velocity and $`\sigma _8`$ in the models, where the mass function, the peculiar velocities and the power spectrum of clusters are consistent with the observed data.

In their study LPS assumed that the parameter $`\sigma _8`$ lies in the interval $`\sigma _8=(0.57\pm 0.06)\mathrm{\Omega }_0^{0.56}`$. This interval was derived by White, Efstathiou & Frenk (1993) by analysing the mass function of clusters. For $`\mathrm{\Omega }_0=0.3`$ this gives $`\sigma _8=1.01.25`$. In this paper we examine the observed values of the mass function of galaxy clusters in more detail and obtain lower values for the parameter $`\sigma _8`$. For $`\mathrm{\Omega }_0=0.3`$ we find that $`\sigma _8=0.81.05`$. Therefore, the allowed values for the parameter $`p`$ in the ($`\mathrm{\Omega }_0`$, $`h`$) plane that we obtain are different from those found by LPS.

We examine flat cosmological models with the density parameter $`\mathrm{\Omega }_0=0.20.5`$ and the normalized Hubble constant $`h=0.50.8`$. These parameters are in agreement with measurements of the density parameter (e.g. Bahcall et al. 1999) and with measurements of the Hubble constant using various various distance indicators (e.g. Tammann 1998). To restore the spatial flatness in the low-density models, we assume a contribution from a cosmological constant: $`\mathrm{\Omega }_\mathrm{\Lambda }=1\mathrm{\Omega }_0`$. The Hubble constant is written as $`H_0=100h`$ km s-1Mpc-1. The transfer function $`T(k)`$ is computed with the fast Boltzmann code CMBFAST developed by Seljak & Zaldarriaga (1996). The models are normalized using the COBE normalization derived by Bunn & White (1997). We assume that the initial density fluctuation field in the Universe is a Gaussian field. In this case, the power spectrum provides a complete statistical description of the field.

This paper is organized as follows. In Section 2 we study the mass function of clusters of galaxies and compare the results with observations. In Section 3 we examine the peculiar velocities of galaxy clusters. In Section 4 we investigate the power spectrum of clusters. Discussion and summary are presented in Section 5.

## 2 THE MASS FUNCTION OF CLUSTERS OF GALAXIES

To study the mass function of clusters we use the Press-Schechter (1974, PS) approximation. The PS mass function has been compared with N-body simulations (Efstathiou et al. 1988; White, Efstathiou & Frenk 1993; Lacey & Cole 1994; Eke, Cole & Frenk 1996; Borgani et al. 1997a) and has been shown to provide an accurate description of the abundance of virialized cluster-size halos. In the PS approximation the number density of clusters with the mass between $`M`$ and $`M+dM`$ is given by

$$n(M)dM=\sqrt{\frac{2}{\pi }}\frac{\rho _b}{M}\frac{\delta _t}{\sigma ^2(M)}\frac{d\sigma (M)}{dM}\mathrm{exp}\left[\frac{\delta _t^2}{2\sigma ^2(M)}\right]dM.$$
$`(3)`$
Here $`\rho _b`$ is the mean background density and $`\delta _t`$ is the linear theory overdensity for a uniform spherical fluctuation which is now collapsing; $`\delta _t=1.686`$ for $`\mathrm{\Omega }_0=1`$, with a weak dependence on $`\mathrm{\Omega }_0`$ for flat and open models (Eke et al. 1996; Kitayama & Suto 1996). In this paper we will use values of $`\delta _t`$ found by Eke et al. (1996) for flat models. The function $`\sigma (M)`$ is the rms linear density fluctuation at the mass scale $`M`$. We will use the top-hat window function to describe halos. For the top-hat window, the mass $`M`$ is related to the window radius $`R`$ as $`M=4\pi \rho _bR^3/3`$. In this case, the number density of clusters of mass larger than $`M`$ can be expressed as

$$n_{cl}(>M)=_M^{\mathrm{}}n(M^{})𝑑M^{}=$$

$$=\frac{3}{(2\pi )^{3/2}}_R^{\mathrm{}}\frac{\delta _t}{\sigma ^2(r)}\frac{d\sigma (r)}{dr}\mathrm{exp}\left[\frac{\delta _t^2}{2\sigma ^2(r)}\right]\frac{dr}{r^3}.$$
$`(4)`$
Fig. 2 shows the cluster mass function in the flat models with $`\mathrm{\Omega }_0=0.3`$ and $`h=0.65`$. The threshold density $`\delta _t=1.675`$. We investigated the cluster masses within a $`1.5h^1`$ Mpc radius sphere around the cluster center. This mass $`M_{1.5}`$, is related to the window radius $`R`$ as

$$R=8.43\mathrm{\Omega }_0^{\frac{0.2\alpha }{3\alpha }}\left[\frac{M_{1.5}}{6.99\times 10^{14}\mathrm{\Omega }_0h^1M_{}}\right]^{\frac{1}{3\alpha }}(h^1\mathrm{Mpc}).$$
$`(5)`$
Here the parameter $`\alpha `$ describes the cluster mass profile, $`M(r)r^\alpha `$, at radii $`r1.5h^1`$ Mpc. Numerical simulations and observations of clusters indicate that the parameter $`\alpha 0.60.7`$ for most of clusters (Navarro, Frenk & White 1995; Carlberg, Yee & Ellingson 1997). In this paper we use a value $`\alpha =0.65`$.

Fig. 2 shows also the mass function of clusters of galaxies derived by Bahcall and Cen (1993, BC) and by Girardi et al. (1998, G98). BC used both optical and X-ray observed properties of clusters to determine the mass function of clusters. The function was extended towards the faint end using small groups of galaxies. G98 determined the mass function of clusters by using virial mass estimates for 152 nearby Abell-ACO clusters including the ENACS data (Katgert et al. 1998). The mass function derived by G98 is somewhat larger than the mass function derived by BC, the difference being larger at larger masses (see Fig. 2).

Let us consider the amplitude of the mass function of galaxy clusters at $`M_{1.5}=410^{14}h^1M_{}`$. For this mass, the cluster abundances derived by BC and G98 are $`n(>M)=(2.0\pm 1.1)10^6h^3`$ Mpc-3 and $`n(>M)=(6.3\pm 1.2)10^6h^3`$ Mpc-3, respectively. By analysing X-ray properties of clusters, White, Efstathiou & Frenk (1993) found that the number density of clusters with the mass $`M_{1.5}4.210^{14}h^1M_{}`$ is $`n(>M)=410^6h^3`$ Mpc-3.

We derived the limits for the parameter $`p`$, assuming that the mass function of galaxy clusters at $`M_{1.5}=410^{14}h^1M_{}`$ is in the range $`(26.5)10^6h^3`$ Mpc-3. Fig. 3a shows the results for the models with $`h=0.65`$ for different $`\mathrm{\Omega }_0`$ and Fig. 3b for the models with $`\mathrm{\Omega }_0=0.3`$ for different $`h`$. For the model with $`\mathrm{\Omega }_0=0.3`$ and $`h=0.65`$, we find that $`p=0.791.0`$. Fig. 2 demonstrates the mass function of clusters in this model for $`p=0.79`$ and $`p=1.0`$.

LPS used high values of the parameter $`\sigma _8`$ and found that one of the best-fit models is the model with parameters $`\mathrm{\Omega }_0=0.3`$, $`h=0.7`$, $`p=0.8`$. We find that the number density of clusters in this model is substantially higher than observed; for the mass $`M_{1.5}=410^{14}h^1M_{}`$, the cluster abundance $`n(>M)=9.8\times 10^6h^3`$ Mpc-3. For $`\mathrm{\Omega }_0=0.3`$ and $`h=0.7`$, the mass function of clusters is consistent with the observed data, if $`p=0.881.13`$.

## 3 PECULIAR VELOCITIES OF CLUSTERS OF GALAXIES

The observed rms peculiar velocity of galaxy clusters has been studied in several papers (e.g. Bahcall, Gramann & Cen 1994, Bahcall and Oh 1996, Borgani et al. 1997b, Watkins 1997). In this paper we use the results obtained by Watkins (1997). He developed a likelihood method for estimating the rms peculiar velocity of clusters from line-of-sight velocity measurements and their associated errors. This method was applied to two observed samples of cluster peculiar velocities: a sample known as the SCI sample (Giovanelli et al. 1997) and a subsample of the Mark III catalog (Willick et al. 1997). Watkins (1997) found that the rms one-dimensional cluster peculiar velocity is $`265_{75}^{+106}`$ km s-1, which corresponds to the three-dimensional rms velocity $`459_{130}^{+184}`$ km s-1.

To investigate the peculiar velocities of clusters in our models, we use the linear theory predictions for peculiar velocities of peaks in the Gaussian field. The linear rms velocity fluctuation on a given scale $`R`$ at the present epoch can be expressed as

$$\sigma _v(R)=H_0f(\mathrm{\Omega }_0)\sigma _1(R),$$
$`(6)`$
where $`f(\mathrm{\Omega }_0)\mathrm{\Omega }_0^{0.56}`$ is the linear velocity growth factor in the flat models and $`\sigma _j`$ is defined for any integer $`j`$ by

$$\sigma _j^2=\frac{1}{2\pi ^2}P(k)W^2(kR)k^{2j+2}𝑑k.$$
$`(7)`$
Bardeen et al. (1986) showed that the rms peculiar velocity at peaks of the smoothed density field differs systematically from $`\sigma _v(R)`$, and can be expressed as

$$\sigma _p(R)=\sigma _v(R)\sqrt{1\sigma _0^4/\sigma _1^2\sigma _1^2}.$$
$`(8)`$
Suhhonenko & Gramann (1999) examined the linear theory predictions for the peculiar velocities of peaks and compared these to the peculiar velocities of clusters in N-body simulations. The N-body clusters were determined as peaks of the density field smoothed on the scale $`R1.5h^1`$ Mpc. The numerical results showed that the rms peculiar velocity of small clusters is similar to the linear theory expectations, while the rms peculiar velocity of rich clusters is higher than that predicted in the linear theory. The rms peculiar velocity of clusters with a mean cluster separation $`d_{cl}=30h^1`$ Mpc was $`18`$ per cent higher than that predicted by the linear theory. We assume that the observed cluster sample studied by Watkins (1997) corresponds to the model clusters with a separation $`d_{cl}30h^1`$ Mpc ($`n_{cl}3.710^5h^3`$ Mpc-3) and determine the rms peculiar velocity of the clusters, $`v_{cl}`$, as

$$v_{cl}=1.18\sigma _p(R),$$
$`(9)`$
where the radius $`R=1.5h^1`$ Mpc.

Fig. 3 shows the limits for $`p`$ in different models obtained on the basis of Watkins (1997) results. Fig. 3a shows the results in the $`h=0.65`$ models for different $`\mathrm{\Omega }_0`$ and Fig. 3b in the $`\mathrm{\Omega }_0=0.3`$ models for different $`h`$. In the region studied in Fig. 3b, the rms peculiar velocity is larger than 329 km s-1. For the model with $`\mathrm{\Omega }_0=0.3`$ and $`h=0.65`$, we find that the initial parameter $`p>0.87`$.

For high values of $`\mathrm{\Omega }_0`$ and $`h`$, peculiar velocities are larger than observed for any values of the parameter $`p`$. The velocities are sensitive to the amplitude of the large-scale fluctuations at wavenumbers $`k<0.1h`$ Mpc-1. By increasing $`p`$, if $`p>1`$, the power spectrum on these wavenumbers and, therefore, the velocities remain almost unchanged (see Fig. 1). Fig. 3a shows that in the $`h=0.65`$ models with $`\mathrm{\Omega }_0>0.35`$, the peculiar velocities are not consistent with observations. For the $`\mathrm{\Omega }_0=0.4`$ model with $`h=0.5`$ and $`h=0.6`$, we find that peculiar velocities are consistent with observations, if $`p>0.86`$ and $`p>1.26`$, respectively.

If we compare the observational constraints obtained by studying the mass function and peculiar velocities of clusters of galaxies, we see from Fig. 3 that the mass function and the peculiar velocities of clusters are consistent with the observed data only in a small interval of the parameter $`p`$. For the model with $`\mathrm{\Omega }_0=0.3`$ and $`h=0.65`$, we find that $`p=0.871.0`$. For the $`\mathrm{\Omega }_0=0.3`$ models with $`h=0.5`$ and $`h=0.6`$, we find that $`p=0.570.64`$ and $`p=0.760.88`$, respectively.

## 4 THE POWER SPECTRUM OF CLUSTERS OF GALAXIES

Let us now consider the power spectrum of clusters in these models where both the mass function and the peculiar velocities are consistent with observations. To investigate the power spectrum of clusters, we can also use the PS approach. The power spectrum of clusters for a given number density in the PS approximation can be expressed as (Gramann & Suhhonenko 1999, hereafter GS)

$$P_{cl}(k)=b_{cl}^2P(k),$$
$`(9)`$
where the cluster bias parameter $`b_{cl}`$ is

$$b_{cl}=1\frac{3}{(2\pi )^{3/2}n_{cl}}_R^{\mathrm{}}\frac{1}{\sigma ^2(r)}\frac{d\sigma (r)}{dr}(y^21)\mathrm{exp}(y^2)\frac{dr}{r^3}.$$
$`(10)`$
Here, the function $`y=\delta _t/\sigma (r)`$ and $`\sigma (r)`$ is the rms linear density fluctuation at the radius $`r`$. The cluster bias parameter $`b_{cl}`$ depends on the minimal mass $`M`$ (or the window radius $`R`$) of clusters and on the power spectrum of density fluctuations, $`P(k)`$, which determines the function $`\sigma (r)`$. For fixed $`P(k)`$ and $`n_{cl}`$, the minimal mass $`M`$ (or scale $`R`$) can be determined by inverting equation (4).

Observations provide the distribution of clusters in redshift space, which is distorted due to peculiar velocities of clusters. On large scales, where linear theory applies, the power spectrum of matter density fluctuations in redshift space is given by (Kaiser 1987):

$$P^s(k)=\left[1+\frac{2f(\mathrm{\Omega }_0)}{3}+\frac{f^2(\mathrm{\Omega }_0)}{5}\right]P(k).$$
$`(11)`$
Using the PS approximation (10), relation (11) takes the form

$$P_{cl}^s(k)=\left[1+\frac{2f(\mathrm{\Omega }_0)}{3b_{cl}}+\frac{f^2(\mathrm{\Omega }_0)}{5b_{cl}^2}\right]b_{cl}^2P(k).$$
$`(12)`$
Equation (12) determines the power spectrum of clusters for a given $`n_{cl}`$ in redshift space.

GS examined the power spectrum of clusters in the PS theory and in N-body simulations. They determined the power spectrum of clusters for mean separations $`d_{cl}=3040h^1`$ Mpc. The numerical results showed that at wavenumbers $`k<0.1h^1`$ Mpc, the power spectrum of clusters in the simulations is linearly enhanced with respect to the power spectrum of the matter distribution. However, the amplitude of the spectrum of clusters was somewhat lower than predicted by the approximation (12). It is possible that the linear approximation (12) overestimates the power spectrum of clusters due to dynamical effects that are not taken into account in this approximation. The power spectrum of clusters can be expressed as

$$P_{cl}^s(k)=F\left[1+\frac{2f(\mathrm{\Omega }_0)}{3b_{cl}}+\frac{f^2(\mathrm{\Omega }_0)}{5b_{cl}^2}\right]b_{cl}^2P(k),$$
$`(13)`$
where the factor $`F=0.70.8`$. The factor $`F`$ depends slightly on the model. GS examined the distribution of clusters in two cosmological models which start from the observed power spectra of the distribution of galaxies and clusters of galaxies. In the model (1), the initial linear power spectrum of density fluctuations was chosen in the form $`P(k)k^2`$ at wavelengths $`\lambda <120h^1`$ Mpc. In the model (2), GS assumed that the initial power spectrum contains a primordial feature at the wavelengths $`\lambda 3060h^1`$ Mpc. They found that $`F=0.8`$ and $`F=0.7`$ in the model (1) and model (2), respectively. In this paper we use a value $`F=0.75`$.

Fig. 4 shows the redshift-space power spectrum of the model clusters with a mean separation $`d_{cl}=34h^1`$ Mpc. For comparison, we show the power spectrum of the Abell-ACO clusters determined by Einasto et al. (1999). This spectrum represents the weighted mean of the power spectra determined by Einasto et al. (1997) and Retzlaff et al. (1998). Einasto et al. (1997) determined the power spectrum of the Abell-ACO clusters from the correlation function of clusters, while Retzlaff et al. (1998) estimated the power spectrum directly (see Einasto et al. 1999 for details). The power spectrum of the distribution of the Abell-ACO clusters peaks at the wavenumber $`k=0.052h`$ Mpc-1. The mean intercluster separation of the Abell-ACO clusters is $`d_{cl}34h^1`$ Mpc ($`n_{cl}2.510^5h^3`$ Mpc-3) (Einasto et al. 1997, Retzlaff et al. 1998).

Fig. 4 shows the power spectrum of clusters predicted in the $`\mathrm{\Omega }_0=0.3`$ models with ($`h=0.5`$, $`p=0.6`$), ($`h=0.6`$, $`p=0.8`$), ($`h=0.65`$, $`p=0.95`$) and ($`h=0.7`$, $`p=1.05`$). For these models, the mass function and the peculiar velocities are consistent with the observed data (see Fig. 3b). The models with $`p=0.6`$ and $`p=0.8`$ are in good agreement with the observed power spectrum, while the models with $`p=0.95`$ and $`p=1.05`$ are not consistent with the observed data. In the models with $`p>0.95`$, we do not see a peak in the power spectrum at the wavenumber $`k0.05h`$ Mpc-1.

We used also the $`\chi ^2`$ test to calculate the probability that the models fit the observed power spectrum. The observed power spectrum represents the weighted mean of the power spectra determined by Einasto et al. (1997) and Retzlaff et al. (1998) and it is not clear how many points of the power spectrum are independent. As a first step we used all the data points in Fig. 4. The models with $`p=0.6`$ and $`p=0.8`$ are consistent with the observed power spectrum at a confindence level higher than $`90`$%. For the models with $`p=0.95`$ and $`p=1.05`$, the probability that the models fit the observed power spectrum is less than $`30`$%.

We studied also the power spectrum of clusters in other models with different values of ($`\mathrm{\Omega }_0`$, $`h`$) and found similar results. The power spectrum of clusters is in good agreement with the observed power spectrum of the Abell-ACO clusters, if the initial parameter $`p`$ is in the range $`p=0.60.8`$. In the models with $`h=0.65`$, the allowed values for the parameter $`p`$ are in this range, if $`\mathrm{\Omega }_0=0.200.27`$ (see Fig. 3a). Similarly, the $`\mathrm{\Omega }_0=0.3`$ models are consistent with the observed mass function, peculiar velocities and the power spectrum of clusters, if $`h=0.500.63`$ (Fig. 3b).

In the $`\mathrm{\Omega }_0=0.4`$ model with $`h=0.5`$, the peculiar velocities are larger than observed, if $`p<0.86`$. For higher values of $`\mathrm{\Omega }_0`$ and $`h`$, this limit for $`p`$ increases. Therefore, for $`\mathrm{\Omega }_00.4`$ and $`h0.5`$, the observed power spectrum and peculiar velocities of clusters are not consistent with each other. Either the observed peculiar velocities are underestimated, or the observed peak in the power spectrum of clusters is overestimated. The peculiar velocities and the power spectrum of clusters are consistent with observations only if $`\mathrm{\Omega }_0<0.4`$.

## 5 DISCUSSION AND SUMMARY

In this paper, we have examined the properties of clusters of galaxies in the $`\mathrm{\Lambda }`$CDM models with a steplike initial power spectrum (1,2) that depends on two parameters $`k_0`$ and $`p`$. The parameter $`k_0`$ determines the location of the step and the parameter $`p`$ \- the shape of the initial spectrum. For the models with $`p<1`$ and $`p>1`$, the step parameter was chosen to be $`k_0=0.016h`$ Mpc-1 and $`k_0=0.03h`$ Mpc-1, respectively. We investigated the mass function, peculiar velocities and the power spectrum of clusters in models with different values of $`\mathrm{\Omega }_0`$, $`h`$ and $`p`$.

We found that the mass function and the peculiar velocities of clusters are consistent with the observed data only in a small interval of the parameter $`p`$. For the model with $`\mathrm{\Omega }_0=0.3`$ and $`h=0.65`$, we find that $`p=0.871.0`$. For the $`\mathrm{\Omega }_0=0.3`$ models with $`h=0.5`$ and $`h=0.6`$, we find that $`p=0.570.64`$ and $`p=0.760.88`$, respectively.

The power spectrum of clusters in the $`\mathrm{\Lambda }`$CDM models with a steplike initial power spectrum is in good agreement with the observed power spectrum of the Abell-ACO clusters, if the initial parameter $`p`$ is in the range $`p=0.60.8`$. In the models with $`h=0.65`$, the allowed values for the parameter $`p`$ are in this range if $`\mathrm{\Omega }_0=0.200.27`$. The $`\mathrm{\Omega }_0=0.3`$ models are consistent with the observed mass function, peculiar velocities and the power spectrum of clusters, if $`h=0.500.63`$. The peculiar velocities and the power spectrum of clusters are consistent with observations only if $`\mathrm{\Omega }_0<0.4`$.

We also studied the rms bulk velocity in the models, where the mass function, the peculiar velocities and the power spectrum of clusters are consistent with observations. We choosed three models in the allowed parameter space and studied these models in more detail. Tabel 1 lists the parameters of the models studied. We have determined the number density of clusters with mass $`M_{1.5}=410^{14}h^1M_{}`$, $`n_{cl}`$; the rms mass fluctuation on an $`8h^1`$ Mpc scale, $`\sigma _8`$; the rms peculiar velocity of clusters, $`v_{cl}`$, and the rms bulk velocity for a radius $`r=50h^1`$ Mpc, $`V_{50}`$. The rms bulk velocity was determined by using eq. (6). The observed bulk velocities are determined in a sphere centered on the Local Group and represent a single measurement of the bulk flow on large scales. The observed bulk velocity derived from the Mark III catalog of peculiar velocities for $`r=50h^1`$ Mpc is $`375\pm 135`$ km s-1 (Kolatt & Dekel 1997). In the models studied, the rms bulk velocity is $`270285`$ km s-1, which is consistent with the observed data.

Therefore, in many aspects the $`\mathrm{\Lambda }`$CDM models with a steplike initial spectrum fit the observed data. Further work is needed to study the properties of galaxies and clusters of galaxies in these models in more detail.

## ACKNOWLEDGEMENTS

We thank A. Starobinsky, J. Einasto and E. Saar for useful discussions. This work has been supported by the ESF grant 3601.